Merge pull request #8 from vfrazao-ns1/0.0.6/Bug-Fix/TradeBreak-Messa…

…ge-Fix

0.0.6/bug fix/trade break message fix

.gitignore

@@ -1,5 +1,6 @@
 # Folder containing large examples of IEX pcap files
 IEX TOPS Sample/
+IEXTools/debug/
 .vscode/
 
 # Boilerplate:

IEXTools/IEXparser.py

@@ -53,7 +53,11 @@ class Parser(object):
     """
 
     def __init__(
-        self, file_path: str, tops: bool = True, deep: bool = False, tops_version: float = 1.6
+        self,
+        file_path: str,
+        tops: bool = True,
+        deep: bool = False,
+        tops_version: float = 1.6,
     ) -> None:
         self.file_path = file_path
         self.tops = tops
@@ -66,10 +70,7 @@ def __init__(
         self.version = b"\x01"
         self.reserved = b"\x00"
         if tops and not deep:
-            protcol_ids = {
-                1.5: b"\x02\x80",
-                1.6: b"\x03\x80",
-            }
+            protcol_ids = {1.5: b"\x02\x80", 1.6: b"\x03\x80"}
             self.protocol_id = protcol_ids[tops_version]
         elif deep:
             self.protocol_id = b"\x04\x80"
@@ -151,19 +152,14 @@ def _get_session_id(self, file_path: str) -> bytes:
             return self.session_id
         except AttributeError:
             iex_header_start = (
-                self.version
-                + self.reserved
-                + self.protocol_id
-                + self.channel_id
+                self.version + self.reserved + self.protocol_id + self.channel_id
             )
             with open(file_path, "rb") as market_file:
                 for line in market_file:
                     if iex_header_start in line:
                         line = line.split(iex_header_start)[1]
                         return line[:4]
-        raise ProtocolException(
-            "Session ID could not be found in the supplied file"
-        )
+        raise ProtocolException("Session ID could not be found in the supplied file")
 
     def read_next_line(self) -> bytes:
         """
@@ -234,8 +230,7 @@ def _seek_header(self) -> None:
         )
 
     def get_next_message(
-        self,
-        allowed: Optional[Union[List[AllMessages], Tuple[AllMessages]]] = None,
+        self, allowed: Optional[Union[List[AllMessages], Tuple[AllMessages]]] = None
     ) -> AllMessages:
         """
         Returns the next message in the pcap file. The user may optionally

IEXTools/messages.py

@@ -92,7 +92,7 @@ def __init__(self, version: float = 1.6) -> None:
                 b"\x42": {
                     "str": "Trade Break Message",
                     "cls": TradeBreak,
-                    "fmt": "<1sq8sqq",
+                    "fmt": "<1sq8sLqq",
                 },
                 b"\x41": {
                     "str": "Auction Information Message",
@@ -119,10 +119,12 @@ def __init__(self, version: float = 1.6) -> None:
             },
         }
         self.DECODE_FMT: Dict[int, str] = {
-            msg[0]: self.message_types[version][msg]["fmt"] for msg in self.message_types[version]
+            msg[0]: self.message_types[version][msg]["fmt"]
+            for msg in self.message_types[version]
         }
         self.MSG_CLS: Dict[int, Type[AllMessages]] = {
-            msg[0]: self.message_types[version][msg]["cls"] for msg in self.message_types[version]
+            msg[0]: self.message_types[version][msg]["cls"]
+            for msg in self.message_types[version]
         }
 
     def decode_message(self, msg_type: int, binary_msg: bytes) -> AllMessages:
@@ -345,10 +347,19 @@ class TradeBreak(Message):
     rare and only affect applications that rely upon IEX execution based data."
     """
 
-    __slots__ = ("price_type", "timestamp", "symbol", "price_int", "price")
-    price_type: str  # 1 byte
+    __slots__ = (
+        "sale_flags",
+        "timestamp",
+        "symbol",
+        "size",
+        "price_int",
+        "price",
+        "trade_id",
+    )
+    sale_flags: str  # 1 byte
     timestamp: int  # 8 byte
     symbol: str  # 8 bytes
+    size: int  # 4 bytes
     price_int: int  # 8 bytes
     trade_id: int  # 8 bytes
 

README.md

@@ -1,6 +1,6 @@
 # IEXTools
 
-v 0.0.5
+v 0.0.6
 
 This package provides tools for working with data provided by IEX's REST API and tools to decode and use IEX's binary market data (dubbed "HIST"). For more information on the type of data offered by IEX please visit their website: <https://iextrading.com/developer/docs> and <https://iextrading.com/trading/market-data/>
 
@@ -280,6 +280,10 @@ By not specifying the `allowed` argument the parser returns 1,000,000 parsed mes
 - Added support for version 1.5 TOPS files
 - Updated urllib3 version in requirements.txt due to vulnerability
 
+### 0.0.6
+
+- Fixed bug raised in issue #7
+
 ### Future Focus
 
 - Additional testing

setup.py

@@ -15,7 +15,7 @@
 EMAIL = ''
 AUTHOR = 'Victor Frazao'
 REQUIRES_PYTHON = '>=3.7.0'
-VERSION = '0.0.5'
+VERSION = '0.0.6'
 
 # What packages are required for this module to be executed?
 REQUIRED = ['requests']