Update WebSocket message parsing and types w/ feedback updates (#122)

* Update WebSocket message parsing and types
polygon-io · Aug 9, 2023 · 23166d0 · 23166d0
1 parent c92592d
commit 23166d0
Show file tree

Hide file tree

Showing 11 changed files with 587 additions and 187 deletions.
diff --git a/sample/src/main/java/io/polygon/kotlin/sdk/sample/JavaUsageSample.java b/sample/src/main/java/io/polygon/kotlin/sdk/sample/JavaUsageSample.java
@@ -73,7 +73,8 @@ public void onError(Throwable error) {
     public static void websocketSample(String polygonKey) {
         PolygonWebSocketClient client = new PolygonWebSocketClient(
                 polygonKey,
-                PolygonWebSocketCluster.Crypto,
+                Feed.RealTime.INSTANCE,
+                Market.Crypto.INSTANCE,
                 new DefaultPolygonWebSocketListener() {
                     @Override
                     public void onReceive(@NotNull PolygonWebSocketClient client, @NotNull PolygonWebSocketMessage message) {
@@ -111,15 +112,15 @@ public void onError(@NotNull PolygonWebSocketClient client, @NotNull Throwable e
     public static void websocketLaunchpadSample(String polygonKey) {
         PolygonWebSocketClient client = new PolygonWebSocketClient(
                 polygonKey,
-                PolygonWebSocketCluster.Crypto, // Available in Stocks, Options, Forex, Crypto
+                Feed.RealTime.INSTANCE,
+                Market.LaunchpadStocks.INSTANCE,
                 new DefaultPolygonWebSocketListener() {
                     @Override
                     public void onReceive(@NotNull PolygonWebSocketClient client, @NotNull PolygonWebSocketMessage message) {
                         if (message instanceof PolygonWebSocketMessage.LaunchpadMessage) {
                             System.out.println("Launchpad " + message);
                         } else {
-
-                            System.out.println(message);
+                            System.out.println(message.toString());
                         }
                     }
 
@@ -128,29 +129,21 @@ public void onError(@NotNull PolygonWebSocketClient client, @NotNull Throwable e
                         System.out.println("Error in websocket");
                         error.printStackTrace();
                     }
-                },
-                Channel.UNLIMITED,
-                new DefaultJvmHttpClientProvider(),
-                "launchpad.polygon.io");
+                });
 
         client.connectBlocking();
 
         List<PolygonWebSocketSubscription> subs = Collections.singletonList(
-                new PolygonWebSocketSubscription(PolygonWebSocketChannel.Launchpad.Aggregates.INSTANCE, "X:BTC-USD"));
+                new PolygonWebSocketSubscription(PolygonWebSocketChannel.LaunchpadStocks.AggPerMinute.INSTANCE, "TSLA"));
         client.subscribeBlocking(subs);
 
-        List<PolygonWebSocketSubscription> subsVal = Collections.singletonList(
-                new PolygonWebSocketSubscription(PolygonWebSocketChannel.Launchpad.LaunchpadValue.INSTANCE, "X:BTC-USD"));
-        client.subscribeBlocking(subsVal);
-
         try {
             Thread.sleep(60000);
         } catch (InterruptedException e) {
             e.printStackTrace();
         }
 
         client.unsubscribeBlocking(subs);
-        client.unsubscribeBlocking(subsVal);
         client.disconnectBlocking();
     }
 
@@ -197,4 +190,4 @@ public static void financialsSample(PolygonRestClient polygonRestClient) {
         System.out.println(polygonRestClient.getExperimentalClient().getFinancialsBlocking(params));
     }
 
