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Only push new quotes to the queue at 5 per sec

kivy_mainline_and_py3.8
Tyler Goodlet 2018-02-12 14:03:31 -05:00
parent f4fc3d099b
commit b7b7abbc1f
1 changed files with 7 additions and 6 deletions
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13
piker/brokers/questrade.py
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@ -300,8 +300,8 @@ async def serve_forever(tasks) -> None:
async def poll_tickers( async def poll_tickers(
client: Client, tickers: [str], client: Client, tickers: [str],
q: trio.Queue, q: trio.Queue,
rate: int = 3, rate: int = 5, # 200ms delay between quotes
cache: bool = False, # only deliver "new" changes to the queue time_cached: bool = True, # only deliver "new" quotes to the queue
) -> None: ) -> None:
"""Stream quotes for a sequence of tickers at the given ``rate`` """Stream quotes for a sequence of tickers at the given ``rate``
per second. per second.
@ -323,12 +323,13 @@ async def poll_tickers(
if quote['delay'] > 0: if quote['delay'] > 0:
log.warning(f"Delayed quote:\n{quote}") log.warning(f"Delayed quote:\n{quote}")
if cache: # if cache is enabled then only deliver "new" changes if time_cached: # if cache is enabled then only deliver "new" changes
symbol = quote['symbol'] symbol = quote['symbol']
last = _cache.setdefault(symbol, {}) last = _cache.setdefault(symbol, {})
new = set(quote.items()) - set(last.items()) timekey = 'lastTradeTime'
if new: if quote[timekey] != last.get(timekey):
log.debug(f"New quote {symbol} data:\n{new}") log.info(
f"New quote {quote['symbol']} @ {quote[timekey]}")
_cache[symbol] = quote _cache[symbol] = quote
payload.append(quote) payload.append(quote)
else: else: