massive 2.7.0__tar.gz → 2.9.0__tar.gz

{massive-2.7.0 → massive-2.9.0}/PKG-INFO

@@ -1,20 +1,20 @@
 Metadata-Version: 2.4
 Name: massive
-Version: 2.7.0
+Version: 2.9.0
 Summary: Official Massive (formerly Polygon.io) REST and Websocket client.
 License: MIT
 License-File: LICENSE
 Keywords: massive,free,rest,stock,market,data,api,massive.com,websocket,client
 Author: massive.com
-Requires-Python: >=3.9,<4.0
+Requires-Python: >=3.10,<4.0
 Classifier: License :: OSI Approved :: MIT License
 Classifier: Programming Language :: Python :: 3
-Classifier: Programming Language :: Python :: 3.9
 Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Programming Language :: Python :: 3.13
 Classifier: Programming Language :: Python :: 3.14
+Classifier: Programming Language :: Python :: 3.15
 Requires-Dist: certifi (>=2022.5.18,<2027.0.0)
 Requires-Dist: urllib3 (>=1.26.9)
 Requires-Dist: websockets (>=14.0)

massive-2.9.0/massive/certs.py

@@ -0,0 +1,27 @@
+import logging
+import os
+from typing import Optional
+
+import certifi
+
+
+def ca_bundle_path(logger: Optional[logging.Logger] = None) -> str:
+    """
+    Path of the CA bundle used to verify TLS connections.
+
+    Honors the standard ``SSL_CERT_FILE`` and ``REQUESTS_CA_BUNDLE`` environment
+    variables (used for example behind corporate TLS inspection), falling back to
+    the certifi bundle. A variable that doesn't point to an existing file is
+    skipped with a warning, so a stale value doesn't break connections.
+    """
+    for env_var in ("SSL_CERT_FILE", "REQUESTS_CA_BUNDLE"):
+        path = os.environ.get(env_var)
+        if not path:
+            continue
+        if os.path.isfile(path):
+            return path
+        if logger:
+            logger.warning(
+                "%s is set to %r, which isn't a file; ignoring it", env_var, path
+            )
+    return certifi.where()

{massive-2.7.0 → massive-2.9.0}/massive/rest/__init__.py

@@ -20,7 +20,9 @@ from .reference import (
     ContractsClient,
 )
 from .vX import VXClient
-from typing import Optional, Any
+from .base import logger
+from ..certs import ca_bundle_path
+from typing import Optional, Any, Dict
 import os
 
 BASE = "https://api.massive.com"
@@ -60,7 +62,22 @@ class RESTClient(
         verbose: bool = False,
         trace: bool = False,
         custom_json: Optional[Any] = None,
+        maxsize: int = 10,
+        ca_certs: Optional[str] = None,
+        proxy: Optional[str] = None,
+        connection_pool_kw: Optional[Dict[str, Any]] = None,
     ):
+        """
+        :param maxsize: Connections kept open per host, for reuse across threads.
+        :param ca_certs: Path to a CA bundle to verify TLS with. Defaults to the
+            SSL_CERT_FILE or REQUESTS_CA_BUNDLE environment variable, then certifi.
+        :param proxy: Proxy URL to send requests through, e.g. "http://user:pass@proxy:8080".
+            Environment proxy variables (HTTPS_PROXY etc.) are not used.
+        :param connection_pool_kw: Other urllib3 PoolManager options. They override
+            the client's defaults.
+        """
+        # resolve once, so the main and vx clients share it and warn only once
+        ca_certs = ca_certs or ca_bundle_path(logger)
         super().__init__(
             api_key=api_key,
             connect_timeout=connect_timeout,
@@ -72,6 +89,10 @@ class RESTClient(
             verbose=verbose,
             trace=trace,
             custom_json=custom_json,
+            maxsize=maxsize,
+            ca_certs=ca_certs,
+            proxy=proxy,
+            connection_pool_kw=connection_pool_kw,
         )
         self.vx = VXClient(
             api_key=api_key,
@@ -84,4 +105,8 @@ class RESTClient(
             verbose=verbose,
             trace=trace,
             custom_json=custom_json,
+            maxsize=maxsize,
+            ca_certs=ca_certs,
+            proxy=proxy,
+            connection_pool_kw=connection_pool_kw,
         )

{massive-2.7.0 → massive-2.9.0}/massive/rest/base.py

@@ -1,4 +1,3 @@
-import certifi
 import json
 import urllib3
 import inspect
@@ -8,6 +7,7 @@ from typing import Optional, Any, Dict
 from datetime import datetime
 from importlib.metadata import version, PackageNotFoundError
 from .models.request import RequestOptionBuilder
+from ..certs import ca_bundle_path
 from ..logging import get_logger
 import logging
 from urllib.parse import urlencode, urlparse
@@ -34,6 +34,10 @@ class BaseClient:
         verbose: bool,
         trace: bool,
         custom_json: Optional[Any] = None,
+        maxsize: int = 10,
+        ca_certs: Optional[str] = None,
+        proxy: Optional[str] = None,
+        connection_pool_kw: Optional[Dict[str, Any]] = None,
     ):
         if api_key is None:
             raise AuthError(
@@ -73,14 +77,30 @@ class BaseClient:
 
