Merge pull request #198 from alpacahq/agg-timestamp

Add an alias for timestamp for streaming Agg

alpaca_trade_api/entity.py

@@ -130,25 +130,27 @@ def df(self):
 
 
 class _Timestamped(object):
+    _tskeys = ('timestamp',)
+
     def __getattr__(self, key):
         if key in self._raw:
             val = self._raw[key]
-            if key == 'timestamp':
-                return pd.Timestamp(val, tz=NY, unit=self.unit)
+            if key in self._tskeys:
+                return pd.Timestamp(val, tz=NY, unit=self._unit)
             return val
         return getattr(super(), key)
 
 
 class _NanoTimestamped(_Timestamped):
-    unit = 'ns'
+    _unit = 'ns'
 
 
 class _MilliTimestamped(_Timestamped):
-    unit = 'ms'
+    _unit = 'ms'
 
 
 class Agg(_MilliTimestamped, Entity):
-    pass
+    _tskeys = ('timestamp', 'start', 'end')
 
 
 class Aggs(list):
@@ -288,4 +290,7 @@ def df(self):
     "e": "end",
     "vw": "vwap",
     "av": "totalvolume",
+
+    # this is extra alias in the client side
+    "t": "timestamp",
 }

alpaca_trade_api/stream2.py

@@ -131,6 +131,8 @@ def _cast(self, channel, msg):
             return Quote({quote_mapping[k]: v for k,
                           v in msg.items() if k in quote_mapping})
         if channel.startswith('A.') or channel.startswith('AM.'):
+            # to be compatible with REST Agg
+            msg['t'] = msg['s']
             return Agg({agg_mapping[k]: v for k,
                         v in msg.items() if k in agg_mapping})
         return Entity(msg)