Add get_balances, and get_assets rpc to deribit.api.Client
Improve symbol_info search results Expect cancellation on cryptofeeds asyncio task Fix the no trades on instrument bug that we had on startupsize_in_shm_token
parent
2c2e43d8ac
commit
d60f222bb7
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@ -148,6 +148,10 @@ class Client:
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self._access_token: Optional[str] = None
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self._refresh_token: Optional[str] = None
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@property
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def currencies(self):
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return ['btc', 'eth', 'sol', 'usd']
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def _next_json_body(self, method: str, params: Dict):
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"""get the typical json rpc 2.0 msg body and increment the req id
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"""
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@ -263,6 +267,37 @@ class Client:
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else:
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await trio.sleep(renew_time / 2)
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async def get_balances(self, kind: str = 'option') -> dict[str, float]:
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"""Return the set of positions for this account
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by symbol.
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"""
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balances = {}
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for currency in self.currencies:
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resp = await self.json_rpc(
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'private/get_positions', params={
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'currency': currency.upper(),
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'kind': kind})
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balances[currency] = resp.result
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return balances
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async def get_assets(self) -> dict[str, float]:
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"""Return the set of asset balances for this account
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by symbol.
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"""
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balances = {}
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for currency in self.currencies:
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resp = await self.json_rpc(
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'private/get_account_summary', params={
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'currency': currency.upper()})
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balances[currency] = resp.result['balance']
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return balances
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async def symbol_info(
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self,
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instrument: Optional[str] = None,
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@ -305,7 +340,7 @@ class Client:
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async def search_symbols(
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self,
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pattern: str,
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limit: int = None,
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limit: int = 30,
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) -> dict[str, Any]:
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if self._pairs is not None:
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data = self._pairs
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@ -315,7 +350,8 @@ class Client:
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matches = fuzzy.extractBests(
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pattern,
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data,
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score_cutoff=50,
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score_cutoff=35,
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limit=limit
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)
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# repack in dict form
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return {item[0]['instrument_name']: item[0]
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@ -397,7 +433,6 @@ async def get_client() -> Client:
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trio.open_nursery() as n,
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open_autorecon_ws(_testnet_ws_url) as ws
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):
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client = Client(n, ws)
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await client.start_rpc()
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await client.cache_symbols()
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@ -177,7 +177,11 @@ async def open_aio_cryptofeed_relay(
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# sync with trio
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to_trio.send_nowait(None)
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await asyncio.sleep(float('inf'))
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try:
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await asyncio.sleep(float('inf'))
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except asyncio.exceptions.CancelledError:
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...
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@acm
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@ -262,7 +266,6 @@ async def stream_quotes(
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async with (
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open_cached_client('deribit') as client,
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send_chan as send_chan,
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trio.open_nursery() as n,
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open_cryptofeeds(symbols) as stream
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):
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@ -284,23 +287,31 @@ async def stream_quotes(
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# keep client cached for real-time section
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cache = await client.cache_symbols()
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last_trade = Trade(**(await client.last_trades(
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cb_sym_to_deribit_inst(nsym), count=1)).trades[0])
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first_quote = {
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'symbol': sym,
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'last': last_trade.price,
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'brokerd_ts': last_trade.timestamp,
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'ticks': [{
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'type': 'trade',
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'price': last_trade.price,
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'size': last_trade.amount,
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'broker_ts': last_trade.timestamp
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}]
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}
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task_status.started((init_msgs, first_quote))
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async with aclosing(stream):
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last_trades = (await client.last_trades(
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cb_sym_to_deribit_inst(nsym), count=1)).trades
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if len(last_trades) == 0:
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async for typ, quote in stream:
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if typ == 'trade':
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last_trade = Trade(**quote['data'])
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else:
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last_trade = Trade(**last_trades[0])
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first_quote = {
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'symbol': sym,
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'last': last_trade.price,
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'brokerd_ts': last_trade.timestamp,
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'ticks': [{
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'type': 'trade',
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'price': last_trade.price,
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'size': last_trade.amount,
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'broker_ts': last_trade.timestamp
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}]
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}
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task_status.started((init_msgs, first_quote))
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feed_is_live.set()
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async for typ, quote in stream:
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@ -321,15 +332,6 @@ async def open_symbol_search(
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async with ctx.open_stream() as stream:
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async for pattern in stream:
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# results = await client.symbol_info(sym=pattern.upper())
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matches = fuzzy.extractBests(
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pattern,
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cache,
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score_cutoff=30,
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)
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# repack in dict form
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await stream.send(
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{item[0]['instrument_name']: item[0]
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for item in matches}
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)
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await client.search_symbols(pattern))
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