open_oi_feed

max_pain_deribit
Nelson Torres 2024-11-26 15:15:51 -03:00
parent 564cd63014
commit 733b58250f
1 changed files with 25 additions and 0 deletions
piker/brokers/deribit

View File

@ -831,6 +831,31 @@ async def aio_open_interest_feed_relay(
await asyncio.sleep(float('inf')) await asyncio.sleep(float('inf'))
@acm
async def open_oi_feed(
) -> to_asyncio.LinkedTaskChannel:
instruments: list[Symbol]
async with get_client(
) as client:
instruments = await client.get_instruments()
fh: FeedHandler
first: None
chan: to_asyncio.LinkedTaskChannel
async with (
maybe_open_feed_handler() as fh,
to_asyncio.open_channel_from(
partial(
aio_open_interest_feed_relay,
fh,
instruments
)
) as (first, chan)
):
yield chan
# TODO, move all to `.broker` submod! # TODO, move all to `.broker` submod!
# async def aio_order_feed_relay( # async def aio_order_feed_relay(