@@ -411,38 +411,32 @@ def from_dict(d):
411
411
class FuturesAgg :
412
412
event_type : Optional [str ] = None
413
413
symbol : Optional [str ] = None
414
- volume : Optional [float ] = None
415
- accumulated_volume : Optional [float ] = None
416
- official_open_price : Optional [float ] = None
417
- vwap : Optional [float ] = None
414
+ volume : Optional [int ] = None
415
+ total_value : Optional [int ] = None
418
416
open : Optional [float ] = None
419
417
close : Optional [float ] = None
420
418
high : Optional [float ] = None
421
419
low : Optional [float ] = None
422
- aggregate_vwap : Optional [float ] = None
423
- average_size : Optional [float ] = None
420
+ transaction_count : Optional [int ] = None
421
+ underlying_asset : Optional [str ] = None
424
422
start_timestamp : Optional [int ] = None
425
423
end_timestamp : Optional [int ] = None
426
- otc : Optional [bool ] = None # If present
427
424
428
425
@staticmethod
429
426
def from_dict (d ):
430
427
return FuturesAgg (
431
428
event_type = d .get ("ev" ),
432
429
symbol = d .get ("sym" ),
433
430
volume = d .get ("v" ),
434
- accumulated_volume = d .get ("av" ),
435
- official_open_price = d .get ("op" ),
436
- vwap = d .get ("vw" ),
431
+ total_value = d .get ("dv" ),
437
432
open = d .get ("o" ),
438
433
close = d .get ("c" ),
439
434
high = d .get ("h" ),
440
435
low = d .get ("l" ),
441
- aggregate_vwap = d .get ("a " ),
442
- average_size = d .get ("z " ),
436
+ transaction_count = d .get ("n " ),
437
+ underlying_asset = d .get ("p " ),
443
438
start_timestamp = d .get ("s" ),
444
439
end_timestamp = d .get ("e" ),
445
- otc = d .get ("otc" ),
446
440
)
447
441
448
442
0 commit comments