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Merged
justinpolygon merged 1 commit into from
Mar 5, 2026
Merged

Sync client-python with OpenAPI spec #1005

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75 changes: 75 additions & 0 deletions massive/rest/models/financials.py
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Original file line number Diff line number Diff line change
Expand Up @@ -920,3 +920,78 @@ def from_dict(d):
taxonomy=d.get("taxonomy"),
tertiary_category=d.get("tertiary_category"),
)


@modelclass
class FilingSection:
"""SEC document text section from a 10-K/10-Q (raw text content)."""

cik: Optional[str] = None
filing_date: Optional[str] = None
filing_url: Optional[str] = None
period_end: Optional[str] = None
section: Optional[str] = None
text: Optional[str] = None
ticker: Optional[str] = None

@staticmethod
def from_dict(d):
return FilingSection(
cik=d.get("cik"),
filing_date=d.get("filing_date"),
filing_url=d.get("filing_url"),
period_end=d.get("period_end"),
section=d.get("section"),
text=d.get("text"),
ticker=d.get("ticker"),
)


@modelclass
class Filing8K:
"""Parsed 8-K filing with item-level text content."""

accession_number: Optional[str] = None
cik: Optional[str] = None
filing_date: Optional[str] = None
filing_url: Optional[str] = None
form_type: Optional[str] = None
items_text: Optional[str] = None
ticker: Optional[str] = None

@staticmethod
def from_dict(d):
return Filing8K(
accession_number=d.get("accession_number"),
cik=d.get("cik"),
filing_date=d.get("filing_date"),
filing_url=d.get("filing_url"),
form_type=d.get("form_type"),
items_text=d.get("items_text"),
ticker=d.get("ticker"),
)


@modelclass
class FilingIndex:
"""Master index entry for any SEC filing (10-K, 8-K, 10-Q, etc.)."""

accession_number: Optional[str] = None
cik: Optional[str] = None
filing_date: Optional[str] = None
filing_url: Optional[str] = None
form_type: Optional[str] = None
issuer_name: Optional[str] = None
ticker: Optional[str] = None

@staticmethod
def from_dict(d):
return FilingIndex(
accession_number=d.get("accession_number"),
cik=d.get("cik"),
filing_date=d.get("filing_date"),
filing_url=d.get("filing_url"),
form_type=d.get("form_type"),
issuer_name=d.get("issuer_name"),
ticker=d.get("ticker"),
)
162 changes: 134 additions & 28 deletions massive/rest/models/snapshot.py
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Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,8 @@

@modelclass
class MinuteSnapshot:
"Most recent minute bar."
"""Most recent minute bar."""

accumulated_volume: Optional[float] = None
open: Optional[float] = None
high: Optional[float] = None
Expand All @@ -18,20 +19,24 @@ class MinuteSnapshot:
otc: Optional[bool] = None
timestamp: Optional[int] = None
transactions: Optional[int] = None
fractional_volume: Optional[str] = None
fractional_accumulated_volume: Optional[str] = None

@staticmethod
def from_dict(d):
return MinuteSnapshot(
d.get("av", None),
d.get("o", None),
d.get("h", None),
d.get("l", None),
d.get("c", None),
d.get("v", None),
d.get("vw", None),
d.get("otc", None),
d.get("t", None),
d.get("n", None),
accumulated_volume=d.get("av"),
open=d.get("o"),
high=d.get("h"),
low=d.get("l"),
close=d.get("c"),
volume=d.get("v"),
vwap=d.get("vw"),
otc=d.get("otc"),
timestamp=d.get("t"),
transactions=d.get("n"),
fractional_volume=d.get("dv"),
fractional_accumulated_volume=d.get("dav"),
)


Expand Down Expand Up @@ -318,10 +323,32 @@ class UniversalSnapshotSession:
low: Optional[float] = None
previous_close: Optional[float] = None
volume: Optional[float] = None
vwap: Optional[float] = None
last_updated: Optional[int] = None
fractional_volume: Optional[str] = None

