Deribit's api fix

key changes:

- Resolved the issue with the expiration dates from deribits, now we int instead of the crazy custom deribits format.

- The client now has a new  `_json_rpc_auth_wrapper` that adquires a first access token and then will refresh the access token when this expires.

- `get_assets` fixed, now  we use the public endpoint to check the availables assets, in the future probably this will change, but for now is working just fine.

- `get_mkt_pairs` added.

- `exch_info` added.

- `cache_symbols` fixed.

- Also a lot of reformat made in api.

piker/brokers/deribit/api.py

@@ -113,13 +113,15 @@ def str_to_cb_sym(name: str) -> Symbol:
     else:
         raise Exception("Couldn\'t parse option type")
 
+    new_expiry_date = get_values_from_cb_normalized_date(expiry_date)
+
     return Symbol(
-        base, quote,
+        base=base,
+        quote=quote,
         type=OPTION,
         strike_price=strike_price,
         option_type=option_type,
-        expiry_date=expiry_date,
+        expiry_date=new_expiry_date)
-        expiry_normalize=False)
 
 
 def piker_sym_to_cb_sym(name: str) -> Symbol:
@@ -130,83 +132,138 @@ def piker_sym_to_cb_sym(name: str) -> Symbol:
 
     if option_type == 'P':
         option_type = PUT 
-    elif option_type  == 'C':
+    elif option_type == 'C':
         option_type = CALL
     else:
         raise Exception("Couldn\'t parse option type")
 
     return Symbol(
-        base, quote,
+        base=base,
+        quote=quote,
         type=OPTION,
         strike_price=strike_price,
         option_type=option_type,
-        expiry_date=expiry_date.upper())
+        expiry_date=expiry_date)
 
 
 def cb_sym_to_deribit_inst(sym: Symbol):
-    # cryptofeed normalized
+    new_expiry_date = get_values_from_cb_normalized_date(sym.expiry_date)
-    cb_norm = ['F', 'G', 'H', 'J', 'K', 'M', 'N', 'Q', 'U', 'V', 'X', 'Z']
-
-    # deribit specific 
-    months = ['JAN', 'FEB', 'MAR', 'APR', 'MAY', 'JUN', 'JUL', 'AUG', 'SEP', 'OCT', 'NOV', 'DEC']
-
-    exp = sym.expiry_date
-
-    # YYMDD
-    # 01234
-    year, month, day = (
-        exp[:2], months[cb_norm.index(exp[2:3])], exp[3:])
-
     otype = 'C' if sym.option_type == CALL else 'P'
 
-    return f'{sym.base}-{day}{month}{year}-{sym.strike_price}-{otype}'
+    return f'{sym.base}-{new_expiry_date}-{sym.strike_price}-{otype}'
+
+
+def get_values_from_cb_normalized_date(expiry_date: str) -> str:
+    # deribit specific
+    cb_norm = [
+        'F', 'G', 'H', 'J',
+        'K', 'M', 'N', 'Q',
+        'U', 'V', 'X', 'Z'
+    ]
+    months = [
+        'JAN', 'FEB', 'MAR', 'APR',
+        'MAY', 'JUN', 'JUL', 'AUG',
+        'SEP', 'OCT', 'NOV', 'DEC'
+    ]
+    # YYMDD
+    # 01234
+    day, month, year = (
+        expiry_date[3:],
+        months[cb_norm.index(expiry_date[2:3])],
+        expiry_date[:2]
+    )
+    return f'{day}{month}{year}'
 
 
 def get_config() -> dict[str, Any]:
 
-    conf, path = config.load()
+    conf: dict
+    path: Path
 
+    conf, path = config.load(
+        conf_name='brokers',
+        touch_if_dne=True,
+    )
+    section: dict = {}
     section = conf.get('deribit')
-
-    # TODO: document why we send this, basically because logging params for cryptofeed
-    conf['log'] = {}
-    conf['log']['disabled'] = True
-
     if section is None:
         log.warning(f'No config section found for deribit in {path}')
+        return {}
 
