polygonio 0.1.0

checksums.yaml

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+SHA256:
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+  data.tar.gz: 1d56b28b3eff0e966dad4229d224df0537bc2e9629c56f8dc3cf37122b521996
+SHA512:
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data/.gitignore

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+.env
+pkg

data/.rubocop.yml

@@ -0,0 +1,49 @@
+require:
+  - rubocop-performance
+
+AllCops:
+  TargetRubyVersion: 2.6.0
+  DisabledByDefault: false
+  Exclude:
+    - '**/vendor/**/*'
+    - 'bin/**/*'
+
+Layout/LineLength:
+  Max: 120
+
+Metrics/AbcSize:
+  Max: 24
+
+Metrics/CyclomaticComplexity:
+  Max: 10
+
+Metrics/PerceivedComplexity:
+  Max: 10
+
+Style/StringLiterals:
+  EnforcedStyle: double_quotes
+
+Style/Documentation:
+  Enabled: false
+
+Style/SymbolArray:
+  EnforcedStyle: brackets
+
+Style/AccessModifierDeclarations:
+  EnforcedStyle: group
+
+Style/HashEachMethods:
+  Enabled: true
+
+Style/HashTransformKeys:
+  Enabled: true
+
+Style/HashTransformValues:
+  Enabled: true
+
+Layout/MultilineMethodCallIndentation:
+  EnforcedStyle: indented_relative_to_receiver
+
+Performance:
+  Exclude:
+    - '**/test/**/*'

data/Gemfile

@@ -0,0 +1,6 @@
+# frozen_string_literal: true
+
+source "https://rubygems.org"
+
+# Specify your gem's dependencies in gatekeeper_client.gemspec
+gemspec

data/Gemfile.lock

@@ -0,0 +1,121 @@
+PATH
+  remote: .
+  specs:
+    polygonio (0.1.0)
+      activesupport (~> 6.0, >= 6.0.2.2)
+      dry-struct (~> 1.2, >= 1.2.0)
+      dry-types (~> 1.2, >= 1.2.2)
+      eventmachine (~> 1.2, >= 1.2.7)
+      faraday (~> 0.17, >= 0.17.3)
+      faraday_middleware (~> 0.13, >= 0.13.1)
+      faraday_middleware-parse_oj (~> 0.3, >= 0.3.2)
+      oj (~> 3.10, >= 3.10.1)
+      permessage_deflate (~> 0.1, >= 0.1.4)
+      websocket-driver (~> 0.7, >= 0.7.1)
+
+GEM
+  remote: https://rubygems.org/
+  specs:
+    activesupport (6.0.2.2)
+      concurrent-ruby (~> 1.0, >= 1.0.2)
+      i18n (>= 0.7, < 2)
+      minitest (~> 5.1)
+      tzinfo (~> 1.1)
+      zeitwerk (~> 2.2)
+    ast (2.4.0)
+    bundler-audit (0.6.1)
+      bundler (>= 1.2.0, < 3)
+      thor (~> 0.18)
+    concurrent-ruby (1.1.6)
+    dotenv (2.7.5)
+    dry-configurable (0.11.5)
+      concurrent-ruby (~> 1.0)
+      dry-core (~> 0.4, >= 0.4.7)
+      dry-equalizer (~> 0.2)
+    dry-container (0.7.2)
+      concurrent-ruby (~> 1.0)
+      dry-configurable (~> 0.1, >= 0.1.3)
+    dry-core (0.4.9)
+      concurrent-ruby (~> 1.0)
+    dry-equalizer (0.3.0)
+    dry-inflector (0.2.0)
+    dry-logic (1.0.6)
+      concurrent-ruby (~> 1.0)
+      dry-core (~> 0.2)
+      dry-equalizer (~> 0.2)
+    dry-struct (1.3.0)
+      dry-core (~> 0.4, >= 0.4.4)
+      dry-equalizer (~> 0.3)
+      dry-types (~> 1.3)
+      ice_nine (~> 0.11)
+    dry-types (1.4.0)
+      concurrent-ruby (~> 1.0)
+      dry-container (~> 0.3)
+      dry-core (~> 0.4, >= 0.4.4)
+      dry-equalizer (~> 0.3)
+      dry-inflector (~> 0.1, >= 0.1.2)
+      dry-logic (~> 1.0, >= 1.0.2)
+    eventmachine (1.2.7)
+    faker (2.11.0)
+      i18n (>= 1.6, < 2)
+    faraday (0.17.3)
+      multipart-post (>= 1.2, < 3)
+    faraday_middleware (0.14.0)
+      faraday (>= 0.7.4, < 1.0)
+    faraday_middleware-parse_oj (0.3.2)
+      faraday (~> 0.9)
+      faraday_middleware (>= 0.9.1, < 1.0)
+      oj (>= 2.0, < 4.0)
+    i18n (1.8.2)
+      concurrent-ruby (~> 1.0)
+    ice_nine (0.11.2)
+    jaro_winkler (1.5.4)
+    minitest (5.14.0)
+    multipart-post (2.1.1)
+    oj (3.10.6)
+    parallel (1.19.1)
+    parser (2.7.0.5)
+      ast (~> 2.4.0)
+    permessage_deflate (0.1.4)
+    rainbow (3.0.0)
+    rake (13.0.1)
+    rexml (3.2.4)
+    rubocop (0.80.1)
+      jaro_winkler (~> 1.5.1)
+      parallel (~> 1.10)
+      parser (>= 2.7.0.1)
+      rainbow (>= 2.2.2, < 4.0)
+      rexml
+      ruby-progressbar (~> 1.7)
+      unicode-display_width (>= 1.4.0, < 1.7)
+    rubocop-performance (1.5.2)
+      rubocop (>= 0.71.0)
+    ruby-progressbar (1.10.1)
+    thor (0.20.3)
+    thread_safe (0.3.6)
+    tzinfo (1.2.7)
+      thread_safe (~> 0.1)
+    unicode-display_width (1.6.1)
+    vcr (5.1.0)
+    websocket-driver (0.7.1)
+      websocket-extensions (>= 0.1.0)
+    websocket-extensions (0.1.4)
+    zeitwerk (2.3.0)
+
+PLATFORMS
+  ruby
+
+DEPENDENCIES
+  bundler (~> 2.0)
+  bundler-audit (~> 0.6)
+  dotenv (~> 2.7)
+  faker (~> 2.11)
+  minitest (~> 5.0)
+  polygonio!
+  rake (~> 13.0)
+  rubocop (~> 0.80)
+  rubocop-performance (~> 1.5)
+  vcr (~> 5.1)
+
+BUNDLED WITH
+   2.1.2

