Add data._normalize.py ...

piker/data/_normalize.py

@@ -0,0 +1,21 @@
+"""
+Stream format enforcement.
+"""
+from typing import AsyncIterator, Optional
+
+import numpy as np
+
+
+def iterticks(
+    quote: dict,
+    type: str = 'trade',
+) -> AsyncIterator:
+    """Iterate through ticks delivered per quote cycle.
+    """
+    # print(f"{quote}\n\n")
+    ticks = quote.get('ticks', ())
+    if ticks:
+        for tick in ticks:
+            # print(tick)
+            if tick.get('type') == type:
+                yield tick