-    return conf 
+    conf_option = section.get('option', {})
+    section.clear # clear the dict to reuse it
+    section['deribit'] = {}
+    section['deribit']['key_id'] = conf_option.get('api_key')
+    section['deribit']['key_secret'] = conf_option.get('api_secret')
+
+    section['log'] = {}
+    section['log']['filename'] = 'feedhandler.log'
+    section['log']['level'] = 'DEBUG'
+
+    return section
 
 
 class Client:
 
-    def __init__(self, json_rpc: Callable) -> None:
+    def __init__(
-        self._pairs: dict[str, Any] = None
+        self,
+
+        json_rpc: Callable
+
+    ) -> None:
+        self._pairs: ChainMap[str, Pair] = ChainMap()
 
         config = get_config().get('deribit', {})
 
-        if ('key_id' in config) and ('key_secret' in config):
+        self._key_id = config.get('key_id')
-            self._key_id = config['key_id']
+        self._key_secret = config.get('key_secret')
-            self._key_secret = config['key_secret']
-
-        else:
-            self._key_id = None
-            self._key_secret = None
 
         self.json_rpc = json_rpc
 
-    @property
+        self._auth_ts = None
-    def currencies(self):
+        self._auth_renew_ts = 5 # seconds to renew auth
-        return ['btc', 'eth', 'sol', 'usd']
 
-    async def get_balances(self, kind: str = 'option') -> dict[str, float]:
+    async def _json_rpc_auth_wrapper(self, *args, **kwargs) -> JSONRPCResult:
+        
+        """Background task that adquires a first access token and then will
+        refresh the access token.
+
+        https://docs.deribit.com/?python#authentication-2
+        """
+        access_scope = 'trade:read_write'
+        current_ts = time.time()
+
+        if not self._auth_ts or current_ts - self._auth_ts < self._auth_renew_ts:
+            # if we are close to token expiry time
+
+            params = {
+                'grant_type': 'client_credentials',
+                'client_id': self._key_id,
+                'client_secret': self._key_secret,
+                'scope': access_scope
+            }
+
+            resp = await self.json_rpc('public/auth', params)
+            result = resp.result
+
+            self._auth_ts = time.time() + result['expires_in']
+
+        return await self.json_rpc(*args, **kwargs)
+
+
+
+
+    async def get_balances(
+        self,
+        kind: str = 'option'
+    ) -> dict[str, float]:
         """Return the set of positions for this account
         by symbol.
         """
         balances = {}
 
         for currency in self.currencies:
-            resp = await self.json_rpc(
+            resp = await self._json_rpc_auth_wrapper(
                 'private/get_positions', params={
                     'currency': currency.upper(),
                     'kind': kind})
@@ -215,20 +272,46 @@ class Client:
 
         return balances
 
-    async def get_assets(self) -> dict[str, float]:
+    async def get_assets(
+        self,
+        venue: str | None = None,
+
+    ) -> dict[str, Asset]:
         """Return the set of asset balances for this account
         by symbol.
         """
-        balances = {}
+        assets = {}
+        resp = await self._json_rpc_auth_wrapper(
+            'public/get_currencies',
+            params={}
+        )
+        currencies = resp.result
+        for currency in currencies:
+            name = currency['currency']
+            tx_tick = digits_to_dec(currency['fee_precision']) 
+            atype='crypto_currency'
+            assets[name] = Asset(
+                name=name,
+                atype=atype,
+                tx_tick=tx_tick)
 
-        for currency in self.currencies:
+            instruments = await self.symbol_info(currency=name)
-            resp = await self.json_rpc(
+            for instrument in instruments:
-                'private/get_account_summary', params={
+                pair = instruments[instrument]
-                    'currency': currency.upper()})
+                assets[pair.symbol] = Asset(
+                    name=pair.symbol,
+                    atype=pair.venue,
+                    tx_tick=pair.size_tick)
 
