itchfeed 1.0.4__tar.gz → 1.0.6__tar.gz

{itchfeed-1.0.4/itchfeed.egg-info → itchfeed-1.0.6}/PKG-INFO

@@ -1,13 +1,12 @@
 Metadata-Version: 2.4
 Name: itchfeed
-Version: 1.0.4
+Version: 1.0.6
 Summary: Simple parser for ITCH messages
-Home-page: https://github.com/bbalouki/itch
-Download-URL: https://pypi.org/project/itchfeed/
-Author: Bertin Balouki SIMYELI
-Author-email: <bertin@bbstrader.com>
-Maintainer: Bertin Balouki SIMYELI
-License: The MIT License (MIT)
+Author-email: Bertin Balouki SIMYELI <bertin@bbs-trading.com>
+Maintainer-email: Bertin Balouki SIMYELI <bertin@bbs-trading.com>
+License-Expression: MIT
+Project-URL: Homepage, https://github.com/bbalouki/itch
+Project-URL: Download, https://pypi.org/project/itchfeed/
 Project-URL: Source Code, https://github.com/bbalouki/itch
 Keywords: Finance,Financial,Quantitative,Equities,Totalview-ITCH,Totalview,Nasdaq-ITCH,Nasdaq,ITCH,Data,Feed,ETFs,Funds,Trading,Investing
 Classifier: Development Status :: 5 - Production/Stable
@@ -19,20 +18,7 @@ Classifier: Operating System :: OS Independent
 Description-Content-Type: text/markdown
 License-File: LICENSE
 Requires-Dist: pytest
-Dynamic: author
-Dynamic: author-email
-Dynamic: classifier
-Dynamic: description
-Dynamic: description-content-type
-Dynamic: download-url
-Dynamic: home-page
-Dynamic: keywords
-Dynamic: license
 Dynamic: license-file
-Dynamic: maintainer
-Dynamic: project-url
-Dynamic: requires-dist
-Dynamic: summary
 
 # Nasdaq TotalView-ITCH 5.0 Parser
 [![PYPI Version](https://img.shields.io/pypi/v/itchfeed)](https://pypi.org/project/itchfeed/)
@@ -59,7 +45,7 @@ Dynamic: summary
 *   [Data Representation](#data-representation)
     *   [Common Attributes of `MarketMessage`](#common-attributes-of-marketmessage)
     *   [Common Methods of `MarketMessage`](#common-methods-of-marketmessage)
-    *   [Serializing Messages with `pack()`](#serializing-messages-with-pack)
+    *   [Serializing Messages with `to_bytes()`](#serializing-messages-with-to_bytes)
     *   [Data Types in Parsed Messages](#data-types-in-parsed-messages)
 *   [Error Handling](#error-handling)
     *   [Handling Strategies](#handling-strategies)
@@ -111,6 +97,8 @@ After installation (typically via pip), import the necessary modules directly in
 
 ## Usage
 
+Download some sample data [here](https://emi.nasdaq.com/ITCH/Nasdaq%20ITCH/)
+
 ### Parsing from a Binary File
 
 This is useful for processing historical ITCH data stored in files. The `MessageParser` handles buffering efficiently.
@@ -131,9 +119,8 @@ parser = MessageParser() # Parses all messages by default
 
 # Path to your ITCH 5.0 data file
 itch_file_path = 'path/to/your/data'
-# you can find sample data [here](https://emi.nasdaq.com/ITCH/Nasdaq%20ITCH/)
 
