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Only diff trade time

small_kucoin_fixes
jaredgoldman 2023-04-11 13:45:32 -04:00
parent 6e55f6706f
commit bedbbc3025
1 changed files with 3 additions and 6 deletions
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9
piker/brokers/kucoin.py
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@ -546,7 +546,7 @@ def make_sub(sym, connect_id, level='l1') -> dict[str, str | bool]:
async def stream_messages(ws: NoBsWs, sym: str) -> AsyncGenerator[NoBsWs, dict]: async def stream_messages(ws: NoBsWs, sym: str) -> AsyncGenerator[NoBsWs, dict]:
timeouts = 0 timeouts = 0
last_trade_data: KucoinTrade | dict = {} last_trade_ts = 0
while True: while True:
with trio.move_on_after(3) as cs: with trio.move_on_after(3) as cs:
@ -568,13 +568,10 @@ async def stream_messages(ws: NoBsWs, sym: str) -> AsyncGenerator[NoBsWs, dict]:
# XXX: Filter for duplicate messages as ws feed will send duplicate market state # XXX: Filter for duplicate messages as ws feed will send duplicate market state
# https://docs.kucoin.com/#level2-5-best-ask-bid-orders # https://docs.kucoin.com/#level2-5-best-ask-bid-orders
if ( if trade_data.time == last_trade_ts:
last_trade_data
and trade_data.time == last_trade_data.time
):
continue continue
last_trade_data = trade_data last_trade_ts = trade_data.time
yield 'trade', { yield 'trade', {
'symbol': sym, 'symbol': sym,