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Continue Databento integration
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cjdsellers committed Dec 22, 2023
1 parent 946d994 commit d5fb56a
Showing 1 changed file with 2 additions and 2 deletions.
4 changes: 2 additions & 2 deletions nautilus_trader/adapters/databento/parsing.py
Original file line number Diff line number Diff line change
Expand Up @@ -438,10 +438,10 @@ def parse_statistics_msg(
stat_type=DatabentoStatisticType(record.stat_type),
update_action=DatabentoStatisticUpdateAction(record.update_action),
price=Price.from_raw(record.price, USD.precision)
if record.price is not (2 * 63 - 1) # TODO: Define a constant for this
if record.price is not (2**63 - 1) # TODO: Define a constant for this
else None,
quantity=Quantity.from_raw(record.quantity, USD.precision)
if record.quantity is not (2 * 31 - 1) # TODO: Define a constant for this
if record.quantity is not (2**31 - 1) # TODO: Define a constant for this
else None,
channel_id=record.channel_id,
stat_flags=record.stat_flags,
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