data/README.md

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+# PolygonClient (Ruby)
+
+## Table of Contents
+
+- [Background](#background)
+- [Installation](#installation)
+- [Usage](#usage)
+
+## Background
+
+This is a client library for Polygon.io. Please see [Polygon.io](https://polygon.io)
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+```ruby
+gem 'polygon_client'
+```
+
+And then execute:
+
+    $ bundle install
+
+
+## Usage
+
+**Create an instance of the client:**
+
+All methods follow the documentation found [here]:https://polygon.io/docs pretty closely:
+
+
+
+```ruby
+client = PolygonClient::Rest::Client.new(api_key)
+
+# See tests for a full reference of all of methods
+client.reference.tickers.list
+
+client.stocks.
+
+client.forex.historic_ticks
+
+client.crypto.list # list exchanges
+
+PolgygonClient::Websocket::Client.new(api_key).subscribe("XQ.BTC-USD") do |event|
+  pp "Incoming message"
+  pp event
+end
+```

data/Rakefile

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+# frozen_string_literal: true
+
+require "bundler/gem_tasks"
+require "rake/testtask"
+
+Rake::TestTask.new(:test) do |t|
+  t.libs << "test"
+  t.libs << "lib"
+  t.test_files = FileList["test/**/*_test.rb"]
+end
+
+task default: :test

data/bin/console

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+#!/usr/bin/env ruby
+
+require "bundler/setup"
+require "polygon_client"
+require "dotenv/load"
+
+# You can add fixtures and/or initialization code here to make experimenting
+# with your gem easier. You can also use a different console, if you like.
+
+# (If you use this, don't forget to add pry to your Gemfile!)
+# require "pry"
+# Pry.start
+
+require "irb"
+IRB.start(__FILE__)

