polygonio-ruby 0.2.8
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- checksums.yaml +7 -0
- data/.gitignore +2 -0
- data/.rubocop.yml +49 -0
- data/Gemfile +6 -0
- data/README.md +50 -0
- data/Rakefile +12 -0
- data/bin/console +15 -0
- data/lib/polygonio/rest/api/crypto.rb +198 -0
- data/lib/polygonio/rest/api/forex.rb +129 -0
- data/lib/polygonio/rest/api/reference/locales.rb +22 -0
- data/lib/polygonio/rest/api/reference/markets.rb +55 -0
- data/lib/polygonio/rest/api/reference/stocks.rb +70 -0
- data/lib/polygonio/rest/api/reference/tickers.rb +124 -0
- data/lib/polygonio/rest/api/stocks.rb +327 -0
- data/lib/polygonio/rest/api.rb +34 -0
- data/lib/polygonio/rest/client.rb +72 -0
- data/lib/polygonio/rest/errors.rb +43 -0
- data/lib/polygonio/rest.rb +5 -0
- data/lib/polygonio/types.rb +7 -0
- data/lib/polygonio/version.rb +5 -0
- data/lib/polygonio/websocket/client.rb +152 -0
- data/lib/polygonio/websocket/errors.rb +20 -0
- data/lib/polygonio/websocket/events.rb +167 -0
- data/lib/polygonio/websocket.rb +5 -0
- data/lib/polygonio.rb +16 -0
- data/polygonio.gemspec +53 -0
- metadata +399 -0
checksums.yaml
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SHA256:
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metadata.gz: 0025e44c36af5a1d8091cca11ac55ebf929a3dae3ecde2f047bf6d4effb46d52
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data.tar.gz: 0306c02483d4f80046c64adb45b3062b49c4bb5c979708d1c096c95b397e1087
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SHA512:
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metadata.gz: e4026dea18165f8554ac3f66c28460a85f15a8caba691eaf3c9dfde7f91d9a2f10ac419f87ece14eed5af0548bb3b29d54ab8a537a8c92720f5f51fa63f6026d
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data.tar.gz: '01865cb6d541ed0e6d49c9c0897528bb98c9f89581d906f023a4578e9b9689c5f920834c80a3f23e3b35458086f831f7261a4ed6d1c39af3d85908d4e3f51dd1'
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data/.gitignore
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data/.rubocop.yml
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require:
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- rubocop-performance
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AllCops:
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TargetRubyVersion: 2.6.0
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DisabledByDefault: false
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Exclude:
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Max: 10
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Max: 10
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Enabled: true
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Layout/MultilineMethodCallIndentation:
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EnforcedStyle: indented_relative_to_receiver
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Performance:
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Exclude:
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- '**/test/**/*'
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data/Gemfile
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data/README.md
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# Polygonio (Ruby)
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## Table of Contents
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- [Background](#background)
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- [Installation](#installation)
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- [Usage](#usage)
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## Background
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This is a client library for Polygon.io. Please see [Polygon.io](https://polygon.io)
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## Installation
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Add this line to your application's Gemfile:
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```ruby
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gem 'polygonio'
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```
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And then execute:
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$ bundle install
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## Usage
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**Create an instance of the client:**
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All methods follow the documentation found [here]:https://polygon.io/docs pretty closely:
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```ruby
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client = Polygonio::Rest::Client.new(api_key)
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# See tests for a full reference of all of methods
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client.reference.tickers.list
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client.stocks.list_exchanges
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client.forex.historic_ticks
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client.crypto.list # list exchanges
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Polygonio::Websocket::Client.new("crypto", api_key).subscribe("XQ.BTC-USD") do |event|
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pp "Incoming message"
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pp event
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end
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```
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data/Rakefile
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data/bin/console
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#!/usr/bin/env ruby
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require "bundler/setup"
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require "polygonio"
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require "dotenv/load"
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# You can add fixtures and/or initialization code here to make experimenting
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# with your gem easier. You can also use a different console, if you like.
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# (If you use this, don't forget to add pry to your Gemfile!)
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# require "pry"
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# Pry.start
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require "irb"
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IRB.start(__FILE__)
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# frozen_string_literal: true
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module Polygonio
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module Rest
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class Crypto < PolygonRestHandler
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class CryptoExchange < PolygonResponse
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attribute :id, Types::Integer
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attribute :type, Types::String
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attribute :market, Types::String
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attribute :name, Types::String
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attribute :url, Types::String
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end
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def list
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res = client.request.get("/v1/meta/crypto-exchanges")
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Types::Array.of(CryptoExchange)[res.body]
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end
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class LastTradeResponse < PolygonResponse
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attribute :status, Types::String
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attribute :symbol, Types::String
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attribute :last do
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attribute :price, Types::JSON::Decimal
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attribute :size, Types::JSON::Decimal
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attribute :exchange, Types::Integer
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attribute :conditions, Types::Array.of(Types::Integer)
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attribute :timestamp, Types::Integer
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end
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attribute :last_average do
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attribute :avg, Types::JSON::Decimal
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attribute :trades_averaged, Types::Integer
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end
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end
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def last_trade(from, to)
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from = Types::String[from]
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to = Types::String[to]
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res = client.request.get("/v1/last/crypto/#{from}/#{to}")
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LastTradeResponse[res.body]
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end
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class DailyOpenCloseResponse < PolygonResponse
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attribute :symbol, Types::String
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attribute :is_utc, Types::Bool
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attribute :day, Types::JSON::Date
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attribute :open, Types::JSON::Decimal
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attribute :close, Types::JSON::Decimal
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attribute :open_trades, Types::Array do
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attribute? :p, Types::JSON::Decimal
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attribute? :s, Types::JSON::Decimal
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attribute? :x, Types::Integer
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attribute? :c, Types::Array.of(Types::Integer)
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attribute? :t, Types::Integer
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end
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attribute :closing_trades, Types::Array do
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attribute? :p, Types::JSON::Decimal
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attribute? :s, Types::JSON::Decimal
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attribute? :x, Types::Integer
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attribute? :c, Types::Array.of(Types::Integer)
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attribute? :t, Types::Integer
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end
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end
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def daily_open_close(from, to, date)
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from = Types::String[from]
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to = Types::String[to]
