Factor `Pair` schema-mismatch handling to `_util`

Add `get_or_raise_on_pair_schema_mismatch()` helper
and `SchemaMismatch` error type in `brokers._util`
to standardize the "provider changed their API" error
reporting across backends.

Deats,
- add `SchemaMismatch(BrokerError)` exc type.
- `get_or_raise_on_pair_schema_mismatch()`: catch
  `TypeError` on `Pair` ctor, build `ppfmt()`-ed
  report with provider name, fall back to
  `pair_type._api_url` if no explicit URL passed,
  then raise `SchemaMismatch`.
- binance `api.py`: replace inline `try/except` +
  `e.add_note()` with the new helper.
- kraken `api.py`: replace bare `Pair(...)` ctor
  with the new helper inside crash handler.

Also,
- add `_api_url: ClassVar[str]` to binance
  `FutesPair` and kraken `Pair` structs.
- binance `feed.py`: warn on missing `.<provider>`
  in fqme; raise `SymbolNotFound` on empty venue.
- reformat `start_dt`/`end_dt` unions to
  `datetime|None` style in binance `Client`.
- wrap binance `_pairs` lookup in
  `maybe_open_crash_handler()`.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
repair_tests
Gud Boi 2026-03-20 19:49:38 -04:00
parent 60b4526fad
commit b30372f4fe
6 changed files with 103 additions and 18 deletions

View File

@ -20,10 +20,14 @@ Handy cross-broker utils.
""" """
from __future__ import annotations from __future__ import annotations
# from functools import partial # from functools import partial
from typing import (
Type,
)
import json import json
import httpx import httpx
import logging import logging
from msgspec import Struct
from piker.log import ( from piker.log import (
colorize_json, colorize_json,
@ -97,6 +101,12 @@ class DataThrottle(BrokerError):
''' '''
# TODO: add in throttle metrics/feedback # TODO: add in throttle metrics/feedback
class SchemaMismatch(BrokerError):
'''
Market `Pair` fields mismatch, likely due to provider API update.
'''
def resproc( def resproc(
resp: httpx.Response, resp: httpx.Response,
@ -123,3 +133,45 @@ def resproc(
log.debug(f"Received json contents:\n{colorize_json(msg)}") log.debug(f"Received json contents:\n{colorize_json(msg)}")
return msg if return_json else resp return msg if return_json else resp
def get_or_raise_on_pair_schema_mismatch(
pair_type: Type[Struct],
fields_data: dict,
provider_name: str,
api_url: str|None = None,
) -> Struct:
'''
Boilerplate helper around assset-`Pair` field schema mismatches,
normally due to provider API updates.
'''
try:
pair: Struct = pair_type(**fields_data)
return pair
except TypeError as err:
from tractor.devx.pformat import ppfmt
repr_data: str = ppfmt(fields_data)
report: str = (
f'Field mismatch we need to codify!\n'
f'\n'
f'{pair_type!r}({repr_data})'
f'\n'
f'^^^ {err.args[0]!r} ^^^\n'
f'\n'
f"Don't panic, prolly {provider_name!r} "
f"changed their symbology schema..\n"
)
if (
api_url
or
(api_url := pair_type._api_url)
):
report += (
f'\n'
f'Check out their API docs here:\n'
f'{api_url}\n'
)
raise SchemaMismatch(report) from err

View File

@ -49,6 +49,9 @@ from piker import config
from piker.clearing._messages import ( from piker.clearing._messages import (
Order, Order,
) )
from piker.brokers._util import (
get_or_raise_on_pair_schema_mismatch,
)
from piker.accounting import ( from piker.accounting import (
Asset, Asset,
digits_to_dec, digits_to_dec,
@ -370,20 +373,12 @@ class Client:
item['filters'] = filters item['filters'] = filters
pair_type: Type = PAIRTYPES[venue] pair_type: Type = PAIRTYPES[venue]
try: pair: Pair = get_or_raise_on_pair_schema_mismatch(
pair: Pair = pair_type(**item) pair_type=pair_type,
except Exception as e: fields_data=item,
e.add_note( provider_name='binance',
f'\n' api_url='https://binance-docs.github.io/apidocs/spot/en/#exchange-information',
f'New or removed field we need to codify!\n' )
f'pair-type: {pair_type!r}\n'
f'\n'
f"Don't panic, prolly stupid binance changed their symbology schema again..\n"
f'Check out their API docs here:\n'
f'\n'
f'https://binance-docs.github.io/apidocs/spot/en/#exchange-information\n'
)
raise
pair_table[pair.symbol.upper()] = pair pair_table[pair.symbol.upper()] = pair
# update an additional top-level-cross-venue-table # update an additional top-level-cross-venue-table
@ -581,8 +576,8 @@ class Client:
self, self,
mkt: MktPair, mkt: MktPair,
start_dt: datetime | None = None, start_dt: datetime|None = None,
end_dt: datetime | None = None, end_dt: datetime|None = None,
as_np: bool = True, as_np: bool = True,
@ -609,7 +604,11 @@ class Client:
start_time = binance_timestamp(start_dt) start_time = binance_timestamp(start_dt)
end_time = binance_timestamp(end_dt) end_time = binance_timestamp(end_dt)
bs_pair: Pair = self._pairs[mkt.bs_fqme.upper()] import tractor
with tractor.devx.maybe_open_crash_handler():
bs_pair: Pair = self._pairs[
mkt.bs_fqme.upper()
]
# https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data # https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data
bars = await self._api( bars = await self._api(

