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3 Commits

Author SHA1 Message Date
Nelson Torres d848050b52 Fix bs_fqme using venue and expiry 2024-11-12 16:07:46 -03:00
Nelson Torres ddffe2bec6 Added expiry property for OptionPair 2024-11-12 16:06:59 -03:00
Nelson Torres 19b4ca9d85 No longer needed 2024-11-12 16:05:54 -03:00
2 changed files with 7 additions and 5 deletions

View File

@ -279,10 +279,6 @@ class Client:
self.json_rpc = json_rpc self.json_rpc = json_rpc
@property
def currencies(self):
return ['btc', 'eth', 'sol', 'usd']
async def get_balances( async def get_balances(
self, self,
kind: str = 'option' kind: str = 'option'

View File

@ -116,13 +116,19 @@ class OptionPair(Pair, frozen=True, kw_only=True):
# NOTE: see `.data._symcache.SymbologyCache.load()` for why # NOTE: see `.data._symcache.SymbologyCache.load()` for why
ns_path: str = 'piker.brokers.deribit:OptionPair' ns_path: str = 'piker.brokers.deribit:OptionPair'
@property
def expiry(self) -> str:
symbol: str = self.instrument_name.lower()
pair, expiry, strike_price, otype = symbol.split('-')
return f'{expiry}'
@property @property
def venue(self) -> str: def venue(self) -> str:
return 'OPTION' return 'OPTION'
@property @property
def bs_fqme(self) -> str: def bs_fqme(self) -> str:
return f'{self.symbol}' return f'{self.symbol}.{self.venue}.{self.expiry}'
@property @property
def bs_src_asset(self) -> str: def bs_src_asset(self) -> str: