Update some typing and add latency checks for binance
parent
c677ff47a4
commit
eb05c78381
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@ -19,7 +19,7 @@ Binance backend
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"""
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from contextlib import asynccontextmanager
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from typing import List, Dict, Any, Tuple, Union, Optional
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from typing import List, Dict, Any, Tuple, Union, Optional, AsyncGenerator
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import time
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import trio
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@ -37,7 +37,7 @@ from .._cacheables import open_cached_client
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from ._util import resproc, SymbolNotFound
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from ..log import get_logger, get_console_log
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from ..data import ShmArray
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from ..data._web_bs import open_autorecon_ws
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from ..data._web_bs import open_autorecon_ws, NoBsWs
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log = get_logger(__name__)
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@ -295,7 +295,7 @@ class AggTrade(BaseModel):
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M: bool # Ignore
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async def stream_messages(ws):
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async def stream_messages(ws: NoBsWs) -> AsyncGenerator[NoBsWs, dict]:
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timeouts = 0
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while True:
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@ -487,11 +487,20 @@ async def stream_quotes(
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# signal to caller feed is ready for consumption
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feed_is_live.set()
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# import time
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# last = time.time()
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# start streaming
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async for typ, msg in msg_gen:
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# period = time.time() - last
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# hz = 1/period if period else float('inf')
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# if hz > 60:
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# log.info(f'Binance quotez : {hz}')
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topic = msg['symbol'].lower()
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await send_chan.send({topic: msg})
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# last = time.time()
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@tractor.context
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