data/lib/polygon_client/rest/api/crypto.rb

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+# frozen_string_literal: true
+
+module PolygonClient
+  module Rest
+    class Crypto < PolygonRestHandler
+      class CryptoExchange < PolygonResponse
+        attribute :id, Types::Integer
+        attribute :type, Types::String
+        attribute :market, Types::String
+        attribute :name, Types::String
+        attribute :url, Types::String
+      end
+
+      def list
+        res = client.request.get("/v1/meta/crypto-exchanges")
+        Types::Array.of(CryptoExchange)[res.body]
+      end
+
+      class LastTradeResponse < PolygonResponse
+        attribute :status, Types::String
+        attribute :symbol, Types::String
+        attribute :last do
+          attribute :price, Types::JSON::Decimal
+          attribute :size, Types::JSON::Decimal
+          attribute :exchange, Types::Integer
+          attribute :conditions, Types::Array.of(Types::Integer)
+          attribute :timestamp, Types::Integer
+        end
+        attribute :last_average do
+          attribute :avg, Types::JSON::Decimal
+          attribute :trades_averaged, Types::Integer
+        end
+      end
+
+      def last_trade(from, to)
+        from = Types::String[from]
+        to = Types::String[to]
+
+        res = client.request.get("/v1/last/crypto/#{from}/#{to}")
+        LastTradeResponse[res.body]
+      end
+
+      class DailyOpenCloseResponse < PolygonResponse
+        attribute :symbol, Types::String
+        attribute :is_utc, Types::Bool
+        attribute :day, Types::JSON::Date
+        attribute :open, Types::JSON::Decimal
+        attribute :close, Types::JSON::Decimal
+        attribute :open_trades, Types::Array do
+          attribute? :p, Types::JSON::Decimal
+          attribute? :s, Types::JSON::Decimal
+          attribute? :x, Types::Integer
+          attribute? :c, Types::Array.of(Types::Integer)
+          attribute? :t, Types::Integer
+        end
+        attribute :closing_trades, Types::Array do
+          attribute? :p, Types::JSON::Decimal
+          attribute? :s, Types::JSON::Decimal
+          attribute? :x, Types::Integer
+          attribute? :c, Types::Array.of(Types::Integer)
+          attribute? :t, Types::Integer
+        end
+      end
+
+      def daily_open_close(from, to, date)
+        from = Types::String[from]
+        to = Types::String[to]
+        date = Types::JSON::Date[date]
+
+        res = client.request.get("/v1/open-close/crypto/#{from}/#{to}/#{date}")
+        DailyOpenCloseResponse[res.body]
+      end
+
+      class HistoricTradesResponse < PolygonResponse
+        attribute? :day, Types::JSON::Date
+        attribute? :map, Types::Hash
+        attribute? :ms_latency, Types::Integer
+        attribute? :status, Types::String
+        attribute? :symbol, Types::String
+        attribute? :type, Types::String
+        attribute :ticks, Types::Array do
+          attribute? :p, Types::JSON::Decimal
+          attribute? :s, Types::JSON::Decimal
+          attribute? :x, Types::Integer
+          attribute? :c, Types::Array.of(Types::Integer)
+          attribute? :t, Types::Integer
+        end
+      end
+
+      def historic_trades(from, to, date, opts = {})
+        from = Types::String[from]
+        to = Types::String[to]
+        date = Types::JSON::Date[date]
+        opts = PagingParameters[opts]
+
+        res = client.request.get("/v1/historic/crypto/#{from}/#{to}/#{date}", opts.to_h)
+        HistoricTradesResponse[res.body]
+      end
+
+      class SnapshotTicker < PolygonResponse
+        attribute :ticker, Types::String
+        attribute :day do
+          attribute :c, Types::JSON::Decimal
+          attribute :h, Types::JSON::Decimal
+          attribute :l, Types::JSON::Decimal
+          attribute :o, Types::JSON::Decimal
+          attribute :v, Types::JSON::Decimal
+        end
+        attribute :last_trade do
+          attribute :p, Types::JSON::Decimal
+          attribute :s, Types::JSON::Decimal
+          attribute :x, Types::Integer
+          attribute :c, Types::Array.of(Types::Integer)
+          attribute :t, Types::Integer
+        end
+        attribute :min do
+          attribute :c, Types::JSON::Decimal
+          attribute :h, Types::JSON::Decimal
+          attribute :l, Types::JSON::Decimal
+          attribute :o, Types::JSON::Decimal
+          attribute :v, Types::JSON::Decimal
+        end
+        attribute :prev_day do
+          attribute :c, Types::JSON::Decimal
+          attribute :h, Types::JSON::Decimal
+          attribute :l, Types::JSON::Decimal
+          attribute :o, Types::JSON::Decimal
+          attribute :v, Types::JSON::Decimal
+        end
+        attribute :todays_change, Types::JSON::Decimal
+        attribute :todays_change_perc, Types::JSON::Decimal
+        attribute :updated, Types::Integer
+      end
+
+      class FullSnapshotResponse < PolygonResponse
+        attribute :status, Types::String
+        attribute :tickers, Types::Array.of(SnapshotTicker)
+      end
+
+      def full_snapshot
+        res = client.request.get("/v2/snapshot/locale/global/markets/crypto/tickers")
+        FullSnapshotResponse[res.body]
+      end
+
+      class SnapshotResponse < PolygonResponse
+        attribute :status, Types::String
+        attribute :ticker, SnapshotTicker
+      end
+
+      def snapshot(ticker)
+        ticker = Types::String[ticker]
+        res = client.request.get("/v2/snapshot/locale/global/markets/crypto/tickers/#{ticker}")
+        SnapshotResponse[res.body]
+      end
+
+      class SnapshotBookResponse < PolygonResponse
+        attribute :status, Types::String
+        attribute :data do
+          attribute :ticker, Types::String
+          attribute :bids, Types::Array do
+            attribute :p, Types::JSON::Decimal
+            attribute :x do
+              PolygonResponse::NUMBERS_TO_WORDS.each do |_n, w|
+                attribute? w.to_sym, Types::JSON::Decimal
+              end
+            end
+          end
+          attribute :asks, Types::Array do
+            attribute :p, Types::JSON::Decimal
+            attribute :x do
+              PolygonResponse::NUMBERS_TO_WORDS.each do |_n, w|
+                attribute? w.to_sym, Types::JSON::Decimal
+              end
+            end
+          end
+          attribute :bid_count, Types::JSON::Decimal
+          attribute :ask_count, Types::JSON::Decimal
+          attribute :spread, Types::JSON::Decimal
+          attribute :updated, Types::Integer
+        end
+      end
+
+      def snapshot_book(ticker)
+        ticker = Types::String[ticker]
+        res = client.request.get("/v2/snapshot/locale/global/markets/crypto/tickers/#{ticker}/book")
+        SnapshotBookResponse[res.body]
+      end
+
+      class SnapshotGainersLosersResponse < FullSnapshotResponse; end
+
+      def snapshot_gainers_losers(direction)
+        direction = Types::Coercible::String.enum("gainers", "losers")[direction]
+        res = client.request.get("/v2/snapshot/locale/global/markets/crypto/#{direction}")
+        SnapshotGainersLosersResponse[res.body]
+      end
+    end
+  end
+end

data/lib/polygon_client/rest/api/forex.rb

@@ -0,0 +1,129 @@
+# frozen_string_literal: true
+
+module PolygonClient
+  module Rest
+    class Forex < PolygonRestHandler
+      class HistoricTicksResponse < PolygonResponse
+        attribute? :day, Types::JSON::Date
+        attribute? :map, Types::Hash
+        attribute? :ms_latency, Types::Integer
+        attribute? :status, Types::String
+        attribute? :pair, Types::String
+        attribute? :type, Types::String
+        attribute :ticks, Types::Array do
+          attribute? :a, Types::JSON::Decimal     # Asking price
+          attribute? :b, Types::JSON::Decimal     # Bidding price
+          attribute? :x, Types::Integer           # Exchange ID
+          attribute? :t, Types::Integer
+        end
+      end
+
+      def historic_ticks(from, to, date, opts = {})
+        from = Types::String[from]
+        to = Types::String[to]
+        date = Types::JSON::Date[date]
+        opts = PagingParameters[opts]
+
+        res = client.request.get("/v1/historic/forex/#{from}/#{to}/#{date}", opts.to_h)
+        HistoricTicksResponse[res.body]
+      end
+
+      class CurrencyConversionResponse < PolygonResponse
+        attribute :status, Types::String
+        attribute :from, Types::String
+        attribute :to, Types::String
+        attribute :initial_amount, Types::Integer
+        attribute :converted, Types::JSON::Decimal
+        attribute :last do
+          attribute :bid, Types::JSON::Decimal
+          attribute :ask, Types::JSON::Decimal
+          attribute :exchange, Types::Integer
+          attribute :timestamp, Types::Integer
+        end
+      end
+
+      def convert_currency(from, to, amount, precision = 2)
+        from = Types::String[from]
+        to = Types::String[to]
+        amount = Types::Coercible::Decimal[amount]
+        precision = Types::Integer[precision]
+        opts = { amount: amount, precision: precision }
+
+        res = client.request.get("/v1/conversion/#{from}/#{to}", opts)
+        CurrencyConversionResponse[res.body]
+      end
+
+      class LastQuoteResponse < PolygonResponse
+        attribute :status, Types::String
+        attribute :symbol, Types::String
+        attribute :last do
+          attribute :bid, Types::JSON::Decimal
+          attribute :ask, Types::JSON::Decimal
+          attribute :exchange, Types::Integer
+          attribute :timestamp, Types::Integer
+        end
+      end
+
+      def last_quote(from, to)
+        from = Types::String[from]
+        to = Types::String[to]
+
+        res = client.request.get("/v1/last_quote/currencies/#{from}/#{to}")
+        LastQuoteResponse[res.body]
+      end
+
+      class SnapshotTicker < PolygonResponse
+        attribute :ticker, Types::String
+        attribute :day do
+          attribute :c, Types::JSON::Decimal
+          attribute :h, Types::JSON::Decimal
+          attribute :l, Types::JSON::Decimal
+          attribute :o, Types::JSON::Decimal
+          attribute :v, Types::JSON::Decimal
+        end
+        attribute :last_quote do
+          attribute :a, Types::JSON::Decimal
+          attribute :b, Types::JSON::Decimal
+          attribute :i, Types::JSON::Decimal
+          attribute :x, Types::Integer
+          attribute :t, Types::Integer
+        end
+        attribute :min do
+          attribute :c, Types::JSON::Decimal
+          attribute :h, Types::JSON::Decimal
+          attribute :l, Types::JSON::Decimal
+          attribute :o, Types::JSON::Decimal
+          attribute :v, Types::JSON::Decimal
+        end
+        attribute :prev_day do
+          attribute :c, Types::JSON::Decimal
+          attribute :h, Types::JSON::Decimal
+          attribute :l, Types::JSON::Decimal
+          attribute :o, Types::JSON::Decimal
+          attribute :v, Types::JSON::Decimal
+        end
+        attribute :todays_change, Types::JSON::Decimal
+        attribute :todays_change_perc, Types::JSON::Decimal
+        attribute :updated, Types::Integer
+      end
+
+      class FullSnapshotResponse < PolygonResponse
+        attribute :status, Types::String
+        attribute :tickers, Types::Array.of(SnapshotTicker)
+      end
+
+      def full_snapshot
+        res = client.request.get("/v2/snapshot/locale/global/markets/forex/tickers")
+        FullSnapshotResponse[res.body]
+      end
+
+      class SnapshotGainersLosersResponse < FullSnapshotResponse; end
+
+      def snapshot_gainers_losers(direction)
+        direction = Types::Coercible::String.enum("gainers", "losers")[direction]
+        res = client.request.get("/v2/snapshot/locale/global/markets/forex/#{direction}")
+        SnapshotGainersLosersResponse[res.body]
+      end
+    end
+  end
+end

