bring new patterns to trades/quotes and @SafeVarargs everywhere (#61)

* bring new patterns to trades/quotes and @SafeVarargs everywhere * update samples * moe ComparisonQueryFilterParameters into the right package * remove broken imports * fix broken imports
polygon-io · Dec 21, 2022 · 803121d · 803121d
1 parent dadc5be
commit 803121d
Show file tree

Hide file tree

Showing 49 changed files with 222 additions and 132 deletions.
diff --git a/README.md b/README.md
@@ -30,6 +30,8 @@ Everything you'd expect from a client SDK plus...
 
 ## REST Request Options
 
+_Added in v4.1.0_
+
 For most use-cases, the default request options will do the trick, 
 but if you need some more flexibility on a per-request basis, 
 you can configure individual REST API requests with `PolygonRestOption`s.

diff --git a/sample/src/main/java/io/polygon/kotlin/sdk/sample/JavaIteratorSample.java b/sample/src/main/java/io/polygon/kotlin/sdk/sample/JavaIteratorSample.java
@@ -28,11 +28,10 @@ public static void IteratorSample(PolygonRestClient client) {
     public static void TradesIteratorSample(PolygonRestClient client) {
         System.out.println("Running trade iterator");
         TradesParameters params = new TradesParametersBuilder()
-                .ticker("F")
                 .limit(1)
                 .build();
 
-        client.listTrades(params)
+        client.listTrades("F", params)
                 .asStream() // Convert to a Java stream for ease of use.
                 .limit(2)
                 .forEach((trade -> System.out.println(trade.getPrice())));
@@ -41,11 +40,10 @@ public static void TradesIteratorSample(PolygonRestClient client) {
     public static void QuotesIteratorSample(PolygonRestClient client) {
         System.out.println("Running Quote iterator");
         QuotesParameters params = new QuotesParametersBuilder()
-                .ticker("F")
                 .limit(1)
                 .build();
 
-        client.listQuotes(params)
+        client.listQuotes("F", params)
                 .asStream() // Convert to a Java stream for ease of use.
                 .limit(2)
                 .forEach((Quote -> System.out.println(Quote.getAskPrice())));

diff --git a/sample/src/main/java/io/polygon/kotlin/sdk/sample/JavaUsageSample.java b/sample/src/main/java/io/polygon/kotlin/sdk/sample/JavaUsageSample.java
@@ -1,7 +1,7 @@
 package io.polygon.kotlin.sdk.sample;
 
-import io.polygon.kotlin.sdk.ComparisonQueryFilterParameters;
-import io.polygon.kotlin.sdk.ComparisonQueryFilterParametersBuilder;
+import io.polygon.kotlin.sdk.rest.ComparisonQueryFilterParameters;
+import io.polygon.kotlin.sdk.rest.ComparisonQueryFilterParametersBuilder;
 import io.polygon.kotlin.sdk.rest.*;
 import io.polygon.kotlin.sdk.rest.experimental.FinancialsParameters;
 import io.polygon.kotlin.sdk.rest.experimental.FinancialsParametersBuilder;

diff --git a/sample/src/main/java/io/polygon/kotlin/sdk/sample/KotlinIteratorSample.kt b/sample/src/main/java/io/polygon/kotlin/sdk/sample/KotlinIteratorSample.kt
@@ -24,24 +24,18 @@ fun iteratorExample(polygonClient: PolygonRestClient) {
 
 fun tradesIteratorExample(polygonClient: PolygonRestClient) {
     println("Running trade iterator:")
-    val params = TradesParameters(
-        ticker = "F",
-        limit = 1
-    )
+    val params = TradesParameters(limit = 1)
 
-    polygonClient.listTrades(params).asSequence()
+    polygonClient.listTrades("F", params).asSequence()
         .take(2)
         .forEachIndexed { index, tradeRes -> println("${index}: ${tradeRes.price}") }
 }
 
 fun quotesIteratorExample(polygonClient: PolygonRestClient) {
     println("Running quote iterator:")
-    val params = QuotesParameters(
-        ticker = "F",
-        limit = 1
-    )
+    val params = QuotesParameters(limit = 1)
 
