massive 2.0.1__tar.gz → 2.0.3__tar.gz

{massive-2.0.1 → massive-2.0.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: massive
-Version: 2.0.1
+Version: 2.0.3
 Summary: Official Massive (formerly Polygon.io) REST and Websocket client.
 License: MIT
 License-File: LICENSE

{massive-2.0.1 → massive-2.0.3}/massive/rest/economy.py

@@ -6,6 +6,7 @@ from .base import BaseClient
 from .models.economy import (
     FedInflation,
     TreasuryYield,
+    FedInflationExpectations,
 )
 from .models.common import Sort, Order
 from .models.request import RequestOptionBuilder
@@ -85,3 +86,44 @@ class EconomyClient(BaseClient):
             deserializer=FedInflation.from_dict,
             options=options,
         )
+
+    def list_inflation_expectations(
+        self,
+        date: Optional[Union[str, date]] = None,
+        date_any_of: Optional[str] = None,
+        date_gt: Optional[Union[str, date]] = None,
+        date_gte: Optional[Union[str, date]] = None,
+        date_lt: Optional[Union[str, date]] = None,
+        date_lte: Optional[Union[str, date]] = 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[FedInflationExpectations], HTTPResponse]:
+        """
+        A table tracking inflation expectations from both market-based and economic model perspectives across different time horizons.
+
+        :param date: Calendar date of the observation (YYYY-MM-DD).
+        :param date_any_of: Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+        :param date_gt: Filter greater than the value.
+        :param date_gte: Filter greater than or equal to the value.
+        :param date_lt: Filter less than the value.
+        :param date_lte: Filter less than or equal to the value.
+        :param limit: Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.
+        :param sort: A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified.
+        :param params: Additional query parameters.
+        :param raw: Return raw HTTPResponse object if True, else return Iterator[FedInflationExpectations].
+        :param options: RequestOptionBuilder for additional headers or params.
+        :return: An iterator of FedInflationExpectations objects or HTTPResponse if raw=True.
+        """
+        url = "/fed/v1/inflation-expectations"
+
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_inflation_expectations, locals()),
+            deserializer=FedInflationExpectations.from_dict,
+            raw=raw,
+            result_key="results",
+            options=options,
+        )

{massive-2.0.1 → massive-2.0.3}/massive/rest/financials.py

@@ -9,6 +9,7 @@ from .models.financials import (
     FinancialCashFlowStatement,
     FinancialIncomeStatement,
     FinancialRatio,
+    FinancialFloat,
 )
 from .models.common import Sort
 from .models.request import RequestOptionBuilder
@@ -318,3 +319,34 @@ class FinancialsClient(BaseClient):
             deserializer=FinancialRatio.from_dict,
             options=options,
         )
+
+    def list_stocks_floats(
+        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,
+        free_float_percent: Optional[float] = None,
+        free_float_percent_gt: Optional[float] = None,
+        free_float_percent_gte: Optional[float] = None,
+        free_float_percent_lt: Optional[float] = None,
+        free_float_percent_lte: Optional[float] = 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[FinancialFloat], HTTPResponse]:
+        """
+        Endpoint: GET /stocks/vX/float
+        """
+        url = "/stocks/vX/float"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_floats, locals()),
+            raw=raw,
+            deserializer=FinancialFloat.from_dict,
+            options=options,
+        )

{massive-2.0.1 → massive-2.0.3}/massive/rest/futures.py

@@ -12,6 +12,7 @@ from .models.futures import (
     FuturesSchedule,
     FuturesMarketStatus,
     FuturesSnapshot,
+    FuturesExchange,
 )
 from .models.common import Sort
 from .models.request import RequestOptionBuilder
@@ -332,3 +333,24 @@ class FuturesClient(BaseClient):
             deserializer=FuturesSnapshot.from_dict,
             options=options,
         )
+
+    def list_futures_exchanges(
+        self,
+        limit: Optional[int] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FuturesExchange], HTTPResponse]:
+        """
+        Endpoint: GET /futures/vX/exchanges
+
+        US futures exchanges and trading venues including major derivatives exchanges (CME, CBOT, NYMEX, COMEX) and other futures market infrastructure for commodity, financial, and other derivative contract trading.
+        """
+        url = "/futures/vX/exchanges"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_futures_exchanges, locals()),
+            raw=raw,
+            deserializer=FuturesExchange.from_dict,
+            options=options,
+        )

massive-2.0.3/massive/rest/models/dividends.py

@@ -0,0 +1,54 @@
+from typing import Optional
+from ...modelclass import modelclass
+
+
+@modelclass
+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."
+    id: Optional[int] = None
+    cash_amount: Optional[float] = None
+    currency: Optional[str] = None
+    declaration_date: Optional[str] = None
+    dividend_type: Optional[str] = None
+    ex_dividend_date: Optional[str] = None
+    frequency: Optional[int] = None
+    pay_date: Optional[str] = None
+    record_date: Optional[str] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return Dividend(**d)
+
+
+@modelclass
+class StockDividend:
+    cash_amount: Optional[float] = None
+    currency: Optional[str] = None
+    declaration_date: Optional[str] = None
+    distribution_type: Optional[str] = None
+    ex_dividend_date: Optional[str] = None
+    frequency: Optional[int] = None
+    historical_adjustment_factor: Optional[float] = None
+    id: Optional[str] = None
+    pay_date: Optional[str] = None
+    record_date: Optional[str] = None
+    split_adjusted_cash_amount: Optional[float] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return StockDividend(
+            cash_amount=d.get("cash_amount"),
+            currency=d.get("currency"),
+            declaration_date=d.get("declaration_date"),
+            distribution_type=d.get("distribution_type"),
+            ex_dividend_date=d.get("ex_dividend_date"),
+            frequency=d.get("frequency"),
+            historical_adjustment_factor=d.get("historical_adjustment_factor"),
+            id=d.get("id"),
+            pay_date=d.get("pay_date"),
+            record_date=d.get("record_date"),
+            split_adjusted_cash_amount=d.get("split_adjusted_cash_amount"),
+            ticker=d.get("ticker"),
+        )

{massive-2.0.1 → massive-2.0.3}/massive/rest/models/economy.py

@@ -60,3 +60,28 @@ class FedInflation:
             pce_core=d.get("pce_core"),
             pce_spending=d.get("pce_spending"),
         )
+
+
+@modelclass
+class FedInflationExpectations:
+    date: Optional[str] = None
+    forward_years_5_to_10: Optional[float] = None
+    market_10_year: Optional[float] = None
+    market_5_year: Optional[float] = None
+    model_10_year: Optional[float] = None
+    model_1_year: Optional[float] = None
+    model_30_year: Optional[float] = None
+    model_5_year: Optional[float] = None
+
+    @staticmethod
+    def from_dict(d):
+        return FedInflationExpectations(
+            date=d.get("date"),
+            forward_years_5_to_10=d.get("forward_years_5_to_10"),
+            market_10_year=d.get("market_10_year"),
+            market_5_year=d.get("market_5_year"),
+            model_10_year=d.get("model_10_year"),
+            model_1_year=d.get("model_1_year"),
+            model_30_year=d.get("model_30_year"),
+            model_5_year=d.get("model_5_year"),
+        )

