Get binance OHLC history and quote format correct #2
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This gets the binance provider meeting the data feed schema requirements of both the OHLC sampling/charting machinery as well as proper formatting of historical OHLC history. Notably, - spec a minimal ohlc dtype based on the kline endpoint - use a dataclass to parse out OHLC bar datums and pack into np.ndarray/shm - add the ``aggTrade`` endpoint to get last clearing (traded) prices, validate with ``pydantic`` and then normalize these into our tick-quote format for delivery over the feed stream api. - a notable requirement is that the "first" quote from the feed must contain a 'last` field so the clearing system can start up correctly.
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This gets the binance provider meeting the data feed schema requirements
of both the OHLC sampling/charting machinery as well as proper
formatting of historical OHLC history.
Notably,
aggTradeendpoint to get last clearing (traded) prices,validate with
pydanticand then normalize these into our tick-quoteformat for delivery over the feed stream api.
contain a 'last` field so the clearing system can start up correctly.