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add currency second agg feed topics to event type enums and message p… #471

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Merged
merged 3 commits into from
Jul 25, 2023
Merged

add currency second agg feed topics to event type enums and message p… #471

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ed6af4b
add currency second agg feed topics to event type enums and message p…
aitzkovitz Jul 18, 2023
261ed00
lint
aitzkovitz Jul 21, 2023
b86a42d
Merge branch 'master' into ai.support-second-aggs
aitzkovitz Jul 25, 2023
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7 changes: 6 additions & 1 deletion polygon/websocket/models/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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.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)
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4 changes: 3 additions & 1 deletion polygon/websocket/models/common.py
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Expand Up @@ -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"
Expand All @@ -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"