dxfeed events to snake case

tastytrade/dxfeed/candle.py

@@ -11,12 +11,8 @@ class Candle(Event):
     specified price type with data taken from a specified exchange.
     """
 
-    #: symbol of this event
-    eventSymbol: str
-    #: time of this event
-    eventTime: int
     #: transactional event flags
-    eventFlags: int
+    event_flags: int
     #: unique per-symbol index of this candle event
     index: int
     #: timestamp of the candle in milliseconds
@@ -38,10 +34,10 @@ class Candle(Event):
     #: volume-weighted average price
     vwap: Optional[Decimal] = None
     #: bid volume in the candle
-    bidVolume: Optional[Decimal] = None
+    bid_volume: Optional[Decimal] = None
     #: ask volume in the candle
-    askVolume: Optional[Decimal] = None
+    ask_volume: Optional[Decimal] = None
     #: implied volatility in the candle
-    impVolatility: Optional[Decimal] = None
+    imp_volatility: Optional[Decimal] = None
     #: open interest in the candle
-    openInterest: Optional[int] = None
+    open_interest: Optional[int] = None

tastytrade/dxfeed/event.py

@@ -1,12 +1,20 @@
 from typing import Any, List
 
-from pydantic import BaseModel, ValidationError, field_validator
+from pydantic import BaseModel, ConfigDict, ValidationError, field_validator
+from pydantic.alias_generators import to_camel
 
 from tastytrade import logger
 from tastytrade.utils import TastytradeError
 
 
 class Event(BaseModel):
+    #: symbol of this event
+    event_symbol: str
+    #: time of this event
+    event_time: int
+
+    model_config = ConfigDict(alias_generator=to_camel, populate_by_name=True)
+
     @field_validator("*", mode="before")
     @classmethod
     def change_nan_to_none(cls, v: Any) -> Any:

tastytrade/dxfeed/greeks.py

@@ -13,12 +13,8 @@ class Greeks(Event):
     portfolio has a risky sensitivity in this parameter.
     """
 
-    #: symbol of this event
-    eventSymbol: str
-    #: time of this event
-    eventTime: int
     #: transactional event flags
-    eventFlags: int
+    event_flags: int
     #: unique per-symbol index of this event
     index: int
     #: timestamp of this event in milliseconds

tastytrade/dxfeed/profile.py

@@ -11,43 +11,39 @@ class Profile(Event):
     traded security on the market at any given moment of time.
     """
 
-    #: symbol of this event
-    eventSymbol: str
-    #: time of this event
-    eventTime: int
     #: description of the security instrument
     description: str
     #: short sale restriction of the security instrument
     #: possible values are ACTIVE | INACTIVE | UNDEFINED
-    shortSaleRestriction: str
+    short_sale_restriction: str
     #: trading status of the security instrument
     #: possible values are ACTIVE | HALTED | UNDEFINED
-    tradingStatus: str
+    trading_status: str
     #: starting time of the trading halt interval
-    haltStartTime: int
+    halt_start_time: int
     #: ending time of the trading halt interval
-    haltEndTime: int
+    halt_end_time: int
     #: identifier of the ex-dividend date
-    exDividendDayId: int
+    ex_dividend_day_id: int
     #: description of the reason that trading was halted
-    statusReason: Optional[str] = None
+    status_reason: Optional[str] = None
     #: maximal (high) price in last 52 weeks
-    high52WeekPrice: Optional[Decimal] = None
+    high_52_week_price: Optional[Decimal] = None
     #: minimal (low) price in last 52 weeks
-    low52WeekPrice: Optional[Decimal] = None
+    low_52_week_price: Optional[Decimal] = None
     #: the correlation coefficient of the instrument to the S&P500 index
     beta: Optional[Decimal] = None
     #: shares outstanding
     shares: Optional[Decimal] = None
     #: maximal (high) allowed price
-    highLimitPrice: Optional[Decimal] = None
+    high_limit_price: Optional[Decimal] = None
     #: minimal (low) allowed price
-    lowLimitPrice: Optional[Decimal] = None
+    low_limit_price: Optional[Decimal] = None
     #: earnings per share
-    earningsPerShare: Optional[Decimal] = None
+    earnings_per_share: Optional[Decimal] = None
     #: the amount of the last paid dividend
-    exDividendAmount: Optional[Decimal] = None
+    ex_dividend_amount: Optional[Decimal] = None
     #: frequency of cash dividends payments per year (calculated)
-    dividendFrequency: Optional[Decimal] = None
+    dividend_frequency: Optional[Decimal] = None
     #: the number of shares that are available to the public for trade
-    freeFloat: Optional[Decimal] = None
+    free_float: Optional[Decimal] = None

tastytrade/dxfeed/quote.py

@@ -10,29 +10,25 @@ class Quote(Event):
     fields that change with each quote.
     """
 
-    #: symbol of this event
-    eventSymbol: str
-    #: time of this event
-    eventTime: int
     #: sequence of this quote
     sequence: int
     #: microseconds and nanoseconds part of time of the last bid or ask change
-    timeNanoPart: int
+    time_nano_part: int
     #: time of the last bid change
-    bidTime: int
+    bid_time: int
     #: bid exchange code
-    bidExchangeCode: str
+    bid_exchange_code: str
     #: time of the last ask change
-    askTime: int
+    ask_time: int
     #: ask exchange code
-    askExchangeCode: str
+    ask_exchange_code: str
     #: bid price
-    bidPrice: Decimal
+    bid_price: Decimal
     #: ask price
-    askPrice: Decimal
+    ask_price: Decimal
     #: bid size as integer number (rounded toward zero)
     #: or decimal for cryptocurrencies
-    bidSize: Optional[Decimal] = None
+    bid_size: Optional[Decimal] = None
     #: ask size as integer number (rounded toward zero)
     #: or decimal for cryptocurrencies
-    askSize: Optional[Decimal] = None
+    ask_size: Optional[Decimal] = None

tastytrade/dxfeed/summary.py

@@ -15,31 +15,27 @@ 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
-    eventTime: int
     #: identifier of the day that this summary represents
-    dayId: int
+    day_id: int
     #: the price type of the last (close) price for the day
     #: possible values are FINAL | INDICATIVE | PRELIMINARY | REGULAR
-    dayClosePriceType: str
+    day_close_price_type: str
     #: identifier of the previous day that this summary represents
-    prevDayId: int
+    prev_day_id: int
     #: the price type of the last (close) price for the previous day
     #: possible values are FINAL | INDICATIVE | PRELIMINARY | REGULAR
-    prevDayClosePriceType: str
+    prev_day_close_price_type: str
     #: open interest of the symbol as the number of open contracts
-    openInterest: int
+    open_interest: int
     #: the first (open) price for the day
-    dayOpenPrice: Optional[Decimal] = None
+    day_open_price: Optional[Decimal] = None
     #: the maximal (high) price for the day
-    dayHighPrice: Optional[Decimal] = None
+    day_high_price: Optional[Decimal] = None
     #: the minimal (low) price for the day
-    dayLowPrice: Optional[Decimal] = None
+    day_low_price: Optional[Decimal] = None
     #: the last (close) price for the day
-    dayClosePrice: Optional[Decimal] = None
+    day_close_price: Optional[Decimal] = None
     #: the last (close) price for the previous day
-    prevDayClosePrice: Optional[Decimal] = None
+    prev_day_close_price: Optional[Decimal] = None
     #: total volume traded for the previous day
-    prevDayVolume: Optional[Decimal] = None
+    prev_day_volume: Optional[Decimal] = None

tastytrade/dxfeed/theoprice.py

@@ -12,12 +12,8 @@ class TheoPrice(Event):
     this event.
     """
 
-    #: symbol of this event
-    eventSymbol: str
-    #: time of this event
-    eventTime: int
     #: transactional event flags
-    eventFlags: int
+    event_flags: int
     #: unique per-symbol index of this event
     index: int
     #: timestamp of this event in milliseconds
@@ -27,7 +23,7 @@ class TheoPrice(Event):
     #: theoretical price
     price: Decimal
     #: underlying price at the time of theo price computation
-    underlyingPrice: Decimal
+    underlying_price: Decimal
     #: delta of the theoretical price
     delta: Decimal
     #: gamma of the theoretical price

tastytrade/dxfeed/timeandsale.py

@@ -13,42 +13,38 @@ class TimeAndSale(Event):
     correction/cancellation processing.
     """
 
-    #: symbol of this event
-    eventSymbol: str
-    #: time of this event
-    eventTime: int
     #: transactional event flags
-    eventFlags: int
+    event_flags: int
     #: unique per-symbol index of this time and sale event
     index: int
     #: timestamp of the original event
     time: int
     #: microseconds and nanoseconds part of time of the last bid or ask change
-    timeNanoPart: int
+    time_nano_part: int
     #: sequence of this quote
     sequence: int
     #: exchange code of this time and sale event
-    exchangeCode: str
+    exchange_code: str
     #: price of this time and sale event
     price: Decimal
     #: size of this time and sale event as integer number (rounded toward zero)
     size: int
     #: the bid price on the market when this time and sale event occured
-    bidPrice: Decimal
+    bid_price: Decimal
     #: the ask price on the market when this time and sale event occured
-    askPrice: Decimal
+    ask_price: Decimal
     #: sale conditions provided for this event by data feed
-    exchangeSaleConditions: str
+    exchange_sale_conditions: str
     #: transaction is concluded by exempting from compliance with some rule
-    tradeThroughExempt: str
+    trade_through_exempt: str
     #: initiator of the trade
-    aggressorSide: str
+    aggressor_side: str
     #: whether this transaction is a part of a multi-leg order
-    spreadLeg: bool
+    spread_leg: bool
     #: whether this transaction is completed during extended trading hours
-    extendedTradingHours: bool
+    extended_trading_hours: bool
     #: normalized SaleCondition flag
-    validTick: bool
+    valid_tick: bool
     #: type of event - 0: new, 1: correction, 2: cancellation
     type: str
     #: Undocumented; always None

tastytrade/dxfeed/trade.py

@@ -13,32 +13,28 @@ class Trade(Event):
     instrument.
     """
 
-    #: symbol of this event
-    eventSymbol: str
-    #: time of this event
-    eventTime: int
     #: time of the last trade
     time: int
     #: microseconds and nanoseconds time part of the last trade
-    timeNanoPart: int
+    time_nano_part: int
     #: sequence of the last trade
     sequence: int
     #: exchange code of the last trade
-    exchangeCode: str
+    exchange_code: str
     #: identifier of the current trading day
-    dayId: int
+    day_id: int
     #: tick direction of the last trade
     #: possible values are DOWN | UNDEFINED | UP | ZERO | ZERO_DOWN | ZERO_UP
-    tickDirection: str
+    tick_direction: str
     #: whether the last trade was in extended trading hours
-    extendedTradingHours: bool
+    extended_trading_hours: bool
     #: price of the last trade
     price: Decimal
     #: change of the last trade
     change: Optional[Decimal] = None
     #: size of the last trade as integer number (rounded toward zero)
     size: Optional[int] = None
     #: total vlume traded for a day as integer number (rounded toward zero)
-    dayVolume: Optional[int] = None
+    day_volume: Optional[int] = None
     #: total turnover traded for a day
-    dayTurnover: Optional[Decimal] = None
+    day_turnover: Optional[Decimal] = None

tastytrade/dxfeed/underlying.py

@@ -11,12 +11,8 @@ class Underlying(Event):
     corresponding values on the market at any given moment of time.
     """
 
-    #: symbol of this event
-    eventSymbol: str
-    #: time of this event
-    eventTime: int
     #: transactional event flags
-    eventFlags: int
+    event_flags: int
     #: unique per-symbol index of this event
     index: int
     #: timestamp of this event in milliseconds
@@ -26,14 +22,14 @@ class Underlying(Event):
     #: 30-day implied volatility for this underlying based on VIX methodology
     volatility: Decimal
     #: front month implied volatility for the underlying using VIX methodology
-    frontVolatility: Decimal
+    front_volatility: Decimal
     #: back month implied volatility for the underlying using VIX methodology
-    backVolatility: Decimal
+    back_volatility: Decimal
     #: call options traded volume for a day
-    callVolume: int
+    call_volume: int
     #: put options traded volume for a day
-    putVolume: int
+    put_volume: int
     #: options traded volume for a day
-    optionVolume: int
+    option_volume: int
     #: ratio of put options volume to call options volume for a day
-    putCallRatio: Decimal
+    put_call_ratio: Decimal

tastytrade/utils.py

@@ -6,7 +6,7 @@
 
 import pandas_market_calendars as mcal  # type: ignore
 from httpx._models import Response
-from pydantic import BaseModel
+from pydantic import BaseModel, ConfigDict
 
 NYSE = mcal.get_calendar("NYSE")
 TZ = ZoneInfo("US/Eastern")
@@ -230,9 +230,7 @@ class TastytradeJsonDataclass(BaseModel):
     and performs type validation and coercion.
     """
 
-    class Config:
-        alias_generator = _dasherize
-        populate_by_name = True
+    model_config = ConfigDict(alias_generator=_dasherize, populate_by_name=True)
 
 
 def validate_response(response: Response) -> None:

tests/test_dxfeed.py

@@ -24,9 +24,9 @@ def test_parse_infinities_and_nan():
     ]
     summary = Summary.from_stream(summary_data)[0]
     summary = cast(Summary, summary)
-    assert summary.dayOpenPrice is None
-    assert summary.dayClosePrice is None
-    assert summary.dayHighPrice is None
+    assert summary.day_open_price is None
+    assert summary.day_close_price is None
+    assert summary.day_high_price is None
 
 
 def test_malformatted_data():