diff --git a/examples/rest/stocks-aggregates_bars_highcharts.py b/examples/rest/stocks-aggregates_bars_highcharts.py
new file mode 100644
index 00000000..08fccd4c
--- /dev/null
+++ b/examples/rest/stocks-aggregates_bars_highcharts.py
@@ -0,0 +1,137 @@
+from polygon import RESTClient
+from polygon.rest.models import (
+ Agg,
+)
+import datetime
+import http.server
+import socketserver
+import traceback
+import json
+
+# This program retrieves stock price data for the AAPL stock from the Polygon
+# API using a REST client, and formats the data in a format expected by the
+# Highcharts JavaScript library. The program creates a web server that serves
+# an HTML page that includes a candlestick chart of the AAPL stock prices using
+# Highcharts. The chart displays data for the time range from January 1, 2019,
+# to February 16, 2023. The chart data is updated by retrieving the latest data
+# from the Polygon API every time the HTML page is loaded or refreshed. The
+# server listens on port 8888 and exits gracefully when a KeyboardInterrupt is
+# received.
+#
+# Connect to http://localhost:8888 in your browser to view candlestick chart.
+
+PORT = 8888
+
+# https://www.highcharts.com/blog/products/stock/
+# JavaScript StockChart with Date-Time Axis
+html = """
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+"""
+
+client = RESTClient() # POLYGON_API_KEY environment variable is used
+
+aggs = client.get_aggs(
+ "AAPL",
+ 1,
+ "day",
+ "2019-01-01",
+ "2023-02-16",
+ limit=50000,
+)
+
+# print(aggs)
+
+data = []
+
+# writing data
+for agg in aggs:
+
+ # verify this is an agg
+ if isinstance(agg, Agg):
+
+ # verify this is an int
+ if isinstance(agg.timestamp, int):
+
+ new_record = {
+ "date": agg.timestamp,
+ "open": agg.open,
+ "high": agg.high,
+ "low": agg.low,
+ "close": agg.close,
+ "volume": agg.volume,
+ }
+
+ data.append(new_record)
+
+values = [[v for k, v in d.items()] for d in data]
+
+# json_data = json.dumps(data)
+# print(json_data)
+
+
+class handler(http.server.SimpleHTTPRequestHandler):
+ def do_GET(self):
+ if self.path == "/data":
+ self.send_response(200)
+ self.send_header("Content-type", "application/json")
+ self.end_headers()
+ json_data = json.dumps(values)
+ self.wfile.write(json_data.encode())
+ else:
+ self.send_response(200)
+ self.send_header("Content-type", "text/html")
+ self.end_headers()
+ self.wfile.write(html.encode())
+
+
+# handle ctrl-c KeyboardInterrupt to exit the program gracefully
+try:
+ while True:
+ # run http server
+ with socketserver.TCPServer(("", PORT), handler) as httpd:
+ print("serving at port", PORT)
+ httpd.serve_forever()
+ pass
+except KeyboardInterrupt:
+ print("\nExiting gracefully...")
+ # traceback.print_exc()
diff --git a/examples/rest/stocks-grouped_daily_bars.py b/examples/rest/stocks-grouped_daily_bars.py
index 8d9e92c5..ea0ff1cd 100644
--- a/examples/rest/stocks-grouped_daily_bars.py
+++ b/examples/rest/stocks-grouped_daily_bars.py
@@ -9,7 +9,7 @@
client = RESTClient() # POLYGON_API_KEY environment variable is used
grouped = client.get_grouped_daily_aggs(
- "2023-02-07",
+ "2023-02-16",
)
# print(grouped)
diff --git a/examples/rest/stocks-tickers.py b/examples/rest/stocks-tickers.py
index bffd518e..7fc09230 100644
--- a/examples/rest/stocks-tickers.py
+++ b/examples/rest/stocks-tickers.py
@@ -8,6 +8,6 @@
client = RESTClient() # POLYGON_API_KEY environment variable is used
tickers = []
-for t in client.list_tickers(limit=1000):
+for t in client.list_tickers(market="stocks", type="CS", active=True, limit=1000):
tickers.append(t)
print(tickers)
diff --git a/examples/rest/stocks-trades_extra.py b/examples/rest/stocks-trades_extra.py
index 1015f22a..61bc6b7d 100644
--- a/examples/rest/stocks-trades_extra.py
+++ b/examples/rest/stocks-trades_extra.py
@@ -21,7 +21,7 @@
if isinstance(t, Trade):
# verify these are float
- if isinstance(t.price, float) and isinstance(t.size, float):
+ if isinstance(t.price, float) and isinstance(t.size, int):
money += t.price * t.size
diff --git a/examples/websocket/stocks-ws.py b/examples/websocket/stocks-ws.py
index 98064ece..cf238953 100644
--- a/examples/websocket/stocks-ws.py
+++ b/examples/websocket/stocks-ws.py
@@ -2,23 +2,28 @@
from polygon.websocket.models import WebSocketMessage
from typing import List
-client = WebSocketClient("N_4QqOFs3X_pCHeIJjW4pCETSOBerS4_") # api_key is used
+# client = WebSocketClient("XXXXXX") # hardcoded api_key is used
+client = WebSocketClient() # POLYGON_API_KEY environment variable 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)
+# aggregates (per minute)
+# client.subscribe("AM.*") # all aggregates
+# client.subscribe("AM.TSLA") # single ticker
+
+# aggregates (per second)
+client.subscribe("A.*") # all aggregates
+# client.subscribe("A.TSLA") # single ticker
# 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") # multiple tickers
# 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") # multiple tickers
def handle_msg(msgs: List[WebSocketMessage]):
diff --git a/examples/websocket/stocks-ws_extra.py b/examples/websocket/stocks-ws_extra.py
index 59883e6c..0fdd6bd8 100644
--- a/examples/websocket/stocks-ws_extra.py
+++ b/examples/websocket/stocks-ws_extra.py
@@ -1,11 +1,11 @@
from polygon import WebSocketClient
-from polygon.websocket.models import WebSocketMessage
+from polygon.websocket.models import WebSocketMessage, EquityTrade
from typing import List
from typing import Dict
+from datetime import datetime
import time
import threading
-
# docs
# https://polygon.io/docs/stocks/ws_stocks_am
# https://polygon-api-client.readthedocs.io/en/latest/WebSocket.html#
@@ -16,18 +16,6 @@
# 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)
-
-# 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") # hardcoded api_key is used
@@ -38,32 +26,73 @@ def run_websocket_client():
string_map: Dict[str, int]
string_map = {} #
+cash_traded = float(0)
def handle_msg(msgs: List[WebSocketMessage]):
for m in msgs:
# print(m)
- # verify this is a string
- if isinstance(m, str):
+ if type(m) == EquityTrade:
- 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.symbol, str):
+ if m.symbol in string_map:
+ string_map[m.symbol] += 1
+ else:
+ string_map[m.symbol] = 1
-# print messages
-# client.run(handle_msg)
+ # verify these are float
+ if isinstance(m.price, float) and isinstance(m.size, int):
+
+ global cash_traded
+ cash_traded += m.price * m.size
+ # print(cash_traded)
def top_function():
+
+ # start timer
+ start_time = time.time()
+
sorted_string_map = sorted(string_map.items(), key=lambda x: x[1], reverse=True)
print("\033c", end="") # ANSI escape sequence to clear the screen
- for index, item in sorted_string_map[:10]:
+ for index, item in sorted_string_map[:25]:
print("{:<15}{:<15}".format(index, item))
- string_map.clear() # clear map for next loop
+
+ # end timer
+ end_time = time.time()
+
+ # print stats
+ print()
+
+ # current time
+ current_time = datetime.now()
+ print(f"Time: {current_time}")
+
+ # how many tickers seen
+ ticker_count = len(sorted_string_map)
+ print(f"Tickers seen: {ticker_count}")
+
+ # how many trades seen
+ trade_count = 0
+ for index, item in sorted_string_map:
+ trade_count += item
+ print(f"Trades seen: {trade_count}")
+
+ # cash traded
+ global cash_traded
+ formatted_number = "{:,.2f}".format(cash_traded)
+ print("Roughly " + formatted_number + " cash changed hands")
+
+ # performance?
+ print(f"Time taken: {end_time - start_time:.6f} seconds")
+
+ # clear map and cash for next loop
+ string_map.clear()
+ cash_traded = 0
def run_function_periodically():