massive 2.3.2__tar.gz → 2.4.0__tar.gz

{massive-2.3.2 → massive-2.4.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: massive
-Version: 2.3.2
+Version: 2.4.0
 Summary: Official Massive (formerly Polygon.io) REST and Websocket client.
 License: MIT
 License-File: LICENSE

{massive-2.3.2 → massive-2.4.0}/massive/rest/models/financials.py

@@ -920,3 +920,78 @@ class RiskFactorTaxonomy:
             taxonomy=d.get("taxonomy"),
             tertiary_category=d.get("tertiary_category"),
         )
+
+
+@modelclass
+class FilingSection:
+    """SEC document text section from a 10-K/10-Q (raw text content)."""
+
+    cik: Optional[str] = None
+    filing_date: Optional[str] = None
+    filing_url: Optional[str] = None
+    period_end: Optional[str] = None
+    section: Optional[str] = None
+    text: Optional[str] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return FilingSection(
+            cik=d.get("cik"),
+            filing_date=d.get("filing_date"),
+            filing_url=d.get("filing_url"),
+            period_end=d.get("period_end"),
+            section=d.get("section"),
+            text=d.get("text"),
+            ticker=d.get("ticker"),
+        )
+
+
+@modelclass
+class Filing8K:
+    """Parsed 8-K filing with item-level text content."""
+
+    accession_number: Optional[str] = None
+    cik: Optional[str] = None
+    filing_date: Optional[str] = None
+    filing_url: Optional[str] = None
+    form_type: Optional[str] = None
+    items_text: Optional[str] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return Filing8K(
+            accession_number=d.get("accession_number"),
+            cik=d.get("cik"),
+            filing_date=d.get("filing_date"),
+            filing_url=d.get("filing_url"),
+            form_type=d.get("form_type"),
+            items_text=d.get("items_text"),
+            ticker=d.get("ticker"),
+        )
+
+
+@modelclass
+class FilingIndex:
+    """Master index entry for any SEC filing (10-K, 8-K, 10-Q, etc.)."""
+
+    accession_number: Optional[str] = None
+    cik: Optional[str] = None
+    filing_date: Optional[str] = None
+    filing_url: Optional[str] = None
+    form_type: Optional[str] = None
+    issuer_name: Optional[str] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return FilingIndex(
+            accession_number=d.get("accession_number"),
+            cik=d.get("cik"),
+            filing_date=d.get("filing_date"),
+            filing_url=d.get("filing_url"),
+            form_type=d.get("form_type"),
+            issuer_name=d.get("issuer_name"),
+            ticker=d.get("ticker"),
+        )

{massive-2.3.2 → massive-2.4.0}/massive/rest/models/snapshot.py

@@ -7,7 +7,8 @@ from ...modelclass import modelclass
 
 @modelclass
 class MinuteSnapshot:
-    "Most recent minute bar."
+    """Most recent minute bar."""
+
     accumulated_volume: Optional[float] = None
     open: Optional[float] = None
     high: Optional[float] = None
@@ -18,20 +19,24 @@ class MinuteSnapshot:
     otc: Optional[bool] = None
     timestamp: Optional[int] = None
     transactions: Optional[int] = None
+    fractional_volume: Optional[str] = None
+    fractional_accumulated_volume: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
         return MinuteSnapshot(
-            d.get("av", None),
-            d.get("o", None),
-            d.get("h", None),
-            d.get("l", None),
-            d.get("c", None),
-            d.get("v", None),
-            d.get("vw", None),
-            d.get("otc", None),
-            d.get("t", None),
-            d.get("n", None),
+            accumulated_volume=d.get("av"),
+            open=d.get("o"),
+            high=d.get("h"),
+            low=d.get("l"),
+            close=d.get("c"),
+            volume=d.get("v"),
+            vwap=d.get("vw"),
+            otc=d.get("otc"),
+            timestamp=d.get("t"),
+            transactions=d.get("n"),
+            fractional_volume=d.get("dv"),
+            fractional_accumulated_volume=d.get("dav"),
         )
 
