Add crypto, forex, and indices examples

examples/rest/crypto-aggregates_bars.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/crypto/get_v2_aggs_ticker__cryptoticker__range__multiplier___timespan___from___to
+# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs
+
+# API key injected below for easy use. If not provided, the script will attempt
+# to use the environment variable "POLYGON_API_KEY".
+#
+# setx POLYGON_API_KEY "<your_api_key>"   <- windows
+# export POLYGON_API_KEY="<your_api_key>" <- mac/linux
+#
+# Note: To persist the environment variable you need to add the above command
+# to the shell startup script (e.g. .bashrc or .bash_profile.
+#
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+aggs = client.get_aggs(
+    "X:BTCUSD",
+    1,
+    "day",
+    "2023-01-30",
+    "2023-02-03",
+)
+
+print(aggs)

examples/rest/crypto-conditions.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/crypto/get_v3_reference_conditions
+# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-conditions
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+conditions = []
+for c in client.list_conditions("crypto", limit=1000):
+    conditions.append(c)
+print(conditions)

examples/rest/crypto-daily_open_close.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/crypto/get_v1_open-close_crypto__from___to___date
+# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-agg
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+# make request
+request = client.get_daily_open_close_agg(
+    "X:BTCUSD",
+    "2023-01-09",
+)
+
+print(request)

examples/rest/crypto-exchanges.py

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+from polygon import RESTClient
+from polygon.rest.models import (
+    Exchange,
+)
+
+# docs
+# https://polygon.io/docs/crypto/get_v3_reference_exchanges
+# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-exchanges
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+exchanges = client.get_exchanges("crypto")
+print(exchanges)
+
+# loop over exchanges
+for exchange in exchanges:
+
+    # verify this is an exchange
+    if isinstance(exchange, Exchange):
+
+        # print exchange info
+        print(
+            "{:<15}{} ({})".format(
+                exchange.asset_class, exchange.name, exchange.operating_mic
+            )
+        )

examples/rest/crypto-grouped_daily_bars.py

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+from polygon import RESTClient
+import pprint
+
+# docs
+# https://polygon.io/docs/crypto/get_v2_aggs_grouped_locale_global_market_crypto__date
+# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-grouped-daily-aggs
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+grouped = client.get_grouped_daily_aggs(
+    "2023-01-09", locale="global", market_type="crypto"
+)
+
+# print(grouped)
+
+# pprint (short for "pretty-print") is a module that provides a more human-
+# readable output format for data structures.
+pp = pprint.PrettyPrinter(indent=2)
+pp.pprint(grouped)

examples/rest/crypto-last_trade_for_a_crypto_pair.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/crypto/get_v1_last_crypto__from___to
+# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#get-last-crypto-trade
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+trade = client.get_last_crypto_trade("BTC", "USD")
+
+print(trade)

examples/rest/crypto-market_holidays.py

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+from polygon import RESTClient
+from polygon.rest.models import (
+    MarketHoliday,
+)
+
+# docs
+# https://polygon.io/docs/crypto/get_v1_marketstatus_upcoming
+# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+holidays = client.get_market_holidays()
+# print(holidays)
+
+# print date, name, and exchange
+for holiday in holidays:
+
+    # verify this is an exchange
+    if isinstance(holiday, MarketHoliday):
+
+        print("{:<15}{:<15} ({})".format(holiday.date, holiday.name, holiday.exchange))

examples/rest/crypto-market_status.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/crypto/get_v1_marketstatus_now
+# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-status
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+result = client.get_market_status()
+print(result)

examples/rest/crypto-previous_close.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/crypto/get_v2_aggs_ticker__cryptoticker__prev
+# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-previous-close-agg
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+aggs = client.get_previous_close_agg(
+    "X:BTCUSD",
+)
+
+print(aggs)

