add currency second agg feed topics to event type enums and message p… (#471)

* add currency second agg feed topics to event type enums and message parser

* lint

Author: aitzkovitz

polygon/websocket/models/__init__.py

@@ -8,7 +8,12 @@ def parse_single(data: Dict[str, Any]):
     event_type = data["ev"]
     if event_type in [EventType.EquityAgg.value, EventType.EquityAggMin.value]:
         return EquityAgg.from_dict(data)
-    elif event_type in [EventType.CryptoAgg.value, EventType.ForexAgg.value]:
+    elif event_type in [
+        EventType.CryptoAgg.value,
+        EventType.CryptoAggSec.value,
+        EventType.ForexAgg.value,
+        EventType.ForexAggSec.value,
+    ]:
         return CurrencyAgg.from_dict(data)
     elif event_type == EventType.EquityTrade.value:
         return EquityTrade.from_dict(data)

polygon/websocket/models/common.py

@@ -23,7 +23,9 @@ class EventType(Enum):
     EquityAgg = "A"
     EquityAggMin = "AM"
     CryptoAgg = "XA"
+    CryptoAggSec = "XAS"
     ForexAgg = "CA"
+    ForexAggSec = "CAS"
     EquityTrade = "T"
     CryptoTrade = "XT"
     EquityQuote = "Q"
@@ -34,7 +36,7 @@ class EventType(Enum):
     CryptoL2 = "XL2"
     Value = "V"
     """Launchpad* EventTypes are only available to Launchpad users. These values are the same across all asset classes (
-    stocks, options, forex, crypto). 
+    stocks, options, forex, crypto).
     """
     LaunchpadValue = "LV"
     LaunchpadAggMin = "AM"