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binance: add `AggTrade.nq: float`: "normal quantity" field..

Tyler Goodlet 2025-12-31 12:52:46 -05:00
parent b2447a8fe8
commit 85c602a8ff
1 changed files with 3 additions and 1 deletions
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piker/brokers/binance/feed.py
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@ -94,13 +94,15 @@ class L1(Struct):
# validation type # validation type
# https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Aggregate-Trade-Streams#response-example
class AggTrade(Struct, frozen=True): class AggTrade(Struct, frozen=True):
e: str # Event type e: str # Event type
E: int # Event time E: int # Event time
s: str # Symbol s: str # Symbol
a: int # Aggregate trade ID a: int # Aggregate trade ID
p: float # Price 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 f: int # First trade ID
l: int # noqa Last trade ID l: int # noqa Last trade ID
T: int # Trade time T: int # Trade time