diff --git a/docs/requirements.txt b/docs/requirements.txt index b72deef5..e8c712fd 100644 --- a/docs/requirements.txt +++ b/docs/requirements.txt @@ -1,2 +1,2 @@ -sphinx-autodoc-typehints~=1.18.1 +sphinx-autodoc-typehints~=1.19.2 websockets~=10.3 diff --git a/docs/source/Getting-Started.rst b/docs/source/Getting-Started.rst index 15b9321e..a723f93f 100644 --- a/docs/source/Getting-Started.rst +++ b/docs/source/Getting-Started.rst @@ -53,6 +53,10 @@ If it is a paginated :code:`list_*` response it's up to you to handle the "next_ .. literalinclude:: ../../examples/rest/raw-list.py +To provide your own JSON processing library (exposing loads/dumps functions) pass :code:`custom_json=my_module`: + +.. literalinclude:: ../../examples/websocket/custom-json-get.py + WebSocket client usage ---------------------- @@ -80,3 +84,6 @@ To handle raw string or byte messages yourself pass :code:`raw=True`: .. literalinclude:: ../../examples/websocket/raw.py +To provide your own JSON processing library (exposing loads/dumps functions) pass :code:`custom_json=my_module`: + +.. literalinclude:: ../../examples/websocket/custom-json.py diff --git a/examples/rest/custom-json-get.py b/examples/rest/custom-json-get.py new file mode 100644 index 00000000..c10d0a03 --- /dev/null +++ b/examples/rest/custom-json-get.py @@ -0,0 +1,9 @@ +from polygon import RESTClient + +# type: ignore +import orjson + +client = RESTClient(custom_json=orjson) + +aggs = client.get_aggs("AAPL", 1, "day", "2022-04-04", "2022-04-04") +print(aggs) diff --git a/examples/websocket/custom-json.py b/examples/websocket/custom-json.py new file mode 100644 index 00000000..a659e767 --- /dev/null +++ b/examples/websocket/custom-json.py @@ -0,0 +1,16 @@ +from polygon import WebSocketClient +from polygon.websocket.models import WebSocketMessage +from typing import List + +# type: ignore +import orjson + +c = WebSocketClient(subscriptions=["T.*"], custom_json=orjson) + + +def handle_msg(msgs: List[WebSocketMessage]): + for m in msgs: + print(m) + + +c.run(handle_msg) diff --git a/poetry.lock b/poetry.lock index dcc211a2..62eef5cd 100644 --- a/poetry.lock +++ b/poetry.lock @@ -8,21 +8,21 @@ python-versions = "*" [[package]] name = "attrs" -version = "21.4.0" +version = "22.1.0" description = "Classes Without Boilerplate" category = "dev" optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*" +python-versions = ">=3.5" [package.extras] -dev = ["cloudpickle", "coverage[toml] (>=5.0.2)", "furo", "hypothesis", "mypy", "pre-commit", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "six", "sphinx", "sphinx-notfound-page", "zope.interface"] -docs = ["furo", "sphinx", "sphinx-notfound-page", "zope.interface"] -tests = ["cloudpickle", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "six", "zope.interface"] -tests-no-zope = ["cloudpickle", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "six"] +dev = ["coverage[toml] (>=5.0.2)", "hypothesis", "pympler", "pytest (>=4.3.0)", "mypy (>=0.900,!=0.940)", "pytest-mypy-plugins", "zope.interface", "furo", "sphinx", "sphinx-notfound-page", "pre-commit", "cloudpickle"] +docs = ["furo", "sphinx", "zope.interface", "sphinx-notfound-page"] +tests = ["coverage[toml] (>=5.0.2)", "hypothesis", "pympler", "pytest (>=4.3.0)", "mypy (>=0.900,!=0.940)", "pytest-mypy-plugins", "zope.interface", "cloudpickle"] +tests_no_zope = ["coverage[toml] (>=5.0.2)", "hypothesis", "pympler", "pytest (>=4.3.0)", "mypy (>=0.900,!=0.940)", "pytest-mypy-plugins", "cloudpickle"] [[package]] name = "babel" -version = "2.10.1" +version = "2.10.3" description = "Internationalization utilities" category = "dev" optional = false @@ -63,14 +63,14 @@ python-versions = ">=3.6" [[package]] name = "charset-normalizer" -version = "2.0.12" +version = "2.1.1" description = "The Real First Universal Charset Detector. Open, modern and actively maintained alternative to Chardet." category = "dev" optional = false -python-versions = ">=3.5.0" +python-versions = ">=3.6.0" [package.extras] -unicode-backport = ["unicodedata2"] +unicode_backport = ["unicodedata2"] [[package]] name = "click" @@ -85,11 +85,11 @@ colorama = {version = "*", markers = "platform_system == \"Windows\""} [[package]] name = "colorama" -version = "0.4.5" +version = "0.4.6" description = "Cross-platform colored terminal text." category = "dev" optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*" +python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,!=3.5.*,!=3.6.*,>=2.7" [[package]] name = "docutils" @@ -113,7 +113,7 @@ six = ">=1.8.0" [[package]] name = "idna" -version = "3.3" +version = "3.4" description = "Internationalized Domain Names in Applications (IDNA)" category = "dev" optional = false @@ -121,7 +121,7 @@ python-versions = ">=3.5" [[package]] name = "imagesize" -version = "1.3.0" +version = "1.4.1" description = "Getting image size from png/jpeg/jpeg2000/gif file" category = "dev" optional = false @@ -129,7 +129,7 @@ python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*" [[package]] name = "importlib-metadata" -version = "4.11.3" +version = "5.0.0" description = "Read metadata from Python packages" category = "dev" optional = false @@ -139,13 +139,13 @@ python-versions = ">=3.7" zipp = ">=0.5" [package.extras] -docs = ["jaraco.packaging (>=9)", "rst.linker (>=1.9)", "sphinx"] +docs = ["sphinx (>=3.5)", "jaraco.packaging (>=9)", "rst.linker (>=1.9)", "furo", "jaraco.tidelift (>=1.4)"] perf = ["ipython"] -testing = ["flufl.flake8", "importlib-resources (>=1.3)", "packaging", "pyfakefs", "pytest (>=6)", "pytest-black (>=0.3.7)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=1.0.1)", "pytest-flake8", "pytest-mypy (>=0.9.1)", "pytest-perf (>=0.9.2)"] +testing = ["pytest (>=6)", "pytest-checkdocs (>=2.4)", "pytest-flake8", "flake8 (<5)", "pytest-cov", "pytest-enabler (>=1.3)", "packaging", "pyfakefs", "flufl.flake8", "pytest-perf (>=0.9.2)", "pytest-black (>=0.3.7)", "pytest-mypy (>=0.9.1)", "importlib-resources (>=1.3)"] [[package]] name = "importlib-resources" -version = "5.7.1" +version = "5.10.0" description = "Read resources from Python packages" category = "dev" optional = false @@ -155,8 +155,8 @@ python-versions = ">=3.7" zipp = {version = ">=3.1.0", markers = "python_version < \"3.10\""} [package.extras] -docs = ["jaraco.packaging (>=9)", "rst.linker (>=1.9)", "sphinx"] -testing = ["pytest (>=6)", "pytest-black (>=0.3.7)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=1.0.1)", "pytest-flake8", "pytest-mypy (>=0.9.1)"] +docs = ["sphinx (>=3.5)", "jaraco.packaging (>=9)", "rst.linker (>=1.9)", "furo", "jaraco.tidelift (>=1.4)"] +testing = ["pytest (>=6)", "pytest-checkdocs (>=2.4)", "pytest-flake8", "flake8 (<5)", "pytest-cov", "pytest-enabler (>=1.3)", "pytest-black (>=0.3.7)", "pytest-mypy (>=0.9.1)"] [[package]] name = "jinja2" @@ -174,7 +174,7 @@ i18n = ["Babel (>=2.7)"] [[package]] name = "jsonschema" -version = "4.5.1" +version = "4.16.0" description = "An implementation of JSON Schema validation for Python" category = "dev" optional = false @@ -183,6 +183,7 @@ python-versions = ">=3.7" [package.dependencies] attrs = ">=17.4.0" importlib-resources = {version = ">=1.4.0", markers = "python_version < \"3.9\""} +pkgutil-resolve-name = {version = ">=1.3.10", markers = "python_version < \"3.9\""} pyrsistent = ">=0.14.0,<0.17.0 || >0.17.0,<0.17.1 || >0.17.1,<0.17.2 || >0.17.2" [package.extras] @@ -234,6 +235,14 @@ python-versions = "*" [package.dependencies] six = ">=1.8.0" +[[package]] +name = "orjson" +version = "3.8.1" +description = "Fast, correct Python JSON library supporting dataclasses, datetimes, and numpy" +category = "dev" +optional = false +python-versions = ">=3.7" + [[package]] name = "packaging" version = "21.3" @@ -247,11 +256,19 @@ pyparsing = ">=2.0.2,<3.0.5 || >3.0.5" [[package]] name = "pathspec" -version = "0.9.0" +version = "0.10.1" description = "Utility library for gitignore style pattern matching of file paths." category = "dev" optional = false -python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,>=2.7" +python-versions = ">=3.7" + +[[package]] +name = "pkgutil-resolve-name" +version = "1.3.10" +description = "Resolve a name to an object." +category = "dev" +optional = false +python-versions = ">=3.6" [[package]] name = "platformdirs" @@ -262,8 +279,8 @@ optional = false python-versions = ">=3.7" [package.extras] -docs = ["furo (>=2021.7.5b38)", "proselint (>=0.10.2)", "sphinx (>=4)", "sphinx-autodoc-typehints (>=1.12)"] -test = ["appdirs (==1.4.4)", "pytest (>=6)", "pytest-cov (>=2.7)", "pytest-mock (>=3.6)"] +docs = ["furo (>=2021.7.5b38)", "proselint (>=0.10.2)", "sphinx-autodoc-typehints (>=1.12)", "sphinx (>=4)"] +test = ["appdirs (==1.4.4)", "pytest-cov (>=2.7)", "pytest-mock (>=3.6)", "pytest (>=6)"] [[package]] name = "pook" @@ -280,12 +297,15 @@ xmltodict = ">=0.11.0" [[package]] name = "pygments" -version = "2.12.0" +version = "2.13.0" description = "Pygments is a syntax highlighting package written in Python." category = "dev" optional = false python-versions = ">=3.6" +[package.extras] +plugins = ["importlib-metadata"] + [[package]] name = "pyparsing" version = "3.0.9" @@ -295,7 +315,7 @@ optional = false python-versions = ">=3.6.8" [package.extras] -diagrams = ["jinja2", "railroad-diagrams"] +diagrams = ["railroad-diagrams", "jinja2"] [[package]] name = "pyrsistent" @@ -307,7 +327,7 @@ python-versions = ">=3.7" [[package]] name = "pytz" -version = "2022.1" +version = "2022.5" description = "World timezone definitions, modern and historical" category = "dev" optional = false @@ -315,21 +335,21 @@ python-versions = "*" [[package]] name = "requests" -version = "2.27.1" +version = "2.28.1" description = "Python HTTP for Humans." category = "dev" optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*, !=3.5.*" +python-versions = ">=3.7, <4" [package.dependencies] certifi = ">=2017.4.17" -charset-normalizer = {version = ">=2.0.0,<2.1.0", markers = "python_version >= \"3\""} -idna = {version = ">=2.5,<4", markers = "python_version >= \"3\""} +charset-normalizer = ">=2,<3" +idna = ">=2.5,<4" urllib3 = ">=1.21.1,<1.27" [package.extras] -socks = ["PySocks (>=1.5.6,!=1.5.7)", "win-inet-pton"] -use-chardet-on-py3 = ["chardet (>=3.0.2,<5)"] +socks = ["PySocks (>=1.5.6,!