From e68c55e9bd56bfcdfec17665e1db37a1c1049577 Mon Sep 17 00:00:00 2001
From: Tyler Goodlet <jgbt@protonmail.com>
Date: Mon, 12 Jun 2023 21:58:46 -0400
Subject: [PATCH] Switch `Client.mkt_mode` to 'usd_futes' if 'perp' in fqme

The beginning of supporting multi-markets through a common API client.
Change to futes market mode in the client if `.perp.` is matched in the
fqme. Currently the exchange info and live feed ws impl will swap out
for their usd-margin futures market equivalent (endpoints).
---
 piker/brokers/binance/api.py    | 51 +++++++++++++++------------------
 piker/brokers/binance/broker.py |  1 +
 piker/brokers/binance/feed.py   | 23 +++++++++++++--
 3 files changed, 45 insertions(+), 30 deletions(-)

diff --git a/piker/brokers/binance/api.py b/piker/brokers/binance/api.py
index fd0a0c82..8caaa760 100644
--- a/piker/brokers/binance/api.py
+++ b/piker/brokers/binance/api.py
@@ -30,7 +30,6 @@ from datetime import datetime
 from typing import (
     Any,
     Callable,
-    Literal,
 )
 import hmac
 import hashlib
@@ -53,8 +52,9 @@ from piker.brokers._util import (
     get_logger,
 )
 from .schemas import (
-    SpotPair,
-    FutesPair,
+    PAIRTYPES,
+    Pair,
+    MarketType,
 )
 
 log = get_logger('piker.brokers.binance')
@@ -150,14 +150,6 @@ def binance_timestamp(
     return int((when.timestamp() * 1000) + (when.microsecond / 1000))
 
 
-MarketType: Literal[
-    'spot',
-    'margin',
-    'usd_futes',
-    'coin_futes',
-]
-
-
 class Client:
     '''
     Async ReST API client using ``trio`` + ``asks`` B)
@@ -319,7 +311,7 @@ class Client:
         self,
         sym: str | None = None,
 
-        mkt_type: MarketType = 'spot',
+        mkt_type: MarketType | None = None,
 
     ) -> dict[str, Pair] | Pair:
         '''
@@ -334,7 +326,10 @@ class Client:
           https://binance-docs.github.io/apidocs/delivery/en/#exchange-information
 
         '''
-        cached_pair = self._pairs.get(sym)
+        mkt_type: MarketType = mkt_type or self.mkt_mode
+        cached_pair = self._pairs.get(
+            (sym, mkt_type)
+        )
         if cached_pair:
             return cached_pair
 
@@ -344,16 +339,15 @@ class Client:
             sym = sym.lower()
             params = {'symbol': sym}
 
-        resp = await self.mkt_req[self.mkt_mode]('exchangeInfo', params=params)
+        resp = await self.mkt_req[mkt_type]('exchangeInfo', params=params)
         entries = resp['symbols']
         if not entries:
             raise SymbolNotFound(f'{sym} not found:\n{resp}')
 
         # import tractor
         # await tractor.breakpoint()
-        pairs = {}
+        pairs: dict[str, Pair] = {}
         for item in entries:
-            symbol = item['symbol']
 
             # for spot mkts, pre-process .filters field into
             # a table..
@@ -364,17 +358,14 @@ class Client:
                     ftype = entry['filterType']
                     filters[ftype] = entry
 
-            # TODO: lookup pair schema by mkt type
-            # pair_type = mkt_type
+                item['filters'] = filters
 
-            # pairs[symbol] = SpotPair(
-                # filters=filters,
-            # )
-            pairs[symbol] = FutesPair(**item)
+            symbol = item['symbol']
+            pair_type: Pair = PAIRTYPES[mkt_type or self.mkt_mode]
+            pairs[(symbol, mkt_type)] = pair_type(
+                **item,
+            )
 
-        # pairs = {
-        #     item['symbol']: Pair(**item) for item in entries
-        # }
         self._pairs.update(pairs)
 
         if sym is not None:
@@ -633,8 +624,12 @@ class Client:
 
 
 @acm
-async def get_client() -> Client:
-    client = Client(mkt_mode='usd_futes')
-    log.info('Caching exchange infos..')
+async def get_client(
+    mkt_mode: str = 'spot',
+) -> Client:
+    client = Client(mkt_mode=mkt_mode)
+
+    log.info(f'{client} in {mkt_mode} mode: caching exchange infos..')
     await client.exch_info()
+
     yield client
diff --git a/piker/brokers/binance/broker.py b/piker/brokers/binance/broker.py
index d2edbd9a..5c17b194 100644
--- a/piker/brokers/binance/broker.py
+++ b/piker/brokers/binance/broker.py
@@ -104,6 +104,7 @@ async def trades_dialogue(
 ) -> AsyncIterator[dict[str, Any]]:
 
     async with open_cached_client('binance') as client:
+        await tractor.breakpoint()
         if not client.api_key:
             await ctx.started('paper')
             return
diff --git a/piker/brokers/binance/feed.py b/piker/brokers/binance/feed.py
index 83e7bee0..561b5fbc 100644
--- a/piker/brokers/binance/feed.py
+++ b/piker/brokers/binance/feed.py
@@ -50,6 +50,7 @@ from piker._cacheables import (
 from piker.accounting._mktinfo import (
     Asset,
     MktPair,
+    unpack_fqme,
     digits_to_dec,
 )
 from piker.data.types import Struct
@@ -263,9 +264,27 @@ async def get_mkt_info(
 
 ) -> tuple[MktPair, Pair]:
 
-    async with open_cached_client('binance') as client:
+    # uppercase since kraken bs_mktid is always upper
+    if 'binance' not in fqme:
+        fqme += '.binance'
 
-        pair: Pair = await client.exch_info(fqme.upper())
+    bs_fqme, _, broker = fqme.rpartition('.')
+    broker, mkt_ep, venue, suffix = unpack_fqme(fqme)
+    # bs_fqme, _, broker = fqme.partition('.')
+
+    mkt_mode: str = 'spot'
+    if 'perp' in bs_fqme:
+        mkt_mode = 'usd_futes'
+
+    async with open_cached_client(
+        'binance',
+        mkt_mode=mkt_mode,
+    ) as client:
+
+        pair_str: str = mkt_ep.upper()
+        pair: Pair = await client.exch_info(pair_str)
+
+        await tractor.breakpoint()
         mkt = MktPair(
             dst=Asset(
                 name=pair.baseAsset,