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