Classify L1 tick types

piker/brokers/ib.py

@@ -285,7 +285,7 @@ class Client:
         self,
         symbol: str,
         to_trio,
-        opts: Tuple[int] = ('375',),  # '233', ),
+        opts: Tuple[int] = ('375', '233',),
         # opts: Tuple[int] = ('459',),
     ) -> None:
         """Stream a ticker using the std L1 api.
@@ -469,9 +469,27 @@ def normalize(
     for tick in ticker.ticks:
         td = tick._asdict()
 
-        if td['tickType'] in (48, 77):
+        if td['tickType'] in (77,):
             td['type'] = 'trade'
 
+        if td['tickType'] in (48,):
+            td['type'] = 'utrade'
+
+        elif td['tickType'] in (0,):
+            td['type'] = 'bsize'
+
+        elif td['tickType'] in (1,):
+            td['type'] = 'bid'
+
+        elif td['tickType'] in (2,):
+            td['type'] = 'ask'
+
+        elif td['tickType'] in (3,):
+            td['type'] = 'asize'
+
+        elif td['tickType'] in (5,):
+            td['type'] = 'size'
+
         new_ticks.append(td)
 
     ticker.ticks = new_ticks
@@ -643,7 +661,7 @@ async def stream_quotes(
                 # if we are the lone tick writer start writing
                 # the buffer with appropriate trade data
                 if not writer_already_exists:
-                    for tick in iterticks(quote, type='trade'):
+                    for tick in iterticks(quote, types=('trade', 'utrade',)):
                         last = tick['price']
 
                         # update last entry

piker/data/_normalize.py

@@ -1,14 +1,14 @@
 """
 Stream format enforcement.
 """
-from typing import AsyncIterator, Optional
+from typing import AsyncIterator, Optional, Tuple
 
 import numpy as np
 
 
 def iterticks(
     quote: dict,
-    type: str = 'trade',
+    types: Tuple[str] = ('trade', 'utrade'),
 ) -> AsyncIterator:
     """Iterate through ticks delivered per quote cycle.
     """
@@ -16,6 +16,6 @@ def iterticks(
     ticks = quote.get('ticks', ())
     if ticks:
         for tick in ticks:
-            # print(tick)
+            print(f"{quote['symbol']}: {tick}")
-            if tick.get('type') == type:
+            if tick.get('type') in types:
                 yield tick