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Created August 6, 2019 21:07
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Listening for Polygon data updates
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martingale.py
# Listen for second aggregates and perform trading logic
@conn.on(r'A$', [self.symbol])
async def handle_agg(conn, channel, data):
# Update price info
tick_open = self.last_price
tick_close = data.close
self.last_price = tick_close
conn.run([f'A.{self.symbol}'])
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