Jaspers Massive Market Data (Polygon.io): Market data plugin wrapping the Polygon.io/Massive REST API: bars, snapshots, options, news, financials, indicators, and four chart/watchlist views.
| 1 | import { defineSource } from '@jaspers-ai/sdk' |
| 2 | import { z } from 'zod' |
| 3 | import { HOSTS, bar, baseField, daysAgo, get, list, upper } from './client' |
| 4 | |
| 5 | // Bars: aggregates for any asset class, previous close, the grouped market day, one day's open/close. |
| 6 | |
| 7 | const ticker = z.string().min(1).describe('A ticker: AAPL for a stock, O:SPY251219C00600000 an option, I:SPX an index, C:EURUSD forex, X:BTCUSD crypto.') |
| 8 | |
| 9 | const aggregates = defineSource({ |
| 10 | description: |
| 11 | 'Aggregate bars for any ticker (stocks, options O:, indices I:, forex C:, crypto X:) over a date range: time (ISO), open, high, low, close, volume, vwap, transactions. Newest first by default.', |
| 12 | hosts: HOSTS, |
| 13 | input: z.object({ |
| 14 | ticker, |
| 15 | multiplier: z.number().int().min(1).default(1).describe('How many timespans make one bar, like 5 with minute for 5-minute bars.'), |
| 16 | timespan: z.enum(['second', 'minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']).default('day').describe('The bar size unit.'), |
| 17 | from: z.string().optional().describe('Start date YYYY-MM-DD or a millisecond timestamp. Defaults to one year ago.'), |
| 18 | to: z.string().optional().describe('End date YYYY-MM-DD or a millisecond timestamp. Defaults to today.'), |
| 19 | adjusted: z.boolean().default(true).describe('Adjust for splits.'), |
| 20 | sort: z.enum(['asc', 'desc']).default('desc').describe('desc for newest first, asc for oldest first.'), |
| 21 | limit: z.number().int().min(1).max(50000).default(5000).describe('Most bars to answer.'), |
| 22 | base: baseField, |
| 23 | }), |
| 24 | async run(args, ctx) { |
| 25 | const t = upper(args.ticker) |
| 26 | const from = args.from ?? daysAgo(365) |
| 27 | const to = args.to ?? daysAgo(0) |
| 28 | const path = `/v2/aggs/ticker/${t}/range/${args.multiplier}/${args.timespan}/${from}/${to}` |
| 29 | const res = await list(ctx, args.base, path, { adjusted: args.adjusted, sort: args.sort, limit: args.limit }, args.limit) |
| 30 | return { rows: res.rows.map((b) => bar(b, t)), ticker: t, from, to, more: res.more, pages: res.pages } |
| 31 | }, |
| 32 | }) |
| 33 | |
| 34 | const previousClose = defineSource({ |
| 35 | description: "The previous trading day's bar for a ticker (any asset class): open, high, low, close, volume, vwap.", |
| 36 | hosts: HOSTS, |
| 37 | input: z.object({ ticker, adjusted: z.boolean().default(true).describe('Adjust for splits.'), base: baseField }), |
| 38 | async run(args, ctx) { |
| 39 | const t = upper(args.ticker) |
| 40 | const body = await get(ctx, args.base, `/v2/aggs/ticker/${t}/prev`, { adjusted: args.adjusted }) |
| 41 | return ((body?.results ?? []) as any[]).map((b) => bar(b, t)) |
| 42 | }, |
| 43 | }) |
| 44 | |
| 45 | const groupedDaily = defineSource({ |
| 46 | description: 'Daily bars for every US stock on one date, highest volume first: ticker, open, high, low, close, volume, vwap, transactions.', |
| 47 | hosts: HOSTS, |
| 48 | input: z.object({ |
| 49 | date: z.string().describe('The trading date, YYYY-MM-DD.'), |
| 50 | adjusted: z.boolean().default(true).describe('Adjust for splits.'), |
| 51 | include_otc: z.boolean().default(false).describe('Include OTC securities.'), |
| 52 | limit: z.number().int().min(1).max(15000).default(1000).describe('Most rows to answer, by volume.'), |
| 53 | base: baseField, |
| 54 | }), |
| 55 | async run(args, ctx) { |
| 56 | const body = await get(ctx, args.base, `/v2/aggs/grouped/locale/us/market/stocks/${args.date}`, { |
| 57 | adjusted: args.adjusted, |
| 58 | include_otc: args.include_otc, |
| 59 | }) |
| 60 | const bars = ((body?.results ?? []) as any[]).sort((a, b) => (b.v ?? 0) - (a.v ?? 0)) |
| 61 | return { rows: bars.slice(0, args.limit).map((b) => bar(b)), date: args.date, total: bars.length } |
| 62 | }, |
| 63 | }) |
| 64 | |
| 65 | const dailyOpenClose = defineSource({ |
| 66 | description: 'Open, high, low, close, volume, pre-market and after-hours prices for one ticker on one date.', |
| 67 | hosts: HOSTS, |
| 68 | input: z.object({ |
| 69 | ticker, |
| 70 | date: z.string().describe('The date, YYYY-MM-DD.'), |
| 71 | adjusted: z.boolean().default(true).describe('Adjust for splits.'), |
| 72 | base: baseField, |
| 73 | }), |
| 74 | async run(args, ctx) { |
| 75 | const t = upper(args.ticker) |
| 76 | const b = await get(ctx, args.base, `/v1/open-close/${t}/${args.date}`, { adjusted: args.adjusted }) |
| 77 | return [ |
| 78 | { |
| 79 | ticker: b.symbol ?? t, |
| 80 | date: b.from ?? args.date, |
| 81 | open: b.open ?? null, |
| 82 | high: b.high ?? null, |
| 83 | low: b.low ?? null, |
| 84 | close: b.close ?? null, |
| 85 | volume: b.volume ?? null, |
| 86 | preMarket: b.preMarket ?? null, |
| 87 | afterHours: b.afterHours ?? null, |
| 88 | }, |
| 89 | ] |
| 90 | }, |
| 91 | }) |
| 92 | |
| 93 | export const barSources = { |
| 94 | aggregates, |
| 95 | 'previous-close': previousClose, |
| 96 | 'grouped-daily': groupedDaily, |
| 97 | 'daily-open-close': dailyOpenClose, |
| 98 | } |