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@vgreg vgreg commented Jan 9, 2026

Summary

  • Fixes AttributeError: 'OrderExecutedPriceMessage' object has no attribute 'price' in ITCH 5.0 processing
  • The ITCH 5.0 OrderExecutedPriceMessage class uses execution_price as its attribute name, but code incorrectly referenced message.price
  • Updated 4 files with 6 occurrences of the incorrect attribute access

Files Changed

  • src/meatpy/itch50/itch50_market_processor.py
  • src/meatpy/itch50/itch50_order_event_recorder.py
  • src/meatpy/itch50/itch50_exec_trade_recorder.py
  • src/meatpy/itch50/itch50_top_of_book_message_recorder.py

Test plan

  • All 396 existing tests pass
  • Linting checks pass

Fixes #69

🤖 Generated with Claude Code

…instead of price

The ITCH 5.0 OrderExecutedPriceMessage class uses `execution_price` as its
attribute name, but the code was incorrectly referencing `message.price`.
This fixes the AttributeError when processing OrderExecutedPriceMessage.

Fixes #69

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
@vgreg vgreg linked an issue Jan 9, 2026 that may be closed by this pull request
@vgreg vgreg merged commit 16b68e6 into main Jan 9, 2026
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AttributeError: 'OrderExecutedPriceMessage' object has no attribute 'price'

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