Trade endpoints (#134)

* added last trade and last trade crypto

Author: mcdayoub

polygon/rest/base.py

@@ -67,8 +67,10 @@ def _get(
 
         if result_key:
             obj = obj[result_key]
-        else:
-            # If the result_key does not exist, still need to put the results in a list
+
+        # If obj is not yet a list, need to turn it into a list
+        # This is for the Daily Open/Close and Last Trade endpoints
+        if type(obj) != list:
             obj = [obj]
 
         if deserializer:

polygon/rest/models/trades.py

@@ -21,3 +21,68 @@ class Trade:
     @staticmethod
     def from_dict(d):
         return Trade(**d)
+
+
+@dataclass
+class LastTrade:
+    ticker: str
+    trf_timestamp: int
+    sequence_number: float
+    sip_timestamp: int
+    participant_timestamp: int
+    conditions: List[int]
+    correction: int
+    id: str
+    price: float
+    trf_id: int
+    size: float
+    exchange: int
+    tape: int
+
+    @staticmethod
+    def from_dict(d):
+        return LastTrade(
+            d.get("T", None),
+            d.get("f", None),
+            d.get("q", None),
+            d.get("t", None),
+            d.get("y", None),
+            d.get("c", None),
+            d.get("e", None),
+            d.get("i", None),
+            d.get("p", None),
+            d.get("r", None),
+            d.get("s", None),
+            d.get("x", None),
+            d.get("z", None),
+        )
+
+
+@dataclass
+class Last:
+    conditions: List[int]
+    exchange: int
+    price: float
+    size: float
+    timestamp: int
+
+    @staticmethod
+    def from_dict(d):
+        return Last(**d)
+
+
+@dataclass
+class LastTradeCrypto:
+    last: Last
+    ticker: str
+    status: str
+    request_id: str
+
+    @staticmethod
+    def from_dict(d):
+        return LastTradeCrypto(
+            d.get("last", None),
+            d.get("symbol", None),
+            d.get("status", None),
+            d.get("request_id", None),
+        )

polygon/rest/trades.py

@@ -1,6 +1,6 @@
 from .base import BaseClient
 from typing import Optional, Any, Dict, Union, Iterator
-from .models import Trade, Sort, Order
+from .models import Trade, LastTrade, LastTradeCrypto, Sort, Order
 from urllib3 import HTTPResponse
 from datetime import datetime, date
 
@@ -44,3 +44,51 @@ def list_trades(
             raw=raw,
             deserializer=Trade.from_dict,
         )
+
+    def get_last_trade(
+        self,
+        ticker: str,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+    ) -> Union[LastTrade, HTTPResponse]:
+        """
+        Get the most recent trade for a ticker.
+
+        :param ticker: The ticker symbol of the asset
+        :param params: Any additional query params
+        :param raw: Return raw object instead of results object
+        :return: Last trade
+        """
+        url = f"/v2/last/trade/{ticker}"
+
+        return self._get(
+            path=url,
+            params=self._get_params(self.get_last_trade, locals()),
+            result_key="results",
+            deserializer=LastTrade.from_dict,
+            raw=raw,
+        )
+
+    def get_last_trade_crypto(
+        self,
+        from_: str,
+        to: str,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+    ) -> Union[LastTrade, HTTPResponse]:
+        """
+        Get the most recent trade for a ticker.
+
+        :param ticker: The ticker symbol of the asset
+        :param params: Any additional query params
+        :param raw: Return raw object instead of results object
+        :return: Last trade
+        """
+        url = f"/v1/last/crypto/{from_}/{to}"
+
+        return self._get(
+            path=url,
+            params=self._get_params(self.get_last_trade_crypto, locals()),
+            deserializer=LastTradeCrypto.from_dict,
+            raw=raw,
+        )

rest-example.py

@@ -8,10 +8,3 @@
 print(aggs)
 aggs = client.get_aggs("AAPL", 1, "day", date(2005, 4, 4), datetime(2005, 4, 4))
 print(aggs)
-
-trades = []
-for t in client.list_trades("AAA", timestamp="2022-04-20", limit=5, sort=Sort.ASC):
-    trades.append(t)
-print(trades)
-
-print(client.list_trades("AAA", timestamp="2022-04-20", limit=5, raw=True))