Binancial secs: futes for the peepz!

config/brokers.toml

@@ -1,10 +1,16 @@
-[questrade]
-refresh_token = ''
-access_token = ''
-api_server = 'https://api06.iq.questrade.com/'
-expires_in = 1800
-token_type = 'Bearer'
-expires_at = 1616095326.355846
+################
+# ---- CEXY ----
+################
+[binance]
+accounts.usdtm = 'futes'
+futes.use_testnet = true
+futes.api_key = ''
+futes.api_secret = ''
+
+accounts.spot = 'spot'
+spot.use_testnet = true
+spot.api_key = ''
+spot.api_secret = ''
 
 
 [deribit]
@@ -24,6 +30,18 @@ key_secret = ''
 key_passphrase = ''
 
 
+################
+# -- BROKERZ ---
+################
+[questrade]
+refresh_token = ''
+access_token = ''
+api_server = 'https://api06.iq.questrade.com/'
+expires_in = 1800
+token_type = 'Bearer'
+expires_at = 1616095326.355846
+
+
 [ib]
 hosts = [
     '127.0.0.1',

piker/accounting/__init__.py

@@ -40,6 +40,7 @@
     MktPair,
     Symbol,
     unpack_fqme,
+    _derivs as DerivTypes,
 )
 from ._allocate import (
     mk_allocator,
@@ -65,6 +66,7 @@
     'open_pps',
     'open_trade_ledger',
     'unpack_fqme',
+    'DerivTypes',
 ]
 
 

piker/accounting/_ledger.py

@@ -123,6 +123,11 @@ def update_from_t(
         self,
         t: Transaction,
     ) -> None:
+        '''
+        Given an input `Transaction`, cast to `dict` and update
+        from it's transaction id.
+
+        '''
         self.data[t.tid] = t.to_dict()
 
     def iter_trans(
@@ -259,6 +264,45 @@ def dyn_parse_to_dt(
         yield tid, data
 
 
+def load_ledger(
+    brokername: str,
+    acctid: str,
+
+) -> tuple[dict, Path]:
+    '''
+    Load a ledger (TOML) file from user's config directory:
+    $CONFIG_DIR/accounting/ledgers/trades_<brokername>_<acctid>.toml
+
+    Return its `dict`-content and file path.
+
+    '''
+    import time
+    try:
+        import tomllib
+    except ModuleNotFoundError:
+        import tomli as tomllib
+
+    ldir: Path = config._config_dir / 'accounting' / 'ledgers'
+    if not ldir.is_dir():
+        ldir.mkdir()
+
+    fname = f'trades_{brokername}_{acctid}.toml'
+    fpath: Path = ldir / fname
+
+    if not fpath.is_file():
+        log.info(
+            f'Creating new local trades ledger: {fpath}'
+        )
+        fpath.touch()
+
+    with fpath.open(mode='rb') as cf:
+        start = time.time()
+        ledger_dict = tomllib.load(cf)
+        log.debug(f'Ledger load took {time.time() - start}s')
+
+    return ledger_dict, fpath
+
+
 @cm
 def open_trade_ledger(
     broker: str,
@@ -267,7 +311,7 @@ def open_trade_ledger(
     # default is to sort by detected datetime-ish field
     tx_sort: Callable = iter_by_dt,
 
-) -> Generator[dict, None, None]:
+) -> Generator[TransactionLedger, None, None]:
     '''
     Indempotently create and read in a trade log file from the
     ``<configuration_dir>/ledgers/`` directory.
@@ -277,7 +321,7 @@ def open_trade_ledger(
     name as defined in the user's ``brokers.toml`` config.
 
     '''
-    ledger_dict, fpath = config.load_ledger(broker, account)
+    ledger_dict, fpath = load_ledger(broker, account)
     cpy = ledger_dict.copy()
     ledger = TransactionLedger(
         ledger_dict=cpy,

piker/accounting/_mktinfo.py

@@ -39,6 +39,7 @@
 from ..data.types import Struct
 
 
+# TODO: make these literals..
 _underlyings: list[str] = [
     'stock',
     'bond',
@@ -47,6 +48,10 @@
     'commodity',
 ]
 
+_crypto_derivs: list[str] = [
+    'perpetual_future',
+    'crypto_future',
+]
 
 _derivs: list[str] = [
     'swap',
@@ -66,6 +71,8 @@
     _underlyings
     +
     _derivs
+    +
+    _crypto_derivs
 ]
 
 # egs. stock, futer, option, bond etc.
@@ -207,6 +214,33 @@ class MktPair(Struct, frozen=True):
     <dst>/<src>.<expiry>.<con_info_1>.<con_info_2>. -> .<venue>.<broker>
           ^ -- optional tokens ------------------------------- ^
 
+
+    Notes:
+    ------
+
+    Some venues provide a different semantic (which we frankly find
+    confusing and non-general) such as "base" and "quote" asset.
+    For example this is how `binance` defines the terms:
+
+    https://binance-docs.github.io/apidocs/websocket_api/en/#public-api-definitions
+    https://binance-docs.github.io/apidocs/futures/en/#public-endpoints-info
+
+    - *base* asset refers to the asset that is the *quantity* of a symbol.
+    - *quote* asset refers to the asset that is the *price* of a symbol.
+
+    In other words the "quote" asset is the asset that the market
+    is pricing "buys" *in*, and the *base* asset it the one that the market
+    allows you to "buy" an *amount of*. Put more simply the *quote*
+    asset is our "source" asset and the *base* asset is our "destination"
+    asset.
+
+    This defintion can be further understood reading our
+    `.brokers.binance.api.Pair` type wherein the
+    `Pair.[quote/base]AssetPrecision` field determines the (transfer)
+    transaction precision available per asset; i.e. the satoshis
+    unit in bitcoin for representing the minimum size of a
+    transaction that can take place on the blockchain.
+
     '''
     dst: str | Asset
     # "destination asset" (name) used to buy *to*
@@ -513,10 +547,15 @@ def quantize(
     # TODO: BACKWARD COMPAT, TO REMOVE?
     @property
     def type_key(self) -> str:
+
+        # if set explicitly then use it!
+        if self._atype:
+            return self._atype
+
         if isinstance(self.dst, Asset):
             return str(self.dst.atype)
 
-        return self._atype
+        return 'unknown'
 
     @property
     def price_tick_digits(self) -> int: