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Fix websocket parse of tickers with periods #567

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Merged
justinpolygon merged 1 commit into from
Nov 27, 2023
Merged

Fix websocket parse of tickers with periods #567

justinpolygon merged 1 commit into from
Nov 27, 2023

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@justinpolygon justinpolygon commented Nov 27, 2023 •
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Fixes polygon-io/backend/1474. Tickers like BRK.B were not getting parsed correctly. Changed to logic to only split on the first period and then pass along everything else. #559 has another potential fix but I prefer this once since the overall intention is to split out the event topic and the ticker symbol.

I've tested this and it works as expected:

2023-11-27 13:56:19,066 WebSocketClient DEBUG: sub desired: T.BRK.B
2023-11-27 13:56:19,066 WebSocketClient DEBUG: connect: wss://socket.polygon.io/stocks
2023-11-27 13:56:19,432 WebSocketClient DEBUG: connected: [{"ev":"status","status":"connected","message":"Connected Successfully"}]
2023-11-27 13:56:19,432 WebSocketClient DEBUG: authing...
2023-11-27 13:56:19,517 WebSocketClient DEBUG: authed: [{"ev":"status","status":"auth_success","message":"authenticated"}]
2023-11-27 13:56:19,517 WebSocketClient DEBUG: reconciling: set() {'T.BRK.B'}
2023-11-27 13:56:19,517 WebSocketClient DEBUG: subbing: T.BRK.B
2023-11-27 13:56:19,599 WebSocketClient DEBUG: status: subscribed to: T.BRK.B

EquityTrade(event_type='T', symbol='BRK.B', exchange=4, id='71701683064399', tape=1, price=361.34, size=22949, conditions=[12, 22], timestamp=1701122716429, sequence_number=3111734, trf_id=202, trf_timestamp=1701122716428)
EquityTrade(event_type='T', symbol='BRK.B', exchange=4, id='71701683064627', tape=1, price=361.34, size=6, conditions=[12, 37], timestamp=1701122719469, sequence_number=3111736, trf_id=202, trf_timestamp=1701122719469)

Also tested with the current examples and nothing breaks.

@justinpolygon justinpolygon merged commit dae449f into master Nov 27, 2023
@justinpolygon justinpolygon deleted the jw-fix-backend-1474 branch November 27, 2023 22:19
@justinpolygon justinpolygon mentioned this pull request Nov 27, 2023
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@mmoghaddam385 mmoghaddam385 mmoghaddam385 approved these changes

@jbonzo jbonzo Awaiting requested review from jbonzo

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@justinpolygon @mmoghaddam385