From d42aa60325ec1e36b5be83698c14e30c57145cf4 Mon Sep 17 00:00:00 2001 From: Tyler Goodlet Date: Tue, 20 Jun 2023 15:54:28 -0400 Subject: [PATCH] Define the flattened "fundamental double auction" emitted tick type set --- piker/data/_sampling.py | 10 +++++++++- 1 file changed, 9 insertions(+), 1 deletion(-) diff --git a/piker/data/_sampling.py b/piker/data/_sampling.py index b42d0d8f..641edf53 100644 --- a/piker/data/_sampling.py +++ b/piker/data/_sampling.py @@ -740,13 +740,21 @@ async def sample_and_broadcast( ) -# a working tick-type-classes template +# tick-type-classes template for all possible "lowest level" events +# that can can be emitted by the "top of book" L1 queues and +# price-matching (with eventual clearing) in a double auction +# market (queuing) system. _tick_groups = { 'clears': {'trade', 'dark_trade', 'last'}, 'bids': {'bid', 'bsize'}, 'asks': {'ask', 'asize'}, } +# XXX alo define the flattened set of all such "fundamental ticks" +# so that it can be used as filter, eg. in the graphics display +# loop to compute running windowed y-ranges B) +_auction_ticks: set[str] = set.union(*_tick_groups.values()) + def frame_ticks( first_quote: dict,