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00406028ea
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00406028ea |
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@ -170,6 +170,7 @@ def piker_sym_to_cb_sym(name: str) -> Symbol:
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option_type = CALL
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option_type = CALL
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else:
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else:
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raise Exception("Couldn\'t parse option type")
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raise Exception("Couldn\'t parse option type")
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return Symbol(
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return Symbol(
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base=base,
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base=base,
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quote=quote,
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quote=quote,
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@ -236,16 +237,10 @@ class Client:
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def __init__(self, json_rpc: Callable) -> None:
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def __init__(self, json_rpc: Callable) -> None:
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self._pairs: dict[str, Any] = None
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self._pairs: dict[str, Any] = None
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config = get_config()
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config = get_config().get('deribit', {})
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if ('deribit' in config):
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config = config['deribit']
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if ('key_id' in config) and ('key_secret' in config):
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self._key_id = config['key_id']
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self._key_secret = config['key_secret']
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else:
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self._key_id = config.get('key_id')
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self._key_id = None
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self._key_secret = config.get('key_secret')
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self._key_secret = None
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self.json_rpc = json_rpc
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self.json_rpc = json_rpc
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@ -418,20 +413,13 @@ class Client:
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new_bars: list[tuple] = []
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new_bars: list[tuple] = []
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for i in range(len(result.close)):
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for i in range(len(result.close)):
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timestamp = (start_time + (i * (60 * 1000))) / 1000.0
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_open = result.open[i]
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high = result.high[i]
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low = result.low[i]
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close = result.close[i]
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volume = result.volume[i]
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row = [
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row = [
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timestamp, # time
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(start_time + (i * (60 * 1000))) / 1000.0, # time
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_open,
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result.open[i],
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high,
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result.high[i],
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low,
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result.low[i],
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close,
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result.close[i],
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volume
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result.volume[i]
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]
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]
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new_bars.append((i,) + tuple(row))
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new_bars.append((i,) + tuple(row))
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@ -34,7 +34,10 @@ import numpy as np
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import tractor
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import tractor
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from piker.accounting import MktPair
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from piker.accounting import MktPair
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from piker.brokers import open_cached_client
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from piker.brokers import (
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open_cached_client,
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NoData,
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)
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from piker.log import get_logger, get_console_log
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from piker.log import get_logger, get_console_log
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from piker.data import ShmArray
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from piker.data import ShmArray
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from piker.brokers._util import (
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from piker.brokers._util import (
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@ -81,6 +84,8 @@ async def open_history_client(
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datetime, # start
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datetime, # start
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datetime, # end
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datetime, # end
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]:
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]:
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if timeframe != 60:
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raise DataUnavailable('Only 1m bars are supported')
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array: np.ndarray = await client.bars(
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array: np.ndarray = await client.bars(
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mkt,
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mkt,
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