data/lib/polygon_client/rest/api/reference/locales.rb

@@ -0,0 +1,22 @@
+# frozen_string_literal: true
+
+module PolygonClient
+  module Rest
+    module Reference
+      class Locales < PolygonRestHandler
+        class LocalesResponse < PolygonResponse
+          attribute :status, Types::String
+          attribute :results, Types::Array do
+            attribute :locale, Types::String
+            attribute :name, Types::String
+          end
+        end
+
+        def list
+          res = client.request.get("/v2/reference/locales")
+          LocalesResponse[res.body]
+        end
+      end
+    end
+  end
+end

data/lib/polygon_client/rest/api/reference/markets.rb

@@ -0,0 +1,55 @@
+# frozen_string_literal: true
+
+module PolygonClient
+  module Rest
+    module Reference
+      class Markets < PolygonRestHandler
+        class MarketsResponse < PolygonResponse
+          attribute :status, Types::String
+          attribute :results, Types::Array do
+            attribute :market, Types::String
+            attribute :desc, Types::String
+          end
+        end
+
+        def list
+          res = client.request.get("/v2/reference/markets")
+          MarketsResponse[res.body]
+        end
+
+        class MarketStatusResponse < PolygonResponse
+          attribute :market, Types::String
+          attribute :server_time, Types::String
+          attribute :exchanges do
+            attribute :nyse, Types::String
+            attribute :nasdaq, Types::String
+            attribute :otc, Types::String
+          end
+          attribute :currencies do
+            attribute :fx, Types::String
+            attribute :crypto, Types::String
+          end
+        end
+
+        def status
+          res = client.request.get("/v1/marketstatus/now")
+          MarketStatusResponse[res.body]
+        end
+
+        class MarketHolidaysResponse < PolygonResponse
+          attribute :exchange, Types::String
+          attribute :name, Types::String
+          attribute :status, Types::String
+          attribute :date, Types::JSON::DateTime
+          attribute? :open, Types::JSON::DateTime
+          attribute? :close, Types::JSON::DateTime
+        end
+
+        def holidays
+          res = client.request.get("/v1/marketstatus/upcoming")
+          Types::Array.of(MarketHolidaysResponse)[res.body]
+        end
+      end
+    end
+  end
+end