         # https://urllib3.readthedocs.io/en/stable/reference/urllib3.poolmanager.html
         # https://urllib3.readthedocs.io/en/stable/reference/urllib3.connectionpool.html#urllib3.HTTPConnectionPool
-        self.client = urllib3.PoolManager(
-            num_pools=num_pools,
-            headers=self.headers,  # default headers sent with each request.
-            ca_certs=certifi.where(),
-            cert_reqs="CERT_REQUIRED",
-            retries=retry_strategy,  # use the customized Retry instance
-            timeout=self.timeout,  # set timeout for each request
-        )
+        pool_kw: Dict[str, Any] = {
+            "num_pools": num_pools,
+            # connections kept per host; urllib3 defaults to 1, which makes threaded
+            # clients reconnect (and redo the TLS handshake) for most requests
+            "maxsize": maxsize,
+            "headers": self.headers,  # default headers sent with each request.
+            "ca_certs": ca_certs or ca_bundle_path(logger),
+            "cert_reqs": "CERT_REQUIRED",
+            "retries": retry_strategy,  # use the customized Retry instance
+            "timeout": self.timeout,  # set timeout for each request
+        }
+        # any other urllib3 pool options, which take precedence over the defaults
+        pool_kw.update(connection_pool_kw or {})
+        self.client: urllib3.PoolManager
+        if proxy:
+            # https://urllib3.readthedocs.io/en/stable/advanced-usage.html#proxies
+            proxy_auth = urllib3.util.parse_url(proxy).auth
+            if proxy_auth:
+                pool_kw.setdefault(
+                    "proxy_headers", urllib3.make_headers(proxy_basic_auth=proxy_auth)
+                )
+            self.client = urllib3.ProxyManager(proxy, **pool_kw)
+        else:
+            self.client = urllib3.PoolManager(**pool_kw)
 
         if verbose:
             logger.setLevel(logging.DEBUG)
@@ -194,7 +214,10 @@ class BaseClient:
                             # using ., and not _ (removesuffix would work)
                             # but that is python 3.9+
                             argname = argname[: -len(f"_{ext}")] + f".{ext}"
-                    if argname.endswith("any_of"):
+                    # any_of accepts a comma-separated str (per the spec) or a
+                    # list of values; only join the latter, since joining a str
+                    # would split it into single characters
+                    if argname.endswith("any_of") and not isinstance(val, str):
                         val = ",".join(val)
                     params[argname] = val
 

{massive-2.7.0 → massive-2.9.0}/massive/rest/futures.py

@@ -239,7 +239,6 @@ class FuturesClient(BaseClient):
         product_code_lt: Optional[str] = None,
         product_code_lte: Optional[str] = None,
         session_end_date: Optional[str] = None,
-        session_end_date_any_of: Optional[str] = None,
         session_end_date_gt: Optional[str] = None,
         session_end_date_gte: Optional[str] = None,
         session_end_date_lt: Optional[str] = None,

{massive-2.7.0 → massive-2.9.0}/massive/rest/models/aggs.py

@@ -5,6 +5,7 @@ from ...modelclass import modelclass
 @modelclass
 class Agg:
     "Contains aggregate data for a given ticker symbol over a given date range in a custom time window size."
+
     open: Optional[float] = None
     high: Optional[float] = None
     low: Optional[float] = None
@@ -33,6 +34,7 @@ class Agg:
 @modelclass
 class GroupedDailyAgg:
     "Contains daily open, high, low, and close (OHLC) data for a given date."
+
     ticker: Optional[str] = None
     open: Optional[float] = None
     high: Optional[float] = None
@@ -63,6 +65,7 @@ class GroupedDailyAgg:
 @modelclass
 class DailyOpenCloseAgg:
     "Contains data for open, close and afterhours prices of a ticker symbol on a specified date."
+
     after_hours: Optional[float] = None
     close: Optional[float] = None
     from_: Optional[str] = None
@@ -95,6 +98,7 @@ class DailyOpenCloseAgg:
 @modelclass
 class PreviousCloseAgg:
     "Contains data for the previous day's open, high, low, and close (OHLC) of the specified stock ticker."
+
     ticker: Optional[str] = None
     close: Optional[float] = None
     high: Optional[float] = None

{massive-2.7.0 → massive-2.9.0}/massive/rest/models/conditions.py

@@ -5,6 +5,7 @@ from ...modelclass import modelclass
 @modelclass
 class SipMapping:
     "Contains data for a mapping to a symbol for each SIP that has a given condition."
+
     CTA: Optional[str] = None
     OPRA: Optional[str] = None
     UTP: Optional[str] = None
@@ -17,6 +18,7 @@ class SipMapping:
 @modelclass
 class Consolidated:
     "Contains data for aggregation rules on a consolidated (all exchanges) basis."
+
     updates_high_low: Optional[bool] = None
     updates_open_close: Optional[bool] = None
     updates_volume: Optional[bool] = None
@@ -29,6 +31,7 @@ class Consolidated:
 @modelclass
 class MarketCenter:
     "Contains data for aggregation rules on a per-market-center basis."
+
     updates_high_low: Optional[bool] = None
     updates_open_close: Optional[bool] = None
     updates_volume: Optional[bool] = None
@@ -41,6 +44,7 @@ class MarketCenter:
 @modelclass
 class UpdateRules:
     "Contains data for a list of aggregation rules."
+
     consolidated: Optional[Consolidated] = None
     market_center: Optional[MarketCenter] = None
 
@@ -63,6 +67,7 @@ class UpdateRules:
 @modelclass
 class Condition:
     "Condition contains data for a condition that Massive.com uses."
+
     abbreviation: Optional[str] = None
     asset_class: Optional[str] = None
     data_types: Optional[List[str]] = None

{massive-2.7.0 → massive-2.9.0}/massive/rest/models/contracts.py

@@ -5,6 +5,7 @@ from ...modelclass import modelclass
 @modelclass
 class Underlying:
     "Underlying contains data for an underlying or deliverable associated with an option contract."
+
     amount: Optional[float] = None
     type: Optional[str] = None
     underlying: Optional[str] = None
@@ -17,6 +18,7 @@ class Underlying:
 @modelclass
 class OptionsContract:
     "OptionsContract contains data for a specified ticker symbol."
+
     additional_underlyings: Optional[List[Underlying]] = None
     cfi: Optional[str] = None
     contract_type: Optional[str] = None

{massive-2.7.0 → massive-2.9.0}/massive/rest/models/dividends.py

@@ -5,6 +5,7 @@ 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

{massive-2.7.0 → massive-2.9.0}/massive/rest/models/exchanges.py

@@ -5,6 +5,7 @@ from ...modelclass import modelclass
 @modelclass
 class Exchange:
     "Exchange contains data for a condition that Massive.com uses."
+
     acronym: Optional[str] = None
     asset_class: Optional[str] = None
     id: Optional[int] = None

{massive-2.7.0 → massive-2.9.0}/massive/rest/models/financials.py

@@ -922,6 +922,63 @@ class RiskFactorTaxonomy:
         )
 
 
+@modelclass
+class Disclosure:
+    """
+    A single tagged disclosure within an SEC 8-K filing. A filing can produce
+    multiple disclosures, each classified into primary, secondary, and tertiary
+    categories with a supporting text excerpt.
+    """
+
+    accession_number: Optional[str] = None
+    cik: Optional[str] = None
+    filing_date: Optional[str] = None
+    filing_url: Optional[str] = None
+    primary_category: Optional[str] = None
+    secondary_category: Optional[str] = None
+    supporting_text: Optional[str] = None
+    tertiary_category: Optional[str] = None
+    tickers: Optional[List[str]] = None
+
+    @staticmethod
+    def from_dict(d):
+        return Disclosure(
+            accession_number=d.get("accession_number"),
+            cik=d.get("cik"),
+            filing_date=d.get("filing_date"),
+            filing_url=d.get("filing_url"),
+            primary_category=d.get("primary_category"),
+            secondary_category=d.get("secondary_category"),
+            supporting_text=d.get("supporting_text"),
+            tertiary_category=d.get("tertiary_category"),
+            tickers=d.get("tickers"),
+        )
+
+
+@modelclass
+class DisclosureTaxonomy:
+    """
+    A single 8-K disclosure classification, part of the complete list of
+    classifications used in the 8-K disclosures endpoint.
+    """
+
+    description: Optional[str] = None
+    primary_category: Optional[str] = None
+    secondary_category: Optional[str] = None
+    taxonomy: Optional[str] = None
+    tertiary_category: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return DisclosureTaxonomy(
+            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"),
+        )
+
+
 @modelclass
 @dataclass
 class Filing13F:

{massive-2.7.0 → massive-2.9.0}/massive/rest/models/futures.py

@@ -1,4 +1,4 @@
-from typing import Optional, List
+from typing import Optional, List, Union
 from ...modelclass import modelclass
 
 
@@ -150,6 +150,7 @@ class FuturesQuote:
     bid_price: Optional[float] = None
     bid_size: Optional[float] = None
     bid_timestamp: Optional[int] = None
+    channel: Optional[int] = None
     report_sequence: Optional[int] = None
     sequence_number: Optional[int] = None
 
@@ -165,6 +166,7 @@ class FuturesQuote:
             bid_price=d.get("bid_price"),
             bid_size=d.get("bid_size"),
             bid_timestamp=d.get("bid_timestamp"),
+            channel=d.get("channel"),
             report_sequence=d.get("report_sequence"),
             sequence_number=d.get("sequence_number"),
         )
@@ -180,6 +182,7 @@ class FuturesTrade:
     ticker: Optional[str] = None
     timestamp: Optional[int] = None
     session_end_date: Optional[str] = None
+    channel: Optional[int] = None
     price: Optional[float] = None
     size: Optional[float] = None
     report_sequence: Optional[int] = None
@@ -191,6 +194,7 @@ class FuturesTrade:
             ticker=d.get("ticker"),
             timestamp=d.get("timestamp"),
             session_end_date=d.get("session_end_date"),
+            channel=d.get("channel"),
             price=d.get("price"),
             size=d.get("size"),
             report_sequence=d.get("report_sequence"),
@@ -248,13 +252,17 @@ class FuturesMarketStatus:
 @modelclass
 class FuturesSnapshotDetails:
     open_interest: Optional[int] = None
-    settlement_date: Optional[int] = None
+    settlement_date: Optional[Union[str, int]] = None
+    ticker: Optional[str] = None
+    product_code: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
         return FuturesSnapshotDetails(
             open_interest=d.get("open_interest"),
             settlement_date=d.get("settlement_date"),
+            ticker=d.get("ticker"),
+            product_code=d.get("product_code"),
         )
 
 
@@ -354,6 +362,7 @@ class FuturesSnapshotSession:
 class FuturesSnapshot:
     ticker: Optional[str] = None
     product_code: Optional[str] = None
+
     details: Optional[FuturesSnapshotDetails] = None
     last_minute: Optional[FuturesSnapshotMinute] = None
     last_quote: Optional[FuturesSnapshotQuote] = None
@@ -362,14 +371,11 @@ class FuturesSnapshot:
 
     @staticmethod
     def from_dict(d):
+        details_dict = d.get("details") or {}
         return FuturesSnapshot(
-            ticker=d.get("ticker"),
-            product_code=d.get("product_code"),
-            details=(
-                FuturesSnapshotDetails.from_dict(d.get("details", {}))
-                if d.get("details")
-                else None
-            ),
+            ticker=d.get("ticker") or details_dict.get("ticker"),
+            product_code=d.get("product_code") or details_dict.get("product_code"),
+            details=FuturesSnapshotDetails.from_dict(details_dict),
             last_minute=(
                 FuturesSnapshotMinute.from_dict(d.get("last_minute", {}))
                 if d.get("last_minute")

{massive-2.7.0 → massive-2.9.0}/massive/rest/models/indicators.py

@@ -6,6 +6,7 @@ from .aggs import Agg
 @modelclass
 class IndicatorValue:
     "Contains one datum for indicators with a single value."
+
     timestamp: Optional[int] = None
     value: Optional[float] = None
 
@@ -20,6 +21,7 @@ class IndicatorValue:
 @modelclass
 class MACDIndicatorValue:
     "Contains one datum for all MACD values."
+
     timestamp: Optional[int] = None
     value: Optional[float] = None
     signal: Optional[float] = None
@@ -38,6 +40,7 @@ class MACDIndicatorValue:
 @modelclass
 class IndicatorUnderlying:
     "Contains the URL to call to get the aggs used for building the indicator."
+
     url: Optional[str] = None
     aggregates: Optional[List[Agg]] = None
 
@@ -52,6 +55,7 @@ class IndicatorUnderlying:
 @modelclass
 class SingleIndicatorResults:
     "Contains indicator values and Underlying."
+
     values: Optional[List[IndicatorValue]] = None
     underlying: Optional[IndicatorUnderlying] = None
 
@@ -71,6 +75,7 @@ RSIIndicatorResults = SingleIndicatorResults
 @modelclass
 class MACDIndicatorResults:
     "Contains indicator values and Underlying."
+
     values: Optional[List[MACDIndicatorValue]] = None
     underlying: Optional[IndicatorUnderlying] = None
 

{massive-2.7.0 → massive-2.9.0}/massive/rest/models/markets.py

@@ -5,6 +5,7 @@ from ...modelclass import modelclass
 @modelclass
 class MarketCurrencies:
     "Contains currency market status data."
+
     crypto: Optional[str] = None
     fx: Optional[str] = None
 
@@ -16,6 +17,7 @@ class MarketCurrencies:
 @modelclass
 class MarketExchanges:
     "Contains exchange market status data."
+
     nasdaq: Optional[str] = None
     nyse: Optional[str] = None
     otc: Optional[str] = None
@@ -28,6 +30,7 @@ class MarketExchanges:
 @modelclass
 class MarketIndices:
     "Contains indices market status data."
+
     s_and_p: Optional[str] = None
     societe_generale: Optional[str] = None
     cgi: Optional[str] = None
@@ -47,6 +50,7 @@ class MarketIndices:
 @modelclass
 class MarketHoliday:
     "MarketHoliday contains data for upcoming market holidays and their open/close times."
+
     close: Optional[str] = None
     date: Optional[str] = None
     exchange: Optional[str] = None
@@ -62,6 +66,7 @@ class MarketHoliday:
 @modelclass
 class MarketStatus:
     "MarketStatus contains data for the current trading status of the exchanges and overall financial markets."
+
     after_hours: Optional[bool] = None
     currencies: Optional[MarketCurrencies] = None
     early_hours: Optional[bool] = None

{massive-2.7.0 → massive-2.9.0}/massive/rest/models/quotes.py

@@ -5,6 +5,7 @@ from ...modelclass import modelclass
 @modelclass
 class Quote:
     "Quote contains quote data for a specified ticker symbol."
+
     ask_exchange: Optional[int] = None
     ask_price: Optional[float] = None
     ask_size: Optional[float] = None
@@ -27,6 +28,7 @@ class Quote:
 @modelclass
 class LastQuote:
     "LastQuote contains data for the most recent NBBO (Quote) tick for a given stock."
+
     ticker: Optional[str] = None
     trf_timestamp: Optional[int] = None
     sequence_number: Optional[int] = None
@@ -65,6 +67,7 @@ class LastQuote:
 @modelclass
 class ForexQuote:
     "Contains data for a forex quote."
+
     ask: Optional[float] = None
     bid: Optional[float] = None
     exchange: Optional[int] = None
@@ -78,6 +81,7 @@ class ForexQuote:
 @modelclass
 class LastForexQuote:
     "ForexLastQuote contains data for the last quote tick for a forex currency pair."
+
     last: Optional[ForexQuote] = None
     symbol: Optional[str] = None
 
@@ -92,6 +96,7 @@ class LastForexQuote:
 @modelclass
 class RealTimeCurrencyConversion:
     "RealTimeCurrencyConversion contains data for currency conversions using the latest market conversion rates."
+
     converted: Optional[float] = None
     from_: Optional[str] = None
     initial_amount: Optional[float] = None

{massive-2.7.0 → massive-2.9.0}/massive/rest/models/snapshot.py

@@ -43,6 +43,7 @@ class MinuteSnapshot:
 @modelclass
 class IndicesSession:
     "Contains data for the most recent daily bar in an options contract."
+
     change: Optional[float] = None
     change_percent: Optional[float] = None
     close: Optional[float] = None
@@ -66,6 +67,8 @@ class IndicesSnapshot:
     session: Optional[IndicesSession] = None
     error: Optional[str] = None
     message: Optional[str] = None
+    last_updated: Optional[int] = None
+    timeframe: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
@@ -80,12 +83,15 @@ class IndicesSnapshot:
             ),
             error=d.get("error", None),
             message=d.get("message", None),
+            last_updated=d.get("last_updated", None),
+            timeframe=d.get("timeframe", None),
         )
 
 
 @modelclass
 class TickerSnapshot:
     "Contains the most up-to-date market data for all traded ticker symbols."
+
     day: Optional[Agg] = None
     last_quote: Optional[LastQuote] = None
     last_trade: Optional[LastTrade] = None
@@ -120,6 +126,7 @@ class TickerSnapshot:
 @modelclass
 class DayOptionContractSnapshot:
     "Contains data for the most recent daily bar in an options contract."
+
     change: Optional[float] = None
     change_percent: Optional[float] = None
     close: Optional[float] = None
@@ -139,6 +146,7 @@ class DayOptionContractSnapshot:
 @modelclass
 class OptionDetails:
     "Contains details for an options contract."
+
     contract_type: Optional[str] = None
     exercise_style: Optional[str] = None
     expiration_date: Optional[str] = None
@@ -154,6 +162,7 @@ class OptionDetails:
 @modelclass
 class LastQuoteOptionContractSnapshot:
     "Contains data for the most recent quote in an options contract."
+
     ask: Optional[float] = None
     ask_size: Optional[float] = None
     bid: Optional[float] = None
@@ -170,6 +179,7 @@ class LastQuoteOptionContractSnapshot:
 @modelclass
 class LastTradeOptionContractSnapshot:
     "Contains data for the most recent trade for an options contract."
+
     price: Optional[float] = None
     sip_timestamp: Optional[int] = None
     size: Optional[int] = None
@@ -185,6 +195,7 @@ class LastTradeOptionContractSnapshot:
 @modelclass
 class Greeks:
     "Contains data for the greeks in an options contract."
+
     delta: Optional[float] = None
     gamma: Optional[float] = None
     theta: Optional[float] = None
@@ -198,6 +209,7 @@ class Greeks:
 @modelclass
 class UnderlyingAsset:
     "Contains data for the underlying stock in an options contract."
+
     change_to_break_even: Optional[float] = None
     last_updated: Optional[int] = None
     price: Optional[float] = None
@@ -213,6 +225,7 @@ class UnderlyingAsset:
 @modelclass
 class OptionContractSnapshot:
     "Contains data for the snapshot of an option contract of a stock equity."
+
     break_even_price: Optional[float] = None
     day: Optional[DayOptionContractSnapshot] = None
     details: Optional[OptionDetails] = None
@@ -261,6 +274,7 @@ class OptionContractSnapshot:
 @modelclass
 class OrderBookQuote:
     "Contains data for a book bid or ask."
+
     price: Optional[float] = None
     exchange_shares: Optional[Dict[str, float]] = None
 
@@ -275,6 +289,7 @@ class OrderBookQuote:
 @modelclass
 class SnapshotTickerFullBook:
     "Contains the current level 2 book of a single ticker. This is the combined book from all of the exchanges."
+
     ticker: Optional[str] = None
     bids: Optional[List[OrderBookQuote]] = None
     asks: Optional[List[OrderBookQuote]] = None

{massive-2.7.0 → massive-2.9.0}/massive/rest/models/splits.py

@@ -5,6 +5,7 @@ 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

{massive-2.7.0 → massive-2.9.0}/massive/rest/models/summaries.py

@@ -6,6 +6,7 @@ from .tickers import Branding
 @modelclass
 class Session:
     "Contains Session data for the summaries endpoint."
+
     change: Optional[float] = None
     change_percent: Optional[float] = None
     early_trading_change: Optional[float] = None
@@ -27,6 +28,7 @@ class Session:
 @modelclass
 class Options:
     "Contains options data for the summaries endpoint"
+
     contract_type: Optional[str] = None
     exercise_style: Optional[str] = None
     expiration_date: Optional[str] = None
@@ -42,6 +44,7 @@ class Options:
 @modelclass
 class SummaryResult:
     "Contains summary result data for a list of tickers"
+
     price: Optional[float] = None
     name: Optional[str] = None
     ticker: Optional[str] = None

{massive-2.7.0 → massive-2.9.0}/massive/rest/models/tickers.py

@@ -5,6 +5,7 @@ from ...modelclass import modelclass
 @modelclass
 class CompanyAddress:
     "Contains address data for a ticker detail."
+
     address1: Optional[str] = None
     address2: Optional[str] = None
     city: Optional[str] = None
@@ -20,6 +21,7 @@ class CompanyAddress:
 @modelclass
 class Branding:
     "Contains branding data for a ticker detail."
+
     icon_url: Optional[str] = None
     logo_url: Optional[str] = None
     accent_color: Optional[str] = None
@@ -34,6 +36,7 @@ class Branding:
 @modelclass
 class Insight:
     "Contains the insights related to the article."
+
     sentiment: Optional[str] = None
     sentiment_reasoning: Optional[str] = None
     ticker: Optional[str] = None
@@ -46,6 +49,7 @@ class Insight:
 @modelclass
 class Publisher:
     "Contains publisher data for ticker news."
+
     favicon_url: Optional[str] = None
     homepage_url: Optional[str] = None
     logo_url: Optional[str] = None
@@ -59,6 +63,7 @@ class Publisher:
 @modelclass
 class Ticker:
     "Ticker contains data for a specified ticker symbol."
+
     active: Optional[bool] = None
     cik: Optional[str] = None
     composite_figi: Optional[str] = None
@@ -85,6 +90,7 @@ class Ticker:
 @modelclass
 class TickerDetails:
     "TickerDetails contains data for a specified ticker symbol."
+
     active: Optional[bool] = None
     address: Optional[CompanyAddress] = None
     branding: Optional[Branding] = None
@@ -157,6 +163,7 @@ class TickerDetails:
 @modelclass
 class TickerNews:
     "TickerDetails contains data for news articles relating to a stock ticker symbol."
+
     amp_url: Optional[str] = None
     article_url: Optional[str] = None
     author: Optional[str] = None
@@ -197,6 +204,7 @@ class TickerNews:
 @modelclass
 class TickerTypes:
     "TickerTypes contains data for ticker types."
+
     asset_class: Optional[str] = None
     code: Optional[str] = None
     description: Optional[str] = None

{massive-2.7.0 → massive-2.9.0}/massive/rest/models/trades.py

@@ -5,6 +5,7 @@ from ...modelclass import modelclass
 @modelclass
 class Trade:
     "Trade contains trade data for a specified ticker symbol."
+
     conditions: Optional[List[int]] = None
     correction: Optional[int] = None
     exchange: Optional[int] = None
@@ -66,6 +67,7 @@ class LastTrade:
 @modelclass
 class CryptoTrade:
     "Contains data for a crypto trade."
+
     conditions: Optional[List[int]] = None
     exchange: Optional[int] = None
     price: Optional[float] = None

{massive-2.7.0 → massive-2.9.0}/massive/rest/reference.py

@@ -28,6 +28,8 @@ from .models import (
     ShortVolume,
     RiskFactor,
     RiskFactorTaxonomy,
+    Disclosure,
+    DisclosureTaxonomy,
     FilingSection,
     Filing8K,
     Filing13F,
@@ -862,6 +864,88 @@ class ContractsClient(BaseClient):
             options=options,
         )
 
+    def list_stocks_filings_8k_disclosures(
+        self,
+        cik: Optional[str] = None,
+        cik_any_of: Optional[str] = None,
+        tickers: Optional[str] = None,
+        tickers_all_of: Optional[str] = None,
+        tickers_any_of: Optional[str] = None,
+        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,
+        tertiary_category: Optional[str] = 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[Disclosure], HTTPResponse]:
+        """
+        SEC 8-K filing disclosure categorization. A single 8-K filing can produce
+        multiple rows when it covers multiple disclosure types, each classified into
+        primary, secondary, and tertiary categories with a supporting text excerpt.
+        The full classification list is available at /stocks/taxonomies/vX/disclosures.
+        """
+        url = "/stocks/filings/8-K/vX/disclosures"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_filings_8k_disclosures, locals()),
+            result_key="results",
+            deserializer=Disclosure.from_dict,
+            raw=raw,
+            options=options,
+        )
+
+    def list_stocks_taxonomies_disclosures(
+        self,
+        taxonomy: Optional[str] = None,
+        taxonomy_any_of: Optional[str] = None,
+        taxonomy_gt: Optional[str] = None,
+        taxonomy_gte: Optional[str] = None,
+        taxonomy_lt: Optional[str] = None,
+        taxonomy_lte: Optional[str] = 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] = 200,
+        sort: Optional[Union[str, Sort]] = "taxonomy.desc",
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[DisclosureTaxonomy], HTTPResponse]:
+        """
+        The complete list of 8-K disclosure classifications used in the 8-K
+        disclosures endpoint.
+        """
+        url = "/stocks/taxonomies/vX/disclosures"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_taxonomies_disclosures, locals()),
+            result_key="results",
+            deserializer=DisclosureTaxonomy.from_dict,
+            raw=raw,
+            options=options,
+        )
+
     def list_stocks_filings_10k_sections(
         self,
         cik: Optional[str] = None,

{massive-2.7.0 → massive-2.9.0}/massive/rest/snapshot.py

@@ -244,6 +244,17 @@ class SnapshotClient(BaseClient):
         raw: bool = False,
         options: Optional[RequestOptionBuilder] = None,
     ) -> Union[List[IndicesSnapshot], HTTPResponse]:
+        """
+        Get snapshots for indices. Returns a single page of results; use
+        list_snapshot_indices to paginate through all of them.
+        - https://massive.com/docs/indices/get_v3_snapshot_indices
+
+        :param ticker_any_of: Comma-separated list of tickers, up to a maximum of 250.
+        :param params: Any additional query params
+        :param raw: returns the raw HTTP response if true, else the response is deserialized into a structured object
+        :param options: request options
+        :return: list of IndicesSnapshot
+        """
         url = f"/v3/snapshot/indices"
 
         return self._get(
@@ -254,3 +265,47 @@ class SnapshotClient(BaseClient):
             result_key="results",
             options=options,
         )
+
+    def list_snapshot_indices(
+        self,
+        ticker: Optional[str] = None,
+        ticker_any_of: Optional[Union[str, List[str]]] = None,
+        ticker_lt: Optional[str] = None,
+        ticker_lte: Optional[str] = None,
+        ticker_gt: Optional[str] = None,
+        ticker_gte: Optional[str] = None,
+        order: Optional[Union[str, Order]] = None,
+        limit: Optional[int] = None,
+        sort: Optional[str] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[IndicesSnapshot], HTTPResponse]:
+        """
+        Get snapshots for indices, following pagination.
+        - https://massive.com/docs/indices/get_v3_snapshot_indices
+
+        :param ticker: A single index ticker, e.g. I:SPX.
+        :param ticker_any_of: Comma-separated list of tickers, up to a maximum of 250. If no tickers are passed then all
+            results will be returned in a paginated manner.
+        :param ticker_lt: search for tickers less than
+        :param ticker_lte: search for tickers less than or equal to
+        :param ticker_gt: search for tickers greater than
+        :param ticker_gte: search for tickers greater than or equal to
+        :param order: Order results based on the sort field.
+        :param limit: Limit the size of the response per-page, max is 250.
+        :param sort: Sort field used for ordering. Default is ticker.
+        :param params: Any additional query params
+        :param raw: returns the raw HTTP response if true, else the response is deserialized into a structured object
+        :param options: request options
+        :return: iterator of IndicesSnapshot
+        """
+        url = f"/v3/snapshot/indices"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_snapshot_indices, locals()),
+            result_key="results",
+            deserializer=IndicesSnapshot.from_dict,
+            raw=raw,
+            options=options,
+        )

{massive-2.7.0 → massive-2.9.0}/massive/websocket/__init__.py

@@ -1,14 +1,16 @@
 import os
+from collections import Counter
 from enum import Enum
 from typing import Optional, Union, List, Set, Callable, Awaitable, Any
 import logging
 import json
 import asyncio
 import ssl
-import certifi
+import time
 from .models import *
 from websockets.asyncio.client import connect, ClientConnection
 from websockets.exceptions import ConnectionClosedOK, ConnectionClosedError
+from ..certs import ca_bundle_path
 from ..logging import get_logger
 import logging
 from ..exceptions import AuthError
@@ -16,6 +18,10 @@ from ..exceptions import AuthError
 env_key = "MASSIVE_API_KEY"
 logger = get_logger("WebSocketClient")
 
+# Status messages that mean things are working. Any other status (e.g. "error",
+# "max_connections", "slow_consumer", "force_disconnect") is logged as a warning.
+OK_STATUSES = {"connected", "auth_success", "success"}
+
 
 class WebSocketClient:
     def __init__(
@@ -29,6 +35,7 @@ class WebSocketClient:
         max_reconnects: Optional[int] = 5,
         secure: bool = True,
         custom_json: Optional[Any] = None,
+        ca_certs: Optional[str] = None,
         **kwargs,
     ):
         """
@@ -41,6 +48,7 @@ class WebSocketClient:
         :param subscriptions: List of subscription parameters.
         :param max_reconnects: How many times to reconnect on network outage before ending .connect event loop.
         :param custom_json: Optional module exposing loads/dumps functions (similar to Python's json module) to be used for JSON conversions.
+        :param ca_certs: Path to a CA bundle to verify TLS with. Defaults to the SSL_CERT_FILE or REQUESTS_CA_BUNDLE environment variable, then certifi.
         :return: A client.
         """
         if api_key is None:
@@ -70,6 +78,9 @@ class WebSocketClient:
             subscriptions = []
         self.scheduled_subs: Set[str] = set(subscriptions)
         self.schedule_resub = True
+        self._server_errors: Counter = Counter()
+        self._server_errors_since = 0.0
+        self.ca_certs = ca_certs
         if custom_json:
             self.json = custom_json
         else:
@@ -94,11 +105,7 @@ class WebSocketClient:
         """
         reconnects = 0
         logger.debug("connect: %s", self.url)
-        # darwin needs some extra <3
-        ssl_context = None
-        if self.url.startswith("wss://"):
-            ssl_context = ssl.SSLContext(ssl.PROTOCOL_TLS_CLIENT)
-            ssl_context.load_verify_locations(certifi.where())
+        ssl_context = self._ssl_context()
 
         last_exc = None
         async for s in connect(
@@ -112,6 +119,7 @@ class WebSocketClient:
             try:
                 msg = await s.recv()
                 logger.debug("connected: %s", msg)
+                self._log_server_statuses(self.json.loads(msg))
                 logger.debug("authing...")
                 await s.send(
                     self.json.dumps({"action": "auth", "params": self.api_key})
@@ -121,6 +129,9 @@ class WebSocketClient:
                 logger.debug("authed: %s", auth_msg)
                 if auth_msg_parsed[0]["status"] == "auth_failed":
                     raise AuthError(auth_msg_parsed[0]["message"])
+                # e.g. max_connections, which the server sends before closing
+                self._log_server_statuses(auth_msg_parsed)
+                self._flush_server_errors(force=True)
                 while True:
                     if self.schedule_resub:
                         logger.debug(
@@ -139,6 +150,7 @@ class WebSocketClient:
                             await asyncio.wait_for(s.recv(), timeout=1)
                         )
                     except asyncio.TimeoutError:
+                        self._flush_server_errors()
                         continue
 
                     if not self.raw:
@@ -147,17 +159,21 @@ class WebSocketClient:
                         for m in msgJson:
                             if m["ev"] == "status":
                                 logger.debug("status: %s", m["message"])
-                                continue
+                        self._log_server_statuses(msgJson)
                         cmsg = parse(msgJson, logger, self.market)
+                    self._flush_server_errors()
 
                     if len(cmsg) > 0:
                         await processor(cmsg)  # type: ignore
             except ConnectionClosedOK as e:
                 logger.debug("connection closed (OK): %s", e)
+                # the server sends a status (e.g. slow_consumer) before closing
+                self._flush_server_errors(force=True)
                 return
             except ConnectionClosedError as e:
                 last_exc = e
                 logger.debug("connection closed (ERR): %s", e)
+                self._flush_server_errors(force=True)
                 reconnects += 1
                 self.scheduled_subs = set(self.subs)
                 self.subs = set()
@@ -173,6 +189,14 @@ class WebSocketClient:
         ):
             raise last_exc
 
+    def _ssl_context(self) -> Optional[ssl.SSLContext]:
+        # darwin needs some extra <3
+        if not self.url.startswith("wss://"):
+            return None
+        context = ssl.SSLContext(ssl.PROTOCOL_TLS_CLIENT)
+        context.load_verify_locations(self.ca_certs or ca_bundle_path(logger))
+        return context
+
     def run(
         self,
         handle_msg: Union[
@@ -195,6 +219,29 @@ class WebSocketClient:
 
         asyncio.run(self.connect(handle_msg_wrapper, close_timeout, **kwargs))
 
+    def _log_server_statuses(self, msgs: List[Any]):
+        # status messages are dropped by parse(), so problems (e.g. subscriptions
+        # the server rejected, or why it disconnected) are logged here. The server
+        # can send one error per channel, so identical ones are counted and logged
+        # once a second.
+        for m in msgs:
+            if m.get("ev") != "status" or m.get("status") in OK_STATUSES:
+                continue
+            if not self._server_errors:
+                self._server_errors_since = time.monotonic()
+            self._server_errors[(m.get("status"), m.get("message"))] += 1
+
+    def _flush_server_errors(self, force: bool = False):
+        if not self._server_errors:
+            return
+        if not force and time.monotonic() - self._server_errors_since < 1:
+            return
+        for (status, message), count in self._server_errors.items():
+            logger.warning(
+                "server %s: %s%s", status, message, f" (x{count})" if count > 1 else ""
+            )
+        self._server_errors = Counter()
+
     async def _subscribe(self, topics: Union[List[str], Set[str]]):
         if self.websocket is None or len(topics) == 0:
             return
@@ -276,6 +323,7 @@ class WebSocketClient:
         Close the websocket connection.
         """
         logger.debug("closing")
+        self._flush_server_errors(force=True)
 
         if self.websocket:
             await self.websocket.close()

{massive-2.7.0 → massive-2.9.0}/massive/websocket/models/models.py

@@ -51,6 +51,7 @@ class EquityAgg:
 @modelclass
 class CurrencyAgg:
     "CurrencyAgg contains aggregate data for either forex currency pairs or crypto pairs."
+
     event_type: Optional[Union[str, EventType]] = None
     pair: Optional[str] = None
     open: Optional[float] = None
@@ -83,6 +84,7 @@ class CurrencyAgg:
 @modelclass
 class EquityTrade:
     "EquityTrade contains trade data for either stock tickers or option contracts."
+
     event_type: Optional[Union[str, EventType]] = None
     symbol: Optional[str] = None
     exchange: Optional[int] = None
@@ -119,6 +121,7 @@ class EquityTrade:
 @modelclass
 class CryptoTrade:
     "CryptoTrade contains trade data for a crypto pair."
+
     event_type: Optional[Union[str, EventType]] = None
     pair: Optional[str] = None
     exchange: Optional[int] = None
@@ -147,6 +150,7 @@ class CryptoTrade:
 @modelclass
 class EquityQuote:
     "EquityQuote contains quote data for either stock tickers or option contracts."
+
     event_type: Optional[Union[str, EventType]] = None
     symbol: Optional[str] = None
     bid_exchange_id: Optional[int] = None
@@ -187,6 +191,7 @@ class EquityQuote:
 @modelclass
 class ForexQuote:
     "ForexQuote contains quote data for a forex currency pair."
+
     event_type: Optional[Union[str, EventType]] = None
     pair: Optional[str] = None
     exchange_id: Optional[int] = None
@@ -209,6 +214,7 @@ class ForexQuote:
 @modelclass
 class CryptoQuote:
     "CryptoQuote contains quote data for a crypto pair."
+
     event_type: Optional[Union[str, EventType]] = None
     pair: Optional[str] = None
     bid_price: Optional[int] = None
@@ -237,6 +243,7 @@ class CryptoQuote:
 @modelclass
 class Imbalance:
     "Imbalance contains imbalance event data for a given stock ticker symbol."
+
     event_type: Optional[Union[str, EventType]] = None
     symbol: Optional[str] = None
     time_stamp: Optional[int] = None
@@ -267,6 +274,7 @@ class Imbalance:
 @modelclass
 class LimitUpLimitDown:
     "LimitUpLimitDown contains LULD event data for a given stock ticker symbol."
+
     event_type: Optional[Union[str, EventType]] = None
     symbol: Optional[str] = None
     high_price: Optional[float] = None
@@ -293,6 +301,7 @@ class LimitUpLimitDown:
 @modelclass
 class Level2Book:
     "Level2Book contains level 2 book data for a given crypto pair."
+
     event_type: Optional[Union[str, EventType]] = None
     pair: Optional[str] = None
     bid_prices: Optional[float] = None

{massive-2.7.0 → massive-2.9.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "massive"
-version = "2.7.0"
+version = "2.9.0"
 description = "Official Massive (formerly Polygon.io) REST and Websocket client."
 authors = ["massive.com"]
 license = "MIT"
@@ -24,13 +24,13 @@ packages = [
 ]
 
 [tool.poetry.dependencies]
-python = "^3.9"
+python = "^3.10"
 urllib3 = ">=1.26.9"
 websockets = ">=14.0"
 certifi = ">=2022.5.18,<2027.0.0"
 
 [tool.poetry.dev-dependencies]
-black = "^24.8.0"
+black = "^26.3.1"
 mypy = "^1.19"
 types-urllib3 = "^1.26.25"
 Sphinx = "^7.4.7"
@@ -40,7 +40,7 @@ sphinx-autodoc-typehints = "^2.3.0"
 types-certifi = "^2021.10.8"
 types-setuptools = "^81.0.0"
 pook = "^2.1.4"
-orjson = "^3.11.5"
+orjson = "^3.11.6"
 
 [build-system]
 requires = ["poetry-core>=1.0.0"]