Refine databento request_instruments granularity

Author: faysou

nautilus_trader/adapters/databento/data.py

@@ -440,7 +440,7 @@ async def _subscribe_instruments(self, command: SubscribeInstruments) -> None:
     async def _subscribe_instrument(self, command: SubscribeInstrument) -> None:
         try:
             dataset: Dataset = self._loader.get_dataset_for_venue(command.instrument_id.venue)
-            start: int | None = command.params.get("start") if command.params else None
+            start = command.params.get("start")
 
             live_client = self._get_live_client(dataset)
             live_client.subscribe(
@@ -603,16 +603,16 @@ async def _subscribe_quote_ticks(self, command: SubscribeQuoteTicks) -> None:
         try:
             await self._ensure_subscribed_for_instrument(command.instrument_id)
 
-            schema: str | None = command.params.get("schema") if command.params else None
             # allowed schema values: mbp-1, bbo-1s, bbo-1m
+            schema = command.params.get("schema")
             if schema is None or schema not in [
                 DatabentoSchema.MBP_1.value,
                 DatabentoSchema.BBO_1S.value,
                 DatabentoSchema.BBO_1M.value,
             ]:
                 schema = DatabentoSchema.MBP_1.value
 
-            start: int | None = command.params.get("start") if command.params else None
+            start = command.params.get("start")
 
             dataset: Dataset = self._loader.get_dataset_for_venue(command.instrument_id.venue)
             live_client = self._get_live_client(dataset)
@@ -636,7 +636,7 @@ async def _subscribe_trade_ticks(self, command: SubscribeTradeTicks) -> None:
 
             await self._ensure_subscribed_for_instrument(command.instrument_id)
 
-            start: int | None = command.params.get("start") if command.params else None
+            start = command.params.get("start")
 
             dataset: Dataset = self._loader.get_dataset_for_venue(command.instrument_id.venue)
             live_client = self._get_live_client(dataset)
@@ -661,7 +661,7 @@ async def _subscribe_bars(self, command: SubscribeBars) -> None:
                 self._log.error(f"Cannot subscribe: {e}")
                 return
 
-            start: int | None = command.params.get("start") if command.params else None
+            start = command.params.get("start")
 
             live_client = self._get_live_client(dataset)
             live_client.subscribe(
@@ -893,21 +893,22 @@ async def _request_instruments(self, request: RequestInstruments) -> None:
             LogColor.BLUE,
         )
 
-        use_exchange_as_venue = request.params is not None and request.params.get(
-            "use_exchange_as_venue",
-            False,
-        )
+        use_exchange_as_venue = request.params.get("use_exchange_as_venue", False)
+
+        instrument_ids = request.params.get("instrument_ids") or [
+            InstrumentId.from_str(f"{ALL_SYMBOLS}.{request.venue}"),
+        ]
+        pyo3_instrument_ids = [
+            instrument_id_to_pyo3(instrument_id) for instrument_id in instrument_ids
+        ]
 
         pyo3_instruments = await self._http_client.get_range_instruments(
             dataset=dataset,
-            instrument_ids=[
-                instrument_id_to_pyo3(InstrumentId.from_str(f"{ALL_SYMBOLS}.{request.venue}")),
-            ],
+            instrument_ids=pyo3_instrument_ids,
             start=start.value,
             end=end.value,
             use_exchange_as_venue=use_exchange_as_venue,
         )
-
         instruments = instruments_from_pyo3(pyo3_instruments)
 
         self._handle_instruments(instruments, request.venue, request.id, request.params)
@@ -929,8 +930,8 @@ async def _request_quote_ticks(self, request: RequestQuoteTicks) -> None:
             LogColor.BLUE,
         )
 
-        schema: str | None = request.params.get("schema") if request.params else None
         # allowed schema values: mbp-1, bbo-1s, bbo-1m
+        schema = request.params.get("schema")
         if schema is None or schema not in [
             DatabentoSchema.MBP_1.value,
             DatabentoSchema.BBO_1S.value,