Nelson Torres
376ea72dda
The main change needed to make `piker.data.feed._FeedsBus` work was to correctly format the `'trade'` msgs with the (new schema) expected `'ticks': list[dict]` field which, - we compute the `piker` quote-msg-`dict` from the (now directly proxied through) `cryptofeed.types.Trade`'s fields inside the body of `stream_quotes()`. - similarly, move the `'l1'` msg processing, **out of** the `asyncio`-side `_l1()` callback (defined as a closure in `.api.aio_price_feed_relay()` and passed to the `cryptofeed.FeedHandler`) and instead mod the callback to simply pass through the `.types.L1Book` ref directly to the `piker`/`trio` side task for conversion. In support of all that, - mask-to-drop the alt-branch to wait on a first rt event when the `cryptofeed.LastTradesResult.trades: list[Trade]` is empty; doesn't seem like this ever even happens? - add a buncha typing, comments and doc-strs to the routines in `.deribit.api` including notes on where we can choose to mod the `.bs_fqme` for our eventually preferred `piker` style format. - simplify some nested `@acm` enters to the new single `async with <tuple>)` style. - be particularly pedantic about typing `tractor.to_asyncio.LinkedTaskChannel` - bit of pep8 line-spacing fixes in `.venues`. |
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| .. | ||
| binance | ||
| deribit | ||
| ib | ||
| kraken | ||
| __init__.py | ||
| _daemon.py | ||
| _util.py | ||
| cli.py | ||
| core.py | ||
| data.py | ||
| kucoin.py | ||
| questrade.py | ||
| robinhood.py | ||