Add futures beta support

polygon/rest/__init__.py

@@ -1,4 +1,5 @@
 from .aggs import AggsClient
+from .futures import FuturesClient
 from .trades import TradesClient
 from .quotes import QuotesClient
 from .snapshot import SnapshotClient
@@ -23,6 +24,7 @@
 
 class RESTClient(
     AggsClient,
+    FuturesClient,
     TradesClient,
     QuotesClient,
     SnapshotClient,

polygon/rest/futures.py

@@ -0,0 +1,342 @@
+from typing import Optional, Any, Dict, List, Union, Iterator
+from urllib3 import HTTPResponse
+from datetime import datetime, date
+
+from .base import BaseClient
+from .models.futures import (
+    FuturesAgg,
+    FuturesContract,
+    FuturesProduct,
+    FuturesQuote,
+    FuturesTrade,
+    FuturesSchedule,
+    FuturesMarketStatus,
+    FuturesSnapshot,
+)
+from .models.common import Sort, Order
+from .models.request import RequestOptionBuilder
+
+
+class FuturesClient(BaseClient):
+    """
+    Client for the Futures REST Endpoints
+    (aligned with the paths from /futures/vX/...)
+    """
+
+    def list_futures_aggregates(
+        self,
+        ticker: str,
+        resolution: str,
+        window_start: Optional[str] = None,
+        window_start_lt: Optional[str] = None,
+        window_start_lte: Optional[str] = None,
+        window_start_gt: Optional[str] = None,
+        window_start_gte: Optional[str] = None,
+        limit: Optional[int] = None,
+        order: Optional[Union[str, Order]] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FuturesAgg], HTTPResponse]:
+        """
+        Endpoint: GET /futures/vX/aggs/{ticker}
+
+        Get aggregates for a futures contract in a given time range.
+        This endpoint returns data that includes:
+        - open, close, high, low
+        - volume, dollar_volume, etc.
+        If `next_url` is present, it will be paginated.
+        """
+        url = f"/futures/vX/aggs/{ticker}"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_futures_aggregates, locals()),
+            raw=raw,
+            deserializer=FuturesAgg.from_dict,
+            options=options,
+        )
+
+    def list_futures_contracts(
+        self,
+        product_code: Optional[str] = None,
+        first_trade_date: Optional[Union[str, date]] = None,
+        last_trade_date: Optional[Union[str, date]] = None,
+        as_of: Optional[Union[str, date]] = None,
+        active: Optional[str] = None,
+        type: Optional[str] = None,
+        limit: Optional[int] = None,
+        order: Optional[Union[str, Order]] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FuturesContract], HTTPResponse]:
+        """
+        Endpoint: GET /futures/vX/contracts
+
+        The Contracts endpoint returns a paginated list of futures contracts.
+        """
+        url = "/futures/vX/contracts"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_futures_contracts, locals()),
+            raw=raw,
+            deserializer=FuturesContract.from_dict,
+            options=options,
+        )
+
+    def get_futures_contract_details(
+        self,
+        ticker: str,
+        as_of: Optional[Union[str, date]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[FuturesContract, HTTPResponse]:
+        """
+        Endpoint: GET /futures/vX/contracts/{ticker}
+
+        Returns details for a single contract at a specified point in time.
+        (No next_url in the response -> just a single get).
+        """
+        url = f"/futures/vX/contracts/{ticker}"
+        return self._get(
+            path=url,
+            params=self._get_params(self.get_futures_contract_details, locals()),
+            deserializer=FuturesContract.from_dict,
+            raw=raw,
+            result_key="results",
+            options=options,
+        )
+
+    def list_futures_products(
+        self,
+        name: Optional[str] = None,
+        name_search: Optional[str] = None,
+        as_of: Optional[Union[str, date]] = None,
+        market_identifier_code: Optional[str] = None,
+        sector: Optional[str] = None,
+        sub_sector: Optional[str] = None,
+        asset_class: Optional[str] = None,
+        asset_sub_class: Optional[str] = None,
+        type: Optional[str] = None,
+        limit: Optional[int] = None,
+        order: Optional[Union[str, Order]] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FuturesProduct], HTTPResponse]:
+        """
+        Endpoint: GET /futures/vX/products
+
+        Returns a list of futures products (including combos).
+        """
+        url = "/futures/vX/products"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_futures_products, locals()),
+            raw=raw,
+            deserializer=FuturesProduct.from_dict,
+            options=options,
+        )
+
+    def get_futures_product_details(
+        self,
+        product_code: str,
+        type: Optional[str] = None,
+        as_of: Optional[Union[str, date]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[FuturesProduct, HTTPResponse]:
+        """
+        Endpoint: GET /futures/vX/products/{product_code}
+
+        Returns the details for a single product as it was at a specific day.
+        (No next_url -> single get).
+        """
+        url = f"/futures/vX/products/{product_code}"
+        return self._get(
+            path=url,
+            params=self._get_params(self.get_futures_product_details, locals()),
+            deserializer=FuturesProduct.from_dict,
+            raw=raw,
+            result_key="results",
+            options=options,
+        )
+
+    def list_futures_quotes(
+        self,
+        ticker: str,
+        timestamp: Optional[str] = None,
+        timestamp_lt: Optional[str] = None,
