316137fdf2
Begin to wrap marketstore as a data feed
...
Wrap the sync client in an async interface in anticipation of an actual
async client. This starts support for the `open_fee()`/`stream_quotes()`
api though the tick normalization isn't correct yet.
2020-09-02 00:40:35 -04:00
702c63f607
Define "packetizer" in specific broker mod
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Allows for formatting published quotes using a broker specific
formatting callback.
2020-09-02 00:36:19 -04:00
3c4699abef
Pass broker name
2020-09-01 18:31:52 -04:00
78784a4bf3
Port to new data apis
2020-09-01 18:30:55 -04:00
57a8db8cba
Start enforcing a common stream setup api
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Add routines for brokerd spawning and quote stream creation.
2020-09-01 18:18:48 -04:00
f6f6d98a95
Allow passing in tbk keys to query
2020-09-01 18:14:11 -04:00
bc9af977a4
Update quote cache on each loop
2020-09-01 13:25:41 -04:00
436e4d2df4
Add tbk tick streaming with trio-websocket
2020-09-01 13:25:41 -04:00
a6c692fb8b
Add support for TICK ingest to marketstore
2020-09-01 13:25:09 -04:00
Tyler Goodlet