upoly 0.1.1

High performance asyncio REST client for polygon.io

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