have market data streaming handlers be more flexible

docs/contributors/README.md

@@ -4,7 +4,7 @@
 * Python 3.8+
   * [pyenv](https://github.com/pyenv/pyenv#installation) recommended for managing python versions
 * [Poetry](https://python-poetry.org/docs/) - for managing dependencies and virtual environments
-* The [GitHub CLI tool](https://cli.github.com/) - used by the `release` scripts to open PRs
+* The [hub CLI tool](https://github.com/github/hub#installation) - used by the `release` scripts to open PRs in github
 * Recommended IDE: [PyCharm](https://www.jetbrains.com/pycharm/download/)
 
 ## Getting Started

docs/users/README.md

@@ -38,24 +38,9 @@ tasty.logout()
 ## Streaming Market Data
 ```python
 from tastytrade_sdk import Tastytrade
-from tastytrade_sdk.market_data.models import Quote, Candle, Greeks
 
 tasty = Tastytrade().login(login='[email protected]', password='password')
 
-
-# Define some event handlers
-def on_quote(quote: Quote):
-    print(quote)
-
-
-def on_candle(candle: Candle):
-    print(candle)
-
-
-def on_greeks(greeks: Greeks):
-    print(greeks)
-
-
 # Subscribing to symbols across different instrument types
 symbols = [
     'BTC/USD',
@@ -67,9 +52,9 @@ symbols = [
 
 subscription = tasty.market_data.subscribe(
     symbols=symbols,
-    on_quote=on_quote,
-    on_candle=on_candle,
-    on_greeks=on_greeks
+    on_quote=print,
+    on_candle=print,
+    on_greeks=print
 )
 
 # start streaming

release.sh

@@ -41,4 +41,4 @@ git add pyproject.toml
 git commit -m "Bumping to next pre-patch version ${NEW_PREPATCH_VERSION}"
 git push
 
-gh pr create -t "Release ${NEW_VERSION}" -b ""
+hub pull-request -m "Release ${NEW_VERSION}"

src/tastytrade_sdk/__init__.py

@@ -6,12 +6,11 @@
 # Make these classes visible in the auto-generated documentation
 __all__ = [
     'Tastytrade',
-    'MarketData', 'Subscription', 'Quote', 'Candle', 'Greeks',
+    'MarketData', 'Subscription',
     'Api'
 ]
 
 from tastytrade_sdk.api import Api, QueryParams
 from tastytrade_sdk.market_data.market_data import MarketData
-from tastytrade_sdk.market_data.models import Quote, Candle, Greeks
 from tastytrade_sdk.market_data.subscription import Subscription
 from tastytrade_sdk.tastytrade import Tastytrade

src/tastytrade_sdk/market_data/market_data.py

@@ -1,11 +1,10 @@
-from typing import List, Callable, Optional
+from typing import List, Callable
 
 from injector import inject
 
 from tastytrade_sdk.api import Api
 from tastytrade_sdk.market_data.streamer_symbol_translation import StreamerSymbolTranslationsFactory
 from tastytrade_sdk.market_data.subscription import Subscription
-from tastytrade_sdk.market_data.models import Candle, Quote, Greeks
 
 
 class MarketData:
@@ -19,22 +18,25 @@ def __init__(self, api: Api, streamer_symbol_translations_factory: StreamerSymbo
         self.__api = api
         self.__streamer_symbol_translations_factory = streamer_symbol_translations_factory
 
-    def subscribe(self, symbols: List[str], on_quote: Optional[Callable[[Quote], None]] = None,
-                  on_candle: Optional[Callable[[Candle], None]] = None,
-                  on_greeks: Optional[Callable[[Greeks], None]] = None) -> Subscription:
+    def subscribe(self,
+                  symbols: List[str],
+                  on_candle: Callable[[dict], None] = None,
+                  on_greeks: Callable[[dict], None] = None,
+                  on_quote: Callable[[dict], None] = None
+                  ) -> Subscription:
         """
         Subscribe to live feed data
         :param symbols: Symbols to subscribe to. Can be across multiple instrument types.
-        :param on_quote: Handler for `Quote` events
-        :param on_candle: Handler for `Candle` events
-        :param on_greeks: Handler for `Greeks` events
+        :param on_candle: Handler for candle events
+        :param on_greeks: Handler for greeks events
+        :param on_quote: Handler for quote events
         """
         data = self.__api.get('/quote-streamer-tokens')['data']
         return Subscription(
             data['dxlink-url'],
             data['token'],
             self.__streamer_symbol_translations_factory.create(symbols),
-            on_quote,
-            on_candle,
-            on_greeks
+            on_candle=on_candle,
+            on_greeks=on_greeks,
+            on_quote=on_quote
         )

src/tastytrade_sdk/market_data/streamer_symbol_translation.py

@@ -1,5 +1,5 @@
 import urllib.parse
-from typing import List, Optional, Tuple, Any
+from typing import List, Optional, Tuple, Any, Dict
 
 from bidict import bidict
 from injector import inject
@@ -8,8 +8,8 @@
 
 
 class StreamerSymbolTranslations:
-    def __init__(self, translations: List[Tuple[str, str]]):
-        self.__bidict = bidict(dict(translations))
+    def __init__(self, translations: Dict[str, str]):
+        self.__bidict = bidict(translations)
 
     def get_streamer_symbol(self, symbol: str) -> str:
         return self.__bidict.get(symbol)
@@ -28,19 +28,20 @@ def __init__(self, api: Api):
         self.__api = api
 
     def create(self, symbols: List[str]) -> StreamerSymbolTranslations:
-        equities = self.__get_symbol_translations('equities', symbols)
-        futures = self.__get_symbol_translations('futures', symbols)
-        equity_options = self.__get_symbol_translations('equity-options', symbols, [('with-expired', True)])
