8000 Adds Futures support (alpha) · polygon-io/client-js@e46e33c · GitHub
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justinpolygonjustinpolygon
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Adds Futures support (alpha)
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‎src/rest/futures/index.ts

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import { IGet, IPolygonQuery, IRequestOptions, getWithGlobals } from "../transport/request.js";
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// ### Futures Aggregates
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export interface IFuturesAggsQuery extends IPolygonQuery {
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resolution?: string;
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"window_start"?: string;
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"window_start.gt"?: string;
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"window_start.gte"?: string;
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"window_start.lt"?: string;
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"window_start.lte"?: string;
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order?: "asc" | "desc";
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limit?: number;
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sort?: string;
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}
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export interface IFuturesAgg {
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ticker: string;
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open: number;
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high: number;
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low: number;
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close: number;
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volume: number;
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window_start: number;
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window_end: number;
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}
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export interface IFuturesAggs {
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status: string;
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request_id: string;
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results?: IFuturesAgg[];
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}
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export const listFuturesAggs = async (
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get: IGet,
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ticker: string,
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query?: IFuturesAggsQuery,
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options?: IRequestOptions
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): Promise<IFuturesAggs> =>
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get(`/futures/vX/aggs/${ticker}`, query, options);
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// ### Futures Contracts
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export interface IFuturesContract {
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ticker: string;
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name: string;
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product_code: string;
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expiration_date: string;
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}
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export interface IFuturesContracts {
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status: string;
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request_id: string;
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results?: IFuturesContract[];
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}
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export const listFuturesContracts = async (
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get: IGet,
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query?: IPolygonQuery,
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options?: IRequestOptions
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): Promise<IFuturesContracts> =>
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get(`/futures/vX/contracts`, query, options);
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export const getFuturesContract = async (
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get: IGet,
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ticker: string,
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options?: IRequestOptions
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): Promise<IFuturesContract> =>
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get(`/futures/vX/contracts/${ticker}`, undefined, options);
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// ### Futures Market Status
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export interface IFuturesMarketStatus {
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status: string;
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timestamp: number;
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}
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export const listFuturesMarketStatuses = async (
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get: IGet,
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options?: IRequestOptions
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): Promise<IFuturesMarketStatus> =>
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get(`/futures/vX/market-status`, undefined, options);
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// ### Futures Products
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export interface IFuturesProduct {
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product_code: string;
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name: string;
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description?: string;
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}
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export interface IFuturesProducts {
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status: string;
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request_id: string;
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results?: IFuturesProduct[];
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}
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export const listFuturesProducts = async (
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get: IGet,
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query?: IPolygonQuery,
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options?: IRequestOptions
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): Promise<IFuturesProducts> =>
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get(`/futures/vX/products`, query, options);
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export const getFuturesProduct = async (
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get: IGet,
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product_code: string,
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options?: IRequestOptions
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): Promise<IFuturesProduct> =>
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get(`/futures/vX/products/${product_code}`, undefined, options);
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// ### Futures Schedules
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export interface IFuturesSchedule {
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product_code?: string;
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start_date: string;
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end_date: string;
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open_time: string;
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close_time: string;
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}
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export interface IFuturesSchedules {
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status: string;
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request_id: string;
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results?: IFuturesSchedule[];
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}
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export const listFuturesSchedules = async (
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get: IGet,
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query?: IPolygonQuery,
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options?: IRequestOptions
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): Promise<IFuturesSchedules> =>
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get(`/futures/vX/schedules`, query, options);
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export const listFuturesProductSchedules = async (
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get: IGet,
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product_code: string,
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query?: IPolygonQuery,
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options?: IRequestOptions
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): Promise<IFuturesSchedules> =>
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get(`/futures/vX/products/${product_code}/schedules`, query, options);
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// ### Futures Trades
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export interface IFuturesTrade {
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price: number;
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size: number;
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timestamp: number;
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}
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export interface IFuturesTrades {
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next_url?: string;
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request_id?: string;
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results?: IFuturesTrade[];
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status?: string;
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}
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export const listFuturesTrades = async (
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get: IGet,
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ticker: string,
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query?: IPolygonQuery,
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options?: IRequestOptions
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): Promise<IFuturesTrades> =>
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get(`/futures/vX/trades/${ticker}`, query, options);
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// ### Futures Quotes
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export interface IFuturesQuote {
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ask_price: number;
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ask_size: number;
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bid_price: number;
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bid_size: number;
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timestamp: number;
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}
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export interface IFuturesQuotes {
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next_url?: string;
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request_id?: string;
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results?: IFuturesQuote[];
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status?: string;
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}
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export const listFuturesQuotes = async (
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get: IGet,
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ticker: string,
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query?: IPolygonQuery,
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options?: IRequestOptions
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): Promise<IFuturesQuotes> =>
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get(`/futures/vX/quotes/${ticker}`, query, options);
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// ### Futures Client Interface
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export interface IFuturesClient {
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listFuturesAggs: (
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ticker: string,
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query?: IFuturesAggsQuery,
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options?: IRequestOptions
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) => Promise<IFuturesAggs>;
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listFuturesContracts: (
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query?: IPolygonQuery,
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options?: IRequestOptions
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) => Promise<IFuturesContracts>;
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getFuturesContract: (
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ticker: string,
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options?: IRequestOptions
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) => Promise<IFuturesContract>;
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listFuturesMarketStatuses: (
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options?: IRequestOptions
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) => Promise<IFuturesMarketStatus>;
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listFuturesProducts: (
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query?: IPolygonQuery,
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options?: IRequestOptions
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) => Promise<IFuturesProducts>;
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getFuturesProduct: (
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product_code: string,
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options?: IRequestOptions
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) => Promise<IFuturesProduct>;
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listFuturesSchedules: (
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query?: IPolygonQuery,
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options?: IRequestOptions
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) => Promise<IFuturesSchedules>;
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listFuturesProductSchedules: (
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product_code: string,
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query?: IPolygonQuery,
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options?: IRequestOptions
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) => Promise<IFuturesSchedules>;
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listFuturesTrades: (
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ticker: string,
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query?: IPolygonQuery,
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options?: IRequestOptions
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) => Promise<IFuturesTrades>;
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listFuturesQuotes: (
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ticker: string,
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query?: IPolygonQuery,
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options?: IRequestOptions
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) => Promise<IFuturesQuotes>;
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}
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// ### Futures Client Factory
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export const futuresClient = (
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apiKey: string,
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apiBase = "https://api.polygon.io",
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options?: IRequestOptions
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): IFuturesClient => {
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const get = getWithGlobals(apiKey, apiBase, options);
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return {
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listFuturesAggs: (...args) => listFuturesAggs(get, ...args),
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listFuturesContracts: (...args) => listFuturesContracts(get, ...args),
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getFuturesContract: (...args) => getFuturesContract(get, ...args),
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listFuturesMarketStatuses: (...args) => listFuturesMarketStatuses(get, ...args),
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listFuturesProducts: (...args) => listFuturesProducts(get, ...args),
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getFuturesProduct: (...args) => getFuturesProduct(get, ...args),
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listFuturesSchedules: (...args) => listFuturesSchedules(get, ...args),
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listFuturesProductSchedules: (...args) => listFuturesProductSchedules(get, ...args),
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listFuturesTrades: (...args) => listFuturesTrades(get, ...args),
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listFuturesQuotes: (...args) => listFuturesQuotes(get, ...args),
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};
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};
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export default futuresClient;

