dxfeed events have less optional fields

docs/conf.py

@@ -13,7 +13,7 @@
 project = "tastytrade"
 copyright = "2024, Graeme Holliday"
 author = "Graeme Holliday"
-release = "9.2"
+release = "9.3"
 
 # -- General configuration ---------------------------------------------------
 # https://www.sphinx-doc.org/en/master/usage/configuration.html#general-configuration

pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "hatchling.build"
 
 [project]
 name = "tastytrade"
-version = "9.2"
+version = "9.3"
 description = "An unofficial, sync/async SDK for Tastytrade!"
 readme = "README.md"
 requires-python = ">=3.8"

tastytrade/__init__.py

@@ -4,7 +4,7 @@
 BACKTEST_URL = "https://backtester.vast.tastyworks.com"
 CERT_URL = "https://api.cert.tastyworks.com"
 VAST_URL = "https://vast.tastyworks.com"
-VERSION = "9.2"
+VERSION = "9.3"
 
 logger = logging.getLogger(__name__)
 logger.setLevel(logging.DEBUG)

tastytrade/dxfeed/candle.py

@@ -26,13 +26,13 @@ class Candle(Event):
     #: total number of events in the candle
     count: int
     #: the first (open) price of the candle
-    open: Optional[Decimal] = None
+    open: Decimal
     #: the maximal (high) price of the candle
-    high: Optional[Decimal] = None
+    high: Decimal
     #: the minimal (low) price of the candle
-    low: Optional[Decimal] = None
+    low: Decimal
     #: the last (close) price of the candle
-    close: Optional[Decimal] = None
+    close: Decimal
     #: the total volume of the candle
     volume: Optional[Decimal] = None
     #: volume-weighted average price

tastytrade/dxfeed/event.py

@@ -1,7 +1,8 @@
 from typing import Any, List
 
-from pydantic import BaseModel, field_validator
+from pydantic import BaseModel, ValidationError, field_validator
 
+from tastytrade import logger
 from tastytrade.utils import TastytradeError
 
 
@@ -27,12 +28,17 @@ def from_stream(cls, data: list) -> List["Event"]:
         size = len(cls.model_fields)
         multiples = len(data) / size
         if not multiples.is_integer():
-            msg = "Mapper data input values are not a multiple of the key size"
-            raise TastytradeError(msg)
+            raise TastytradeError(
+                "Mapper data input values are not a multiple of the key size!"
+            )
         keys = cls.model_fields.keys()
         for i in range(int(multiples)):
             offset = i * size
             local_values = data[offset : (i + 1) * size]
             event_dict = dict(zip(keys, local_values))
-            objs.append(cls(**event_dict))
+            try:
+                objs.append(cls(**event_dict))
+            except ValidationError as e:
+                # we just skip these events as they're generally useless
+                logger.debug(e)
         return objs

tastytrade/dxfeed/quote.py

@@ -27,9 +27,9 @@ class Quote(Event):
     #: ask exchange code
     askExchangeCode: str
     #: bid price
-    bidPrice: Optional[Decimal] = None
+    bidPrice: Decimal
     #: ask price
-    askPrice: Optional[Decimal] = None
+    askPrice: Decimal
     #: bid size as integer number (rounded toward zero)
     #: or decimal for cryptocurrencies
     bidSize: Optional[Decimal] = None

tastytrade/dxfeed/trade.py

@@ -33,7 +33,7 @@ class Trade(Event):
     #: whether the last trade was in extended trading hours
     extendedTradingHours: bool
     #: price of the last trade
-    price: Optional[Decimal] = None
+    price: Decimal
     #: change of the last trade
     change: Optional[Decimal] = None
     #: size of the last trade as integer number (rounded toward zero)

tests/test_dxfeed.py

@@ -2,17 +2,31 @@
 
 import pytest
 
-from tastytrade.dxfeed import Quote
+from tastytrade.dxfeed import Quote, Summary
 from tastytrade.utils import TastytradeError
 
 
 def test_parse_infinities_and_nan():
-    quote_data = ["SPY", 0, 0, 0, 0, "Q", 0, "Q", "-Infinity", "Infinity", "NaN", "NaN"]
-    quote = Quote.from_stream(quote_data)[0]
-    quote = cast(Quote, quote)
-    assert quote.bidPrice is None
-    assert quote.askPrice is None
-    assert quote.bidSize is None
+    summary_data = [
+        "SPY",
+        0,
+        0,
+        "foo",
+        0,
+        "bar",
+        0,
+        "-Infinity",
+        "Infinity",
+        "NaN",
+        "NaN",
+        "NaN",
+        "Infinity",
+    ]
+    summary = Summary.from_stream(summary_data)[0]
+    summary = cast(Summary, summary)
+    assert summary.dayOpenPrice is None
+    assert summary.dayClosePrice is None
+    assert summary.dayHighPrice is None
 
 
 def test_malformatted_data():