Workaround fix for the bugs in the Schwab Streaming API because of the lot vs share size changes

schwab_api_bugs_temp_fix.py

            l2_quote["service"] = event["service"]
            if l2_quote["service"].upper() == "NYSE_BOOK":
                # Apply the volume fix - divide volume by 100 for all asks and bids for all exchanges
                bidLevelContainer = l2_quote["BIDS"]
                for bidLevel in bidLevelContainer:
                    bidLevelVolume = 0
                    for bidRow in bidLevel["BIDS"]:
                        bidRow["BID_VOLUME"] = bidRow["BID_VOLUME"] / 100.0
                        bidLevelVolume += bidRow["BID_VOLUME"]
                    bidLevel["TOTAL_VOLUME_ORIG"] = bidLevel["TOTAL_VOLUME"]
                    bidLevel["TOTAL_VOLUME"] = bidLevelVolume
                    # Sort the bidLevel.BIDS by volume descending
                    #bidLevel["BIDS"].sort(key=lambda x: x["BID_VOLUME"], reverse=True)
                askLevelContainer = l2_quote["ASKS"]
                for askLevel in askLevelContainer:
                    askLevelVolume = 0
                    for askRow in askLevel["ASKS"]:
                        askRow["ASK_VOLUME"] = askRow["ASK_VOLUME"] / 100.0
                        askLevelVolume += askRow["ASK_VOLUME"]
                    askLevel["TOTAL_VOLUME_ORIG"] = askLevel["TOTAL_VOLUME"]
                    askLevel["TOTAL_VOLUME"] = askLevelVolume
                    # Sort the askLevel.ASKS by volume descending
                    #askLevel["ASKS"].sort(key=lambda x: x["ASK_VOLUME"], reverse=True)
            elif l2_quote["service"].upper() == "NASDAQ_BOOK":
                # For all bids and asks, remove row for the exchange = NSDQ if exchange = Q is present in the same bidLevel/askLevel
                bidLevelContainer = l2_quote["BIDS"]
                for bidLevel in bidLevelContainer:
                    exchanges_in_level = set()
                    for bidRow in bidLevel["BIDS"]:
                        exchanges_in_level.add(bidRow["EXCHANGE"].upper())
                    if "Q" in exchanges_in_level:
                        # Remove NSDQ rows
                        bidLevel["BIDS"] = [bidRow for bidRow in bidLevel["BIDS"] if bidRow["EXCHANGE"].upper() != "NSDQ"]
                    # Recompute the TOTAL_VOLUME
                    bidLevelVolume = 0
                    for bidRow in bidLevel["BIDS"]:
                        bidLevelVolume += bidRow["BID_VOLUME"]
                    bidLevel["TOTAL_VOLUME_ORIG"] = bidLevel["TOTAL_VOLUME"]
                    bidLevel["TOTAL_VOLUME"] = bidLevelVolume
                askLevelContainer = l2_quote["ASKS"]
                for askLevel in askLevelContainer:
                    exchanges_in_level = set()
                    for askRow in askLevel["ASKS"]:
                        exchanges_in_level.add(askRow["EXCHANGE"].upper())
                    if "Q" in exchanges_in_level:
                        # Remove NSDQ rows
                        askLevel["ASKS"] = [askRow for askRow in askLevel["ASKS"] if askRow["EXCHANGE"].upper() != "NSDQ"]
                    # Recompute the TOTAL_VOLUME
                    askLevelVolume = 0
                    for askRow in askLevel["ASKS"]:
                        askLevelVolume += askRow["ASK_VOLUME"]
                    askLevel["TOTAL_VOLUME_ORIG"] = askLevel["TOTAL_VOLUME"]
                    askLevel["TOTAL_VOLUME"] = askLevelVolume

thanks