Print dark trades to console for the moment
parent
55cfe6082b
commit
13b8807f1f
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@ -105,6 +105,7 @@ async def _tina_vwap(
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# @fsp.config(
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# name='dolla_vlm',
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# fields=('dolla_vlm', 'dark_$vlm'
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# ohlc=False,
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# style='step',
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# )
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@ -138,6 +139,10 @@ async def dolla_vlm(
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async for quote in source:
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for tick in iterticks(quote):
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ttype = tick.get('type')
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if ttype == 'dark_trade':
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print(f'dark_trade: {tick}')
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# this computes tick-by-tick weightings from here forward
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size = tick['size']
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price = tick['price']
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@ -152,7 +157,9 @@ async def dolla_vlm(
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][0]
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lvlm += price * size
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tina_lvlm = c+h+l/3 * v
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# TODO: plot both to compare?
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# tina_lvlm = c+h+l/3 * v
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# print(f' tinal vlm: {tina_lvlm}')
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yield lvlm
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