live-gex

from confluent_kafka import Consumer
from unusualwhales.schema_pb2 import Gex, GexStrike, GexStrikeExpiry

# The record key selects the message type.
BY_KEY = {
    b"gex-strike-expiry-v2": GexStrikeExpiry,
    b"gex-strike-v2": GexStrike,
    b"gex-ticker-v2": Gex,
}

# CONFIG comes from the Connecting section of the Kafka overview.
consumer = Consumer(CONFIG | {"group.id": "my-live-gex-consumer"})
consumer.subscribe(["live-gex"])

while True:
    msg = consumer.poll(1.0)
    if msg is None or msg.error():
        continue

    message_type = BY_KEY.get(msg.key())
    if message_type is None:
        continue

    event = message_type()
    event.ParseFromString(msg.value())
    print(event)