Fix Poloniex trade parsing

cryptofeed/exchanges/poloniex.py

@@ -68,18 +68,18 @@ async def _trade(self, msg: dict, timestamp: float):
             }]
         }
         """
-        price = Decimal(msg['data'][0]['price'])
-        amount = Decimal(msg['data'][0]['amount'])
-        t = Trade(
-            msg['data'][0]['id'],
-            self.exchange_symbol_to_std_symbol(msg['data'][0]['symbol']),
-            SELL if msg['data'][0]['takerSide'] == 'sell' else BUY,
-            amount,
-            price,
-            self.timestamp_normalize(msg['data'][0]['ts']),
-            raw=msg
-        )
-        await self.callback(TRADES, t, timestamp)
+        for entry in msg['data']:
+            t = Trade(
+                self.id,
+                self.exchange_symbol_to_std_symbol(entry['symbol']),
+                SELL if entry['takerSide'] == 'sell' else BUY,
+                Decimal(entry['quantity']),
+                Decimal(entry['price']),
+                self.timestamp_normalize(entry['ts']),
+                id=str(entry['id']),
+                raw=msg
+            )
+            await self.callback(TRADES, t, timestamp)
 
     async def _book(self, msg: dict, timestamp: float):
         data = msg['data'][0]

tests/unit/test_poloniex.py

@@ -0,0 +1,110 @@
+'''
+Copyright (C) 2017-2026 Bryant Moscon - bmoscon@gmail.com
+
+Please see the LICENSE file for the terms and conditions
+associated with this software.
+'''
+import asyncio
+from decimal import Decimal
+
+import pytest
+
+from cryptofeed.defines import BUY, POLONIEX, SELL, TRADES
+from cryptofeed.exchanges.poloniex import Poloniex
+from cryptofeed.symbols import Symbols
+
+
+@pytest.fixture
+def poloniex_with_trade_capture():
+    trades = []
+
+    async def capture_trade(trade, receipt_timestamp):
+        trades.append((trade, receipt_timestamp))
+
+    Symbols.clear()
+    Symbols.set(
+        POLONIEX,
+        {
+            'BTC-USDT': 'BTC_USDT',
+            'ETH-USDT': 'ETH_USDT',
+        },
+        {'instrument_type': {'BTC-USDT': 'spot', 'ETH-USDT': 'spot'}},
+    )
+    feed = Poloniex(symbols=['BTC-USDT'], channels=[TRADES], callbacks={TRADES: capture_trade})
+    yield feed, trades
+    Symbols.clear()
+
+
+def test_poloniex_trade_uses_quantity_as_amount_and_preserves_trade_id(poloniex_with_trade_capture):
+    feed, trades = poloniex_with_trade_capture
+    msg = {
+        'channel': 'trades',
+        'data': [{
+            'symbol': 'BTC_USDT',
+            'amount': '364.89973',
+            'quantity': '0.017',
+            'takerSide': 'sell',
+            'createTime': 1661120814818,
+            'price': '21464.69',
+            'id': '60183607',
+            'ts': 1661120814823,
+        }],
+    }
+
+    asyncio.run(feed._trade(msg, 1234.5))
+
+    assert len(trades) == 1
+    trade, receipt_timestamp = trades[0]
+    assert receipt_timestamp == 1234.5
+    assert trade.exchange == POLONIEX
+    assert trade.symbol == 'BTC-USDT'
+    assert trade.side == SELL
+    assert trade.amount == Decimal('0.017')
+    assert trade.price == Decimal('21464.69')
+    assert trade.timestamp == 1661120814.823
+    assert trade.id == '60183607'
+    assert trade.raw == msg
+
+
+def test_poloniex_trade_emits_every_trade_in_batch(poloniex_with_trade_capture):
+    feed, trades = poloniex_with_trade_capture
+    msg = {
+        'channel': 'trades',
+        'data': [
+            {
+                'symbol': 'BTC_USDT',
+                'amount': '248.3516391',
+                'quantity': '0.01149',
+                'takerSide': 'sell',
+                'createTime': 1661123520381,
+                'price': '21614.59',
+                'id': '60184114',
+                'ts': 1661123520386,
+            },
+            {
+                'symbol': 'ETH_USDT',
+                'amount': '180.5000',
+                'quantity': '0.1000',
+                'takerSide': 'buy',
+                'createTime': 1661123521381,
+                'price': '1805.00',
+                'id': 60184115,
+                'ts': 1661123521386,
+            },
+        ],
+    }
+
+    asyncio.run(feed._trade(msg, 1234.5))
+
+    assert len(trades) == 2
+    first, second = [entry[0] for entry in trades]
+    assert first.exchange == POLONIEX
+    assert first.symbol == 'BTC-USDT'
+    assert first.side == SELL
+    assert first.amount == Decimal('0.01149')
+    assert first.id == '60184114'
+    assert second.exchange == POLONIEX
+    assert second.symbol == 'ETH-USDT'
+    assert second.side == BUY
+    assert second.amount == Decimal('0.1000')
+    assert second.id == '60184115'