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binance: mk AggTrade.nq optional.. #67

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goodboy merged 2 commits from binance_nq_hotfix into main 2026-01-22 03:20:27 +00:00
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1 changed files with 3 additions and 2 deletions
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piker/brokers/binance/feed.py
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@ -102,12 +102,13 @@ class AggTrade(Struct, frozen=True):
a: int # Aggregate trade ID
p: float # Price
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
m: bool # Is the buyer the market maker?
M: bool | None = None # Ignore
M: bool|None = None # Ignore
nq: float|None = None # Normal quantity without the trades involving RPI orders
# ^XXX https://developers.binance.com/docs/derivatives/change-log#2025-12-29
async def stream_messages(