Merge pull request #691 from petedmarsh/read-historical-files-as-bytes

Open historical data files in binary mode (it's faster)

flumine/streams/historicalstream.py

@@ -195,7 +195,7 @@ def _add_stream(self, unique_id: int, operation: str):
         else:
             raise ListenerError("Unable to process '{0}' stream".format(operation))
 
-    def on_data(self, raw_data: str) -> Optional[bool]:
+    def on_data(self, raw_data: bytes) -> Optional[bool]:
         try:
             data = json.loads(raw_data)
         except ValueError:
@@ -216,7 +216,7 @@ def _read_loop(self) -> dict:
         self.listener.register_stream(self.unique_id, self.operation)
         listener_on_data = self.listener.on_data  # cache functions
         stream_snap = self.listener.stream.snap
-        with open(self.file_path, "r") as f:
+        with open(self.file_path, "rb") as f:
             for update in f:
                 if listener_on_data(update):
                     yield stream_snap()

flumine/utils.py

@@ -65,7 +65,7 @@ def get_file_md(file_dir: Union[str, tuple]) -> Optional[MarketDefinition]:
     # get value from raw streaming file marketDefinition
     if isinstance(file_dir, tuple):
         file_dir = file_dir[0]
-    with open(file_dir, "r") as f:
+    with open(file_dir, "rb") as f:
         first_line = f.readline()
         update = json.loads(first_line)
     if "mc" not in update or not isinstance(update["mc"], list) or not update["mc"]: