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Update market subscriptions to use the new endpoint and handle compact stream data. #22

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merged 6 commits into from
Nov 25, 2024

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@kw kw commented Nov 20, 2024

Updates the market data subscription code.

This switches to using the supported endpoint, as well as adding support
for interpreting results when the feed data type is COMPACT.

Also performs some minor logging and threading improvements.

Fixes #17

@kw kw marked this pull request as ready for review November 20, 2024 23:10
@kw kw requested a review from amamparo November 20, 2024 23:10
@kw kw merged commit e351b0f into master Nov 25, 2024
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@kw kw deleted the update-market-subscriptions branch November 25, 2024 18:28
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error in market_data.subscribe / __handle_feed_event (TypeError: string indices must be integers)
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