INNER CODE UNIT · Python

OHLCVC

baileydanseglio/thetadata-python · thetadata/client.py:116

class OHLCVC:
    """Trade representing all values provided by the Thetadata stream."""
    def __init__(self):
        """Dummy constructor"""
        self.ms_of_day = 0
        self.open = 0
        self.high = 0
        self.low = 0
        self.close = 0
        self.volume = 0
        self.count = 0
        self.date = None

    def from_bytes(self, data: bytearray):
        """Deserializes a trade."""
        view = memoryview(data)
        parse_int = lambda d: int.from_bytes(d, "big")
        self.ms_of_day = parse_int(view[0:4])

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