From ddadefde9373628ec5374cbe150dfadaa4f54307 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Thu, 15 Oct 2026 21:26:06 +0000 Subject: [PATCH 1/3] Bump certifi from 2026.2.25 to 2026.7.22 Bumps [certifi](https://github.com/certifi/python-certifi) from 2026.2.25 to 2026.7.22. - [Commits](https://github.com/certifi/python-certifi/compare/2026.02.25...2026.07.22) --- updated-dependencies: - dependency-name: certifi dependency-version: 2026.6.17 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index 7b20aab4..c98c0035 100644 --- a/poetry.lock +++ b/poetry.lock @@ -94,14 +94,14 @@ uvloop = ["uvloop (>=0.15.2)"] [[package]] name = "certifi" -version = "2026.2.25" +version = "2026.7.22" description = "Python package for providing Mozilla's CA Bundle." optional = false python-versions = ">=3.7" groups = ["main", "dev"] files = [ - {file = "certifi-2026.2.25-py3-none-any.whl", hash = "sha256:027692e4402ad994f1c42e52a4997a9763c646b73e4096e4d5d6db8af1d6f0fa"}, - {file = "certifi-2026.2.25.tar.gz", hash = "sha256:e887ab5cee78ea814d3472169153c2d12cd43b14bd03329a39a9c6e2e80bfba7"}, + {file = "certifi-2026.7.22-py3-none-any.whl", hash = "sha256:62f22742b58a1a33014a2b6b706588a8d7e2a88ae7bd1a6ebe8c992928483775"}, + {file = "certifi-2026.7.22.tar.gz", hash = "sha256:741e2c3b351ddf169a738da9f2c048608ff7f2c5cc02f1ebc6b118bb090d5d55"}, ] [[package]] From 459cacccaea386b88c6555537b12d7354afb640a Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 15 Oct 2026 15:14:51 -0700 Subject: [PATCH 2/3] [SPT-1668] Require Python 3.10+ and update dependencies with security fixes The fixed versions of urllib3 (2.7.0/2.8.0), requests (2.33.0), orjson (3.11.6) and black (26.3.1) all require Python 3.10, so with python = "^3.9" the lock file couldn't move past the vulnerable versions. Python 3.9 reached end of life in October 2025. - python = "^3.10"; black ^26.3.1 and orjson ^3.11.6 (dev). - Lock: urllib3 2.6.3 -> 2.8.0, requests 2.32.4 -> 2.34.2, orjson 3.11.5 -> 3.13.0, black 24.8.0 -> 26.10.1. - Drop 3.9 from the test matrix, README and AGENTS.md. The published urllib3 requirement (>=1.26.9) is unchanged. Users on Python 3.9 keep getting the last release that supports it. --- .github/workflows/test.yml | 2 +- AGENTS.md | 4 +- README.md | 2 +- poetry.lock | 355 ++++++++++++++++++------------------- pyproject.toml | 6 +- 5 files changed, 180 insertions(+), 189 deletions(-) diff --git a/.github/workflows/test.yml b/.github/workflows/test.yml index 602340ce..a1ae9ada 100644 --- a/.github/workflows/test.yml +++ b/.github/workflows/test.yml @@ -14,7 +14,7 @@ jobs: fail-fast: false matrix: os: [ubuntu-latest, windows-latest] - python-version: ['3.9', '3.10', '3.11'] + python-version: ['3.10', '3.11'] runs-on: ${{ matrix.os }} name: ${{ matrix.os }} Unit test ${{ matrix.python-version }} steps: diff --git a/AGENTS.md b/AGENTS.md index 0451cf13..7da1d1bf 100644 --- a/AGENTS.md +++ b/AGENTS.md @@ -7,7 +7,7 @@ Unlike the Go, JS, and JVM clients, this SDK is **hand-written**. No code is gen ## Essential commands ```bash -poetry install # Install dependencies (Python 3.9+) +poetry install # Install dependencies (Python 3.10+) make test # Run REST and WebSocket tests make test_rest # REST tests only make lint # black --check + mypy (what CI runs) @@ -57,7 +57,7 @@ The OpenAPI spec at https://api.massive.com/openapi is the source of truth for p ## Conventions -- Keep Python 3.9 compatibility: use `typing.Optional`, `Union`, `List`, `Dict`, not `X | Y`. +- Keep Python 3.10 compatibility, and match the existing style: `typing.Optional`, `Union`, `List`, `Dict`, not `X | Y`. - Format with black (defaults). Code must pass mypy. - Don't break public APIs. When an endpoint gets a new version, keep the old method and add a versioned one (e.g. `list_trades_v4`). Adding model fields is always fine. `client.vx` is experimental. - API keys come from the `MASSIVE_API_KEY` env var. 