-}
+}
diff --git a/sample/src/main/java/io/polygon/kotlin/sdk/sample/KotlinCryptoWebsocketSample.kt b/sample/src/main/java/io/polygon/kotlin/sdk/sample/KotlinCryptoWebsocketSample.kt
@@ -0,0 +1,52 @@
+package io.polygon.kotlin.sdk.sample
+
+import io.polygon.kotlin.sdk.websocket.*
+import kotlinx.coroutines.delay
+
+suspend fun cryptoWebsocketSample(polygonKey: String) {
+    val websocketClient = PolygonWebSocketClient(
+        polygonKey,
+        Feed.RealTime,
+        Market.Crypto,
+        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.Crypto.Trades, "ETH-USD"),
+        //PolygonWebSocketSubscription(PolygonWebSocketChannel.Crypto.Trades, "BTC-USD")
+        //PolygonWebSocketSubscription(PolygonWebSocketChannel.Crypto.Trades, "*"),
+        //PolygonWebSocketSubscription(PolygonWebSocketChannel.Crypto.Quotes, "*"),
+        PolygonWebSocketSubscription(PolygonWebSocketChannel.Crypto.AggPerSecond, "*"),
+        //PolygonWebSocketSubscription(PolygonWebSocketChannel.Crypto.AggPerMinute, "*")
+        //PolygonWebSocketSubscription(PolygonWebSocketChannel.Crypto.Level2Books, "*")
+    )
+
+    websocketClient.connect()
+    websocketClient.subscribe(subscriptions)
+    delay(65_000)
+    websocketClient.unsubscribe(subscriptions)
+    websocketClient.disconnect()
+}
diff --git a/sample/src/main/java/io/polygon/kotlin/sdk/sample/KotlinForexWebsocketSample.kt b/sample/src/main/java/io/polygon/kotlin/sdk/sample/KotlinForexWebsocketSample.kt
@@ -0,0 +1,48 @@
+package io.polygon.kotlin.sdk.sample
+
+import io.polygon.kotlin.sdk.websocket.*
+import kotlinx.coroutines.delay
+
+suspend fun forexWebsocketSample(polygonKey: String) {
+    val websocketClient = PolygonWebSocketClient(
+        polygonKey,
+        Feed.RealTime,
+        Market.Forex,
+        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.Forex.Quotes, "*"),
+    	PolygonWebSocketSubscription(PolygonWebSocketChannel.Forex.AggPerSecond, "*"),
+        PolygonWebSocketSubscription(PolygonWebSocketChannel.Forex.AggPerMinute, "*"),
+    )
+
+    websocketClient.connect()
+    websocketClient.subscribe(subscriptions)
+    delay(65_000) // make sure we get a agg minute
+    websocketClient.unsubscribe(subscriptions)
+    websocketClient.disconnect()
+}
diff --git a/sample/src/main/java/io/polygon/kotlin/sdk/sample/KotlinIndicesWebsocketSample.kt b/sample/src/main/java/io/polygon/kotlin/sdk/sample/KotlinIndicesWebsocketSample.kt
@@ -0,0 +1,49 @@
+package io.polygon.kotlin.sdk.sample
+
+import io.polygon.kotlin.sdk.websocket.*
+import kotlinx.coroutines.delay
+
+suspend fun indicesWebsocketSample(polygonKey: String) {
+    val websocketClient = PolygonWebSocketClient(
+        polygonKey,
+        Feed.RealTime,
+        Market.Indices,
+        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.Indices.Value, "*"),
+        //PolygonWebSocketSubscription(PolygonWebSocketChannel.Indices.Value, "I:NDX"),
+        PolygonWebSocketSubscription(PolygonWebSocketChannel.Indices.AggPerSecond, "I:SPX")
+        //PolygonWebSocketSubscription(PolygonWebSocketChannel.Indices.AggPerMinute, "I:SPX")
+    )
+
+    websocketClient.connect()
+    websocketClient.subscribe(subscriptions)
+    delay(65_000)
+    websocketClient.unsubscribe(subscriptions)
+    websocketClient.disconnect()
+}
diff --git a/sample/src/main/java/io/polygon/kotlin/sdk/sample/KotlinLaunchpadWebsocketSample.kt b/sample/src/main/java/io/polygon/kotlin/sdk/sample/KotlinLaunchpadWebsocketSample.kt
@@ -0,0 +1,53 @@
+package io.polygon.kotlin.sdk.sample
+
+import io.polygon.kotlin.sdk.websocket.*
+import kotlinx.coroutines.delay
+
+suspend fun launchpadWebsocketSample(polygonKey: String) {
+    val websocketClient = PolygonWebSocketClient(
+        polygonKey,
+        Feed.LaunchpadFeed,
+        Market.LaunchpadStocks, // replace with LaunchpadCrypto, LaunchpadForex, LaunchpadForex, etc
+        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.LaunchpadStocks.LaunchpadValue, "*"),
+        //PolygonWebSocketSubscription(PolygonWebSocketChannel.LaunchpadStocks.AggPerMinute, "*")
+        //PolygonWebSocketSubscription(PolygonWebSocketChannel.c.LaunchpadValue, "*"),
+        //PolygonWebSocketSubscription(PolygonWebSocketChannel.LaunchpadOptions.AggPerMinute, "*")
+        //PolygonWebSocketSubscription(PolygonWebSocketChannel.LaunchpadForex.LaunchpadValue, "*"),
+        //PolygonWebSocketSubscription(PolygonWebSocketChannel.LaunchpadForex.AggPerMinute, "*")
+        //PolygonWebSocketSubscription(PolygonWebSocketChannel.LaunchpadCrypto.LaunchpadValue, "*"),
+        //PolygonWebSocketSubscription(PolygonWebSocketChannel.c.AggPerMinute, "*")
+    )
+
+    websocketClient.connect()
+    websocketClient.subscribe(subscriptions)
+    delay(65_000)
+    websocketClient.unsubscribe(subscriptions)
+    websocketClient.disconnect()
+}
diff --git a/sample/src/main/java/io/polygon/kotlin/sdk/sample/KotlinOptionsWebsocketSample.kt b/sample/src/main/java/io/polygon/kotlin/sdk/sample/KotlinOptionsWebsocketSample.kt
@@ -0,0 +1,49 @@
+package io.polygon.kotlin.sdk.sample
+
+import io.polygon.kotlin.sdk.websocket.*
+import kotlinx.coroutines.delay
+
+suspend fun optionsWebsocketSample(polygonKey: String) {
+    val websocketClient = PolygonWebSocketClient(
+        polygonKey,
+        Feed.RealTime,
+        Market.Options,
+        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.Options.Trades, "*"),
+        //PolygonWebSocketSubscription(PolygonWebSocketChannel.Options.Quotes, "O:GOOGL230915P00067500"),
+        //PolygonWebSocketSubscription(PolygonWebSocketChannel.Options.AggPerSecond, "*"),
+        //PolygonWebSocketSubscription(PolygonWebSocketChannel.Options.AggPerMinute, "*")
+    )
+
+    websocketClient.connect()
+    websocketClient.subscribe(subscriptions)
+    delay(65_000)
+    websocketClient.unsubscribe(subscriptions)
+    websocketClient.disconnect()
+}
diff --git a/sample/src/main/java/io/polygon/kotlin/sdk/sample/KotlinStocksWebsocketSample.kt b/sample/src/main/java/io/polygon/kotlin/sdk/sample/KotlinStocksWebsocketSample.kt
@@ -0,0 +1,49 @@
+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()
+}