184 lines
5.5 KiB
Markdown
184 lines
5.5 KiB
Markdown
# Polygon.io
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[Polygon.io's](https://polygon.io/?utm_source=affiliate&utm_campaign=pythonlwcharts) market data API is directly integrated within lightweight-charts-python, and is easy to use within the library.
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___
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````{py:class} PolygonAPI
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This class should be accessed from the `polygon` attribute, which is contained within all chart types.
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`chart.polygon.<method>`
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The `stock`, `option`, `index`, `forex`, and `crypto` methods of `chart.polygon` have common parameters:
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* `timeframe`: The timeframe to be used (`'1min'`, `'5min'`, `'H'`, `'2D'`, `'5W'` etc.)
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* `start_date`: The start date given in the format `YYYY-MM-DD`.
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* `end_date`: The end date given in the same format. By default this is `'now'`, which uses the time now.
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* `limit`: The maximum number of base aggregates to be queried to create the aggregate results.
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* `live`: When set to `True`, a websocket connection will be used to update the chart or subchart in real-time.
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* These methods will also return a boolean representing whether the request was successful.
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The `websockets` library is required when using live data.
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```{important}
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When using live data and the standard `show` method, the `block` parameter __must__ be set to `True` in order for the data to congregate on the chart (`chart.show(block=True)`).
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`show_async` can also be used with live data.
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```
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For Example:
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```python
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from lightweight_charts import Chart
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if __name__ == '__main__':
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chart = Chart()
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chart.polygon.api_key('<API-KEY>')
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chart.polygon.stock(
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symbol='AAPL',
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timeframe='5min',
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start_date='2023-06-09'
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)
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chart.show(block=True)
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```
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___
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```{py:method} api_key(key: str)
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Sets the API key for the chart. Subsequent `SubChart` objects will inherit the API key given to the parent chart.
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```
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___
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```{py:method} stock(symbol: str, timeframe: str, start_date: str, end_date: str, limit: int, live: bool) -> bool
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Requests and displays stock data pulled from Polygon.io.
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`async_stock` can also be used.
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```
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___
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```{py:method} option(symbol: str, timeframe: str, expiration: str, right: 'C' | 'P', strike: NUM, end_date: str, limit: int, live: bool) -> bool
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Requests and displays option data pulled from Polygon.io.
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A formatted option ticker (SPY251219C00650000) can also be given to the `symbol` parameter, allowing for `expiration`, `right`, and `strike` to be left blank.
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`async_option` can also be used.
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```
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___
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```{py:method} index(symbol: str, timeframe: str, start_date: str, end_date: str, limit: int, live: bool) -> bool
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Requests and displays index data pulled from Polygon.io.
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`async_index` can also be used.
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```
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___
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```{py:method} forex(fiat_pair: str, timeframe: str, start_date: str, end_date: str, limit: int, live: bool) -> bool
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Requests and displays a forex pair pulled from Polygon.io.
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The two currencies should be separated by a '-' (`USD-CAD`, `GBP-JPY`, etc.).
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`async_forex` can also be used.
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```
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___
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```{py:method} crypto(crypto_pair: str, timeframe: str, start_date: str, end_date: str, limit: int, live: bool) -> bool
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Requests and displays a crypto pair pulled from Polygon.io.
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The two currencies should be separated by a '-' (`BTC-USD`, `ETH-BTC`, etc.).
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`async_crypto` can also be used.
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```
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___
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```{py:method} log(info: bool)
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If `True`, informational log messages (connection, subscriptions etc.) will be displayed in the console.
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Data errors will always be shown in the console.
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```
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````
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___
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````{py:class} PolygonChart(api_key: str, num_bars: int, limit: int, end_date: str, timeframe_options: tuple, security_options: tuple, live: bool)
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The `PolygonChart` provides an easy and complete way to use the Polygon.io API within lightweight-charts-python.
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This object requires the `websockets` library for live data.
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All data is requested within the chart window through searching and selectors.
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As well as the parameters from the [Chart](https://lightweight-charts-python.readthedocs.io/en/latest/charts.html#chart) object, PolygonChart also has the parameters:
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* `api_key`: The user's Polygon.io API key.
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* `num_bars`: The target number of bars to be displayed on the chart
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* `limit`: The maximum number of base aggregates to be queried to create the aggregate results.
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* `end_date`: The end date of the time window.
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* `timeframe_options`: The selectors to be included within the timeframe selector.
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* `security_options`: The selectors to be included within the security selector.
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* `live`: If True, the chart will update in real-time.
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___
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For Example:
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```python
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from lightweight_charts import PolygonChart
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if __name__ == '__main__':
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chart = PolygonChart(
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api_key='<API-KEY>',
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num_bars=200,
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limit=5000,
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live=True
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)
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chart.show(block=True)
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```
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````
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```{py:function} polygon.get_bar_data(ticker: str, timeframe: str, start_date: str, end_date: str, limit: int = 5_000) -> pd.DataFrame
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Module function which returns a formatted Dataframe of the requested aggregate data.
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`ticker` should be prefixed for the appropriate security type (eg. `I:NDX`)
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```
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```{py:function} polygon.subscribe(ticker: str, sec_type: SEC_TYPE, func: callable, args: tuple, precision=2)
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:async:
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Subscribes the given callable to live data from polygon. emitting a dictionary (and any given arguments) to the function.
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```
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```{py:function} polygon.unsubscribe(func: callable)
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:async:
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Unsubscribes the given function from live data.
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The ticker will only be unsubscribed if there are no additional functions that are currently subscribed.
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```
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