Add kraken fuzzy symbol search

piker/brokers/kraken.py

@@ -21,7 +21,7 @@ Kraken backend.
 from contextlib import asynccontextmanager, AsyncExitStack
 from dataclasses import asdict, field
 from types import ModuleType
-from typing import List, Dict, Any, Tuple
+from typing import List, Dict, Any, Tuple, Optional
 import json
 import time
 
@@ -37,6 +37,7 @@ from trio_websocket._impl import (
 
 import arrow
 import asks
+from fuzzywuzzy import process as fuzzy
 import numpy as np
 import trio
 import tractor
@@ -147,6 +148,17 @@ class Client:
             'User-Agent':
                 'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
         })
+        self._pairs = None
+
+    @property
+    def pairs(self) -> Dict[str, Any]:
+        if self._pairs is None:
+            raise RuntimeError(
+                "Make sure to run `cache_symbols()` on startup!"
+            )
+            # retreive and cache all symbols
+
+        return self._pairs
 
     async def _public(
         self,
@@ -162,14 +174,48 @@ class Client:
 
     async def symbol_info(
         self,
-        pair: str = 'all',
+        pair: Optional[str] = None,
     ):
-        resp = await self._public('AssetPairs', {'pair': pair})
+        if pair is not None:
+            pairs = {'pair': pair}
+        else:
+            pairs = None  # get all pairs
+
+        resp = await self._public('AssetPairs', pairs)
         err = resp['error']
         if err:
             raise BrokerError(err)
-        true_pair_key, data = next(iter(resp['result'].items()))
-        return data
+
+        pairs = resp['result']
+
+        if pair is not None:
+            _, data = next(iter(pairs.items()))
+            return data
+        else:
+            return pairs
+
+    async def cache_symbols(
+        self,
+    ) -> None:
+        self._pairs = await self.symbol_info()
+
+    async def search_stocks(
+        self,
+        pattern: str,
+        limit: int = None,
+    ) -> Dict[str, Any]:
+        if self._pairs is not None:
+            data = self._pairs
+        else:
+            data = await self.symbol_info()
+
+        matches = fuzzy.extractBests(
+            pattern,
+            data,
+            score_cutoff=50,
+        )
+        # repack in dict form
+        return {item[0]['altname']: item[0] for item in matches}
 
     async def bars(
         self,
@@ -232,7 +278,9 @@ class Client:
 
 @asynccontextmanager
 async def get_client() -> Client:
-    yield Client()
+    client = Client()
+    await client.cache_symbols()
+    yield client
 
 
 async def stream_messages(ws):
@@ -249,7 +297,7 @@ async def stream_messages(ws):
 
             too_slow_count += 1
 
-            if too_slow_count > 10:
+            if too_slow_count > 20:
                 log.warning(
                     "Heartbeat is too slow, resetting ws connection")
 
@@ -368,10 +416,13 @@ class AutoReconWs:
         self,
         tries: int = 10000,
     ) -> None:
-        try:
-            await self._stack.aclose()
-        except (DisconnectionTimeout, RuntimeError):
-            await trio.sleep(1)
+        while True:
+            try:
+                await self._stack.aclose()
+            except (DisconnectionTimeout, RuntimeError):
+                await trio.sleep(1)
+            else:
+                break
 
         last_err = None
         for i in range(tries):