stock_api

Project.toml

@@ -6,6 +6,7 @@ version = "0.1.0"
 [deps]
 HTTP = "cd3eb016-35fb-5094-929b-558a96fad6f3"
 JSON3 = "0f8b85d8-7281-11e9-16c2-39a750bddbf1"
+JSONTables = "b9914132-a727-11e9-1322-f18e41205b0b"
 
 [compat]
 HTTP = "0.9"

README.md

@@ -4,3 +4,4 @@
 [![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://PyDataBlog.github.io/PolygonIO.jl/dev)
 [![Build Status](https://github.com/PyDataBlog/PolygonIO.jl/workflows/CI/badge.svg)](https://github.com/PyDataBlog/PolygonIO.jl/actions)
 [![Coverage](https://codecov.io/gh/PyDataBlog/PolygonIO.jl/branch/master/graph/badge.svg)](https://codecov.io/gh/PyDataBlog/PolygonIO.jl)
+[![Open in Visual Studio Code](https://open.vscode.dev/badges/open-in-vscode.svg)](https://open.vscode.dev/PyDataBlog/PolygonIO.jl)

src/PolygonIO.jl

@@ -2,13 +2,15 @@ module PolygonIO
 
 # Gloabl Imports
 using JSON3
+using JSONTables
 using HTTP
 
 
 ######### Import modules & utils ################
+include("custom_structs.jl")
 include("utils.jl")
+include("urls.jl")
 include("crypto_api.jl")
-include("custom_structs.jl")
 include("forex_api.jl")
 include("reference_api.jl")
 include("stock_api.jl")
@@ -20,7 +22,11 @@ include("streaming_socket.jl")
 export PolyOpts, tickers, ticker_types, ticker_details, ticker_details_vX,
        ticker_news, markets, locales, stock_splits, stock_dividends,
        stock_financials, market_holidays, market_status, stock_exchanges,
-       condition_mappings, crypto_exchanges
+       condition_mappings, crypto_exchanges,
+
+       trades, quotes_nbbo, last_trade_symbol, last_quote_symbol, daily_open_close,
+       grouped_daily_bars, previous_close, aggregates_bars, snapshot_all_tickers,
+       snapshot_ticker, snapshot_gainers_losers
 
 
 end

src/custom_structs.jl

@@ -5,6 +5,13 @@ Abstract base type for all generic options.
 """
 abstract type AbstractPolyOptions end
 
+"""
+    AbstractPolyChoice
+
+Abstract base type for dispatching extracted JSONs.
+"""
+abstract type AbstractPolyChoice end
+
 
 """
     PolyOpts <: AbstractPolyOptions
@@ -17,3 +24,10 @@ struct PolyOpts <: AbstractPolyOptions
     sink::Any
 end
 
+
+struct NoSinkNoResults <: AbstractPolyChoice end
+struct NoSinkYesResults <: AbstractPolyChoice end
+struct YesSinkNoResults <: AbstractPolyChoice end
+struct YesSinkYesResults <: AbstractPolyChoice end
+struct NoSinkYesTickers <: AbstractPolyChoice end
+struct NoSinkYesTicker <: AbstractPolyChoice end

src/reference_api.jl

@@ -20,7 +20,8 @@ function tickers(opts::PolyOpts,
     # Extract kwargs and add to params
     merge!(params, Dict(kwargs))
 
-    return generate_output_from_url(tickers_base_url, params, opts.sink; results=true, json_to_array=false)
+    return generate_output_from_url(YesSinkYesResults(), tickers_base_url, params, opts.sink)
+
 
 end
 
@@ -29,7 +30,7 @@ end
 """
 function ticker_types(opts::PolyOpts)
     params = Dict("apiKey" => opts.api_key)
-    return generate_output_from_url(ticker_types_base_url, params, nothing; results=true, json_to_array=false)
+    return generate_output_from_url(NoSinkYesResults(), ticker_types_base_url, params, opts.sink)
 end
 
 ############ Tickers Details ####################
@@ -39,7 +40,7 @@ function ticker_details(opts::PolyOpts, stocksTicker::String)
     params = Dict("apiKey" => opts.api_key)
     ticker_details_url = "$ticker_details_base_url/$stocksTicker/company"
 
-    return generate_output_from_url(ticker_details_url, params, opts.sink; results=false, json_to_array=true)
+    return generate_output_from_url(YesSinkNoResults(), ticker_details_url, params, opts.sink)
 end
 
 ############ Ticker Details vX ####################
@@ -54,7 +55,7 @@ function ticker_details_vX(opts::PolyOpts, ticker::String, date::String)
         "date"   => date
     )
 
-    return generate_output_from_url(ticker_details_vX_url, params, opts.sink; results=true, json_to_array=true)
+    return generate_output_from_url(YesSinkYesResults(), ticker_details_vX_url, params, opts.sink)
 end
 
 ############ Ticker News  #######################
@@ -79,7 +80,7 @@ function ticker_news(opts::PolyOpts,
     # Extract kwargs and add to params
     merge!(params, Dict(kwargs))
 
-    return generate_output_from_url(ticker_news_base_url, params, nothing; results=true, json_to_array=false)
+    return generate_output_from_url(YesSinkYesResults(), ticker_news_base_url, params, opts.sink)
 
 end
 
@@ -88,7 +89,7 @@ end
 """
 function markets(opts::PolyOpts)
     params = Dict("apiKey" => opts.api_key)
-    return generate_output_from_url(markets_base_url, params, opts.sink; results=true, json_to_array=false)
+    return generate_output_from_url(YesSinkYesResults(), markets_base_url, params, opts.sink)
 end
 
 
@@ -97,7 +98,7 @@ end
 """
 function locales(opts::PolyOpts)
     params = Dict("apiKey" => opts.api_key)
-    return generate_output_from_url(locales_base_url, params, opts.sink; results=true, json_to_array=false)
+    return generate_output_from_url(YesSinkYesResults(), locales_base_url, params, opts.sink)
 end
 
 ############ Stock Splits  ####################
@@ -107,7 +108,7 @@ function stock_splits(opts::PolyOpts, stocksTicker::String)
     stock_splits_url = "$stock_splits_base_url/$stocksTicker"
     params = Dict("apiKey" => opts.api_key)
 
-    return generate_output_from_url(stock_splits_url, params, nothing; results=true, json_to_array=false)
+    return generate_output_from_url(YesSinkYesResults(), stock_splits_url, params, opts.sink)
 end
 
 ############ Stock Dividends  ####################
@@ -117,7 +118,7 @@ function stock_dividends(opts::PolyOpts, stocksTicker::String)
     stock_dividends_url = "$stock_dividends_base_url/$stocksTicker"
     params = Dict("apiKey" => opts.api_key)
 
-    return generate_output_from_url(stock_dividends_url, params, opts.sink; results=true, json_to_array=false)
+    return generate_output_from_url(YesSinkYesResults(), stock_dividends_url, params, opts.sink)
 end
 
 ############ Stock Financials  ####################
@@ -132,31 +133,31 @@ function stock_financials(opts::PolyOpts, stocksTicker::String; limit=5, kwargs.
     # Extract kwargs and add to params
     merge!(params, Dict(kwargs))
 
-    return generate_output_from_url(stock_financials_url, params, opts.sink; results=true, json_to_array=false)
+    return generate_output_from_url(YesSinkYesResults(), stock_financials_url, params, opts.sink)
 end
 
 ############ Market Holidays  ####################
 """
 """
 function market_holidays(opts::PolyOpts)
     params = Dict("apiKey" => opts.api_key)
-    return generate_output_from_url(market_holidays_base_url, params, opts.sink; results=false, json_to_array=false)
+    return generate_output_from_url(YesSinkNoResults(), market_holidays_base_url, params, opts.sink)
 end
 
 ############ Market Status  ####################
 """
 """
 function market_status(opts::PolyOpts)
     params = Dict("apiKey" => opts.api_key)
-    return generate_output_from_url(market_status_base_url, params, nothing; results=false, json_to_array=false)
+    return generate_output_from_url(YesSinkNoResults(), market_status_base_url, params, opts.sink)
 end
 
 ############ Stock Exchanges  ####################
 """
 """
 function stock_exchanges(opts::PolyOpts)
     params = Dict("apiKey" => opts.api_key)
-    return generate_output_from_url(stock_exchanges_base_url, params, nothing; results=false, json_to_array=false)
+    return generate_output_from_url(YesSinkNoResults(), stock_exchanges_base_url, params, opts.sink)
 end
 
 ############ Condition Mappings  ####################
@@ -166,13 +167,13 @@ function condition_mappings(opts::PolyOpts, tickertype="trades")
     condition_mappings_base_url = "https://api.polygon.io/v1/meta/conditions/$tickertype"
     params = Dict("apiKey" => opts.api_key)
 
-    return generate_output_from_url(condition_mappings_base_url, params, nothing; results=false, json_to_array=false)
+    return generate_output_from_url(YesSinkNoResults(), condition_mappings_base_url, params, opts.sink)
 end
 
 ############ Crypto Exchanges ####################
 """
 """
 function crypto_exchanges(opts::PolyOpts)
     params = Dict("apiKey" => opts.api_key)
-    return generate_output_from_url(crypto_exchanges_base_url, params, opts.sink; results=false, json_to_array=false)
+    return generate_output_from_url(YesSinkNoResults(), crypto_exchanges_base_url, params, opts.sink)
 end

src/stock_api.jl

@@ -0,0 +1,170 @@
+############ Trades  ####################
+"""
+"""
+function trades(opts::PolyOpts, ticker::String, date::String; limit=10, reverse=true, kwargs...)
+    trades_url = "$trades_base_url/$ticker/$date"
+    params = Dict(
+        "apiKey" => opts.api_key,
+        "limit" => limit,
+        "reverse" => reverse
+    )
+
+    merge!(params, Dict(kwargs))
+
+    return generate_output_from_url(YesSinkYesResults(), trades_url, params, opts.sink)
+end
+
+
+############ Quotes  ####################
+"""
+"""
+function quotes_nbbo(opts::PolyOpts, ticker::String, date::String; limit=10, reverse=true, kwargs...)
+    quotes_url = "$quotes_base_url/$ticker/$date"
+    params = Dict(
+        "apiKey" => opts.api_key,
+        "limit" => limit,
+        "reverse" => reverse
+    )
+
+    merge!(params, Dict(kwargs))
+
+    return generate_output_from_url(YesSinkYesResults(), quotes_url, params, opts.sink)
+end
+
+
+# ############ Last Trade For A Symbol v2  ####################
+"""
+"""
+function last_trade_symbol(opts::PolyOpts, stocksTicker::String)
+    last_trade_url = "$last_trade_base_url/$stocksTicker"
+    params = Dict("apiKey" => opts.api_key)
+
+    return generate_output_from_url(YesSinkYesResults(), last_trade_url, params, opts.sink)
+end
+
+
+# ############ Last Quote For A Symbol v2  ####################
+"""
+"""
+function last_quote_symbol(opts::PolyOpts, stocksTicker::String)
+    last_quote_url = "$last_quote_base_url/$stocksTicker"
+    params = Dict("apiKey" => opts.api_key)
+
+    return generate_output_from_url(YesSinkYesResults(), last_quote_url, params, opts.sink)
+end
+
+
+# ############ Daily Open/Close  ####################
+"""
+"""
+function daily_open_close(opts::PolyOpts, stocksTicker::String, date::String; adjusted=true)
+    daily_open_close_url = "$daily_open_close_base_url/$stocksTicker/$date"
+    params = Dict(
+        "apiKey" => opts.api_key,
+        "adjusted" => adjusted
+    )
+
+    return generate_output_from_url(YesSinkNoResults(), daily_open_close_url, params, opts.sink)
+end
+
+
+# ############ Grouped Daily (Bars)  ####################
+"""
+"""
+function grouped_daily_bars(opts::PolyOpts, date::String; adjusted=true)
+    grouped_daily_bars_url = "$grouped_daily_bars_base_url/$date"
+    params = Dict(
+        "apiKey" => opts.api_key,
+        "adjusted" => adjusted
+    )
+
+    return generate_output_from_url(YesSinkYesResults(), grouped_daily_bars_url, params, opts.sink)
+end
+
+
+# ############ Previous Close  ####################
+"""
+"""
+function previous_close(opts::PolyOpts, stocksTicker::String; adjusted=true)
+    previous_close_url = "$previous_close_base_url/$stocksTicker/prev"
+    params = Dict(
+        "apiKey" => opts.api_key,
+        "adjusted" => adjusted
+    )
+
+    return generate_output_from_url(YesSinkYesResults(), previous_close_url, params, opts.sink)
+end
+
+
+# ############ Aggregates (Bars)  ####################
+"""
+"""
+function aggregates_bars(opts::PolyOpts,
+                        stocksTicker::String;
+                        multiplier=1,
+                        timespan="day",
+                        from="2020-10-14",
+                        to="2020-10-14",
+                        adjusted=true,
+                        sort="asc",
+                        limit=120,
+                        kwargs...)
+
+    aggregates_bars_url = "$aggregates_bars_base_url/$stocksTicker/range/$multiplier/$timespan/$from/$to"
+
+    params = Dict(
+        "apiKey" => opts.api_key,
+        "multiplier" => multiplier,
+        "timespan" => timespan,
+        "from" => from,
+        "to" => to,
+        "adjusted" => adjusted,
+        "sort" => sort,
+        "limit" => limit
+    )
+
+    merge!(params, Dict(kwargs))
+
+    return generate_output_from_url(YesSinkYesResults(), aggregates_bars_url, params, opts.sink)
+
+end
+
+
+# ############ Snapshot - All Tickers  ####################
+"""
+"""
+function snapshot_all_tickers(opts::PolyOpts, tickers::String)
+    snapshot_all_tickers_url = "$snapshot_all_tickers_base_url"
+
+    params = Dict(
+        "apiKey" => opts.api_key,
+        "tickers" => tickers
+    )
+
+    return generate_output_from_url(NoSinkYesTickers(), snapshot_all_tickers_url, params, opts.sink)
+end
+
+
+# ############ Snapshot - Ticker  ####################
+"""
+"""
+function snapshot_ticker(opts::PolyOpts, stocksTicker::String)
+    snapshot_ticker_url = "$snapshot_ticker_base_url/$stocksTicker"
+    params = Dict("apiKey" => opts.api_key)
+
+    return generate_output_from_url(NoSinkYesTicker(), snapshot_ticker_url, params, opts.sink)
+end
+
+
+# ############ Snapshot - Gainers/Losers  ####################
+"""
+"""
+function snapshot_gainers_losers(opts::PolyOpts, direction="losers")
+    snapshot_gainers_losers_url = "$snapshot_gainers_losers_base_url/$direction"
+    params = Dict(
+        "apiKey" => opts.api_key,
+        "direction" => direction
+    )
+
+    return generate_output_from_url(NoSinkYesTickers(), snapshot_gainers_losers_url, params, opts.sink)
+end