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Add OTC websocket models #234

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Merged
clickingbuttons merged 1 commit into from
Jun 23, 2022
Merged

Add OTC websocket models #234

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1 change: 1 addition & 0 deletions polygon/rest/models/common.py
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Original file line number Diff line number Diff line change
Expand Up @@ -20,6 +20,7 @@ class Market(Enum):
STOCKS = "stocks"
CRYPTO = "crypto"
FX = "fx"
OTC = "otc"


class AssetClass(Enum):
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2 changes: 2 additions & 0 deletions polygon/websocket/models/models.py
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Expand Up @@ -20,6 +20,7 @@ class EquityAgg:
average_size: Optional[float] = None
start_timestamp: Optional[int] = None
end_timestamp: Optional[int] = None
otc: Optional[bool] = None

@staticmethod
def from_dict(d):
Expand All @@ -38,6 +39,7 @@ def from_dict(d):
d.get("z", None),
d.get("s", None),
d.get("e", None),
d.get("o", None),
)


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