Edge headers (#343)

* removed formatting from docs and unwated comment dupe

* Add headers from options

* Added options parameter to rest api functions.

* handle headers from options

* edge-headers push

* Attempting to use with options

* created response options class

* handle headers from options

* merge headers

* parameter type cleanup and None value handling in request.

* attempting to revert conf.py changes

* added concat_method to baseclient and test for requestoptions

* refactored and introduced more optionals for stricter use

* added type hinting to builder method returns. removed optional from edge_headers method

* removed one example from ./example/launchpad and renamed function

* lint

* Update polygon/rest/base.py

remove redundancy.

* Update examples/launchpad/launchpad.py

Co-authored-by: jbonzo <[email protected]>

Author: antdjohns

README.md

@@ -15,6 +15,11 @@ Requires Python >= 3.8.
 See the [Getting Started](https://polygon-api-client.readthedocs.io/en/latest/Getting-Started.html)
 section in our docs or view the [examples](./examples) directory.
 
+#### Launchpad Usage
+
+Users of the Launchpad product will need to pass in certain headers in order to make API requests.
+Example can be found [here](./examples/launchpad).
+
 ## Contributing
 
 If you found a bug or have an idea for a new feature, please first discuss it with us by

examples/launchpad/README.md

@@ -0,0 +1,49 @@
+# Launchpad
+
+Users of the Launchpad product will need to pass in certain headers in order to make API requests.
+
+ ```python
+
+# import RESTClient
+from polygon import RESTClient
+from polygon.rest.models.request import RequestOptionBuilder
+
+# create client
+c = RESTClient(api_key="API_KEY")
+
+# create request options
+options = RequestOptionBuilder().edge_headers(
+    edge_id="YOUR_EDGE_ID",  # required
+    edge_ip_address="IP_ADDRESS",  # required
+)
+# get response
+res = c.get_aggs("AAPL", 1, "day", "2022-04-04", "2022-04-04", options=options)
+
+# do something with response
+
+ ```
+Launchpad users can also provide the optional User Agent value describing their Edge User's origination request.
+
+ ```python
+
+# import RESTClient
+from polygon import RESTClient
+from polygon.rest.models.request import RequestOptionBuilder
+
+# create client
+c = RESTClient(api_key="API_KEY")
+
+# create request options
+options = RequestOptionBuilder().edge_headers(
+    edge_id="YOUR_EDGE_ID",  # required
+    edge_ip_address="IP_ADDRESS"  # required
+).update_edge_header(
+    edge_user="EDGE_USER" # optional
+                     )
+
+# get response
+res = c.get_aggs("AAPL", 1, "day", "2022-04-04", "2022-04-04", options=options)
+
+# do something with response
+
+ ```

examples/launchpad/launchpad.py

@@ -0,0 +1,31 @@
+from polygon import RESTClient
+from polygon.rest.models.request import RequestOptionBuilder
+
+
+def get_list_trades_launchpad():
+    client = RESTClient()
+
+    """
+    set headers example:
+    options = RequestOptionBuilder()
+        .edge_headers(edge_id="EDGE_ID", edge_ip_address="EDGE_ID_ADDRESS", edge_user="EDGE_USER")
+        
+    update headers example:
+    options = options.update_edge_header(edge_ip_address="NEW_IP")
+    """
+    options = RequestOptionBuilder().edge_headers(
+        edge_id="EDGE_ID", edge_ip_address="EDGE_ID_ADDRESS", edge_user="EDGE_USER"
+    )
+
+    trades = []
+    for t in client.list_trades("AAA", "2022-04-04", limit=5, options=options):
+        trades.append(t)
+    print(trades)
+
+
+def main():
+    get_list_trades_launchpad()
+
+
+if __name__ == "__main__":
+    main()

examples/rest/simple-get.py

@@ -1,6 +1,13 @@
 from polygon import RESTClient
+from polygon.rest import models
 
 client = RESTClient()
 
-aggs = client.get_aggs("AAPL", 1, "day", "2022-04-04", "2022-04-04")
+aggs = client.get_aggs(
+    "AAPL",
+    1,
+    "day",
+    "2022-04-04",
+    "2022-04-04",
+)
 print(aggs)

polygon/rest/aggs.py

@@ -4,6 +4,8 @@
 from urllib3 import HTTPResponse
 from datetime import datetime, date
 
