Add draft, commented tickbytick for ib

piker/brokers/ib.py

@@ -1076,6 +1076,10 @@ def normalize(
 
             new_ticks.append(td)
 
+            tbt = ticker.tickByTicks
+            if tbt:
+                print(f'tickbyticks:\n {ticker.tickByTicks}')
+
     ticker.ticks = new_ticks
 
     # some contracts don't have volume so we may want to calculate
@@ -1088,6 +1092,11 @@ def normalize(
     # serialize for transport
     data = asdict(ticker)
 
+    # convert named tuples to dicts for transport
+    tbts = data.get('tickByTicks')
+    if tbts:
+        data['tickByTicks'] = [tbt._asdict() for tbt in tbts]
+
     # add time stamps for downstream latency measurements
     data['brokerd_ts'] = time.time()
 
@@ -1274,6 +1283,11 @@ async def _setup_quote_stream(
         '375',  # RT trade volume (excludes utrades)
         '233',  # RT trade volume (includes utrades)
         '236',  # Shortable shares
+
+        # these all appear to only be updated every 25s thus
+        # making them mostly useless and explains why the scanner
+        # is always slow XD
+        # '293',  # Trade count for day
         '294',  # Trade rate / minute
         '295',  # Vlm rate / minute
     ),
@@ -1294,6 +1308,12 @@ async def _setup_quote_stream(
         contract = contract or (await client.find_contract(symbol))
         ticker: Ticker = client.ib.reqMktData(contract, ','.join(opts))
 
+        # NOTE: it's batch-wise and slow af but I guess could
+        # be good for backchecking? Seems to be every 5s maybe?
+        # ticker: Ticker = client.ib.reqTickByTickData(
+        #     contract, 'Last',
+        # )
+
         # # define a simple queue push routine that streams quote packets
         # # to trio over the ``to_trio`` memory channel.
         # to_trio, from_aio = trio.open_memory_channel(2**8)  # type: ignore