‎src/rest/index.ts

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import { optionsClient, IOptionsClient } from "./options/index.js";
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import { stocksClient, IStocksClient } from "./stocks/index.js";
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import { indicesClient, IIndicesClient } from "./indices/index.js";
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import { futuresClient, IFuturesClient } from "./futures/index.js";
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import { IRequestOptions } from "./transport/request.js";
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export * from "./crypto/index.js";
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export * from "./forex/index.js";
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export * from "./reference/index.js";
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export * from "./options/index.js";
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export * from "./stocks/index.js";
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export * from "./indices/index.js";
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export * from "./futures/index.js";
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export * from "./universal/universalSnapshot.js";
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export * from "./transport/request.js"; // ensure types are exported
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options: IOptionsClient;
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stocks: IStocksClient;
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indices: IIndicesClient;
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futures: IFuturesClient;
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}
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export const restClient = (apiKey, apiBase?: string, options?: IRequestOptions): IRestClient => ({
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options: optionsClient(apiKey, apiBase, options),
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stocks: stocksClient(apiKey, apiBase, options),
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indices: indicesClient(apiKey, apiBase, options),
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futures: futuresClient(apiKey, apiBase, options),
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});
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export default restClient;

‎src/websockets/futures/index.ts

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import * as websocket from "websocket";
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import { getWsClient } from "../transport/index.js";
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// Futures Trade Event
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export interface IFuturesTradeEvent {
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ev: string; // e.g., "T"
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sym: string; // Symbol (e.g., "F:ESZ4")
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p: number; // Price
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s: number; // Size
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t: number; // Timestamp (Unix MS)
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c?: number[]; // Conditions
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x?: number; // Exchange ID
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}
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// Futures Quote Event
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export interface IFuturesQuoteEvent {
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ev: string; // e.g., "Q"
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sym: string; // Symbol
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bp: number; // Bid Price
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bs: number; // Bid Size
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ap: number; // Ask Price
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as: number; // Ask Size
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t: number; // Timestamp (Unix MS)
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x?: number; // Exchange ID
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}
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// Futures Aggregate Event
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export interface IFuturesAggregateEvent {
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ev: string; // e.g., "A" (second) or "AM" (minute)
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sym: string; // Symbol
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o: number; // Open Price
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c: number; // Close Price
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h: number; // High Price
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l: number; // Low Price
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v: number; // Volume
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s: number; // Start Timestamp (Unix MS)
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e: number; // End Timestamp (Unix MS)
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}
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export const getFuturesWebsocket = (
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apiKey: string,
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apiBase = "wss://socket.polygon.io"
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): websocket.w3cwebsocket => getWsClient(`${apiBase}/futures`, apiKey);
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export default getFuturesWebsocket;

‎src/websockets/index.ts

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import { getIndicesWebsocket } from "./indices/index.js";
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import { getOptionsWebsocket } from "./options/index.js";
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import { getStocksWebsocket } from "./stocks/index.js";
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import { getFuturesWebsocket } from "./futures/index.js";
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export * from "./forex/index.js";
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export * from "./indices/index.js";
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export * from "./stocks/index.js";
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export * from "./crypto/index.js";
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export * from "./options/index.js";
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export * from "./futures/index.js";
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export interface IWebsocketClient {
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crypto: () => websocket.w3cwebsocket;
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forex: () => websocket.w3cwebsocket;
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indices: () => websocket.w3cwebsocket;
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options: () => websocket.w3cwebsocket;
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stocks: () => websocket.w3cwebsocket;
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futures: () => websocket.w3cwebsocket;
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}
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export const websocketClient = (
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indices: () => getIndicesWebsocket(apiKey, apiBase),
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options: () => getOptionsWebsocket(apiKey, apiBase),
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stocks: () => getStocksWebsocket(apiKey, apiBase),
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futures: () => getFuturesWebsocket(apiKey, apiBase),
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});
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export default websocketClient;

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