-# The `read_message_from_file()` method reads the ITCH data in chunks.
+# The `parse_file()` method reads the ITCH data in chunks.
 # - `cachesize` (optional, default: 65536 bytes): This parameter determines the size of data chunks
 #   read from the file at a time. Adjusting this might impact performance for very large files
 #   or memory usage, but the default is generally suitable.
@@ -144,13 +131,9 @@ itch_file_path = 'path/to/your/data'
 
 try:
     with open(itch_file_path, 'rb') as itch_file:
-        # read_message_from_file returns a list of parsed message objects
-        parsed_messages = parser.read_message_from_file(itch_file) # You can also pass cachesize here, e.g., parser.read_message_from_file(itch_file, cachesize=131072)
-
-        print(f"Parsed {len(parsed_messages)} messages.")
-
+        # parse_file returns an Iterator of parsed message objects
         # Process the messages
-        for message in parsed_messages:
+        for message in parser.parse_file(itch_file):
             # Access attributes directly
             print(f"Type: {message.message_type.decode()}, Timestamp: {message.timestamp}")
 
@@ -170,8 +153,8 @@ try:
 
 except FileNotFoundError:
     print(f"Error: File not found at {itch_file_path}")
-except Exception as e:
-    print(f"An error occurred: {e}")
+except ValueError as e:
+    print(f"An error occurred during parsing: {e}")
 
 ```
 
@@ -192,14 +175,8 @@ parser = MessageParser()
 # Example: \x00\x0bS...\x00\x25R...\x00\x27F...
 raw_binary_data: bytes = b"..." # Your raw ITCH 5.0 data chunk
 
-# read_message_from_bytes returns a queue of parsed message objects
-message_queue: Queue = parser.read_message_from_bytes(raw_binary_data)
-
-print(f"Parsed {message_queue.qsize()} messages from the byte chunk.")
-
-# Process messages from the queue
-while not message_queue.empty():
-    message = message_queue.get()
+# parse_stream returns an Iterator of parsed message objects
+for message in parser.parse_stream(raw_binary_data)
 
     print(f"Type: {message.message_type.decode()}, Timestamp: {message.timestamp}")
 
@@ -276,10 +253,10 @@ for message_type, sample_data in TEST_DATA.items():
     print(f"Creating message of type {message_type}")
     message = create_message(message_type, **sample_data)
     print(f"Created message: {message}")
-    print(f"Packed message: {message.pack()}")
+    print(f"Packed message: {message.to_bytes()}")
     print(f"Message size: {message.message_size}")
     print(f"Message Attributes: {message.get_attributes()}")
-    assert len(message.pack()) ==  message.message_size
+    assert len(message.to_bytes()) ==  message.message_size
     print()
 ```
 
@@ -388,14 +365,14 @@ The `MarketMessage` base class, and therefore all specific message classes, prov
     *   Returns a dictionary of all attributes (fields) of the message instance, along with their current values.
     *   This can be useful for generic inspection or logging of message contents without needing to know the specific type of the message beforehand.
 
-### Serializing Messages with `pack()`
+### Serializing Messages with `to_bytes()`
 
-Each specific message class (e.g., `SystemEventMessage`, `AddOrderNoMPIAttributionMessage`) also provides a `pack()` method. This method is the inverse of the parsing process.
+Each specific message class (e.g., `SystemEventMessage`, `AddOrderNoMPIAttributionMessage`) also provides a `to_bytes()` method. This method is the inverse of the parsing process.
 
 *   **Purpose:** It serializes the message object, with its current attribute values, back into its raw ITCH 5.0 binary format. The output is a `bytes` object representing the exact byte sequence that would appear in an ITCH data feed for that message.
 *   **Usefulness:**
     *   **Generating Test Data:** Create custom ITCH messages for testing your own ITCH processing applications.
-    *   **Modifying Messages:** Parse an existing message, modify some of its attributes, and then `pack()` it back into binary form.
+    *   **Modifying Messages:** Parse an existing message, modify some of its attributes, and then `to_bytes()` it back into binary form.
     *   **Creating Custom ITCH Feeds:** While more involved, you could use this to construct sequences of ITCH messages for specialized scenarios.
 