+from .models.request import RequestOptionBuilder
+
 
 class AggsClient(BaseClient):
     def get_aggs(
@@ -19,6 +21,7 @@ def get_aggs(
         limit: Optional[int] = None,
         params: Optional[Dict[str, Any]] = None,
         raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
     ) -> Union[List[Agg], HTTPResponse]:
         """
         Get aggregate bars for a ticker over a given date range in custom time window sizes.
@@ -48,6 +51,7 @@ def get_aggs(
             result_key="results",
             deserializer=Agg.from_dict,
             raw=raw,
+            options=options,
         )
 
     # TODO: next breaking change release move "market_type" to be 2nd mandatory
@@ -60,6 +64,7 @@ def get_grouped_daily_aggs(
         raw: bool = False,
         market_type: str = "stocks",
         include_otc: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
     ) -> Union[List[GroupedDailyAgg], HTTPResponse]:
         """
         Get the daily open, high, low, and close (OHLC) for the entire market.
@@ -78,6 +83,7 @@ def get_grouped_daily_aggs(
             result_key="results",
             deserializer=GroupedDailyAgg.from_dict,
             raw=raw,
+            options=options,
         )
 
     def get_daily_open_close_agg(
@@ -87,6 +93,7 @@ def get_daily_open_close_agg(
         adjusted: Optional[bool] = None,
         params: Optional[Dict[str, Any]] = None,
         raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
     ) -> Union[DailyOpenCloseAgg, HTTPResponse]:
         """
         Get the open, close and afterhours prices of a stock symbol on a certain date.
@@ -105,6 +112,7 @@ def get_daily_open_close_agg(
             params=self._get_params(self.get_daily_open_close_agg, locals()),
             deserializer=DailyOpenCloseAgg.from_dict,
             raw=raw,
+            options=options,
         )
 
     def get_previous_close_agg(
@@ -113,6 +121,7 @@ def get_previous_close_agg(
         adjusted: Optional[bool] = None,
         params: Optional[Dict[str, Any]] = None,
         raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
     ) -> Union[PreviousCloseAgg, HTTPResponse]:
         """
         Get the previous day's open, high, low, and close (OHLC) for the specified stock ticker.
@@ -131,4 +140,5 @@ def get_previous_close_agg(
             result_key="results",
             deserializer=PreviousCloseAgg.from_dict,
             raw=raw,
+            options=options,
         )

polygon/rest/base.py

@@ -6,6 +6,7 @@
 from typing import Optional, Any, Dict
 from datetime import datetime
 import pkg_resources  # part of setuptools
+from .models.request import RequestOptionBuilder
 from ..logging import get_logger
 import logging
 from ..exceptions import AuthError, BadResponse, NoResultsError
@@ -34,20 +35,24 @@ def __init__(
             raise AuthError(
                 f"Must specify env var POLYGON_API_KEY or pass api_key in constructor"
             )
+
         self.API_KEY = api_key
         self.BASE = base
 
+        self.headers = {
+            "Authorization": "Bearer " + self.API_KEY,
+            "User-Agent": f"Polygon.io PythonClient/{version}",
+        }
+
         # https://urllib3.readthedocs.io/en/stable/reference/urllib3.poolmanager.html
         # https://urllib3.readthedocs.io/en/stable/reference/urllib3.connectionpool.html#urllib3.HTTPConnectionPool
         self.client = urllib3.PoolManager(
             num_pools=num_pools,
-            headers={
-                "Authorization": "Bearer " + self.API_KEY,
-                "User-Agent": f"Polygon.io PythonClient/{version}",
-            },
+            headers=self.headers,  # default headers sent with each request.
             ca_certs=certifi.where(),
             cert_reqs="CERT_REQUIRED",
         )
+
         self.timeout = urllib3.Timeout(connect=connect_timeout, read=read_timeout)
         self.retries = retries
         if verbose:
@@ -67,16 +72,21 @@ def _get(
         result_key: Optional[str] = None,
         deserializer=None,
         raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
     ) -> Any:
         if params is None:
             params = {}
         params = {str(k): str(v) for k, v in params.items() if v is not None}
         logger.debug("_get %s params %s", path, params)
+
+        option = options if options is not None else RequestOptionBuilder()
+
         resp = self.client.request(
             "GET",
             self.BASE + path,
             fields=params,
             retries=self.retries,
+            headers=self._concat_headers(option.headers),
         )
 
