Broadcast all tick types to subs, not just trades
parent
5fc2aba3ed
commit
4f51ca74f4
|
@ -206,7 +206,6 @@ async def allocate_persistent_feed(
|
|||
bus.feeds[symbol] = (cs, init_msg, first_quote)
|
||||
|
||||
with cs:
|
||||
|
||||
if opened:
|
||||
# start history backfill task
|
||||
# ``backfill_bars()`` is a required backend func
|
||||
|
@ -246,7 +245,11 @@ async def allocate_persistent_feed(
|
|||
# while another consumer is serviced..
|
||||
|
||||
# start writing the shm buffer with appropriate trade data
|
||||
for tick in iterticks(quote, types=('trade', 'utrade',)):
|
||||
for tick in quote['ticks']:
|
||||
|
||||
# write trade events to shm last OHLC sample
|
||||
if tick['type'] in ('trade', 'utrade'):
|
||||
|
||||
last = tick['price']
|
||||
|
||||
# update last entry
|
||||
|
|
Loading…
Reference in New Issue