12 lines
381 B
Python
12 lines
381 B
Python
from typing import Dict, Any, Iterable
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class FixAdapter:
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def __init__(self, messages: Iterable[Dict[str, Any]]):
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self._messages = list(messages)
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def stream(self):
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# Yield messages emulating FIX field dicts
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for m in self._messages:
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yield {"venue": m.get("venue"), "signal": m.get("signal"), "value": m.get("value"), "ts": m.get("ts")}
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