View File

@ -48,6 +48,7 @@ import tractor
from piker.brokers import ( from piker.brokers import (
open_cached_client, open_cached_client,
NoData, NoData,
SymbolNotFound,
) )
from piker._cacheables import ( from piker._cacheables import (
async_lifo_cache, async_lifo_cache,
@ -305,6 +306,10 @@ async def get_mkt_info(
# uppercase since kraken bs_mktid is always upper # uppercase since kraken bs_mktid is always upper
if 'binance' not in fqme.lower(): if 'binance' not in fqme.lower():
log.warning(
f'Missing `.<provider>` part in fqme ??\n'
f'fqme: {fqme!r}\n'
)
fqme += '.binance' fqme += '.binance'
mkt_mode: str = '' mkt_mode: str = ''
@ -319,6 +324,12 @@ async def get_mkt_info(
venue: str = venue.upper() venue: str = venue.upper()
venue_lower: str = venue.lower() venue_lower: str = venue.lower()
if not venue:
raise SymbolNotFound(
f'Invalid or missing .<venue> part in fqme?\n'
f'fqme: {fqme!r}\n'
)
# XXX TODO: we should change the usdtm_futes name to just # XXX TODO: we should change the usdtm_futes name to just
# usdm_futes (dropping the tether part) since it turns out that # usdm_futes (dropping the tether part) since it turns out that
# there are indeed USD-tokens OTHER THEN tether being used as # there are indeed USD-tokens OTHER THEN tether being used as
@ -360,6 +371,8 @@ async def get_mkt_info(
if not mkt_mode: if not mkt_mode:
mkt_mode: str = f'{venue_lower}_futes' mkt_mode: str = f'{venue_lower}_futes'
await tractor.pause()
async with open_cached_client( async with open_cached_client(
'binance', 'binance',
) as client: ) as client:

View File

@ -20,6 +20,7 @@ Per market data-type definitions and schemas types.
""" """
from __future__ import annotations from __future__ import annotations
from typing import ( from typing import (
ClassVar,
Literal, Literal,
) )
from decimal import Decimal from decimal import Decimal
@ -203,6 +204,8 @@ class FutesPair(Pair):
# NOTE: see `.data._symcache.SymbologyCache.load()` for why # NOTE: see `.data._symcache.SymbologyCache.load()` for why
ns_path: str = 'piker.brokers.binance:FutesPair' ns_path: str = 'piker.brokers.binance:FutesPair'
_api_url: ClassVar[str] = 'https://binance-docs.github.io/apidocs/spot/en/#exchange-information'
# NOTE: for compat with spot pairs and `MktPair.src: Asset` # NOTE: for compat with spot pairs and `MktPair.src: Asset`
# processing.. # processing..
@property @property

View File

@ -52,6 +52,7 @@ from piker.brokers._util import (
SymbolNotFound, SymbolNotFound,
BrokerError, BrokerError,
DataThrottle, DataThrottle,
get_or_raise_on_pair_schema_mismatch,
) )
from piker.accounting import Transaction from piker.accounting import Transaction
from piker.log import get_logger from piker.log import get_logger
@ -502,7 +503,16 @@ class Client:
# NOTE: always cache in pairs tables for faster lookup # NOTE: always cache in pairs tables for faster lookup
with tractor.devx.maybe_open_crash_handler(): # as bxerr: with tractor.devx.maybe_open_crash_handler(): # as bxerr:
pair = Pair(xname=xkey, **data) # pair = Pair(xname=xkey, **data)
pair: Pair = get_or_raise_on_pair_schema_mismatch(
pair_type=Pair,
fields_data=dict(
xname=xkey,
**data,
),
provider_name='kraken',
# api_url='https://binance-docs.github.io/apidocs/spot/en/#exchange-information',
)
# register the above `Pair` structs for all # register the above `Pair` structs for all
# key-sets/monikers: a set of 4 (frickin) tables # key-sets/monikers: a set of 4 (frickin) tables

View File

@ -19,6 +19,9 @@ Symbology defs and search.
''' '''
from decimal import Decimal from decimal import Decimal
from typing import (
ClassVar,
)
import tractor import tractor
@ -86,9 +89,14 @@ class Pair(Struct):
short_position_limit: float = 0 short_position_limit: float = 0
long_position_limit: float = float('inf') long_position_limit: float = float('inf')
# TODO, add API note when this was added!
# execution_venue: str|None = None
# TODO: should we make this a literal NamespacePath ref? # TODO: should we make this a literal NamespacePath ref?
ns_path: str = 'piker.brokers.kraken:Pair' ns_path: str = 'piker.brokers.kraken:Pair'
_api_url: ClassVar[str] = 'https://docs.kraken.com/api/docs/rest-api/get-tradable-asset-pairs'
@property @property
def bs_mktid(self) -> str: def bs_mktid(self) -> str:
''' '''