test.py now confirming that messages are arriving in order.

qbt_client.py

@@ -2,10 +2,11 @@ import copy
 import multiprocessing
 import zmq
 import logging
+import json
 
 from backtest.util import *
 
-class BacktestClient(object):
+class TestClient(object):
     
     def __init__(self,feed_address, sync_address):
         self.context = zmq.Context()
@@ -28,8 +29,12 @@ class BacktestClient(object):
         sync_socket.close()
         
         counter = 0
+        prev_dt = None
         while True:
             counter += 1
             msg = self.data_feed.recv()
+            event = json.loads(msg)
+            if(prev_dt != None):
+                assert(event['dt'] >= prev_dt)
             self.logger.info("received {n} messages".format(n=counter))
             

test.py

@@ -6,7 +6,7 @@ from data.feed import *
 from data.transforms import Merge, MovingAverage
 
 from qbt_server import connect_db
-from qbt_client import BacktestClient
+from qbt_client import TestClient
 
 def datafeed():
     connection, db = connect_db()
@@ -28,7 +28,7 @@ def datafeed():
     #merger_proc = multiprocessing.Process(target=merger.run)
     #merger_proc.start() 
     
-    client = BacktestClient(feed.feed_address, feed.sync_address)
+    client = TestClient(feed.feed_address, feed.sync_address)
     client.run()
     
 def pubsub():