polygon_io 4.2.1

Rust [Polygon.io](https://polygon.io) client that verifies timestamps are in queried ranges and uses nanoseconds. Converts to EST for equities. Built on ureq and chrono.
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81

use serde::{de, Deserialize, Serialize};
use std::fmt;

pub mod aggs;
pub mod grouped;
pub mod last;

fn f64_to_u64<'de, D>(deserializer: D) -> Result<u64, D::Error>
where
	D: de::Deserializer<'de>
{
	struct JsonNumberVisitor;

	impl<'de> de::Visitor<'de> for JsonNumberVisitor {
		type Value = u64;

		fn expecting(&self, formatter: &mut fmt::Formatter) -> fmt::Result {
			formatter.write_str("a u64")
		}

		fn visit_u64<E>(self, value: u64) -> Result<Self::Value, E>
		where
			E: de::Error
		{
			Ok(value)
		}

		fn visit_f64<E>(self, value: f64) -> Result<Self::Value, E>
		where
			E: de::Error
		{
			let res = value as u64;
			if value == res as f64 {
				Ok(value as u64)
			} else {
				Err(E::custom(format!("cannot convert {} to u64", value)))
			}
		}
	}
	deserializer.deserialize_any(JsonNumberVisitor)
}

fn default_num_ticks() -> u64 { u64::MAX }

fn default_vwap() -> f32 { f32::NAN }
// This is shared between these two structures:
// 1. Grouped:
// { o, h, l, c, v, t, vw, n, T }
// 2. Aggs:
// { o, h, l, c, v, t, vw, n }
#[derive(Debug, Serialize, Deserialize)]
pub struct Candle {
	#[serde(rename(deserialize = "t"))]
	pub ts:        i64,
	#[serde(rename(deserialize = "T"), default)]
	pub symbol:    String,
	#[serde(rename(deserialize = "o"))]
	pub open:      f64,
	#[serde(rename(deserialize = "h"))]
	pub high:      f64,
	#[serde(rename(deserialize = "l"))]
	pub low:       f64,
	#[serde(rename(deserialize = "c"))]
	pub close:     f64,
	#[serde(rename(deserialize = "v"), deserialize_with = "f64_to_u64")]
	pub volume:    u64,
	#[serde(rename(deserialize = "vw"), default = "default_vwap")]
	pub vwap:      f32,
	#[serde(
		rename(deserialize = "n"),
		default = "default_num_ticks",
		deserialize_with = "f64_to_u64"
	)]
	pub num_ticks: u64
}

#[derive(Deserialize)]
pub struct CandleResponse {
	#[serde(default)] // On 2020-12-07 started being omitted instead of empty
	pub results: Vec<Candle>
}