feat: provide custom json module

docs/requirements.txt

@@ -1,2 +1,2 @@
-sphinx-autodoc-typehints~=1.18.1
+sphinx-autodoc-typehints~=1.19.2
 websockets~=10.3

docs/source/Getting-Started.rst

@@ -53,6 +53,10 @@ If it is a paginated :code:`list_*` response it's up to you to handle the "next_
 
 .. literalinclude:: ../../examples/rest/raw-list.py
 
+To provide your own JSON processing library (exposing loads/dumps functions) pass :code:`custom_json=my_module`:
+
+.. literalinclude:: ../../examples/websocket/custom-json-get.py
+
 WebSocket client usage
 ----------------------
 
@@ -80,3 +84,6 @@ To handle raw string or byte messages yourself pass :code:`raw=True`:
 
 .. literalinclude:: ../../examples/websocket/raw.py
 
+To provide your own JSON processing library (exposing loads/dumps functions) pass :code:`custom_json=my_module`:
+
+.. literalinclude:: ../../examples/websocket/custom-json.py

examples/rest/custom-json-get.py

@@ -0,0 +1,9 @@
+from polygon import RESTClient
+
+# type: ignore
+import orjson
+
+client = RESTClient(custom_json=orjson)
+
+aggs = client.get_aggs("AAPL", 1, "day", "2022-04-04", "2022-04-04")
+print(aggs)

examples/websocket/custom-json.py

@@ -0,0 +1,16 @@
+from polygon import WebSocketClient
+from polygon.websocket.models import WebSocketMessage
+from typing import List
+
+# type: ignore
+import orjson
+
+c = WebSocketClient(subscriptions=["T.*"], custom_json=orjson)
+
+
+def handle_msg(msgs: List[WebSocketMessage]):
+    for m in msgs:
+        print(m)
+
+
+c.run(handle_msg)