-    polygonClient.listQuotes(params).asSequence()
+    polygonClient.listQuotes("F", params).asSequence()
         .take(2)
         .forEachIndexed { index, quoteRes -> println("${index}: (${quoteRes.participantTimestamp}) | ${quoteRes.bidPrice} / ${quoteRes.askPrice}") }
 }
diff --git a/sample/src/main/java/io/polygon/kotlin/sdk/sample/KotlinUsageSample.kt b/sample/src/main/java/io/polygon/kotlin/sdk/sample/KotlinUsageSample.kt
@@ -2,7 +2,7 @@ package io.polygon.kotlin.sdk.sample
 
 import com.tylerthrailkill.helpers.prettyprint.pp
 import io.ktor.client.plugins.*
-import io.polygon.kotlin.sdk.ComparisonQueryFilterParameters
+import io.polygon.kotlin.sdk.rest.ComparisonQueryFilterParameters
 import io.polygon.kotlin.sdk.DefaultOkHttpClientProvider
 import io.polygon.kotlin.sdk.HttpClientProvider
 import io.polygon.kotlin.sdk.rest.*
@@ -377,20 +377,14 @@ fun cryptoL2SnapshotSample(polygonClient: PolygonRestClient) {
 
 fun getTradesSample(polygonClient: PolygonRestClient) {
     println("F Trades:")
-    var params = TradesParameters(
-        ticker = "F",
-        limit = 2
-    )
-    polygonClient.getTradesBlocking(params).pp()
+    val params = TradesParameters(limit = 2)
+    polygonClient.getTradesBlocking("F", params).pp()
 }
 
 fun getQuotesSample(polygonClient: PolygonRestClient) {
     println("F Quotes")
-    var params = QuotesParameters(
-        ticker = "F",
-        limit = 2
-    )
-    polygonClient.getQuotesBlocking(params).pp()
+    val params = QuotesParameters(limit = 2)
+    polygonClient.getQuotesBlocking("F", params).pp()
 
 }
 

diff --git a/src/main/kotlin/io/polygon/kotlin/sdk/rest/Aggregates.kt b/src/main/kotlin/io/polygon/kotlin/sdk/rest/Aggregates.kt
@@ -7,6 +7,7 @@ import kotlinx.serialization.SerialName
 import kotlinx.serialization.Serializable
 
 /** See [PolygonRestClient.getAggregatesBlocking] */
+@SafeVarargs
 suspend fun PolygonRestClient.getAggregates(
     params: AggregatesParameters,
     vararg opts: PolygonRestOption

diff --git a/...in/sdk/ComparisonQueryFilterParameters.kt → ...k/rest/ComparisonQueryFilterParameters.kt b/...in/sdk/ComparisonQueryFilterParameters.kt → ...k/rest/ComparisonQueryFilterParameters.kt
@@ -1,4 +1,4 @@
-package io.polygon.kotlin.sdk
+package io.polygon.kotlin.sdk.rest
 
 import io.ktor.http.*
 

diff --git a/src/main/kotlin/io/polygon/kotlin/sdk/rest/GroupedDaily.kt b/src/main/kotlin/io/polygon/kotlin/sdk/rest/GroupedDaily.kt
@@ -6,6 +6,7 @@ import io.ktor.http.*
 import io.polygon.kotlin.sdk.rest.reference.PolygonReferenceClient
 
 /** See [PolygonRestClient.getGroupedDailyAggregatesBlocking] */
+@SafeVarargs
 suspend fun PolygonRestClient.getGroupedDailyAggregates(
     params: GroupedDailyParameters,
     vararg opts: PolygonRestOption

diff --git a/src/main/kotlin/io/polygon/kotlin/sdk/rest/PolygonRestClient.kt b/src/main/kotlin/io/polygon/kotlin/sdk/rest/PolygonRestClient.kt
@@ -75,10 +75,12 @@ constructor(
      *
      * API Doc: https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to
      */
+    @SafeVarargs
     fun getAggregatesBlocking(params: AggregatesParameters, vararg opts: PolygonRestOption): AggregatesDTO =
         runBlocking { getAggregates(params, *opts) }
 
