Port kraken to declare "wap" field
parent
b72d7d3085
commit
f27d639552
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@ -57,13 +57,15 @@ _ohlc_dtype = [
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('close', float),
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('volume', float),
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('count', int),
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('vwap', float),
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('bar_wap', float),
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]
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# UI components allow this to be declared such that additional
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# (historical) fields can be exposed.
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ohlc_dtype = np.dtype(_ohlc_dtype)
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_show_wap_in_history = True
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class Client:
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@ -341,7 +343,7 @@ async def stream_quotes(
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while True:
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try:
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async with trio_websocket.open_websocket_url(
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'wss://ws.kraken.com',
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'wss://ws.kraken.com/',
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) as ws:
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# XXX: setup subs
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@ -433,7 +435,7 @@ async def stream_quotes(
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'high',
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'low',
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'close',
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'vwap',
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'bar_wap', # in this case vwap of bar
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'volume']
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][-1] = (
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o,
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