{massive-2.0.1 → massive-2.0.3}/massive/rest/models/financials.py

@@ -861,3 +861,62 @@ class FinancialRatio:
             return_on_equity=d.get("return_on_equity"),
             ticker=d.get("ticker"),
         )
+
+
+@modelclass
+class FinancialFloat:
+    effective_date: Optional[str] = None
+    free_float: Optional[int] = None
+    free_float_percent: Optional[float] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return FinancialFloat(
+            effective_date=d.get("effective_date"),
+            free_float=d.get("free_float"),
+            free_float_percent=d.get("free_float_percent"),
+            ticker=d.get("ticker"),
+        )
+
+
+@modelclass
+class RiskFactor:
+    cik: Optional[str] = None
+    filing_date: Optional[str] = None
+    primary_category: Optional[str] = None
+    secondary_category: Optional[str] = None
+    supporting_text: Optional[str] = None
+    tertiary_category: Optional[str] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return RiskFactor(
+            cik=d.get("cik"),
+            filing_date=d.get("filing_date"),
+            primary_category=d.get("primary_category"),
+            secondary_category=d.get("secondary_category"),
+            supporting_text=d.get("supporting_text"),
+            tertiary_category=d.get("tertiary_category"),
+            ticker=d.get("ticker"),
+        )
+
+
+@modelclass
+class RiskFactorTaxonomy:
+    description: Optional[str] = None
+    primary_category: Optional[str] = None
+    secondary_category: Optional[str] = None
+    taxonomy: Optional[float] = None
+    tertiary_category: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return RiskFactorTaxonomy(
+            description=d.get("description"),
+            primary_category=d.get("primary_category"),
+            secondary_category=d.get("secondary_category"),
+            taxonomy=d.get("taxonomy"),
+            tertiary_category=d.get("tertiary_category"),
+        )

{massive-2.0.1 → massive-2.0.3}/massive/rest/models/futures.py

@@ -16,7 +16,7 @@ class FuturesAgg:
     close: Optional[float] = None
     volume: Optional[float] = None
     dollar_volume: Optional[float] = None
-    transaction_count: Optional[int] = None
+    transactions: Optional[int] = None
     window_start: Optional[int] = None
     session_end_date: Optional[str] = None
     settlement_price: Optional[float] = None
@@ -31,7 +31,7 @@ class FuturesAgg:
             close=d.get("close"),
             volume=d.get("volume"),
             dollar_volume=d.get("dollar_volume"),
-            transaction_count=d.get("transaction_count"),
+            transactions=d.get("transactions"),
             window_start=d.get("window_start"),
             session_end_date=d.get("session_end_date"),
             settlement_price=d.get("settlement_price"),
@@ -391,3 +391,33 @@ class FuturesSnapshot:
                 else None
             ),
         )
+
+
+@modelclass
+class FuturesExchange:
+    """
+    Represents a futures exchange or trading venue.
+    Corresponds to /futures/vX/exchanges endpoint.
+    """
+
+    acronym: Optional[str] = None
+    id: Optional[str] = None
+    locale: Optional[str] = None
+    mic: Optional[str] = None
+    name: Optional[str] = None
+    operating_mic: Optional[str] = None
+    type: Optional[str] = None
+    url: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return FuturesExchange(
+            acronym=d.get("acronym"),
+            id=d.get("id"),
+            locale=d.get("locale"),
+            mic=d.get("mic"),
+            name=d.get("name"),
+            operating_mic=d.get("operating_mic"),
+            type=d.get("type"),
+            url=d.get("url"),
+        )

massive-2.0.3/massive/rest/models/splits.py

@@ -0,0 +1,39 @@
+from typing import Optional
+from ...modelclass import modelclass
+
+
+@modelclass
+class Split:
+    "Split contains data for a historical stock split, including the ticker symbol, the execution date, and the factors of the split ratio."
+    id: Optional[int] = None
+    execution_date: Optional[str] = None
+    split_from: Optional[int] = None
+    split_to: Optional[int] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return Split(**d)
+
+
+@modelclass
+class StockSplit:
+    adjustment_type: Optional[str] = None
+    execution_date: Optional[str] = None
+    historical_adjustment_factor: Optional[float] = None
+    id: Optional[str] = None
+    split_from: Optional[float] = None
+    split_to: Optional[float] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return StockSplit(
+            adjustment_type=d.get("adjustment_type"),
+            execution_date=d.get("execution_date"),
+            historical_adjustment_factor=d.get("historical_adjustment_factor"),
+            id=d.get("id"),
+            split_from=d.get("split_from"),
+            split_to=d.get("split_to"),
+            ticker=d.get("ticker"),
+        )

