Update some typing and add latency checks for binance

piker/brokers/binance.py

@@ -19,7 +19,7 @@ Binance backend
 
 """
 from contextlib import asynccontextmanager
-from typing import List, Dict, Any, Tuple, Union, Optional
+from typing import List, Dict, Any, Tuple, Union, Optional, AsyncGenerator
 import time
 
 import trio
@@ -37,7 +37,7 @@ from .._cacheables import open_cached_client
 from ._util import resproc, SymbolNotFound
 from ..log import get_logger, get_console_log
 from ..data import ShmArray
-from ..data._web_bs import open_autorecon_ws
+from ..data._web_bs import open_autorecon_ws, NoBsWs
 
 log = get_logger(__name__)
 
@@ -213,7 +213,7 @@ class Client:
         )
         # repack in dict form
         return {item[0]['symbol']: item[0]
-         for item in matches}
+                for item in matches}
 
     async def bars(
         self,
@@ -295,7 +295,7 @@ class AggTrade(BaseModel):
     M: bool  # Ignore
 
 
-async def stream_messages(ws):
+async def stream_messages(ws: NoBsWs) -> AsyncGenerator[NoBsWs, dict]:
 
     timeouts = 0
     while True:
@@ -487,11 +487,20 @@ async def stream_quotes(
             # signal to caller feed is ready for consumption
             feed_is_live.set()
 
+            # import time
+            # last = time.time()
+
             # start streaming
             async for typ, msg in msg_gen:
 
+                # period = time.time() - last
+                # hz = 1/period if period else float('inf')
+                # if hz > 60:
+                #     log.info(f'Binance quotez : {hz}')
+
                 topic = msg['symbol'].lower()
                 await send_chan.send({topic: msg})
+                # last = time.time()
 
 
 @tractor.context