remove dxfeed REST; dxfeed to occ helper; add earnings #120
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Description
Adds a new
EarningsReport
object that contains information about the next earnings date, EPS estimates and miss. This is contained in theMarketMetricInfo
class but was not documented so had to be dug up with MITM.Removes the old dxfeed REST API calls from the
ProductionSession
class as they don't seem to be working anymore :( though they were never officially documented to begin with.Adds a helper function
Option.streamer_symbol_to_occ
to get an equivalent OCC symbol from the dxfeed format. This is helpful when you need to go from fetched greeks to a specific option, for example. The reverse (OCC to dxfeed) is unnecessary because you can just callOption.get_option(session, symbol).streamer_symbol
.Related issue(s)
Fixes #116
Pre-merge checklist
Please note that, in order to pass the tests, you'll need to set up your Tastytrade credentials as repository secrets on your local fork. Read more at CONTRIBUTING.md.