Streamer update for the new DXFeed API

setup.py

@@ -1,6 +1,5 @@
 from setuptools import find_packages, setup
 
-
 f = open('README.rst', 'r')
 LONG_DESCRIPTION = f.read()
 f.close()

tastytrade/dxfeed/candle.py

@@ -10,6 +10,7 @@ class Candle(Event):
     for a specific period. Candles are build with a specified period using a
     specified price type with data taken from a specified exchange.
     """
+
     #: symbol of this event
     eventSymbol: str
     #: time of this event

tastytrade/dxfeed/event.py

@@ -9,9 +9,10 @@ class EventType(str, Enum):
     for the data streamer.
 
     Information on different types of events, their uses and their properties
-    can be found at the `dxfeed Knowledge Base
+    can be found at the `dxfeed Knowledge Base.
     <https://kb.dxfeed.com/en/data-model/dxfeed-api-market-events.html>`_.
     """
+
     CANDLE = 'Candle'
     GREEKS = 'Greeks'
     PROFILE = 'Profile'
@@ -32,6 +33,26 @@ def from_stream(cls, data: list) -> List['Event']:
 
         :param data: list of raw quote data from streamer
 
+        :return: list of event objects from data
+        """
+        objs = []
+        size = len(cls.__dataclass_fields__)  # type: ignore
+        multiples = len(data) / size
+        if not multiples.is_integer():
+            msg = 'Mapper data input values are not a multiple of the key size'
+            raise Exception(msg)
+        for i in range(int(multiples)):
+            objs.append(cls(**data))
+        return objs
+
+    @classmethod
+    def from_stream_legacy(cls, data: list) -> List['Event']:
+        """
+        Makes a list of event objects from a list of raw trade data fetched by
+        a :class:`~tastyworks.streamer.DataStreamer`.
+
+        :param data: list of raw quote data from streamer
+
         :return: list of event objects from data
         """
         objs = []

tastytrade/dxfeed/greeks.py

@@ -13,6 +13,7 @@ class Greeks(Event):
     in different axes. If a derivative is very far from zero, then the
     portfolio has a risky sensitivity in this parameter.
     """
+
     #: symbol of this event
     eventSymbol: str
     #: time of this event

tastytrade/dxfeed/profile.py

@@ -10,6 +10,7 @@ class Profile(Event):
     represents the most recent information that is available about the
     traded security on the market at any given moment of time.
     """
+
     #: symbol of this event
     eventSymbol: str
     #: time of this event

tastytrade/dxfeed/quote.py

@@ -9,6 +9,7 @@ class Quote(Event):
     A Quote event is a snapshot of the best bid and ask prices, and other
     fields that change with each quote.
     """
+
     #: symbol of this event
     eventSymbol: str
     #: time of this event

tastytrade/dxfeed/summary.py

@@ -16,6 +16,7 @@ class Summary(Event):
 
     Before opening the bidding, the values are reset to N/A or NaN.
     """
+
     #: symbol of this event
     eventSymbol: str
     #: time of this event

tastytrade/dxfeed/theoprice.py

@@ -12,6 +12,7 @@ class TheoPrice(Event):
     you with a formula so you can perform calculations based on values from
     this event.
     """
+
     #: symbol of this event
     eventSymbol: str
     #: time of this event

tastytrade/dxfeed/timeandsale.py

@@ -13,6 +13,7 @@ class TimeAndSale(Event):
     TimeAndSale events have a unique index that can be used for later
     correction/cancellation processing.
     """
+
     #: symbol of this event
     eventSymbol: str
     #: time of this event

tastytrade/dxfeed/trade.py

@@ -12,6 +12,7 @@ class Trade(Event):
     about all transactions, but only about the last transaction for a single
     instrument.
     """
+
     #: symbol of this event
     eventSymbol: str
     #: time of this event

tastytrade/dxfeed/underlying.py

@@ -11,6 +11,7 @@ class Underlying(Event):
     represents the most recent information that is available about the
     corresponding values on the market at any given moment of time.
     """
+
     #: symbol of this event
     eventSymbol: str
     #: transactional event flags

tastytrade/metrics.py

@@ -66,13 +66,13 @@ class MarketMetricInfo(TastytradeJsonDataclass):
     option_expiration_implied_volatilities: List[OptionExpirationImpliedVolatility]  # noqa: E501
     beta: Decimal
     corr_spy_3month: Decimal
-    dividend_rate_per_share: Optional[Decimal] = None
+    dividend_rate_per_share: Decimal
     market_cap: Decimal
-    implied_volatility_30_day: Optional[Decimal] = None
-    historical_volatility_30_day: Optional[Decimal] = None
-    historical_volatility_60_day: Optional[Decimal] = None
-    historical_volatility_90_day: Optional[Decimal] = None
-    iv_hv_30_day_difference: Optional[Decimal] = None
+    implied_volatility_30_day: Decimal
+    historical_volatility_30_day: Decimal
+    historical_volatility_60_day: Decimal
+    historical_volatility_90_day: Decimal
+    iv_hv_30_day_difference: Decimal
     price_earnings_ratio: Decimal
     earnings_per_share: Decimal
     created_at: Optional[datetime] = None