Merge pull request #3 from Polygon-io/rest-mvp

Rest mvp

Author: qrpike

.drone.yml

@@ -11,7 +11,8 @@ steps:
 - name: test
   image: python:3.7.5-alpine
   commands:
-  - echo "testing"
+  - pip install -U tox
+  - tox
 
 trigger:
   branch:

.gitignore

@@ -0,0 +1,64 @@
+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+env/
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+*.egg-info/
+.installed.cfg
+*.egg
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*,cover
+.hypothesis/
+venv/
+.python-version
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+target/
+
+#Ipython Notebook
+.ipynb_checkpoints

LICENSE

@@ -0,0 +1,19 @@
+Copyright (c) 2018 The Python Packaging Authority
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

README.md

@@ -1,20 +1,21 @@
 [![Build Status](https://drone.polygon.io/api/badges/Polygon-io/polygon-client-python/status.svg)](https://drone.polygon.io/Polygon-io/polygon-client-python)
 
-# A Python client library for Polgyon's WebSocket and RESTful APIs
-
-Currently this repo only supports the WebSocket API
+# A Python client library for Polygon's WebSocket and RESTful APIs
 
 ## Getting Started
 
 For a basic product overview, check out our [setup and use documentation](https://polygon.io/sockets)
 
+### Install
+
+`pip install polygon-api-client`
 
-## Simple Demo
+## Simple WebSocket Demo
 ```python
 import time
 
 
-from polygon_client import WebSocketClient, STOCKS_CLUSTER
+from polygon import WebSocketClient, STOCKS_CLUSTER
 
 
 def my_customer_process_message(message):
@@ -36,3 +37,27 @@ if __name__ == "__main__":
     main()
 
 ```
+
+## Simple REST Demo
+```python
+from polygon import RESTClient
+
+
+def main():
+    key = "your api key"
+    client = RESTClient(key)
+
+    resp = client.stocks_equities_daily_open_close("AAPL", "2018-3-2")
+    print(f"On: {resp.from_} Apple opened at {resp.open} and closed at {resp.close}")
+
+
+if __name__ == '__main__':
+    main()
+```
+
+
+## Notes about the REST Client
+
+We use swagger as our API spec and we used this swagger to generate most of the code that defines the REST client.
+We made this decision due to the size of our API, many endpoints and object definitions, and to accommodate future changes.
+

polygon/__init__.py

@@ -0,0 +1,2 @@
+from .websocket import WebSocketClient, STOCKS_CLUSTER, FOREX_CLUSTER, CRYPTO_CLUSTER
+from .rest import RESTClient

polygon/rest/__init__.py

@@ -0,0 +1 @@
+from .client import RESTClient

polygon/rest/client.py

@@ -0,0 +1,201 @@
+from typing import Dict, Type
+
+import requests
+
+from polygon.rest import models
+from polygon.rest.models import unmarshal
+
+
+class RESTClient:
+    """ This is a custom generated class """
+    DEFAULT_HOST = "api.polygon.io"
+
+    def __init__(self, auth_key: str):
+        self.auth_key = auth_key
+        self.url = "https://" + self.DEFAULT_HOST
+
+        self._session = requests.Session()
+        self._session.params["apiKey"] = self.auth_key
+
+    def _handle_response(self, response_type: str, endpoint: str, params: Dict[str, str]) -> Type[models.AnyDefinition]:
+        resp: requests.Response = self._session.get(endpoint, params=params)
+        if resp.status_code == 200:
+            return unmarshal.unmarshal_json(response_type, resp.json())
+        else:
+            resp.raise_for_status()
+
+    def reference_tickers(self, **query_params) -> models.ReferenceTickersApiResponse:
+        endpoint = f"{self.url}/v2/reference/tickers"
+        return self._handle_response("ReferenceTickersApiResponse", endpoint, query_params)
+
+    def reference_ticker_types(self, **query_params) -> models.ReferenceTickerTypesApiResponse:
+        endpoint = f"{self.url}/v2/reference/types"
+        return self._handle_response("ReferenceTickerTypesApiResponse", endpoint, query_params)
+
+    def reference_ticker_details(self, symbol, **query_params) -> models.ReferenceTickerDetailsApiResponse:
+        endpoint = f"{self.url}/v1/meta/symbols/{symbol}/company"
+        return self._handle_response("ReferenceTickerDetailsApiResponse", endpoint, query_params)
+
+    def reference_ticker_news(self, symbol, **query_params) -> models.ReferenceTickerNewsApiResponse:
+        endpoint = f"{self.url}/v1/meta/symbols/{symbol}/news"
+        return self._handle_response("ReferenceTickerNewsApiResponse", endpoint, query_params)
+
+    def reference_markets(self, **query_params) -> models.ReferenceMarketsApiResponse:
+        endpoint = f"{self.url}/v2/reference/markets"
+        return self._handle_response("ReferenceMarketsApiResponse", endpoint, query_params)
+
+    def reference_locales(self, **query_params) -> models.ReferenceLocalesApiResponse:
+        endpoint = f"{self.url}/v2/reference/locales"
+        return self._handle_response("ReferenceLocalesApiResponse", endpoint, query_params)
+
+    def reference_stock_splits(self, symbol, **query_params) -> models.ReferenceStockSplitsApiResponse:
+        endpoint = f"{self.url}/v2/reference/splits/{symbol}"
+        return self._handle_response("ReferenceStockSplitsApiResponse", endpoint, query_params)
+
+    def reference_stock_dividends(self, symbol, **query_params) -> models.ReferenceStockDividendsApiResponse:
+        endpoint = f"{self.url}/v2/reference/dividends/{symbol}"
+        return self._handle_response("ReferenceStockDividendsApiResponse", endpoint, query_params)
+
+    def reference_stock_financials(self, symbol, **query_params) -> models.ReferenceStockFinancialsApiResponse:
+        endpoint = f"{self.url}/v2/reference/financials/{symbol}"
+        return self._handle_response("ReferenceStockFinancialsApiResponse", endpoint, query_params)
+
+    def reference_market_status(self, **query_params) -> models.ReferenceMarketStatusApiResponse:
+        endpoint = f"{self.url}/v1/marketstatus/now"
+        return self._handle_response("ReferenceMarketStatusApiResponse", endpoint, query_params)
+
+    def reference_market_holidays(self, **query_params) -> models.ReferenceMarketHolidaysApiResponse:
+        endpoint = f"{self.url}/v1/marketstatus/upcoming"
+        return self._handle_response("ReferenceMarketHolidaysApiResponse", endpoint, query_params)
+
+    def stocks_equities_exchanges(self, **query_params) -> models.StocksEquitiesExchangesApiResponse:
+        endpoint = f"{self.url}/v1/meta/exchanges"
+        return self._handle_response("StocksEquitiesExchangesApiResponse", endpoint, query_params)
+
+    def stocks_equities_historic_trades(self, symbol, date,
+                                        **query_params) -> models.StocksEquitiesHistoricTradesApiResponse:
+        endpoint = f"{self.url}/v1/historic/trades/{symbol}/{date}"
+        return self._handle_response("StocksEquitiesHistoricTradesApiResponse", endpoint, query_params)
+
+    def historic_trades_v2(self, ticker, date, **query_params) -> models.HistoricTradesV2ApiResponse:
+        endpoint = f"{self.url}/v2/ticks/stocks/trades/{ticker}/{date}"
+        return self._handle_response("HistoricTradesV2ApiResponse", endpoint, query_params)
+
+    def stocks_equities_historic_quotes(self, symbol, date,
+                                        **query_params) -> models.StocksEquitiesHistoricQuotesApiResponse:
+        endpoint = f"{self.url}/v1/historic/quotes/{symbol}/{date}"
+        return self._handle_response("StocksEquitiesHistoricQuotesApiResponse", endpoint, query_params)
+
+    def historic_n___bbo_quotes_v2(self, ticker, date, **query_params) -> models.HistoricNBboQuotesV2ApiResponse:
+        endpoint = f"{self.url}/v2/ticks/stocks/nbbo/{ticker}/{date}"
+        return self._handle_response("HistoricNBboQuotesV2ApiResponse", endpoint, query_params)
+
+    def stocks_equities_last_trade_for_a_symbol(self, symbol,
+                                                **query_params) -> models.StocksEquitiesLastTradeForASymbolApiResponse:
+        endpoint = f"{self.url}/v1/last/stocks/{symbol}"
+        return self._handle_response("StocksEquitiesLastTradeForASymbolApiResponse", endpoint, query_params)
+
+    def stocks_equities_last_quote_for_a_symbol(self, symbol,
+                                                **query_params) -> models.StocksEquitiesLastQuoteForASymbolApiResponse:
+        endpoint = f"{self.url}/v1/last_quote/stocks/{symbol}"
+        return self._handle_response("StocksEquitiesLastQuoteForASymbolApiResponse", endpoint, query_params)
+
+    def stocks_equities_daily_open_close(self, symbol, date,
+                                         **query_params) -> models.StocksEquitiesDailyOpenCloseApiResponse:
+        endpoint = f"{self.url}/v1/open-close/{symbol}/{date}"
+        return self._handle_response("StocksEquitiesDailyOpenCloseApiResponse", endpoint, query_params)
+
+    def stocks_equities_condition_mappings(self, ticktype,
+                                           **query_params) -> models.StocksEquitiesConditionMappingsApiResponse:
+        endpoint = f"{self.url}/v1/meta/conditions/{ticktype}"
+        return self._handle_response("StocksEquitiesConditionMappingsApiResponse", endpoint, query_params)
+
+    def stocks_equities_snapshot_all_tickers(self,
+                                             **query_params) -> models.StocksEquitiesSnapshotAllTickersApiResponse:
+        endpoint = f"{self.url}/v2/snapshot/locale/us/markets/stocks/tickers"
+        return self._handle_response("StocksEquitiesSnapshotAllTickersApiResponse", endpoint, query_params)
+
+    def stocks_equities_snapshot_single_ticker(self, ticker,
+                                               **query_params) -> models.StocksEquitiesSnapshotSingleTickerApiResponse:
+        endpoint = f"{self.url}/v2/snapshot/locale/us/markets/stocks/tickers/{ticker}"
+        return self._handle_response("StocksEquitiesSnapshotSingleTickerApiResponse", endpoint, query_params)
+
+    def stocks_equities_snapshot_gainers_losers(self, direction,
+                                                **query_params) -> models.StocksEquitiesSnapshotGainersLosersApiResponse:
+        endpoint = f"{self.url}/v2/snapshot/locale/us/markets/stocks/{direction}"
+        return self._handle_response("StocksEquitiesSnapshotGainersLosersApiResponse", endpoint, query_params)
+
+    def stocks_equities_previous_close(self, ticker, **query_params) -> models.StocksEquitiesPreviousCloseApiResponse:
+        endpoint = f"{self.url}/v2/aggs/ticker/{ticker}/prev"
+        return self._handle_response("StocksEquitiesPreviousCloseApiResponse", endpoint, query_params)
+
+    def stocks_equities_aggregates(self, ticker, multiplier, timespan, from_, to,
+                                   **query_params) -> models.StocksEquitiesAggregatesApiResponse:
+        endpoint = f"{self.url}/v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from_}/{to}"
+        return self._handle_response("StocksEquitiesAggregatesApiResponse", endpoint, query_params)
+
+    def stocks_equities_grouped_daily(self, locale, market, date,
+                                      **query_params) -> models.StocksEquitiesGroupedDailyApiResponse:
+        endpoint = f"{self.url}/v2/aggs/grouped/locale/{locale}/market/{market}/{date}"
+        return self._handle_response("StocksEquitiesGroupedDailyApiResponse", endpoint, query_params)
+
+    def forex_currencies_historic_forex_ticks(self, from_, to, date,