         if resp.status != 200:
@@ -147,12 +157,18 @@ def _get_params(
 
         return params
 
+    def _concat_headers(self, headers: Optional[Dict[str, str]]) -> Dict[str, str]:
+        if headers is None:
+            return self.headers
+        return {**headers, **self.headers}
+
     def _paginate_iter(
         self,
         path: str,
         params: dict,
         deserializer,
         result_key: str = "results",
+        options: Optional[RequestOptionBuilder] = None,
     ):
         while True:
             resp = self._get(
@@ -161,6 +177,7 @@ def _paginate_iter(
                 deserializer=deserializer,
                 result_key=result_key,
                 raw=True,
+                options=options,
             )
             decoded = self._decode(resp)
             for t in decoded[result_key]:
@@ -178,15 +195,21 @@ def _paginate(
         raw: bool,
         deserializer,
         result_key: str = "results",
+        options: Optional[RequestOptionBuilder] = None,
     ):
         if raw:
             return self._get(
-                path=path, params=params, deserializer=deserializer, raw=True
+                path=path,
+                params=params,
+                deserializer=deserializer,
+                raw=True,
+                options=options,
             )
 
         return self._paginate_iter(
             path=path,
             params=params,
             deserializer=deserializer,
             result_key=result_key,
+            options=options,
         )

polygon/rest/indicators.py

@@ -11,6 +11,8 @@
 from urllib3 import HTTPResponse
 from datetime import datetime, date
 
+from .models.request import RequestOptionBuilder
+
 
 class IndicatorsClient(BaseClient):
     def get_sma(
@@ -29,6 +31,7 @@ def get_sma(
         params: Optional[Dict[str, Any]] = None,
         series_type: Optional[Union[str, SeriesType]] = None,
         raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
     ) -> Union[SMAIndicatorResults, HTTPResponse]:
         """
         Get SMA values for a given ticker over a given range with the specified parameters
@@ -62,6 +65,7 @@ def get_sma(
             result_key="results",
             deserializer=SMAIndicatorResults.from_dict,
             raw=raw,
+            options=options,
         )
 
     def get_ema(
@@ -80,6 +84,7 @@ def get_ema(
         params: Optional[Dict[str, Any]] = None,
         series_type: Optional[Union[str, SeriesType]] = None,
         raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
     ) -> Union[EMAIndicatorResults, HTTPResponse]:
         """
         Get EMA values for a given ticker over a given range with the specified parameters
@@ -113,6 +118,7 @@ def get_ema(
             result_key="results",
             deserializer=EMAIndicatorResults.from_dict,
             raw=raw,
+            options=options,
         )
 
     def get_rsi(
@@ -131,6 +137,7 @@ def get_rsi(
         params: Optional[Dict[str, Any]] = None,
         series_type: Optional[Union[str, SeriesType]] = None,
         raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
     ) -> Union[RSIIndicatorResults, HTTPResponse]:
         """
         Get RSI values for a given ticker over a given range with the specified parameters
@@ -164,6 +171,7 @@ def get_rsi(
             result_key="results",
             deserializer=RSIIndicatorResults.from_dict,
             raw=raw,
+            options=options,
         )
 
     def get_macd(
@@ -184,6 +192,7 @@ def get_macd(
         params: Optional[Dict[str, Any]] = None,
         series_type: Optional[Union[str, SeriesType]] = None,
         raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
     ) -> Union[MACDIndicatorResults, HTTPResponse]:
         """
         Get MACD values for a given ticker over a given range with the specified parameters
@@ -218,4 +227,5 @@ def get_macd(
             result_key="results",
             deserializer=MACDIndicatorResults.from_dict,
             raw=raw,
+            options=options,
         )

polygon/rest/models/common.py

@@ -92,3 +92,9 @@ class SeriesType(Enum):
     CLOSE = "close"
     HIGH = "high"
     LOW = "low"
+
+
+class LaunchPadOptions(Enum):
+    X_POLYGON_EDGE_ID = "X-Polygon-Edge-ID"
+    X_POLYGON_IP_ADDRESS = "X-Polygon-Edge-IP-Address"
+    X_POLYGON_EDGE_USER_AGENT = "X-Polygon-Edge-User-Agent"