-        future_options = self.__get_symbol_translations('future-options', symbols)
-        cryptos = self.__get_symbol_translations('cryptocurrencies', symbols)
-        return StreamerSymbolTranslations(equities + futures + equity_options + future_options + cryptos)
+        return StreamerSymbolTranslations({
+            **self.__get_symbol_translations('equities', symbols),
+            **self.__get_symbol_translations('futures', symbols),
+            **self.__get_symbol_translations('equity-options', symbols, [('with-expired', True)]),
+            **self.__get_symbol_translations('future-options', symbols),
+            **self.__get_symbol_translations('cryptocurrencies', symbols)
+        })
 
     def __get_symbol_translations(self, path_key: str, symbols: Optional[List[str]] = None,
-                                  extra_params: Optional[List[Tuple[str, Any]]] = None) -> List[Tuple[str, str]]:
+                                  extra_params: Optional[List[Tuple[str, Any]]] = None) -> Dict[str, str]:
         if not symbols:
-            return []
+            return {}
         items = self.__api.get(
             f'/instruments/{path_key}',
             params=[('symbol[]', urllib.parse.quote(x.upper())) for x in symbols or []] + (extra_params or [])
         ).get('data').get('items')
-        return [(x['symbol'], x['streamer-symbol']) for x in items if 'streamer-symbol' in x]
+        return {x['symbol']: x['streamer-symbol'] for x in items if 'streamer-symbol' in x}

src/tastytrade_sdk/market_data/subscription.py

@@ -10,7 +10,6 @@
 from websockets.sync.client import connect, ClientConnection
 
 from tastytrade_sdk.exceptions import TastytradeSdkException, InvalidArgument
-from tastytrade_sdk.market_data.models import Candle, Quote, Greeks
 from tastytrade_sdk.market_data.streamer_symbol_translation import StreamerSymbolTranslations
 
 
@@ -45,9 +44,10 @@ class Subscription:
     __is_authorized: bool = False
 
     def __init__(self, url: str, token: str, streamer_symbol_translations: StreamerSymbolTranslations,
-                 on_quote: Optional[Callable[[Quote], None]] = None,
-                 on_candle: Optional[Callable[[Candle], None]] = None,
-                 on_greeks: Optional[Callable[[Greeks], None]] = None):
+                 on_candle: Callable[[dict], None] = None,
+                 on_greeks: Callable[[dict], None] = None,
+                 on_quote: Callable[[dict], None] = None
+                 ):
         """@private"""
 
         if not (on_quote or on_candle or on_greeks):
@@ -117,38 +117,13 @@ def __receive(self) -> None:
     def __handle_feed_event(self, event: dict) -> None:
         event_type = event['eventType']
         original_symbol = self.__streamer_symbol_translations.get_original_symbol(event['eventSymbol'])
+        event['symbol'] = original_symbol
         if event_type == 'Quote' and self.__on_quote:
-            self.__on_quote(Quote(
-                symbol=original_symbol,
-                bid_price=event['bidPrice'],
-                bid_size=event['bidSize'],
-                bid_exchange_code=event['bidExchangeCode'],
-                ask_price=event['askPrice'],
-                ask_size=event['askSize'],
-                ask_exchange_code=event['askExchangeCode']
-            ))
+            self.__on_quote(event)
         elif event_type == 'Candle' and self.__on_candle:
-            self.__on_candle(Candle(
-                symbol=original_symbol,
-                time=event['time'],
-                _open=event['open'],
-                high=event['high'],
-                low=event['low'],
-                close=event['close'],
-                volume=event['volume']
-            ))
+            self.__on_candle(event)
         elif event_type == 'Greeks' and self.__on_greeks:
-            self.__on_greeks(Greeks(
-                symbol=original_symbol,
-                time=event['time'],
-                price=event['price'],
-                volatility=event['volatility'],
-                delta=event['delta'],
-                gamma=event['gamma'],
-                theta=event['theta'],
-                vega=event['vega'],
-                rho=event['rho']
-            ))
+            self.__on_greeks(event)
         else:
             logging.debug('Unhandled feed event type %s for symbol %s', event_type, original_symbol)
 

src/tastytrade_sdk/tastytrade.py

@@ -16,10 +16,10 @@ def __init__(self, api_base_url: str = 'api.tastytrade.com'):
         (when using the sandbox environment, for e.g.)
         """
 
-        def configure(binder):
+        def __configure(binder):
             binder.bind(Config, to=Config(api_base_url=api_base_url))
 
-        self.__container = Injector(configure)
+        self.__container = Injector(__configure)
 
     def login(self, login: str, password: str) -> 'Tastytrade':
         """

tests/market_data_experiment.py

@@ -1,10 +1,12 @@
+import time
+
 from tests.utils import get_tasty
 
 
 def main():
     tasty = get_tasty()
-    symbols = ['BTC/USD', 'SPY', 'ETH/USD', '/ESU3', 'SPY   230630C00255000', './ESU3 EW2N3 230714C4310', 'foo', 'bar']
-    subscription = tasty.market_data.subscribe(symbols=symbols, on_quote=print, on_candle=print, on_greeks=print)
+    symbols = ['YELP  240517C00042000', 'AAPL']
+    subscription = tasty.market_data.subscribe(symbols=symbols, on_quote=print, on_candle=print, on_greeks=print, on_trade=print)
     subscription.open()