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Deribit broker fix #21

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ntorres wants to merge 13 commits from deribit_fix into gitea_feats
pull from: deribit_fix
merge into: pikers:gitea_feats
Conversation 0 Commits 13 Files Changed 6

13 Commits (310_plus)

Author SHA1 Message Date
Tyler Goodlet b209512eb6 Add `.log.mk_repr()` to create `reprlib.Repr`s 2025-02-24 17:20:50 -03:00
Nelson Torres 8a9d21468a Deribit api key changes introduce: 
- `get_timestamp_int`: added this is the hack, so we can aboid use the custom deribit date format.

- `get_currencies`: added so we could get all deribit's available currencies.

- Also a couple of format fixes.
 2025-02-24 17:20:36 -03:00
Tyler Goodlet 75ddba09f7 `deribit.feed`: fix "trade" event streaming 
The main change needed to make `piker.data.feed._FeedsBus` work was
to correctly format the `'trade'` msgs with the (new schema) expected
`'ticks': list[dict]` field which,
- we compute the `piker` quote-msg-`dict` from the (now directly proxied through)
  `cryptofeed.types.Trade`'s fields inside the body of `stream_quotes()`.
- similarly, move the `'l1'` msg processing, **out of** the `asyncio`-side
  `_l1()` callback (defined as a closure in `.api.aio_price_feed_relay()`
  and passed to the `cryptofeed.FeedHandler`) and instead mod the
  callback to simply pass through the `.types.L1Book` ref directly to
  the `piker`/`trio` side task for conversion.

In support of all that,
- mask-to-drop the alt-branch to wait on a first rt event when the
  `cryptofeed.LastTradesResult.trades: list[Trade]` is empty; doesn't
  seem like this ever even happens?
- add a buncha typing, comments and doc-strs to the routines in
  `.deribit.api` including notes on where we can choose to mod the
  `.bs_fqme` for our eventually preferred `piker` style format.
- simplify some nested `@acm` enters to the new single `async with
  <tuple>)` style.
- be particularly pedantic about typing
  `tractor.to_asyncio.LinkedTaskChannel`
- bit of pep8 line-spacing fixes in `.venues`.
 2025-02-24 17:20:36 -03:00
Tyler Goodlet dae17bb043 `.deribit.feed`: get live quotes workin (again) 
The quote-msg `'topic'` field was being set and sent as the
`OptionPair.symbol: str` value instead of as the `MktPair.bs_fqme: str`
as is required for matching on the `piker.data.feed` side. So change to
that and simplify the actual `.bs_fqme: str` value to NOT include the
ISO-format time (for now) since it's a big ugly and longer term we need
a `piker`-fqme friendly-on-ze-eyes format/style anyway..
 2025-02-24 17:20:36 -03:00
Tyler Goodlet 8bd0a182cf Bit more `cryptofeed` adapter formatting and typing for clarity.. 2025-02-24 17:20:36 -03:00
Tyler Goodlet 04421e5ad2 .deribit.venues: add todo for an ideal `OptionPair.expiry` fmt/value 2025-02-24 17:20:36 -03:00
Tyler Goodlet 1e0c3da32d Report the closest (via fuzzy match) pairs on unmatched input 2025-02-24 17:20:36 -03:00
Tyler Goodlet 5b87b3c2a6 Signal hist start using `OptionPair.creation_timestamp` 
Such that the `get_hist()` query func raises `DataUnavailable` with an
explicit message regarding the start of the (option) contract's
lifetime.

Other,
- mask some unused imports (for now?)
- drop a duplicate `tractor.get_console_log()` call which was causing
  duplicate console emits (it's already setup by brokerd init now).
- comment various unused code bits i found.
- add a info log around live quotes so we can see for the moment when
  they actually occur.. XD
 2025-02-24 17:20:36 -03:00
Tyler Goodlet 438e69e42c `.deribit.api` bit of tidying/typing 
There were some imports missing or unused as well as a variety of spots
that had grokability issues due to missing type hints.

Other tweaks as part some more thorough manual testing:
- always raise when not `brokers.toml` section since the API can never
  work (no free data without keys).
- inline the `Asset.atype='crypto_currency` field despite it maybe not
  being the best value for `OptionPair` instruments..
- tossed in a now-masked pause block for debugging history queries in
  `Client.bars()`.
- commented out all the live order ctl (internal) endpoints for now
  since they're unused.
 2025-02-24 17:20:36 -03:00
Tyler Goodlet ec6dd7cafc 'Fix `Optional` and use `'linear/reverse'` in `OptionPair.venue`' 2025-02-24 17:20:36 -03:00
Nelson Torres f1436c93db Deribit's feed fix 
- `FeedInit` for init_msgs in `stream_quotes`.

- new cache is `client_pairs` so is replacing the old `client.cache_symbols`.

- `get_mkt_info` added

- `get_ohlc` fixed to comply the new ways of the feed.
 2025-02-24 17:20:36 -03:00
Nelson Torres 1061103f76 Deribit's api fix 
key changes:

- Resolved the issue with the expiration dates from deribits, now we int instead of the crazy custom deribits format.

- The client now has a new  `_json_rpc_auth_wrapper` that adquires a first access token and then will refresh the access token when this expires.

- `get_assets` fixed, now  we use the public endpoint to check the availables assets, in the future probably this will change, but for now is working just fine.

- `get_mkt_pairs` added.

- `exch_info` added.

- `cache_symbols` fixed.

- Also a lot of reformat made in api.
 2025-02-24 17:20:36 -03:00
Nelson Torres 3aea296caa Venues 
Moved from api to venues all the msgspecs structs, also added critical imports in api, feed and __init__ mods.
 2025-02-24 17:20:36 -03:00