Refine databento request_instruments granularity #2347
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cjdsellers
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Feb 22, 2025
| @@ -440,7 +440,7 @@ async def _subscribe_instruments(self, command: SubscribeInstruments) -> None: | |||
| async def _subscribe_instrument(self, command: SubscribeInstrument) -> None: | |||
| try: | |||
| dataset: Dataset = self._loader.get_dataset_for_venue(command.instrument_id.venue) | |||
| start: int | None = command.params.get("start") if command.params else None | |||
| start = command.params.get("start") | |||
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I think any time we access dict[str, Any] we should use inline type annotations. This helps static analyzers, and declares the expected type to prevent downstream bugs.
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Pull Request
Add possibility to choose which instrument ids to request in request_instrument_ids for example [""ES.OPT", "ES.FUT""] as instrument_ids
Uses the params feature that makes it very easy to customize adapters
Type of change
How has this change been tested?
Not tested, uses the fact that get_range_instruments can take a list as argument