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date = Types::JSON::Date[date]
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res = client.request.get("/v1/open-close/crypto/#{from}/#{to}/#{date}")
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DailyOpenCloseResponse[res.body]
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end
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class HistoricTradesResponse < PolygonResponse
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attribute? :day, Types::JSON::Date
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attribute? :map, Types::Hash
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attribute? :ms_latency, Types::Integer
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attribute? :status, Types::String
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attribute? :symbol, Types::String
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attribute? :type, Types::String
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attribute :ticks, Types::Array do
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attribute? :p, Types::JSON::Decimal
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attribute? :s, Types::JSON::Decimal
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attribute? :x, Types::Integer
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attribute? :c, Types::Array.of(Types::Integer)
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attribute? :t, Types::Integer
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end
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end
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def historic_trades(from, to, date, opts = {})
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from = Types::String[from]
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to = Types::String[to]
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date = Types::JSON::Date[date]
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opts = PagingParameters[opts]
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res = client.request.get("/v1/historic/crypto/#{from}/#{to}/#{date}", opts.to_h)
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HistoricTradesResponse[res.body]
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end
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class SnapshotTicker < PolygonResponse
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attribute :ticker, Types::String
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attribute :day do
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attribute :c, Types::JSON::Decimal
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attribute :h, Types::JSON::Decimal
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attribute :l, Types::JSON::Decimal
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attribute :o, Types::JSON::Decimal
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attribute :v, Types::JSON::Decimal
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end
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attribute :last_trade do
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attribute :p, Types::JSON::Decimal
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attribute :s, Types::JSON::Decimal
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attribute :x, Types::Integer
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attribute :c, Types::Array.of(Types::Integer)
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attribute :t, Types::Integer
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end
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attribute :min do
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attribute :c, Types::JSON::Decimal
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attribute :h, Types::JSON::Decimal
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attribute :l, Types::JSON::Decimal
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attribute :o, Types::JSON::Decimal
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attribute :v, Types::JSON::Decimal
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end
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attribute :prev_day do
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attribute :c, Types::JSON::Decimal
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attribute :h, Types::JSON::Decimal
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attribute :l, Types::JSON::Decimal
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attribute :o, Types::JSON::Decimal
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attribute :v, Types::JSON::Decimal
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end
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attribute :todays_change, Types::JSON::Decimal
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attribute :todays_change_perc, Types::JSON::Decimal
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attribute :updated, Types::Integer
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end
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class FullSnapshotResponse < PolygonResponse
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attribute :status, Types::String
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attribute :tickers, Types::Array.of(SnapshotTicker)
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end
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def full_snapshot
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res = client.request.get("/v2/snapshot/locale/global/markets/crypto/tickers")
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FullSnapshotResponse[res.body]
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end
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class SnapshotResponse < PolygonResponse
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attribute :status, Types::String
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attribute :ticker, SnapshotTicker
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end
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def snapshot(ticker)
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ticker = Types::String[ticker]
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res = client.request.get("/v2/snapshot/locale/global/markets/crypto/tickers/#{ticker}")
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SnapshotResponse[res.body]
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end
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class SnapshotBookResponse < PolygonResponse
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attribute :status, Types::String
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attribute :data do
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attribute :ticker, Types::String
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attribute :bids, Types::Array do
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attribute :p, Types::JSON::Decimal
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attribute :x do
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PolygonResponse::NUMBERS_TO_WORDS.each do |_n, w|
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attribute? w.to_sym, Types::JSON::Decimal
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end
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end
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end
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attribute :asks, Types::Array do
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attribute :p, Types::JSON::Decimal
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attribute :x do
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PolygonResponse::NUMBERS_TO_WORDS.each do |_n, w|
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attribute? w.to_sym, Types::JSON::Decimal
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end
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end
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end
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attribute :bid_count, Types::JSON::Decimal
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attribute :ask_count, Types::JSON::Decimal
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attribute :spread, Types::JSON::Decimal
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attribute :updated, Types::Integer
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end
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end
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def snapshot_book(ticker)
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ticker = Types::String[ticker]
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res = client.request.get("/v2/snapshot/locale/global/markets/crypto/tickers/#{ticker}/book")
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SnapshotBookResponse[res.body]
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end
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class SnapshotGainersLosersResponse < FullSnapshotResponse; end
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def snapshot_gainers_losers(direction)
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direction = Types::Coercible::String.enum("gainers", "losers")[direction]
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res = client.request.get("/v2/snapshot/locale/global/markets/crypto/#{direction}")
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SnapshotGainersLosersResponse[res.body]
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end
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end
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end
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end
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# frozen_string_literal: true
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module Polygonio
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module Rest
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class Forex < PolygonRestHandler
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class HistoricTicksResponse < PolygonResponse
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attribute? :day, Types::JSON::Date
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attribute? :map, Types::Hash
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attribute? :ms_latency, Types::Integer
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attribute? :status, Types::String
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attribute? :pair, Types::String
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attribute? :type, Types::String
