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ib: unset vlm via new `FeedInit.shm_write_opts` field

master
Tyler Goodlet 2023-05-24 08:28:16 -04:00
parent 8e97814c1f
commit e8787d89c6
1 changed files with 2 additions and 3 deletions
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5
piker/brokers/ib/feed.py
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@ -894,15 +894,14 @@ async def stream_quotes(
init_msg = FeedInit(mkt_info=mkt) init_msg = FeedInit(mkt_info=mkt)
has_vlm: bool = True
if mkt.dst.atype in { if mkt.dst.atype in {
'forex', 'forex',
'index', 'index',
'commodity', 'commodity',
}: }:
has_vlm = False
# tell sampler config that it shouldn't do vlm summing. # tell sampler config that it shouldn't do vlm summing.
init_msg.shm_write_opts['sum_tick_vlm'] = False init_msg.shm_write_opts['sum_tick_vlm'] = False
init_msg.shm_write_opts['has_vlm'] = False
init_msgs.append(init_msg) init_msgs.append(init_msg)
@ -977,7 +976,7 @@ async def stream_quotes(
async with aclosing(stream): async with aclosing(stream):
# if syminfo.get('no_vlm', False): # if syminfo.get('no_vlm', False):
if not has_vlm: if not init_msg.shm_write_opts['has_vlm']:
# generally speaking these feeds don't # generally speaking these feeds don't
# include vlm data. # include vlm data.