39 lines
1.2 KiB
Python
39 lines
1.2 KiB
Python
# piker: trading gear for hackers
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# Copyright (C) Tyler Goodlet (in stewardship for piker0)
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# This program is free software: you can redistribute it and/or modify
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# it under the terms of the GNU Affero General Public License as published by
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# the Free Software Foundation, either version 3 of the License, or
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# (at your option) any later version.
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# This program is distributed in the hope that it will be useful,
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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# GNU Affero General Public License for more details.
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# You should have received a copy of the GNU Affero General Public License
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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"""
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Stream format enforcement.
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"""
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from typing import AsyncIterator, Optional, Tuple
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import numpy as np
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def iterticks(
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quote: dict,
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types: Tuple[str] = ('trade', 'utrade'),
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) -> AsyncIterator:
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"""Iterate through ticks delivered per quote cycle.
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"""
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# print(f"{quote}\n\n")
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ticks = quote.get('ticks', ())
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if ticks:
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for tick in ticks:
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# print(f"{quote['symbol']}: {tick}")
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if tick.get('type') in types:
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yield tick
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