From ed6af4be030dee9036cc05b393096a1cfc4e1f1c Mon Sep 17 00:00:00 2001 From: aitzkovitz <19159499+aitzkovitz@users.noreply.github.com> Date: Tue, 18 Jul 2023 11:17:04 -0400 Subject: [PATCH 1/2] add currency second agg feed topics to event type enums and message parser --- polygon/websocket/models/__init__.py | 2 +- polygon/websocket/models/common.py | 4 +++- 2 files changed, 4 insertions(+), 2 deletions(-) diff --git a/polygon/websocket/models/__init__.py b/polygon/websocket/models/__init__.py index 3d08c337..b332ca25 100644 --- a/polygon/websocket/models/__init__.py +++ b/polygon/websocket/models/__init__.py @@ -8,7 +8,7 @@ def parse_single(data: Dict[str, Any]): event_type = data["ev"] if event_type in [EventType.EquityAgg.value, EventType.EquityAggMin.value]: return EquityAgg.from_dict(data) - elif event_type in [EventType.CryptoAgg.value, EventType.ForexAgg.value]: + elif event_type in [EventType.CryptoAgg.value, EventType.CryptoAggSec.value, EventType.ForexAgg.value, EventType.ForexAggSec.value]: return CurrencyAgg.from_dict(data) elif event_type == EventType.EquityTrade.value: return EquityTrade.from_dict(data) diff --git a/polygon/websocket/models/common.py b/polygon/websocket/models/common.py index 79ebe2a2..95148f13 100644 --- a/polygon/websocket/models/common.py +++ b/polygon/websocket/models/common.py @@ -23,7 +23,9 @@ class EventType(Enum): EquityAgg = "A" EquityAggMin = "AM" CryptoAgg = "XA" + CryptoAggSec = "XAS" ForexAgg = "CA" + ForexAggSec = "CAS" EquityTrade = "T" CryptoTrade = "XT" EquityQuote = "Q" @@ -34,7 +36,7 @@ class EventType(Enum): CryptoL2 = "XL2" Value = "V" """Launchpad* EventTypes are only available to Launchpad users. These values are the same across all asset classes ( - stocks, options, forex, crypto). + stocks, options, forex, crypto). """ LaunchpadValue = "LV" LaunchpadAggMin = "AM" From 261ed00b7d5cae91091da2a3560379f8d501e59d Mon Sep 17 00:00:00 2001 From: aitzkovitz <19159499+aitzkovitz@users.noreply.github.com> Date: Fri, 21 Jul 2023 15:41:15 -0400 Subject: [PATCH 2/2] lint --- polygon/websocket/models/__init__.py | 7 ++++++- 1 file changed, 6 insertions(+), 1 deletion(-) diff --git a/polygon/websocket/models/__init__.py b/polygon/websocket/models/__init__.py index b332ca25..fb64b6dd 100644 --- a/polygon/websocket/models/__init__.py +++ b/polygon/websocket/models/__init__.py @@ -8,7 +8,12 @@ def parse_single(data: Dict[str, Any]): event_type = data["ev"] if event_type in [EventType.EquityAgg.value, EventType.EquityAggMin.value]: return EquityAgg.from_dict(data) - elif event_type in [EventType.CryptoAgg.value, EventType.CryptoAggSec.value, EventType.ForexAgg.value, EventType.ForexAggSec.value]: + elif event_type in [ + EventType.CryptoAgg.value, + EventType.CryptoAggSec.value, + EventType.ForexAgg.value, + EventType.ForexAggSec.value, + ]: return CurrencyAgg.from_dict(data) elif event_type == EventType.EquityTrade.value: return EquityTrade.from_dict(data)