From df8d1274aec53b9024603ade1efecc4fba1b202c Mon Sep 17 00:00:00 2001
From: Nelson Torres <nelson.torres.alvarado1@gmail.com>
Date: Fri, 15 Nov 2024 11:15:25 -0300
Subject: [PATCH] move object classes to venue

---
 piker/brokers/deribit/api.py    | 54 +++-------------------
 piker/brokers/deribit/venues.py | 79 +++++++++++++++++++++++++--------
 2 files changed, 66 insertions(+), 67 deletions(-)

diff --git a/piker/brokers/deribit/api.py b/piker/brokers/deribit/api.py
index 480f2ba0..41b39eec 100644
--- a/piker/brokers/deribit/api.py
+++ b/piker/brokers/deribit/api.py
@@ -62,6 +62,11 @@ from .venues import (
     PAIRTYPES,
     Pair,
     OptionPair,
+    JSONRPCResult,
+    JSONRPCChannel,
+    KLinesResult,
+    Trade,
+    LastTradesResult,
 )
 from piker.accounting import (
     Asset,
@@ -95,55 +100,6 @@ _ws_url = 'wss://www.deribit.com/ws/api/v2'
 _testnet_ws_url = 'wss://test.deribit.com/ws/api/v2'
 
 
-class JSONRPCResult(Struct):
-    id: int
-    usIn: int
-    usOut: int
-    usDiff: int
-    testnet: bool
-    jsonrpc: str = '2.0'
-    result: Optional[list[dict]] = None
-    error: Optional[dict] = None
-
-class JSONRPCChannel(Struct):
-    method: str
-    params: dict
-    jsonrpc: str = '2.0'
-
-
-class KLinesResult(Struct):
-    close: list[float]
-    cost: list[float]
-    high: list[float]
-    low: list[float]
-    open: list[float]
-    status: str
-    ticks: list[int]
-    volume: list[float]
-
-class Trade(Struct):
-    trade_seq: int
-    trade_id: str
-    timestamp: int
-    tick_direction: int
-    price: float
-    mark_price: float
-    iv: float
-    instrument_name: str
-    index_price: float
-    direction: str
-    contracts: float
-    amount: float
-    combo_trade_id: Optional[int] = 0,
-    combo_id: Optional[str] = '',
-    block_trade_leg_count: Optional[int] = 0,
-    block_trade_id: Optional[str] = '',
-
-class LastTradesResult(Struct):
-    trades: list[Trade]
-    has_more: bool
-
-
 # convert datetime obj timestamp to unixtime in milliseconds
 def deribit_timestamp(when):
     return int((when.timestamp() * 1000) + (when.microsecond / 1000))
diff --git a/piker/brokers/deribit/venues.py b/piker/brokers/deribit/venues.py
index ab85caf9..91a1583f 100644
--- a/piker/brokers/deribit/venues.py
+++ b/piker/brokers/deribit/venues.py
@@ -19,6 +19,7 @@ Per market data-type definitions and schemas types.
 
 """
 from __future__ import annotations
+import pendulum
 from typing import (
     Literal,
 )
@@ -66,29 +67,27 @@ class Pair(Struct, frozen=True, kw_only=True):
     # dst
     base_currency: str # "BTC",
 
-    tick_size: float # 0.0001
-    tick_size_steps: list[dict[str, str | int | float]] # [{'above_price': 0.005, 'tick_size': 0.0005}]
+    tick_size: float # 0.0001 # [{'above_price': 0.005, 'tick_size': 0.0005}]
+    tick_size_steps: list[dict[str, float]] 
 
     @property
     def price_tick(self) -> Decimal:
-        step_size: float = self.tick_size_steps[0].get('above_price')
-        return Decimal(step_size)
+        return Decimal(str(self.tick_size_steps[0]['above_price']))
 
     @property
     def size_tick(self) -> Decimal:
-        step_size: float = self.tick_size_steps[0].get('tick_size')
-        return Decimal(step_size)
+        return Decimal(str(self.tick_size))
 
     @property
     def bs_fqme(self) -> str:
-        return self.symbol
+        return f'{self.symbol}'
 
     @property
     def bs_mktid(self) -> str:
-        return f'{self.symbol}'
+        return f'{self.symbol}.{self.venue}'
 
 
-class OptionPair(Pair, frozen=True, kw_only=True):
+class OptionPair(Pair, frozen=True):
 
     taker_commission: float # 0.0003
     strike: float # 5000.0
@@ -118,17 +117,16 @@ class OptionPair(Pair, frozen=True, kw_only=True):
 
     @property
     def expiry(self) -> str:
-        symbol: str = self.instrument_name.lower()
-        pair, expiry, strike_price, otype = symbol.split('-')
-        return f'{expiry}'
+        iso_date = pendulum.from_timestamp(self.expiration_timestamp / 1000).isoformat()
+        return iso_date 
 
     @property
     def venue(self) -> str:
-        return 'OPTION'
+        return 'option'
 
     @property
     def bs_fqme(self) -> str:
-        return f'{self.symbol}.{self.venue}.{self.expiry}'
+        return f'{self.symbol}'
 
     @property
     def bs_src_asset(self) -> str:
@@ -136,13 +134,58 @@ class OptionPair(Pair, frozen=True, kw_only=True):
 
     @property
     def bs_dst_asset(self) -> str:
-        return f'{self.base_currency}'
-    
-    @property
-    def bs_mktid(self) -> str:
         return f'{self.symbol}'
 
 
 PAIRTYPES: dict[MarketType, Pair] = {
     'option': OptionPair,
 }
+
+
+class JSONRPCResult(Struct):
+    id: int
+    usIn: int
+    usOut: int
+    usDiff: int
+    testnet: bool
+    jsonrpc: str = '2.0'
+    error: Optional[dict] = None
+    result: Optional[list[dict]] = None
+
+class JSONRPCChannel(Struct):
+    method: str
+    params: dict
+    jsonrpc: str = '2.0'
+
+
+class KLinesResult(Struct):
+    low: list[float]
+    cost: list[float]
+    high: list[float]
+    open: list[float]
+    close: list[float]
+    ticks: list[int]
+    status: str
+    volume: list[float]
+
+class Trade(Struct):
+    iv: float
+    price: float
+    amount: float
+    trade_id: str
+    contracts: float
+    direction: str
+    trade_seq: int
+    timestamp: int
+    mark_price: float
+    index_price: float
+    tick_direction: int
+    instrument_name: str
+    combo_id: Optional[str] = '',
+    combo_trade_id: Optional[int] = 0,
+    block_trade_id: Optional[str] = '',
+    block_trade_leg_count: Optional[int] = 0,
+
+class LastTradesResult(Struct):
+    trades: list[Trade]
+    has_more: bool