Queue or LifoQueue

[ArthurJ]

It would be nice to have a LifoQueue ticker to get always the most recent information.

[alexeykarnachev]

Such approach would cause the memory error because you need to do something with the rest part of messages in queue (not only with the last one)
In other words, you need to consume all messages from subscribed channel.
I think, LIFO could help if only the fixed size of queues will be implemented. Before it's done, you can just do the while loop through all messages in queue and get only the last one

[ArthurJ]

Yeah, that's what I did. The loop is not a problem.
[ticker_q.get() for _ in range(ticker_q.qsize())][-N:]

The fixed size is necessary indeed, this implementation seems to be useful to client programmers that need the N most recent tickers.

[deepbrook]

I have thought about a LIFO queue as well, however, at this point the library is intentionally rather bare bones. It would technically be no problem to implement this yourself - simply call get() on the Queue and fill it into a deque which then allows you to keep a history of the past X ticks of ticker data.

[deepbrook]

With the introduction of zmq in the next release and the deprecation of the current client interface, this issue is no longer relevant.