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Use `pendulum` for timestamp parsing

drop_pandas
Tyler Goodlet 2022-05-15 13:39:30 -04:00
parent a3b2ba9ae9
commit 6e2e2fc03f
1 changed files with 1 additions and 11 deletions
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12
piker/data/marketstore.py
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@ -40,7 +40,6 @@ from bidict import bidict
import msgpack import msgpack
import pyqtgraph as pg import pyqtgraph as pg
import numpy as np import numpy as np
import pandas as pd
import tractor import tractor
from trio_websocket import open_websocket_url from trio_websocket import open_websocket_url
from anyio_marketstore import ( from anyio_marketstore import (
@ -268,7 +267,7 @@ def quote_to_marketstore_structarray(
''' '''
if last_fill: if last_fill:
# new fill bby # new fill bby
now = timestamp(last_fill) now = int(pendulum.parse(last_fill).timestamp)
else: else:
# this should get inserted upstream by the broker-client to # this should get inserted upstream by the broker-client to
# subtract from IPC latency # subtract from IPC latency
@ -298,15 +297,6 @@ def quote_to_marketstore_structarray(
return np.array([tuple(array_input)], dtype=_quote_dt) return np.array([tuple(array_input)], dtype=_quote_dt)
def timestamp(date, **kwargs) -> int:
'''
Return marketstore compatible 'Epoch' integer in nanoseconds
from a date formatted str.
'''
return int(pd.Timestamp(date, **kwargs).value)
@acm @acm
async def get_client( async def get_client(
host: str = 'localhost', host: str = 'localhost',