binance: make `stream_quotes()` deliver new `list[FeedInit]` API
parent
4131ff1152
commit
e317310ed3
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@ -57,6 +57,7 @@ from ._util import (
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get_console_log,
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)
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from ..data.types import Struct
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from ..data.validate import FeedInit
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from ..data._web_bs import (
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open_autorecon_ws,
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NoBsWs,
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@ -539,23 +540,17 @@ async def stream_quotes(
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async with (
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send_chan as send_chan,
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):
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mkt_infos: dict[str, MktPair] = {}
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init_msgs: list[FeedInit] = []
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for sym in symbols:
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mkt, pair = await get_mkt_info(sym)
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mkt_infos[sym] = mkt
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symbol = symbols[0]
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init_msgs = {
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# pass back token, and bool, signalling if we're the writer
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# and that history has been written
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symbol: {
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'fqsn': sym,
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'mkt_info': mkt_infos[sym],
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'shm_write_opts': {'sum_tick_vml': False},
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},
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}
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# build out init msgs according to latest spec
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init_msgs.append(
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FeedInit(
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mkt_info=mkt,
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shm_write_opts={'sum_tick_vml': False},
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)
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)
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@acm
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async def subscribe(ws: wsproto.WSConnection):
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