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-orjson = "^3.11.5" +orjson = "^3.11.6" [build-system] requires = ["poetry-core>=1.0.0"] From f649fdf43558c0d28d3e900c7c229e19d5f1a489 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 15 Oct 2026 15:14:51 -0700 Subject: [PATCH 3/3] [SPT-1668] Reformat with black 26 --- examples/rest/demo_correlation_matrix.py | 18 +++++++++--------- massive/rest/models/aggs.py | 4 ++++ massive/rest/models/conditions.py | 5 +++++ massive/rest/models/contracts.py | 2 ++ massive/rest/models/dividends.py | 1 + massive/rest/models/exchanges.py | 1 + massive/rest/models/indicators.py | 5 +++++ massive/rest/models/markets.py | 5 +++++ massive/rest/models/quotes.py | 5 +++++ massive/rest/models/snapshot.py | 11 +++++++++++ massive/rest/models/splits.py | 1 + massive/rest/models/summaries.py | 3 +++ massive/rest/models/tickers.py | 8 ++++++++ massive/rest/models/trades.py | 2 ++ massive/websocket/models/models.py | 9 +++++++++ 15 files changed, 71 insertions(+), 9 deletions(-) diff --git a/examples/rest/demo_correlation_matrix.py b/examples/rest/demo_correlation_matrix.py index f3ae4298..2bebe4d8 100644 --- a/examples/rest/demo_correlation_matrix.py +++ b/examples/rest/demo_correlation_matrix.py @@ -1,8 +1,8 @@ """ This script computes and visualizes the correlation matrix of a selected set of stocks using Massive's API. This script is for educational purposes only and is -not intended to provide investment advice. The examples provided analyze the -correlation between different stocks from diverse sectors, as well as within +not intended to provide investment advice. The examples provided analyze the +correlation between different stocks from diverse sectors, as well as within specific sectors. Blog: https://massive.com/blog/finding-correlation-between-stocks/ @@ -10,7 +10,7 @@ Before running this script, there are 4 prerequisites: -1) Dependencies: Ensure that the following Python libraries are installed in +1) Dependencies: Ensure that the following Python libraries are installed in your environment: - pandas - numpy @@ -21,8 +21,8 @@ You can likely run: pip install pandas numpy seaborn matplotlib massive-api-client -2) API Key: You will need a Massive API key to fetch the stock data. This can - be set manually in the script below, or you can set an environment variable +2) API Key: You will need a Massive API key to fetch the stock data. This can + be set manually in the script below, or you can set an environment variable 'MASSIVE_API_KEY'. setx MASSIVE_API_KEY "" <- windows @@ -31,13 +31,13 @@ 3) Select Stocks: You need to select the stocks you're interested in analyzing. Update the 'symbols' variable in this script with your chosen stock symbols. -4) Select Date Range: You need to specify the date range for the historical - data that you want to fetch. Update the 'start_date' and 'end_date' +4) Select Date Range: You need to specify the date range for the historical + data that you want to fetch. Update the 'start_date' and 'end_date' variables in this script accordingly. Understanding stock correlation is important when building a diverse portfolio, -as it can help manage risk and inform investment strategies. It's always -essential to do your own research or consult a financial advisor for +as it can help manage risk and inform investment strategies. It's always +essential to do your own research or consult a financial advisor for personalized advice when investing. """ diff --git a/massive/rest/models/aggs.py b/massive/rest/models/aggs.py index cb624121..49bba680 100644 --- a/massive/rest/models/aggs.py +++ b/massive/rest/models/aggs.py @@ -5,6 +5,7 @@ @modelclass class Agg: "Contains aggregate data for a given ticker symbol over a given date range in a custom time window size." + open: Optional[float] = None high: Optional[float] = None low: Optional[float] = None @@ -33,6 +34,7 @@ def from_dict(d): @modelclass class GroupedDailyAgg: "Contains daily open, high, low, and close (OHLC) data for a given date." + ticker: Optional[str] = None open: Optional[float] = None high: Optional[float] = None @@ -63,6 +65,7 @@ def from_dict(d): @modelclass class DailyOpenCloseAgg: "Contains data for open, close and afterhours prices of a ticker symbol on a