From 224451f44ab49b870becc6de62f09b29a5d32fd1 Mon Sep 17 00:00:00 2001
From: Tyler Goodlet <tgoodlet@gmail.com>
Date: Thu, 8 Feb 2018 18:42:19 -0500
Subject: [PATCH] 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.
---
 piker/brokers/questrade.py | 38 +++++++++++++++++++++++++++++---------
 1 file changed, 29 insertions(+), 9 deletions(-)

diff --git a/piker/brokers/questrade.py b/piker/brokers/questrade.py
index b56efb0d..950b7070 100644
--- a/piker/brokers/questrade.py
+++ b/piker/brokers/questrade.py
@@ -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: