polygon

package
v1.1.0 Latest Latest
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 Go to latest Published: Jun 24, 2022 License: MIT Imports: 5 Imported by: 120

Documentation

Overview

Package polygon defines a REST client for the Polygon API.

Index

Constants

View Source 
const (
	GetAggsPath              = "/v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from}/{to}"
	GetGroupedDailyAggsPath  = "/v2/aggs/grouped/locale/{locale}/market/{marketType}/{date}"
	GetDailyOpenCloseAggPath = "/v1/open-close/{ticker}/{date}"
	GetPreviousCloseAggPath  = "/v2/aggs/ticker/{ticker}/prev"
)
View Source 
const (
	ListQuotesPath                    = "/v3/quotes/{ticker}"
	GetLastQuotePath                  = "/v2/last/nbbo/{ticker}"
	GetLastForexQuotePath             = "/v1/last_quote/currencies/{from}/{to}"
	GetRealTimeCurrencyConversionPath = "/v1/conversion/{from}/{to}"
)
View Source 
const (
	ListTickersPath      = "/v3/reference/tickers"
	GetTickerDetailsPath = "/v3/reference/tickers/{ticker}"
	ListTickerNewsPath   = "/v2/reference/news"
	GetTickerTypesPath   = "/v3/reference/tickers/types"

	GetMarketHolidaysPath = "/v1/marketstatus/upcoming"
	GetMarketStatusPath   = "/v1/marketstatus/now"

	ListSplitsPath = "/v3/reference/splits"

	ListDividendsPath = "/v3/reference/dividends"

	ListConditionsPath = "/v3/reference/conditions"

	GetExchangesPath = "/v3/reference/exchanges"

	GetOptionsContractPath   = "/v3/reference/options/contracts/{ticker}"
	ListOptionsContractsPath = "/v3/reference/options/contracts"
)
View Source 
const (
	GetAllTickersSnapshotPath     = "/v2/snapshot/locale/{locale}/markets/{marketType}/tickers"
	GetTickerSnapshotPath         = "/v2/snapshot/locale/{locale}/markets/{marketType}/tickers/{ticker}"
	GetGainersLosersSnapshotPath  = "/v2/snapshot/locale/{locale}/markets/{marketType}/{direction}"
	GetOptionContractSnapshotPath = "/v3/snapshot/options/{underlyingAsset}/{optionContract}"
	GetCryptoFullBookSnapshotPath = "/v2/snapshot/locale/global/markets/crypto/tickers/{ticker}/book"
)
View Source 
const (
	ListTradesPath         = "/v3/trades/{ticker}"
	GetLastTradePath       = "/v2/last/trade/{ticker}"
	GetLastCryptoTradePath = "/v1/last/crypto/{from}/{to}"
)
View Source 
const (
	ListFinancialsPath = "/vX/reference/financials"
)

Variables

This section is empty.

Functions

This section is empty.

Types

type AggsClient 

type AggsClient struct {
	client.Client
}

AggsClient defines a REST client for the Polygon aggs API.

func (*AggsClient) GetAggs 

func (ac *AggsClient) GetAggs(ctx context.Context, params *models.GetAggsParams, opts ...models.RequestOption) (*models.GetAggsResponse, error)

GetAggs retrieves aggregate bars for a specified ticker over a given date range in custom time window sizes. For example, if timespan = ‘minute’ and multiplier = ‘5’ then 5-minute bars will be returned. For more details see https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to.

func (*AggsClient) GetDailyOpenCloseAgg 

func (ac *AggsClient) GetDailyOpenCloseAgg(ctx context.Context, params *models.GetDailyOpenCloseAggParams, opts ...models.RequestOption) (*models.GetDailyOpenCloseAggResponse, error)

GetDailyOpenCloseAgg retrieves the open, close and afterhours prices of a specific symbol on a certain date. For more details see https://polygon.io/docs/stocks/get_v1_open-close__stocksticker___date.

func (*AggsClient) GetGroupedDailyAggs 

func (ac *AggsClient) GetGroupedDailyAggs(ctx context.Context, params *models.GetGroupedDailyAggsParams, opts ...models.RequestOption) (*models.GetGroupedDailyAggsResponse, error)

GetGroupedDailyAggs retrieves the daily open, high, low, and close (OHLC) for the specified market type. For more details see https://polygon.io/docs/stocks/get_v2_aggs_grouped_locale_us_market_stocks__date.

func (*AggsClient) GetPreviousCloseAgg 

func (ac *AggsClient) GetPreviousCloseAgg(ctx context.Context, params *models.GetPreviousCloseAggParams, opts ...models.RequestOption) (*models.GetPreviousCloseAggResponse, error)

GetPreviousCloseAgg retrieves the previous day's open, high, low, and close (OHLC) for the specified ticker. For more details see https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__prev.

type Client added in v0.4.0 

type Client struct {
	client.Client
	AggsClient
	QuotesClient
	ReferenceClient
	TradesClient
	SnapshotClient
	VX VXClient
}

Client defines a client to the Polygon REST API.

func New 

func New(apiKey string) *Client

New creates a client for the Polygon REST API.

func NewWithClient added in v1.0.0 

func NewWithClient(apiKey string, hc *http.Client) *Client

NewWithClient creates a client for the Polygon REST API using a custom HTTP client.

type QuotesClient 

type QuotesClient struct {
	client.Client
}

QuotesClient defines a REST client for the Polygon quotes API.

func (*QuotesClient) GetLastForexQuote 

func (c *QuotesClient) GetLastForexQuote(ctx context.Context, params *models.GetLastForexQuoteParams, options ...models.RequestOption) (*models.GetLastForexQuoteResponse, error)

GetLastForexQuote retrieves the last quote (BBO) for a forex currency pair. For more details see https://polygon.io/docs/forex/get_v1_last_quote_currencies__from___to.

func (*QuotesClient) GetLastQuote 

func (c *QuotesClient) GetLastQuote(ctx context.Context, params *models.GetLastQuoteParams, options ...models.RequestOption) (*models.GetLastQuoteResponse, error)

GetLastQuote retrieves the last quote (NBBO) for a specified ticker. For more details see https://polygon.io/docs/stocks/get_v2_last_nbbo__stocksticker.

func (*QuotesClient) GetRealTimeCurrencyConversion added in v0.5.0 

func (c *QuotesClient) GetRealTimeCurrencyConversion(ctx context.Context, params *models.GetRealTimeCurrencyConversionParams, options ...models.RequestOption) (*models.GetRealTimeCurrencyConversionResponse, error)

GetRealTimeCurrencyConversion retrieves retrieves currency conversion using the latest market conversion rates. Note that you can convert in both directions. For more details see https://polygon.io/docs/forex/get_v1_conversion__from___to.

func (*QuotesClient) ListQuotes 

func (c *QuotesClient) ListQuotes(ctx context.Context, params *models.ListQuotesParams, options ...models.RequestOption) *iter.Iter[models.Quote]

ListQuotes retrieves quotes for a specified ticker. For more details see https://polygon.io/docs/stocks/get_v3_quotes__stockticker.

This method returns an iterator that should be used to access the results via this pattern: 

iter, err := c.ListQuotes(context.TODO(), params, opts...)
for iter.Next() {
    log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
    return err
}

type ReferenceClient 

type ReferenceClient struct {
	client.Client
}

ReferenceClient defines a REST client for the Polygon reference API.

func (*ReferenceClient) GetExchanges 

func (c *ReferenceClient) GetExchanges(ctx context.Context, params *models.GetExchangesParams, options ...models.RequestOption) (*models.GetExchangesResponse, error)

GetExchanges lists all exchanges that Polygon knows about. For more details see https://polygon.io/docs/stocks/get_v3_reference_exchanges.

func (*ReferenceClient) GetMarketHolidays 

func (c *ReferenceClient) GetMarketHolidays(ctx context.Context, options ...models.RequestOption) (*models.GetMarketHolidaysResponse, error)

GetMarketHolidays retrieves upcoming market holidays and their open/close times. For more details see https://polygon.io/docs/stocks/get_v1_marketstatus_upcoming.

func (*ReferenceClient) GetMarketStatus 

func (c *ReferenceClient) GetMarketStatus(ctx context.Context, options ...models.RequestOption) (*models.GetMarketStatusResponse, error)

GetMarketStatus retrieves the current trading status of the exchanges and overall financial markets. For more details see https://polygon.io/docs/stocks/get_v1_marketstatus_now.

func (*ReferenceClient) GetOptionsContract added in v0.10.0 

func (c *ReferenceClient) GetOptionsContract(ctx context.Context, params *models.GetOptionsContractParams, options ...models.RequestOption) (*models.GetOptionsContractResponse, error)

GetOptionsContract retrieves a historical options contract. For more details see https://polygon.io/docs/options/get_v3_reference_options_contracts__options_ticker.

func (*ReferenceClient) GetTickerDetails 

func (c *ReferenceClient) GetTickerDetails(ctx context.Context, params *models.GetTickerDetailsParams, options ...models.RequestOption) (*models.GetTickerDetailsResponse, error)

GetTickerDetails retrieves details for a specified ticker. For more details see https://polygon.io/docs/stocks/get_v3_reference_tickers__ticker.

func (*ReferenceClient) GetTickerTypes 

func (c *ReferenceClient) GetTickerTypes(ctx context.Context, params *models.GetTickerTypesParams, options ...models.RequestOption) (*models.GetTickerTypesResponse, error)

GetTickerTypes retrieves all the possible ticker types that can be queried. For more details see https://polygon.io/docs/stocks/get_v3_reference_tickers_types.

func (*ReferenceClient) ListConditions 

func (c *ReferenceClient) ListConditions(ctx context.Context, params *models.ListConditionsParams, options ...models.RequestOption) *iter.Iter[models.Condition]

ListConditions retrieves reference conditions. For more details see https://polygon.io/docs/stocks/get_v3_reference_conditions.

This method returns an iterator that should be used to access the results via this pattern: 

iter, err := c.ListConditions(context.TODO(), params, opts...)
for iter.Next() {
    log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
    return err
}

func (*ReferenceClient) ListDividends 

func (c *ReferenceClient) ListDividends(ctx context.Context, params *models.ListDividendsParams, options ...models.RequestOption) *iter.Iter[models.Dividend]

ListDividends retrieves reference dividends. For more details see https://polygon.io/docs/stocks/get_v3_reference_dividends.

This method returns an iterator that should be used to access the results via this pattern: 

iter, err := c.ListDividends(context.TODO(), params, opts...)
for iter.Next() {
    log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
    return err
}

func (*ReferenceClient) ListOptionsContracts added in v0.10.0 

func (c *ReferenceClient) ListOptionsContracts(ctx context.Context, params *models.ListOptionsContractsParams, options ...models.RequestOption) *iter.Iter[models.OptionsContract]

ListOptionsContracts lists historical options contracts. For more details see https://polygon.io/docs/options/get_v3_reference_options_contracts.

This method returns an iterator that should be used to access the results via this pattern: 

iter, err := c.ListConditions(context.TODO(), params, opts...)
for iter.Next() {
    log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
    return err
}

func (*ReferenceClient) ListSplits 

func (c *ReferenceClient) ListSplits(ctx context.Context, params *models.ListSplitsParams, options ...models.RequestOption) *iter.Iter[models.Split]

ListSplits retrieves reference splits. For more details see https://polygon.io/docs/stocks/get_v3_reference_splits.

This method returns an iterator that should be used to access the results via this pattern: 

iter, err := c.ListSplits(context.TODO(), params, opts...)
for iter.Next() {
    log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
    return err
}

func (*ReferenceClient) ListTickerNews added in v0.4.0 

func (c *ReferenceClient) ListTickerNews(ctx context.Context, params *models.ListTickerNewsParams, options ...models.RequestOption) *iter.Iter[models.TickerNews]

ListTickerNews retrieves news articles for a specified ticker. For more details see https://polygon.io/docs/stocks/get_v2_reference_news.

func (*ReferenceClient) ListTickers 

func (c *ReferenceClient) ListTickers(ctx context.Context, params *models.ListTickersParams, options ...models.RequestOption) *iter.Iter[models.Ticker]

ListTickers retrieves reference tickers. For more details see https://polygon.io/docs/stocks/get_v3_reference_tickers__ticker.

This method returns an iterator that should be used to access the results via this pattern: 

iter, err := c.ListTickers(context.TODO(), params, opts...)
for iter.Next() {
    log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
    return err
}

type SnapshotClient 

type SnapshotClient struct {
	client.Client
}

SnapshotClient defines a REST client for the Polygon snapshot API.

func (*SnapshotClient) GetAllTickersSnapshot 

func (ac *SnapshotClient) GetAllTickersSnapshot(ctx context.Context, params *models.GetAllTickersSnapshotParams, opts ...models.RequestOption) (*models.GetAllTickersSnapshotResponse, error)

GetAllTickersSnapshot gets the current minute, day, and previous day’s aggregate, as well as the last trade and quote for all symbols of a specified market type.

Note: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges. This can happen as early as 4am EST.

For more details see https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers.

func (*SnapshotClient) GetCryptoFullBookSnapshot 

func (ac *SnapshotClient) GetCryptoFullBookSnapshot(ctx context.Context, params *models.GetCryptoFullBookSnapshotParams, opts ...models.RequestOption) (*models.GetCryptoFullBookSnapshotResponse, error)

GetCryptoFullBookSnapshot gets the current level 2 book of a single cryptocurrency ticker. This is the combined book from all of the exchanges.

Note: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges.

For more details see https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker__book.

func (*SnapshotClient) GetGainersLosersSnapshot 

func (ac *SnapshotClient) GetGainersLosersSnapshot(ctx context.Context, params *models.GetGainersLosersSnapshotParams, opts ...models.RequestOption) (*models.GetGainersLosersSnapshotResponse, error)

GetGainersLosersSnapshot gets the current top 20 gainers or losers of the day in a specific market type.

Top gainers are those tickers whose price has increased by the highest percentage since the previous day's close. Top losers are those tickers whose price has decreased by the highest percentage since the previous day's close.

Note: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges.

For more details see https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks__direction.

func (*SnapshotClient) GetOptionContractSnapshot 

func (ac *SnapshotClient) GetOptionContractSnapshot(ctx context.Context, params *models.GetOptionContractSnapshotParams, opts ...models.RequestOption) (*models.GetOptionContractSnapshotResponse, error)

GetOptionContractSnapshot gets the snapshot of an option contract for a stock equity. For more details see https://polygon.io/docs/options/get_v3_snapshot_options__underlyingasset___optioncontract.

func (*SnapshotClient) GetTickerSnapshot 

func (ac *SnapshotClient) GetTickerSnapshot(ctx context.Context, params *models.GetTickerSnapshotParams, opts ...models.RequestOption) (*models.GetTickerSnapshotResponse, error)

GetTickerSnapshot gets the current minute, day, and previous day’s aggregate, as well as the last trade and quote for a single traded symbol of a specified market type.

Note: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges. This can happen as early as 4am EST.

For more details see https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers__stocksticker.

type TradesClient 

type TradesClient struct {
	client.Client
}

TradesClient defines a REST client for the Polygon trades API.

func (*TradesClient) GetLastCryptoTrade 

func (c *TradesClient) GetLastCryptoTrade(ctx context.Context, params *models.GetLastCryptoTradeParams, options ...models.RequestOption) (*models.GetLastCryptoTradeResponse, error)

GetLastCryptoTrade retrieves the last trade for a crypto pair. For more details see https://polygon.io/docs/crypto/get_v1_last_crypto__from___to.

func (*TradesClient) GetLastTrade 

func (c *TradesClient) GetLastTrade(ctx context.Context, params *models.GetLastTradeParams, options ...models.RequestOption) (*models.GetLastTradeResponse, error)

GetLastTrade retrieves the last trade for a specified ticker. For more details see https://polygon.io/docs/stocks/get_v2_last_trade__stocksticker.

func (*TradesClient) ListTrades 

func (c *TradesClient) ListTrades(ctx context.Context, params *models.ListTradesParams, options ...models.RequestOption) *iter.Iter[models.Trade]

ListTrades retrieves trades for a specified ticker. For more details see https://polygon.io/docs/stocks/get_v3_trades__stockticker.

This method returns an iterator that should be used to access the results via this pattern: 

iter, err := c.ListTrades(context.TODO(), params, opts...)
for iter.Next() {
    log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
    return err
}

type VXClient added in v0.7.0 

type VXClient struct {
	client.Client
}

VXClient defines a REST client for the Polygon VX (experimental) API.

func (*VXClient) ListStockFinancials added in v0.7.0 

func (c *VXClient) ListStockFinancials(ctx context.Context, params *models.ListStockFinancialsParams, options ...models.RequestOption) *iter.Iter[models.StockFinancial]

Get historical financial data for a stock ticker. The financials data is extracted from XBRL from company SEC filings using the methodology outlined here: http://xbrl.squarespace.com/understanding-sec-xbrl-financi/.

Note: this method utilizes an experimental API and could experience breaking changes or deprecation.

This method returns an iterator that should be used to access the results via this pattern: 

iter, err := c.ListStockFinancials(context.TODO(), params, opts...)
for iter.Next() {
    log.Print(iter.Item()) // do something with the current value
}
if iter.Err() != nil {
    return err
}

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