-            balances[currency] = resp.result['balance']
+        return assets 
 
-        return balances
+    async def get_mkt_pairs(self) -> dict[str, Pair]:
+        flat: dict[str, Pair] = {}
+        for key in self._pairs:
+            item = self._pairs.get(key)
+            flat[item.bs_fqme] = item
+
+        return flat
 
     async def submit_limit(
         self,
@@ -245,7 +328,7 @@ class Client:
             'type': 'limit',
             'price': price,
         }
-        resp = await self.json_rpc(
+        resp = await self._json_rpc_auth_wrapper(
             f'private/{action}', params)
 
         return resp.result
@@ -253,10 +336,32 @@ class Client:
     async def submit_cancel(self, oid: str):
         """Send cancel request for order id
         """
-        resp = await self.json_rpc(
+        resp = await self._json_rpc_auth_wrapper(
             'private/cancel', {'order_id': oid})
         return resp.result
 
+    async def exch_info(
+        self,
+        sym: str | None = None,
+
+        venue: MarketType = 'option',
+        expiry: str | None = None,
+
+    ) -> dict[str, Pair] | Pair:
+
+        pair_table: dict[str, Pair] = self._pairs
+
+        if (
+            sym
+            and (cached_pair := pair_table.get(sym))
+        ):
+            return cached_pair
+
+        if sym:
+            return pair_table[sym]
+        else:
+            return self._pairs
+
     async def symbol_info(
         self,
         instrument: Optional[str] = None,
@@ -264,7 +369,7 @@ class Client:
         kind: str = 'option',
         expired: bool = False
 
-    ) -> dict[str, dict]:
+    ) -> dict[str, Pair] | Pair:
         '''
         Get symbol infos.
 
@@ -279,28 +384,65 @@ class Client:
             'expired': str(expired).lower()
         }
 
-        resp: JSONRPCResult = await self.json_rpc(
+        resp: JSONRPCResult = await self._json_rpc_auth_wrapper(
             'public/get_instruments',
             params,
         )
         # convert to symbol-keyed table
+        pair_type: Type = PAIRTYPES[kind]
         results: list[dict] | None = resp.result
-        instruments: dict[str, dict] = {
+        
-            item['instrument_name'].lower(): item
+        instruments: dict[str, Pair] = {}
-            for item in results
+        for item in results:
-        }
+            symbol=item['instrument_name'].lower()
+            try:
+                pair: Pair = pair_type(
+                    symbol=symbol,
+                    **item
+                )
+            except Exception as e:
+                e.add_note(
+                    "\nDon't panic, prolly stupid deribit changed their symbology schema again..\n"
+                    'Check out their API docs here:\n\n'
+                    'https://docs.deribit.com/?python#deribit-api-v2-1-1'
+                )
+                raise
+
+            instruments[symbol] = pair
 
         if instrument is not None:
-            return instruments[instrument]
+            return instruments[instrument.lower()]
         else:
             return instruments
 
     async def cache_symbols(
         self,
-    ) -> dict:
+        venue: MarketType = 'option',
 
-        if not self._pairs:
+    ) -> None:
-            self._pairs = await self.symbol_info()
+        # lookup internal mkt-specific pair table to update
+        pair_table: dict[str, Pair] = self._pairs
+
+        # make API request(s)
+        mkt_pairs = await self.symbol_info()
+
+        if not mkt_pairs:
+            raise SymbolNotFound(f'No market pairs found!?:\n{resp}')
+
+        pairs_view_subtable: dict[str, Pair] = {}
+
+        for instrument in mkt_pairs:
+            pair_type: Type = PAIRTYPES[venue]
+
+            pair: Pair = pair_type(**mkt_pairs[instrument].to_dict())
+
+            pair_table[pair.symbol.upper()] = pair
+
+            # update an additional top-level-cross-venue-table
+            # `._pairs: ChainMap` for search B0
+            pairs_view_subtable[pair.bs_fqme] = pair
+
+        self._pairs.maps.append(pairs_view_subtable)
 
         return self._pairs
 
@@ -308,37 +450,35 @@ class Client:
         self,
         pattern: str,
         limit: int = 30,
-    ) -> dict[str, Any]:
+    ) -> dict[str, Pair]:
         '''
         Fuzzy search symbology set for pairs matching `pattern`.
 
