Add comments and update cryptofeed fork url in requirements

piker/brokers/deribit/api.py

@@ -18,6 +18,7 @@
 Deribit backend.
 
 '''
+import json
 import time
 
 from contextlib import asynccontextmanager as acm, AsyncExitStack
@@ -47,6 +48,7 @@ log = get_logger(__name__)
 
 _url = 'https://www.deribit.com'
 _ws_url = 'wss://www.deribit.com/ws/api/v2'
+_testnet_ws_url = 'wss://test.deribit.com/ws/api/v2'
 
 
 # Broker specific ohlc schema (rest)
@@ -65,15 +67,8 @@ _ohlc_dtype = [
 class JSONRPCResult(Struct):
     jsonrpc: str = '2.0'
     id: int
-    result: dict 
+    result: Optional[dict] = None
-    usIn: int 
+    error: Optional[dict] = None
-    usOut: int 
-    usDiff: int 
-    testnet: bool
-
-class JSONRPCHTTPResult(Struct):
-    jsonrpc: str = '2.0'
-    result: dict 
     usIn: int 
     usOut: int 
     usDiff: int 
@@ -154,6 +149,8 @@ class Client:
         self._refresh_token: Optional[str] = None
 
     def _next_json_body(self, method: str, params: Dict):
+        """get the typical json rpc 2.0 msg body and increment the req id
+        """
         return {
             'jsonrpc': '2.0',
             'id': next(self._rpc_id),
@@ -162,16 +159,23 @@ class Client:
         }
 
     async def start_rpc(self):
+        """launch message receiver
+        """
         self._n.start_soon(self._recv_task)
 
+        # if we have client creds launch auth loop
         if self._key_id is not None:
             await self._n.start(self._auth_loop)
 
     async def _recv_task(self):
+        """receives every ws message and stores it in its corresponding result
+        field, then sets the event to wakeup original sender tasks.
+        """
         while True:
             msg = JSONRPCResult(**(await self._ws.recv_msg()))
 
             if msg.id not in self._rpc_results:
+                # in case this message wasn't beign accounted for store it 
                 self._rpc_results[msg.id] = {
                     'result': None,
                     'event': trio.Event()
@@ -181,6 +185,9 @@ class Client:
             self._rpc_results[msg.id]['event'].set()
 
     async def json_rpc(self, method: str, params: Dict) -> Dict:
+        """perform a json rpc call and wait for the result, raise exception in
+        case of error field present on response
+        """
         msg = self._next_json_body(method, params)
         _id = msg['id']
 
@@ -197,14 +204,20 @@ class Client:
 
         del self._rpc_results[_id]
 
+        if ret.error is not None:
+            raise Exception(json.dumps(ret.error, indent=4))
+
         return ret
 
     async def _auth_loop(
         self,
         task_status: TaskStatus = trio.TASK_STATUS_IGNORED
     ):
-        '''https://docs.deribit.com/?python#authentication-2
+        """Background task that adquires a first access token and then will
-        '''
+        refresh the access token while the nursery isn't cancelled.
+
+        https://docs.deribit.com/?python#authentication-2
+        """
         renew_time = 10
         access_scope = 'trade:read_write'
         self._expiry_time = time.time()
@@ -212,7 +225,11 @@ class Client:
 
         while True:
             if time.time() - self._expiry_time < renew_time:
+                # if we are close to token expiry time
+
                 if self._refresh_token != None:
+                    # if we have a refresh token already dont need to send
+                    # secret
                     params = {
                         'grant_type': 'refresh_token',
                         'refresh_token': self._refresh_token,
@@ -220,6 +237,7 @@ class Client:
                     }
 
                 else:
+                    # we don't have refresh token, send secret to initialize
                     params = {
                         'grant_type': 'client_credentials',
                         'client_id': self._key_id,
@@ -237,6 +255,8 @@ class Client:
                     self._access_token = result['access_token']
 
                 if not got_access:
+                    # first time this loop runs we must indicate task is
+                    # started, we have auth
                     got_access = True
                     task_status.started()
 
@@ -250,9 +270,9 @@ class Client:
         kind: str = 'option',
         expired: bool = False
     ) -> dict[str, Any]:
-        '''Get symbol info for the exchange.
+        """Get symbol info for the exchange.
 
-        '''
+        """
         # TODO: we can load from our self._pairs cache
         # on repeat calls...
 
@@ -375,7 +395,7 @@ class Client:
 async def get_client() -> Client:
     async with (
         trio.open_nursery() as n,
-        open_autorecon_ws(_ws_url) as ws
+        open_autorecon_ws(_testnet_ws_url) as ws
     ):
 
         client = Client(n, ws)

requirements.txt

@@ -20,4 +20,4 @@
 -e git+https://github.com/pikers/asyncvnc.git@main#egg=asyncvnc
 
 # ``cryptofeed`` for connecting to various crypto exchanges + custom fixes
--e git+https://github.com/guilledk/cryptofeed.git@date_parsing#egg=cryptofeed
+-e git+https://github.com/pikers/cryptofeed.git@date_parsing#egg=cryptofeed