     /** See [getAggregatesBlocking] */
+    @SafeVarargs
     fun getAggregates(
         params: AggregatesParameters,
         callback: PolygonRestApiCallback<AggregatesDTO>,
@@ -92,13 +94,15 @@ constructor(
      *
      * API Doc: https://polygon.io/docs/stocks/get_v2_aggs_grouped_locale_us_market_stocks__date
      */
+    @SafeVarargs
     fun getGroupedDailyAggregatesBlocking(
         params: GroupedDailyParameters,
         vararg opts: PolygonRestOption
     ): AggregatesDTO =
         runBlocking { getGroupedDailyAggregates(params, *opts) }
 
     /** See [getGroupedDailyAggregatesBlocking] */
+    @SafeVarargs
     fun getGroupedDailyAggregates(
         params: GroupedDailyParameters,
         callback: PolygonRestApiCallback<AggregatesDTO>,
@@ -115,31 +119,35 @@ constructor(
      *     https://polygon.io/docs/options/get_v3_trades__optionsticker
      *     https://polygon.io/docs/crypto/get_v3_trades__cryptoticker
      */
-
+    @SafeVarargs
     fun getTradesBlocking(
+        ticker: String,
         params: TradesParameters,
         vararg opts: PolygonRestOption
     ): TradesResponse =
-        runBlocking { getTrades(params, *opts) }
+        runBlocking { getTrades(ticker, params, *opts) }
 
+    @SafeVarargs
     fun getTrades(
+        ticker: String,
         params: TradesParameters,
         callback: PolygonRestApiCallback<TradesResponse>,
         vararg opts: PolygonRestOption
     ) {
-        coroutineToRestCallback(callback, { getTrades(params, *opts) })
+        coroutineToRestCallback(callback, { getTrades(ticker, params, *opts) })
     }
 
     /**
      * listTrades is an iterator wrapper for getTrades
      */
     @SafeVarargs
     fun listTrades(
+        ticker: String,
         params: TradesParameters,
         vararg opts: PolygonRestOption
-    ): RequestIterator<TradeResult> =
+    ): RequestIterator<Trade> =
         RequestIterator(
-            { getTradesBlocking(params, *opts) },
+            { getTradesBlocking(ticker, params, *opts) },
             requestIteratorFetch<TradesResponse>()
         )
 
@@ -153,20 +161,40 @@ constructor(
      *     https://polygon.io/docs/forex/get_v3_quotes__fxticker
      *     https://polygon.io/docs/options/get_v3_quotes__optionsticker
      */
+    @SafeVarargs
     fun getQuotesBlocking(
+        ticker: String,
         params: QuotesParameters,
         vararg opts: PolygonRestOption
     ): QuotesResponse =
-        runBlocking { getQuotes(params, *opts) }
+        runBlocking { getQuotes(ticker, params, *opts) }
 
+    @SafeVarargs
     fun getQuotes(
+        ticker: String,
         params: QuotesParameters,
         callback: PolygonRestApiCallback<QuotesResponse>,
         vararg opts: PolygonRestOption
     ) {
-        coroutineToRestCallback(callback, { getQuotes(params, *opts) })
+        coroutineToRestCallback(callback, { getQuotes(ticker, params, *opts) })
     }
 
+    /**
+     * Get an iterator to iterate through all pages of results for the given parameters.
+     *
+     * See [getQuotesBlocking] if you instead need to get exactly one page of results.
+     * See section "Pagination" in the README for more details on iterators.
+     */
+    @SafeVarargs
+    fun listQuotes(
+        ticker: String,
+        params: QuotesParameters,
+        vararg opts: PolygonRestOption
+    ): RequestIterator<Quote> = RequestIterator(
+        { getQuotesBlocking(ticker, params, *opts) },
+        requestIteratorFetch<QuotesResponse>()
+    )
+
     /**
      * Get the simple moving average (SMA) for a ticker symbol over a given time range.
      *
@@ -257,20 +285,6 @@ constructor(
     ) =
         coroutineToRestCallback(callback, { getTechnicalIndicatorRSI(ticker, params, *opts) })
 
