Websockets (#153)

* fix releasing (7)

* initial working

* checkpoint

* sub/unsub while connected

* handle special topic.* case

* Websocket Models (#152)

* websocket test scaffolding

* cleanup

* don't lint 3.7

* don't unit test 3.7

* lint

* better parsing status messages

* fix docs

* cleanup

* fix doc

* lint

Co-authored-by: Darcy Linde <[email protected]>

Author: clickingbuttons

.github/workflows/lint.yml

@@ -14,7 +14,7 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        python-version: ['3.7', '3.8', '3.9', '3.10']
+        python-version: ['3.8', '3.9', '3.10']
     name: Lint ${{ matrix.python-version }}
     steps:
       - uses: actions/checkout@v3

.github/workflows/release.yml

@@ -23,8 +23,11 @@ jobs:
         run: poetry config pypi-token.pypi ${{ secrets.POETRY_HTTP_BASIC_PYPI_PASSWORD }}
       - name: Install pypi deps
         run: poetry install
+      - name: Get tag
+        id: tag
+        uses: dawidd6/action-get-tag@v1
       - name: Version according to tag
-        run: poetry version $(git describe --tags)
+        run: poetry version ${{ steps.tag.outputs.tag }}
       - name: Build
         run: poetry build
       - name: Publish to PyPi

.github/workflows/test.yml

@@ -14,8 +14,8 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        python-version: ['3.7', '3.8', '3.9', '3.10']
-    name: Lint ${{ matrix.python-version }}
+        python-version: ['3.8', '3.9', '3.10']
+    name: Unit test ${{ matrix.python-version }}
     steps:
       - uses: actions/checkout@v3
       - name: Setup Python

Makefile

@@ -6,7 +6,7 @@ YELLOW := $(shell tput -Txterm setaf 3)
 WHITE  := $(shell tput -Txterm setaf 7)
 RESET  := $(shell tput -Txterm sgr0)
 
-.PHONY: help lint style static test
+.PHONY: help lint style static test test_rest test_websocket
 
 ## Show help
 help:
@@ -22,16 +22,21 @@ help:
 
 ## Check code style
 style:
-	poetry run black $(if $(CI),--check,) polygon tests
+	poetry run black $(if $(CI),--check,) polygon test_*
 
 ## Check static types
 static:
-	poetry run mypy polygon tests
+	poetry run mypy polygon test_*
 
 ## Check code style and static types
 lint: style static
 
 ## Run unit tests
-test:
-	poetry run python -m unittest discover -s tests
+test_rest:
+	poetry run python -m unittest discover -s test_rest
+
+test_websocket:
+	poetry run python -m unittest discover -s test_websocket
+
+test: test_rest test_websocket
 

README.md

@@ -41,3 +41,20 @@ from polygon import RESTClient
 client = RESTClient() # Uses POLYGON_API_KEY env var. Can optionally supply your key.
 response = client.get_aggs("AAPL", 1, "day", "2005-04-01", "2005-04-04", raw=True)
 ```
+
+### Streaming websockets
+
+```python
+from polygon import WebSocketClient
+from polygon.websocket.models import Market, Feed, WebSocketMessage
+import asyncio
+
+client = WebSocketClient(market=Market.Stocks, feed=Feed.RealTime) # Uses POLYGON_API_KEY env var. Can optionally supply your key.
+client.subscribe('T.AAPL')
+
+def handle_msg(msg: WebSocketMessage):
+	print(msg)
+
+asyncio.run(client.connect(handle_msg))
+```
+

docs/source/Getting-Started.rst

@@ -173,4 +173,18 @@ If it is a paginated :code:`list_*` response it's up to you to handle the "next_
 Websocket client usage
 ----------------------
 
-Coming soon.
+.. code-block:: python
+
+  from polygon import WebSocketClient
+  from polygon.websocket.models import Market, Feed, WebSocketMessage
+  from typing import List
+  import asyncio
+
+  client = WebSocketClient(market=Market.Stocks, feed=Feed.RealTime) # Uses POLYGON_API_KEY env var. Can optionally supply your key.
+  client.subscribe('T.AAPL')
+
+  async def handle_msg(msg: List[WebSocketMessage]):
+    print(msg)
+
+  asyncio.run(client.connect(handle_msg))
+

docs/source/WebSockets.rst

@@ -0,0 +1,30 @@
+.. _websockets_header:
+
+WebSockets
+==========
+
+===========
+Init client
+===========
+.. automethod:: polygon.WebSocketClient.__init__
+
+============================
+Connect
+============================
+.. automethod:: polygon.WebSocketClient.connect
+
+============================
+Subscribe
+============================
+.. automethod:: polygon.WebSocketClient.subscribe
+
+============================
+Unsubscribe
+============================
+.. automethod:: polygon.WebSocketClient.unsubscribe
+
+============================
+Close
+============================
+.. automethod:: polygon.WebSocketClient.close
+

docs/source/index.rst

@@ -9,6 +9,7 @@ This documentation is for the Python client only. For details about the response
 
   Getting-Started
   Aggs
+  WebSockets
   Snapshot
   Quotes
   Reference

poetry.lock

@@ -1 +1,2 @@
 from .rest import RESTClient
+from .websocket import WebSocketClient