Compare commits

..

1 Commits

Author SHA1 Message Date
Nelson Torres 081fc9535f Added cryptofeed and pyarrow necessary for the feed, enable deribit
in the brokers init file, at this point the feed is working, to check
the tables use vd tool.

venues for deribit

fix syms for venues.
little refactor in get_config, and created get_fh_config for cryptofeed.

add class Pair in venues, PAIRTYPES for future uses

minor fixes in venues

Necessary imports

add get_market_info

Necessary imports

modify self_pairs type to ChainMap

created exch_info in api class

formatting

get_assets refactor

add get_mkt_pairs method

search_symbols output type fix

symbol_info refactor

stream_quotes now using FeedInit

Minor refactor in open_symbol_search

Add necessary classes in init file for deribit

data._web_bs: try to raise jsonrpc errors in parent task

Fixed pair instrument name in search_symbols endpoint.
Fixed instrument in bars endpoint, for options in deribits bs_mktid instead bs_fqme.
Fixed the id is in msg.

bs_mktid instead bs_fqme for deribits options

No longer needed

Added expiry property for OptionPair

Fix bs_fqme using venue and expiry

now using exch_info in search_symbols

get_assets now uses public endpoint

It's better if the data is available through a public endpoint.

Added options symbols to get_assets

move object classes to venue

json_rpc_auth_wrapper

cache_symbols refactor

get_mkt_info cleanup

name formatting fixes

refactor redundant code

move constants to venue

config refactor

only one get_config method for api class and cryptofeed feed handler
2025-01-29 17:13:44 -03:00
1 changed files with 50 additions and 17 deletions

View File

@ -273,7 +273,7 @@ async def _reconnect_forever(
nobsws._connected.set()
await trio.sleep_forever()
except HandshakeError:
log.exception(f'Retrying connection')
log.exception('Retrying connection')
# ws & nursery block ends
@ -359,8 +359,8 @@ async def open_autorecon_ws(
'''
JSONRPC response-request style machinery for transparent multiplexing of msgs
over a NoBsWs.
JSONRPC response-request style machinery for transparent multiplexing
of msgs over a NoBsWs.
'''
@ -377,16 +377,20 @@ async def open_jsonrpc_session(
url: str,
start_id: int = 0,
response_type: type = JSONRPCResult,
request_type: Optional[type] = None,
request_hook: Optional[Callable] = None,
error_hook: Optional[Callable] = None,
# request_type: Optional[type] = None,
# request_hook: Optional[Callable] = None,
# error_hook: Optional[Callable] = None,
) -> Callable[[str, dict], dict]:
# NOTE, store all request msgs so we can raise errors on the
# caller side!
req_msgs: dict[int, dict] = {}
async with (
trio.open_nursery() as n,
open_autorecon_ws(url) as ws
):
rpc_id: Iterable = count(start_id)
rpc_id: Iterable[int] = count(start_id)
rpc_results: dict[int, dict] = {}
async def json_rpc(method: str, params: dict) -> dict:
@ -394,26 +398,40 @@ async def open_jsonrpc_session(
perform a json rpc call and wait for the result, raise exception in
case of error field present on response
'''
nonlocal req_msgs
req_id: int = next(rpc_id)
msg = {
'jsonrpc': '2.0',
'id': next(rpc_id),
'id': req_id,
'method': method,
'params': params
}
_id = msg['id']
rpc_results[_id] = {
result = rpc_results[_id] = {
'result': None,
'event': trio.Event()
'error': None,
'event': trio.Event(), # signal caller resp arrived
}
req_msgs[_id] = msg
await ws.send_msg(msg)
# wait for reponse before unblocking requester code
await rpc_results[_id]['event'].wait()
ret = rpc_results[_id]['result']
if (maybe_result := result['result']):
ret = maybe_result
del rpc_results[_id]
del rpc_results[_id]
else:
err = result['error']
raise Exception(
f'JSONRPC request failed\n'
f'req: {msg}\n'
f'resp: {err}\n'
)
if ret.error is not None:
raise Exception(json.dumps(ret.error, indent=4))
@ -428,6 +446,7 @@ async def open_jsonrpc_session(
the server side.
'''
nonlocal req_msgs
async for msg in ws:
match msg:
case {
@ -451,15 +470,29 @@ async def open_jsonrpc_session(
'params': _,
}:
log.debug(f'Recieved\n{msg}')
if request_hook:
await request_hook(request_type(**msg))
# if request_hook:
# await request_hook(request_type(**msg))
case {
'error': error
}:
log.warning(f'Recieved\n{error}')
if error_hook:
await error_hook(response_type(**msg))
# if error_hook:
# await error_hook(response_type(**msg))
# retreive orig request msg, set error
# response in original "result" msg,
# THEN FINALLY set the event to signal caller
# to raise the error in the parent task.
req_id: int = msg['id']
req_msg: dict = req_msgs[req_id]
result: dict = rpc_results[req_id]
result['error'] = error
result['event'].set()
log.error(
f'JSONRPC request failed\n'
f'req: {req_msg}\n'
f'resp: {error}\n'
)
case _:
log.warning(f'Unhandled JSON-RPC msg!?\n{msg}')