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attribute :ticks, Types::Array do
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attribute? :a, Types::JSON::Decimal # Asking price
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attribute? :b, Types::JSON::Decimal # Bidding price
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attribute? :x, Types::Integer # Exchange ID
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attribute? :t, Types::Integer
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end
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end
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|
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def historic_ticks(from, to, date, opts = {})
|
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from = Types::String[from]
|
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to = Types::String[to]
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24
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date = Types::JSON::Date[date]
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25
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opts = PagingParameters[opts]
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res = client.request.get("/v1/historic/forex/#{from}/#{to}/#{date}", opts.to_h)
|
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HistoricTicksResponse[res.body]
|
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end
|
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+
|
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class CurrencyConversionResponse < PolygonResponse
|
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attribute :status, Types::String
|
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attribute :from, Types::String
|
34
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attribute :to, Types::String
|
35
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attribute :initial_amount, Types::Integer
|
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attribute :converted, Types::JSON::Decimal
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attribute :last do
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attribute :bid, Types::JSON::Decimal
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attribute :ask, Types::JSON::Decimal
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|
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attribute :exchange, Types::Integer
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41
|
+
attribute :timestamp, Types::Integer
|
42
|
+
end
|
43
|
+
end
|
44
|
+
|
45
|
+
def convert_currency(from, to, amount, precision = 2)
|
46
|
+
from = Types::String[from]
|
47
|
+
to = Types::String[to]
|
48
|
+
amount = Types::Coercible::Decimal[amount]
|
49
|
+
precision = Types::Integer[precision]
|
50
|
+
opts = { amount: amount, precision: precision }
|
51
|
+
|
52
|
+
res = client.request.get("/v1/conversion/#{from}/#{to}", opts)
|
53
|
+
CurrencyConversionResponse[res.body]
|
54
|
+
end
|
55
|
+
|
56
|
+
class LastQuoteResponse < PolygonResponse
|
57
|
+
attribute :status, Types::String
|
58
|
+
attribute :symbol, Types::String
|
59
|
+
attribute :last do
|
60
|
+
attribute :bid, Types::JSON::Decimal
|
61
|
+
attribute :ask, Types::JSON::Decimal
|
62
|
+
attribute :exchange, Types::Integer
|
63
|
+
attribute :timestamp, Types::Integer
|
64
|
+
end
|
65
|
+
end
|
66
|
+
|
67
|
+
def last_quote(from, to)
|
68
|
+
from = Types::String[from]
|
69
|
+
to = Types::String[to]
|
70
|
+
|
71
|
+
res = client.request.get("/v1/last_quote/currencies/#{from}/#{to}")
|
72
|
+
LastQuoteResponse[res.body]
|
73
|
+
end
|
74
|
+
|
75
|
+
class SnapshotTicker < PolygonResponse
|
76
|
+
attribute :ticker, Types::String
|
77
|
+
attribute :day do
|
78
|
+
attribute :c, Types::JSON::Decimal
|
79
|
+
attribute :h, Types::JSON::Decimal
|
80
|
+
attribute :l, Types::JSON::Decimal
|
81
|
+
attribute :o, Types::JSON::Decimal
|
82
|
+
attribute :v, Types::JSON::Decimal
|
83
|
+
end
|
84
|
+
attribute :last_quote do
|
85
|
+
attribute :a, Types::JSON::Decimal
|
86
|
+
attribute :b, Types::JSON::Decimal
|
87
|
+
attribute :i, Types::JSON::Decimal
|
88
|
+
attribute :x, Types::Integer
|
89
|
+
attribute :t, Types::Integer
|
90
|
+
end
|
91
|
+
attribute :min do
|
92
|
+
attribute :c, Types::JSON::Decimal
|
93
|
+
attribute :h, Types::JSON::Decimal
|
94
|
+
attribute :l, Types::JSON::Decimal
|
95
|
+
attribute :o, Types::JSON::Decimal
|
96
|
+
attribute :v, Types::JSON::Decimal
|
97
|
+
end
|
98
|
+
attribute :prev_day do
|
99
|
+
attribute :c, Types::JSON::Decimal
|
100
|
+
attribute :h, Types::JSON::Decimal
|
101
|
+
attribute :l, Types::JSON::Decimal
|
102
|
+
attribute :o, Types::JSON::Decimal
|
103
|
+
attribute :v, Types::JSON::Decimal
|
104
|
+
end
|
105
|
+
attribute :todays_change, Types::JSON::Decimal
|
106
|
+
attribute :todays_change_perc, Types::JSON::Decimal
|
107
|
+
attribute :updated, Types::Integer
|
108
|
+
end
|
109
|
+
|
110
|
+
class FullSnapshotResponse < PolygonResponse
|
111
|
+
attribute :status, Types::String
|
112
|
+
attribute :tickers, Types::Array.of(SnapshotTicker)
|
113
|
+
end
|
114
|
+
|
115
|
+
def full_snapshot
|
116
|
+
res = client.request.get("/v2/snapshot/locale/global/markets/forex/tickers")
|
117
|
+
FullSnapshotResponse[res.body]
|
118
|
+
end
|
119
|
+
|
120
|
+
class SnapshotGainersLosersResponse < FullSnapshotResponse; end
