from polygon import WebSocketClient from polygon.websocket.models import WebSocketMessage, EquityTrade from typing import List c = WebSocketClient(subscriptions=["T.*"]) class MessageHandler: count = 0 def handle_msg(self, msgs: List[WebSocketMessage]): for m in msgs: if type(m) == EquityTrade: print(self.count, m) self.count += 1 h = MessageHandler() def handle_msg(msgs: List[WebSocketMessage]): h.handle_msg(msgs) c.run(handle_msg)