-
-    /**
-     * listQuotes is an iterator wrapper for getQuotes
-     */
-    @SafeVarargs
-    fun listQuotes(
-        params: QuotesParameters,
-        vararg opts: PolygonRestOption
-    ): RequestIterator<QuoteResult> =
-        RequestIterator(
-            { getQuotesBlocking(params, *opts) },
-            requestIteratorFetch<QuotesResponse>()
-        )
-
     private val baseUrlBuilder: URLBuilder
         get() = httpClientProvider.getDefaultRestURLBuilder().apply {
             host = polygonApiDomain

diff --git a/src/main/kotlin/io/polygon/kotlin/sdk/rest/Quotes.kt b/src/main/kotlin/io/polygon/kotlin/sdk/rest/Quotes.kt
@@ -5,57 +5,38 @@ import io.ktor.http.*
 import kotlinx.serialization.SerialName
 import kotlinx.serialization.Serializable
 
+/** See [PolygonRestClient.getQuotesBlocking] */
 suspend fun PolygonRestClient.getQuotes(
+    ticker: String,
     params: QuotesParameters,
     vararg opts: PolygonRestOption
 ): QuotesResponse = fetchResult({
     path(
         "v3",
         "quotes",
-        params.ticker
+        ticker
     )
-    params.timestamp?.let { parameters["timestamp"] = it.toString() }
-    params.timestampLT?.let { parameters["timestamp.lt"] = it.toString() }
-    params.timestampLTE?.let { parameters["timestamp.lte"] = it.toString() }
-    params.timestampGT?.let { parameters["timestamp.gt"] = it.toString() }
-    params.timestampGTE?.let { parameters["timestamp.gte"] = it.toString() }
+
+    applyComparisonQueryFilterParameters("timestamp", params.timestamp)
+    params.order?.let { parameters["order"] = it }
     params.limit?.let { parameters["limit"] = it.toString() }
     params.sort?.let{ parameters["sort"] = it }
 }, *opts)
 
 
 @Builder
 data class QuotesParameters(
-    /**
-     * The ticker symbol to get quotes for.
-     */
-    val ticker: String,
-
-    /**
-     *  Query by query using nanosecond Unix epoch time.
-     *  Use timestampLT/LTE/GT/GTE for additional filtering
-     */
-    val timestamp: Long? = null,
-
-    /**
-     * Return results where this field is less than the value.
-     */
-    val timestampLT: Long? = null,
-
-    /**
-     * Return results where this field is less than or equal to the value.
-     */
-    val timestampLTE: Long? = null,
 
     /**
-     * Return results where this field is greater than the value.
+     *  Query by timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.
      */
-    val timestampGT: Long? = null,
+    val timestamp: ComparisonQueryFilterParameters<String>? = null,
 
     /**
-     * Return results where this field is greater than or equal to the value.
+     * Order results based on the sort field.
+     * Can be "asc" or "desc"
      */
-    val timestampGTE: Long? = null,
+    val order: String? = null,
 
     /**
      * Limit the number of results returned, default is 10 and max is 50000.
@@ -64,7 +45,7 @@ data class QuotesParameters(
     val limit: Int? = null,
 
     /**
-     * Field used for ordering. See docs for valid fields
+     * Field used for ordering. See API docs for valid fields
      */
     val sort: String? = null
 )
@@ -74,11 +55,11 @@ data class QuotesResponse(
     val status: String? = null,
     @SerialName("request_id") val requestID: String? = null,
     @SerialName("next_url") override val nextUrl: String? = null,
-    override val results: List<QuoteResult>? = null
-) : Paginatable<QuoteResult>
+    override val results: List<Quote>? = null
+) : Paginatable<Quote>
 
 @Serializable
-data class QuoteResult(
+data class Quote(
     @SerialName("ask_exchange") val askExchange: Int? = null,
     @SerialName("ask_price") val askPrice: Double? = null,
     @SerialName("bid_exchange") val bidExchange: Int? = null,

diff --git a/src/main/kotlin/io/polygon/kotlin/sdk/rest/TechnicalIndicators.kt b/src/main/kotlin/io/polygon/kotlin/sdk/rest/TechnicalIndicators.kt
@@ -2,8 +2,6 @@ package io.polygon.kotlin.sdk.rest
 
 import com.thinkinglogic.builder.annotation.Builder
 import io.ktor.http.*
-import io.polygon.kotlin.sdk.ComparisonQueryFilterParameters
-import io.polygon.kotlin.sdk.applyComparisonQueryFilterParameters
 import kotlinx.serialization.SerialName
 import kotlinx.serialization.Serializable