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Sync futures aggs with latest spec (#894)
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+7
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polygon/websocket/models/models.py

Lines changed: 7 additions & 13 deletions
Original file line numberDiff line numberDiff line change
@@ -411,38 +411,32 @@ def from_dict(d):
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class FuturesAgg:
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event_type: Optional[str] = None
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symbol: Optional[str] = None
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volume: Optional[float] = None
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accumulated_volume: Optional[float] = None
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official_open_price: Optional[float] = None
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vwap: Optional[float] = None
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volume: Optional[int] = None
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total_value: Optional[int] = None
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open: Optional[float] = None
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close: Optional[float] = None
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high: Optional[float] = None
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low: Optional[float] = None
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aggregate_vwap: Optional[float] = None
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average_size: Optional[float] = None
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transaction_count: Optional[int] = None
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underlying_asset: Optional[str] = None
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start_timestamp: Optional[int] = None
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end_timestamp: Optional[int] = None
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otc: Optional[bool] = None # If present
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@staticmethod
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def from_dict(d):
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return FuturesAgg(
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event_type=d.get("ev"),
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symbol=d.get("sym"),
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volume=d.get("v"),
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accumulated_volume=d.get("av"),
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official_open_price=d.get("op"),
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vwap=d.get("vw"),
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total_value=d.get("dv"),
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open=d.get("o"),
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close=d.get("c"),
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high=d.get("h"),
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low=d.get("l"),
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aggregate_vwap=d.get("a"),
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average_size=d.get("z"),
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transaction_count=d.get("n"),
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underlying_asset=d.get("p"),
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start_timestamp=d.get("s"),
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end_timestamp=d.get("e"),
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otc=d.get("otc"),
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)
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