 
@@ -318,10 +323,32 @@ class UniversalSnapshotSession:
     low: Optional[float] = None
     previous_close: Optional[float] = None
     volume: Optional[float] = None
+    vwap: Optional[float] = None
+    last_updated: Optional[int] = None
+    fractional_volume: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
-        return UniversalSnapshotSession(**d)
+        return UniversalSnapshotSession(
+            price=d.get("price"),
+            change=d.get("change"),
+            change_percent=d.get("change_percent"),
+            early_trading_change=d.get("early_trading_change"),
+            early_trading_change_percent=d.get("early_trading_change_percent"),
+            regular_trading_change=d.get("regular_trading_change"),
+            regular_trading_change_percent=d.get("regular_trading_change_percent"),
+            late_trading_change=d.get("late_trading_change"),
+            late_trading_change_percent=d.get("late_trading_change_percent"),
+            open=d.get("open"),
+            close=d.get("close"),
+            high=d.get("high"),
+            low=d.get("low"),
+            previous_close=d.get("previous_close"),
+            volume=d.get("volume"),
+            vwap=d.get("vwap"),
+            last_updated=d.get("last_updated"),
+            fractional_volume=d.get("decimal_volume"),
+        )
 
 
 @modelclass
@@ -330,8 +357,10 @@ class UniversalSnapshotLastQuote:
 
     ask: Optional[float] = None
     ask_size: Optional[float] = None
+    ask_exchange: Optional[int] = None
     bid: Optional[float] = None
     bid_size: Optional[float] = None
+    bid_exchange: Optional[int] = None
     midpoint: Optional[float] = None
     exchange: Optional[int] = None
     timeframe: Optional[str] = None
@@ -339,7 +368,18 @@ class UniversalSnapshotLastQuote:
 
     @staticmethod
     def from_dict(d):
-        return UniversalSnapshotLastQuote(**d)
+        return UniversalSnapshotLastQuote(
+            ask=d.get("ask"),
+            ask_size=d.get("ask_size"),
+            ask_exchange=d.get("ask_exchange"),
+            bid=d.get("bid"),
+            bid_size=d.get("bid_size"),
+            bid_exchange=d.get("bid_exchange"),
+            midpoint=d.get("midpoint"),
+            exchange=d.get("exchange"),
+            timeframe=d.get("timeframe"),
+            last_updated=d.get("last_updated"),
+        )
 
 
 @modelclass
@@ -355,10 +395,51 @@ class UniversalSnapshotLastTrade:
     last_updated: Optional[int] = None
     participant_timestamp: Optional[int] = None
     sip_timestamp: Optional[int] = None
+    fractional_size: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return UniversalSnapshotLastTrade(
+            id=d.get("id"),
+            price=d.get("price"),
+            size=d.get("size"),
+            exchange=d.get("exchange"),
+            conditions=d.get("conditions"),
+            timeframe=d.get("timeframe"),
+            last_updated=d.get("last_updated"),
+            participant_timestamp=d.get("participant_timestamp"),
+            sip_timestamp=d.get("sip_timestamp"),
+            fractional_size=d.get("decimal_size"),
+        )
+
+
+@modelclass
+class UniversalSnapshotLastMinute:
+    """Contains the most recent minute-level aggregate for the asset."""
+
+    open: Optional[float] = None
+    close: Optional[float] = None
+    high: Optional[float] = None
+    low: Optional[float] = None
+    volume: Optional[float] = None
+    vwap: Optional[float] = None
+    transactions: Optional[int] = None
+    last_updated: Optional[int] = None
+    fractional_volume: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
-        return UniversalSnapshotLastTrade(**d)
+        return UniversalSnapshotLastMinute(
+            open=d.get("open"),
+            close=d.get("close"),
+            high=d.get("high"),
+            low=d.get("low"),
+            volume=d.get("volume"),
+            vwap=d.get("vwap"),
+            transactions=d.get("transactions"),
+            last_updated=d.get("last_updated"),
+            fractional_volume=d.get("decimal_volume"),
+        )
 
