`binance`: deliver mkt precision info as `Decimal`

rekt_pps
Tyler Goodlet 2023-03-21 13:38:54 -04:00
parent ea9ea4a6d7
commit b9c7e1b0c7
1 changed files with 12 additions and 9 deletions

View File

@ -20,6 +20,7 @@ Binance backend
"""
from contextlib import asynccontextmanager as acm
from datetime import datetime
from decimal import Decimal
from typing import (
Any, Union, Optional,
AsyncGenerator, Callable,
@ -173,10 +174,10 @@ class Client:
)
return resproc(resp, log)
async def symbol_info(
async def mkt_info(
self,
sym: Optional[str] = None,
sym: str | None = None,
) -> dict[str, Any]:
'''Get symbol info for the exchange.
@ -208,11 +209,13 @@ class Client:
else:
return syms
symbol_info = mkt_info
async def cache_symbols(
self,
) -> dict:
if not self._pairs:
self._pairs = await self.symbol_info()
self._pairs = await self.mkt_info()
return self._pairs
@ -224,7 +227,7 @@ class Client:
if self._pairs is not None:
data = self._pairs
else:
data = await self.symbol_info()
data = await self.mkt_info()
matches = fuzzy.extractBests(
pattern,
@ -476,11 +479,11 @@ async def stream_quotes(
# XXX: after manually inspecting the response format we
# just directly pick out the info we need
si['price_tick_size'] = float(
filters['PRICE_FILTER']['tickSize']
si['price_tick_size'] = Decimal(
filters['PRICE_FILTER']['tickSize'].rstrip('0')
)
si['lot_tick_size'] = float(
filters['LOT_SIZE']['stepSize']
si['lot_tick_size'] = Decimal(
filters['LOT_SIZE']['stepSize'].rstrip('0')
)
si['asset_type'] = 'crypto'
@ -585,7 +588,7 @@ async def open_symbol_search(
async with ctx.open_stream() as stream:
async for pattern in stream:
# results = await client.symbol_info(sym=pattern.upper())
# results = await client.mkt_info(sym=pattern.upper())
matches = fuzzy.extractBests(
pattern,