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Code Issues 2 Pull Requests 4 Packages Projects Releases Wiki Activity

`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
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21
piker/brokers/binance.py
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@ -20,6 +20,7 @@ Binance backend
""" """
from contextlib import asynccontextmanager as acm from contextlib import asynccontextmanager as acm
from datetime import datetime from datetime import datetime
from decimal import Decimal
from typing import ( from typing import (
Any, Union, Optional, Any, Union, Optional,
AsyncGenerator, Callable, AsyncGenerator, Callable,
@ -173,10 +174,10 @@ class Client:
) )
return resproc(resp, log) return resproc(resp, log)
async def symbol_info( async def mkt_info(
self, self,
sym: Optional[str] = None, sym: str | None = None,
) -> dict[str, Any]: ) -> dict[str, Any]:
'''Get symbol info for the exchange. '''Get symbol info for the exchange.
@ -208,11 +209,13 @@ class Client:
else: else:
return syms return syms
symbol_info = mkt_info
async def cache_symbols( async def cache_symbols(
self, self,
) -> dict: ) -> dict:
if not self._pairs: if not self._pairs:
self._pairs = await self.symbol_info() self._pairs = await self.mkt_info()
return self._pairs return self._pairs
@ -224,7 +227,7 @@ class Client:
if self._pairs is not None: if self._pairs is not None:
data = self._pairs data = self._pairs
else: else:
data = await self.symbol_info() data = await self.mkt_info()
matches = fuzzy.extractBests( matches = fuzzy.extractBests(
pattern, pattern,
@ -476,11 +479,11 @@ async def stream_quotes(
# XXX: after manually inspecting the response format we # XXX: after manually inspecting the response format we
# just directly pick out the info we need # just directly pick out the info we need
si['price_tick_size'] = float( si['price_tick_size'] = Decimal(
filters['PRICE_FILTER']['tickSize'] filters['PRICE_FILTER']['tickSize'].rstrip('0')
) )
si['lot_tick_size'] = float( si['lot_tick_size'] = Decimal(
filters['LOT_SIZE']['stepSize'] filters['LOT_SIZE']['stepSize'].rstrip('0')
) )
si['asset_type'] = 'crypto' si['asset_type'] = 'crypto'
@ -585,7 +588,7 @@ async def open_symbol_search(
async with ctx.open_stream() as stream: async with ctx.open_stream() as stream:
async for pattern in 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( matches = fuzzy.extractBests(
pattern, pattern,