.kraken: start new `.symbols` submod and move symcache and search stuff there
Tyler Goodlet
parent
82fd785646
commit
912f1bc635
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@ -19,23 +19,26 @@ Kraken backend.
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Sub-modules within break into the core functionalities:
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- ``broker.py`` part for orders / trading endpoints
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- ``feed.py`` for real-time data feed endpoints
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- ``api.py`` for the core API machinery which is ``trio``-ized
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wrapping around ``ib_insync``.
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- .api: for the core API machinery which generally
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a ``asks``/``trio-websocket`` implemented ``Client``.
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- .broker: part for orders / trading endpoints.
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- .feed: for real-time and historical data query endpoints.
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- .ledger: for transaction processing as it pertains to accounting.
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- .symbols: for market (name) search and symbology meta-defs.
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'''
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from .symbols import Pair # for symcache
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from .symbols import (
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Pair, # for symcache
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open_symbol_search,
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# required by `.accounting`, `.data`
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get_mkt_info,
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)
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# required by `.brokers`
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from .api import (
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get_client,
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)
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from .feed import (
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# required by `.accounting`, `.data`
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get_mkt_info,
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# required by `.data`
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open_symbol_search,
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stream_quotes,
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open_history_client,
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)
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@ -66,6 +69,7 @@ __all__ = [
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# tractor RPC enable arg
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__enable_modules__: list[str] = [
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'api',
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'feed',
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'broker',
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'feed',
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'symbols',
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]
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@ -30,24 +30,16 @@ from typing import (
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)
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import time
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from fuzzywuzzy import process as fuzzy
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import numpy as np
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import pendulum
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from trio_typing import TaskStatus
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import tractor
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import trio
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from piker.accounting._mktinfo import (
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Asset,
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MktPair,
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unpack_fqme,
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)
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from piker.brokers import (
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open_cached_client,
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SymbolNotFound,
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)
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from piker._cacheables import (
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async_lifo_cache,
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)
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from piker.brokers._util import (
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BrokerError,
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@ -59,9 +51,8 @@ from piker.data.validate import FeedInit
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from piker.data._web_bs import open_autorecon_ws, NoBsWs
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from .api import (
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log,
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Client,
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Pair,
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)
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from .symbols import get_mkt_info
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class OHLC(Struct, frozen=True):
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@ -267,70 +258,6 @@ async def open_history_client(
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yield get_ohlc, {'erlangs': 1, 'rate': 1}
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@async_lifo_cache()
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async def get_mkt_info(
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fqme: str,
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) -> tuple[MktPair, Pair]:
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'''
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Query for and return a `MktPair` and backend-native `Pair` (or
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wtv else) info.
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If more then one fqme is provided return a ``dict`` of native
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key-strs to `MktPair`s.
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'''
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venue: str = 'spot'
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expiry: str = ''
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if '.kraken' not in fqme:
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fqme += '.kraken'
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broker, pair, venue, expiry = unpack_fqme(fqme)
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venue: str = venue or 'spot'
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if venue.lower() != 'spot':
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raise SymbolNotFound(
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'kraken only supports spot markets right now!\n'
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f'{fqme}\n'
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)
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async with open_cached_client('kraken') as client:
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# uppercase since kraken bs_mktid is always upper
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# bs_fqme, _, broker = fqme.partition('.')
