massive 2.6.0__tar.gz → 2.7.0__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {massive-2.6.0 → massive-2.7.0}/PKG-INFO +1 -1
- {massive-2.6.0 → massive-2.7.0}/massive/rest/futures.py +17 -17
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/futures.py +7 -7
- {massive-2.6.0 → massive-2.7.0}/pyproject.toml +1 -1
- {massive-2.6.0 → massive-2.7.0}/LICENSE +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/__init__.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/exceptions.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/logging.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/modelclass.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/__init__.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/aggs.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/base.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/benzinga.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/economy.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/etf_global.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/financials.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/indicators.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/__init__.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/aggs.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/benzinga.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/common.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/conditions.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/contracts.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/dividends.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/economy.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/etf_global.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/exchanges.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/financials.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/indicators.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/markets.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/quotes.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/request.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/snapshot.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/splits.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/summaries.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/tickers.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/tmx.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/models/trades.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/quotes.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/reference.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/snapshot.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/summaries.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/tmx.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/trades.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/rest/vX.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/websocket/__init__.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/websocket/models/__init__.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/websocket/models/common.py +0 -0
- {massive-2.6.0 → massive-2.7.0}/massive/websocket/models/models.py +0 -0
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@@ -21,7 +21,7 @@ from .models.request import RequestOptionBuilder
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class FuturesClient(BaseClient):
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"""
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Client for the Futures REST Endpoints
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(aligned with the paths from /futures/
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(aligned with the paths from /futures/v1/...)
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"""
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def list_futures_aggregates(
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@@ -40,7 +40,7 @@ class FuturesClient(BaseClient):
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options: Optional[RequestOptionBuilder] = None,
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) -> Union[Iterator[FuturesAgg], HTTPResponse]:
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"""
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Endpoint: GET /futures/
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Endpoint: GET /futures/v1/aggs/{ticker}
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Get aggregates for a futures contract in a given time range.
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This endpoint returns data that includes:
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@@ -48,7 +48,7 @@ class FuturesClient(BaseClient):
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- volume, dollar_volume, etc.
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If `next_url` is present, it will be paginated.
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"""
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url = f"/futures/
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url = f"/futures/v1/aggs/{ticker}"
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return self._paginate(
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path=url,
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params=self._get_params(self.list_futures_aggregates, locals()),
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@@ -96,11 +96,11 @@ class FuturesClient(BaseClient):
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options: Optional[RequestOptionBuilder] = None,
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) -> Union[Iterator[FuturesContract], HTTPResponse]:
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"""
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Endpoint: GET /futures/
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Endpoint: GET /futures/v1/contracts
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The Contracts endpoint returns a paginated list of futures contracts.
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"""
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url = "/futures/
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url = "/futures/v1/contracts"
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return self._paginate(
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path=url,
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params=self._get_params(self.list_futures_contracts, locals()),
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@@ -151,11 +151,11 @@ class FuturesClient(BaseClient):
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options: Optional[RequestOptionBuilder] = None,
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) -> Union[Iterator[FuturesProduct], HTTPResponse]:
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"""
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Endpoint: GET /futures/
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Endpoint: GET /futures/v1/products
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Returns a list of futures products (including combos).
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"""
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url = "/futures/
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url = "/futures/v1/products"
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return self._paginate(
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path=url,
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params=self._get_params(self.list_futures_products, locals()),
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options: Optional[RequestOptionBuilder] = None,
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) -> Union[Iterator[FuturesQuote], HTTPResponse]:
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"""
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Endpoint: GET /futures/
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Endpoint: GET /futures/v1/quotes/{ticker}
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Get quotes for a contract in a given time range (paginated).
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"""
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url = f"/futures/
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url = f"/futures/v1/quotes/{ticker}"
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return self._paginate(
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path=url,
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params=self._get_params(self.list_futures_quotes, locals()),
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options: Optional[RequestOptionBuilder] = None,
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) -> Union[Iterator[FuturesTrade], HTTPResponse]:
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"""
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Endpoint: GET /futures/
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Endpoint: GET /futures/v1/trades/{ticker}
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Get trades for a contract in a given time range (paginated).
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"""
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url = f"/futures/
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url = f"/futures/v1/trades/{ticker}"
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return self._paginate(
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path=url,
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params=self._get_params(self.list_futures_trades, locals()),
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options: Optional[RequestOptionBuilder] = None,
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) -> Union[Iterator[FuturesSchedule], HTTPResponse]:
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"""
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Endpoint: GET /futures/
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Endpoint: GET /futures/v1/schedules
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Returns a list of trading schedules for multiple futures products on a specific date.
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If `next_url` is present, this is paginated.
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"""
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url = "/futures/
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url = "/futures/v1/schedules"
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return self._paginate(
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path=url,
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params=self._get_params(self.list_futures_schedules, locals()),
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raw: bool = False,
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options: Optional[RequestOptionBuilder] = None,
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) -> Union[Iterator[FuturesMarketStatus], HTTPResponse]:
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url = "/futures/
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url = "/futures/v1/market-status"
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return self._paginate(
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path=url,
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params=self._get_params(self.list_futures_market_statuses, locals()),
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raw: bool = False,
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options: Optional[RequestOptionBuilder] = None,
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) -> Union[Iterator[FuturesSnapshot], HTTPResponse]:
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url = "/futures/
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url = "/futures/v1/snapshot"
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return self._paginate(
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path=url,
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params=self._get_params(self.get_futures_snapshot, locals()),
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options: Optional[RequestOptionBuilder] = None,
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) -> Union[Iterator[FuturesExchange], HTTPResponse]:
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"""
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Endpoint: GET /futures/
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Endpoint: GET /futures/v1/exchanges
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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.
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"""
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url = "/futures/v1/exchanges"
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return self._paginate(
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params=self._get_params(self.list_futures_exchanges, locals()),
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class FuturesAgg:
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"""
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A single aggregate bar for a futures contract in a given time window.
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Corresponds to /futures/
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Corresponds to /futures/v1/aggs/{ticker}.
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"""
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ticker: Optional[str] = None
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class FuturesContract:
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"""
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Represents a single futures contract (or a 'combo' contract).
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Corresponds to /futures/
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Corresponds to /futures/v1/contracts endpoints.
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"""
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class FuturesProduct:
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"""
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Represents a single futures product (or product 'combo').
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Corresponds to /futures/v1/products endpoints.
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"""
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class FuturesQuote:
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"""
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Represents a futures NBBO quote within a given time range.
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Corresponds to /futures/v1/quotes/{ticker}
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class FuturesTrade:
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"""
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Represents a futures trade within a given time range.
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Corresponds to /futures/v1/trades/{ticker}
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"""
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class FuturesSchedule:
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"""
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Represents a single schedule event for a given session_end_date and product.
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Corresponds to /futures/v1/schedules
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"""
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class FuturesExchange:
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"""
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Represents a futures exchange or trading venue.
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"""
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acronym: Optional[str] = None
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