pikers
/
piker
3
0
Fork 0
Code Issues 8 Pull Requests 10 Packages Projects Releases Wiki Activity

`.binance.feed`: moar type fixes, drop `rapidfuzz`

kucoin_and_binance_fix
Tyler Goodlet 2025-02-11 11:13:14 -05:00
parent d7f6a5ab63
commit 8a4901c517
1 changed files with 6 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

9
piker/brokers/binance/feed.py
View File

@ -42,7 +42,6 @@ from trio_typing import TaskStatus
from pendulum import ( from pendulum import (
from_timestamp, from_timestamp,
) )
from rapidfuzz import process as fuzzy
import numpy as np import numpy as np
import tractor import tractor
@ -111,6 +110,7 @@ class AggTrade(Struct, frozen=True):
async def stream_messages( async def stream_messages(
ws: NoBsWs, ws: NoBsWs,
) -> AsyncGenerator[NoBsWs, dict]: ) -> AsyncGenerator[NoBsWs, dict]:
# TODO: match syntax here! # TODO: match syntax here!
@ -221,6 +221,8 @@ def make_sub(pairs: list[str], sub_name: str, uid: int) -> dict[str, str]:
} }
# TODO, why aren't frame resp `log.info()`s showing in upstream
# code?!
@acm @acm
async def open_history_client( async def open_history_client(
mkt: MktPair, mkt: MktPair,
@ -463,6 +465,8 @@ async def stream_quotes(
): ):
init_msgs: list[FeedInit] = [] init_msgs: list[FeedInit] = []
for sym in symbols: for sym in symbols:
mkt: MktPair
pair: Pair
mkt, pair = await get_mkt_info(sym) mkt, pair = await get_mkt_info(sym)
# build out init msgs according to latest spec # build out init msgs according to latest spec
@ -511,7 +515,6 @@ async def stream_quotes(
# start streaming # start streaming
async for typ, quote in msg_gen: async for typ, quote in msg_gen:
# period = time.time() - last # period = time.time() - last
# hz = 1/period if period else float('inf') # hz = 1/period if period else float('inf')
# if hz > 60: # if hz > 60:
@ -547,7 +550,7 @@ async def open_symbol_search(
) )
# repack in fqme-keyed table # repack in fqme-keyed table
byfqme: dict[start, Pair] = {} byfqme: dict[str, Pair] = {}
for pair in pairs.values(): for pair in pairs.values():
byfqme[pair.bs_fqme] = pair byfqme[pair.bs_fqme] = pair