ib: map some tick types particulary "volumeRate" to avoid auto-range issue
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6c10c2f623
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c57d4b2181
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@ -73,6 +73,7 @@ from piker.accounting import (
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from piker.data.validate import FeedInit
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# XXX NOTE: See available types table docs:
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# https://interactivebrokers.github.io/tws-api/tick_types.html
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tick_types = {
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77: 'trade',
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@ -92,9 +93,9 @@ tick_types = {
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# ``ib_insync`` already packs these into
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# quotes under the following fields.
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# 55: 'trades_per_min', # `'tradeRate'`
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# 56: 'vlm_per_min', # `'volumeRate'`
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# 89: 'shortable', # `'shortableShares'`
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55: 'trades_per_min', # `'tradeRate'`
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56: 'vlm_per_min', # `'volumeRate'`
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89: 'shortable_units', # `'shortableShares'`
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}
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@ -1048,7 +1049,6 @@ async def stream_quotes(
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async for ticker in stream:
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quote = normalize(ticker)
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fqme = quote['fqme']
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# print(f'sending {fqme}:\n{quote}')
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await send_chan.send({fqme: quote})
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# ugh, clear ticks since we've consumed them
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