 **Example:**
@@ -415,21 +392,21 @@ import time
 #     for packing requires setting attributes manually if not using raw bytes for construction)
 
 event_msg = SystemEventMessage.__new__(SystemEventMessage) # Create instance without calling __init__
-event_msg.message_type = b'S' # Must be set for pack() to know its type
+event_msg.message_type = b'S' # Must be set for to_bytes() to know its type
 event_msg.stock_locate = 0 # Placeholder or actual value
 event_msg.tracking_number = 0 # Placeholder or actual value
 event_msg.event_code = b'O' # Example: Start of Messages
 
 # 2. Set the timestamp.
 #    The `timestamp` attribute (nanoseconds since midnight) must be set.
-#    The `pack()` method will internally use `split_timestamp()` to get the parts.
+#    The `to_bytes()` method will internally use `split_timestamp()` to get the parts.
 current_nanoseconds = int(time.time() * 1e9) % (24 * 60 * 60 * int(1e9))
 event_msg.timestamp = current_nanoseconds # Directly set the nanosecond timestamp
 
 # 3. Pack the message into binary format.
-#    The pack() method prepends the message type and then packs stock_locate,
+#    The to_bytes() method prepends the message type and then packs stock_locate,
 #    tracking_number, the split timestamp, and then the message-specific fields.
-packed_bytes = event_msg.pack()
+packed_bytes = event_msg.to_bytes()
 
 # 4. The result is a bytes object
 print(f"Packed {len(packed_bytes)} bytes: {packed_bytes.hex().upper()}")
@@ -462,11 +439,12 @@ Common scenarios that can lead to a `ValueError` include:
 
 It's crucial to anticipate these errors in your application:
 
-*   **Use `try-except` Blocks:** Wrap your parsing calls (especially `read_message_from_file` or `read_message_from_bytes`) in `try-except ValueError as e:` blocks.
+*   **Use `try-except` Blocks:** Wrap your parsing calls (especially `parse_file` or `parse_stream`) in `try-except ValueError as e:` blocks.
     ```python
     try:
         # ... parsing operations ...
-        messages = parser.read_message_from_file(itch_file)
+        for message in parser.parse_file(itch_file):
+            ...
     except ValueError as e:
         print(f"An error occurred during parsing: {e}")
         # Log the error, problematic data chunk, or take other actions

{itchfeed-1.0.4 → itchfeed-1.0.6}/README.md

@@ -23,7 +23,7 @@
 *   [Data Representation](#data-representation)
     *   [Common Attributes of `MarketMessage`](#common-attributes-of-marketmessage)
     *   [Common Methods of `MarketMessage`](#common-methods-of-marketmessage)
-    *   [Serializing Messages with `pack()`](#serializing-messages-with-pack)
+    *   [Serializing Messages with `to_bytes()`](#serializing-messages-with-to_bytes)
     *   [Data Types in Parsed Messages](#data-types-in-parsed-messages)
 *   [Error Handling](#error-handling)
     *   [Handling Strategies](#handling-strategies)
@@ -75,6 +75,8 @@ After installation (typically via pip), import the necessary modules directly in
 
 ## Usage
 
+Download some sample data [here](https://emi.nasdaq.com/ITCH/Nasdaq%20ITCH/)
+
 ### Parsing from a Binary File
 
 This is useful for processing historical ITCH data stored in files. The `MessageParser` handles buffering efficiently.
@@ -95,9 +97,8 @@ parser = MessageParser() # Parses all messages by default
 
 # Path to your ITCH 5.0 data file
 itch_file_path = 'path/to/your/data'
-# you can find sample data [here](https://emi.nasdaq.com/ITCH/Nasdaq%20ITCH/)
 
-# The `read_message_from_file()` method reads the ITCH data in chunks.
+# The `parse_file()` method reads the ITCH data in chunks.
 # - `cachesize` (optional, default: 65536 bytes): This parameter determines the size of data chunks
 #   read from the file at a time. Adjusting this might impact performance for very large files
 #   or memory usage, but the default is generally suitable.
@@ -108,13 +109,9 @@ itch_file_path = 'path/to/your/data'
 
 try:
     with open(itch_file_path, 'rb') as itch_file:
-        # read_message_from_file returns a list of parsed message objects
-        parsed_messages = parser.read_message_from_file(itch_file) # You can also pass cachesize here, e.g., parser.read_message_from_file(itch_file, cachesize=131072)
-
-        print(f"Parsed {len(parsed_messages)} messages.")
-
+        # parse_file returns an Iterator of parsed message objects
         # Process the messages
-        for message in parsed_messages:
+        for message in parser.parse_file(itch_file):
             # Access attributes directly
             print(f"Type: {message.message_type.decode()}, Timestamp: {message.timestamp}")
 
