Support v3/snapshot

README.md

@@ -137,7 +137,19 @@ Once installed run `poetry install` to install the required dependencies. This s
 
 #### Makefile
 
-Our Makefile has the common operations needed when developing on this repo. Running tests and linting can both be run through our Makefile. Just run `make help` to see the list of available commands. 
+Our Makefile has the common operations needed when developing on this repo. Running tests and linting can both be
+run through our Makefile. Just run `make help` to see the list of available commands.
+
+If you're using `pyenv` to manage active Python versions then you might need to launch a Poetry shell before running
+Make commands in order to actually use your chosen Python version. This is because Poetry uses the system Python version
+by default.
+
+```shell
+poetry shell # start shell
+poetry install # install deps
+
+make test # run your make commands
+```
 
 ## Release planning
 This client will attempt to follow the release cadence of our API.

docs/source/Models.rst

@@ -3,6 +3,36 @@
 Models
 ==============================================================
 
+==============================================================
+Universal Snapshot
+==============================================================
+.. autoclass:: polygon.rest.models.UniversalSnapshot
+
+==============================================================
+Universal Snapshot Session
+==============================================================
+.. autoclass:: polygon.rest.models.UniversalSnapshotSession
+
+==============================================================
+Universal Snapshot Last Quote
+==============================================================
+.. autoclass:: polygon.rest.models.UniversalSnapshotLastQuote
+
+==============================================================
+Universal Snapshot Last Trade
+==============================================================
+.. autoclass:: polygon.rest.models.UniversalSnapshotLastTrade
+
+==============================================================
+Universal Snapshot Details
+==============================================================
+.. autoclass:: polygon.rest.models.UniversalSnapshotDetails
+
+==============================================================
+Universal Snapshot Underlying Asset
+==============================================================
+.. autoclass:: polygon.rest.models.UniversalSnapshotUnderlyingAsset
+
 ==============================================================
 Agg
 ==============================================================

docs/source/Snapshot.rst

@@ -4,13 +4,24 @@ Snapshot
 =================================
 
 =================================
-Get all snapshots
+Get snapshots for all asset types
 =================================
 
 - `Stocks snapshot all tickers`_
+- `Options snapshot all tickers`_
 - `Forex snapshot all tickers`_
 - `Crypto snapshot all tickers`_
 
+.. automethod:: polygon.RESTClient.list_universal_snapshots
+
+=================================
+Get all snapshots
+=================================
+
+- `Stocks snapshot all tickers (deprecated)`_
+- `Forex snapshot all tickers (deprecated)`_
+- `Crypto snapshot all tickers (deprecated)`_
+
 .. automethod:: polygon.RESTClient.get_snapshot_all
 
 =================================
@@ -49,9 +60,14 @@ Get crypto L2 book snapshot
 
 .. automethod:: polygon.RESTClient.get_snapshot_crypto_book
 
-.. _Stocks snapshot all tickers: https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers
-.. _Forex snapshot all tickers: https://polygon.io/docs/forex/get_v2_snapshot_locale_global_markets_forex_tickers
-.. _Crypto snapshot all tickers: https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers
+.. _Stocks snapshot all tickers: https://polygon.io/docs/stocks/get_v3_snapshot
+.. _Options snapshot all tickers: https://polygon.io/docs/options/get_v3_snapshot
+.. _Forex snapshot all tickers: https://polygon.io/docs/forex/get_v3_snapshot
+.. _Crypto snapshot all tickers:: https://polygon.io/docs/crypto/get_v3_snapshot
+.. _Stocks snapshot all tickers (deprecated): https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers
+.. _Options snapshot all tickers (deprecated): https://polygon.io/docs/options/get_v2_snapshot_locale_us_markets_stocks_tickers
+.. _Forex snapshot all tickers (deprecated): https://polygon.io/docs/forex/get_v2_snapshot_locale_global_markets_forex_tickers
+.. _Crypto snapshot all tickers (deprecated):: https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers
 .. _Stocks snapshot gainers/losers: https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks__direction
 .. _Forex snapshot gainers/losers: https://polygon.io/docs/forex/get_v2_snapshot_locale_global_markets_forex__direction
 .. _Crypto snapshot gainers/losers: https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto__direction

