diff --git a/piker/brokers/ib/api.py b/piker/brokers/ib/api.py index 8fc8c651..a5069e95 100644 --- a/piker/brokers/ib/api.py +++ b/piker/brokers/ib/api.py @@ -82,10 +82,7 @@ from piker.brokers._util import ( get_logger, ) -# Broker specific ohlc schema which includes a vwap field -_ohlc_dtype: list[tuple[str, type]] = [ - ('index', int), - +_bar_load_dtype: list[tuple[str, type]] = [ # NOTE XXX: only part that's diff # from our default fields where # time is normally an int. @@ -99,9 +96,15 @@ _ohlc_dtype: list[tuple[str, type]] = [ ('close', float), ('volume', float), ('count', int), - ('bar_wap', float), # Wait do we need this? ] +# Broker specific ohlc schema which includes a vwap field +_ohlc_dtype: list[tuple[str, type]] = _bar_load_dtype.copy() +_ohlc_dtype.insert( + 0, + ('index', int), +) + _time_units = { 's': ' sec', @@ -317,7 +320,7 @@ def bars_to_np(bars: list) -> np.ndarray: nparr = np.array( np_ready, - dtype=_ohlc_dtype, + dtype=_bar_load_dtype, ) assert nparr['time'][0] == bars[0].date.timestamp() assert nparr['time'][-1] == bars[-1].date.timestamp() diff --git a/piker/brokers/kucoin.py b/piker/brokers/kucoin.py index 2ab4a785..e3ef599e 100755 --- a/piker/brokers/kucoin.py +++ b/piker/brokers/kucoin.py @@ -455,7 +455,6 @@ class Client: ('low', float), ('close', float), ('volume', float), - ('bar_wap', float), # will be zeroed by sampler if not filled ] ''' @@ -520,7 +519,7 @@ class Client: # volume float(bar[5]), # bar_wap - 0.0, + # 0.0, ) ) diff --git a/piker/data/_sampling.py b/piker/data/_sampling.py index 20bf9b49..af8216c3 100644 --- a/piker/data/_sampling.py +++ b/piker/data/_sampling.py @@ -505,6 +505,7 @@ async def open_sample_stream( }, ) as (ctx, first) ): + assert len(first) > 1 async with ( ctx.open_stream() as istream, @@ -591,14 +592,14 @@ async def sample_and_broadcast( 'high', 'low', 'close', - 'bar_wap', # can be optionally provided + # 'bar_wap', # can be optionally provided 'volume', ]][-1] = ( o, max(high, last), min(low, last), last, - quote.get('bar_wap', 0), + # quote.get('bar_wap', 0), volume, ) diff --git a/piker/data/_source.py b/piker/data/_source.py index 7f739d7d..fc22d6f4 100644 --- a/piker/data/_source.py +++ b/piker/data/_source.py @@ -47,7 +47,7 @@ def_iohlcv_fields: list[tuple[str, type]] = [ # TODO: can we elim this from default field set to save on mem? # i think only kraken really uses this in terms of what we get from # their ohlc history API? - ('bar_wap', float), # shouldn't be default right? + # ('bar_wap', float), # shouldn't be default right? ] # remove index field diff --git a/piker/ui/_cursor.py b/piker/ui/_cursor.py index 0a2c82b1..f69f503a 100644 --- a/piker/ui/_cursor.py +++ b/piker/ui/_cursor.py @@ -215,8 +215,8 @@ class ContentsLabel(pg.LabelItem): "H:{}
" "L:{}
" "C:{}
" - "V:{}
" - "wap:{}".format( + "V:{}
".format( + # "wap:{}".format( *array[ix][ [ 'time', @@ -225,7 +225,7 @@ class ContentsLabel(pg.LabelItem): 'low', 'close', 'volume', - 'bar_wap', + # 'bar_wap', ] ], # name=name,