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Make ticker stream caching optional 

Push all ticker quotes to the queue regardless of duplicate
content. That is, don't worry about only pushing new quote changes
(turns out it is useful when coloring a watchlist where multiple
of the same quote may indicate multiple similar trades and we only
want to quickly "pulse" color changes on value changes).
If it is desired to only push new changes, the ``cache`` flag enables
the old behaviour.

Also add `Client.symbols()` for returning symbol data from a sequence of
tickers.
kivy_mainline_and_py3.8
Tyler Goodlet 2018-02-08 18:42:19 -05:00
parent 13342c459a
commit 224451f44a
1 changed files with 29 additions and 9 deletions
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38
piker/brokers/questrade.py
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@ -158,7 +158,18 @@ class Client:
"""
t2ids = await self.tickers2ids(tickers)
ids = ','.join(map(str, t2ids.values()))
return await self.api.quotes(ids=ids)
return (await self.api.quotes(ids=ids))['quotes']
async def symbols(self, tickers):
"""Return quotes for each ticker in ``tickers``.
"""
t2ids = await self.tickers2ids(tickers)
ids = ','.join(map(str, t2ids.values()))
symbols = {}
for pkt in (await self.api.symbols(ids=ids))['symbols']:
symbols[pkt['symbol']] = pkt
return symbols
class _API:
@ -282,7 +293,10 @@ async def serve_forever(tasks) -> None:
async def poll_tickers(
client: Client, tickers: [str], q: trio.Queue, rate: int = 2,
client: Client, tickers: [str],
q: trio.Queue,
rate: int = 3,
cache: bool = False, # only deliver "new" changes to the queue
) -> None:
"""Stream quotes for a sequence of tickers at the given ``rate``
per second.
@ -298,15 +312,21 @@ async def poll_tickers(
quotes = quotes_resp['quotes']
# log.trace(quotes)
# only push quotes with "new" data
payload = []
for quote in quotes:
symbol = quote['symbol']
last = _cache.setdefault(symbol, {})
new = set(quote.items()) - set(last.items())
if new:
log.debug(f"New quote {symbol} data:\n{new}")
_cache[symbol] = quote
if quote['delay'] > 0:
log.warning(f"Delayed quote:\n{quote}")
if cache: # if cache is enabled then only deliver "new" changes
symbol = quote['symbol']
last = _cache.setdefault(symbol, {})
new = set(quote.items()) - set(last.items())
if new:
log.debug(f"New quote {symbol} data:\n{new}")
_cache[symbol] = quote
payload.append(quote)
else:
payload.append(quote)
if payload: