Add individual futures exchange endpoints (CME, CBOT, NYMEX, COMEX)

Author: justinpolygon

polygon/websocket/models/__init__.py

@@ -42,6 +42,30 @@ def from_dict(cls, data: Dict[str, Any]) -> "FromDictProtocol":
         "T": FuturesTrade,
         "Q": FuturesQuote,
     },
+    Market.FuturesCME: {
+        "A": FuturesAgg,
+        "AM": FuturesAgg,
+        "T": FuturesTrade,
+        "Q": FuturesQuote,
+    },
+    Market.FuturesCBOT: {
+        "A": FuturesAgg,
+        "AM": FuturesAgg,
+        "T": FuturesTrade,
+        "Q": FuturesQuote,
+    },
+    Market.FuturesNYMEX: {
+        "A": FuturesAgg,
+        "AM": FuturesAgg,
+        "T": FuturesTrade,
+        "Q": FuturesQuote,
+    },
+    Market.FuturesCOMEX: {
+        "A": FuturesAgg,
+        "AM": FuturesAgg,
+        "T": FuturesTrade,
+        "Q": FuturesQuote,
+    },
     Market.Crypto: {
         "XA": CurrencyAgg,
         "XAS": CurrencyAgg,

polygon/websocket/models/common.py

@@ -28,7 +28,11 @@ class Market(Enum):
     Forex = "forex"
     Crypto = "crypto"
     Indices = "indices"
-    Futures = "futures"
+    Futures = "futures"  # CME, CBOT, NYMEX, and COMEX
+    FuturesCME = "futures/cme"
+    FuturesCBOT = "futures/cbot"
+    FuturesNYMEX = "futures/nymex"
+    FuturesCOMEX = "futures/comex"
 
 
 class EventType(Enum):