@staticmethod
def from_dict(d):
return UniversalSnapshotSession(**d)
return UniversalSnapshotSession(
price=d.get("price"),
change=d.get("change"),
change_percent=d.get("change_percent"),
early_trading_change=d.get("early_trading_change"),
early_trading_change_percent=d.get("early_trading_change_percent"),
regular_trading_change=d.get("regular_trading_change"),
regular_trading_change_percent=d.get("regular_trading_change_percent"),
late_trading_change=d.get("late_trading_change"),
late_trading_change_percent=d.get("late_trading_change_percent"),
open=d.get("open"),
close=d.get("close"),
high=d.get("high"),
low=d.get("low"),
previous_close=d.get("previous_close"),
volume=d.get("volume"),
vwap=d.get("vwap"),
last_updated=d.get("last_updated"),
fractional_volume=d.get("decimal_volume"),
)


@modelclass
Expand All @@ -330,16 +357,29 @@ class UniversalSnapshotLastQuote:

ask: Optional[float] = None
ask_size: Optional[float] = None
ask_exchange: Optional[int] = None
bid: Optional[float] = None
bid_size: Optional[float] = None
bid_exchange: Optional[int] = None
midpoint: Optional[float] = None
exchange: Optional[int] = None
timeframe: Optional[str] = None
last_updated: Optional[int] = None

@staticmethod
def from_dict(d):
return UniversalSnapshotLastQuote(**d)
return UniversalSnapshotLastQuote(
ask=d.get("ask"),
ask_size=d.get("ask_size"),
ask_exchange=d.get("ask_exchange"),
bid=d.get("bid"),
bid_size=d.get("bid_size"),
bid_exchange=d.get("bid_exchange"),
midpoint=d.get("midpoint"),
exchange=d.get("exchange"),
timeframe=d.get("timeframe"),
last_updated=d.get("last_updated"),
)


@modelclass
Expand All @@ -355,10 +395,51 @@ class UniversalSnapshotLastTrade:
last_updated: Optional[int] = None
participant_timestamp: Optional[int] = None
sip_timestamp: Optional[int] = None
fractional_size: Optional[str] = None

@staticmethod
def from_dict(d):
return UniversalSnapshotLastTrade(
id=d.get("id"),
price=d.get("price"),
size=d.get("size"),
exchange=d.get("exchange"),
conditions=d.get("conditions"),
timeframe=d.get("timeframe"),
last_updated=d.get("last_updated"),
participant_timestamp=d.get("participant_timestamp"),
sip_timestamp=d.get("sip_timestamp"),
fractional_size=d.get("decimal_size"),
)


@modelclass
class UniversalSnapshotLastMinute:
"""Contains the most recent minute-level aggregate for the asset."""

open: Optional[float] = None
close: Optional[float] = None
high: Optional[float] = None
low: Optional[float] = None
volume: Optional[float] = None
vwap: Optional[float] = None
transactions: Optional[int] = None
last_updated: Optional[int] = None
fractional_volume: Optional[str] = None

@staticmethod
def from_dict(d):
return UniversalSnapshotLastTrade(**d)
return UniversalSnapshotLastMinute(
open=d.get("open"),
close=d.get("close"),
high=d.get("high"),
low=d.get("low"),
volume=d.get("volume"),
vwap=d.get("vwap"),
transactions=d.get("transactions"),
last_updated=d.get("last_updated"),
fractional_volume=d.get("decimal_volume"),
)


@modelclass
Expand All @@ -374,7 +455,14 @@ class UniversalSnapshotUnderlyingAsset:

@staticmethod
def from_dict(d):
return UniversalSnapshotUnderlyingAsset(**d)
return UniversalSnapshotUnderlyingAsset(
ticker=d.get("ticker"),
price=d.get("price"),
value=d.get("value"),
change_to_break_even=d.get("change_to_break_even"),
timeframe=d.get("timeframe"),
last_updated=d.get("last_updated"),
)


@modelclass
Expand All @@ -389,18 +477,25 @@ class UniversalSnapshotDetails:

@staticmethod
def from_dict(d):
return UniversalSnapshotDetails(**d)
return UniversalSnapshotDetails(
contract_type=d.get("contract_type"),
exercise_style=d.get("exercise_style"),
expiration_date=d.get("expiration_date"),
shares_per_contract=d.get("shares_per_contract"),
strike_price=d.get("strike_price"),
)


@modelclass
class UniversalSnapshot:
"""Contains snapshot data for an asset."""
"""Contains snapshot data for an asset (stocks, options, indices, fx, crypto)."""

ticker: Optional[str] = None
type: Optional[str] = None
session: Optional[UniversalSnapshotSession] = None
last_quote: Optional[UniversalSnapshotLastQuote] = None
last_trade: Optional[UniversalSnapshotLastTrade] = None
last_minute: Optional[UniversalSnapshotLastMinute] = None
greeks: Optional[Greeks] = None
underlying_asset: Optional[UniversalSnapshotUnderlyingAsset] = None
details: Optional[UniversalSnapshotDetails] = None
Expand All @@ -412,12 +507,15 @@ class UniversalSnapshot:
fair_market_value: Optional[float] = None
error: Optional[str] = None
message: Optional[str] = None
value: Optional[float] = None
last_updated: Optional[int] = None
timeframe: Optional[str] = None

@staticmethod
def from_dict(d):
return UniversalSnapshot(
ticker=d.get("ticker", None),
type=d.get("type", None),
ticker=d.get("ticker"),
type=d.get("type"),
session=(
None
if "session" not in d
Expand All @@ -433,7 +531,12 @@ def from_dict(d):
if "last_trade" not in d
else UniversalSnapshotLastTrade.from_dict(d["last_trade"])
),
greeks=None if "greeks" not in d else Greeks.from_dict(d["greeks"]),
last_minute=(
None
if "last_minute" not in d
else UniversalSnapshotLastMinute.from_dict(d["last_minute"])
),
greeks=(None if "greeks" not in d else Greeks.from_dict(d["greeks"])),
underlying_asset=(
None
if "underlying_asset" not in d
Expand All @@ -444,12 +547,15 @@ def from_dict(d):
if "details" not in d
else UniversalSnapshotDetails.from_dict(d["details"])
),
break_even_price=d.get("break_even_price", None),
implied_volatility=d.get("implied_volatility", None),
open_interest=d.get("open_interest", None),
market_status=d.get("market_status", None),
name=d.get("name", None),
fair_market_value=d.get("fmv", None),
error=d.get("error", None),
message=d.get("message", None),
break_even_price=d.get("break_even_price"),
implied_volatility=d.get("implied_volatility"),
open_interest=d.get("open_interest"),
market_status=d.get("market_status"),
name=d.get("name"),
fair_market_value=d.get("fmv"),
error=d.get("error"),
message=d.get("message"),
value=d.get("value"),
last_updated=d.get("last_updated"),
timeframe=d.get("timeframe"),
)
33 changes: 17 additions & 16 deletions massive/rest/models/trades.py
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Original file line number Diff line number Diff line change
Expand Up @@ -26,7 +26,8 @@ def from_dict(d):

@modelclass
class LastTrade:
"Contains data for the most recent trade for a given ticker symbol."
"""Contains data for the most recent trade for a given ticker symbol."""

ticker: Optional[str] = None
trf_timestamp: Optional[int] = None
sequence_number: Optional[float] = None
Expand All @@ -40,25 +41,25 @@ class LastTrade:
size: Optional[float] = None
exchange: Optional[int] = None
tape: Optional[int] = None
fractional_shares: Optional[str] = None
fractional_size: Optional[str] = None

@staticmethod
def from_dict(d):
return LastTrade(
d.get("T", None),
d.get("f", None),
d.get("q", None),
d.get("t", None),
d.get("y", None),
d.get("c", None),
d.get("e", None),
d.get("i", None),
d.get("p", None),
d.get("r", None),
d.get("s", None),
d.get("x", None),
d.get("z", None),
d.get("ds", None),
ticker=d.get("T"),
trf_timestamp=d.get("f"),
sequence_number=d.get("q"),
sip_timestamp=d.get("t"),
participant_timestamp=d.get("y"),
conditions=d.get("c"),
correction=d.get("e"),
id=d.get("i"),
price=d.get("p"),
trf_id=d.get("r"),
size=d.get("s"),
exchange=d.get("x"),
tape=d.get("z"),
fractional_size=d.get("ds"),
)


Expand Down
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