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# pair_str: str = bs_fqme.upper()
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pair_str: str = f'{pair}.{venue}'
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pair: Pair | None = client._pairs.get(pair_str.upper())
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if not pair:
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bs_fqme: str = Client.to_bs_fqme(pair_str)
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pair: Pair = client._pairs[bs_fqme]
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if not (assets := client._assets):
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assets: dict[str, Asset] = await client.get_assets()
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dst_asset: Asset = assets[pair.bs_dst_asset]
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src_asset: Asset = assets[pair.bs_src_asset]
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mkt = MktPair(
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dst=dst_asset,
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src=src_asset,
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price_tick=pair.price_tick,
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size_tick=pair.size_tick,
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bs_mktid=pair.bs_mktid,
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expiry=expiry,
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venue=venue or 'spot',
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# TODO: futes
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# _atype=_atype,
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broker='kraken',
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)
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return mkt, pair
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async def stream_quotes(
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send_chan: trio.abc.SendChannel,
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@ -486,30 +413,3 @@ async def stream_quotes(
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log.warning(f'Unknown WSS message: {typ}, {quote}')
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await send_chan.send({topic: quote})
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@tractor.context
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async def open_symbol_search(
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ctx: tractor.Context,
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) -> Client:
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async with open_cached_client('kraken') as client:
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# load all symbols locally for fast search
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cache = await client.get_mkt_pairs()
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await ctx.started(cache)
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async with ctx.open_stream() as stream:
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async for pattern in stream:
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matches = fuzzy.extractBests(
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pattern,
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client._pairs,
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score_cutoff=50,
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)
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# repack in dict form
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await stream.send({
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pair[0].altname: pair[0]
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for pair in matches
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})
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@ -15,15 +15,30 @@
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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'''
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Symbology defs and deats!
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Symbology defs and search.
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'''
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from decimal import Decimal
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import tractor
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from fuzzywuzzy import process as fuzzy
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from piker._cacheables import (
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async_lifo_cache,
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)
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from piker.accounting._mktinfo import (
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digits_to_dec,
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)
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from piker.brokers import (
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open_cached_client,
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SymbolNotFound,
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)
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from piker.data.types import Struct
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from piker.accounting._mktinfo import (
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Asset,
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MktPair,
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unpack_fqme,
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)
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# https://www.kraken.com/features/api#get-tradable-pairs
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@ -112,3 +127,89 @@ class Pair(Struct):
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return f'{dst}{src}.SPOT'
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@tractor.context
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async def open_symbol_search(ctx: tractor.Context) -> None:
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async with open_cached_client('kraken') as client:
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# load all symbols locally for fast search
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cache = await client.get_mkt_pairs()
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await ctx.started(cache)
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async with ctx.open_stream() as stream:
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async for pattern in stream:
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matches = fuzzy.extractBests(
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pattern,
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client._pairs,
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score_cutoff=50,
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)
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# repack in dict form
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await stream.send({
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pair[0].altname: pair[0]
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for pair in matches
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})
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@async_lifo_cache()
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async def get_mkt_info(
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fqme: str,
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) -> tuple[MktPair, Pair]:
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'''
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Query for and return a `MktPair` and backend-native `Pair` (or
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wtv else) info.
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If more then one fqme is provided return a ``dict`` of native
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key-strs to `MktPair`s.
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'''
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venue: str = 'spot'
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expiry: str = ''
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if '.kraken' not in fqme:
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fqme += '.kraken'
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broker, pair, venue, expiry = unpack_fqme(fqme)
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venue: str = venue or 'spot'
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if venue.lower() != 'spot':
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raise SymbolNotFound(
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'kraken only supports spot markets right now!\n'
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f'{fqme}\n'
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)
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async with open_cached_client('kraken') as client:
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# uppercase since kraken bs_mktid is always upper
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# bs_fqme, _, broker = fqme.partition('.')
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# pair_str: str = bs_fqme.upper()
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pair_str: str = f'{pair}.{venue}'
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pair: Pair | None = client._pairs.get(pair_str.upper())
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if not pair:
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bs_fqme: str = client.to_bs_fqme(pair_str)
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pair: Pair = client._pairs[bs_fqme]
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if not (assets := client._assets):
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assets: dict[str, Asset] = await client.get_assets()
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dst_asset: Asset = assets[pair.bs_dst_asset]
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src_asset: Asset = assets[pair.bs_src_asset]
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mkt = MktPair(
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dst=dst_asset,
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src=src_asset,
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price_tick=pair.price_tick,
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size_tick=pair.size_tick,
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bs_mktid=pair.bs_mktid,
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expiry=expiry,
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venue=venue or 'spot',
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# TODO: futes
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# _atype=_atype,
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broker='kraken',
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)
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return mkt, pair
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