+        timestamp_lte: Optional[str] = None,
+        timestamp_gt: Optional[str] = None,
+        timestamp_gte: Optional[str] = None,
+        session_end_date: Optional[str] = None,
+        session_end_date_lt: Optional[str] = None,
+        session_end_date_lte: Optional[str] = None,
+        session_end_date_gt: Optional[str] = None,
+        session_end_date_gte: Optional[str] = None,
+        limit: Optional[int] = None,
+        order: Optional[Union[str, Order]] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FuturesQuote], HTTPResponse]:
+        """
+        Endpoint: GET /futures/vX/quotes/{ticker}
+
+        Get quotes for a contract in a given time range (paginated).
+        """
+        url = f"/futures/vX/quotes/{ticker}"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_futures_quotes, locals()),
+            raw=raw,
+            deserializer=FuturesQuote.from_dict,
+            options=options,
+        )
+
+    def list_futures_trades(
+        self,
+        ticker: str,
+        timestamp: Optional[str] = None,
+        timestamp_lt: Optional[str] = None,
+        timestamp_lte: Optional[str] = None,
+        timestamp_gt: Optional[str] = None,
+        timestamp_gte: Optional[str] = None,
+        session_end_date: Optional[str] = None,
+        session_end_date_lt: Optional[str] = None,
+        session_end_date_lte: Optional[str] = None,
+        session_end_date_gt: Optional[str] = None,
+        session_end_date_gte: Optional[str] = None,
+        limit: Optional[int] = None,
+        order: Optional[Union[str, Order]] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FuturesTrade], HTTPResponse]:
+        """
+        Endpoint: GET /futures/vX/trades/{ticker}
+
+        Get trades for a contract in a given time range (paginated).
+        """
+        url = f"/futures/vX/trades/{ticker}"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_futures_trades, locals()),
+            raw=raw,
+            deserializer=FuturesTrade.from_dict,
+            options=options,
+        )
+
+    def list_futures_schedules(
+        self,
+        session_end_date: Optional[str] = None,
+        market_identifier_code: Optional[str] = None,
+        limit: Optional[int] = None,
+        order: Optional[Union[str, Order]] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FuturesSchedule], HTTPResponse]:
+        """
+        Endpoint: GET /futures/vX/schedules
+
+        Returns a list of trading schedules for multiple futures products on a specific date.
+        If `next_url` is present, this is paginated.
+        """
+        url = "/futures/vX/schedules"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_futures_schedules, locals()),
+            raw=raw,
+            deserializer=FuturesSchedule.from_dict,
+            options=options,
+        )
+
+    def list_futures_schedules_by_product_code(
+        self,
+        product_code: str,
+        session_end_date: Optional[str] = None,
+        session_end_date_lt: Optional[str] = None,
+        session_end_date_lte: Optional[str] = None,
+        session_end_date_gt: Optional[str] = None,
+        session_end_date_gte: Optional[str] = None,
+        limit: Optional[int] = None,
+        order: Optional[Union[str, Order]] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FuturesSchedule], HTTPResponse]:
+        """
+        Endpoint: GET /futures/vX/schedules/{product_code}
+
+        Returns schedule data for a single product across (potentially) many trading dates.
+        """
+        url = f"/futures/vX/schedules/{product_code}"
+        return self._paginate(
+            path=url,
+            params=self._get_params(
+                self.list_futures_schedules_by_product_code, locals()
+            ),
+            raw=raw,
+            deserializer=FuturesSchedule.from_dict,
+            options=options,
+        )
+
+    def list_futures_market_statuses(
+        self,
+        product_code_any_of: Optional[str] = None,
+        product_code: Optional[str] = None,
+        limit: Optional[int] = None,
+        order: Optional[Union[str, Order]] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FuturesMarketStatus], HTTPResponse]:
+        url = "/futures/vX/market-status"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_futures_market_statuses, locals()),
+            raw=raw,
+            deserializer=FuturesMarketStatus.from_dict,
+            options=options,
+        )
+
+    def get_futures_snapshot(
+        self,
+        ticker: Optional[str] = None,
+        ticker_any_of: Optional[str] = None,
+        ticker_gt: Optional[str] = None,
+        ticker_gte: Optional[str] = None,
+        ticker_lt: Optional[str] = None,
+        ticker_lte: Optional[str] = None,
+        product_code: Optional[str] = None,
+        product_code_any_of: Optional[str] = None,
+        product_code_gt: Optional[str] = None,
+        product_code_gte: Optional[str] = None,
+        product_code_lt: Optional[str] = None,
+        product_code_lte: Optional[str] = None,
+        limit: Optional[int] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FuturesSnapshot], HTTPResponse]:
+        url = "/futures/vX/snapshot"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.get_futures_snapshot, locals()),
+            raw=raw,
+            deserializer=FuturesSnapshot.from_dict,
+            options=options,
+        )

polygon/rest/models/__init__.py

@@ -5,6 +5,7 @@
 from .dividends import *
 from .exchanges import *
 from .financials import *
+from .futures import *
 from .indicators import *
 from .markets import *
 from .quotes import *