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Don't filter out clearing ticks XD

basic_buy_bot
Tyler Goodlet 2023-06-09 16:14:42 -04:00
parent 2dc8ee2b4e
commit e035af2f42
1 changed files with 5 additions and 6 deletions
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11
piker/brokers/binance.py
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@ -737,9 +737,9 @@ async def stream_messages(
# decode/encode, see: # decode/encode, see:
# https://jcristharif.com/msgspec/structs.html#type-validation # https://jcristharif.com/msgspec/structs.html#type-validation
msg = AggTrade(**msg) # TODO: should we .copy() ? msg = AggTrade(**msg) # TODO: should we .copy() ?
yield 'trade', { piker_quote: dict = {
'symbol': msg.s, 'symbol': msg.s,
'last': msg.p, 'last': float(msg.p),
'brokerd_ts': time.time(), 'brokerd_ts': time.time(),
'ticks': [{ 'ticks': [{
'type': 'trade', 'type': 'trade',
@ -748,6 +748,7 @@ async def stream_messages(
'broker_ts': msg.T, 'broker_ts': msg.T,
}], }],
} }
yield 'trade', piker_quote
def make_sub(pairs: list[str], sub_name: str, uid: int) -> dict[str, str]: def make_sub(pairs: list[str], sub_name: str, uid: int) -> dict[str, str]:
@ -948,10 +949,8 @@ async def stream_quotes(
# hz = 1/period if period else float('inf') # hz = 1/period if period else float('inf')
# if hz > 60: # if hz > 60:
# log.info(f'Binance quotez : {hz}') # log.info(f'Binance quotez : {hz}')
topic = msg['symbol'].lower()
if typ == 'l1': await send_chan.send({topic: msg})
topic = msg['symbol'].lower()
await send_chan.send({topic: msg})
# last = time.time() # last = time.time()