Source code for kuhl_haus.mdp.enum.massive_data_queue
"""Queue identifiers for routing incoming market data from Massive.com WebSocket.
Each enum value corresponds to a message type in the real-time data stream.
Messages are dispatched to separate processing queues based on these identifiers
to enable concurrent, type-specific handling in the data pipeline.
"""
from enum import Enum
[docs]
class MassiveDataQueue(Enum):
"""Message type identifiers for Massive.com WebSocket data streams.
Incoming messages are classified and routed to dedicated async queues for
parallel processing. Expect 1,000+ messages/sec at peak market hours.
"""
AGGREGATE = 'aggregate'
TRADES = 'trades'
QUOTES = 'quotes'
HALTS = 'halts'
UNKNOWN = 'unknown'