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Module websocket

Module websocket 

Source
Expand description

Polygon.io WebSocket streaming for real-time market data.

Provides real-time trades, quotes, and aggregate bars for stocks, options, forex, crypto, futures, and indices.

§Example

use finance_query::adapters::polygon;
use finance_query::adapters::polygon::websocket::*;
use futures::StreamExt;

polygon::init("YOUR_KEY")?;
let mut stream = PolygonStream::from_singleton()?
    .cluster(Cluster::Stocks)
    .subscribe(&["T.AAPL", "Q.AAPL", "AM.AAPL"])
    .build()
    .await?;

while let Some(msg) = stream.next().await {
    println!("{:?}", msg);
}

Structs§

PolygonStream
A real-time Polygon WebSocket stream.
PolygonStreamBuilder
Builder for a Polygon WebSocket stream.
StreamAggregate
A real-time aggregate bar message.
StreamQuote
A real-time quote message.
StreamTrade
A real-time trade message.

Enums§

Cluster
WebSocket cluster (asset class).
PolygonMessage
A parsed WebSocket message from Polygon.