examples/rest/crypto-snapshots_all_tickers.py

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+from polygon import RESTClient
+from polygon.rest.models import (
+    TickerSnapshot,
+    Agg,
+)
+
+# docs
+# https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers
+# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-all-snapshots
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+snapshot = client.get_snapshot_all("crypto")  # all tickers
+
+# print raw values
+print(snapshot)
+
+# crunch some numbers
+for item in snapshot:
+
+    # verify this is an TickerSnapshot
+    if isinstance(item, TickerSnapshot):
+
+        # verify this is an Agg
+        if isinstance(item.prev_day, Agg):
+
+            # verify this is a float
+            if isinstance(item.prev_day.open, float) and isinstance(
+                item.prev_day.close, float
+            ):
+
+                percent_change = (
+                    (item.prev_day.close - item.prev_day.open)
+                    / item.prev_day.open
+                    * 100
+                )
+                print(
+                    "{:<15}{:<15}{:<15}{:.2f} %".format(
+                        item.ticker,
+                        item.prev_day.open,
+                        item.prev_day.close,
+                        percent_change,
+                    )
+                )

examples/rest/crypto-snapshots_gainers_losers.py

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+from polygon import RESTClient
+from polygon.rest.models import (
+    TickerSnapshot,
+)
+
+# docs
+# https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto__direction
+# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-gainers-losers-snapshot
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+# get gainers
+gainers = client.get_snapshot_direction("crypto", "gainers")
+# print(gainers)
+
+# print ticker with % change
+for gainer in gainers:
+
+    # verify this is a TickerSnapshot
+    if isinstance(gainer, TickerSnapshot):
+
+        # verify this is a float
+        if isinstance(gainer.todays_change_percent, float):
+
+            print("{:<15}{:.2f} %".format(gainer.ticker, gainer.todays_change_percent))
+
+print()
+
+# get losers
+losers = client.get_snapshot_direction("crypto", "losers")
+# print(losers)
+
+# print ticker with % change
+for loser in losers:
+
+    # verify this is a TickerSnapshot
+    if isinstance(loser, TickerSnapshot):
+
+        # verify this is a float
+        if isinstance(loser.todays_change_percent, float):
+
+            print("{:<15}{:.2f} %".format(loser.ticker, loser.todays_change_percent))

examples/rest/crypto-snapshots_ticker.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker
+# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-ticker-snapshot
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+ticker = client.get_snapshot_ticker("crypto", "X:BTCUSD")
+print(ticker)

examples/rest/crypto-snapshots_ticker_full_book_l2.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker__book
+# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-crypto-l2-book-snapshot
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+snapshot = client.get_snapshot_crypto_book("X:BTCUSD")
+
+# print raw values
+print(snapshot)

examples/rest/crypto-technical_indicators_ema.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/crypto/get_v1_indicators_ema__cryptoticker
+# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+ema = client.get_ema("X:BTCUSD")
+print(ema)

examples/rest/crypto-technical_indicators_macd.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/crypto/get_v1_indicators_macd__cryptoticker
+# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+macd = client.get_macd("X:BTCUSD")
+print(macd)

examples/rest/crypto-technical_indicators_rsi.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/crypto/get_v1_indicators_rsi__cryptoticker
+# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+rsi = client.get_rsi("X:BTCUSD")
+print(rsi)

examples/rest/crypto-technical_indicators_sma.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/crypto/get_v1_indicators_sma__cryptoticker
+# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+sma = client.get_sma("X:BTCUSD")
+print(sma)

examples/rest/crypto-tickers.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/crypto/get_v3_reference_tickers
+# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-tickers
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+tickers = []
+for t in client.list_tickers(market="crypto", limit=1000):
+    tickers.append(t)
+print(tickers)

examples/rest/crypto-trades.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/crypto/get_v3_trades__cryptoticker
+# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#polygon.RESTClient.list_trades
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+trades = []
+for t in client.list_trades("X:BTC-USD", "2023-02-01", limit=50000):
+    trades.append(t)
+
+# prints each trade that took place
+print(trades)

examples/rest/forex-aggregates_bars.py

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+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/forex/get_v2_aggs_ticker__forexticker__range__multiplier___timespan___from___to
+# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs
+
+# API key injected below for easy use. If not provided, the script will attempt
+# to use the environment variable "POLYGON_API_KEY".
+#
+# setx POLYGON_API_KEY "<your_api_key>"   <- windows
+# export POLYGON_API_KEY="<your_api_key>" <- mac/linux
+#
+# Note: To persist the environment variable you need to add the above command
+# to the shell startup script (e.g. .bashrc or .bash_profile.
+#
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+aggs = client.get_aggs(
+    "C:EURUSD",
+    1,
+    "day",
+    "2023-01-30",
+    "2023-02-03",
+)
+
+print(aggs)