binance.feed: use `Client.get_assets()` for mkt pairs
Instead of constructing them (previously manually) in `.get_mkt_info()` ep, just call `.get_assets()` and do key lookups for assets to hand directly to the `.src/dst` of `MktPair`. Refine fqme input parsing to match: - adjust parsing logic to only use `unpack_fqme()` on the input fqme token. - set `.mkt_mode: str` to the derivs venue when an expiry token is detected in the fqme. - pass the parsed `expiry: str` to `Client.exch_info()` to ensure a deriv venue (table) is used for pair lookup. - skip any "DEFI" venue or other unknown asset type cases (since binance doesn't seem to define some assets anywhere?). Also, just use the `Client._pairs` unified table for search input since the first call to `.exch_info()` won't necessarily contain the most up-to-date state whereas `._pairs` always will.account_tests
Tyler Goodlet
parent
19be8348e5
commit
a2c6749112
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@ -400,7 +400,7 @@ async def open_trade_dialog(
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# and comparison with binance's own position calcs.
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# - load pps and accounts using accounting apis, write
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# the ledger and account files
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# - table: PpTable
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# - table: Account
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# - ledger: TransactionLedger
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async with (
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@ -24,8 +24,11 @@ from contextlib import (
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aclosing,
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)
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from datetime import datetime
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from functools import partial
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from functools import (
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partial,
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)
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import itertools
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from pprint import pformat
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from typing import (
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Any,
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AsyncGenerator,
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@ -54,7 +57,6 @@ from piker.accounting import (
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DerivTypes,
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MktPair,
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unpack_fqme,
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digits_to_dec,
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)
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from piker.data.types import Struct
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from piker.data.validate import FeedInit
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@ -277,69 +279,107 @@ async def open_history_client(
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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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) -> tuple[MktPair, Pair] | None:
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# uppercase since kraken bs_mktid is always upper
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if 'binance' not in fqme:
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if 'binance' not in fqme.lower():
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fqme += '.binance'
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bs_fqme, _, broker = fqme.rpartition('.')
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mkt_mode: str = ''
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broker, mkt_ep, venue, expiry = unpack_fqme(fqme)
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venue: str = venue.lower()
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# NOTE: see the `FutesPair.bs_fqme: str` implementation
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# to understand the reverse market info lookup below.
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mkt_mode = venue = venue.lower() or 'spot'
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_atype: str = ''
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# XXX TODO: we should change the usdtm_futes name to just
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# usdm_futes (dropping the tether part) since it turns out that
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# there are indeed USD-tokens OTHER THEN tether being used as
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# the margin assets.. it's going to require a wholesale
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# (variable/key) rename as well as file name adjustments to any
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# existing tsdb set..
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if 'usd' in venue:
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mkt_mode: str = 'usdtm_futes'
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# NO IDEA what these contracts (some kinda DEX-ish futes?) are
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# but we're masking them for now..
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elif (
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'defi' in venue
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# TODO: handle coinm futes which have a margin asset that
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# is some crypto token!
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# https://binance-docs.github.io/apidocs/delivery/en/#exchange-information
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or 'btc' in venue
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):
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return None
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else:
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# NOTE: see the `FutesPair.bs_fqme: str` implementation
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# to understand the reverse market info lookup below.
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mkt_mode = venue or 'spot'
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sectype: str = ''
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if (
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venue
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and 'spot' not in venue.lower()
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and 'spot' not in venue
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# XXX: catch all in case user doesn't know which
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# venue they want (usdtm vs. coinm) and we can choose
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# a default (via config?) once we support coin-m APIs.
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or 'perp' in bs_fqme.lower()
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or 'perp' in venue
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):
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mkt_mode: str = f'{venue.lower()}_futes'
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if 'perp' in expiry:
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_atype = 'perpetual_future'
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if not mkt_mode:
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mkt_mode: str = f'{venue}_futes'
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else:
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_atype = 'future'
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sectype: str = 'future'
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if 'perp' in expiry:
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sectype = 'perpetual_future'
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async with open_cached_client(
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'binance',
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) as client:
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# switch mode depending on input pattern parsing
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assets: dict[str, Asset] = await client.get_assets()
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pair_str: str = mkt_ep.upper()
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# switch venue-mode depending on input pattern parsing
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# since we want to use a particular endpoint (set) for
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# pair info lookup!
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client.mkt_mode = mkt_mode
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pair_str: str = mkt_ep.upper()
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pair: Pair = await client.exch_info(pair_str)
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pair: Pair = await client.exch_info(
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pair_str,
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venue=mkt_mode, # explicit
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expiry=expiry,
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)
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if 'futes' in mkt_mode:
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assert isinstance(pair, FutesPair)
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dst: Asset | None = assets.get(pair.bs_dst_asset)
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if (
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not dst
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# TODO: a known asset DNE list?
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# and pair.baseAsset == 'DEFI'
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):
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log.warning(
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f'UNKNOWN {venue} asset {pair.baseAsset} from,\n'
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f'{pformat(pair.to_dict())}'
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)
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# XXX UNKNOWN missing "asset", though no idea why?
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# maybe it's only avail in the margin venue(s): /dapi/ ?
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return None
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mkt = MktPair(
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dst=Asset(
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name=pair.baseAsset,
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atype='crypto',
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tx_tick=digits_to_dec(pair.baseAssetPrecision),
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),
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src=Asset(
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name=pair.quoteAsset,
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atype='crypto',
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tx_tick=digits_to_dec(pair.quoteAssetPrecision),
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),
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dst=dst,
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src=assets[pair.bs_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.symbol,
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expiry=expiry,
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venue=venue,
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broker='binance',
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_atype=_atype,
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_atype=sectype,
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)
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both = mkt, pair
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return both
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return mkt, pair
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@acm
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@ -472,10 +512,11 @@ async def open_symbol_search(
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ctx: tractor.Context,
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) -> Client:
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# NOTE: symbology tables are loaded as part of client
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# startup in ``.api.get_client()`` and in this case
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# are stored as `Client._pairs`.
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async with open_cached_client('binance') as client:
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# load all symbols locally for fast search
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fqpairs_cache = await client.exch_info()
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# TODO: maybe we should deliver the cache
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# so that client's can always do a local-lookup-first
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# style try and then update async as (new) match results
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@ -488,7 +529,7 @@ async def open_symbol_search(
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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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fqpairs_cache,
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client._pairs,
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score_cutoff=50,
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)
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