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Remove symbol key from first quote from ib feed

fqsns
Tyler Goodlet 2022-04-08 13:31:21 -04:00
parent c9e6c81459
commit f604437897
1 changed files with 5 additions and 1 deletions
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6
piker/brokers/ib.py
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@ -1472,6 +1472,7 @@ async def stream_quotes(
return init_msgs return init_msgs
init_msgs = mk_init_msgs() init_msgs = mk_init_msgs()
con = first_ticker.contract con = first_ticker.contract
# should be real volume for this contract by default # should be real volume for this contract by default
@ -1496,8 +1497,11 @@ async def stream_quotes(
topic = '.'.join((con['symbol'], suffix)).lower() topic = '.'.join((con['symbol'], suffix)).lower()
quote['symbol'] = topic quote['symbol'] = topic
# for compat with upcoming fqsn based derivs search
init_msgs[sym]['fqsn'] = topic
# pass first quote asap # pass first quote asap
first_quote = {topic: quote} first_quote = quote
# it might be outside regular trading hours so see if we can at # it might be outside regular trading hours so see if we can at
# least grab history. # least grab history.