piker/brokers/deribit/api.py

@@ -123,20 +123,14 @@ def str_to_cb_sym(name: str) -> Symbol:
         type=OPTION,
         strike_price=strike_price,
         option_type=option_type,
-        expiry_date=new_expiry_date
-    )
+        expiry_date=new_expiry_date)
 
 
 def piker_sym_to_cb_sym(name: str) -> Symbol:
-    (
-        base,
-        expiry_date,
-        strike_price,
-        option_type,
-    )= tuple(
+    base, expiry_date, strike_price, option_type = tuple(
         name.upper().split('-'))
 
-    quote: str = base
+    quote = base
 
     if option_type == 'P':
         option_type = PUT 
@@ -151,8 +145,7 @@ def piker_sym_to_cb_sym(name: str) -> Symbol:
         type=OPTION,
         strike_price=strike_price,
         option_type=option_type,
-        expiry_date=expiry_date
-    )
+        expiry_date=expiry_date)
 
 
 def cb_sym_to_deribit_inst(sym: Symbol):
@@ -215,10 +208,7 @@ def get_config() -> dict[str, Any]:
 
 
 class Client:
-    '''
-    Hi-level interface for the jsron-RPC over websocket API.
 
-    '''
     def __init__(
         self,
 
@@ -619,33 +609,18 @@ async def aio_price_feed_relay(
     from_trio: asyncio.Queue,
     to_trio: trio.abc.SendChannel,
 ) -> None:
-
-    async def _trade(
-        data: dict,
-        receipt_timestamp: int,
-    ) -> None:
-        '''
-        Send `cryptofeed.FeedHandler` quotes to `piker`-side
-        `trio.Task`.
-
-        '''
-        to_trio.send_nowait((
-            'trade', {
+    async def _trade(data: dict, receipt_timestamp):
+        to_trio.send_nowait(('trade', {
             'symbol': cb_sym_to_deribit_inst(
                 str_to_cb_sym(data.symbol)).lower(),
             'last': data,
             'broker_ts': time.time(),
             'data': data.to_dict(),
-                'receipt': receipt_timestamp,
-            },
-        ))
+            'receipt': receipt_timestamp
+        }))
 
-    async def _l1(
-        data: dict,
-        receipt_timestamp: int,
-    ) -> None:
-        to_trio.send_nowait((
-            'l1', {
+    async def _l1(data: dict, receipt_timestamp):
+        to_trio.send_nowait(('l1', {
             'symbol': cb_sym_to_deribit_inst(
                 str_to_cb_sym(data.symbol)).lower(),
             'ticks': [
@@ -670,8 +645,7 @@ async def aio_price_feed_relay(
                     'size': float(data.ask_size)
                 }
             ]
-            },
-        ))
+        }))
     sym: Symbol = piker_sym_to_cb_sym(instrument)
     fh.add_feed(
         DERIBIT,

piker/brokers/deribit/feed.py

@@ -29,7 +29,6 @@ from typing import (
 # from pprint import pformat
 import time
 
-import cryptofeed
 import trio
 from trio_typing import TaskStatus
 from pendulum import (
@@ -53,10 +52,19 @@ from piker._cacheables import (
 )
 from piker.log import (
     get_logger,
-    mk_repr,
 )
 from piker.data.validate import FeedInit
 
+# from cryptofeed import FeedHandler
+# from cryptofeed.defines import (
+#     DERIBIT,
+#     L1_BOOK,
+#     TRADES,
+#     OPTION,
+#     CALL,
+#     PUT,
+# )
+# from cryptofeed.symbols import Symbol
 
 from .api import (
     Client,
@@ -211,64 +219,51 @@ async def get_mkt_info(
             price_tick=pair.price_tick,
             size_tick=pair.size_tick,
             bs_mktid=pair.symbol,
+            expiry=pair.expiry,
             venue=mkt_mode,
             broker='deribit',
             _atype=mkt_mode,
             _fqme_without_src=True,
-
-            # expiry=pair.expiry,
-            # XXX TODO, currently we don't use it since it's
-            # already "described" in the `OptionPair.symbol: str`
-            # and if we slap in the ISO repr it's kinda hideous..
-            # -[ ] figure out the best either std
         )
         return mkt, pair
 
 
 async def stream_quotes(
+
     send_chan: trio.abc.SendChannel,
     symbols: list[str],
     feed_is_live: trio.Event,
+    loglevel: str = None,
 
