From 85c602a8ff9accfb65ed09307cf54d352f56c946 Mon Sep 17 00:00:00 2001 From: Tyler Goodlet Date: Wed, 31 Dec 2025 12:52:46 -0500 Subject: [PATCH] binance: add `AggTrade.nq: float`: "normal quantity" field.. --- piker/brokers/binance/feed.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/piker/brokers/binance/feed.py b/piker/brokers/binance/feed.py index b7d68edb..79e5cbeb 100644 --- a/piker/brokers/binance/feed.py +++ b/piker/brokers/binance/feed.py @@ -94,13 +94,15 @@ class L1(Struct): # validation type +# https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Aggregate-Trade-Streams#response-example class AggTrade(Struct, frozen=True): e: str # Event type E: int # Event time s: str # Symbol a: int # Aggregate trade ID p: float # Price - q: float # Quantity + q: float # Quantity with all the market trades + nq: float # Normal quantity without the trades involving RPI orders f: int # First trade ID l: int # noqa Last trade ID T: int # Trade time