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CompileError clang/cython about gryphon HOT 2 OPEN

garethdmm avatar garethdmm commented on July 26, 2024
CompileError clang/cython

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garethdmm avatar garethdmm commented on July 26, 2024

Hmm interesting, this might be a pretty deep one or might be pretty simple.

This line is importing the old exchange wrapper base class which is deprecated:

from gryphon.lib.exchange.base import Exchange

That's strange because it's not even used in that file. You could try commenting that line out or deleting it completely. My guess is you'll at least see a new (more important) error.

In general, to get GDS orderbook data into dashboards you only need the orderbook poll task (to get the orderbooks) and the orderbook consumer (to put them in your gds database). So you could comment out the other producer tasks if they start to misbehave:

TradesPollTask(exchanges=non_orderbook_exchanges).start_task()
AuditorTask(exchanges=non_orderbook_exchanges).start_task()
UtilitiesPollTask().start_task()
VolumePollTask(exchanges=non_orderbook_exchanges).start_task()

I'd love to make GDS more configurable from the command line. I'd like users to be able decide which pollers they are going to run on which exchanges, and likely have the default that you only run the orderbook producer and adding extra producer tasks or consumers are add-ons.

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garethdmm avatar garethdmm commented on July 26, 2024

This should be fixed in #54. If you have a moment could you pull that branch and verify that you no longer see that compile error?

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