add data classes for ticker message

messages/TickerData.py

@@ -0,0 +1,47 @@
+from dataclasses import dataclass
+from typing import Generic, TypeVar, Optional
+import json
+
+T = TypeVar('T')
+
+@dataclass
+class TickerData:
+    symbol: str
+    tickDirection: str
+    price24hPcnt: str
+    lastPrice: str
+    prevPrice24h: str
+    highPrice24h: str
+    lowPrice24h: str
+    prevPrice1h: str
+    markPrice: str
+    indexPrice: str
+    openInterest: str
+    openInterestValue: str
+    turnover24h: str
+    volume24h: str
+    nextFundingTime: str
+    fundingRate: str
+    bid1Price: str
+    bid1Size: str
+    ask1Price: str
+    ask1Size: str
+
+@dataclass
+class Message(Generic[T]):
+    topic: str
+    type: str
+    data: Optional[T] = None
+    cs: Optional[int] = None
+    ts: Optional[int] = None
+
+    @staticmethod
+    def from_json(json_dict: dict) -> 'Message[T]':
+        if json_dict['topic'].startswith("tickers"):
+            data = TickerData(**json_dict['data'])
+        else:
+            data = None
+
+        json_dict.pop('data', None)
+        return Message(**json_dict, data=data)
+