     # startup sync
     task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
 
 ) -> None:
-    '''
-    Open a live quote stream for the market set defined by `symbols`.
 
-    '''
     sym = symbols[0].split('.')[0]
-    init_msgs: list[FeedInit] = []
 
-    # multiline nested `dict` formatter (since rn quote-msgs are
-    # just that).
-    pfmt: Callable[[str], str] = mk_repr()
+    init_msgs: list[FeedInit] = []
 
     async with (
         open_cached_client('deribit') as client,
         send_chan as send_chan
     ):
-        mkt: MktPair
-        pair: Pair
+
         mkt, pair = await get_mkt_info(sym)
 
         # build out init msgs according to latest spec
         init_msgs.append(
-            FeedInit(
-                mkt_info=mkt,
+            FeedInit(mkt_info=mkt)
         )
-        )
-        # build `cryptofeed` feed-handle
-        cf_sym: cryptofeed.Symbol = piker_sym_to_cb_sym(sym)
+        nsym = piker_sym_to_cb_sym(sym)
 
         async with maybe_open_price_feed(sym) as stream:
-            last_trades = (
-                await client.last_trades(
-                    cb_sym_to_deribit_inst(cf_sym),
-                    count=1,
-                )
-            ).trades
+
+            # TODO, uhh use it ?? XD
+            # cache = client._pairs
+
+            last_trades = (await client.last_trades(
+                cb_sym_to_deribit_inst(nsym), count=1)).trades
 
             if len(last_trades) == 0:
                 last_trade = None
@@ -291,25 +286,16 @@ async def stream_quotes(
                     'broker_ts': last_trade.timestamp
                 }]
             }
-            task_status.started((
-                init_msgs,
-                first_quote,
-            ))
+            task_status.started((init_msgs,  first_quote))
 
             feed_is_live.set()
 
-            # NOTE XXX, static for now!
-            # => since this only handles ONE mkt feed at a time we
-            # don't need a lookup table to map interleaved quotes
-            # from multiple possible mkt-pairs
-            topic: str = mkt.bs_fqme
-
             # deliver until cancelled
             async for typ, quote in stream:
-                sym: str = quote['symbol']
+                topic: str = quote['symbol']
                 log.info(
-                    f'deribit {typ!r} quote for {sym!r}\n\n'
-                    f'{pfmt(quote)}\n'
+                    f'deribit {typ!r} quote\n\n'
+                    f'{quote}\n'
                 )
                 await send_chan.send({
                     topic: quote,

piker/brokers/deribit/venues.py

@@ -26,6 +26,8 @@ from typing import (
 )
 from decimal import Decimal
 
+from msgspec import field
+
 from piker.types import Struct
 
 
@@ -113,13 +115,9 @@ class OptionPair(Pair, frozen=True):
     # NOTE: see `.data._symcache.SymbologyCache.load()` for why
     ns_path: str = 'piker.brokers.deribit:OptionPair'
 
-    # TODO, impl this without the MM:SS part of
-    # the `'THH:MM:SS..'` etc..
     @property
     def expiry(self) -> str:
-        iso_date = pendulum.from_timestamp(
-            self.expiration_timestamp / 1000
-        ).isoformat()
+        iso_date = pendulum.from_timestamp(self.expiration_timestamp / 1000).isoformat()
         return iso_date 
 