@@ -134,8 +131,8 @@ try:
 
 except FileNotFoundError:
     print(f"Error: File not found at {itch_file_path}")
-except Exception as e:
-    print(f"An error occurred: {e}")
+except ValueError as e:
+    print(f"An error occurred during parsing: {e}")
 
 ```
 
@@ -156,14 +153,8 @@ parser = MessageParser()
 # Example: \x00\x0bS...\x00\x25R...\x00\x27F...
 raw_binary_data: bytes = b"..." # Your raw ITCH 5.0 data chunk
 
-# read_message_from_bytes returns a queue of parsed message objects
-message_queue: Queue = parser.read_message_from_bytes(raw_binary_data)
-
-print(f"Parsed {message_queue.qsize()} messages from the byte chunk.")
-
-# Process messages from the queue
-while not message_queue.empty():
-    message = message_queue.get()
+# parse_stream returns an Iterator of parsed message objects
+for message in parser.parse_stream(raw_binary_data)
 
     print(f"Type: {message.message_type.decode()}, Timestamp: {message.timestamp}")
 
@@ -240,10 +231,10 @@ for message_type, sample_data in TEST_DATA.items():
     print(f"Creating message of type {message_type}")
     message = create_message(message_type, **sample_data)
     print(f"Created message: {message}")
-    print(f"Packed message: {message.pack()}")
+    print(f"Packed message: {message.to_bytes()}")
     print(f"Message size: {message.message_size}")
     print(f"Message Attributes: {message.get_attributes()}")
-    assert len(message.pack()) ==  message.message_size
+    assert len(message.to_bytes()) ==  message.message_size
     print()
 ```
 
@@ -352,14 +343,14 @@ The `MarketMessage` base class, and therefore all specific message classes, prov
     *   Returns a dictionary of all attributes (fields) of the message instance, along with their current values.
     *   This can be useful for generic inspection or logging of message contents without needing to know the specific type of the message beforehand.
 
-### Serializing Messages with `pack()`
+### Serializing Messages with `to_bytes()`
 
-Each specific message class (e.g., `SystemEventMessage`, `AddOrderNoMPIAttributionMessage`) also provides a `pack()` method. This method is the inverse of the parsing process.
+Each specific message class (e.g., `SystemEventMessage`, `AddOrderNoMPIAttributionMessage`) also provides a `to_bytes()` method. This method is the inverse of the parsing process.
 
 *   **Purpose:** It serializes the message object, with its current attribute values, back into its raw ITCH 5.0 binary format. The output is a `bytes` object representing the exact byte sequence that would appear in an ITCH data feed for that message.
 *   **Usefulness:**
     *   **Generating Test Data:** Create custom ITCH messages for testing your own ITCH processing applications.
-    *   **Modifying Messages:** Parse an existing message, modify some of its attributes, and then `pack()` it back into binary form.
+    *   **Modifying Messages:** Parse an existing message, modify some of its attributes, and then `to_bytes()` it back into binary form.
     *   **Creating Custom ITCH Feeds:** While more involved, you could use this to construct sequences of ITCH messages for specialized scenarios.
 
