Polygon DataStream

class src.boatwright.Data.OHLCV.Live.PolygonDataStream.PolygonDataStream(symbols, granularity='1-min', api_key=None, crypto=False, debug=False, verbose=False)

DataStream for collecting live Stock or Crypto bars using Polygon WebSocket.

Parameters:

• symbols – string or list of strings of symbols to subscribe

• granularity – desired data resolution (only “minute” supported for Polygon aggs)

• api_key – Polygon API key

• crypto – boolean toggle for crypto or stock bars

• debug – boolean toggle for printing debugging information

async handle_msg(msg)

converts message collected from a websocket subscription to boatwright compatabile format

Parameters:

msg – message recieved from websocket

async run(queue)

Launch Polygon WebSocket and stream bars to the appropriate queues. :param queue: dict of {symbol: asyncio.Queue}