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Push every new change; not just the last trade

kivy_mainline_and_py3.8
Tyler Goodlet 2018-02-13 15:35:21 -05:00
parent 62bac7b2cd
commit 29be7f58c9
1 changed files with 6 additions and 6 deletions
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10
piker/brokers/questrade.py
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@ -301,7 +301,7 @@ async def poll_tickers(
client: Client, tickers: [str], client: Client, tickers: [str],
q: trio.Queue, q: trio.Queue,
rate: int = 5, # 200ms delay between quotes rate: int = 5, # 200ms delay between quotes
time_cached: bool = True, # only deliver "new" quotes to the queue diff_cached: bool = True, # only deliver "new" quotes to the queue
) -> None: ) -> None:
"""Stream quotes for a sequence of tickers at the given ``rate`` """Stream quotes for a sequence of tickers at the given ``rate``
per second. per second.
@ -323,14 +323,14 @@ async def poll_tickers(
if quote['delay'] > 0: if quote['delay'] > 0:
log.warning(f"Delayed quote:\n{quote}") log.warning(f"Delayed quote:\n{quote}")
if time_cached: # if cache is enabled then only deliver "new" changes if diff_cached:
# if cache is enabled then only deliver "new" changes
symbol = quote['symbol'] symbol = quote['symbol']
last = _cache.setdefault(symbol, {}) last = _cache.setdefault(symbol, {})
timekey = 'lastTradeTime'
if quote[timekey] != last.get(timekey):
new = set(quote.items()) - set(last.items()) new = set(quote.items()) - set(last.items())
if new:
log.info( log.info(
f"New quote {quote['symbol']} @ {quote[timekey]}:\n{new}") f"New quote {quote['symbol']}:\n{new}")
_cache[symbol] = quote _cache[symbol] = quote
payload.append(quote) payload.append(quote)
else: else: