from __future__ import annotations from dataclasses import dataclass from datetime import datetime import bbgo_pb2 from ..enums import SideType @dataclass class Trade: session: str exchange: str symbol: str id: str price: float quantity: float created_at: datetime side: SideType fee_currency: str fee: float maker: bool @classmethod def from_pb(cls, obj: bbgo_pb2.Trade) -> Trade: return cls( session=obj.session, exchange=obj.exchange, symbol=obj.symbol, id=obj.id, price=float(obj.price), quantity=float(obj.quantity), created_at=datetime.fromtimestamp(obj.created_at / 1000), side=SideType(obj.side), fee_currency=obj.fee_currency, fee=float(obj.fee), maker=obj.maker, )