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Question about the intention behind last trade update logic
Hi, thank you for maintaining ib_async!
I have a question about the following code snippet in the logic that handles rt volume updates:
if price and size:
if ticker.prevLast != ticker.last:
ticker.prevLast = ticker.last
ticker.last = price
if ticker.prevLastSize != ticker.lastSize:
ticker.prevLastSize = ticker.lastSize
ticker.lastSize = size
tick = TickData(self.lastTime, tickType, price, size)
ticker.ticks.append(tick)
https://github.com/ib-api-reloaded/ib_async/blob/38cf54a66a4daefbd3fd1d7476381f0d178a8198/ib_async/wrapper.py#L1056
I noticed that the comparison is between prevLast and last, rather than directly between price and last. I'm wondering: what was the original intention of this logic? Is it meant to filter out certain redundant ticks?
Thanks