+                                              **query_params) -> models.ForexCurrenciesHistoricForexTicksApiResponse:
+        endpoint = f"{self.url}/v1/historic/forex/{from_}/{to}/{date}"
+        return self._handle_response("ForexCurrenciesHistoricForexTicksApiResponse", endpoint, query_params)
+
+    def forex_currencies_real_time_currency_conversion(self, from_, to,
+                                                       **query_params) -> models.ForexCurrenciesRealTimeCurrencyConversionApiResponse:
+        endpoint = f"{self.url}/v1/conversion/{from_}/{to}"
+        return self._handle_response("ForexCurrenciesRealTimeCurrencyConversionApiResponse", endpoint, query_params)
+
+    def forex_currencies_last_quote_for_a_currency_pair(self, from_, to,
+                                                        **query_params) -> models.ForexCurrenciesLastQuoteForACurrencyPairApiResponse:
+        endpoint = f"{self.url}/v1/last_quote/currencies/{from_}/{to}"
+        return self._handle_response("ForexCurrenciesLastQuoteForACurrencyPairApiResponse", endpoint, query_params)
+
+    def forex_currencies_snapshot_all_tickers(self,
+                                              **query_params) -> models.ForexCurrenciesSnapshotAllTickersApiResponse:
+        endpoint = f"{self.url}/v2/snapshot/locale/global/markets/forex/tickers"
+        return self._handle_response("ForexCurrenciesSnapshotAllTickersApiResponse", endpoint, query_params)
+
+    def forex_currencies_snapshot_gainers_losers(self, direction,
+                                                 **query_params) -> models.ForexCurrenciesSnapshotGainersLosersApiResponse:
+        endpoint = f"{self.url}/v2/snapshot/locale/global/markets/forex/{direction}"
+        return self._handle_response("ForexCurrenciesSnapshotGainersLosersApiResponse", endpoint, query_params)
+
+    def crypto_crypto_exchanges(self, **query_params) -> models.CryptoCryptoExchangesApiResponse:
+        endpoint = f"{self.url}/v1/meta/crypto-exchanges"
+        return self._handle_response("CryptoCryptoExchangesApiResponse", endpoint, query_params)
+
+    def crypto_last_trade_for_a_crypto_pair(self, from_, to,
+                                            **query_params) -> models.CryptoLastTradeForACryptoPairApiResponse:
+        endpoint = f"{self.url}/v1/last/crypto/{from_}/{to}"
+        return self._handle_response("CryptoLastTradeForACryptoPairApiResponse", endpoint, query_params)
+
+    def crypto_daily_open_close(self, from_, to, date, **query_params) -> models.CryptoDailyOpenCloseApiResponse:
+        endpoint = f"{self.url}/v1/open-close/crypto/{from_}/{to}/{date}"
+        return self._handle_response("CryptoDailyOpenCloseApiResponse", endpoint, query_params)
+
+    def crypto_historic_crypto_trades(self, from_, to, date,
+                                      **query_params) -> models.CryptoHistoricCryptoTradesApiResponse:
+        endpoint = f"{self.url}/v1/historic/crypto/{from_}/{to}/{date}"
+        return self._handle_response("CryptoHistoricCryptoTradesApiResponse", endpoint, query_params)
+
+    def crypto_snapshot_all_tickers(self, **query_params) -> models.CryptoSnapshotAllTickersApiResponse:
+        endpoint = f"{self.url}/v2/snapshot/locale/global/markets/crypto/tickers"
+        return self._handle_response("CryptoSnapshotAllTickersApiResponse", endpoint, query_params)
+
+    def crypto_snapshot_single_ticker(self, ticker, **query_params) -> models.CryptoSnapshotSingleTickerApiResponse:
+        endpoint = f"{self.url}/v2/snapshot/locale/global/markets/crypto/tickers/{ticker}"
+        return self._handle_response("CryptoSnapshotSingleTickerApiResponse", endpoint, query_params)
+
+    def crypto_snapshot_single_ticker_full_book(self, ticker,
+                                                **query_params) -> models.CryptoSnapshotSingleTickerFullBookApiResponse:
+        endpoint = f"{self.url}/v2/snapshot/locale/global/markets/crypto/tickers/{ticker}/book"
+        return self._handle_response("CryptoSnapshotSingleTickerFullBookApiResponse", endpoint, query_params)
+
+    def crypto_snapshot_gainers_losers(self, direction,
+                                       **query_params) -> models.CryptoSnapshotGainersLosersApiResponse:
+        endpoint = f"{self.url}/v2/snapshot/locale/global/markets/crypto/{direction}"
+        return self._handle_response("CryptoSnapshotGainersLosersApiResponse", endpoint, query_params)