         '''
-        pairs: dict[str, Any] = await self.symbol_info()
+        pairs: dict[str, Pair] = await self.exch_info()
-        matches: dict[str, Pair] = match_from_pairs(
+
+        return match_from_pairs(
             pairs=pairs,
             query=pattern.upper(),
             score_cutoff=35,
             limit=limit
         )
 
-       # repack in name-keyed table
-        return {
-            pair['instrument_name'].lower(): pair
-            for pair in matches.values()
-        }
-
     async def bars(
         self,
-        symbol: str,
+        mkt: MktPair,
+
         start_dt: Optional[datetime] = None,
         end_dt: Optional[datetime] = None,
+
         limit: int = 1000,
         as_np: bool = True,
-    ) -> dict:
+
-        instrument = symbol
+    ) -> list[tuple] | np.ndarray:
+        instrument: str = mkt.bs_fqme.split('.')[0]
 
         if end_dt is None:
-            end_dt = pendulum.now('UTC')
+            end_dt = now('UTC')
 
         if start_dt is None:
             start_dt = end_dt.start_of(
@@ -348,7 +488,7 @@ class Client:
         end_time = deribit_timestamp(end_dt)
 
         # https://docs.deribit.com/#public-get_tradingview_chart_data
-        resp = await self.json_rpc(
+        resp = await self._json_rpc_auth_wrapper(
             'public/get_tradingview_chart_data',
             params={
                 'instrument_name': instrument.upper(),
@@ -358,36 +498,34 @@ class Client:
             })
 
         result = KLinesResult(**resp.result)
-        new_bars = []
+        new_bars: list[tuple] = []
         for i in range(len(result.close)):
 
-            _open = result.open[i]
+            row = [ 
-            high = result.high[i]
-            low = result.low[i]
-            close = result.close[i]
-            volume = result.volume[i]
-
-            row = [
                 (start_time + (i * (60 * 1000))) / 1000.0,  # time
                 result.open[i],
                 result.high[i],
                 result.low[i],
                 result.close[i],
-                result.volume[i],
+                result.volume[i]
-                0
             ]
 
             new_bars.append((i,) + tuple(row))
 
-        array = np.array(new_bars, dtype=def_iohlcv_fields) if as_np else klines
+        if not as_np:
-        return array
+            return result
+
+        return np.array(
+            new_bars,
+            dtype=def_iohlcv_fields
+        )
 
     async def last_trades(
         self,
         instrument: str,
         count: int = 10
     ):
-        resp = await self.json_rpc(
+        resp = await self._json_rpc_auth_wrapper(
             'public/get_last_trades_by_instrument',
             params={
                 'instrument_name': instrument,
@@ -399,78 +537,17 @@ class Client:
 
 @acm
 async def get_client(
-    is_brokercheck: bool = False
+    is_brokercheck: bool = False,
+    venue: MarketType = 'option',
 ) -> Client:
 
