trade-cancels

from confluent_kafka import Consumer
from unusualwhales.schema_pb2 import OptionTradeCancel, TradeCancel

# The record key selects the message type.
BY_KEY = {
    b"option-trade": OptionTradeCancel,
    b"stock-trade": TradeCancel,
}

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

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)