specified date." + after_hours: Optional[float] = None close: Optional[float] = None from_: Optional[str] = None @@ -95,6 +98,7 @@ def from_dict(d): @modelclass class PreviousCloseAgg: "Contains data for the previous day's open, high, low, and close (OHLC) of the specified stock ticker." + ticker: Optional[str] = None close: Optional[float] = None high: Optional[float] = None diff --git a/massive/rest/models/conditions.py b/massive/rest/models/conditions.py index 3a625a73..9839d55e 100644 --- a/massive/rest/models/conditions.py +++ b/massive/rest/models/conditions.py @@ -5,6 +5,7 @@ @modelclass class SipMapping: "Contains data for a mapping to a symbol for each SIP that has a given condition." + CTA: Optional[str] = None OPRA: Optional[str] = None UTP: Optional[str] = None @@ -17,6 +18,7 @@ def from_dict(d): @modelclass class Consolidated: "Contains data for aggregation rules on a consolidated (all exchanges) basis." + updates_high_low: Optional[bool] = None updates_open_close: Optional[bool] = None updates_volume: Optional[bool] = None @@ -29,6 +31,7 @@ def from_dict(d): @modelclass class MarketCenter: "Contains data for aggregation rules on a per-market-center basis." + updates_high_low: Optional[bool] = None updates_open_close: Optional[bool] = None updates_volume: Optional[bool] = None @@ -41,6 +44,7 @@ def from_dict(d): @modelclass class UpdateRules: "Contains data for a list of aggregation rules." + consolidated: Optional[Consolidated] = None market_center: Optional[MarketCenter] = None @@ -63,6 +67,7 @@ def from_dict(d): @modelclass class Condition: "Condition contains data for a condition that Massive.com uses." + abbreviation: Optional[str] = None asset_class: Optional[str] = None data_types: Optional[List[str]] = None diff --git a/massive/rest/models/contracts.py b/massive/rest/models/contracts.py index 469779b6..f0ca648e 100644 --- a/massive/rest/models/contracts.py +++ b/massive/rest/models/contracts.py @@ -5,6 +5,7 @@ @modelclass class Underlying: "Underlying contains data for an underlying or deliverable associated with an option contract." + amount: Optional[float] = None type: Optional[str] = None underlying: Optional[str] = None @@ -17,6 +18,7 @@ def from_dict(d): @modelclass class OptionsContract: "OptionsContract contains data for a specified ticker symbol." + additional_underlyings: Optional[List[Underlying]] = None cfi: Optional[str] = None contract_type: Optional[str] = None diff --git a/massive/rest/models/dividends.py b/massive/rest/models/dividends.py index 3725daaa..a7f3a6b1 100644 --- a/massive/rest/models/dividends.py +++ b/massive/rest/models/dividends.py @@ -5,6 +5,7 @@ @modelclass class Dividend: "Dividend contains data for a historical cash dividend, including the ticker symbol, declaration date, ex-dividend date, record date, pay date, frequency, and amount." + id: Optional[int] = None cash_amount: Optional[float] = None currency: Optional[str] = None diff --git a/massive/rest/models/exchanges.py b/massive/rest/models/exchanges.py index 542b9365..8c1698d6 100644 --- a/massive/rest/models/exchanges.py +++ b/massive/rest/models/exchanges.py @@ -5,6 +5,7 @@ @modelclass class Exchange: "Exchange contains data for a condition that Massive.com uses." + acronym: Optional[str] = None asset_class: Optional[str] = None id: Optional[int] = None diff --git a/massive/rest/models/indicators.py b/massive/rest/models/indicators.py index ffb3899f..e444d2d9 100644 --- a/massive/rest/models/indicators.py +++ b/massive/rest/models/indicators.py @@ -6,6 +6,7 @@ @modelclass class IndicatorValue: "Contains one datum for indicators with a single value." + timestamp: Optional[int] = None value: Optional[float] = None @@ -20,6 +21,7 @@ def from_dict(d): @modelclass class MACDIndicatorValue: "Contains one datum for all MACD values." + timestamp: Optional[int] = None value: Optional[float] = None signal: Optional[float] = None @@ -38,6 +40,7 @@ def from_dict(d): @modelclass class IndicatorUnderlying: "Contains the URL to call to get the aggs used for building the indicator." + url: Optional[str] = None