I am a newbie to algo development and want to figure out the streaming data feature.
I see in the sample code there are many functions take variables
bar are arguments. For example,
async def on_minute(conn, channel, bar).
conn is defined as
conn = StreamConn(). But I don’t see anywhere in the code where
bar are defined.
A.* Aggregate ( per second ),
AM.* Aggregate ( per minute ) channels?
bar? Are those just OHLC data?