kraken: always insert ticks `list`, only append if vlm

basic_buy_bot
Tyler Goodlet 2023-06-24 17:23:10 -04:00
parent 3be1d610e0
commit efd52e8ce3
1 changed files with 6 additions and 3 deletions

View File

@ -24,7 +24,6 @@ from contextlib import (
)
from datetime import datetime
from typing import (
Any,
AsyncGenerator,
Callable,
Optional,
@ -460,12 +459,16 @@ async def stream_quotes(
last = quote.close
quote = normalize(quote)
ticks = quote.setdefault(
'ticks',
[],
)
if tick_volume:
quote['ticks'] = [{
ticks.append({
'type': 'trade',
'price': last,
'size': tick_volume,
}]
})
case 'l1':
# passthrough quote msg