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Index ¶
Constants ¶
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Functions ¶
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Types ¶
type Client ¶
type Client struct {
// contains filtered or unexported fields
}
Client defines a client to the Polygon WebSocket API.
func (*Client) Close ¶
func (c *Client) Close()
Close attempts to gracefully close the connection to the server.
func (*Client) Connect ¶
Connect dials the WebSocket server and starts the read/write and process threads. If any subscription messages are pushed before connecting, it will also send those to the server.
func (*Client) Error ¶ added in v0.7.0
Error returns an error channel. If the client hits a fatal error (e.g. auth failed), it will push an error to this channel and close the connection.
type Config ¶
type Config struct {
// APIKey is the API key used to authenticate against the server.
APIKey string
// Feed is the data feed (e.g. Delayed, RealTime) which represents the server host.
Feed Feed
// Market is the type of market (e.g. Stocks, Crypto) used to connect to the server.
Market Market
// MaxRetries is the maximum number of retry attempts that will occur. If the maximum
// is reached, the client will close the connection. Omitting this will cause the
// client to reconnect indefinitely until the user closes it.
MaxRetries *uint64
// RawData is a flag indicating whether data should be returned as a raw JSON or raw bytes. If BypassRawDataRouting is unset
// then the data will be returned as raw JSON, otherwise it will be raw bytes.
RawData bool
// BypassRawDataRouting is a flag that interacts with the RawData flag. If RawData flag is unset then this flag is ignored.
// If RawData is `true`, then this flag indicates whether the raw data should be parsed as json.RawMessage
// and routed via the client's internal logic (`BypassRawDataRouting=false`), or returned to the application code as []byte (`BypassRawDataRouting=true`).
// If this flag is `true`, it's up to the caller to handle all message types including auth and subscription responses.
BypassRawDataRouting bool
// ReconnectCallback is a callback that is triggered on automatic reconnects by the websocket client.
// This can be useful for implementing additional logic around reconnect paths e.g. logging, metrics
// or managing the connection. The callback function takes as input an error type which will be non-nil
// if the reconnect attempt has failed and is being retried, and will be nil on reconnect success.
ReconnectCallback func(error)
// Log is an optional logger. Any logger implementation can be used as long as it
// implements the basic Logger interface. Omitting this will disable client logging.
Log Logger
}
Config is a set of WebSocket client options.
type Feed ¶
type Feed string
Feed is the data feed (e.g. Delayed, RealTime) which represents the server host.
const ( Delayed Feed = "wss://delayed.polygon.io" RealTime Feed = "wss://socket.polygon.io" Nasdaq Feed = "wss://nasdaqfeed.polygon.io" PolyFeed Feed = "wss://polyfeed.polygon.io" PolyFeedPlus Feed = "wss://polyfeedplus.polygon.io" StarterFeed Feed = "wss://starterfeed.polygon.io" LaunchpadFeed Feed = "wss://launchpad.polygon.io" BusinessFeed Feed = "wss://business.polygon.io" EdgxBusinessFeed Feed = "wss://edgx-business.polygon.io" IEXBusiness Feed = "wss://iex-business.polygon.io" DelayedBusinessFeed Feed = "wss://delayed-business.polygon.io" DelayedEdgxBusinessFeed Feed = "wss://delayed-edgx-business.polygon.io" DelayedNasdaqLastSaleBusinessFeed Feed = "wss://delayed-nasdaq-last-sale-business.polygon.io" DelayedNasdaqBasicFeed Feed = "wss://delayed-nasdaq-basic-business.polygon.io" DelayedFullMarketBusinessFeed Feed = "wss://delayed-fullmarket-business.polygon.io" FullMarketBusinessFeed Feed = "wss://fullmarket-business.polygon.io" NasdaqLastSaleBusinessFeed Feed = "wss://nasdaq-last-sale-business.polygon.io" NasdaqBasicBusinessFeed Feed = "wss://nasdaq-basic-business.polygon.io" )
type Logger ¶
type Logger interface {
Debugf(template string, args ...any)
Infof(template string, args ...any)
Errorf(template string, args ...any)
}
Logger is a basic logger interface used for logging within the client.
type Market ¶
type Market string
Market is the type of market (e.g. Stocks, Crypto) used to connect to the server.
type Topic ¶
type Topic uint8
Topic is the data type used to subscribe and retrieve data from the server.
const ( StocksSecAggs Topic = 11 StocksMinAggs Topic = 12 StocksTrades Topic = 13 StocksQuotes Topic = 14 StocksImbalances Topic = 15 StocksLULD Topic = 16 StocksLaunchpadMinAggs Topic = 17 StocksLaunchpadValue Topic = 18 OptionsSecAggs Topic = 31 OptionsMinAggs Topic = 32 OptionsTrades Topic = 33 OptionsQuotes Topic = 34 OptionsLaunchpadMinAggs Topic = 35 OptionsLaunchpadValue Topic = 36 ForexSecAggs Topic = 51 ForexMinAggs Topic = 52 ForexQuotes Topic = 53 ForexLaunchpadMinAggs Topic = 54 ForexLaunchpadValue Topic = 55 CryptoSecAggs Topic = 71 CryptoMinAggs Topic = 72 CryptoTrades Topic = 73 CryptoQuotes Topic = 74 CryptoL2Book Topic = 75 CryptoLaunchpadMinAggs Topic = 76 CryptoLaunchpadValue Topic = 77 IndexSecAggs Topic = 90 IndexMinAggs Topic = 91 IndexValue Topic = 92 BusinessFairMarketValue Topic = 100 FutureSecAggs Topic = 111 FutureMinAggs Topic = 112 FutureTrades Topic = 113 FutureQuotes Topic = 114 )
The launchpad topics should be used for any asset class when connecting to the Launchpad feed
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