(self, client: Client, message)
| 1366 | return self.filter_by_since_limit(ohlcv, since, limit, 0, True) |
| 1367 | |
| 1368 | def handle_ohlcv(self, client: Client, message): |
| 1369 | # |
| 1370 | # { |
| 1371 | # "table": "tradeBin1m", |
| 1372 | # "action": "partial", |
| 1373 | # "keys": [], |
| 1374 | # "types": { |
| 1375 | # "timestamp": "timestamp", |
| 1376 | # "symbol": "symbol", |
| 1377 | # "open": "float", |
| 1378 | # "high": "float", |
| 1379 | # "low": "float", |
| 1380 | # "close": "float", |
| 1381 | # "trades": "long", |
| 1382 | # "volume": "long", |
| 1383 | # "vwap": "float", |
| 1384 | # "lastSize": "long", |
| 1385 | # "turnover": "long", |
| 1386 | # "homeNotional": "float", |
| 1387 | # "foreignNotional": "float" |
| 1388 | # }, |
| 1389 | # "foreignKeys": {symbol: "instrument"}, |
| 1390 | # "attributes": {timestamp: "sorted", symbol: "grouped"}, |
| 1391 | # "filter": {symbol: "XBTUSD"}, |
| 1392 | # "data": [ |
| 1393 | # { |
| 1394 | # "timestamp": "2020-02-03T01:13:00.000Z", |
| 1395 | # "symbol": "XBTUSD", |
| 1396 | # "open": 9395, |
| 1397 | # "high": 9395.5, |
| 1398 | # "low": 9394.5, |
| 1399 | # "close": 9395, |
| 1400 | # "trades": 221, |
| 1401 | # "volume": 839204, |
| 1402 | # "vwap": 9394.9643, |
| 1403 | # "lastSize": 1874, |
| 1404 | # "turnover": 8932641535, |
| 1405 | # "homeNotional": 89.32641534999999, |
| 1406 | # "foreignNotional": 839204 |
| 1407 | # } |
| 1408 | # ] |
| 1409 | # } |
| 1410 | # |
| 1411 | # |
| 1412 | # { |
| 1413 | # "table": "tradeBin1m", |
| 1414 | # "action": "insert", |
| 1415 | # "data": [ |
| 1416 | # { |
| 1417 | # "timestamp": "2020-02-03T18:28:00.000Z", |
| 1418 | # "symbol": "XBTUSD", |
| 1419 | # "open": 9256, |
| 1420 | # "high": 9256.5, |
| 1421 | # "low": 9256, |
| 1422 | # "close": 9256, |
| 1423 | # "trades": 29, |
| 1424 | # "volume": 79057, |
| 1425 | # "vwap": 9256.688, |
nothing calls this directly
no test coverage detected