aggregates: Optional[List[Agg]] = None @@ -52,6 +55,7 @@ def from_dict(d): @modelclass class SingleIndicatorResults: "Contains indicator values and Underlying." + values: Optional[List[IndicatorValue]] = None underlying: Optional[IndicatorUnderlying] = None @@ -71,6 +75,7 @@ def from_dict(d): @modelclass class MACDIndicatorResults: "Contains indicator values and Underlying." + values: Optional[List[MACDIndicatorValue]] = None underlying: Optional[IndicatorUnderlying] = None diff --git a/massive/rest/models/markets.py b/massive/rest/models/markets.py index 4e68abd4..1460929e 100644 --- a/massive/rest/models/markets.py +++ b/massive/rest/models/markets.py @@ -5,6 +5,7 @@ @modelclass class MarketCurrencies: "Contains currency market status data." + crypto: Optional[str] = None fx: Optional[str] = None @@ -16,6 +17,7 @@ def from_dict(d): @modelclass class MarketExchanges: "Contains exchange market status data." + nasdaq: Optional[str] = None nyse: Optional[str] = None otc: Optional[str] = None @@ -28,6 +30,7 @@ def from_dict(d): @modelclass class MarketIndices: "Contains indices market status data." + s_and_p: Optional[str] = None societe_generale: Optional[str] = None cgi: Optional[str] = None @@ -47,6 +50,7 @@ def from_dict(d): @modelclass class MarketHoliday: "MarketHoliday contains data for upcoming market holidays and their open/close times." + close: Optional[str] = None date: Optional[str] = None exchange: Optional[str] = None @@ -62,6 +66,7 @@ def from_dict(d): @modelclass class MarketStatus: "MarketStatus contains data for the current trading status of the exchanges and overall financial markets." + after_hours: Optional[bool] = None currencies: Optional[MarketCurrencies] = None early_hours: Optional[bool] = None diff --git a/massive/rest/models/quotes.py b/massive/rest/models/quotes.py index c4f2c00f..5f14d6b1 100644 --- a/massive/rest/models/quotes.py +++ b/massive/rest/models/quotes.py @@ -5,6 +5,7 @@ @modelclass class Quote: "Quote contains quote data for a specified ticker symbol." + ask_exchange: Optional[int] = None ask_price: Optional[float] = None ask_size: Optional[float] = None @@ -27,6 +28,7 @@ def from_dict(d): @modelclass class LastQuote: "LastQuote contains data for the most recent NBBO (Quote) tick for a given stock." + ticker: Optional[str] = None trf_timestamp: Optional[int] = None sequence_number: Optional[int] = None @@ -65,6 +67,7 @@ def from_dict(d): @modelclass class ForexQuote: "Contains data for a forex quote." + ask: Optional[float] = None bid: Optional[float] = None exchange: Optional[int] = None @@ -78,6 +81,7 @@ def from_dict(d): @modelclass class LastForexQuote: "ForexLastQuote contains data for the last quote tick for a forex currency pair." + last: Optional[ForexQuote] = None symbol: Optional[str] = None @@ -92,6 +96,7 @@ def from_dict(d): @modelclass class RealTimeCurrencyConversion: "RealTimeCurrencyConversion contains data for currency conversions using the latest market conversion rates." + converted: Optional[float] = None from_: Optional[str] = None initial_amount: Optional[float] = None diff --git a/massive/rest/models/snapshot.py b/massive/rest/models/snapshot.py index 0f6dd160..f9a0432d 100644 --- a/massive/rest/models/snapshot.py +++ b/massive/rest/models/snapshot.py @@ -43,6 +43,7 @@ def from_dict(d): @modelclass class IndicesSession: "Contains data for the most recent daily bar in an options contract." + change: Optional[float] = None change_percent: Optional[float] = None close: Optional[float] = None @@ -86,6 +87,7 @@ def from_dict(d): @modelclass class TickerSnapshot: "Contains the most up-to-date market data for all traded ticker symbols." + day: Optional[Agg] = None last_quote: Optional[LastQuote] = None last_trade: Optional[LastTrade] = None @@ -120,6 +122,7 @@ def from_dict(d): @modelclass class DayOptionContractSnapshot: "Contains data for the most recent daily bar in an options contract." + change: Optional[float] = None change_percent: Optional[float] = None close: Optional[float] = None @@ -139,6 +142,7 @@ def from_dict(d): @modelclass class OptionDetails: "Contains details for an options contract." + contract_type: Optional[str] = None exercise_style: Optional[str] = None expiration_date: Optional[str] = None @@ -154,6 +158,7 @@ def from_dict(d): @modelclass class LastQuoteOptionContractSnapshot: "Contains data for the most recent quote in an options contract." + ask: Optional[float] = None ask_size: Optional[float] = None bid: Optional[float] = None @@ -170,6 +175,7 @@ def from_dict(d): @modelclass class LastTradeOptionContractSnapshot: "Contains data for the most recent trade for an options contract." + price: Optional[float] = None sip_timestamp: Optional[int] = None size: Optional[int] = None @@ -185,6 +191,7 @@ def from_dict(d): @modelclass class Greeks: "Contains data for the greeks in an options contract." + delta: Optional[float] = None gamma: Optional[float] = None theta: Optional[float] = None @@ -198,6 +205,7 @@ def from_dict(d): @modelclass class UnderlyingAsset: "Contains data for the underlying stock in an options contract." + change_to_break_even: Optional[float] = None last_updated: Optional[int] = None price: Optional[float] = None @@ -213,6 +221,7 @@ def from_dict(d): @modelclass class OptionContractSnapshot: "Contains data for the snapshot of an option contract of a stock equity." + break_even_price: Optional[float] = None day: Optional[DayOptionContractSnapshot] = None details: Optional[OptionDetails] = None @@ -261,6 +270,7 @@ def from_dict(d): @modelclass class OrderBookQuote: "Contains data for a book bid or ask." + price: Optional[float] = None exchange_shares: Optional[Dict[str, float]] = None @@ -275,6 +285,7 @@ def from_dict(d): @modelclass class SnapshotTickerFullBook: "Contains the current level 2 book of a single ticker. This is the combined book from all of the exchanges." + ticker: Optional[str] = None bids: Optional[List[OrderBookQuote]] = None asks: Optional[List[OrderBookQuote]] = None diff --git a/massive/rest/models/splits.py b/massive/rest/models/splits.py index 79482928..078ded45 100644 --- a/massive/rest/models/splits.py +++ b/massive/rest/models/splits.py @@ -5,6 +5,7 @@ @modelclass class Split: "Split contains data for a historical stock split, including the ticker symbol, the execution date, and the factors of the split ratio." + id: Optional[int] = None execution_date: Optional[str] = None split_from: Optional[int] = None diff --git a/massive/rest/models/summaries.py b/massive/rest/models/summaries.py index db49f907..7540bc8f 100644 --- a/massive/rest/models/summaries.py +++ b/massive/rest/models/summaries.py @@ -6,6 +6,7 @@ @modelclass class Session: "Contains Session data for the summaries endpoint." + change: Optional[float] = None change_percent: Optional[float] = None early_trading_change: Optional[float] = None @@ -27,6 +28,7 @@ def from_dict(d): @modelclass class Options: "Contains options data for the summaries endpoint" + contract_type: Optional[str] = None exercise_style: Optional[str] = None expiration_date: Optional[str] = None @@ -42,6 +44,7 @@ def from_dict(d): @modelclass class SummaryResult: "Contains summary result data for a list of tickers" + price: Optional[float] = None name: Optional[str] = None ticker: Optional[str] = None diff --git a/massive/rest/models/tickers.py b/massive/rest/models/tickers.py index e065826f..2fda6c4f 100644 --- a/massive/rest/models/tickers.py +++ b/massive/rest/models/tickers.py @@ -5,6 +5,7 @@ @modelclass class CompanyAddress: "Contains address data for a ticker detail." + address1: Optional[str] = None address2: Optional[str] = None city: Optional[str] = None @@ -20,6 +21,7 @@ def from_dict(d): @modelclass class Branding: "Contains branding data for a ticker detail." + icon_url: Optional[str] = None logo_url: Optional[str] = None accent_color: Optional[str] = None @@ -34,6 +36,7 @@ def from_dict(d): @modelclass class Insight: "Contains the insights related to the article." + sentiment: Optional[str] = None sentiment_reasoning: Optional[str] = None ticker: Optional[str] = None @@ -46,6 +49,7 @@ def from_dict(d): @modelclass class Publisher: "Contains publisher data for