open_oi_feed
parent
564cd63014
commit
733b58250f
piker/brokers/deribit
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@ -831,6 +831,31 @@ async def aio_open_interest_feed_relay(
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await asyncio.sleep(float('inf'))
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await asyncio.sleep(float('inf'))
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@acm
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async def open_oi_feed(
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) -> to_asyncio.LinkedTaskChannel:
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instruments: list[Symbol]
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async with get_client(
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) as client:
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instruments = await client.get_instruments()
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fh: FeedHandler
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first: None
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chan: to_asyncio.LinkedTaskChannel
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async with (
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maybe_open_feed_handler() as fh,
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to_asyncio.open_channel_from(
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partial(
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aio_open_interest_feed_relay,
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fh,
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instruments
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)
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) as (first, chan)
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):
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yield chan
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# TODO, move all to `.broker` submod!
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# TODO, move all to `.broker` submod!
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# async def aio_order_feed_relay(
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# async def aio_order_feed_relay(
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