pikers
/
piker
3
0
Fork 0
Code Issues 5 Pull Requests 7 Packages Projects Releases Wiki Activity

3k bars for now, ignore rtTime

bar_select
Tyler Goodlet 2020-09-29 16:24:32 -04:00
parent 8d9a6845c6
commit 2302e59f1d
1 changed files with 8 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

11
piker/brokers/ib.py
View File

@ -148,7 +148,7 @@ class Client:
# durationStr='1 D', # durationStr='1 D',
# time length calcs # time length calcs
durationStr='{count} S'.format(count=100 * 5), durationStr='{count} S'.format(count=3000 * 5),
barSizeSetting='5 secs', barSizeSetting='5 secs',
# always use extended hours # always use extended hours
@ -486,8 +486,13 @@ def normalize(
# add time stamps for downstream latency measurements # add time stamps for downstream latency measurements
data['brokerd_ts'] = time.time() data['brokerd_ts'] = time.time()
if ticker.rtTime:
data['broker_ts'] = data['rtTime_s'] = float(ticker.rtTime) / 1000. # stupid stupid shit...don't even care any more
# leave it until we do a proper latency study
# if ticker.rtTime is not None:
# data['broker_ts'] = data['rtTime_s'] = float(
# ticker.rtTime.timestamp) / 1000.
data.pop('rtTime')
return data return data