PolygonClient

nt_market_data::polygon

Struct PolygonClient 

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pub struct PolygonClient { /* private fields */ }
Expand description

Polygon REST API client (for historical data)

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impl PolygonClient

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pub fn new(api_key: String) -> Self

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pub fn websocket(&self) -> Arc<PolygonWebSocket>

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impl MarketDataProvider for PolygonClient

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fn get_quote<'life0, 'life1, 'async_trait>( &'life0 self, symbol: &'life1 str, ) -> Pin<Box<dyn Future<Output = Result<Quote>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Get current quote for symbol
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fn get_bars<'life0, 'life1, 'async_trait>( &'life0 self, symbol: &'life1 str, start: DateTime<Utc>, end: DateTime<Utc>, timeframe: Timeframe, ) -> Pin<Box<dyn Future<Output = Result<Vec<Bar>>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Get historical bars
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fn subscribe_quotes<'life0, 'async_trait>( &'life0 self, symbols: Vec<String>, ) -> Pin<Box<dyn Future<Output = Result<QuoteStream>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Subscribe to real-time quotes
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fn subscribe_trades<'life0, 'async_trait>( &'life0 self, symbols: Vec<String>, ) -> Pin<Box<dyn Future<Output = Result<TradeStream>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Subscribe to trades
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fn health_check<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<HealthStatus>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Health check

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