     @property

piker/data/_sampling.py

@@ -30,7 +30,6 @@ import time
 from typing import (
     Any,
     AsyncIterator,
-    Callable,
     TYPE_CHECKING,
 )
 
@@ -55,9 +54,6 @@ from ._util import (
     get_console_log,
 )
 from ..service import maybe_spawn_daemon
-from piker.log import (
-    mk_repr,
-)
 
 if TYPE_CHECKING:
     from ._sharedmem import (
@@ -579,6 +575,7 @@ async def open_sample_stream(
 
 
 async def sample_and_broadcast(
+
     bus: _FeedsBus,  # noqa
     rt_shm: ShmArray,
     hist_shm: ShmArray,
@@ -599,22 +596,11 @@ async def sample_and_broadcast(
 
     overruns = Counter()
 
-    # multiline nested `dict` formatter (since rn quote-msgs are
-    # just that).
-    pfmt: Callable[[str], str] = mk_repr()
-
     # iterate stream delivered by broker
     async for quotes in quote_stream:
+        # print(quotes)
 
-        # XXX WARNING XXX only enable for debugging bc ow can cost
-        # ALOT of perf with HF-feedz!!!
-        #
-        # log.info(
-        #     'Rx live quotes:\n'
-        #     f'{pfmt(quotes)}'
-        # )
-
-        # TODO: `numba` this!
+        # TODO: ``numba`` this!
         for broker_symbol, quote in quotes.items():
             # TODO: in theory you can send the IPC msg *before* writing
             # to the sharedmem array to decrease latency, however, that
@@ -687,18 +673,6 @@ async def sample_and_broadcast(
             sub_key: str = broker_symbol.lower()
             subs: set[Sub] = bus.get_subs(sub_key)
 
-            if not subs:
-                all_bs_fqmes: list[str] = list(
-                    bus._subscribers.keys()
-                )
-                log.warning(
-                    f'No subscribers for {brokername!r} live-quote ??\n'
-                    f'broker_symbol: {broker_symbol}\n\n'
-
-                    f'Maybe the backend-sys symbol does not match one of,\n'
-                    f'{pfmt(all_bs_fqmes)}\n'
-                )
-
             # NOTE: by default the broker backend doesn't append
             # it's own "name" into the fqme schema (but maybe it
             # should?) so we have to manually generate the correct

piker/data/feed.py

@@ -540,10 +540,7 @@ async def open_feed_bus(
         # subscription since the backend isn't (yet) expected to
         # append it's own name to the fqme, so we filter on keys
         # which *do not* include that name (e.g .ib) .
-        bus._subscribers.setdefault(
-            bs_fqme,
-            set(),
-        )
+        bus._subscribers.setdefault(bs_fqme, set())
 
     # sync feed subscribers with flume handles
     await ctx.started(

piker/log.py

@@ -18,11 +18,7 @@
 Log like a forester!
 """
 import logging
-import reprlib
 import json
-from typing import (
-    Callable,
-)
 
 import tractor
 from pygments import (
@@ -88,27 +84,3 @@ def colorize_json(
         # likeable styles: algol_nu, tango, monokai
         formatters.TerminalTrueColorFormatter(style=style)
     )
-
-
-def mk_repr(
-    **repr_kws,
-) -> Callable[[str], str]:
-    '''
-    Allocate and deliver a `repr.Repr` instance with provided input
-    settings using the std-lib's `reprlib` mod,
-     * https://docs.python.org/3/library/reprlib.html
-
-    ------ Ex. ------
-    An up to 6-layer-nested `dict` as multi-line:
-    - https://stackoverflow.com/a/79102479
-    - https://docs.python.org/3/library/reprlib.html#reprlib.Repr.maxlevel
-
-    '''
-    def_kws: dict[str, int] = dict(
-        indent=2,
-        maxlevel=6,  # recursion levels
-        maxstring=66,  # match editor line-len limit
-    )
-    def_kws |= repr_kws
-    reprr = reprlib.Repr(**def_kws)
-    return reprr.repr