examples/max_pain.py

@@ -2,29 +2,22 @@
 from decimal import (
     Decimal,
 )
-from pathlib import Path
-
 import numpy as np
-# import polars as pl
+import polars as pl
 import trio
 import tractor
 from datetime import datetime
-# from pprint import pformat
+from pprint import pformat
 from piker.brokers.deribit.api import (
     get_client,
     maybe_open_oi_feed,
 )
 from piker.storage import open_storage_client, StorageClient
-from piker.log import get_logger
 import sys
 import pyqtgraph as pg
 from PyQt6 import QtCore
 from pyqtgraph import ScatterPlotItem, InfiniteLine
 from PyQt6.QtWidgets import QApplication
-from cryptofeed.symbols import Symbol
-
-
-log = get_logger(__name__)
 # XXX, use 2 newlines between top level LOC (even between these
 # imports and the next function line ;)
 
@@ -54,13 +47,9 @@ async def max_pain_daemon(
             kind=kind
         )
 
-        log.info(
+        print(f'Available expiration dates for {currency}-{kind}:')
-            f'Available expiries for {currency!r}-{kind}:\n'
+        print(f'{expiry_dates}')
-            f'{expiry_dates}\n'
+        expiry_date = input('Please enter a valid expiration date: ').upper()
-        )
-        expiry_date: str = input(
-            'Please enter a valid expiration date: '
-        ).upper()
         print('Starting little daemon...')
 
         # maybe move this type annot down to the assignment line?
@@ -203,13 +192,10 @@ async def max_pain_daemon(
                 ),
             ], dtype=dtype)
 
-            path: Path = await client.write_oi(
+            path = await client.write_oi(
                 col_sym_key,
                 data,
             )
-            # TODO, use std logging like this throughout for status
-            # emissions on console!
-            log.info(f'Wrote OI history to {path}')
 
     def get_max_pain(
         oi_by_strikes: dict[str, dict[str, Decimal]]
@@ -272,7 +258,7 @@ async def max_pain_daemon(
                     # hardcoded to something, sorry.)
                     timestamp = msg[1]['timestamp']
                     max_pain = get_max_pain(oi_by_strikes)
-                    # intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
+                    intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
 
                     # graph here
                     plot_graph(oi_by_strikes, plot)
@@ -312,27 +298,14 @@ async def max_pain_daemon(
 
 async def main():
 
-    async with tractor.open_nursery(
+    async with tractor.open_nursery() as n:
-        debug_mode=True,
-        loglevel='info',
-    ) as an:
-        from tractor import log
-        log.get_console_log(level='info')
 
-        ptl: tractor.Portal = await an.start_actor(
+        p: tractor.Portal = await n.start_actor(
             'max_pain_daemon',
             enable_modules=[__name__],
             infect_asyncio=True,
-            # ^TODO, we can actually run this in the root-actor now
-            # if needed as per 2nd "section" in,
-            # https://pikers.dev/goodboy/tractor/pulls/2
-            #
-            # NOTE, will first require us porting to modern
-            # `tractor:main` though ofc!
-
         )
-        await ptl.run(max_pain_daemon)
+        await p.run(max_pain_daemon)
-
 
 if __name__ == '__main__':
     trio.run(main)

piker/brokers/deribit/api.py

@@ -1,5 +1,5 @@
 # piker: trading gear for hackers
-# Copyright (C) Guillermo Rodriguez (in stewardship for pikers)
+# Copyright (C) Guillermo Rodriguez (in stewardship for piker0)
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU Affero General Public License as published by
@@ -80,6 +80,7 @@ from piker.accounting import (
 from piker.data import (
     def_iohlcv_fields,
     match_from_pairs,
+    # Struct,
 )
 from piker.data._web_bs import (
     open_jsonrpc_session
@@ -194,11 +195,7 @@ def cb_sym_to_deribit_inst(sym: Symbol) -> str:
 
 
 def get_values_from_cb_normalized_date(expiry_date: str) -> str:
-    '''
+    # deribit specific
-    Convert the `cryptofeed` (expiry) datetime format to our own,
-    a simple 3 token `str: f'{day}{month}{year}'.
-
-    '''
     cb_norm = [
         'F', 'G', 'H', 'J',
         'K', 'M', 'N', 'Q',
@@ -331,6 +328,7 @@ class Client:
         '''
         Return the set of currencies for deribit.
         '''
+        assets = {}
         resp = await self._json_rpc_auth_wrapper(
             'public/get_currencies',
             params={}