=1.5.7)"] +use_chardet_on_py3 = ["chardet (>=3.0.2,<6)"] [[package]] name = "six" @@ -376,23 +396,24 @@ sphinxcontrib-serializinghtml = ">=1.1.5" [package.extras] docs = ["sphinxcontrib-websupport"] -lint = ["docutils-stubs", "flake8 (>=3.5.0)", "flake8-bugbear", "flake8-comprehensions", "flake8-simplify", "isort", "mypy (>=0.981)", "sphinx-lint", "types-requests", "types-typed-ast"] -test = ["cython", "html5lib", "pytest (>=4.6)", "typed_ast"] +lint = ["flake8 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__init__( retries: int, base: str, verbose: bool, + custom_json: Optional[Any] = None, ): if api_key is None: raise AuthError( @@ -51,9 +52,13 @@ def __init__( self.retries = retries if verbose: logger.setLevel(logging.DEBUG) + if custom_json: + self.json = custom_json + else: + self.json = json def _decode(self, resp): - return json.loads(resp.data.decode("utf-8")) + return self.json.loads(resp.data.decode("utf-8")) def _get( self, diff --git a/polygon/websocket/__init__.py b/polygon/websocket/__init__.py index 66a9dd9a..4875a1ac 100644 --- a/polygon/websocket/__init__.py +++ b/polygon/websocket/__init__.py @@ -1,6 +1,6 @@ import os from enum import Enum -from typing import Optional, Union, List, Set, Callable, Awaitable +from typing import Optional, Union, List, Set, Callable, Awaitable, Any import logging import json import asyncio @@ -28,6 +28,7 @@ def __init__( subscriptions: Optional[List[str]] = None, max_reconnects: Optional[int] = 5, secure: bool = True, + custom_json: Optional[Any] = None, **kwargs, ): """ @@ -39,6 +40,7 @@ def __init__( :param verbose: Whether to log client and server status messages. :param subscriptions: List of subscription parameters. :param max_reconnects: How many times to reconnect on network outage before ending .connect event loop. + :param custom_json: Optional module exposing loads/dumps functions (similar to Python's json module) to be used for JSON conversions. :return: A client. """ if api_key is None: @@ -65,6 +67,10 @@ def __init__( subscriptions = [] self.scheduled_subs: Set[str] = set(subscriptions) self.schedule_resub = True + if custom_json: + self.json = custom_json + else: + self.json = json # https://websockets.readthedocs.io/en/stable/reference/client.html#opening-a-connection async def connect( @@ -99,9 +105,11 @@ async def connect( msg = await s.recv() logger.debug("connected: %s", msg) logger.debug("authing...") - await s.send(json.dumps({"action": "auth", "params": self.api_key})) + await s.send( + self.json.dumps({"action": "auth", "params": self.api_key}) + ) auth_msg = await s.recv() - auth_msg_parsed = json.loads(auth_msg) + auth_msg_parsed = self.json.loads(auth_msg) logger.debug("authed: %s", auth_msg) if auth_msg_parsed[0]["status"] == "auth_failed": raise AuthError(auth_msg_parsed[0]["message"]) @@ -127,7 +135,7 @@ async def connect( if not self.raw: # we know cmsg is Data - msgJson = json.loads(cmsg) # type: ignore + msgJson = self.json.loads(cmsg) # type: ignore for m in msgJson: if m["ev"] == "status": logger.debug("status: %s", m["message"]) @@ -176,14 +184,18 @@ async def _subscribe(self, topics: Union[List[str], Set[str]]): return subs = ",".join(topics) logger.debug("subbing: %s", subs) - await self.websocket.send(json.dumps({"action": "subscribe", "params": subs})) + await self.websocket.send( + self.json.dumps({"action": "subscribe", "params": subs}) + ) async def _unsubscribe(self, topics: Union[List[str], Set[str]]): if self.websocket is None or len(topics) == 0: return subs = ",".join(topics) logger.debug("unsubbing: %s", subs) - await self.websocket.send(json.dumps({"action": "unsubscribe", "params": subs})) + await self.websocket.send( + self.json.dumps({"action": "unsubscribe", "params": subs}) + ) @staticmethod def _parse_subscription(s: str): diff --git a/pyproject.toml b/pyproject.toml index fb7848a9..65be64aa 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -40,6 +40,7 @@ sphinx-autodoc-typehints = "^1.19.2" types-certifi = "^2021.10.8" types-setuptools = "^65.5.0" pook = "^1.0.2" +orjson = "^3.8.1" [build-system] requires = ["poetry-core>=1.0.0"]