examples/rest/universal-snapshot.py

@@ -0,0 +1,46 @@
+from typing import cast, Iterator, Union
+
+from urllib3 import HTTPResponse
+
+from polygon import RESTClient
+from polygon.rest.models import UniversalSnapshot, SnapshotMarketType
+
+# docs
+# https://polygon.io/docs/stocks/get_v3_snapshot
+# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+
+def print_snapshots(iterator: Union[Iterator[UniversalSnapshot], HTTPResponse]):
+    snapshots = [s for s in iterator]
+
+    print(f"count: {len(snapshots)}")
+
+    for item in snapshots:
+        print(item)
+
+
+# it = client.list_universal_snapshots() # all tickers for all assets types in lexicographical order
+
+it = client.list_universal_snapshots(
+    ticker_any_of=[
+        "AAPL",
+        "O:AAPL230519C00055000",
+        "DOES_NOT_EXIST",
+        "X:1INCHUSD",
+        "C:AEDAUD",
+    ]
+)
+print_snapshots(it)
+
+it = client.list_universal_snapshots(
+    market_type=SnapshotMarketType.STOCKS, ticker_gt="A", ticker_lt="AAPL"
+)
+print_snapshots(it)
+
+it = client.list_universal_snapshots(
+    market_type=SnapshotMarketType.STOCKS, ticker_gte="AAPL", ticker_lte="ABB"
+)
+print_snapshots(it)

polygon/rest/models/snapshot.py

@@ -277,3 +277,145 @@ def from_dict(d):
             spread=d.get("spread", None),
             updated=d.get("updated", None),
         )
+
+
+@modelclass
+class UniversalSnapshotSession:
+    """Contains data about the most recent trading session for an asset."""
+
+    price: Optional[float] = None
+    change: Optional[float] = None
+    change_percent: Optional[float] = None
+    early_trading_change: Optional[float] = None
+    early_trading_change_percent: Optional[float] = None
+    late_trading_change: Optional[float] = None
+    late_trading_change_percent: Optional[float] = None
+    open: Optional[float] = None
+    close: Optional[float] = None
+    high: Optional[float] = None
+    low: Optional[float] = None
+    previous_close: Optional[float] = None
+    volume: Optional[float] = None
+
+    @staticmethod
+    def from_dict(d):
+        return UniversalSnapshotSession(**d)
+
+
+@modelclass
+class UniversalSnapshotLastQuote:
+    """Contains the most recent quote for an asset."""
+
+    ask: Optional[float] = None
+    ask_size: Optional[float] = None
+    bid: Optional[float] = None
+    bid_size: Optional[float] = None
+    midpoint: Optional[float] = None
+    exchange: Optional[int] = None
+    timeframe: Optional[str] = None
+    last_updated: Optional[int] = None
+
+    @staticmethod
+    def from_dict(d):
+        return UniversalSnapshotLastQuote(**d)
+
+
+@modelclass
+class UniversalSnapshotLastTrade:
+    """Contains the most recent trade for an asset."""
+
+    id: Optional[int] = None
+    price: Optional[float] = None
+    size: Optional[int] = None
+    exchange: Optional[int] = None
+    conditions: Optional[List[int]] = None
+    timeframe: Optional[str] = None
+    last_updated: Optional[int] = None
+    participant_timestamp: Optional[int] = None
+    sip_timestamp: Optional[int] = None
+
+    @staticmethod
+    def from_dict(d):
+        return UniversalSnapshotLastTrade(**d)
+
+
+@modelclass
+class UniversalSnapshotUnderlyingAsset:
+    """Contains data for the underlying stock in an options contract."""
+
+    ticker: Optional[str] = None
+    price: Optional[float] = None
+    value: Optional[float] = None
+    change_to_break_even: Optional[float] = None
+    timeframe: Optional[str] = None
+    last_updated: Optional[int] = None
+
+    @staticmethod
+    def from_dict(d):
+        return UniversalSnapshotUnderlyingAsset(**d)
+
+
+@modelclass
+class UniversalSnapshotDetails:
+    """Contains details for an options contract."""
+
+    contract_type: Optional[str] = None
+    exercise_style: Optional[str] = None
+    expiration_date: Optional[str] = None
+    shares_per_contract: Optional[float] = None
+    strike_price: Optional[float] = None
+
+    @staticmethod
+    def from_dict(d):
+        return UniversalSnapshotDetails(**d)
+
+
+@modelclass
+class UniversalSnapshot:
+    """Contains snapshot data for an asset."""
+
+    ticker: Optional[str] = None
+    type: Optional[str] = None
+    session: Optional[UniversalSnapshotSession] = None
+    last_quote: Optional[UniversalSnapshotLastQuote] = None
+    last_trade: Optional[UniversalSnapshotLastTrade] = None
+    greeks: Optional[Greeks] = None
+    underlying_asset: Optional[UniversalSnapshotUnderlyingAsset] = None
+    details: Optional[UniversalSnapshotDetails] = None
+    break_even_price: Optional[float] = None
+    implied_volatility: Optional[float] = None
+    open_interest: Optional[float] = None
+    market_status: Optional[str] = None
+    name: Optional[str] = None
+    error: Optional[str] = None
+    message: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return UniversalSnapshot(
+            ticker=d.get("ticker", None),
+            type=d.get("type", None),
+            session=None
+            if "session" not in d
+            else UniversalSnapshotSession.from_dict(d["session"]),
+            last_quote=None
+            if "last_quote" not in d
+            else UniversalSnapshotLastQuote.from_dict(d["last_quote"]),
+            last_trade=None
+            if "last_trade" not in d
+            else UniversalSnapshotLastTrade.from_dict(d["last_trade"]),
+            greeks=None if "greeks" not in d else Greeks.from_dict(d["greeks"]),
+            underlying_asset=None
+            if "underlying_asset" not in d
+            else UniversalSnapshotUnderlyingAsset.from_dict(d["underlying_asset"]),
+            details=None
+            if "details" not in d
+            else UniversalSnapshotDetails.from_dict(d["details"]),
+            break_even_price=d.get("break_even_price", None),
+            implied_volatility=d.get("implied_volatility", None),
+            open_interest=d.get("open_interest", None),
+            market_status=d.get("market_status", None),
+            name=d.get("name", None),
+            error=d.get("error", None),
+            message=d.get("message", None),
+        )

