Python Short-Form and TWAP

import asyncio
import os
from polynode import AsyncPolyNode

async def main() -> None:
    async with AsyncPolyNode(api_key=os.environ["POLYNODE_API_KEY"]) as pn:
        stream = pn.ws.short_form(
            "5m",
            coins=["btc", "eth", "sol"],
        )

        def on_rotation(rotation) -> None:
            for market in rotation.markets:
                print({
                    "coin": market.coin,
                    "slug": market.slug,
                    "feed": market.chainlink_feed,
                    "twap_window_seconds": market.twap_window_seconds,
                    "price_to_beat": market.price_to_beat,
                })

        stream.on("rotation", on_rotation)
        stream.on("settlement", print)
        stream.on("error", print)

        try:
            await asyncio.Event().wait()
        finally:
            stream.stop()
            pn.ws.disconnect()

asyncio.run(main())

prices = await (
    pn.ws.subscribe("chainlink")
    .feeds(["BTC/USD", "ETH/USD"])
    .twap_windows([30, 60])
    .send()
)

print(prices.price_source, prices.twap_windows)
prices.on("price_feed", lambda event: print(
    event.feed, event.price, event.is_twap, event.twap_window_seconds
))