High performance asyncio REST client for polygon.io
Project description
upoly
An Asyncio based, high performance, REST client libary for interacting with the polygon REST api.
Requires Python >=3.8,<=3.9
Installation
This library makes use of some high performance packages written in C
/Rust
(uvloop, orjson) so it may require python-dev
on ubuntu or similar on
other OS's.
Usage
Reccomend to create a copy of ./env.sample
as ./env
. Make sure .env
is listed
in .gitignore
.
POLYGON_KEY_ID=REPACEWITHPOLYGONORALPACAKEYHERE
Many alternatives to .env
exist. One such alternative is exporting
like so:
#!/bin/env bash
export POLYGON_KEY_ID=REPACEWITHPOLYGONORALPACAKEYHERE
# yourscript.py
import pytz
from dotenv import load_dotenv
import pandas as pd
# load Polygon key from .env file
load_dotenv()
# alternatively run from cli with:
# POLYGON_KEY_ID=@#*$sdfasd python yourscript.py
# Not recommend but can be set with os.environ["POLYGON_KEY_ID"] as well
from upoly import async_polygon_aggs
NY = pytz.timezone("America/New_York")
# Must be a NY, pandas Timestamp
start = pd.Timestamp("2015-01-01", tz=NY)
end = pd.Timestamp("2020-01-01", tz=NY)
df = async_polygon_aggs("AAPL", "minute", 1, start, end)
TODO
- unit tests
- regression tests
- integration tests
-
/trade
endpoint functionality for tick data
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