polygon/rest/snapshot.py

@@ -6,6 +6,7 @@
     OptionContractSnapshot,
     SnapshotMarketType,
     SnapshotTickerFullBook,
+    UniversalSnapshot,
     IndicesSnapshot,
 )
 from urllib3 import HTTPResponse
@@ -21,6 +22,48 @@ def get_locale(market_type: Union[SnapshotMarketType, str]):
 
 
 class SnapshotClient(BaseClient):
+    def list_universal_snapshots(
+        self,
+        market_type: Optional[Union[str, SnapshotMarketType]] = None,
+        ticker_any_of: Optional[List[str]] = None,
+        ticker_lt: Optional[str] = None,
+        ticker_lte: Optional[str] = None,
+        ticker_gt: Optional[str] = None,
+        ticker_gte: Optional[str] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[UniversalSnapshot], HTTPResponse]:
+        """
+        Get snapshots for assets of all types
+        - https://polygon.io/docs/stocks/get_v3_snapshot
+        - https://polygon.io/docs/options/get_v3_snapshot
+        - https://polygon.io/docs/indices/get_v3_snapshot
+        - https://polygon.io/docs/forex/get_v3_snapshot
+        - https://polygon.io/docs/crypto/get_v3_snapshot
+
+        :param market_type: the type of the asset
+        :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. Warning: The maximum number of characters allowed in a URL
+        are subject to your technology stack.
+        :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 raw: returns the raw HTTP response if true, else the response is deserialized into a structured object
+        :param options: request options
+        :return: list of Snapshots
+        """
+        url = f"/v3/snapshot"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_universal_snapshots, locals()),
+            result_key="results",
+            deserializer=UniversalSnapshot.from_dict,
+            raw=raw,
+            options=options,
+        )
+
     def get_snapshot_all(
         self,
         market_type: Union[str, SnapshotMarketType],