 **Example:**
@@ -379,21 +370,21 @@ import time
 #     for packing requires setting attributes manually if not using raw bytes for construction)
 
 event_msg = SystemEventMessage.__new__(SystemEventMessage) # Create instance without calling __init__
-event_msg.message_type = b'S' # Must be set for pack() to know its type
+event_msg.message_type = b'S' # Must be set for to_bytes() to know its type
 event_msg.stock_locate = 0 # Placeholder or actual value
 event_msg.tracking_number = 0 # Placeholder or actual value
 event_msg.event_code = b'O' # Example: Start of Messages
 
 # 2. Set the timestamp.
 #    The `timestamp` attribute (nanoseconds since midnight) must be set.
-#    The `pack()` method will internally use `split_timestamp()` to get the parts.
+#    The `to_bytes()` method will internally use `split_timestamp()` to get the parts.
 current_nanoseconds = int(time.time() * 1e9) % (24 * 60 * 60 * int(1e9))
 event_msg.timestamp = current_nanoseconds # Directly set the nanosecond timestamp
 
 # 3. Pack the message into binary format.
-#    The pack() method prepends the message type and then packs stock_locate,
+#    The to_bytes() method prepends the message type and then packs stock_locate,
 #    tracking_number, the split timestamp, and then the message-specific fields.
-packed_bytes = event_msg.pack()
+packed_bytes = event_msg.to_bytes()
 
 # 4. The result is a bytes object
 print(f"Packed {len(packed_bytes)} bytes: {packed_bytes.hex().upper()}")
@@ -426,11 +417,12 @@ Common scenarios that can lead to a `ValueError` include:
 
 It's crucial to anticipate these errors in your application:
 
-*   **Use `try-except` Blocks:** Wrap your parsing calls (especially `read_message_from_file` or `read_message_from_bytes`) in `try-except ValueError as e:` blocks.
+*   **Use `try-except` Blocks:** Wrap your parsing calls (especially `parse_file` or `parse_stream`) in `try-except ValueError as e:` blocks.
     ```python
     try:
         # ... parsing operations ...
-        messages = parser.read_message_from_file(itch_file)
+        for message in parser.parse_file(itch_file):
+            ...
     except ValueError as e:
         print(f"An error occurred during parsing: {e}")
         # Log the error, problematic data chunk, or take other actions

itchfeed-1.0.6/itch/__init__.py

@@ -0,0 +1,17 @@
+"""
+Nasdaq TotalView-ITCH 5.0 Parser
+"""
+
+__author__ = "Bertin Balouki SIMYELI"
+__copyright__ = "2025 Bertin Balouki SIMYELI"
+__email__ = "bertin@bbs-trading.com"
+__license__ = "MIT"
+
+from importlib.metadata import version, PackageNotFoundError
+
+try:
+    __version__ = version("itchfeed")
+except PackageNotFoundError:
+    __version__ = "unknown"
+
+

{itchfeed-1.0.4 → itchfeed-1.0.6}/itch/messages.py

@@ -13,13 +13,21 @@ class MarketMessage(object):
 
     All Message have the following attributes:
     - message_type: A single letter that identify the message
+    - timestamp: Time at which the message was generated (Nanoseconds past midnight)
+    - stock_locate: Locate code identifying the security
+    - tracking_number: Nasdaq internal tracking number
+
+    The following attributes are not part of the message, but are used to describe the message:
     - description: Describe the message
     - message_format: string format using to unpack the message
     - message_pack_format: string format using to pack the message
     - message_size: The size in bytes of the message
-    - timestamp: Time at which the message was generated (Nanoseconds past midnight)
-    - stock_locate: Locate code identifying the security
-    - tracking_number: Nasdaq internal tracking number
+
+    # NOTE:
+    Prices are integers fields supplied with an associated precision.  When converted to a decimal format, prices are in 
+    fixed point format, where the precision defines the number of decimal places. For example, a field flagged as Price 
+    (4) has an implied 4 decimal places.  The maximum value of price (4) in TotalView ITCH is 200,000.0000 (decimal, 
+    77359400 hex). ``price_precision`` is 4 for all messages except MWCBDeclineLeveMessage where ``price_precision`` is 8.
     """
 
     message_type: bytes
@@ -32,13 +40,24 @@ class MarketMessage(object):
     tracking_number: int
     price_precision: int = 4
 
