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6555ccfbba
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2bdbe0f20e
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@ -58,7 +58,6 @@ from cryptofeed.symbols import Symbol
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# types for managing the cb callbacks.
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# types for managing the cb callbacks.
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# from cryptofeed.types import L1Book
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# from cryptofeed.types import L1Book
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from .venues import (
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from .venues import (
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_ws_url,
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MarketType,
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MarketType,
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PAIRTYPES,
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PAIRTYPES,
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Pair,
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Pair,
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@ -96,6 +95,11 @@ _spawn_kwargs = {
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}
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}
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_url = 'https://www.deribit.com'
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_ws_url = 'wss://www.deribit.com/ws/api/v2'
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_testnet_ws_url = 'wss://test.deribit.com/ws/api/v2'
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# convert datetime obj timestamp to unixtime in milliseconds
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# convert datetime obj timestamp to unixtime in milliseconds
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def deribit_timestamp(when):
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def deribit_timestamp(when):
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return int((when.timestamp() * 1000) + (when.microsecond / 1000))
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return int((when.timestamp() * 1000) + (when.microsecond / 1000))
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@ -186,22 +190,34 @@ def get_config() -> dict[str, Any]:
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)
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)
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section: dict = {}
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section: dict = {}
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section = conf.get('deribit')
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section = conf.get('deribit')
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if section is None:
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log.warning(f'No config section found for deribit in {path}')
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return {}
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conf_option = section.get('option', {})
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section.clear # clear the dict to reuse it
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section['deribit'] = {}
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section['deribit']['key_id'] = conf_option.get('api_key')
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section['deribit']['key_secret'] = conf_option.get('api_secret')
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section['log'] = {}
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section['log'] = {}
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section['log']['filename'] = 'feedhandler.log'
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section['log']['filename'] = 'feedhandler.log'
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section['log']['level'] = 'DEBUG'
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section['log']['level'] = 'DEBUG'
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section['log']['disabled'] = True
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if section is None:
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log.warning(f'No config section found for deribit in {path}')
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return {}
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return section
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return section
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def get_fh_config() -> dict[str, Any]:
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conf_option = get_config().get('option', {})
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conf_log = get_config().get('log', {})
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return {
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'log': {
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'filename': conf_log.get('filename'),
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'level': conf_log.get('level'),
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'disabled': conf_log.get('disabled')
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},
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'deribit': {
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'key_id': conf_option.get('api_key'),
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'key_secret': conf_option.get('api_secret')
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}
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}
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class Client:
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class Client:
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@ -213,10 +229,10 @@ class Client:
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) -> None:
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) -> None:
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self._pairs: ChainMap[str, Pair] = ChainMap()
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self._pairs: ChainMap[str, Pair] = ChainMap()
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config = get_config().get('deribit', {})
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config = get_config().get('option', {})
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self._key_id = config.get('key_id')
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self._key_id = config.get('api_key')
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self._key_secret = config.get('key_secret')
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self._key_secret = config.get('api_secret')
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self.json_rpc = json_rpc
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self.json_rpc = json_rpc
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@ -555,7 +571,7 @@ async def get_client(
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@acm
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@acm
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async def open_feed_handler():
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async def open_feed_handler():
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fh = FeedHandler(config=get_config())
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fh = FeedHandler(config=get_fh_config())
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yield fh
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yield fh
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await to_asyncio.run_task(fh.stop_async)
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await to_asyncio.run_task(fh.stop_async)
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