     async with (
         trio.open_nursery() as n,
         open_jsonrpc_session(
-            _testnet_ws_url, dtype=JSONRPCResult) as json_rpc
+            _ws_url, response_type=JSONRPCResult
+        ) as json_rpc
     ):
         client = Client(json_rpc)
-
-        _refresh_token: Optional[str] = None
-        _access_token: Optional[str] = None
-
-        async def _auth_loop(
-            task_status: TaskStatus = trio.TASK_STATUS_IGNORED
-        ):
-            """Background task that adquires a first access token and then will
-            refresh the access token while the nursery isn't cancelled.
-
-            https://docs.deribit.com/?python#authentication-2
-            """
-            renew_time = 10
-            access_scope = 'trade:read_write'
-            _expiry_time = time.time()
-            got_access = False
-            nonlocal _refresh_token
-            nonlocal _access_token
-
-            while True:
-                if time.time() - _expiry_time < renew_time:
-                    # if we are close to token expiry time
-
-                    if _refresh_token != None:
-                        # if we have a refresh token already dont need to send
-                        # secret
-                        params = {
-                            'grant_type': 'refresh_token',
-                            'refresh_token': _refresh_token,
-                            'scope': access_scope
-                        }
-
-                    else:
-                        # we don't have refresh token, send secret to initialize
-                        params = {
-                            'grant_type': 'client_credentials',
-                            'client_id': client._key_id,
-                            'client_secret': client._key_secret,
-                            'scope': access_scope
-                        }
-
-                    resp = await json_rpc('public/auth', params)
-                    result = resp.result
-
-                    _expiry_time = time.time() + result['expires_in']
-                    _refresh_token = result['refresh_token']
-
-                    if 'access_token' in result:
-                        _access_token = result['access_token']
-
-                    if not got_access:
-                        # first time this loop runs we must indicate task is
-                        # started, we have auth
-                        got_access = True
-                        task_status.started()
-
-                else:
-                    await trio.sleep(renew_time / 2)
-
-        # if we have client creds launch auth loop
-        if client._key_id is not None:
-            await n.start(_auth_loop)
-
         await client.cache_symbols()
         yield client
         n.cancel_scope.cancel()
@@ -494,7 +571,7 @@ async def maybe_open_feed_handler() -> trio.abc.ReceiveStream:
 
 async def aio_price_feed_relay(
     fh: FeedHandler,
-    instrument: Symbol,
+    instrument: str,
     from_trio: asyncio.Queue,
     to_trio: trio.abc.SendChannel,
 ) -> None:
@@ -513,21 +590,33 @@ async def aio_price_feed_relay(
             'symbol': cb_sym_to_deribit_inst(
                 str_to_cb_sym(data.symbol)).lower(),
             'ticks': [
-                {'type': 'bid',
+                {
-                    'price': float(data.bid_price), 'size': float(data.bid_size)},
+                    'type': 'bid',
-                {'type': 'bsize',
+                    'price': float(data.bid_price),
-                    'price': float(data.bid_price), 'size': float(data.bid_size)},
+                    'size': float(data.bid_size)
-                {'type': 'ask',
+                },
-                    'price': float(data.ask_price), 'size': float(data.ask_size)},
+                {
-                {'type': 'asize',
+                    'type': 'bsize',
-                    'price': float(data.ask_price), 'size': float(data.ask_size)}
+                    'price': float(data.bid_price),
+                    'size': float(data.bid_size)
+                },
+                {
+                    'type': 'ask',
+                    'price': float(data.ask_price),
+                    'size': float(data.ask_size)
+                },
+                {
+                    'type': 'asize',
+                    'price': float(data.ask_price),
+                    'size': float(data.ask_size)
+                }
             ]
         }))
-
+    sym: Symbol = piker_sym_to_cb_sym(instrument)
     fh.add_feed(
         DERIBIT,
         channels=[TRADES, L1_BOOK],
-        symbols=[piker_sym_to_cb_sym(instrument)],
+        symbols=[sym],
         callbacks={
             TRADES: _trade,
             L1_BOOK: _l1
@@ -568,9 +657,9 @@ async def maybe_open_price_feed(
     async with maybe_open_context(
         acm_func=open_price_feed,
         kwargs={
-            'instrument': instrument
+            'instrument': instrument.split('.')[0]
         },
-        key=f'{instrument}-price',
+        key=f'{instrument.split('.')[0]}-price',
     ) as (cache_hit, feed):
         if cache_hit:
             yield broadcast_receiver(feed, 10)
@@ -635,10 +724,10 @@ async def maybe_open_order_feed(
     async with maybe_open_context(
         acm_func=open_order_feed,
         kwargs={
-            'instrument': instrument,
+            'instrument': instrument.split('.')[0],
             'fh': fh
         },
-        key=f'{instrument}-order',
+        key=f'{instrument.split('.')[0]}-order',
     ) as (cache_hit, feed):
         if cache_hit:
             yield broadcast_receiver(feed, 10)