kraken: port to `FeedInit` and proper impl of `get_mkt_info()` ep

piker/brokers/kraken/feed.py

@@ -36,15 +36,20 @@ import tractor
 import trio
 
 from piker.accounting._mktinfo import (
+    Asset,
     MktPair,
 )
-from piker._cacheables import open_cached_client
+from piker._cacheables import (
+    open_cached_client,
+    async_lifo_cache,
+)
 from piker.brokers._util import (
     BrokerError,
     DataThrottle,
     DataUnavailable,
 )
 from piker.data.types import Struct
+from piker.data.validate import FeedInit
 from piker.data._web_bs import open_autorecon_ws, NoBsWs
 from . import log
 from .api import (
@@ -278,6 +283,7 @@ async def open_history_client(
         yield get_ohlc, {'erlangs': 1, 'rate': 1}
 
 
+@async_lifo_cache()
 async def get_mkt_info(
     fqme: str,
 
@@ -293,9 +299,25 @@ async def get_mkt_info(
     async with open_cached_client('kraken') as client:
 
         # uppercase since kraken bs_mktid is always upper
-        sym_str = fqme.upper()
-        pair: Pair = await client.pair_info(sym_str)
-        mkt: MktPair = await client.mkt_info(sym_str)
+        bs_fqme, _, broker = fqme.partition('.')
+        pair_str: str = bs_fqme.upper()
+        bs_mktid: str = Client.normalize_symbol(pair_str)
+        pair: Pair = await client.pair_info(pair_str)
+
+        assets = client.assets
+        dst_asset: Asset = assets[pair.base]
+        src_asset: Asset = assets[pair.quote]
+
+        mkt = MktPair(
+            dst=dst_asset,
+            src=src_asset,
+
+            price_tick=pair.price_tick,
+            size_tick=pair.size_tick,
+            bs_mktid=bs_mktid,
+
+            broker='kraken',
+        )
         return mkt, pair
 
 
@@ -321,30 +343,24 @@ async def stream_quotes(
     '''
 
     ws_pairs: list[str] = []
-    mkt_infos: dict[str, MktPair] = {}
+    init_msgs: list[FeedInit] = []
 
     async with (
         send_chan as send_chan,
     ):
         for sym_str in symbols:
             mkt, pair = await get_mkt_info(sym_str)
-            mkt_infos[sym_str] = mkt
+            init_msgs.append(
+                FeedInit(
+                    mkt_info=mkt,
+                    shm_write_opts={
+                        'sum_tick_vml': False,
+                    },
+                )
+            )
+
             ws_pairs.append(pair.wsname)
 
-        symbol = symbols[0].lower()
-
-        # sync with `.data.feed` caller
-        # TODO: should we make this init msg a `Struct`?
-        init_msgs = {
-            symbol: {
-                'fqsn': sym_str,
-                'mkt_info': mkt_infos[sym_str],
-                'shm_write_opts': {
-                    'sum_tick_vml': False,
-                },
-            },
-        }
-
         @acm
         async def subscribe(ws: NoBsWs):