{massive-2.0.1 → massive-2.0.3}/massive/rest/reference.py

@@ -14,7 +14,9 @@ from .models import (
     AssetClass,
     Locale,
     Split,
+    StockSplit,
     Dividend,
+    StockDividend,
     DividendType,
     Frequency,
     Condition,
@@ -24,6 +26,8 @@ from .models import (
     OptionsContract,
     ShortInterest,
     ShortVolume,
+    RiskFactor,
+    RiskFactorTaxonomy,
 )
 from urllib3 import HTTPResponse
 from datetime import date
@@ -695,3 +699,157 @@ class ContractsClient(BaseClient):
             result_key="results",
             options=options,
         )
+
+    # Add these functions to financials.py in the FinancialsClient class
+
+    def list_stocks_splits(
+        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,
+        execution_date: Optional[Union[str, date]] = None,
+        execution_date_gt: Optional[Union[str, date]] = None,
+        execution_date_gte: Optional[Union[str, date]] = None,
+        execution_date_lt: Optional[Union[str, date]] = None,
+        execution_date_lte: Optional[Union[str, date]] = None,
+        adjustment_type: Optional[str] = None,
+        adjustment_type_any_of: 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[StockSplit], HTTPResponse]:
+        """
+        Endpoint: GET /stocks/v1/splits
+        """
+        url = "/stocks/v1/splits"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_splits, locals()),
+            raw=raw,
+            deserializer=StockSplit.from_dict,
+            options=options,
+        )
+
+    def list_stocks_dividends(
+        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,
+        ex_dividend_date: Optional[Union[str, date]] = None,
+        ex_dividend_date_gt: Optional[Union[str, date]] = None,
+        ex_dividend_date_gte: Optional[Union[str, date]] = None,
+        ex_dividend_date_lt: Optional[Union[str, date]] = None,
+        ex_dividend_date_lte: Optional[Union[str, date]] = None,
+        frequency: Optional[int] = None,
+        frequency_gt: Optional[int] = None,
+        frequency_gte: Optional[int] = None,
+        frequency_lt: Optional[int] = None,
+        frequency_lte: Optional[int] = None,
+        distribution_type: Optional[str] = None,
+        distribution_type_any_of: 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[StockDividend], HTTPResponse]:
+        """
+        Endpoint: GET /stocks/v1/dividends
+        """
+        url = "/stocks/v1/dividends"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_dividends, locals()),
+            raw=raw,
+            deserializer=StockDividend.from_dict,
+            options=options,
+        )
+
+    def list_stocks_filings_risk_factors(
+        self,
+        filing_date: Optional[Union[str, date]] = None,
+        filing_date_any_of: Optional[str] = None,
+        filing_date_gt: Optional[Union[str, date]] = None,
+        filing_date_gte: Optional[Union[str, date]] = None,
+        filing_date_lt: Optional[Union[str, date]] = None,
+        filing_date_lte: Optional[Union[str, date]] = None,
+        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,
+        cik: Optional[str] = None,
+        cik_any_of: Optional[str] = None,
+        cik_gt: Optional[str] = None,
+        cik_gte: Optional[str] = None,
+        cik_lt: Optional[str] = None,
+        cik_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[RiskFactor], HTTPResponse]:
+        """
+        Endpoint: GET /stocks/filings/vX/risk-factors
+        """
+        url = "/stocks/filings/vX/risk-factors"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_filings_risk_factors, locals()),
+            raw=raw,
+            deserializer=RiskFactor.from_dict,
+            options=options,
+        )
+
+    def list_stocks_taxonomies_risk_factors(
+        self,
+        taxonomy: Optional[float] = None,
+        taxonomy_gt: Optional[float] = None,
+        taxonomy_gte: Optional[float] = None,
+        taxonomy_lt: Optional[float] = None,
+        taxonomy_lte: Optional[float] = None,
+        primary_category: Optional[str] = None,
+        primary_category_any_of: Optional[str] = None,
+        primary_category_gt: Optional[str] = None,
+        primary_category_gte: Optional[str] = None,
+        primary_category_lt: Optional[str] = None,
+        primary_category_lte: Optional[str] = None,
+        secondary_category: Optional[str] = None,
+        secondary_category_any_of: Optional[str] = None,
+        secondary_category_gt: Optional[str] = None,
+        secondary_category_gte: Optional[str] = None,
+        secondary_category_lt: Optional[str] = None,
+        secondary_category_lte: Optional[str] = None,
+        tertiary_category: Optional[str] = None,
+        tertiary_category_any_of: Optional[str] = None,
+        tertiary_category_gt: Optional[str] = None,
+        tertiary_category_gte: Optional[str] = None,
+        tertiary_category_lt: Optional[str] = None,
+        tertiary_category_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[RiskFactorTaxonomy], HTTPResponse]:
+        """
+        Endpoint: GET /stocks/taxonomies/vX/risk-factors
+        """
+        url = "/stocks/taxonomies/vX/risk-factors"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_taxonomies_risk_factors, locals()),
+            raw=raw,
+            deserializer=RiskFactorTaxonomy.from_dict,
+            options=options,
+        )