ticker news." + favicon_url: Optional[str] = None homepage_url: Optional[str] = None logo_url: Optional[str] = None @@ -59,6 +63,7 @@ def from_dict(d): @modelclass class Ticker: "Ticker contains data for a specified ticker symbol." + active: Optional[bool] = None cik: Optional[str] = None composite_figi: Optional[str] = None @@ -85,6 +90,7 @@ def from_dict(d): @modelclass class TickerDetails: "TickerDetails contains data for a specified ticker symbol." + active: Optional[bool] = None address: Optional[CompanyAddress] = None branding: Optional[Branding] = None @@ -157,6 +163,7 @@ def from_dict(d): @modelclass class TickerNews: "TickerDetails contains data for news articles relating to a stock ticker symbol." + amp_url: Optional[str] = None article_url: Optional[str] = None author: Optional[str] = None @@ -197,6 +204,7 @@ def from_dict(d): @modelclass class TickerTypes: "TickerTypes contains data for ticker types." + asset_class: Optional[str] = None code: Optional[str] = None description: Optional[str] = None diff --git a/massive/rest/models/trades.py b/massive/rest/models/trades.py index e298ed29..06cf8bd9 100644 --- a/massive/rest/models/trades.py +++ b/massive/rest/models/trades.py @@ -5,6 +5,7 @@ @modelclass class Trade: "Trade contains trade data for a specified ticker symbol." + conditions: Optional[List[int]] = None correction: Optional[int] = None exchange: Optional[int] = None @@ -66,6 +67,7 @@ def from_dict(d): @modelclass class CryptoTrade: "Contains data for a crypto trade." + conditions: Optional[List[int]] = None exchange: Optional[int] = None price: Optional[float] = None diff --git a/massive/websocket/models/models.py b/massive/websocket/models/models.py index cc3d3c16..6b3acd90 100644 --- a/massive/websocket/models/models.py +++ b/massive/websocket/models/models.py @@ -51,6 +51,7 @@ def from_dict(d): @modelclass class CurrencyAgg: "CurrencyAgg contains aggregate data for either forex currency pairs or crypto pairs." + event_type: Optional[Union[str, EventType]] = None pair: Optional[str] = None open: Optional[float] = None @@ -83,6 +84,7 @@ def from_dict(d): @modelclass class EquityTrade: "EquityTrade contains trade data for either stock tickers or option contracts." + event_type: Optional[Union[str, EventType]] = None symbol: Optional[str] = None exchange: Optional[int] = None @@ -119,6 +121,7 @@ def from_dict(d): @modelclass class CryptoTrade: "CryptoTrade contains trade data for a crypto pair." + event_type: Optional[Union[str, EventType]] = None pair: Optional[str] = None exchange: Optional[int] = None @@ -147,6 +150,7 @@ def from_dict(d): @modelclass class EquityQuote: "EquityQuote contains quote data for either stock tickers or option contracts." + event_type: Optional[Union[str, EventType]] = None symbol: Optional[str] = None bid_exchange_id: Optional[int] = None @@ -187,6 +191,7 @@ def from_dict(d): @modelclass class ForexQuote: "ForexQuote contains quote data for a forex currency pair." + event_type: Optional[Union[str, EventType]] = None pair: Optional[str] = None exchange_id: Optional[int] = None @@ -209,6 +214,7 @@ def from_dict(d): @modelclass class CryptoQuote: "CryptoQuote contains quote data for a crypto pair." + event_type: Optional[Union[str, EventType]] = None pair: Optional[str] = None bid_price: Optional[int] = None @@ -237,6 +243,7 @@ def from_dict(d): @modelclass class Imbalance: "Imbalance contains imbalance event data for a given stock ticker symbol." + event_type: Optional[Union[str, EventType]] = None symbol: Optional[str] = None time_stamp: Optional[int] = None @@ -267,6 +274,7 @@ def from_dict(d): @modelclass class LimitUpLimitDown: "LimitUpLimitDown contains LULD event data for a given stock ticker symbol." + event_type: Optional[Union[str, EventType]] = None symbol: Optional[str] = None high_price: Optional[float] = None @@ -293,6 +301,7 @@ def from_dict(d): @modelclass class Level2Book: "Level2Book contains level 2 book data for a given crypto pair." + event_type: Optional[Union[str, EventType]] = None pair: Optional[str] = None bid_prices: Optional[float] = None