Fix BaseStream cast method to handle msgpack.ext.Timestamp (#346)

* fix: timestamp handler in stream

* fix: cast msgpack timestamp

* fix: formatting

* websocket params as base model

* fix: use timestamp param on msgpack.unpackb

* fix: reverted unrelated changes

* fix: comments

* fix: removed unused imports

---------

Co-authored-by: hiohiohio <[email protected]>

.gitignore

@@ -131,3 +131,6 @@ dmypy.json
 #IDE configs
 .idea
 .vscode/
+
+# Cloudflare stuff
+Cloudflare_CA.pem

alpaca/common/websocket.py

@@ -163,9 +163,9 @@ def _cast(self, msg_type: str, msg: Dict) -> Union[BaseModel, RawData]:
         """
         result = msg
         if not self._raw_data:
-            # convert msgpack timestamp to nanoseconds
+
             if "t" in msg:
-                msg["t"] = msg["t"].seconds * int(1e9) + msg["t"].nanoseconds
+                msg["t"] = msg["t"].to_datetime()
 
             if "S" not in msg:
                 return msg
@@ -443,6 +443,8 @@ def run(self) -> None:
         except KeyboardInterrupt:
             print("keyboard interrupt, bye")
             pass
+        finally:
+            self.stop()
 
     def stop(self) -> None:
         """Stops the websocket connection."""

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "alpaca-py"
-version = "0.11.0"
+version = "0.11.1"
 description = "The Official Python SDK for Alpaca APIs"
 authors = [
     "Rahul Chowdhury <[email protected]>",

tests/data/test_websockets.py

@@ -1,33 +1,31 @@
 import pytest
+from msgpack.ext import Timestamp
 
 from alpaca.common.websocket import BaseStream
 from alpaca.data.enums import Exchange
 from alpaca.data.models import Bar, Trade
 
 
 @pytest.fixture
-def ws_client():
-    client = BaseStream("endpoint", "key-id", "secret-key")
-    return client
+def ws_client() -> BaseStream:
+    """Socket client fixture with pydantic models as output."""
+    return BaseStream("endpoint", "key-id", "secret-key")
 
 
 @pytest.fixture
-def raw_ws_client():
-    raw_client = BaseStream("endpoint", "key-id", "secret-key", raw_data=True)
-    return raw_client
+def raw_ws_client() -> BaseStream:
+    """Socket client fixture with raw data output."""
+    return BaseStream("endpoint", "key-id", "secret-key", raw_data=True)
 
 
 @pytest.fixture
-def timestamp():
-    class MockTimestamp:
-        def __init__(self, _seconds, _nanoseconds):
-            self.seconds = _seconds
-            self.nanoseconds = _nanoseconds
+def timestamp() -> Timestamp:
+    """Msgpack mock timestamp."""
+    return Timestamp(seconds=10, nanoseconds=10)
 
-    return MockTimestamp(0, 0)
 
-
-def test_cast(ws_client, raw_ws_client, timestamp):
+def test_cast(ws_client: BaseStream, raw_ws_client: BaseStream, timestamp: Timestamp):
+    """Test the value error in case there's a different timestamp type."""
     # Bar
     bar_msg_type = "b"
     bar_msg_dict = {