 
 @modelclass
@@ -374,7 +455,14 @@ class UniversalSnapshotUnderlyingAsset:
 
     @staticmethod
     def from_dict(d):
-        return UniversalSnapshotUnderlyingAsset(**d)
+        return UniversalSnapshotUnderlyingAsset(
+            ticker=d.get("ticker"),
+            price=d.get("price"),
+            value=d.get("value"),
+            change_to_break_even=d.get("change_to_break_even"),
+            timeframe=d.get("timeframe"),
+            last_updated=d.get("last_updated"),
+        )
 
 
 @modelclass
@@ -389,18 +477,25 @@ class UniversalSnapshotDetails:
 
     @staticmethod
     def from_dict(d):
-        return UniversalSnapshotDetails(**d)
+        return UniversalSnapshotDetails(
+            contract_type=d.get("contract_type"),
+            exercise_style=d.get("exercise_style"),
+            expiration_date=d.get("expiration_date"),
+            shares_per_contract=d.get("shares_per_contract"),
+            strike_price=d.get("strike_price"),
+        )
 
 
 @modelclass
 class UniversalSnapshot:
-    """Contains snapshot data for an asset."""
+    """Contains snapshot data for an asset (stocks, options, indices, fx, crypto)."""
 
     ticker: Optional[str] = None
     type: Optional[str] = None
     session: Optional[UniversalSnapshotSession] = None
     last_quote: Optional[UniversalSnapshotLastQuote] = None
     last_trade: Optional[UniversalSnapshotLastTrade] = None
+    last_minute: Optional[UniversalSnapshotLastMinute] = None
     greeks: Optional[Greeks] = None
     underlying_asset: Optional[UniversalSnapshotUnderlyingAsset] = None
     details: Optional[UniversalSnapshotDetails] = None
@@ -412,12 +507,15 @@ class UniversalSnapshot:
     fair_market_value: Optional[float] = None
     error: Optional[str] = None
     message: Optional[str] = None
+    value: Optional[float] = None
+    last_updated: Optional[int] = None
+    timeframe: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
         return UniversalSnapshot(
-            ticker=d.get("ticker", None),
-            type=d.get("type", None),
+            ticker=d.get("ticker"),
+            type=d.get("type"),
             session=(
                 None
                 if "session" not in d
@@ -433,7 +531,12 @@ class UniversalSnapshot:
                 if "last_trade" not in d
                 else UniversalSnapshotLastTrade.from_dict(d["last_trade"])
             ),
-            greeks=None if "greeks" not in d else Greeks.from_dict(d["greeks"]),
+            last_minute=(
+                None
+                if "last_minute" not in d
+                else UniversalSnapshotLastMinute.from_dict(d["last_minute"])
+            ),
+            greeks=(None if "greeks" not in d else Greeks.from_dict(d["greeks"])),
             underlying_asset=(
                 None
                 if "underlying_asset" not in d
@@ -444,12 +547,15 @@ class UniversalSnapshot:
                 if "details" not in d
                 else UniversalSnapshotDetails.from_dict(d["details"])
             ),
-            break_even_price=d.get("break_even_price", None),
-            implied_volatility=d.get("implied_volatility", None),
-            open_interest=d.get("open_interest", None),
-            market_status=d.get("market_status", None),
-            name=d.get("name", None),
-            fair_market_value=d.get("fmv", None),
-            error=d.get("error", None),
-            message=d.get("message", None),
+            break_even_price=d.get("break_even_price"),
+            implied_volatility=d.get("implied_volatility"),
+            open_interest=d.get("open_interest"),
+            market_status=d.get("market_status"),
+            name=d.get("name"),
+            fair_market_value=d.get("fmv"),
+            error=d.get("error"),
+            message=d.get("message"),
+            value=d.get("value"),
+            last_updated=d.get("last_updated"),
+            timeframe=d.get("timeframe"),
         )

{massive-2.3.2 → massive-2.4.0}/massive/rest/models/trades.py

@@ -26,7 +26,8 @@ class Trade:
 
 @modelclass
 class LastTrade:
-    "Contains data for the most recent trade for a given ticker symbol."
+    """Contains data for the most recent trade for a given ticker symbol."""
+
     ticker: Optional[str] = None
     trf_timestamp: Optional[int] = None
     sequence_number: Optional[float] = None
@@ -40,25 +41,25 @@ class LastTrade:
     size: Optional[float] = None
     exchange: Optional[int] = None
     tape: Optional[int] = None
-    fractional_shares: Optional[str] = None
+    fractional_size: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
         return LastTrade(
-            d.get("T", None),
-            d.get("f", None),
-            d.get("q", None),
-            d.get("t", None),
-            d.get("y", None),
-            d.get("c", None),
-            d.get("e", None),
-            d.get("i", None),
-            d.get("p", None),
-            d.get("r", None),
-            d.get("s", None),
-            d.get("x", None),
-            d.get("z", None),
-            d.get("ds", None),
+            ticker=d.get("T"),
+            trf_timestamp=d.get("f"),
+            sequence_number=d.get("q"),
+            sip_timestamp=d.get("t"),
+            participant_timestamp=d.get("y"),
+            conditions=d.get("c"),
+            correction=d.get("e"),
+            id=d.get("i"),
+            price=d.get("p"),
+            trf_id=d.get("r"),
+            size=d.get("s"),
+            exchange=d.get("x"),
+            tape=d.get("z"),
+            fractional_size=d.get("ds"),
         )
 
 

{massive-2.3.2 → massive-2.4.0}/massive/rest/reference.py

@@ -28,6 +28,9 @@ from .models import (
     ShortVolume,
     RiskFactor,
     RiskFactorTaxonomy,
+    FilingSection,
+    Filing8K,
+    FilingIndex,
 )
 from urllib3 import HTTPResponse
 from datetime import date
@@ -793,21 +796,22 @@ class ContractsClient(BaseClient):
         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,
+        limit: Optional[int] = 100,
+        sort: Optional[Union[str, Sort]] = "filing_date.desc",
         params: Optional[Dict[str, Any]] = None,
         raw: bool = False,
         options: Optional[RequestOptionBuilder] = None,
     ) -> Union[Iterator[RiskFactor], HTTPResponse]:
         """
-        Endpoint: GET /stocks/filings/vX/risk-factors
+        Get categorized risk factors extracted from 10-K filings (with supporting_text).
         """
         url = "/stocks/filings/vX/risk-factors"
         return self._paginate(
             path=url,
             params=self._get_params(self.list_stocks_filings_risk_factors, locals()),
-            raw=raw,
+            result_key="results",
             deserializer=RiskFactor.from_dict,
+            raw=raw,
             options=options,
         )
 
