Welcome to the official JVM client library SDK, written in Kotlin, for the Polygon REST and WebSocket API. This client SDK is usable by any JVM language (including in Android SDK version 21+). To get started, please see the Getting Started section in our documentation, and the sample directory for code snippets.
To use the SDK in a Gradle project:
repositories {
jcenter()
maven { url "https://jitpack.io" }
}
dependencies {
implementation 'com.github.polygon-io:client-jvm:vX.Y.Z'
}Please see the GitHub releases for the current release version.
To access real-time and historical market data with Polygon.io, you will first need to create an account and obtain an API key to authenticate your requests. If you run the samples makes sure to set the POLYGON_API_KEY environment variable for the sample code to use. To persist the environment variable you need to add the above command to the shell startup script (e.g. .bashrc or .bash_profile.
setx POLYGON_API_KEY "<your_api_key>" # windows
export POLYGON_API_KEY="<your_api_key>" # mac/linuxAfter setup, you can start using our SDK, which includes a rich set of features:
- Configurable HTTP client via HttpClientProvider
- Configurable REST request options
- Iterators to handle request pagination automatically
- Asynchronous APIs built on top of Kotlin co-routines
- Idiomatic interoperability with Java
- Synchronous and callback based APIs
- Generated builder classes for API parameter data classes
Please see the sample module in this repo for examples. There are Kotlin samples and Java sample. You can run the samples by cloning the repo and running the following commands from the repo's root directory:
Kotlin: ./gradlew kotlinSample
Java: ./gradlew javaSample
The REST API provides endpoints that let you query the latest stock, options, indices, forex, and crypto market data market data. You can request data using client methods.
Create the client using your API key.
val polygonKey = System.getenv("POLYGON_API_KEY")
val polygonClient = PolygonRestClient(
polygonKey,
httpClientProvider = okHttpClientProvider
)Get aggregate bars for a stock over a given date range in custom time window sizes.
println("AAPL Aggs:")
val params = AggregatesParameters(
ticker = "AAPL",
timespan = "day",
fromDate = "2023-07-03",
toDate = "2023-07-07",
limit = 50_000,
)
polygonClient.getAggregatesBlocking(params)Get trades for a ticker symbol in a given time range.
println("AAPL Trades:")
val params = TradesParameters(timestamp = ComparisonQueryFilterParameters.equal("2023-02-01"), limit = 2)
polygonClient.getTradesBlocking("AAPL", params)Get the last trade for a given stock.
println("Last AAPL trade:")
polygonClient.stocksClient.getLastTradeBlockingV2("AAPL")Get the NBBO quotes for a ticker symbol in a given time range.
println("AAPL Quotes:")
val params = QuotesParameters(timestamp = ComparisonQueryFilterParameters.equal("2023-02-01"), limit = 2)
polygonClient.getQuotesBlocking("AAPL", params)Get the last NBBO quote for a given stock.
println("Last AAPL quote:")
polygonClient.stocksClient.getLastQuoteBlockingV2("AAPL")Please see more detailed code in the sample directory.
The WebSocket API provides streaming access to the latest stock, options, indices, forex, and crypto market data. You can specify which channels you want to consume by sending instructions in the form of actions. Our WebSockets emit events to notify you when an event has occurred in a channel you've subscribed to.
Our WebSocket APIs are based on entitlements that control which WebSocket Clusters you can connect to and which kinds of data you can access. You can login to see examples that include your API key and are personalized to your entitlements.
package io.polygon.kotlin.sdk.sample
import io.polygon.kotlin.sdk.websocket.*
import kotlinx.coroutines.delay
suspend fun stocksWebsocketSample(polygonKey: String) {
val websocketClient = PolygonWebSocketClient(
polygonKey,
Feed.RealTime,
Market.Stocks,
object : PolygonWebSocketListener {
override fun onAuthenticated(client: PolygonWebSocketClient) {
println("Connected!")
}
override fun onReceive(
client: PolygonWebSocketClient,
message: PolygonWebSocketMessage
) {
when (message) {
is PolygonWebSocketMessage.RawMessage -> println(String(message.data))
else -> println("Receieved Message: $message")
}
}
override fun onDisconnect(client: PolygonWebSocketClient) {
println("Disconnected!")