-    def __repr__(self):
+    def __repr__(self) -> str:
         return repr(self.decode())
 
-    def pack(self) -> bytes:
+    def __bytes__(self) -> bytes:
+        return self.to_bytes()
+
+    def to_bytes(self) -> bytes: # type: ignore
         """
         Packs the message into bytes using the defined message_pack_format.
         This method should be overridden by subclasses to include specific fields.
+
+        Note:
+            All packed messages do not include 
+            - ``description``, 
+            - ``message_format``, 
+            - ``message_pack_format``, 
+            - ``message_size`` 
+            - ``price_precision``
         """
         pass
 
@@ -90,9 +109,7 @@ class MarketMessage(object):
         ts1 = self.timestamp >> 32
         ts2 = self.timestamp - (ts1 << 32)
         return (ts1, ts2)
-        ts1 = self.timestamp >> 32
-        ts2 = self.timestamp - (ts1 << 32)
-        return (ts1, ts2)
+
 
     def decode_price(self, price_attr: str) -> float:
         precision = getattr(self, "price_precision")
@@ -166,7 +183,7 @@ class SystemEventMessage(MarketMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -288,7 +305,7 @@ class StockDirectoryMessage(MarketMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -368,7 +385,7 @@ class StockTradingActionMessage(MarketMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -429,7 +446,7 @@ class RegSHOMessage(MarketMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -491,7 +508,7 @@ class MarketParticipantPositionMessage(MarketMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -542,7 +559,7 @@ class MWCBDeclineLeveMessage(MarketMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -587,7 +604,7 @@ class MWCBStatusMessage(MarketMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -648,7 +665,7 @@ class IPOQuotingPeriodUpdateMessage(MarketMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -704,7 +721,7 @@ class LULDAuctionCollarMessage(MarketMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -769,7 +786,7 @@ class OperationalHaltMessage(MarketMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -832,7 +849,7 @@ class AddOrderNoMPIAttributionMessage(AddOrderMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -886,7 +903,7 @@ class AddOrderMPIDAttribution(AddOrderMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -957,7 +974,7 @@ class OrderExecutedMessage(ModifyOrderMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -1025,7 +1042,7 @@ class OrderExecutedWithPriceMessage(ModifyOrderMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -1071,7 +1088,7 @@ class OrderCancelMessage(ModifyOrderMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -1111,7 +1128,7 @@ class OrderDeleteMessage(ModifyOrderMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -1164,7 +1181,7 @@ class OrderReplaceMessage(ModifyOrderMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -1238,7 +1255,7 @@ class NonCrossTradeMessage(TradeMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -1309,7 +1326,7 @@ class CrossTradeMessage(TradeMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -1359,7 +1376,7 @@ class BrokenTradeMessage(TradeMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -1441,7 +1458,7 @@ class NOIIMessage(MarketMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -1496,7 +1513,7 @@ class RetailPriceImprovementIndicator(MarketMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -1559,7 +1576,7 @@ class DLCRMessage(MarketMessage):
         ) = struct.unpack(self.message_format, message[1:])
         self.set_timestamp(timestamp1, timestamp2)
 
-    def pack(self):
+    def to_bytes(self):
         (timestamp1, timestamp2) = self.split_timestamp()
         message = struct.pack(
             self.message_pack_format,
@@ -1579,8 +1596,8 @@ class DLCRMessage(MarketMessage):
         )
         return message
 
-
-messages: Dict[bytes, Type[MarketMessage]] = {
+messages: Dict[bytes, Type[MarketMessage]]
+messages = {
     b"S": SystemEventMessage,
     b"R": StockDirectoryMessage,
     b"H": StockTradingActionMessage,
@@ -1607,7 +1624,7 @@ messages: Dict[bytes, Type[MarketMessage]] = {
 }
 
 
-def create_message(message_type: bytes, **kwargs) -> Type[MarketMessage]:
+def create_message(message_type: bytes, **kwargs) -> MarketMessage:
     """
     Creates a new message of a given type with specified attributes.