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Guard against no time field in some provider quotes

windows_fixes_yo
Tyler Goodlet 2022-01-31 23:50:56 -05:00
parent 5952e7f538
commit 8118a57b9a
1 changed files with 16 additions and 10 deletions
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10
piker/data/_normalize.py
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@ -24,7 +24,10 @@ from typing import AsyncIterator
def iterticks( def iterticks(
quote: dict, quote: dict,
types: tuple[str] = ('trade', 'dark_trade'), types: tuple[str] = (
'trade',
'dark_trade',
),
deduplicate_darks: bool = False, deduplicate_darks: bool = False,
) -> AsyncIterator: ) -> AsyncIterator:
@ -47,8 +50,11 @@ def iterticks(
if deduplicate_darks: if deduplicate_darks:
for tick in ticks: for tick in ticks:
ttype = tick.get('type') ttype = tick.get('type')
time = tick.get('time', None)
if time:
sig = ( sig = (
tick['time'], time,
tick['price'], tick['price'],
tick['size'] tick['size']
) )