|
121
|
+
|
122
|
+
def snapshot_gainers_losers(direction)
|
123
|
+
direction = Types::Coercible::String.enum("gainers", "losers")[direction]
|
124
|
+
res = client.request.get("/v2/snapshot/locale/global/markets/forex/#{direction}")
|
125
|
+
SnapshotGainersLosersResponse[res.body]
|
126
|
+
end
|
127
|
+
end
|
128
|
+
end
|
129
|
+
end
|
@@ -0,0 +1,22 @@
|
|
1
|
+
# frozen_string_literal: true
|
2
|
+
|
3
|
+
module Polygonio
|
4
|
+
module Rest
|
5
|
+
module Reference
|
6
|
+
class Locales < PolygonRestHandler
|
7
|
+
class LocalesResponse < PolygonResponse
|
8
|
+
attribute :status, Types::String
|
9
|
+
attribute :results, Types::Array do
|
10
|
+
attribute :locale, Types::String
|
11
|
+
attribute :name, Types::String
|
12
|
+
end
|
13
|
+
end
|
14
|
+
|
15
|
+
def list
|
16
|
+
res = client.request.get("/v2/reference/locales")
|
17
|
+
LocalesResponse[res.body]
|
18
|
+
end
|
19
|
+
end
|
20
|
+
end
|
21
|
+
end
|
22
|
+
end
|
@@ -0,0 +1,55 @@
|
|
1
|
+
# frozen_string_literal: true
|
2
|
+
|
3
|
+
module Polygonio
|
4
|
+
module Rest
|
5
|
+
module Reference
|
6
|
+
class Markets < PolygonRestHandler
|
7
|
+
class MarketsResponse < PolygonResponse
|
8
|
+
attribute :status, Types::String
|
9
|
+
attribute :results, Types::Array do
|
10
|
+
attribute :market, Types::String
|
11
|
+
attribute :desc, Types::String
|
12
|
+
end
|
13
|
+
end
|
14
|
+
|
15
|
+
def list
|
16
|
+
res = client.request.get("/v2/reference/markets")
|
17
|
+
MarketsResponse[res.body]
|
18
|
+
end
|
19
|
+
|
20
|
+
class MarketStatusResponse < PolygonResponse
|
21
|
+
attribute :market, Types::String
|
22
|
+
attribute :server_time, Types::String
|
23
|
+
attribute :exchanges do
|
24
|
+
attribute :nyse, Types::String
|
25
|
+
attribute :nasdaq, Types::String
|
26
|
+
attribute :otc, Types::String
|
27
|
+
end
|
28
|
+
attribute :currencies do
|
29
|
+
attribute :fx, Types::String
|
30
|
+
attribute :crypto, Types::String
|
31
|
+
end
|
32
|
+
end
|
33
|
+
|
34
|
+
def status
|
35
|
+
res = client.request.get("/v1/marketstatus/now")
|
36
|
+
MarketStatusResponse[res.body]
|
37
|
+
end
|
38
|
+
|
39
|
+
class MarketHolidaysResponse < PolygonResponse
|
40
|
+
attribute :exchange, Types::String
|
41
|
+
attribute :name, Types::String
|
42
|
+
attribute :status, Types::String
|
43
|
+
attribute :date, Types::JSON::DateTime
|
44
|
+
attribute? :open, Types::JSON::DateTime
|
45
|
+
attribute? :close, Types::JSON::DateTime
|
46
|
+
end
|
47
|
+
|
48
|
+
def holidays
|
49
|
+
res = client.request.get("/v1/marketstatus/upcoming")
|
50
|
+
Types::Array.of(MarketHolidaysResponse)[res.body]
|
51
|
+
end
|
52
|
+
end
|
53
|
+
end
|
54
|
+
end
|
55
|
+
end
|
@@ -0,0 +1,70 @@
|
|
1
|
+
# frozen_string_literal: true
|
2
|
+
|
3
|
+
module Polygonio
|
4
|
+
module Rest
|
5
|
+
module Reference
|
6
|
+
class Stocks < PolygonRestHandler
|
7
|
+
class StockSplitsResponse < PolygonResponse
|
8
|
+
attribute :status, Types::String
|
9
|
+
attribute :count, Types::Integer
|
10
|
+
attribute :results, Types::Array do
|
11
|
+
attribute :ticker, Types::String
|
12
|
+
attribute :ex_date, Types::JSON::Date
|
13
|
+
attribute :payment_date, Types::JSON::Date
|
14
|
+
attribute? :record_date, Types::JSON::Date
|
15
|
+
attribute? :declared_date, Types::JSON::Date
|
16
|
+
attribute :ratio, Types::JSON::Decimal
|
17
|
+
attribute? :to_factor, Types::Integer
|
18
|
+
attribute? :for_factor, Types::Integer
|
19
|
+
end
|
20
|
+
end
|
21
|
+
|
22
|
+
def splits(symbol)
|
23
|
+
res = client.request.get("/v2/reference/splits/#{symbol}")
|
24
|
+
StockSplitsResponse[res.body]
|
25
|
+
end
|
26
|
+
|
27
|
+
class StockDividendsResponse < PolygonResponse
|
28
|
+
attribute :status, Types::String
|
29
|
+
attribute :count, Types::Integer
|
30
|
+
attribute :results, Types::Array do
|
31
|
+
attribute :ticker, Types::String
|
32
|
+
attribute? :type, Types::String
|
33
|
+
attribute :ex_date, Types::String
|
34
|
+
attribute :payment_date, Types::JSON::Date
|
35
|
+
attribute :record_date, Types::JSON::Date
|
36
|
+
attribute? :declared_date, Types::JSON::Date
|
37
|
+
attribute :amount, Types::JSON::Decimal
|
38
|
+
attribute? :qualified, Types::String
|
39
|
+
attribute? :flag, Types::String
|
40
|
+
end
|
41
|
+
end
|
42
|
+
|
43
|
+
def dividends(symbol)
|
44
|
+
res = client.request.get("/v2/reference/dividends/#{symbol}")
|
45
|
+
StockDividendsResponse[res.body]
|
46
|
+
end
|
47
|
+
|
48
|
+
class StockFinancialsResponse < PolygonResponse
|
49
|
+
attribute :status, Types::String
|
50
|
+
attribute? :count, Types::Integer
|
51
|
+
# I'm lazy and didn't want to copy every field here. Please submit PR if you want to crack at it!
|
52
|
+
attribute :results, Types::Array.of(Types::Hash)
|
53
|
+
end
|
54
|
+
|
55
|
+
class StockFinancialsParameters < Dry::Struct
|
56
|
+
attribute? :limit, Types::Integer
|
57
|
+
attribute? :type, Types::String.enum("Y", "YA", "Q", "QA", "T", "TA")
|
58
|
+
attribute? :sort, Types::String.enum("reportPeriod", "-reportPeriod", "calendarDate", "-calendarDate")
|
59
|
+
end
|
60
|
+
|
61
|
+
def financials(symbol, params = {})
|
62
|
+
params = StockFinancialsParameters[params]
|
63
|
+
|
64
|
+
res = client.request.get("/v2/reference/financials/#{symbol}", params.to_h)
|
65
|
+
StockFinancialsResponse[res.body]
|
66
|
+
end
|
67
|
+
end
|
68
|
+
end
|
69
|
+
end
|
70
|
+
end
|