Fix the quote mapping for the data steam

an3z · Apr 23, 2020 · ec93871 · ec93871
1 parent 37cae35
commit ec93871
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Showing 3 changed files with 40 additions and 5 deletions.
diff --git a/alpaca_trade_api/entity.py b/alpaca_trade_api/entity.py
@@ -244,3 +244,40 @@ def df(self):
                 )
             self._df = df
         return self._df
+
+
+trade_mapping = {
+    "sym": "symbol",
+    "c": "conditions",
+    "x": "exchange",
+    "p": "price",
+    "s": "size",
+    "t": "timestamp"
+}
+
+quote_mapping = {
+    "T": "symbol",
+    "X": "askexchange",
+    "P": "askprice",
+    "S": "asksize",
+    "x": "bidexchange",
+    "p": "bidprice",
+    "s": "bidsize",
+    "c": "conditions",
+    "t": "timestamp"
+}
+
+agg_mapping = {
+    "sym": "symbol",
+    "o": "open",
+    "c": "close",
+    "h": "high",
+    "l": "low",
+    "a": "average",
+    "x": "exchange",
+    "v": "volume",
+    "s": "start",
+    "e": "end",
+    "vw": "vwap",
+    "av": "totalvolume",
+}
diff --git a/alpaca_trade_api/polygon/entity.py b/alpaca_trade_api/polygon/entity.py
@@ -329,7 +329,7 @@ class DailyOpenClose(Entity):
     "t": "timestamp"
 }
 
-quote_mapping = {	
+quote_mapping = {
     "sym": "symbol",
     "ax": "askexchange",
     "ap": "askprice",

diff --git a/alpaca_trade_api/stream2.py b/alpaca_trade_api/stream2.py
@@ -4,11 +4,9 @@
 import re
 import websockets
 from .common import get_base_url, get_data_url, get_credentials
-from .entity import Account, Entity
+from .entity import Account, Entity, trade_mapping, agg_mapping, quote_mapping
 from . import polygon
-from .polygon.entity import (
-    Trade, Quote, Agg, trade_mapping, agg_mapping, quote_mapping
-)
+from .polygon.entity import Trade, Quote, Agg
 import logging