add last trade (#404)

* add last trade

* fmt

* correctly parse snapshot

Author: aitzkovitz

polygon/rest/models/snapshot.py

@@ -156,6 +156,21 @@ def from_dict(d):
         return LastQuoteOptionContractSnapshot(**d)
 
 
+@modelclass
+class LastTradeOptionContractSnapshot:
+    "Contains data for the most recent trade for an options contract."
+    price: Optional[float] = None
+    sip_timestamp: Optional[int] = None
+    size: Optional[int] = None
+    conditions: Optional[List[int]] = None
+    exchange: Optional[int] = None
+    timeframe: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return LastTradeOptionContractSnapshot(**d)
+
+
 @modelclass
 class Greeks:
     "Contains data for the greeks in an options contract."
@@ -193,6 +208,7 @@ class OptionContractSnapshot:
     greeks: Optional[Greeks] = None
     implied_volatility: Optional[float] = None
     last_quote: Optional[LastQuoteOptionContractSnapshot] = None
+    last_trade: Optional[LastTradeOptionContractSnapshot] = None
     open_interest: Optional[float] = None
     underlying_asset: Optional[UnderlyingAsset] = None
 
@@ -211,6 +227,9 @@ def from_dict(d):
             last_quote=None
             if "last_quote" not in d
             else LastQuoteOptionContractSnapshot.from_dict(d["last_quote"]),
+            last_trade=None
+            if "last_trade" not in d
+            else LastTradeOptionContractSnapshot.from_dict(d["last_trade"]),
             open_interest=d.get("open_interest", None),
             underlying_asset=None
             if "underlying_asset" not in d

test_rest/mocks/v3/snapshot/options/AAPL.json

@@ -39,6 +39,14 @@
       "midpoint": 29.075,
       "timeframe": "REAL-TIME"
     },
+    "last_trade":{
+      "price": 29.25,
+      "sip_timestamp": 1678718527714665700,
+      "size": 1,
+      "conditions": [209],
+      "exchange": 309,
+      "timeframe": "REAL-TIME"
+    },
     "open_interest": 8133,
     "underlying_asset": {
       "change_to_break_even": 19.11439999999999,
@@ -49,4 +57,4 @@
     }
   }],
   "status": "OK"
-}
+}

test_rest/mocks/v3/snapshot/options/AAPL/O;AAPL230616C00150000.json

@@ -38,6 +38,14 @@
             "midpoint": 29.075,
             "timeframe": "REAL-TIME"
         },
+        "last_trade":{
+            "price": 29.25,
+            "sip_timestamp": 1678718527714665700,
+            "size": 1,
+            "conditions": [209],
+            "exchange": 309,
+            "timeframe": "REAL-TIME"
+        },
         "open_interest": 8133,
         "underlying_asset": {
             "change_to_break_even": 19.11439999999999,
@@ -48,4 +56,4 @@
         }
     },
     "status": "OK"
-}
+}

test_rest/test_snapshots.py

@@ -9,6 +9,7 @@
     OrderBookQuote,
     UnderlyingAsset,
     LastQuoteOptionContractSnapshot,
+    LastTradeOptionContractSnapshot,
     Greeks,
     OptionDetails,
     DayOptionContractSnapshot,
@@ -201,6 +202,14 @@ def test_get_snapshot_option(self):
                 midpoint=29.075,
                 timeframe="REAL-TIME",
             ),
+            last_trade=LastTradeOptionContractSnapshot(
+                price=29.25,
+                sip_timestamp=1678718527714665700,
+                size=1,
+                conditions=[209],
+                exchange=309,
+                timeframe="REAL-TIME",
+            ),
             open_interest=8133,
             underlying_asset=UnderlyingAsset(
                 change_to_break_even=19.11439999999999,
@@ -253,6 +262,14 @@ def test_list_snapshot_options_chain(self):
                     midpoint=29.075,
                     timeframe="REAL-TIME",
                 ),
+                last_trade=LastTradeOptionContractSnapshot(
+                    price=29.25,
+                    sip_timestamp=1678718527714665700,
+                    size=1,
+                    conditions=[209],
+                    exchange=309,
+                    timeframe="REAL-TIME",
+                ),
                 open_interest=8133,
                 underlying_asset=UnderlyingAsset(
                     change_to_break_even=19.11439999999999,