INNER CODE UNIT · Python

Trade

baileydanseglio/thetadata-python · thetadata/client.py:75

class Trade:
    """Trade representing all values provided by the Thetadata stream."""
    def __init__(self):
        """Dummy constructor"""
        self.ms_of_day = 0
        self.sequence = 0
        self.size = 0
        self.condition = TradeCondition.UNDEFINED
        self.price = 0
        self.exchange = None
        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])
        self.sequence = parse_int(view[4:8]) & 0xffffffffffffffff

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