fix syms for venues.

little refactor in get_config, and created get_fh_config for cryptofeed.

piker/brokers/deribit/api.py

@@ -219,9 +219,11 @@ def get_config() -> dict[str, Any]:
         touch_if_dne=True,
     )
     section: dict = {}
-    section['deribit'] = conf.get('deribit')
+    section = conf.get('deribit')
 
     section['log'] = {}
+    section['log']['filename'] = 'feedhandler.log'
+    section['log']['level'] = 'DEBUG'
     section['log']['disabled'] = True
 
     if section is None:
@@ -230,6 +232,22 @@ def get_config() -> dict[str, Any]:
 
     return section
 
+def get_fh_config() -> dict[str, Any]:
+    conf_option = get_config().get('option', {})
+    conf_log = get_config().get('log', {})
+
+    return {
+        'log': {
+            'filename': conf_log.get('filename'),
+            'level': conf_log.get('level'),
+            'disabled': conf_log.get('disabled')
+        },
+        'deribit': {
+            'key_id': conf_option.get('api_key'),
+            'key_secret': conf_option.get('api_secret')
+        }
+    }
+
 
 class Client:
 
@@ -241,10 +259,10 @@ class Client:
     ) -> None:
         self._pairs: dict[str, Any] = None
 
-        config = get_config().get('deribit', {})
+        config = get_config().get('option', {})
 
-        self._key_id = config.get('key_id')
+        self._key_id = config.get('api_key')
-        self._key_secret = config.get('key_secret')
+        self._key_secret = config.get('api_secret')
 
         self.json_rpc = json_rpc
 
@@ -466,7 +484,6 @@ async def get_client(
         ) as json_rpc
     ):
         client = Client(json_rpc)
-
         _refresh_token: Optional[str] = None
         _access_token: Optional[str] = None
 
@@ -536,7 +553,7 @@ async def get_client(
 
 @acm
 async def open_feed_handler():
-    fh = FeedHandler(config=get_config())
+    fh = FeedHandler(config=get_fh_config())
     yield fh
     await to_asyncio.run_task(fh.stop_async)
 
@@ -581,11 +598,11 @@ async def aio_price_feed_relay(
                     'price': float(data.ask_price), 'size': float(data.ask_size)}
             ]
         }))
-
+    sym: Symbol = piker_sym_to_cb_sym(instrument)
     fh.add_feed(
         DERIBIT,
         channels=[TRADES, L1_BOOK],
-        symbols=[piker_sym_to_cb_sym(instrument)],
+        symbols=[sym],
         callbacks={
             TRADES: _trade,
             L1_BOOK: _l1
@@ -626,9 +643,9 @@ async def maybe_open_price_feed(
     async with maybe_open_context(
         acm_func=open_price_feed,
         kwargs={
-            'instrument': instrument
+            'instrument': instrument.split('.')[0]
         },
-        key=f'{instrument}-price',
+        key=f'{instrument.split('.')[0]}-price',
     ) as (cache_hit, feed):
         if cache_hit:
             yield broadcast_receiver(feed, 10)
@@ -693,10 +710,10 @@ async def maybe_open_order_feed(
     async with maybe_open_context(
         acm_func=open_order_feed,
         kwargs={
-            'instrument': instrument,
+            'instrument': instrument.split('.')[0],
             'fh': fh
         },
-        key=f'{instrument}-order',
+        key=f'{instrument.split('.')[0]}-order',
     ) as (cache_hit, feed):
         if cache_hit:
             yield broadcast_receiver(feed, 10)

piker/brokers/deribit/feed.py

@@ -156,7 +156,7 @@ async def stream_quotes(
             },
         }
 
-        nsym = piker_sym_to_cb_sym(sym)
+        nsym = piker_sym_to_cb_sym(sym.split('.')[0])
 
         async with maybe_open_price_feed(sym) as stream:
 

piker/brokers/deribit/venues.py

@@ -0,0 +1,119 @@
+# piker: trading gear for hackers
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+
+# 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
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+"""
+Per market data-type definitions and schemas types.
+
+"""
+from __future__ import annotations
+from typing import (
+    Literal,
+)
+from decimal import Decimal
+
+from msgspec import field
+
+from piker.types import Struct
+
+
+# API endpoint paths by venue / sub-API
+_domain: str = 'deribit.com'
+_url = f'https://www.{_domain}'
+
+# WEBsocketz
+_ws_url: str = f'wss://www.{_domain}/ws/api/v2'
+
+# test nets
+_testnet_ws_url: str = f'wss://test.{_domain}/ws/api/v2'
+
+MarketType = Literal[
+    'option'
+]
+
+
+def get_api_eps(venue: MarketType) -> tuple[str, str]:
+    '''
+    Return API ep root paths per venue.
+
+    '''
+    return {
+        'option': (
+            _ws_url,
+        ),
+    }[venue]
+
+
+class OptionPair(Struct, frozen=True, kw_only=True):
+
+    symbol: str
+    venue: str
+
+    # src
+    quote_currency: str
+
+    # dst
+    base_currency: str
+
+    tick_size: float # 0.0001
+    tick_size_steps: list[dict] # [{'above_price': 0.005, 'tick_size': 0.0005}]
+    taker_commission: float # 0.0003
+    strike: float # 5000.0
+    settlement_period: str # 'day'
+    settlement_currency: str # "BTC",
+    rfq: bool # false
+    quote_currency: str # 'BTC'
+    price_index: str # 'btc_usd'
+    option_type: str # 'call'
+    min_trade_amount: float # 0.1
+    maker_commission: float # 0.0003
+    kind: str # 'option'
+    is_active: bool # true
+    instrument_type: str # 'reversed'
+    instrument_name: str # 'BTC-1SEP24-55000-C'
+    instrument_id: int # 364671
+    expiration_timestamp: int # 1725177600000
+    creation_timestamp: int # 1724918461000
+    counter_currency: str # 'USD' 
+    contract_size: float # '1.0'
+    block_trade_tick_size: float # '0.0001'
+    block_trade_min_trade_amount: int # '25'
+    block_trade_commission: float # '0.003'
+
+
+    # NOTE: see `.data._symcache.SymbologyCache.load()` for why
+    ns_path: str = 'piker.brokers.deribit:OptionPair'
+
+    @property
+    def venue(self) -> str:
+        return 'OPTION'
+
+    @property
+    def bs_fqme(self) -> str:
+        return f'{self.symbol}.OPTION'
+
+    @property
+    def bs_src_asset(self) -> str:
+        return f'{self.quote_currency}'
+
+    @property
+    def bs_dst_asset(self) -> str:
+        return f'{self.base_currency}'
+    
+    @property
+    def bs_mktid(self) -> str:
+        return f'{self.symbol}.{self.venue}'
+
+