Polygon option chains

[jhonabreul]

Description

• Implement Polygon's option chain provider which uses their API to fetch option contracts.
• The IDataQueueUniverseProvider implementation now uses this option chain provider for symbol lookup.
• The data downloader uses this option chain provider to get all contracts for a given canonical option symbol and then fetch data.

Related Issue

Motivation and Context

Using Polygon's API to fetch option chains.

Requires Documentation Change

How Has This Been Tested?

• Unit tests
• Integration with Lean and Lean CLI:
  • Live deployments with Polygon as data queue handler and history provider
  • Backtesting and research with Polygon as data provider

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• Refactor (non-breaking change which improves implementation)
• Performance (non-breaking change which improves performance. Please add associated performance test and results)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Non-functional change (xml comments/documentation/etc)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

[Martin-Molinero]

Thank you! Minor comments shared in slack 👍