pikers
/
piker
3
0
Fork 0
Code Issues 2 Pull Requests 4 Packages Projects Releases Wiki Activity

Use trade_data_ts for trade message receival

small_kucoin_fixes
jaredgoldman 2023-04-13 22:35:21 -04:00
parent f67ffeb70f
commit 672c01f13a
1 changed files with 2 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
piker/brokers/kucoin.py
View File

@ -586,13 +586,13 @@ async def stream_messages(ws: NoBsWs, sym: str) -> AsyncGenerator[NoBsWs, dict]:
yield 'trade', { yield 'trade', {
'symbol': sym, 'symbol': sym,
'last': trade_data.price, 'last': trade_data.price,
'brokerd_ts': trade_data.time, 'brokerd_ts': trade_data_ts,
'ticks': [ 'ticks': [
{ {
'type': 'trade', 'type': 'trade',
'price': float(trade_data.price), 'price': float(trade_data.price),
'size': float(trade_data.size), 'size': float(trade_data.size),
'broker_ts': trade_data.time, 'broker_ts': trade_data_ts,
} }
], ],
} }