From 4b31456d014263045a9d4ac5cc00966d833e9d6d Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 9 Feb 2023 07:41:09 -0800 Subject: [PATCH 1/9] added demo scripts --- examples/rest/stocks-mrk-aggregates_bars.py | 27 ++++++++ .../rest/stocks-mrk-aggregates_bars_extra.py | 55 +++++++++++++++ examples/rest/stocks-mrk-daily_open_close.py | 16 +++++ .../rest/stocks-mrk-grouped_daily_bars.py | 20 ++++++ examples/rest/stocks-mrk-last_quote.py | 14 ++++ examples/rest/stocks-mrk-last_trade.py | 14 ++++ examples/rest/stocks-mrk-previous_close.py | 14 ++++ examples/rest/stocks-mrk-quotes.py | 21 ++++++ examples/rest/stocks-mrk-snapshots_all.py | 22 ++++++ .../stocks-mrk-snapshots_gainers_losers.py | 26 +++++++ examples/rest/stocks-mrk-snapshots_ticker.py | 11 +++ .../stocks-mrk-technical_indicators_ema.py | 11 +++ .../stocks-mrk-technical_indicators_macd.py | 11 +++ .../stocks-mrk-technical_indicators_rsi.py | 11 +++ .../stocks-mrk-technical_indicators_sma.py | 12 ++++ examples/rest/stocks-mrk-trades.py | 21 ++++++ examples/rest/stocks-mrk-trades_extra.py | 20 ++++++ examples/rest/stocks-ref-conditions.py | 13 ++++ examples/rest/stocks-ref-dividends.py | 13 ++++ examples/rest/stocks-ref-exchanges.py | 15 +++++ examples/rest/stocks-ref-market_holidays.py | 15 +++++ examples/rest/stocks-ref-market_status.py | 11 +++ examples/rest/stocks-ref-stock_financials.py | 13 ++++ examples/rest/stocks-ref-stock_splits.py | 13 ++++ examples/rest/stocks-ref-ticker_details.py | 11 +++ examples/rest/stocks-ref-ticker_events.py | 11 +++ examples/rest/stocks-ref-ticker_news.py | 20 ++++++ examples/rest/stocks-ref-ticker_types.py | 11 +++ examples/rest/stocks-ref-tickers.py | 13 ++++ examples/rest/stocks-ws.py | 29 ++++++++ examples/rest/stocks-ws_extra.py | 67 +++++++++++++++++++ 31 files changed, 581 insertions(+) create mode 100644 examples/rest/stocks-mrk-aggregates_bars.py create mode 100644 examples/rest/stocks-mrk-aggregates_bars_extra.py create mode 100644 examples/rest/stocks-mrk-daily_open_close.py create mode 100644 examples/rest/stocks-mrk-grouped_daily_bars.py create mode 100644 examples/rest/stocks-mrk-last_quote.py create mode 100644 examples/rest/stocks-mrk-last_trade.py create mode 100644 examples/rest/stocks-mrk-previous_close.py create mode 100644 examples/rest/stocks-mrk-quotes.py create mode 100644 examples/rest/stocks-mrk-snapshots_all.py create mode 100644 examples/rest/stocks-mrk-snapshots_gainers_losers.py create mode 100644 examples/rest/stocks-mrk-snapshots_ticker.py create mode 100644 examples/rest/stocks-mrk-technical_indicators_ema.py create mode 100644 examples/rest/stocks-mrk-technical_indicators_macd.py create mode 100644 examples/rest/stocks-mrk-technical_indicators_rsi.py create mode 100644 examples/rest/stocks-mrk-technical_indicators_sma.py create mode 100644 examples/rest/stocks-mrk-trades.py create mode 100644 examples/rest/stocks-mrk-trades_extra.py create mode 100644 examples/rest/stocks-ref-conditions.py create mode 100644 examples/rest/stocks-ref-dividends.py create mode 100644 examples/rest/stocks-ref-exchanges.py create mode 100644 examples/rest/stocks-ref-market_holidays.py create mode 100644 examples/rest/stocks-ref-market_status.py create mode 100644 examples/rest/stocks-ref-stock_financials.py create mode 100644 examples/rest/stocks-ref-stock_splits.py create mode 100644 examples/rest/stocks-ref-ticker_details.py create mode 100644 examples/rest/stocks-ref-ticker_events.py create mode 100644 examples/rest/stocks-ref-ticker_news.py create mode 100644 examples/rest/stocks-ref-ticker_types.py create mode 100644 examples/rest/stocks-ref-tickers.py create mode 100644 examples/rest/stocks-ws.py create mode 100644 examples/rest/stocks-ws_extra.py diff --git a/examples/rest/stocks-mrk-aggregates_bars.py b/examples/rest/stocks-mrk-aggregates_bars.py new file mode 100644 index 00000000..7dce77f0 --- /dev/null +++ b/examples/rest/stocks-mrk-aggregates_bars.py @@ -0,0 +1,27 @@ +from polygon import RESTClient + +# API key injected below for easy use. If not provided, the script will attempt +# to use the environment variable "POLYGON_API_KEY". +# +# setx POLYGON_API_KEY "" <- windows +# export POLYGON_API_KEY="" <- mac/linux +# +# Note: To persist the environment variable you need to add the above command +# to the shell startup script (e.g. .bashrc or .bash_profile. +# +#client = RESTClient() # POLYGON_API_KEY environment variable used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs + +aggs = client.get_aggs( + "AAPL", + 1, + "day", + "2023-01-30", + "2023-02-03", +) + +print(aggs) diff --git a/examples/rest/stocks-mrk-aggregates_bars_extra.py b/examples/rest/stocks-mrk-aggregates_bars_extra.py new file mode 100644 index 00000000..1161fd03 --- /dev/null +++ b/examples/rest/stocks-mrk-aggregates_bars_extra.py @@ -0,0 +1,55 @@ +# This code retrieves stock market data for a specific stock using the +# Polygon REST API and writes it to a CSV file. It uses the "polygon" +# library to communicate with the API and the "csv" library to write +# the data to a CSV file. The script retrieves data for the stock "AAPL" +# for the dates "2023-01-30" to "2023-02-03" in 1 hour intervals. The +# resulting data includes the open, high, low, close, volume, vwap, +# timestamp, transactions, and otc values for each hour. The output is +# then printed to the console. +from polygon import RESTClient +import csv +import datetime + +#client = RESTClient() # POLYGON_API_KEY environment variable used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs + +aggs = client.get_aggs( + "AAPL", + 1, + "hour", + "2023-01-30", + "2023-02-03", +) + +print(aggs) + +# headers +headers = ['timestamp', 'open', 'high', 'low', 'close', 'volume', 'vwap', 'transactions', 'otc'] + +# creating the csv string +csv_string = csv.StringIO() +writer = csv.DictWriter(csv_string, fieldnames=headers) + +# writing headers +writer.writeheader() + +# writing data +for d in aggs: + writer.writerow({ + 'timestamp': datetime.datetime.fromtimestamp(d.timestamp / 1000), + 'open': d.open, + 'high': d.high, + 'low': d.low, + 'close': d.close, + 'volume': d.volume, + 'vwap': d.vwap, + 'transactions': d.transactions, + 'otc': d.otc + }) + +# printing the csv string +print(csv_string.getvalue()) diff --git a/examples/rest/stocks-mrk-daily_open_close.py b/examples/rest/stocks-mrk-daily_open_close.py new file mode 100644 index 00000000..64695bc6 --- /dev/null +++ b/examples/rest/stocks-mrk-daily_open_close.py @@ -0,0 +1,16 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v1_open-close__stocksticker___date +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-agg + +# make request +request = client.get_daily_open_close_agg( + "AAPL", + "2023-02-07", +) + +print(request) diff --git a/examples/rest/stocks-mrk-grouped_daily_bars.py b/examples/rest/stocks-mrk-grouped_daily_bars.py new file mode 100644 index 00000000..11f06d94 --- /dev/null +++ b/examples/rest/stocks-mrk-grouped_daily_bars.py @@ -0,0 +1,20 @@ +from polygon import RESTClient +import pprint + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v2_aggs_grouped_locale_us_market_stocks__date +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-grouped-daily-aggs + +grouped = client.get_grouped_daily_aggs( + "2023-02-07", +) + +#print(grouped) + +# pprint (short for "pretty-print") is a module that provides a more human- +# readable output format for data structures. +pp = pprint.PrettyPrinter(indent=2) +pp.pprint(grouped) \ No newline at end of file diff --git a/examples/rest/stocks-mrk-last_quote.py b/examples/rest/stocks-mrk-last_quote.py new file mode 100644 index 00000000..ef590fcf --- /dev/null +++ b/examples/rest/stocks-mrk-last_quote.py @@ -0,0 +1,14 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v2_last_nbbo__stocksticker +# https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#get-last-quote + +quote = client.get_last_quote( + "AAPL", +) + +print(quote) diff --git a/examples/rest/stocks-mrk-last_trade.py b/examples/rest/stocks-mrk-last_trade.py new file mode 100644 index 00000000..a6b82ff7 --- /dev/null +++ b/examples/rest/stocks-mrk-last_trade.py @@ -0,0 +1,14 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v2_last_trade__stocksticker +# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#get-last-trade + +trade = client.get_last_trade( + "AAPL", +) + +print(trade) diff --git a/examples/rest/stocks-mrk-previous_close.py b/examples/rest/stocks-mrk-previous_close.py new file mode 100644 index 00000000..eb7a561a --- /dev/null +++ b/examples/rest/stocks-mrk-previous_close.py @@ -0,0 +1,14 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__prev +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-previous-close-agg + +aggs = client.get_previous_close_agg( + "AAPL", +) + +print(aggs) diff --git a/examples/rest/stocks-mrk-quotes.py b/examples/rest/stocks-mrk-quotes.py new file mode 100644 index 00000000..d11c3a58 --- /dev/null +++ b/examples/rest/stocks-mrk-quotes.py @@ -0,0 +1,21 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v3_quotes__stockticker +# https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#list-quotes + +# NBBO (National Best Bid and Offer) is a term used in the financial industry +# to describe the best bid and offer prices for a particular stock or security +# being traded on all the available stock exchanges in the United States. It +# provides information on the highest price a buyer is willing to pay (best +# bid) and the lowest price a seller is willing to accept (best offer) for a +# particular security. This information is used by traders to make informed +# investment decisions and execute trades at the best available price. + +quotes = [] +for t in client.list_quotes("IBIO", "2023-02-01", limit=50000): + quotes.append(t) +print(quotes) diff --git a/examples/rest/stocks-mrk-snapshots_all.py b/examples/rest/stocks-mrk-snapshots_all.py new file mode 100644 index 00000000..7ab006cd --- /dev/null +++ b/examples/rest/stocks-mrk-snapshots_all.py @@ -0,0 +1,22 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers +# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-all-snapshots + +# tickers we are interested in +tickers = ['TSLA', 'AAPL', 'META', 'MSFT'] + +# snapshot = client.get_snapshot_all("stocks") # all tickers +snapshot = client.get_snapshot_all("stocks", tickers) + +# print raw values +print(snapshot) + +# crunch some numbers +for item in snapshot: + percent_change = (item.prev_day.close - item.prev_day.open) / item.prev_day.open * 100 + print("{:<15}{:<15}{:<15}{:.2f} %".format(item.ticker, item.prev_day.open, item.prev_day.close, percent_change)) \ No newline at end of file diff --git a/examples/rest/stocks-mrk-snapshots_gainers_losers.py b/examples/rest/stocks-mrk-snapshots_gainers_losers.py new file mode 100644 index 00000000..65e3e620 --- /dev/null +++ b/examples/rest/stocks-mrk-snapshots_gainers_losers.py @@ -0,0 +1,26 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks__direction +# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-gainers-losers-snapshot + +# get gainers +gainers = client.get_snapshot_direction("stocks", "gainers") +#print(gainers) + +# print ticker with % change +for item in gainers: + print("{:<15}{:.2f} %".format(item.ticker, item.todays_change_percent)) + +print() + +# get losers +losers = client.get_snapshot_direction("stocks", "losers") +#print(losers) + +# print ticker with % change +for item in losers: + print("{:<15}{:.2f} %".format(item.ticker, item.todays_change_percent)) \ No newline at end of file diff --git a/examples/rest/stocks-mrk-snapshots_ticker.py b/examples/rest/stocks-mrk-snapshots_ticker.py new file mode 100644 index 00000000..462dd3dc --- /dev/null +++ b/examples/rest/stocks-mrk-snapshots_ticker.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers__stocksticker +# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-ticker-snapshot + +ticker = client.get_snapshot_ticker("stocks", "AAPL") +print(ticker) diff --git a/examples/rest/stocks-mrk-technical_indicators_ema.py b/examples/rest/stocks-mrk-technical_indicators_ema.py new file mode 100644 index 00000000..30e66f9d --- /dev/null +++ b/examples/rest/stocks-mrk-technical_indicators_ema.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v1_indicators_ema__stockticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +ema = client.get_ema("AAPL") +print(ema) \ No newline at end of file diff --git a/examples/rest/stocks-mrk-technical_indicators_macd.py b/examples/rest/stocks-mrk-technical_indicators_macd.py new file mode 100644 index 00000000..d1c9b41a --- /dev/null +++ b/examples/rest/stocks-mrk-technical_indicators_macd.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v1_indicators_macd__stockticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +macd = client.get_macd("AAPL") +print(macd) \ No newline at end of file diff --git a/examples/rest/stocks-mrk-technical_indicators_rsi.py b/examples/rest/stocks-mrk-technical_indicators_rsi.py new file mode 100644 index 00000000..b6a42b4a --- /dev/null +++ b/examples/rest/stocks-mrk-technical_indicators_rsi.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v1_indicators_rsi__stockticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +rsi = client.get_rsi("AAPL") +print(rsi) \ No newline at end of file diff --git a/examples/rest/stocks-mrk-technical_indicators_sma.py b/examples/rest/stocks-mrk-technical_indicators_sma.py new file mode 100644 index 00000000..8df029f5 --- /dev/null +++ b/examples/rest/stocks-mrk-technical_indicators_sma.py @@ -0,0 +1,12 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v1_indicators_sma__stockticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +sma = client.get_sma("AAPL") +print(sma) + diff --git a/examples/rest/stocks-mrk-trades.py b/examples/rest/stocks-mrk-trades.py new file mode 100644 index 00000000..4f2b9e56 --- /dev/null +++ b/examples/rest/stocks-mrk-trades.py @@ -0,0 +1,21 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v3_trades__stockticker +# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#polygon.RESTClient.list_trades + +# Trade data refers to the tick records of individual transactions that have +# taken place in a financial market, such as the price, size, and time of +# each trade. It provides a high-frequency, granular view of market activity, +# and is used by traders, investors, and researchers to gain insights into +# market behavior and inform their investment decisions. + +trades = [] +for t in client.list_trades("IBIO", "2023-02-01", limit=50000): + trades.append(t) + +# prints each trade that took place +print(trades) diff --git a/examples/rest/stocks-mrk-trades_extra.py b/examples/rest/stocks-mrk-trades_extra.py new file mode 100644 index 00000000..75204d75 --- /dev/null +++ b/examples/rest/stocks-mrk-trades_extra.py @@ -0,0 +1,20 @@ +# This code retrieves trade records and counts the amount of money that changes hands. +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v3_trades__stockticker +# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#polygon.RESTClient.list_trades + +# used to track money across trades +money = 0 + +# loop through and count price * volume +for t in client.list_trades("DIS", "2023-02-07", limit=50000): + money += t.price * t.size + +# format the number so it's human readable +formatted_number = "{:,.2f}".format(money) +print("Roughly " + formatted_number + " changed hands for DIS on 2023-02-07.") \ No newline at end of file diff --git a/examples/rest/stocks-ref-conditions.py b/examples/rest/stocks-ref-conditions.py new file mode 100644 index 00000000..bb7adcc7 --- /dev/null +++ b/examples/rest/stocks-ref-conditions.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v3_reference_conditions +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-conditions + +conditions = [] +for c in client.list_conditions(limit=1000): + conditions.append(c) +print(conditions) \ No newline at end of file diff --git a/examples/rest/stocks-ref-dividends.py b/examples/rest/stocks-ref-dividends.py new file mode 100644 index 00000000..507a6b0b --- /dev/null +++ b/examples/rest/stocks-ref-dividends.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v3_reference_dividends +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-dividends + +dividends = [] +for d in client.list_dividends("MSFT", limit=1000): + dividends.append(d) +print(dividends) \ No newline at end of file diff --git a/examples/rest/stocks-ref-exchanges.py b/examples/rest/stocks-ref-exchanges.py new file mode 100644 index 00000000..a95651d4 --- /dev/null +++ b/examples/rest/stocks-ref-exchanges.py @@ -0,0 +1,15 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v3_reference_exchanges +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-exchanges + +exchanges = client.get_exchanges() +#print(exchanges) + +# print date, name, and exchange +for item in exchanges: + print("{:<15}{:<15}".format(item.asset_class, item.name + " (" + str(item.operating_mic) + ")")) \ No newline at end of file diff --git a/examples/rest/stocks-ref-market_holidays.py b/examples/rest/stocks-ref-market_holidays.py new file mode 100644 index 00000000..8d63648a --- /dev/null +++ b/examples/rest/stocks-ref-market_holidays.py @@ -0,0 +1,15 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v1_marketstatus_upcoming +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays + +holidays = client.get_market_holidays() +#print(holidays) + +# print date, name, and exchange +for item in holidays: + print("{:<15}{:<15}".format(item.date, item.name + " (" + item.exchange + ")")) \ No newline at end of file diff --git a/examples/rest/stocks-ref-market_status.py b/examples/rest/stocks-ref-market_status.py new file mode 100644 index 00000000..4682abc4 --- /dev/null +++ b/examples/rest/stocks-ref-market_status.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v1_marketstatus_now +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-status + +result = client.get_market_status() +print(result) diff --git a/examples/rest/stocks-ref-stock_financials.py b/examples/rest/stocks-ref-stock_financials.py new file mode 100644 index 00000000..41045757 --- /dev/null +++ b/examples/rest/stocks-ref-stock_financials.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_vx_reference_financials +# https://polygon-api-client.readthedocs.io/en/latest/vX.html#list-stock-financials + +financials = [] +for f in client.vx.list_stock_financials("AAPL"): + financials.append(f) +print(financials) \ No newline at end of file diff --git a/examples/rest/stocks-ref-stock_splits.py b/examples/rest/stocks-ref-stock_splits.py new file mode 100644 index 00000000..30db5c6e --- /dev/null +++ b/examples/rest/stocks-ref-stock_splits.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v3_reference_splits +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-splits + +splits = [] +for s in client.list_splits("TSLA", limit=1000): + splits.append(s) +print(splits) \ No newline at end of file diff --git a/examples/rest/stocks-ref-ticker_details.py b/examples/rest/stocks-ref-ticker_details.py new file mode 100644 index 00000000..8ed779af --- /dev/null +++ b/examples/rest/stocks-ref-ticker_details.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v3_reference_tickers__ticker +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-ticker-details + +details = client.get_ticker_details("AAPL") +print(details) \ No newline at end of file diff --git a/examples/rest/stocks-ref-ticker_events.py b/examples/rest/stocks-ref-ticker_events.py new file mode 100644 index 00000000..dc3cd3d2 --- /dev/null +++ b/examples/rest/stocks-ref-ticker_events.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_vx_reference_tickers__id__events +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/reference.py + +events = client.get_ticker_events("META") +print(events) \ No newline at end of file diff --git a/examples/rest/stocks-ref-ticker_news.py b/examples/rest/stocks-ref-ticker_news.py new file mode 100644 index 00000000..9fc43014 --- /dev/null +++ b/examples/rest/stocks-ref-ticker_news.py @@ -0,0 +1,20 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v2_reference_news +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-ticker-news + +news = [] +for n in client.list_ticker_news("BBBY", order="desc", limit=1000): + news.append(n) + +#print(news) + +# print date + title +for index, item in enumerate(news): + print("{:<25}{:<15}".format(item.published_utc, item.title)) + if index == 20: + break diff --git a/examples/rest/stocks-ref-ticker_types.py b/examples/rest/stocks-ref-ticker_types.py new file mode 100644 index 00000000..0b8bf184 --- /dev/null +++ b/examples/rest/stocks-ref-ticker_types.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v3_reference_tickers_types +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-ticker-types + +types = client.get_ticker_types() +print(types) \ No newline at end of file diff --git a/examples/rest/stocks-ref-tickers.py b/examples/rest/stocks-ref-tickers.py new file mode 100644 index 00000000..784ab522 --- /dev/null +++ b/examples/rest/stocks-ref-tickers.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +#client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/get_v3_reference_tickers +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-tickers + +tickers = [] +for t in client.list_tickers(limit=1000): + tickers.append(t) +print(tickers) \ No newline at end of file diff --git a/examples/rest/stocks-ws.py b/examples/rest/stocks-ws.py new file mode 100644 index 00000000..a95be221 --- /dev/null +++ b/examples/rest/stocks-ws.py @@ -0,0 +1,29 @@ +from polygon import WebSocketClient +from polygon.websocket.models import WebSocketMessage +from typing import List + +client = WebSocketClient("XXXXXX") # api_key is used + +# docs +# https://polygon.io/docs/stocks/ws_stocks_am +# https://polygon-api-client.readthedocs.io/en/latest/WebSocket.html# + +# aggregates +#client.subscribe("AM.*") # aggregates (per minute) +#client.subscribe("A.*") # aggregates (per second) + +# trades +#client.subscribe("T.*") # all trades +#client.subscribe("T.TSLA", "T.UBER") # limited trades + +# quotes +#client.subscribe("Q.*") # all quotes +#client.subscribe("Q.TSLA", "Q.UBER") # limited quotes + + +def handle_msg(msgs: List[WebSocketMessage]): + for m in msgs: + print(m) + +# print messages +client.run(handle_msg) diff --git a/examples/rest/stocks-ws_extra.py b/examples/rest/stocks-ws_extra.py new file mode 100644 index 00000000..af9030ff --- /dev/null +++ b/examples/rest/stocks-ws_extra.py @@ -0,0 +1,67 @@ +from polygon import WebSocketClient +from polygon.websocket.models import WebSocketMessage +from typing import List +import time +import threading + +# docs +# https://polygon.io/docs/stocks/ws_stocks_am +# https://polygon-api-client.readthedocs.io/en/latest/WebSocket.html# + +# aggregates +#client.subscribe("AM.*") # aggregates (per minute) +#client.subscribe("A.*") # aggregates (per second) + +# trades +#client.subscribe("T.*") # all trades +#client.subscribe("T.TSLA", "T.UBER") # limited trades + +# quotes +#client.subscribe("Q.*") # all quotes +#client.subscribe("Q.TSLA", "Q.UBER") # limited quotes + +def run_websocket_client(): + client = WebSocketClient("XXXXXX") # api_key is used + client.subscribe("T.*") # all trades + client.run(handle_msg) + + +# store key/value +string_map = {} + +def handle_msg(msgs: List[WebSocketMessage]): + for m in msgs: + #print(m) + + if m.symbol in string_map: + string_map[m.symbol] += 1 + else: + string_map[m.symbol] = 1 + + + +# print messages +#client.run(handle_msg) + +def your_function(): + sorted_string_map = sorted(string_map.items(), key=lambda x: x[1], reverse=True) + print("\033c", end="") # ANSI escape sequence to clear the screen + #print(sorted_string_map[:10]) + for index, item in sorted_string_map[:10]: + print("{:<15}{:<15}".format(index, item)) + string_map.clear() # reset + #print() + +def run_function_periodically(): + while True: + your_function() + time.sleep(5) + +thread1 = threading.Thread(target=run_function_periodically) +thread2 = threading.Thread(target=run_websocket_client) + +thread1.start() +thread2.start() + +thread1.join() +thread2.join() \ No newline at end of file From 907236cbd12416a8962cb534337179a12f0611f2 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 9 Feb 2023 14:02:28 -0800 Subject: [PATCH 2/9] ran poetry run black + removed ws files --- examples/rest/stocks-mrk-aggregates_bars.py | 6 +- .../rest/stocks-mrk-aggregates_bars_extra.py | 52 ++++++++------ examples/rest/stocks-mrk-daily_open_close.py | 4 +- .../rest/stocks-mrk-grouped_daily_bars.py | 8 +-- examples/rest/stocks-mrk-last_quote.py | 4 +- examples/rest/stocks-mrk-last_trade.py | 4 +- examples/rest/stocks-mrk-previous_close.py | 4 +- examples/rest/stocks-mrk-quotes.py | 14 ++-- examples/rest/stocks-mrk-snapshots_all.py | 23 +++++-- .../stocks-mrk-snapshots_gainers_losers.py | 10 +-- examples/rest/stocks-mrk-snapshots_ticker.py | 4 +- .../stocks-mrk-technical_indicators_ema.py | 6 +- .../stocks-mrk-technical_indicators_macd.py | 6 +- .../stocks-mrk-technical_indicators_rsi.py | 6 +- .../stocks-mrk-technical_indicators_sma.py | 5 +- examples/rest/stocks-mrk-trades.py | 12 ++-- examples/rest/stocks-mrk-trades_extra.py | 7 +- examples/rest/stocks-ref-conditions.py | 6 +- examples/rest/stocks-ref-dividends.py | 6 +- examples/rest/stocks-ref-exchanges.py | 12 ++-- examples/rest/stocks-ref-market_holidays.py | 8 +-- examples/rest/stocks-ref-market_status.py | 4 +- examples/rest/stocks-ref-stock_financials.py | 6 +- examples/rest/stocks-ref-stock_splits.py | 6 +- examples/rest/stocks-ref-ticker_details.py | 6 +- examples/rest/stocks-ref-ticker_events.py | 6 +- examples/rest/stocks-ref-ticker_news.py | 7 +- examples/rest/stocks-ref-ticker_types.py | 6 +- examples/rest/stocks-ref-tickers.py | 6 +- examples/rest/stocks-ws.py | 29 -------- examples/rest/stocks-ws_extra.py | 67 ------------------- 31 files changed, 141 insertions(+), 209 deletions(-) delete mode 100644 examples/rest/stocks-ws.py delete mode 100644 examples/rest/stocks-ws_extra.py diff --git a/examples/rest/stocks-mrk-aggregates_bars.py b/examples/rest/stocks-mrk-aggregates_bars.py index 7dce77f0..e7176caa 100644 --- a/examples/rest/stocks-mrk-aggregates_bars.py +++ b/examples/rest/stocks-mrk-aggregates_bars.py @@ -6,11 +6,11 @@ # setx POLYGON_API_KEY "" <- windows # export POLYGON_API_KEY="" <- mac/linux # -# Note: To persist the environment variable you need to add the above command +# Note: To persist the environment variable you need to add the above command # to the shell startup script (e.g. .bashrc or .bash_profile. # -#client = RESTClient() # POLYGON_API_KEY environment variable used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY environment variable used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to diff --git a/examples/rest/stocks-mrk-aggregates_bars_extra.py b/examples/rest/stocks-mrk-aggregates_bars_extra.py index 1161fd03..dd862f71 100644 --- a/examples/rest/stocks-mrk-aggregates_bars_extra.py +++ b/examples/rest/stocks-mrk-aggregates_bars_extra.py @@ -1,17 +1,17 @@ -# This code retrieves stock market data for a specific stock using the -# Polygon REST API and writes it to a CSV file. It uses the "polygon" -# library to communicate with the API and the "csv" library to write +# This code retrieves stock market data for a specific stock using the +# Polygon REST API and writes it to a CSV file. It uses the "polygon" +# library to communicate with the API and the "csv" library to write # the data to a CSV file. The script retrieves data for the stock "AAPL" -# for the dates "2023-01-30" to "2023-02-03" in 1 hour intervals. The -# resulting data includes the open, high, low, close, volume, vwap, -# timestamp, transactions, and otc values for each hour. The output is +# for the dates "2023-01-30" to "2023-02-03" in 1 hour intervals. The +# resulting data includes the open, high, low, close, volume, vwap, +# timestamp, transactions, and otc values for each hour. The output is # then printed to the console. from polygon import RESTClient import csv import datetime -#client = RESTClient() # POLYGON_API_KEY environment variable used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY environment variable used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to @@ -28,7 +28,17 @@ print(aggs) # headers -headers = ['timestamp', 'open', 'high', 'low', 'close', 'volume', 'vwap', 'transactions', 'otc'] +headers = [ + "timestamp", + "open", + "high", + "low", + "close", + "volume", + "vwap", + "transactions", + "otc", +] # creating the csv string csv_string = csv.StringIO() @@ -39,17 +49,19 @@ # writing data for d in aggs: - writer.writerow({ - 'timestamp': datetime.datetime.fromtimestamp(d.timestamp / 1000), - 'open': d.open, - 'high': d.high, - 'low': d.low, - 'close': d.close, - 'volume': d.volume, - 'vwap': d.vwap, - 'transactions': d.transactions, - 'otc': d.otc - }) + writer.writerow( + { + "timestamp": datetime.datetime.fromtimestamp(d.timestamp / 1000), + "open": d.open, + "high": d.high, + "low": d.low, + "close": d.close, + "volume": d.volume, + "vwap": d.vwap, + "transactions": d.transactions, + "otc": d.otc, + } + ) # printing the csv string print(csv_string.getvalue()) diff --git a/examples/rest/stocks-mrk-daily_open_close.py b/examples/rest/stocks-mrk-daily_open_close.py index 64695bc6..037d3af5 100644 --- a/examples/rest/stocks-mrk-daily_open_close.py +++ b/examples/rest/stocks-mrk-daily_open_close.py @@ -1,7 +1,7 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v1_open-close__stocksticker___date diff --git a/examples/rest/stocks-mrk-grouped_daily_bars.py b/examples/rest/stocks-mrk-grouped_daily_bars.py index 11f06d94..86233b15 100644 --- a/examples/rest/stocks-mrk-grouped_daily_bars.py +++ b/examples/rest/stocks-mrk-grouped_daily_bars.py @@ -1,8 +1,8 @@ from polygon import RESTClient import pprint -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v2_aggs_grouped_locale_us_market_stocks__date @@ -12,9 +12,9 @@ "2023-02-07", ) -#print(grouped) +# print(grouped) # pprint (short for "pretty-print") is a module that provides a more human- # readable output format for data structures. pp = pprint.PrettyPrinter(indent=2) -pp.pprint(grouped) \ No newline at end of file +pp.pprint(grouped) diff --git a/examples/rest/stocks-mrk-last_quote.py b/examples/rest/stocks-mrk-last_quote.py index ef590fcf..f3774d7e 100644 --- a/examples/rest/stocks-mrk-last_quote.py +++ b/examples/rest/stocks-mrk-last_quote.py @@ -1,7 +1,7 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v2_last_nbbo__stocksticker diff --git a/examples/rest/stocks-mrk-last_trade.py b/examples/rest/stocks-mrk-last_trade.py index a6b82ff7..27d6eafb 100644 --- a/examples/rest/stocks-mrk-last_trade.py +++ b/examples/rest/stocks-mrk-last_trade.py @@ -1,7 +1,7 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v2_last_trade__stocksticker diff --git a/examples/rest/stocks-mrk-previous_close.py b/examples/rest/stocks-mrk-previous_close.py index eb7a561a..f776e788 100644 --- a/examples/rest/stocks-mrk-previous_close.py +++ b/examples/rest/stocks-mrk-previous_close.py @@ -1,7 +1,7 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__prev diff --git a/examples/rest/stocks-mrk-quotes.py b/examples/rest/stocks-mrk-quotes.py index d11c3a58..e581a821 100644 --- a/examples/rest/stocks-mrk-quotes.py +++ b/examples/rest/stocks-mrk-quotes.py @@ -1,18 +1,18 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v3_quotes__stockticker # https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#list-quotes -# NBBO (National Best Bid and Offer) is a term used in the financial industry +# NBBO (National Best Bid and Offer) is a term used in the financial industry # to describe the best bid and offer prices for a particular stock or security -# being traded on all the available stock exchanges in the United States. It -# provides information on the highest price a buyer is willing to pay (best -# bid) and the lowest price a seller is willing to accept (best offer) for a -# particular security. This information is used by traders to make informed +# being traded on all the available stock exchanges in the United States. It +# provides information on the highest price a buyer is willing to pay (best +# bid) and the lowest price a seller is willing to accept (best offer) for a +# particular security. This information is used by traders to make informed # investment decisions and execute trades at the best available price. quotes = [] diff --git a/examples/rest/stocks-mrk-snapshots_all.py b/examples/rest/stocks-mrk-snapshots_all.py index 7ab006cd..ac3a794c 100644 --- a/examples/rest/stocks-mrk-snapshots_all.py +++ b/examples/rest/stocks-mrk-snapshots_all.py @@ -1,22 +1,33 @@ from polygon import RESTClient +from polygon.rest.models import ( + TickerSnapshot, + Agg, +) -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers # https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-all-snapshots # tickers we are interested in -tickers = ['TSLA', 'AAPL', 'META', 'MSFT'] +tickers = ["TSLA", "AAPL", "MSFT", "META"] # snapshot = client.get_snapshot_all("stocks") # all tickers -snapshot = client.get_snapshot_all("stocks", tickers) +snapshot = client.get_snapshot_all("stocks", tickers) # print raw values print(snapshot) # crunch some numbers for item in snapshot: - percent_change = (item.prev_day.close - item.prev_day.open) / item.prev_day.open * 100 - print("{:<15}{:<15}{:<15}{:.2f} %".format(item.ticker, item.prev_day.open, item.prev_day.close, percent_change)) \ No newline at end of file + + percent_change = ( + (item.prev_day.close - item.prev_day.open) / item.prev_day.open * 100 + ) + print( + "{:<15}{:<15}{:<15}{:.2f} %".format( + item.ticker, item.prev_day.open, item.prev_day.close, percent_change + ) + ) diff --git a/examples/rest/stocks-mrk-snapshots_gainers_losers.py b/examples/rest/stocks-mrk-snapshots_gainers_losers.py index 65e3e620..2c808f47 100644 --- a/examples/rest/stocks-mrk-snapshots_gainers_losers.py +++ b/examples/rest/stocks-mrk-snapshots_gainers_losers.py @@ -1,7 +1,7 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks__direction @@ -9,7 +9,7 @@ # get gainers gainers = client.get_snapshot_direction("stocks", "gainers") -#print(gainers) +# print(gainers) # print ticker with % change for item in gainers: @@ -19,8 +19,8 @@ # get losers losers = client.get_snapshot_direction("stocks", "losers") -#print(losers) +# print(losers) # print ticker with % change for item in losers: - print("{:<15}{:.2f} %".format(item.ticker, item.todays_change_percent)) \ No newline at end of file + print("{:<15}{:.2f} %".format(item.ticker, item.todays_change_percent)) diff --git a/examples/rest/stocks-mrk-snapshots_ticker.py b/examples/rest/stocks-mrk-snapshots_ticker.py index 462dd3dc..faf3791f 100644 --- a/examples/rest/stocks-mrk-snapshots_ticker.py +++ b/examples/rest/stocks-mrk-snapshots_ticker.py @@ -1,7 +1,7 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers__stocksticker diff --git a/examples/rest/stocks-mrk-technical_indicators_ema.py b/examples/rest/stocks-mrk-technical_indicators_ema.py index 30e66f9d..61baf661 100644 --- a/examples/rest/stocks-mrk-technical_indicators_ema.py +++ b/examples/rest/stocks-mrk-technical_indicators_ema.py @@ -1,11 +1,11 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v1_indicators_ema__stockticker # https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py ema = client.get_ema("AAPL") -print(ema) \ No newline at end of file +print(ema) diff --git a/examples/rest/stocks-mrk-technical_indicators_macd.py b/examples/rest/stocks-mrk-technical_indicators_macd.py index d1c9b41a..74f3ccbd 100644 --- a/examples/rest/stocks-mrk-technical_indicators_macd.py +++ b/examples/rest/stocks-mrk-technical_indicators_macd.py @@ -1,11 +1,11 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v1_indicators_macd__stockticker # https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py macd = client.get_macd("AAPL") -print(macd) \ No newline at end of file +print(macd) diff --git a/examples/rest/stocks-mrk-technical_indicators_rsi.py b/examples/rest/stocks-mrk-technical_indicators_rsi.py index b6a42b4a..5e43e600 100644 --- a/examples/rest/stocks-mrk-technical_indicators_rsi.py +++ b/examples/rest/stocks-mrk-technical_indicators_rsi.py @@ -1,11 +1,11 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v1_indicators_rsi__stockticker # https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py rsi = client.get_rsi("AAPL") -print(rsi) \ No newline at end of file +print(rsi) diff --git a/examples/rest/stocks-mrk-technical_indicators_sma.py b/examples/rest/stocks-mrk-technical_indicators_sma.py index 8df029f5..c34056b6 100644 --- a/examples/rest/stocks-mrk-technical_indicators_sma.py +++ b/examples/rest/stocks-mrk-technical_indicators_sma.py @@ -1,7 +1,7 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v1_indicators_sma__stockticker @@ -9,4 +9,3 @@ sma = client.get_sma("AAPL") print(sma) - diff --git a/examples/rest/stocks-mrk-trades.py b/examples/rest/stocks-mrk-trades.py index 4f2b9e56..291f451a 100644 --- a/examples/rest/stocks-mrk-trades.py +++ b/examples/rest/stocks-mrk-trades.py @@ -1,16 +1,16 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v3_trades__stockticker # https://polygon-api-client.readthedocs.io/en/latest/Trades.html#polygon.RESTClient.list_trades -# Trade data refers to the tick records of individual transactions that have -# taken place in a financial market, such as the price, size, and time of -# each trade. It provides a high-frequency, granular view of market activity, -# and is used by traders, investors, and researchers to gain insights into +# Trade data refers to the tick records of individual transactions that have +# taken place in a financial market, such as the price, size, and time of +# each trade. It provides a high-frequency, granular view of market activity, +# and is used by traders, investors, and researchers to gain insights into # market behavior and inform their investment decisions. trades = [] diff --git a/examples/rest/stocks-mrk-trades_extra.py b/examples/rest/stocks-mrk-trades_extra.py index 75204d75..e277b436 100644 --- a/examples/rest/stocks-mrk-trades_extra.py +++ b/examples/rest/stocks-mrk-trades_extra.py @@ -1,8 +1,9 @@ # This code retrieves trade records and counts the amount of money that changes hands. from polygon import RESTClient +from polygon.rest import models -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v3_trades__stockticker @@ -17,4 +18,4 @@ # format the number so it's human readable formatted_number = "{:,.2f}".format(money) -print("Roughly " + formatted_number + " changed hands for DIS on 2023-02-07.") \ No newline at end of file +print("Roughly " + formatted_number + " changed hands for DIS on 2023-02-07.") diff --git a/examples/rest/stocks-ref-conditions.py b/examples/rest/stocks-ref-conditions.py index bb7adcc7..23a63742 100644 --- a/examples/rest/stocks-ref-conditions.py +++ b/examples/rest/stocks-ref-conditions.py @@ -1,7 +1,7 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v3_reference_conditions @@ -10,4 +10,4 @@ conditions = [] for c in client.list_conditions(limit=1000): conditions.append(c) -print(conditions) \ No newline at end of file +print(conditions) diff --git a/examples/rest/stocks-ref-dividends.py b/examples/rest/stocks-ref-dividends.py index 507a6b0b..67167ee0 100644 --- a/examples/rest/stocks-ref-dividends.py +++ b/examples/rest/stocks-ref-dividends.py @@ -1,7 +1,7 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v3_reference_dividends @@ -10,4 +10,4 @@ dividends = [] for d in client.list_dividends("MSFT", limit=1000): dividends.append(d) -print(dividends) \ No newline at end of file +print(dividends) diff --git a/examples/rest/stocks-ref-exchanges.py b/examples/rest/stocks-ref-exchanges.py index a95651d4..e6d80bb0 100644 --- a/examples/rest/stocks-ref-exchanges.py +++ b/examples/rest/stocks-ref-exchanges.py @@ -1,15 +1,19 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v3_reference_exchanges # https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-exchanges exchanges = client.get_exchanges() -#print(exchanges) +# print(exchanges) # print date, name, and exchange for item in exchanges: - print("{:<15}{:<15}".format(item.asset_class, item.name + " (" + str(item.operating_mic) + ")")) \ No newline at end of file + print( + "{:<15}{:<15}".format( + item.asset_class, item.name + " (" + str(item.operating_mic) + ")" + ) + ) diff --git a/examples/rest/stocks-ref-market_holidays.py b/examples/rest/stocks-ref-market_holidays.py index 8d63648a..4e5a34a3 100644 --- a/examples/rest/stocks-ref-market_holidays.py +++ b/examples/rest/stocks-ref-market_holidays.py @@ -1,15 +1,15 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v1_marketstatus_upcoming # https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays holidays = client.get_market_holidays() -#print(holidays) +# print(holidays) # print date, name, and exchange for item in holidays: - print("{:<15}{:<15}".format(item.date, item.name + " (" + item.exchange + ")")) \ No newline at end of file + print("{:<15}{:<15}".format(item.date, item.name + " (" + item.exchange + ")")) diff --git a/examples/rest/stocks-ref-market_status.py b/examples/rest/stocks-ref-market_status.py index 4682abc4..b8fa5cd5 100644 --- a/examples/rest/stocks-ref-market_status.py +++ b/examples/rest/stocks-ref-market_status.py @@ -1,7 +1,7 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v1_marketstatus_now diff --git a/examples/rest/stocks-ref-stock_financials.py b/examples/rest/stocks-ref-stock_financials.py index 41045757..14dfe481 100644 --- a/examples/rest/stocks-ref-stock_financials.py +++ b/examples/rest/stocks-ref-stock_financials.py @@ -1,7 +1,7 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_vx_reference_financials @@ -10,4 +10,4 @@ financials = [] for f in client.vx.list_stock_financials("AAPL"): financials.append(f) -print(financials) \ No newline at end of file +print(financials) diff --git a/examples/rest/stocks-ref-stock_splits.py b/examples/rest/stocks-ref-stock_splits.py index 30db5c6e..c00af2e8 100644 --- a/examples/rest/stocks-ref-stock_splits.py +++ b/examples/rest/stocks-ref-stock_splits.py @@ -1,7 +1,7 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v3_reference_splits @@ -10,4 +10,4 @@ splits = [] for s in client.list_splits("TSLA", limit=1000): splits.append(s) -print(splits) \ No newline at end of file +print(splits) diff --git a/examples/rest/stocks-ref-ticker_details.py b/examples/rest/stocks-ref-ticker_details.py index 8ed779af..059e8414 100644 --- a/examples/rest/stocks-ref-ticker_details.py +++ b/examples/rest/stocks-ref-ticker_details.py @@ -1,11 +1,11 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v3_reference_tickers__ticker # https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-ticker-details details = client.get_ticker_details("AAPL") -print(details) \ No newline at end of file +print(details) diff --git a/examples/rest/stocks-ref-ticker_events.py b/examples/rest/stocks-ref-ticker_events.py index dc3cd3d2..4274666f 100644 --- a/examples/rest/stocks-ref-ticker_events.py +++ b/examples/rest/stocks-ref-ticker_events.py @@ -1,11 +1,11 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_vx_reference_tickers__id__events # https://github.com/polygon-io/client-python/blob/master/polygon/rest/reference.py events = client.get_ticker_events("META") -print(events) \ No newline at end of file +print(events) diff --git a/examples/rest/stocks-ref-ticker_news.py b/examples/rest/stocks-ref-ticker_news.py index 9fc43014..80a05ef3 100644 --- a/examples/rest/stocks-ref-ticker_news.py +++ b/examples/rest/stocks-ref-ticker_news.py @@ -1,7 +1,8 @@ from polygon import RESTClient +from polygon.rest import models -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v2_reference_news @@ -11,7 +12,7 @@ for n in client.list_ticker_news("BBBY", order="desc", limit=1000): news.append(n) -#print(news) +# print(news) # print date + title for index, item in enumerate(news): diff --git a/examples/rest/stocks-ref-ticker_types.py b/examples/rest/stocks-ref-ticker_types.py index 0b8bf184..42804564 100644 --- a/examples/rest/stocks-ref-ticker_types.py +++ b/examples/rest/stocks-ref-ticker_types.py @@ -1,11 +1,11 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v3_reference_tickers_types # https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-ticker-types types = client.get_ticker_types() -print(types) \ No newline at end of file +print(types) diff --git a/examples/rest/stocks-ref-tickers.py b/examples/rest/stocks-ref-tickers.py index 784ab522..c4f25ff1 100644 --- a/examples/rest/stocks-ref-tickers.py +++ b/examples/rest/stocks-ref-tickers.py @@ -1,7 +1,7 @@ from polygon import RESTClient -#client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +# client = RESTClient() # POLYGON_API_KEY is used +client = RESTClient("XXXXXX") # api_key is used # docs # https://polygon.io/docs/stocks/get_v3_reference_tickers @@ -10,4 +10,4 @@ tickers = [] for t in client.list_tickers(limit=1000): tickers.append(t) -print(tickers) \ No newline at end of file +print(tickers) diff --git a/examples/rest/stocks-ws.py b/examples/rest/stocks-ws.py deleted file mode 100644 index a95be221..00000000 --- a/examples/rest/stocks-ws.py +++ /dev/null @@ -1,29 +0,0 @@ -from polygon import WebSocketClient -from polygon.websocket.models import WebSocketMessage -from typing import List - -client = WebSocketClient("XXXXXX") # api_key is used - -# docs -# https://polygon.io/docs/stocks/ws_stocks_am -# https://polygon-api-client.readthedocs.io/en/latest/WebSocket.html# - -# aggregates -#client.subscribe("AM.*") # aggregates (per minute) -#client.subscribe("A.*") # aggregates (per second) - -# trades -#client.subscribe("T.*") # all trades -#client.subscribe("T.TSLA", "T.UBER") # limited trades - -# quotes -#client.subscribe("Q.*") # all quotes -#client.subscribe("Q.TSLA", "Q.UBER") # limited quotes - - -def handle_msg(msgs: List[WebSocketMessage]): - for m in msgs: - print(m) - -# print messages -client.run(handle_msg) diff --git a/examples/rest/stocks-ws_extra.py b/examples/rest/stocks-ws_extra.py deleted file mode 100644 index af9030ff..00000000 --- a/examples/rest/stocks-ws_extra.py +++ /dev/null @@ -1,67 +0,0 @@ -from polygon import WebSocketClient -from polygon.websocket.models import WebSocketMessage -from typing import List -import time -import threading - -# docs -# https://polygon.io/docs/stocks/ws_stocks_am -# https://polygon-api-client.readthedocs.io/en/latest/WebSocket.html# - -# aggregates -#client.subscribe("AM.*") # aggregates (per minute) -#client.subscribe("A.*") # aggregates (per second) - -# trades -#client.subscribe("T.*") # all trades -#client.subscribe("T.TSLA", "T.UBER") # limited trades - -# quotes -#client.subscribe("Q.*") # all quotes -#client.subscribe("Q.TSLA", "Q.UBER") # limited quotes - -def run_websocket_client(): - client = WebSocketClient("XXXXXX") # api_key is used - client.subscribe("T.*") # all trades - client.run(handle_msg) - - -# store key/value -string_map = {} - -def handle_msg(msgs: List[WebSocketMessage]): - for m in msgs: - #print(m) - - if m.symbol in string_map: - string_map[m.symbol] += 1 - else: - string_map[m.symbol] = 1 - - - -# print messages -#client.run(handle_msg) - -def your_function(): - sorted_string_map = sorted(string_map.items(), key=lambda x: x[1], reverse=True) - print("\033c", end="") # ANSI escape sequence to clear the screen - #print(sorted_string_map[:10]) - for index, item in sorted_string_map[:10]: - print("{:<15}{:<15}".format(index, item)) - string_map.clear() # reset - #print() - -def run_function_periodically(): - while True: - your_function() - time.sleep(5) - -thread1 = threading.Thread(target=run_function_periodically) -thread2 = threading.Thread(target=run_websocket_client) - -thread1.start() -thread2.start() - -thread1.join() -thread2.join() \ No newline at end of file From d6d92c675cedaecee427b69b40dc2fd48f070df4 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 9 Feb 2023 21:08:22 -0800 Subject: [PATCH 3/9] fixed poetry mypy issues --- examples/rest/stocks-mrk-aggregates_bars.py | 12 ++--- .../rest/stocks-mrk-aggregates_bars_extra.py | 47 ++++++++++++------- examples/rest/stocks-mrk-daily_open_close.py | 6 +-- .../rest/stocks-mrk-grouped_daily_bars.py | 6 +-- examples/rest/stocks-mrk-last_quote.py | 6 +-- examples/rest/stocks-mrk-last_trade.py | 6 +-- examples/rest/stocks-mrk-previous_close.py | 6 +-- examples/rest/stocks-mrk-quotes.py | 6 +-- examples/rest/stocks-mrk-snapshots_all.py | 38 ++++++++++----- .../stocks-mrk-snapshots_gainers_losers.py | 31 +++++++++--- examples/rest/stocks-mrk-snapshots_ticker.py | 6 +-- .../stocks-mrk-technical_indicators_ema.py | 6 +-- .../stocks-mrk-technical_indicators_macd.py | 6 +-- .../stocks-mrk-technical_indicators_rsi.py | 6 +-- .../stocks-mrk-technical_indicators_sma.py | 6 +-- examples/rest/stocks-mrk-trades.py | 6 +-- examples/rest/stocks-mrk-trades_extra.py | 21 ++++++--- examples/rest/stocks-ref-conditions.py | 6 +-- examples/rest/stocks-ref-dividends.py | 6 +-- examples/rest/stocks-ref-exchanges.py | 28 +++++++---- examples/rest/stocks-ref-market_holidays.py | 17 +++++-- examples/rest/stocks-ref-market_status.py | 6 +-- examples/rest/stocks-ref-stock_financials.py | 6 +-- examples/rest/stocks-ref-stock_splits.py | 6 +-- examples/rest/stocks-ref-ticker_details.py | 6 +-- examples/rest/stocks-ref-ticker_events.py | 6 +-- examples/rest/stocks-ref-ticker_news.py | 21 ++++++--- examples/rest/stocks-ref-ticker_types.py | 6 +-- examples/rest/stocks-ref-tickers.py | 6 +-- 29 files changed, 208 insertions(+), 133 deletions(-) diff --git a/examples/rest/stocks-mrk-aggregates_bars.py b/examples/rest/stocks-mrk-aggregates_bars.py index e7176caa..9fb2625b 100644 --- a/examples/rest/stocks-mrk-aggregates_bars.py +++ b/examples/rest/stocks-mrk-aggregates_bars.py @@ -1,5 +1,9 @@ from polygon import RESTClient +# docs +# https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs + # API key injected below for easy use. If not provided, the script will attempt # to use the environment variable "POLYGON_API_KEY". # @@ -9,12 +13,8 @@ # Note: To persist the environment variable you need to add the above command # to the shell startup script (e.g. .bashrc or .bash_profile. # -# client = RESTClient() # POLYGON_API_KEY environment variable used -client = RESTClient("XXXXXX") # api_key is used - -# docs -# https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used aggs = client.get_aggs( "AAPL", diff --git a/examples/rest/stocks-mrk-aggregates_bars_extra.py b/examples/rest/stocks-mrk-aggregates_bars_extra.py index dd862f71..5936fdb3 100644 --- a/examples/rest/stocks-mrk-aggregates_bars_extra.py +++ b/examples/rest/stocks-mrk-aggregates_bars_extra.py @@ -7,16 +7,20 @@ # timestamp, transactions, and otc values for each hour. The output is # then printed to the console. from polygon import RESTClient +from polygon.rest.models import ( + Agg, +) import csv import datetime - -# client = RESTClient() # POLYGON_API_KEY environment variable used -client = RESTClient("XXXXXX") # api_key is used +import io # docs # https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to # https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + aggs = client.get_aggs( "AAPL", 1, @@ -41,27 +45,34 @@ ] # creating the csv string -csv_string = csv.StringIO() +csv_string = io.StringIO() writer = csv.DictWriter(csv_string, fieldnames=headers) # writing headers writer.writeheader() # writing data -for d in aggs: - writer.writerow( - { - "timestamp": datetime.datetime.fromtimestamp(d.timestamp / 1000), - "open": d.open, - "high": d.high, - "low": d.low, - "close": d.close, - "volume": d.volume, - "vwap": d.vwap, - "transactions": d.transactions, - "otc": d.otc, - } - ) +for agg in aggs: + + # verify this is an agg + if isinstance(agg, Agg): + + # verify this is an int + if isinstance(agg.timestamp, int): + + writer.writerow( + { + "timestamp": datetime.datetime.fromtimestamp(agg.timestamp / 1000), + "open": agg.open, + "high": agg.high, + "low": agg.low, + "close": agg.close, + "volume": agg.volume, + "vwap": agg.vwap, + "transactions": agg.transactions, + "otc": agg.otc, + } + ) # printing the csv string print(csv_string.getvalue()) diff --git a/examples/rest/stocks-mrk-daily_open_close.py b/examples/rest/stocks-mrk-daily_open_close.py index 037d3af5..65c96265 100644 --- a/examples/rest/stocks-mrk-daily_open_close.py +++ b/examples/rest/stocks-mrk-daily_open_close.py @@ -1,12 +1,12 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v1_open-close__stocksticker___date # https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-agg +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + # make request request = client.get_daily_open_close_agg( "AAPL", diff --git a/examples/rest/stocks-mrk-grouped_daily_bars.py b/examples/rest/stocks-mrk-grouped_daily_bars.py index 86233b15..8d9e92c5 100644 --- a/examples/rest/stocks-mrk-grouped_daily_bars.py +++ b/examples/rest/stocks-mrk-grouped_daily_bars.py @@ -1,13 +1,13 @@ from polygon import RESTClient import pprint -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v2_aggs_grouped_locale_us_market_stocks__date # https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-grouped-daily-aggs +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + grouped = client.get_grouped_daily_aggs( "2023-02-07", ) diff --git a/examples/rest/stocks-mrk-last_quote.py b/examples/rest/stocks-mrk-last_quote.py index f3774d7e..15b83e55 100644 --- a/examples/rest/stocks-mrk-last_quote.py +++ b/examples/rest/stocks-mrk-last_quote.py @@ -1,12 +1,12 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v2_last_nbbo__stocksticker # https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#get-last-quote +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + quote = client.get_last_quote( "AAPL", ) diff --git a/examples/rest/stocks-mrk-last_trade.py b/examples/rest/stocks-mrk-last_trade.py index 27d6eafb..42278ba0 100644 --- a/examples/rest/stocks-mrk-last_trade.py +++ b/examples/rest/stocks-mrk-last_trade.py @@ -1,12 +1,12 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v2_last_trade__stocksticker # https://polygon-api-client.readthedocs.io/en/latest/Trades.html#get-last-trade +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + trade = client.get_last_trade( "AAPL", ) diff --git a/examples/rest/stocks-mrk-previous_close.py b/examples/rest/stocks-mrk-previous_close.py index f776e788..9785ab2e 100644 --- a/examples/rest/stocks-mrk-previous_close.py +++ b/examples/rest/stocks-mrk-previous_close.py @@ -1,12 +1,12 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__prev # https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-previous-close-agg +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + aggs = client.get_previous_close_agg( "AAPL", ) diff --git a/examples/rest/stocks-mrk-quotes.py b/examples/rest/stocks-mrk-quotes.py index e581a821..4d615dab 100644 --- a/examples/rest/stocks-mrk-quotes.py +++ b/examples/rest/stocks-mrk-quotes.py @@ -1,8 +1,5 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v3_quotes__stockticker # https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#list-quotes @@ -15,6 +12,9 @@ # particular security. This information is used by traders to make informed # investment decisions and execute trades at the best available price. +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + quotes = [] for t in client.list_quotes("IBIO", "2023-02-01", limit=50000): quotes.append(t) diff --git a/examples/rest/stocks-mrk-snapshots_all.py b/examples/rest/stocks-mrk-snapshots_all.py index ac3a794c..4f6e0157 100644 --- a/examples/rest/stocks-mrk-snapshots_all.py +++ b/examples/rest/stocks-mrk-snapshots_all.py @@ -4,13 +4,13 @@ Agg, ) -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers # https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-all-snapshots +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + # tickers we are interested in tickers = ["TSLA", "AAPL", "MSFT", "META"] @@ -23,11 +23,27 @@ # crunch some numbers for item in snapshot: - percent_change = ( - (item.prev_day.close - item.prev_day.open) / item.prev_day.open * 100 - ) - print( - "{:<15}{:<15}{:<15}{:.2f} %".format( - item.ticker, item.prev_day.open, item.prev_day.close, percent_change - ) - ) + # verify this is an TickerSnapshot + if isinstance(item, TickerSnapshot): + + # verify this is an Agg + if isinstance(item.prev_day, Agg): + + # verify this is a float + if isinstance(item.prev_day.open, float) and isinstance( + item.prev_day.close, float + ): + + percent_change = ( + (item.prev_day.close - item.prev_day.open) + / item.prev_day.open + * 100 + ) + print( + "{:<15}{:<15}{:<15}{:.2f} %".format( + item.ticker, + item.prev_day.open, + item.prev_day.close, + percent_change, + ) + ) diff --git a/examples/rest/stocks-mrk-snapshots_gainers_losers.py b/examples/rest/stocks-mrk-snapshots_gainers_losers.py index 2c808f47..b0194bfa 100644 --- a/examples/rest/stocks-mrk-snapshots_gainers_losers.py +++ b/examples/rest/stocks-mrk-snapshots_gainers_losers.py @@ -1,19 +1,29 @@ from polygon import RESTClient - -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +from polygon.rest.models import ( + TickerSnapshot, +) # docs # https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks__direction # https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-gainers-losers-snapshot +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + # get gainers gainers = client.get_snapshot_direction("stocks", "gainers") # print(gainers) # print ticker with % change -for item in gainers: - print("{:<15}{:.2f} %".format(item.ticker, item.todays_change_percent)) +for gainer in gainers: + + # verify this is a TickerSnapshot + if isinstance(gainer, TickerSnapshot): + + # verify this is a float + if isinstance(gainer.todays_change_percent, float): + + print("{:<15}{:.2f} %".format(gainer.ticker, gainer.todays_change_percent)) print() @@ -22,5 +32,12 @@ # print(losers) # print ticker with % change -for item in losers: - print("{:<15}{:.2f} %".format(item.ticker, item.todays_change_percent)) +for loser in losers: + + # verify this is a TickerSnapshot + if isinstance(loser, TickerSnapshot): + + # verify this is a float + if isinstance(loser.todays_change_percent, float): + + print("{:<15}{:.2f} %".format(loser.ticker, loser.todays_change_percent)) diff --git a/examples/rest/stocks-mrk-snapshots_ticker.py b/examples/rest/stocks-mrk-snapshots_ticker.py index faf3791f..2b264338 100644 --- a/examples/rest/stocks-mrk-snapshots_ticker.py +++ b/examples/rest/stocks-mrk-snapshots_ticker.py @@ -1,11 +1,11 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers__stocksticker # https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-ticker-snapshot +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + ticker = client.get_snapshot_ticker("stocks", "AAPL") print(ticker) diff --git a/examples/rest/stocks-mrk-technical_indicators_ema.py b/examples/rest/stocks-mrk-technical_indicators_ema.py index 61baf661..0b87d48d 100644 --- a/examples/rest/stocks-mrk-technical_indicators_ema.py +++ b/examples/rest/stocks-mrk-technical_indicators_ema.py @@ -1,11 +1,11 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v1_indicators_ema__stockticker # https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + ema = client.get_ema("AAPL") print(ema) diff --git a/examples/rest/stocks-mrk-technical_indicators_macd.py b/examples/rest/stocks-mrk-technical_indicators_macd.py index 74f3ccbd..45221926 100644 --- a/examples/rest/stocks-mrk-technical_indicators_macd.py +++ b/examples/rest/stocks-mrk-technical_indicators_macd.py @@ -1,11 +1,11 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v1_indicators_macd__stockticker # https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + macd = client.get_macd("AAPL") print(macd) diff --git a/examples/rest/stocks-mrk-technical_indicators_rsi.py b/examples/rest/stocks-mrk-technical_indicators_rsi.py index 5e43e600..4fd62d29 100644 --- a/examples/rest/stocks-mrk-technical_indicators_rsi.py +++ b/examples/rest/stocks-mrk-technical_indicators_rsi.py @@ -1,11 +1,11 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v1_indicators_rsi__stockticker # https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + rsi = client.get_rsi("AAPL") print(rsi) diff --git a/examples/rest/stocks-mrk-technical_indicators_sma.py b/examples/rest/stocks-mrk-technical_indicators_sma.py index c34056b6..bfc0796f 100644 --- a/examples/rest/stocks-mrk-technical_indicators_sma.py +++ b/examples/rest/stocks-mrk-technical_indicators_sma.py @@ -1,11 +1,11 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v1_indicators_sma__stockticker # https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + sma = client.get_sma("AAPL") print(sma) diff --git a/examples/rest/stocks-mrk-trades.py b/examples/rest/stocks-mrk-trades.py index 291f451a..8f2f147b 100644 --- a/examples/rest/stocks-mrk-trades.py +++ b/examples/rest/stocks-mrk-trades.py @@ -1,8 +1,5 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v3_trades__stockticker # https://polygon-api-client.readthedocs.io/en/latest/Trades.html#polygon.RESTClient.list_trades @@ -13,6 +10,9 @@ # and is used by traders, investors, and researchers to gain insights into # market behavior and inform their investment decisions. +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + trades = [] for t in client.list_trades("IBIO", "2023-02-01", limit=50000): trades.append(t) diff --git a/examples/rest/stocks-mrk-trades_extra.py b/examples/rest/stocks-mrk-trades_extra.py index e277b436..1015f22a 100644 --- a/examples/rest/stocks-mrk-trades_extra.py +++ b/examples/rest/stocks-mrk-trades_extra.py @@ -1,20 +1,29 @@ # This code retrieves trade records and counts the amount of money that changes hands. from polygon import RESTClient -from polygon.rest import models - -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +from polygon.rest.models import ( + Trade, +) # docs # https://polygon.io/docs/stocks/get_v3_trades__stockticker # https://polygon-api-client.readthedocs.io/en/latest/Trades.html#polygon.RESTClient.list_trades +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + # used to track money across trades -money = 0 +money = float(0) # loop through and count price * volume for t in client.list_trades("DIS", "2023-02-07", limit=50000): - money += t.price * t.size + + # verify this is an Trade + if isinstance(t, Trade): + + # verify these are float + if isinstance(t.price, float) and isinstance(t.size, float): + + money += t.price * t.size # format the number so it's human readable formatted_number = "{:,.2f}".format(money) diff --git a/examples/rest/stocks-ref-conditions.py b/examples/rest/stocks-ref-conditions.py index 23a63742..1be9b483 100644 --- a/examples/rest/stocks-ref-conditions.py +++ b/examples/rest/stocks-ref-conditions.py @@ -1,12 +1,12 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v3_reference_conditions # https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-conditions +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + conditions = [] for c in client.list_conditions(limit=1000): conditions.append(c) diff --git a/examples/rest/stocks-ref-dividends.py b/examples/rest/stocks-ref-dividends.py index 67167ee0..75cd795c 100644 --- a/examples/rest/stocks-ref-dividends.py +++ b/examples/rest/stocks-ref-dividends.py @@ -1,12 +1,12 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v3_reference_dividends # https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-dividends +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + dividends = [] for d in client.list_dividends("MSFT", limit=1000): dividends.append(d) diff --git a/examples/rest/stocks-ref-exchanges.py b/examples/rest/stocks-ref-exchanges.py index e6d80bb0..b65938e2 100644 --- a/examples/rest/stocks-ref-exchanges.py +++ b/examples/rest/stocks-ref-exchanges.py @@ -1,19 +1,27 @@ from polygon import RESTClient - -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +from polygon.rest.models import ( + Exchange, +) # docs # https://polygon.io/docs/stocks/get_v3_reference_exchanges # https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-exchanges +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + exchanges = client.get_exchanges() -# print(exchanges) +print(exchanges) + +# loop over exchanges +for exchange in exchanges: + + # verify this is an exchange + if isinstance(exchange, Exchange): -# print date, name, and exchange -for item in exchanges: - print( - "{:<15}{:<15}".format( - item.asset_class, item.name + " (" + str(item.operating_mic) + ")" + # print exchange info + print( + "{:<15}{} ({})".format( + exchange.asset_class, exchange.name, exchange.operating_mic + ) ) - ) diff --git a/examples/rest/stocks-ref-market_holidays.py b/examples/rest/stocks-ref-market_holidays.py index 4e5a34a3..bd39bd67 100644 --- a/examples/rest/stocks-ref-market_holidays.py +++ b/examples/rest/stocks-ref-market_holidays.py @@ -1,15 +1,22 @@ from polygon import RESTClient - -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +from polygon.rest.models import ( + MarketHoliday, +) # docs # https://polygon.io/docs/stocks/get_v1_marketstatus_upcoming # https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + holidays = client.get_market_holidays() # print(holidays) # print date, name, and exchange -for item in holidays: - print("{:<15}{:<15}".format(item.date, item.name + " (" + item.exchange + ")")) +for holiday in holidays: + + # verify this is an exchange + if isinstance(holiday, MarketHoliday): + + print("{:<15}{:<15} ({})".format(holiday.date, holiday.name, holiday.exchange)) diff --git a/examples/rest/stocks-ref-market_status.py b/examples/rest/stocks-ref-market_status.py index b8fa5cd5..bd4362b3 100644 --- a/examples/rest/stocks-ref-market_status.py +++ b/examples/rest/stocks-ref-market_status.py @@ -1,11 +1,11 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v1_marketstatus_now # https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-status +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + result = client.get_market_status() print(result) diff --git a/examples/rest/stocks-ref-stock_financials.py b/examples/rest/stocks-ref-stock_financials.py index 14dfe481..dc356494 100644 --- a/examples/rest/stocks-ref-stock_financials.py +++ b/examples/rest/stocks-ref-stock_financials.py @@ -1,12 +1,12 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_vx_reference_financials # https://polygon-api-client.readthedocs.io/en/latest/vX.html#list-stock-financials +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + financials = [] for f in client.vx.list_stock_financials("AAPL"): financials.append(f) diff --git a/examples/rest/stocks-ref-stock_splits.py b/examples/rest/stocks-ref-stock_splits.py index c00af2e8..55980973 100644 --- a/examples/rest/stocks-ref-stock_splits.py +++ b/examples/rest/stocks-ref-stock_splits.py @@ -1,12 +1,12 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v3_reference_splits # https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-splits +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + splits = [] for s in client.list_splits("TSLA", limit=1000): splits.append(s) diff --git a/examples/rest/stocks-ref-ticker_details.py b/examples/rest/stocks-ref-ticker_details.py index 059e8414..5f81b4bc 100644 --- a/examples/rest/stocks-ref-ticker_details.py +++ b/examples/rest/stocks-ref-ticker_details.py @@ -1,11 +1,11 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v3_reference_tickers__ticker # https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-ticker-details +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + details = client.get_ticker_details("AAPL") print(details) diff --git a/examples/rest/stocks-ref-ticker_events.py b/examples/rest/stocks-ref-ticker_events.py index 4274666f..09b13432 100644 --- a/examples/rest/stocks-ref-ticker_events.py +++ b/examples/rest/stocks-ref-ticker_events.py @@ -1,11 +1,11 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_vx_reference_tickers__id__events # https://github.com/polygon-io/client-python/blob/master/polygon/rest/reference.py +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + events = client.get_ticker_events("META") print(events) diff --git a/examples/rest/stocks-ref-ticker_news.py b/examples/rest/stocks-ref-ticker_news.py index 80a05ef3..41e08653 100644 --- a/examples/rest/stocks-ref-ticker_news.py +++ b/examples/rest/stocks-ref-ticker_news.py @@ -1,13 +1,15 @@ from polygon import RESTClient -from polygon.rest import models - -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used +from polygon.rest.models import ( + TickerNews, +) # docs # https://polygon.io/docs/stocks/get_v2_reference_news # https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-ticker-news +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + news = [] for n in client.list_ticker_news("BBBY", order="desc", limit=1000): news.append(n) @@ -16,6 +18,11 @@ # print date + title for index, item in enumerate(news): - print("{:<25}{:<15}".format(item.published_utc, item.title)) - if index == 20: - break + + # verify this is an agg + if isinstance(item, TickerNews): + + print("{:<25}{:<15}".format(item.published_utc, item.title)) + + if index == 20: + break diff --git a/examples/rest/stocks-ref-ticker_types.py b/examples/rest/stocks-ref-ticker_types.py index 42804564..fa09338d 100644 --- a/examples/rest/stocks-ref-ticker_types.py +++ b/examples/rest/stocks-ref-ticker_types.py @@ -1,11 +1,11 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v3_reference_tickers_types # https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-ticker-types +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + types = client.get_ticker_types() print(types) diff --git a/examples/rest/stocks-ref-tickers.py b/examples/rest/stocks-ref-tickers.py index c4f25ff1..bffd518e 100644 --- a/examples/rest/stocks-ref-tickers.py +++ b/examples/rest/stocks-ref-tickers.py @@ -1,12 +1,12 @@ from polygon import RESTClient -# client = RESTClient() # POLYGON_API_KEY is used -client = RESTClient("XXXXXX") # api_key is used - # docs # https://polygon.io/docs/stocks/get_v3_reference_tickers # https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-tickers +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + tickers = [] for t in client.list_tickers(limit=1000): tickers.append(t) From 1d700d38834a7365e8b3f20afcd650886f0e415e Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 13 Feb 2023 00:00:50 -0800 Subject: [PATCH 4/9] renamed examples and added ws demos --- ...ates_bars.py => stocks-aggregates_bars.py} | 0 ...tra.py => stocks-aggregates_bars_extra.py} | 0 ...ref-conditions.py => stocks-conditions.py} | 0 ...en_close.py => stocks-daily_open_close.py} | 0 ...s-ref-dividends.py => stocks-dividends.py} | 0 ...s-ref-exchanges.py => stocks-exchanges.py} | 0 ...y_bars.py => stocks-grouped_daily_bars.py} | 0 ...mrk-last_quote.py => stocks-last_quote.py} | 0 ...mrk-last_trade.py => stocks-last_trade.py} | 0 ..._holidays.py => stocks-market_holidays.py} | 0 ...rket_status.py => stocks-market_status.py} | 0 ...ious_close.py => stocks-previous_close.py} | 0 ...{stocks-mrk-quotes.py => stocks-quotes.py} | 0 ...apshots_all.py => stocks-snapshots_all.py} | 0 ....py => stocks-snapshots_gainers_losers.py} | 0 ...s_ticker.py => stocks-snapshots_ticker.py} | 0 ...nancials.py => stocks-stock_financials.py} | 0 ...stock_splits.py => stocks-stock_splits.py} | 0 ....py => stocks-technical_indicators_ema.py} | 0 ...py => stocks-technical_indicators_macd.py} | 0 ....py => stocks-technical_indicators_rsi.py} | 0 ....py => stocks-technical_indicators_sma.py} | 0 ...er_details.py => stocks-ticker_details.py} | 0 ...cker_events.py => stocks-ticker_events.py} | 0 ...f-ticker_news.py => stocks-ticker_news.py} | 0 ...ticker_types.py => stocks-ticker_types.py} | 0 ...tocks-ref-tickers.py => stocks-tickers.py} | 0 ...{stocks-mrk-trades.py => stocks-trades.py} | 0 ...trades_extra.py => stocks-trades_extra.py} | 0 examples/websocket/stocks-ws.py | 29 ++++++++ examples/websocket/stocks-ws_extra.py | 67 +++++++++++++++++++ 31 files changed, 96 insertions(+) rename examples/rest/{stocks-mrk-aggregates_bars.py => stocks-aggregates_bars.py} (100%) rename examples/rest/{stocks-mrk-aggregates_bars_extra.py => stocks-aggregates_bars_extra.py} (100%) rename examples/rest/{stocks-ref-conditions.py => stocks-conditions.py} (100%) rename examples/rest/{stocks-mrk-daily_open_close.py => stocks-daily_open_close.py} (100%) rename examples/rest/{stocks-ref-dividends.py => stocks-dividends.py} (100%) rename examples/rest/{stocks-ref-exchanges.py => stocks-exchanges.py} (100%) rename examples/rest/{stocks-mrk-grouped_daily_bars.py => stocks-grouped_daily_bars.py} (100%) rename examples/rest/{stocks-mrk-last_quote.py => stocks-last_quote.py} (100%) rename examples/rest/{stocks-mrk-last_trade.py => stocks-last_trade.py} (100%) rename examples/rest/{stocks-ref-market_holidays.py => stocks-market_holidays.py} (100%) rename examples/rest/{stocks-ref-market_status.py => stocks-market_status.py} (100%) rename examples/rest/{stocks-mrk-previous_close.py => stocks-previous_close.py} (100%) rename examples/rest/{stocks-mrk-quotes.py => stocks-quotes.py} (100%) rename examples/rest/{stocks-mrk-snapshots_all.py => stocks-snapshots_all.py} (100%) rename examples/rest/{stocks-mrk-snapshots_gainers_losers.py => stocks-snapshots_gainers_losers.py} (100%) rename examples/rest/{stocks-mrk-snapshots_ticker.py => stocks-snapshots_ticker.py} (100%) rename examples/rest/{stocks-ref-stock_financials.py => stocks-stock_financials.py} (100%) rename examples/rest/{stocks-ref-stock_splits.py => stocks-stock_splits.py} (100%) rename examples/rest/{stocks-mrk-technical_indicators_ema.py => stocks-technical_indicators_ema.py} (100%) rename examples/rest/{stocks-mrk-technical_indicators_macd.py => stocks-technical_indicators_macd.py} (100%) rename examples/rest/{stocks-mrk-technical_indicators_rsi.py => stocks-technical_indicators_rsi.py} (100%) rename examples/rest/{stocks-mrk-technical_indicators_sma.py => stocks-technical_indicators_sma.py} (100%) rename examples/rest/{stocks-ref-ticker_details.py => stocks-ticker_details.py} (100%) rename examples/rest/{stocks-ref-ticker_events.py => stocks-ticker_events.py} (100%) rename examples/rest/{stocks-ref-ticker_news.py => stocks-ticker_news.py} (100%) rename examples/rest/{stocks-ref-ticker_types.py => stocks-ticker_types.py} (100%) rename examples/rest/{stocks-ref-tickers.py => stocks-tickers.py} (100%) rename examples/rest/{stocks-mrk-trades.py => stocks-trades.py} (100%) rename examples/rest/{stocks-mrk-trades_extra.py => stocks-trades_extra.py} (100%) create mode 100644 examples/websocket/stocks-ws.py create mode 100644 examples/websocket/stocks-ws_extra.py diff --git a/examples/rest/stocks-mrk-aggregates_bars.py b/examples/rest/stocks-aggregates_bars.py similarity index 100% rename from examples/rest/stocks-mrk-aggregates_bars.py rename to examples/rest/stocks-aggregates_bars.py diff --git a/examples/rest/stocks-mrk-aggregates_bars_extra.py b/examples/rest/stocks-aggregates_bars_extra.py similarity index 100% rename from examples/rest/stocks-mrk-aggregates_bars_extra.py rename to examples/rest/stocks-aggregates_bars_extra.py diff --git a/examples/rest/stocks-ref-conditions.py b/examples/rest/stocks-conditions.py similarity index 100% rename from examples/rest/stocks-ref-conditions.py rename to examples/rest/stocks-conditions.py diff --git a/examples/rest/stocks-mrk-daily_open_close.py b/examples/rest/stocks-daily_open_close.py similarity index 100% rename from examples/rest/stocks-mrk-daily_open_close.py rename to examples/rest/stocks-daily_open_close.py diff --git a/examples/rest/stocks-ref-dividends.py b/examples/rest/stocks-dividends.py similarity index 100% rename from examples/rest/stocks-ref-dividends.py rename to examples/rest/stocks-dividends.py diff --git a/examples/rest/stocks-ref-exchanges.py b/examples/rest/stocks-exchanges.py similarity index 100% rename from examples/rest/stocks-ref-exchanges.py rename to examples/rest/stocks-exchanges.py diff --git a/examples/rest/stocks-mrk-grouped_daily_bars.py b/examples/rest/stocks-grouped_daily_bars.py similarity index 100% rename from examples/rest/stocks-mrk-grouped_daily_bars.py rename to examples/rest/stocks-grouped_daily_bars.py diff --git a/examples/rest/stocks-mrk-last_quote.py b/examples/rest/stocks-last_quote.py similarity index 100% rename from examples/rest/stocks-mrk-last_quote.py rename to examples/rest/stocks-last_quote.py diff --git a/examples/rest/stocks-mrk-last_trade.py b/examples/rest/stocks-last_trade.py similarity index 100% rename from examples/rest/stocks-mrk-last_trade.py rename to examples/rest/stocks-last_trade.py diff --git a/examples/rest/stocks-ref-market_holidays.py b/examples/rest/stocks-market_holidays.py similarity index 100% rename from examples/rest/stocks-ref-market_holidays.py rename to examples/rest/stocks-market_holidays.py diff --git a/examples/rest/stocks-ref-market_status.py b/examples/rest/stocks-market_status.py similarity index 100% rename from examples/rest/stocks-ref-market_status.py rename to examples/rest/stocks-market_status.py diff --git a/examples/rest/stocks-mrk-previous_close.py b/examples/rest/stocks-previous_close.py similarity index 100% rename from examples/rest/stocks-mrk-previous_close.py rename to examples/rest/stocks-previous_close.py diff --git a/examples/rest/stocks-mrk-quotes.py b/examples/rest/stocks-quotes.py similarity index 100% rename from examples/rest/stocks-mrk-quotes.py rename to examples/rest/stocks-quotes.py diff --git a/examples/rest/stocks-mrk-snapshots_all.py b/examples/rest/stocks-snapshots_all.py similarity index 100% rename from examples/rest/stocks-mrk-snapshots_all.py rename to examples/rest/stocks-snapshots_all.py diff --git a/examples/rest/stocks-mrk-snapshots_gainers_losers.py b/examples/rest/stocks-snapshots_gainers_losers.py similarity index 100% rename from examples/rest/stocks-mrk-snapshots_gainers_losers.py rename to examples/rest/stocks-snapshots_gainers_losers.py diff --git a/examples/rest/stocks-mrk-snapshots_ticker.py b/examples/rest/stocks-snapshots_ticker.py similarity index 100% rename from examples/rest/stocks-mrk-snapshots_ticker.py rename to examples/rest/stocks-snapshots_ticker.py diff --git a/examples/rest/stocks-ref-stock_financials.py b/examples/rest/stocks-stock_financials.py similarity index 100% rename from examples/rest/stocks-ref-stock_financials.py rename to examples/rest/stocks-stock_financials.py diff --git a/examples/rest/stocks-ref-stock_splits.py b/examples/rest/stocks-stock_splits.py similarity index 100% rename from examples/rest/stocks-ref-stock_splits.py rename to examples/rest/stocks-stock_splits.py diff --git a/examples/rest/stocks-mrk-technical_indicators_ema.py b/examples/rest/stocks-technical_indicators_ema.py similarity index 100% rename from examples/rest/stocks-mrk-technical_indicators_ema.py rename to examples/rest/stocks-technical_indicators_ema.py diff --git a/examples/rest/stocks-mrk-technical_indicators_macd.py b/examples/rest/stocks-technical_indicators_macd.py similarity index 100% rename from examples/rest/stocks-mrk-technical_indicators_macd.py rename to examples/rest/stocks-technical_indicators_macd.py diff --git a/examples/rest/stocks-mrk-technical_indicators_rsi.py b/examples/rest/stocks-technical_indicators_rsi.py similarity index 100% rename from examples/rest/stocks-mrk-technical_indicators_rsi.py rename to examples/rest/stocks-technical_indicators_rsi.py diff --git a/examples/rest/stocks-mrk-technical_indicators_sma.py b/examples/rest/stocks-technical_indicators_sma.py similarity index 100% rename from examples/rest/stocks-mrk-technical_indicators_sma.py rename to examples/rest/stocks-technical_indicators_sma.py diff --git a/examples/rest/stocks-ref-ticker_details.py b/examples/rest/stocks-ticker_details.py similarity index 100% rename from examples/rest/stocks-ref-ticker_details.py rename to examples/rest/stocks-ticker_details.py diff --git a/examples/rest/stocks-ref-ticker_events.py b/examples/rest/stocks-ticker_events.py similarity index 100% rename from examples/rest/stocks-ref-ticker_events.py rename to examples/rest/stocks-ticker_events.py diff --git a/examples/rest/stocks-ref-ticker_news.py b/examples/rest/stocks-ticker_news.py similarity index 100% rename from examples/rest/stocks-ref-ticker_news.py rename to examples/rest/stocks-ticker_news.py diff --git a/examples/rest/stocks-ref-ticker_types.py b/examples/rest/stocks-ticker_types.py similarity index 100% rename from examples/rest/stocks-ref-ticker_types.py rename to examples/rest/stocks-ticker_types.py diff --git a/examples/rest/stocks-ref-tickers.py b/examples/rest/stocks-tickers.py similarity index 100% rename from examples/rest/stocks-ref-tickers.py rename to examples/rest/stocks-tickers.py diff --git a/examples/rest/stocks-mrk-trades.py b/examples/rest/stocks-trades.py similarity index 100% rename from examples/rest/stocks-mrk-trades.py rename to examples/rest/stocks-trades.py diff --git a/examples/rest/stocks-mrk-trades_extra.py b/examples/rest/stocks-trades_extra.py similarity index 100% rename from examples/rest/stocks-mrk-trades_extra.py rename to examples/rest/stocks-trades_extra.py diff --git a/examples/websocket/stocks-ws.py b/examples/websocket/stocks-ws.py new file mode 100644 index 00000000..b3b2c17c --- /dev/null +++ b/examples/websocket/stocks-ws.py @@ -0,0 +1,29 @@ +from polygon import WebSocketClient +from polygon.websocket.models import WebSocketMessage +from typing import List + +client = WebSocketClient("N_4QqOFs3X_pCHeIJjW4pCETSOBerS4_") # api_key is used + +# docs +# https://polygon.io/docs/stocks/ws_stocks_am +# https://polygon-api-client.readthedocs.io/en/latest/WebSocket.html# + +# aggregates +#client.subscribe("AM.*") # aggregates (per minute) +#client.subscribe("A.*") # aggregates (per second) + +# trades +#client.subscribe("T.*") # all trades +#client.subscribe("T.TSLA", "T.UBER") # limited trades + +# quotes +#client.subscribe("Q.*") # all quotes +#client.subscribe("Q.TSLA", "Q.UBER") # limited quotes + + +def handle_msg(msgs: List[WebSocketMessage]): + for m in msgs: + print(m) + +# print messages +client.run(handle_msg) diff --git a/examples/websocket/stocks-ws_extra.py b/examples/websocket/stocks-ws_extra.py new file mode 100644 index 00000000..90665538 --- /dev/null +++ b/examples/websocket/stocks-ws_extra.py @@ -0,0 +1,67 @@ +from polygon import WebSocketClient +from polygon.websocket.models import WebSocketMessage +from typing import List +import time +import threading + +# docs +# https://polygon.io/docs/stocks/ws_stocks_am +# https://polygon-api-client.readthedocs.io/en/latest/WebSocket.html# + +# aggregates +#client.subscribe("AM.*") # aggregates (per minute) +#client.subscribe("A.*") # aggregates (per second) + +# trades +#client.subscribe("T.*") # all trades +#client.subscribe("T.TSLA", "T.UBER") # limited trades + +# quotes +#client.subscribe("Q.*") # all quotes +#client.subscribe("Q.TSLA", "Q.UBER") # limited quotes + +def run_websocket_client(): + client = WebSocketClient("N_4QqOFs3X_pCHeIJjW4pCETSOBerS4_") # api_key is used + client.subscribe("T.*") # all trades + client.run(handle_msg) + + +# store key/value +string_map = {} + +def handle_msg(msgs: List[WebSocketMessage]): + for m in msgs: + #print(m) + + if m.symbol in string_map: + string_map[m.symbol] += 1 + else: + string_map[m.symbol] = 1 + + + +# print messages +#client.run(handle_msg) + +def your_function(): + sorted_string_map = sorted(string_map.items(), key=lambda x: x[1], reverse=True) + print("\033c", end="") # ANSI escape sequence to clear the screen + #print(sorted_string_map[:10]) + for index, item in sorted_string_map[:10]: + print("{:<15}{:<15}".format(index, item)) + string_map.clear() # reset + #print() + +def run_function_periodically(): + while True: + your_function() + time.sleep(5) + +thread1 = threading.Thread(target=run_function_periodically) +thread2 = threading.Thread(target=run_websocket_client) + +thread1.start() +thread2.start() + +thread1.join() +thread2.join() \ No newline at end of file From 3c6d1f1b2c2d3fabb985ff76e92469fc6292ebda Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 13 Feb 2023 00:29:17 -0800 Subject: [PATCH 5/9] fixed lint issues --- examples/websocket/stocks-ws.py | 15 ++++---- examples/websocket/stocks-ws_extra.py | 52 ++++++++++++++++----------- 2 files changed, 39 insertions(+), 28 deletions(-) diff --git a/examples/websocket/stocks-ws.py b/examples/websocket/stocks-ws.py index b3b2c17c..98064ece 100644 --- a/examples/websocket/stocks-ws.py +++ b/examples/websocket/stocks-ws.py @@ -2,28 +2,29 @@ from polygon.websocket.models import WebSocketMessage from typing import List -client = WebSocketClient("N_4QqOFs3X_pCHeIJjW4pCETSOBerS4_") # api_key is used +client = WebSocketClient("N_4QqOFs3X_pCHeIJjW4pCETSOBerS4_") # api_key is used # docs # https://polygon.io/docs/stocks/ws_stocks_am # https://polygon-api-client.readthedocs.io/en/latest/WebSocket.html# # aggregates -#client.subscribe("AM.*") # aggregates (per minute) -#client.subscribe("A.*") # aggregates (per second) +# client.subscribe("AM.*") # aggregates (per minute) +# client.subscribe("A.*") # aggregates (per second) # trades -#client.subscribe("T.*") # all trades -#client.subscribe("T.TSLA", "T.UBER") # limited trades +# client.subscribe("T.*") # all trades +# client.subscribe("T.TSLA", "T.UBER") # limited trades # quotes -#client.subscribe("Q.*") # all quotes -#client.subscribe("Q.TSLA", "Q.UBER") # limited quotes +# client.subscribe("Q.*") # all quotes +# client.subscribe("Q.TSLA", "Q.UBER") # limited quotes def handle_msg(msgs: List[WebSocketMessage]): for m in msgs: print(m) + # print messages client.run(handle_msg) diff --git a/examples/websocket/stocks-ws_extra.py b/examples/websocket/stocks-ws_extra.py index 90665538..a9cf3452 100644 --- a/examples/websocket/stocks-ws_extra.py +++ b/examples/websocket/stocks-ws_extra.py @@ -1,62 +1,72 @@ from polygon import WebSocketClient from polygon.websocket.models import WebSocketMessage from typing import List +from typing import Dict import time import threading + # docs # https://polygon.io/docs/stocks/ws_stocks_am # https://polygon-api-client.readthedocs.io/en/latest/WebSocket.html# # aggregates -#client.subscribe("AM.*") # aggregates (per minute) -#client.subscribe("A.*") # aggregates (per second) +# client.subscribe("AM.*") # aggregates (per minute) +# client.subscribe("A.*") # aggregates (per second) # trades -#client.subscribe("T.*") # all trades -#client.subscribe("T.TSLA", "T.UBER") # limited trades +# client.subscribe("T.*") # all trades +# client.subscribe("T.TSLA", "T.UBER") # limited trades # quotes -#client.subscribe("Q.*") # all quotes -#client.subscribe("Q.TSLA", "Q.UBER") # limited quotes +# client.subscribe("Q.*") # all quotes +# client.subscribe("Q.TSLA", "Q.UBER") # limited quotes + def run_websocket_client(): - client = WebSocketClient("N_4QqOFs3X_pCHeIJjW4pCETSOBerS4_") # api_key is used - client.subscribe("T.*") # all trades + # client = WebSocketClient("XXXXXX") # hardcoded api_key is used + client = WebSocketClient() # POLYGON_API_KEY environment variable is used + client.subscribe("T.*") # all trades client.run(handle_msg) -# store key/value -string_map = {} +string_map: Dict[str, int] +string_map = {} # + def handle_msg(msgs: List[WebSocketMessage]): for m in msgs: - #print(m) + # print(m) - if m.symbol in string_map: - string_map[m.symbol] += 1 - else: - string_map[m.symbol] = 1 + # verify this is a string + if isinstance(m, str): + if m.symbol in string_map: + string_map[m.symbol] += 1 + else: + string_map[m.symbol] = 1 # print messages -#client.run(handle_msg) +# client.run(handle_msg) + def your_function(): sorted_string_map = sorted(string_map.items(), key=lambda x: x[1], reverse=True) - print("\033c", end="") # ANSI escape sequence to clear the screen - #print(sorted_string_map[:10]) + print("\033c", end="") # ANSI escape sequence to clear the screen + # print(sorted_string_map[:10]) for index, item in sorted_string_map[:10]: print("{:<15}{:<15}".format(index, item)) - string_map.clear() # reset - #print() + string_map.clear() # reset + # print() + def run_function_periodically(): while True: your_function() time.sleep(5) + thread1 = threading.Thread(target=run_function_periodically) thread2 = threading.Thread(target=run_websocket_client) @@ -64,4 +74,4 @@ def run_function_periodically(): thread2.start() thread1.join() -thread2.join() \ No newline at end of file +thread2.join() From f43fc09ee2a8e8f14ec385b623d215b5b0939004 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 13 Feb 2023 00:41:14 -0800 Subject: [PATCH 6/9] added code comments --- examples/websocket/stocks-ws_extra.py | 15 +- poetry.lock | 740 +++++++++++++------------- pyproject.toml | 2 + 3 files changed, 382 insertions(+), 375 deletions(-) diff --git a/examples/websocket/stocks-ws_extra.py b/examples/websocket/stocks-ws_extra.py index a9cf3452..59883e6c 100644 --- a/examples/websocket/stocks-ws_extra.py +++ b/examples/websocket/stocks-ws_extra.py @@ -10,6 +10,12 @@ # https://polygon.io/docs/stocks/ws_stocks_am # https://polygon-api-client.readthedocs.io/en/latest/WebSocket.html# +# This program connects to the Polygon WebSocket API, authenticates the +# connection, and subscribes to receive trades. Every 5 seconds, it counts +# the number of trades per symbol and stores the results in a map. The +# program then prints the map, which gives a readout of the top stocks +# traded in the past 5 seconds. + # aggregates # client.subscribe("AM.*") # aggregates (per minute) # client.subscribe("A.*") # aggregates (per second) @@ -51,19 +57,18 @@ def handle_msg(msgs: List[WebSocketMessage]): # client.run(handle_msg) -def your_function(): +def top_function(): sorted_string_map = sorted(string_map.items(), key=lambda x: x[1], reverse=True) print("\033c", end="") # ANSI escape sequence to clear the screen - # print(sorted_string_map[:10]) + for index, item in sorted_string_map[:10]: print("{:<15}{:<15}".format(index, item)) - string_map.clear() # reset - # print() + string_map.clear() # clear map for next loop def run_function_periodically(): while True: - your_function() + top_function() time.sleep(5) diff --git a/poetry.lock b/poetry.lock index 95f7e84b..46e2736a 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,3 +1,5 @@ +# This file is automatically @generated by Poetry and should not be changed by hand. + [[package]] name = "alabaster" version = "0.7.12" @@ -5,6 +7,10 @@ description = "A configurable sidebar-enabled Sphinx theme" category = "dev" optional = false python-versions = "*" +files = [ + {file = "alabaster-0.7.12-py2.py3-none-any.whl", hash = "sha256:446438bdcca0e05bd45ea2de1668c1d9b032e1a9154c2c259092d77031ddd359"}, + {file = "alabaster-0.7.12.tar.gz", hash = "sha256:a661d72d58e6ea8a57f7a86e37d86716863ee5e92788398526d58b26a4e4dc02"}, +] [[package]] name = "attrs" @@ -13,6 +19,10 @@ description = "Classes Without Boilerplate" category = "dev" optional = false python-versions = ">=3.5" +files = [ + {file = "attrs-22.1.0-py2.py3-none-any.whl", hash = "sha256:86efa402f67bf2df34f51a335487cf46b1ec130d02b8d39fd248abfd30da551c"}, + {file = "attrs-22.1.0.tar.gz", hash = "sha256:29adc2665447e5191d0e7c568fde78b21f9672d344281d0c6e1ab085429b22b6"}, +] [package.extras] dev = ["cloudpickle", "coverage[toml] (>=5.0.2)", "furo", "hypothesis", "mypy 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