Struct PolygonWebSocket 

pub struct PolygonWebSocket { /* private fields */ }

Polygon WebSocket client with high-performance streaming

Implementations

impl PolygonWebSocket

pub fn new(api_key: String) -> Self

Create new Polygon WebSocket client

pub async fn connect(&self) -> Result<()>

Connect to Polygon WebSocket and authenticate

pub async fn subscribe( &self, symbols: Vec<String>, channels: Vec<PolygonChannel>, ) -> Result<()>

Subscribe to market data channels

pub async fn unsubscribe(&self, symbols: Vec<String>) -> Result<()>

Unsubscribe from channels

pub fn stream(&self) -> impl Stream<Item = PolygonEvent>

Get event stream

pub fn quote_stream(&self) -> impl Stream<Item = Result<Quote>>

Get quote stream (filtered)

pub fn trade_stream(&self) -> impl Stream<Item = Result<Trade>>

Get trade stream (filtered)

pub fn bar_stream(&self) -> impl Stream<Item = Result<Bar>>

Get aggregate bar stream (filtered)

pub fn is_connected(&self) -> bool

Check if connection is active

pub fn get_subscriptions(&self) -> Vec<(String, Vec<PolygonChannel>)>

Get active subscriptions