From 13b8807f1ffb1956d9fa2d9183aa7d2bb41658dc Mon Sep 17 00:00:00 2001 From: Tyler Goodlet Date: Fri, 21 Jan 2022 17:01:18 -0500 Subject: [PATCH] Print dark trades to console for the moment --- piker/fsp/_volume.py | 9 ++++++++- 1 file changed, 8 insertions(+), 1 deletion(-) diff --git a/piker/fsp/_volume.py b/piker/fsp/_volume.py index e662343f..9bb88a41 100644 --- a/piker/fsp/_volume.py +++ b/piker/fsp/_volume.py @@ -105,6 +105,7 @@ async def _tina_vwap( # @fsp.config( # name='dolla_vlm', +# fields=('dolla_vlm', 'dark_$vlm' # ohlc=False, # style='step', # ) @@ -138,6 +139,10 @@ async def dolla_vlm( async for quote in source: for tick in iterticks(quote): + ttype = tick.get('type') + if ttype == 'dark_trade': + print(f'dark_trade: {tick}') + # this computes tick-by-tick weightings from here forward size = tick['size'] price = tick['price'] @@ -152,7 +157,9 @@ async def dolla_vlm( ][0] lvlm += price * size - tina_lvlm = c+h+l/3 * v + + # TODO: plot both to compare? + # tina_lvlm = c+h+l/3 * v # print(f' tinal vlm: {tina_lvlm}') yield lvlm