Parse crypto aggs (#283)

* fix crypto agg and forex agg swap * fix typo * fix lint
polygon-io · Aug 18, 2022 · 2a6fb22 · 2a6fb22
1 parent 640631a
commit 2a6fb22
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Showing 5 changed files with 6 additions and 8 deletions.
diff --git a/examples/websocket/crypto.py b/examples/websocket/crypto.py
@@ -2,7 +2,7 @@
 from polygon.websocket.models import WebSocketMessage, Market
 from typing import List
 
-c = WebSocketClient(market=Market.Crypto, subscriptions=["XT.*"])
+c = WebSocketClient(market=Market.Crypto, subscriptions=["XA.*"])
 
 
 def handle_msg(msgs: List[WebSocketMessage]):

diff --git a/polygon/websocket/__init__.py b/polygon/websocket/__init__.py
@@ -33,7 +33,7 @@ def __init__(
         """
         Initialize a Polygon WebSocketClient.
 
-        :param api_key: Your API keYour API key.
+        :param api_key: Your API key.
         :param feed: The feed to subscribe to.
         :param raw: Whether to pass raw Union[str, bytes] to user callback.
         :param verbose: Whether to log client and server status messages.

diff --git a/polygon/websocket/models/__init__.py b/polygon/websocket/models/__init__.py
@@ -8,9 +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 == EventType.CryptoAgg.value:
-        return CurrencyAgg.from_dict(data)
-    elif event_type == EventType.CryptoQuote.value:
+    elif event_type in [EventType.CryptoAgg.value, EventType.ForexAgg.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
@@ -20,8 +20,8 @@ class Market(Enum):
 class EventType(Enum):
     EquityAgg = "A"
     EquityAggMin = "AM"
-    CryptoAgg = "CA"
-    ForexAgg = "XA"
+    CryptoAgg = "XA"
+    ForexAgg = "CA"
     EquityTrade = "T"
     CryptoTrade = "XT"
     EquityQuote = "Q"

diff --git a/polygon/websocket/models/models.py b/polygon/websocket/models/models.py
@@ -56,7 +56,7 @@ class CurrencyAgg:
     vwap: Optional[float] = None
     start_timestamp: Optional[int] = None
     end_timestamp: Optional[int] = None
-    avg_trade_size: Optional[int] = None
+    avg_trade_size: Optional[float] = None
 
     @staticmethod
     def from_dict(d):