{massive-2.0.1 → massive-2.0.3}/massive/websocket/models/models.py

@@ -417,7 +417,7 @@ class FuturesAgg:
     close: Optional[float] = None
     high: Optional[float] = None
     low: Optional[float] = None
-    transaction_count: Optional[int] = None
+    transactions: Optional[int] = None
     start_timestamp: Optional[int] = None
     end_timestamp: Optional[int] = None
 
@@ -432,7 +432,7 @@ class FuturesAgg:
             close=d.get("c"),
             high=d.get("h"),
             low=d.get("l"),
-            transaction_count=d.get("n"),
+            transactions=d.get("n"),
             start_timestamp=d.get("s"),
             end_timestamp=d.get("e"),
         )

{massive-2.0.1 → massive-2.0.3}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "massive"
-version = "v2.0.1"
+version = "v2.0.3"
 description = "Official Massive (formerly Polygon.io) REST and Websocket client."
 authors = ["massive.com"]
 license = "MIT"
@@ -31,7 +31,7 @@ certifi = ">=2022.5.18,<2026.0.0"
 
 [tool.poetry.dev-dependencies]
 black = "^24.8.0"
-mypy = "^1.18"
+mypy = "^1.19"
 types-urllib3 = "^1.26.25"
 Sphinx = "^7.4.7"
 sphinx-rtd-theme = "^3.0.2"
@@ -40,7 +40,7 @@ sphinx-autodoc-typehints = "^2.3.0"
 types-certifi = "^2021.10.8"
 types-setuptools = "^80.9.0"
 pook = "^2.1.4"
-orjson = "^3.11.4"
+orjson = "^3.11.5"
 
 [build-system]
 requires = ["poetry-core>=1.0.0"]

massive-2.0.1/massive/rest/models/dividends.py

@@ -1,21 +0,0 @@
-from typing import Optional
-from ...modelclass import modelclass
-
-
-@modelclass
-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."
-    id: Optional[int] = None
-    cash_amount: Optional[float] = None
-    currency: Optional[str] = None
-    declaration_date: Optional[str] = None
-    dividend_type: Optional[str] = None
-    ex_dividend_date: Optional[str] = None
-    frequency: Optional[int] = None
-    pay_date: Optional[str] = None
-    record_date: Optional[str] = None
-    ticker: Optional[str] = None
-
-    @staticmethod
-    def from_dict(d):
-        return Dividend(**d)

massive-2.0.1/massive/rest/models/splits.py

@@ -1,16 +0,0 @@
-from typing import Optional
-from ...modelclass import modelclass
-
-
-@modelclass
-class Split:
-    "Split contains data for a historical stock split, including the ticker symbol, the execution date, and the factors of the split ratio."
-    id: Optional[int] = None
-    execution_date: Optional[str] = None
-    split_from: Optional[int] = None
-    split_to: Optional[int] = None
-    ticker: Optional[str] = None
-
-    @staticmethod
-    def from_dict(d):
-        return Split(**d)