@@ -836,20 +840,154 @@ class ContractsClient(BaseClient):
         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,
+        limit: Optional[int] = 200,
+        sort: Optional[Union[str, Sort]] = "taxonomy.desc",
         params: Optional[Dict[str, Any]] = None,
         raw: bool = False,
         options: Optional[RequestOptionBuilder] = None,
     ) -> Union[Iterator[RiskFactorTaxonomy], HTTPResponse]:
         """
-        Endpoint: GET /stocks/taxonomies/vX/risk-factors
+        Get the taxonomy/categories used to classify risk factors (kept old name for backward compatibility).
         """
         url = "/stocks/taxonomies/vX/risk-factors"
         return self._paginate(
             path=url,
             params=self._get_params(self.list_stocks_taxonomies_risk_factors, locals()),
-            raw=raw,
+            result_key="results",
             deserializer=RiskFactorTaxonomy.from_dict,
+            raw=raw,
+            options=options,
+        )
+
+    def list_stocks_filings_10k_sections(
+        self,
+        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,
+        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,
+        section: Optional[str] = None,
+        section_any_of: Optional[str] = None,
+        filing_date: Optional[Union[str, date]] = 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,
+        period_end: Optional[Union[str, date]] = None,
+        period_end_gt: Optional[Union[str, date]] = None,
+        period_end_gte: Optional[Union[str, date]] = None,
+        period_end_lt: Optional[Union[str, date]] = None,
+        period_end_lte: Optional[Union[str, date]] = None,
+        limit: Optional[int] = 100,
+        sort: Optional[Union[str, Sort]] = "period_end.desc",
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FilingSection], HTTPResponse]:
+        """
+        Get raw text sections from 10-K/10-Q filings (business, risk_factors, etc.).
+        """
+        url = "/stocks/filings/10-K/vX/sections"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_filings_10k_sections, locals()),
+            result_key="results",
+            deserializer=FilingSection.from_dict,
+            raw=raw,
+            options=options,
+        )
+
+    def list_stocks_filings_8k_text(
+        self,
+        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,
+        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,
+        form_type: Optional[str] = None,
+        form_type_any_of: Optional[str] = None,
+        form_type_gt: Optional[str] = None,
+        form_type_gte: Optional[str] = None,
+        form_type_lt: Optional[str] = None,
+        form_type_lte: Optional[str] = None,
+        filing_date: Optional[Union[str, date]] = 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,
+        limit: Optional[int] = 100,
+        sort: Optional[Union[str, Sort]] = "filing_date.desc",
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[Filing8K], HTTPResponse]:
+        """
+        Get parsed 8-K filings (earnings, acquisitions, executive changes, etc.).
+        """
+        url = "/stocks/filings/8-K/vX/text"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_filings_8k_text, locals()),
+            result_key="results",
+            deserializer=Filing8K.from_dict,
+            raw=raw,
+            options=options,
+        )
+
+    def list_stocks_filings_index(
+        self,
+        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,
+        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,
+        form_type: Optional[str] = None,
+        form_type_any_of: Optional[str] = None,
+        form_type_gt: Optional[str] = None,
+        form_type_gte: Optional[str] = None,
+        form_type_lt: Optional[str] = None,
+        form_type_lte: Optional[str] = None,
+        filing_date: Optional[Union[str, date]] = 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,
+        limit: Optional[int] = 1000,
+        sort: Optional[Union[str, Sort]] = "filing_date.desc",
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FilingIndex], HTTPResponse]:
+        """
+        Get the master index of all SEC filings (10-K, 8-K, 10-Q, S-1, 4, etc.).
+        """
+        url = "/stocks/filings/vX/index"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_filings_index, locals()),
+            result_key="results",
+            deserializer=FilingIndex.from_dict,
+            raw=raw,
             options=options,
         )

{massive-2.3.2 → massive-2.4.0}/massive/websocket/models/models.py

@@ -22,6 +22,8 @@ class EquityAgg:
     start_timestamp: Optional[int] = None
     end_timestamp: Optional[int] = None
     otc: Optional[bool] = None
+    fractional_volume: Optional[str] = None
+    fractional_accumulated_volume: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
@@ -41,6 +43,8 @@ class EquityAgg:
             d.get("s", None),
             d.get("e", None),
             d.get("otc", None),
+            d.get("dv", None),
+            d.get("dav", None),
         )
 
 

{massive-2.3.2 → massive-2.4.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "massive"
-version = "2.3.2"
+version = "2.4.0"
 description = "Official Massive (formerly Polygon.io) REST and Websocket client."
 authors = ["massive.com"]
 license = "MIT"