In eokodie/polygon: R Websocket & REST API client for Polygon

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polygon

[](https://www.tidyverse.org/lifecycle/#experimental)

A WebSocket & RESTful API client for polygon.io.

This package is under active development. The API is likely to change and some features are incomplete.

Installation

polygon is not yet on CRAN. You can install from GitHub with:

# install.packages("remotes")
remotes::install_github("eokodie/polygon", ref = "main")

Authentication

By default, the polygon R package looks for API keys in environment variables. You can also use this to specify your token. For example:

Sys.setenv(POLYGON_TOKEN = "my-polygon-token")

These can alternatively be set on the command line or via an Renviron.site or .Renviron file.

e.g. In your .Renviron:

POLYGON_TOKEN = "my-polygon-token"

If you don't have an API key already, you can obtain one from polygon.io.

WebSocket

The WebSocket client is implemented with R6 classes to give a simplified interface. For example, you can connect to Apple Inc's real-time stock trades stream with the following:

library(polygon)
ws <- polygon::WebSocket$new(cluster = "stocks")
ws$subscribe("T.AAPL")
ws$unsubscribe("T.AAPL")
ws$close()

The polygon package enables connection to 3 real-time clusters. One for each market type:

yes <- ":heavy_check_mark:"
no <- ":heavy_multiplication_x:"

features <- tibble::tribble(
          ~Cluster, ~`Websocket Implementation`,
  "Stocks cluster",                     yes,
   "Forex Cluster",                     yes,
  "Crypto Cluster",                     yes
  )
knitr::kable(features, align = "lc")

REST

The REST client is implemented with a functional interface. Below are some examples.

You can download Apple quotes data with:

polygon::get_aggregates(
  ticker     = "AAPL",
  multiplier = 15,
  timespan   = "minute",
  from       = as.Date("2020-11-03"),
  to         = as.Date("2020-11-03")
)
#> # A tibble: 64 x 6
#>    volume  open close  high   low time               
#>     <dbl> <dbl> <dbl> <dbl> <dbl> <dttm>             
#>  1  18425  110.  110.  110.  109. 2020-11-03 09:00:00
#>  2  12067  110.  110.  110.  110. 2020-11-03 09:15:00
#>  3  14066  110.  110.  110.  110. 2020-11-03 09:30:00
#>  4  12468  110.  109.  110.  109. 2020-11-03 09:45:00
#>  5   8804  109.  109.  110.  109. 2020-11-03 10:00:00
#>  6   7713  110.  110.  110.  110. 2020-11-03 10:15:00
#>  7  12345  110.  110.  110.  110. 2020-11-03 10:30:00
#>  8  10551  110.  109.  110.  109. 2020-11-03 10:45:00
#>  9  14786  109.  109.  110.  109. 2020-11-03 11:00:00
#> 10  18022  109.  109.  109.  109. 2020-11-03 11:15:00
#> # … with 54 more rows

Which looks like this:

# remotes::install_github("eokodie/fivethemes", ref = "main")
fivethemes:::plot_candlestick(df, title = "Apple Inc.")

knitr::include_graphics("man/figures/candlestick.png")

You can get the list of currently supported locales with:

polygon::get_locales()

# # A tibble: 19 x 2
#    locale name                    
#    <chr>  <chr>                   
#  1 G      Global                  
#  2 US     United States of America
#  3 GB     Great Britain           
#  4 CA     Canada                  
#  5 NL     Netherlands             
#  6 GR     Greece                  
#  7 SP     Spain                   
#  8 DE     Germany                 
#  9 BE     Belgium                 
# 10 DK     Denmark                 
# 11 FI     Finland                 
# 12 IE     Ireland                 
# 13 PT     Portugal                
# 14 IN     India                   
# 15 MX     Mexico                  
# 16 FR     France                  
# 17 CN     China                   
# 18 CH     Switzerland             
# 19 SE     Sweden 

Get a list of supported crypto currency exchanges with.

polygon::get_exchanges_cypto()
#> # A tibble: 22 x 5
#>       id type     market name     url                      
#>    <int> <chr>    <chr>  <chr>    <chr>                    
#>  1     1 exchange crypto GDAX     https://www.gdax.com/    
#>  2     2 exchange crypto BITFINEX https://www.bitfinex.com/
#>  3     3 exchange crypto BitMEX   https://www.bitmex.com/  
#>  4     4 exchange crypto Binance  https://www.binance.com/ 
#>  5     5 exchange crypto Binance  https://gemini.com/      
#>  6     6 exchange crypto Bitstamp https://www.bitstamp.net/
#>  7     7 exchange crypto POLONIEX https://poloniex.com/    
#>  8     8 exchange crypto CEXIO    https://cex.io/          
#>  9     9 exchange crypto BitBay   https://bitbay.net/en    
#> 10    10 exchange crypto HitBTC   https://hitbtc.com/      
#> # ... with 12 more rows

Issues & Contributions

If you encounter a clear bug, please file an issue with a minimal reproducible example on GitHub.

Contributions to the package are welcome. Please start by filing an issue, outlining the bug you intend to fix or functionality you intend to add or modify.

Code of Conduct

Please note that this project is released with a Contributor Code of Conduct. By participating in this project you agree to abide by its terms.

eokodie/polygon documentation built on June 18, 2021, 10:19 p.m.