}
override fun onError(client: PolygonWebSocketClient, error: Throwable) {
println("Error: ")
error.printStackTrace()
}
})
val subscriptions = listOf(
PolygonWebSocketSubscription(PolygonWebSocketChannel.Stocks.Trades, "*"),
//PolygonWebSocketSubscription(PolygonWebSocketChannel.Stocks.Quotes, "*"),
//PolygonWebSocketSubscription(PolygonWebSocketChannel.Stocks.AggPerSecond, "*"),
//PolygonWebSocketSubscription(PolygonWebSocketChannel.Stocks.AggPerMinute, "*")
)
websocketClient.connect()
websocketClient.subscribe(subscriptions)
delay(65_000)
websocketClient.unsubscribe(subscriptions)
websocketClient.disconnect()
}Please see more detailed code in the sample directory.
Added in v4.1.0
For most use-cases, the default request options will do the trick,
but if you need some more flexibility on a per-request basis,
you can configure individual REST API requests with PolygonRestOptions.
For more info on what you can configure with request options, see docs in PolygonRequestOptions.kt.
In particular if you're an enterprise Launchpad user, see the helper function
withEdgeHeaders in PolygonRequestOptions.kt.
The Polygon REST API supports pagination for APIs that return a list of results. For more information on how pagination works at the API level, see this blog post, but note that as a user of this SDK, you won't need to worry about the details at the API level.
This SDK offers iterators that support automatically fetching subsequent pages of results.
Functions that begin with list (such as PolygonReferenceClient.listSupportedTickers)
will return a RequestIterator
which implements Iterator so you can use it to iterate over all results in a dataset even if it means making additional requests for extra pages of results.
Note that RequestIterators are lazy and will only make API requests when necessary.
That means that calling a list* function does not block and does not make any API requests until the first call to
hasNext on the returned iterator.
See KotlinIteratorSample.kt and JavaIteratorSample.java for example usages of iterators.
limit effectively sets the page size for your request iterator.
For example setting limit=10 in the params would mean the iterator
receives 10 results from the Polygon API at time.
In most cases, it's not possible to know ahead of time how many requests an iterator will make to receive everything in a dataset. This is because we usually won't know how many total results to expect.
In general, an iterator will make num_total_results / page_size requests to the Polygon API.
Where page_size is determined by the limit request parameter (discussed above).
This client will attempt to follow the release cadence of our API. When endpoints are deprecated and newer versions are added, the client will maintain two methods in a backwards compatible way (e.g. listTrades and listTradesV4(...)). When deprecated endpoints are removed from the API, we'll rename the versioned method (e.g. listTradesV4(...) -> listTrades(...)), remove the old method, and release a new major version of the client. The goal is to give users ample time to upgrade to newer versions of our API before we bump the major version of the client, and in general, we'll try to bundle breaking changes like this to avoid frequent major version bumps.
There are a couple exceptions to this.
When we find small breaking issues with this client library (e.g. incorrect response types),
we may decide to release them under the same major version.
These changes will be clearly outlined in the release notes.
Also, methods that fall under the Experimental client (and annotated with @ExperimentalAPI)
are considered experimental and may be modified or deprecated as needed.
We'll call out any breaking changes to VX endpoints in our release notes to make using them easier.
If you found a bug or have an idea for a new feature, please first discuss it with us by submitting a new issue. We will respond to issues within at most 3 weeks. We're also open to volunteers if you want to submit a PR for any open issues but please discuss it with us beforehand. PRs that aren't linked to an existing issue or discussed with us ahead of time will generally be declined. If you have more general feedback or want to discuss using this client with other users, feel free to reach out on our Slack channel.
Before cutting a new release, be sure to update Version!
Inside the .polygon directory there are openapi specs for REST and websocket APIs.
Keep these specs up to date with what the library currently supports.
We use these specs to automatically check if a new API or feature has been released that this client doesn't yet support.
To manually update the specs to the latest version, run ./gradlew restSpec websocketSpec