Conditions And Exchanges (#127)

Author: Darcy-Linde

polygon/rest/__init__.py

@@ -1,7 +1,14 @@
 from .aggs import AggsClient
 from .trades import TradesClient
 from .quotes import QuotesClient
-from .reference import MarketsClient, TickersClient, SplitsClient, DividendsClient
+from .reference import (
+    MarketsClient,
+    TickersClient,
+    SplitsClient,
+    DividendsClient,
+    ConditionsClient,
+    ExchangesClient,
+)
 
 
 class RESTClient(
@@ -12,5 +19,7 @@ class RESTClient(
     TickersClient,
     SplitsClient,
     DividendsClient,
+    ConditionsClient,
+    ExchangesClient,
 ):
     pass

polygon/rest/models/__init__.py

@@ -5,15 +5,6 @@
 from .tickers import *
 from .splits import *
 from .dividends import *
-
-from enum import Enum
-
-
-class Sort(Enum):
-    ASC = "asc"
-    DESC = "desc"
-
-
-class Order(Enum):
-    ASC = "asc"
-    DESC = "desc"
+from .conditions import *
+from .exchanges import *
+from .shared import *

polygon/rest/models/conditions.py

@@ -0,0 +1,52 @@
+from typing import Optional
+from .shared import AssetClass, DataType
+from dataclasses import dataclass
+
+
+@dataclass
+class SipMapping:
+    CTA: Optional[str] = None
+    OPRA: Optional[str] = None
+    UTP: Optional[str] = None
+
+
+@dataclass
+class Consolidated:
+    updates_high_low: Optional[bool] = None
+    updates_open_close: Optional[bool] = None
+    updates_volume: Optional[bool] = None
+
+
+@dataclass
+class MarketCenter:
+    updates_high_low: Optional[bool] = None
+    updates_open_close: Optional[bool] = None
+    updates_volume: Optional[bool] = None
+
+
+@dataclass
+class UpdateRules:
+    consolidated: Optional[Consolidated] = None
+    market_center: Optional[MarketCenter] = None
+
+
+@dataclass
+class Condition:
+    "Condition contains data for a condition that Polygon.io uses."
+    abbreviation: Optional[str] = None
+    asset_class: Optional[AssetClass] = None
+    data_types: Optional[DataType] = None
+    description: Optional[str] = None
+    exchange: Optional[int] = None
+    id: Optional[int] = None
+    legacy: Optional[bool] = None
+    name: Optional[str] = None
+    sip_mapping: Optional[SipMapping] = None
+    Type: Optional[
+        str
+    ] = None  # todo: 'type' is a keyword so here I capitalized. Should we capital case all dataclasses?
+    update_rules: Optional[UpdateRules] = None
+
+    @staticmethod
+    def from_dict(d):
+        return Condition(**d)

polygon/rest/models/dividends.py

@@ -1,23 +1,8 @@
 from typing import Optional
-from enum import Enum
+from .shared import DividendType, Frequency
 from dataclasses import dataclass
 
 
-class DividendType(Enum):
-    CD = "CD"
-    SC = "SC"
-    LT = "LT"
-    ST = "ST"
-
-
-class Frequency(Enum):
-    OneTime = 0
-    Anually = 1
-    BiAnually = 2
-    Quarterly = 4
-    Monthly = 12
-
-
 @dataclass
 class Dividend:
     "Dividend contains data for a historical cash dividend, including the ticker symbol, declaration date, ex-dividend date, record date, pay date, frequency, and amount."

polygon/rest/models/exchanges.py

@@ -0,0 +1,22 @@
+from typing import Optional
+from .shared import AssetClass, Locale, ExchangeType
+from dataclasses import dataclass
+
+
+@dataclass
+class Exchange:
+    "Exchange contains data for a condition that Polygon.io uses."
+    acronym: Optional[str] = None
+    asset_class: Optional[AssetClass] = None
+    id: Optional[int] = None
+    locale: Optional[Locale] = None
+    mic: Optional[str] = None
+    name: Optional[str] = None
+    operating_mic: Optional[str] = None
+    participant_id: Optional[str] = None
+    type: Optional[ExchangeType] = None
+    url: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return Exchange(**d)

polygon/rest/models/markets.py

@@ -1,7 +1,20 @@
-from typing import Optional, Dict
+from typing import Optional
 from dataclasses import dataclass
 
 
+@dataclass
+class Currencies:
+    crypto: Optional[str] = None
+    fx: Optional[str] = None
+
+
+@dataclass
+class Exchanges:
+    nasdaq: Optional[str] = None
+    nyse: Optional[str] = None
+    otc: Optional[str] = None
+
+
 @dataclass
 class MarketHoliday:
     "MarketHoliday contains data for upcoming market holidays and their open/close times."
@@ -21,9 +34,9 @@ def from_dict(d):
 class MarketStatus:
     "MarketStatus contains data for the current trading status of the exchanges and overall financial markets."
     after_hours: Optional[bool] = None
-    currencies: Optional[Dict[str, str]] = None
+    currencies: Optional[Currencies] = None
     early_hours: Optional[bool] = None
-    exchanges: Optional[Dict[str, str]] = None
+    exchanges: Optional[Exchanges] = None
     market: Optional[str] = None
     server_time: Optional[str] = None
 

polygon/rest/models/shared.py

@@ -0,0 +1,62 @@
+from enum import Enum
+
+
+class Sort(Enum):
+    ASC = "asc"
+    DESC = "desc"
+
+
+class Order(Enum):
+    ASC = "asc"
+    DESC = "desc"
+
+
+class Locale(Enum):
+    US = "us"
+    GLOBAL = "global"
+
+
+class Market(Enum):
+    STOCKS = "stocks"
+    CRYPTO = "crypto"
+    FX = "fx"
+
+
+class AssetClass(Enum):
+    STOCKS = "stocks"
+    OPTIONS = "options"
+    CRYPTO = "crypto"
+    FX = "fx"
+
+
+class DividendType(Enum):
+    CD = "CD"
+    SC = "SC"
+    LT = "LT"
+    ST = "ST"
+
+
+class Frequency(Enum):
+    OneTime = 0
+    Anually = 1
+    BiAnually = 2
+    Quarterly = 4
+    Monthly = 12
+
+
+class DataType(Enum):
+    DataTrade = "trade"
+    DataBBO = "bbo"
+    DataNBBO = "nbbo"
+
+
+class SIP(Enum):
+    CTA = "CTA"
+    UTP = "UTP"
+    OPRA = "OPRA"
+
+
+class ExchangeType(Enum):
+    exchange = "exchange"
+    TRF = "TRF"
+    SIP = "SIP"

polygon/rest/models/tickers.py

@@ -1,26 +1,8 @@
 from typing import Optional, List
-from enum import Enum
+from .shared import Locale, Market, AssetClass
 from dataclasses import dataclass
 
 
-class Locale(Enum):
-    US = "us"
-    GLOBAL = "global"
-
-
-class Market(Enum):
-    STOCKS = "stocks"
-    CRYPTO = "crypto"
-    FX = "fx"
-
-
-class AssetClass(Enum):
-    STOCKS = "stocks"
-    OPTIONS = "options"
-    CRYPTO = "crypto"
-    FX = "fx"
-
-
 @dataclass
 class Address:
     address1: Optional[str] = None