fix: align WebSocketMessage with parsed event type

Author: pengpengyi92

massive/websocket/models/models.py

@@ -1,4 +1,4 @@
-from typing import Optional, List, Union, NewType
+from typing import List, Optional, Union
 from .common import EventType
 from ...modelclass import modelclass
 
@@ -444,26 +444,21 @@ def from_dict(d):
         )
 
 
-WebSocketMessage = NewType(
-    "WebSocketMessage",
-    List[
-        Union[
-            EquityAgg,
-            CurrencyAgg,
-            EquityTrade,
-            CryptoTrade,
-            EquityQuote,
-            ForexQuote,
-            CryptoQuote,
-            Imbalance,
-            LimitUpLimitDown,
-            Level2Book,
-            IndexValue,
-            LaunchpadValue,
-            FairMarketValue,
-            FuturesTrade,
-            FuturesQuote,
-            FuturesAgg,
-        ]
-    ],
-)
+WebSocketMessage = Union[
+    EquityAgg,
+    CurrencyAgg,
+    EquityTrade,
+    CryptoTrade,
+    EquityQuote,
+    ForexQuote,
+    CryptoQuote,
+    Imbalance,
+    LimitUpLimitDown,
+    Level2Book,
+    IndexValue,
+    LaunchpadValue,
+    FairMarketValue,
+    FuturesTrade,
+    FuturesQuote,
+    FuturesAgg,
+]

test_websocket/test_model_types.py

@@ -0,0 +1,41 @@
+import logging
+import unittest
+
+from massive.websocket import EquityTrade, Market, WebSocketMessage
+from massive.websocket.models import parse, parse_single
+
+
+def accept_message(message: WebSocketMessage) -> WebSocketMessage:
+    """Exercise the public single-message type contract under mypy."""
+    return message
+
+
+class WebSocketModelTypesTest(unittest.TestCase):
+    trade = {
+        "ev": "T",
+        "sym": "AAPL",
+        "x": 10,
+        "i": "5096",
+        "z": 3,
+        "p": 161.87,
+        "s": 300,
+        "c": [14, 41],
+        "t": 1651684192462,
+        "q": 4009402,
+    }
+
+    def test_single_parsed_event_matches_message_contract(self):
+        message = parse_single(self.trade, logging.getLogger(), Market.Stocks)
+
+        self.assertIsInstance(message, EquityTrade)
+        self.assertIs(accept_message(message), message)
+
+    def test_parse_returns_a_batch_of_messages(self):
+        messages = parse([self.trade], logging.getLogger(), Market.Stocks)
+
+        self.assertEqual(len(messages), 1)
+        self.assertIsInstance(messages[0], EquityTrade)
+
+
+if __name__ == "__main__":
+    unittest.main()