From 28b5be0719a8e8ec349630e7ad192a0d9bcccac7 Mon Sep 17 00:00:00 2001
From: Tyler Goodlet <jgbt@protonmail.com>
Date: Fri, 28 Jan 2022 08:46:04 -0500
Subject: [PATCH] Accumulate dark vlm ticks independently per sample step

---
 piker/fsp/_volume.py | 37 ++++++++++++++++++++++---------------
 1 file changed, 22 insertions(+), 15 deletions(-)

diff --git a/piker/fsp/_volume.py b/piker/fsp/_volume.py
index 2a7ac2e8..7cf7d7b4 100644
--- a/piker/fsp/_volume.py
+++ b/piker/fsp/_volume.py
@@ -135,19 +135,12 @@ async def dolla_vlm(
     yield chl3 * v
 
     i = ohlcv.index
-    lvlm = 0
+    output = vlm = 0
+    dvlm = 0
 
     async for quote in source:
         for tick in iterticks(quote):
 
-            ttype = tick.get('type')
-            if ttype == 'dark_trade':
-                # print(f'dark_trade: {tick}')
-                key = 'dark_vlm'
-
-            else:
-                key = 'dolla_vlm'
-
             # this computes tick-by-tick weightings from here forward
             size = tick['size']
             price = tick['price']
@@ -155,16 +148,30 @@ async def dolla_vlm(
             li = ohlcv.index
             if li > i:
                 i = li
-                lvlm = 0
+                vlm = 0
+                dvlm = 0
 
-            c, h, l, v = ohlcv.last()[
-                ['close', 'high', 'low', 'volume']
-            ][0]
+            # TODO: for marginned instruments (futes, etfs?) we need to
+            # show the margin $vlm by multiplying by whatever multiplier
+            # is reported in the sym info.
 
-            lvlm += price * size
+            ttype = tick.get('type')
+            if ttype == 'dark_trade':
+                print(f'dark_trade: {tick}')
+                key = 'dark_vlm'
+                dvlm += price * size
+                output = dvlm
+
+            else:
+                key = 'dolla_vlm'
+                vlm += price * size
+                output = vlm
 
             # TODO: plot both to compare?
+            # c, h, l, v = ohlcv.last()[
+            #     ['close', 'high', 'low', 'volume']
+            # ][0]
             # tina_lvlm = c+h+l/3 * v
             # print(f' tinal vlm: {tina_lvlm}')
 
-            yield key, lvlm
+            yield key, output