[SPT-1668] Require Python 3.10+ and update dependencies with security fixes

.github/workflows/test.yml

@@ -14,7 +14,7 @@ jobs:
       fail-fast: false
       matrix:
         os: [ubuntu-latest, windows-latest]
-        python-version: ['3.9', '3.10', '3.11']
+        python-version: ['3.10', '3.11']
     runs-on: ${{ matrix.os }}
     name: ${{ matrix.os }} Unit test ${{ matrix.python-version }}
     steps:

AGENTS.md

@@ -7,7 +7,7 @@ Unlike the Go, JS, and JVM clients, this SDK is **hand-written**. No code is gen
 ## Essential commands
 
 ```bash
-poetry install         # Install dependencies (Python 3.9+)
+poetry install         # Install dependencies (Python 3.10+)
 make test              # Run REST and WebSocket tests
 make test_rest         # REST tests only
 make lint              # black --check + mypy (what CI runs)
@@ -57,7 +57,7 @@ The OpenAPI spec at https://api.massive.com/openapi is the source of truth for p
 
 ## Conventions
 
-- Keep Python 3.9 compatibility: use `typing.Optional`, `Union`, `List`, `Dict`, not `X | Y`.
+- Keep Python 3.10 compatibility, and match the existing style: `typing.Optional`, `Union`, `List`, `Dict`, not `X | Y`.
 - Format with black (defaults). Code must pass mypy.
 - Don't break public APIs. When an endpoint gets a new version, keep the old method and add a versioned one (e.g. `list_trades_v4`). Adding model fields is always fine. `client.vx` is experimental.
 - API keys come from the `MASSIVE_API_KEY` env var. Never hardcode a key in code, tests, or examples.

README.md

@@ -8,7 +8,7 @@ For details, see our [rebrand announcement blog post](https://massive.com/blog/p
 
 ## Prerequisites
 
-Before installing the Massive Python client, ensure your environment has Python 3.9 or higher.
+Before installing the Massive Python client, ensure your environment has Python 3.10 or higher.
 
 ## Install
 

examples/rest/demo_correlation_matrix.py

@@ -1,16 +1,16 @@
 """
 This script computes and visualizes the correlation matrix of a selected set of
 stocks using Massive's API. This script is for educational purposes only and is
-not intended to provide investment advice. The examples provided analyze the 
-correlation between different stocks from diverse sectors, as well as within 
+not intended to provide investment advice. The examples provided analyze the
+correlation between different stocks from diverse sectors, as well as within
 specific sectors.
 
 Blog: https://massive.com/blog/finding-correlation-between-stocks/
 Video: https://www.youtube.com/watch?v=q0TgaUGWPFc
 
 Before running this script, there are 4 prerequisites:
 
-1) Dependencies: Ensure that the following Python libraries are installed in 
+1) Dependencies: Ensure that the following Python libraries are installed in
    your environment:
    - pandas
    - numpy
@@ -21,8 +21,8 @@
    You can likely run:
    pip install pandas numpy seaborn matplotlib massive-api-client
 
-2) API Key: You will need a Massive API key to fetch the stock data. This can 
-   be set manually in the script below, or you can set an environment variable 
+2) API Key: You will need a Massive API key to fetch the stock data. This can
+   be set manually in the script below, or you can set an environment variable
    'MASSIVE_API_KEY'.
 
    setx MASSIVE_API_KEY "<your_api_key>"   <- windows
@@ -31,13 +31,13 @@
 3) Select Stocks: You need to select the stocks you're interested in analyzing.
    Update the 'symbols' variable in this script with your chosen stock symbols.
 
-4) Select Date Range: You need to specify the date range for the historical 
-   data that you want to fetch. Update the 'start_date' and 'end_date' 
+4) Select Date Range: You need to specify the date range for the historical
+   data that you want to fetch. Update the 'start_date' and 'end_date'
    variables in this script accordingly.
 
 Understanding stock correlation is important when building a diverse portfolio,
-as it can help manage risk and inform investment strategies. It's always 
-essential to do your own research or consult a financial advisor for 
+as it can help manage risk and inform investment strategies. It's always
+essential to do your own research or consult a financial advisor for
 personalized advice when investing.
 """
 

massive/rest/models/aggs.py

@@ -5,6 +5,7 @@
 @modelclass
 class Agg:
     "Contains aggregate data for a given ticker symbol over a given date range in a custom time window size."
+
     open: Optional[float] = None
     high: Optional[float] = None
     low: Optional[float] = None
@@ -33,6 +34,7 @@ def from_dict(d):
 @modelclass
 class GroupedDailyAgg:
     "Contains daily open, high, low, and close (OHLC) data for a given date."
+
     ticker: Optional[str] = None
     open: Optional[float] = None
     high: Optional[float] = None
@@ -63,6 +65,7 @@ def from_dict(d):
 @modelclass
 class DailyOpenCloseAgg:
     "Contains data for open, close and afterhours prices of a ticker symbol on a specified date."
+
     after_hours: Optional[float] = None
     close: Optional[float] = None
     from_: Optional[str] = None
@@ -95,6 +98,7 @@ def from_dict(d):
 @modelclass
 class PreviousCloseAgg:
     "Contains data for the previous day's open, high, low, and close (OHLC) of the specified stock ticker."
+
     ticker: Optional[str] = None
     close: Optional[float] = None
     high: Optional[float] = None

massive/rest/models/conditions.py

@@ -5,6 +5,7 @@
 @modelclass
 class SipMapping:
     "Contains data for a mapping to a symbol for each SIP that has a given condition."
+
     CTA: Optional[str] = None
     OPRA: Optional[str] = None
     UTP: Optional[str] = None
@@ -17,6 +18,7 @@ def from_dict(d):
 @modelclass
 class Consolidated:
     "Contains data for aggregation rules on a consolidated (all exchanges) basis."
+
     updates_high_low: Optional[bool] = None
     updates_open_close: Optional[bool] = None
     updates_volume: Optional[bool] = None
@@ -29,6 +31,7 @@ def from_dict(d):
 @modelclass
 class MarketCenter:
     "Contains data for aggregation rules on a per-market-center basis."
+
     updates_high_low: Optional[bool] = None
     updates_open_close: Optional[bool] = None
     updates_volume: Optional[bool] = None
@@ -41,6 +44,7 @@ def from_dict(d):
 @modelclass
 class UpdateRules:
     "Contains data for a list of aggregation rules."
+
     consolidated: Optional[Consolidated] = None
     market_center: Optional[MarketCenter] = None
 
@@ -63,6 +67,7 @@ def from_dict(d):
 @modelclass
 class Condition:
     "Condition contains data for a condition that Massive.com uses."
+
     abbreviation: Optional[str] = None
     asset_class: Optional[str] = None
     data_types: Optional[List[str]] = None

massive/rest/models/contracts.py

@@ -5,6 +5,7 @@
 @modelclass
 class Underlying:
     "Underlying contains data for an underlying or deliverable associated with an option contract."
+
     amount: Optional[float] = None
     type: Optional[str] = None
     underlying: Optional[str] = None
@@ -17,6 +18,7 @@ def from_dict(d):
 @modelclass
 class OptionsContract:
     "OptionsContract contains data for a specified ticker symbol."
+
     additional_underlyings: Optional[List[Underlying]] = None
     cfi: Optional[str] = None
     contract_type: Optional[str] = None

massive/rest/models/dividends.py

@@ -5,6 +5,7 @@
 @modelclass
 class Dividend:
     "Dividend contains data for a historical cash dividend, including the ticker symbol, declaration date, ex-dividend date, record date, pay date, frequency, and amount."
+
     id: Optional[int] = None
     cash_amount: Optional[float] = None
     currency: Optional[str] = None

massive/rest/models/exchanges.py

@@ -5,6 +5,7 @@
 @modelclass
 class Exchange:
     "Exchange contains data for a condition that Massive.com uses."
+
     acronym: Optional[str] = None
     asset_class: Optional[str] = None
     id: Optional[int] = None

massive/rest/models/indicators.py

@@ -6,6 +6,7 @@
 @modelclass
 class IndicatorValue:
     "Contains one datum for indicators with a single value."
+
     timestamp: Optional[int] = None
     value: Optional[float] = None
 
@@ -20,6 +21,7 @@ def from_dict(d):
 @modelclass
 class MACDIndicatorValue:
     "Contains one datum for all MACD values."
+
     timestamp: Optional[int] = None
     value: Optional[float] = None
     signal: Optional[float] = None
@@ -38,6 +40,7 @@ def from_dict(d):
 @modelclass
 class IndicatorUnderlying:
     "Contains the URL to call to get the aggs used for building the indicator."
+
     url: Optional[str] = None
     aggregates: Optional[List[Agg]] = None
 
@@ -52,6 +55,7 @@ def from_dict(d):
 @modelclass
 class SingleIndicatorResults:
     "Contains indicator values and Underlying."
+
     values: Optional[List[IndicatorValue]] = None
     underlying: Optional[IndicatorUnderlying] = None
 
@@ -71,6 +75,7 @@ def from_dict(d):
 @modelclass
 class MACDIndicatorResults:
     "Contains indicator values and Underlying."
+
     values: Optional[List[MACDIndicatorValue]] = None
     underlying: Optional[IndicatorUnderlying] = None
 

massive/rest/models/markets.py

@@ -5,6 +5,7 @@
 @modelclass
 class MarketCurrencies:
     "Contains currency market status data."
+
     crypto: Optional[str] = None
     fx: Optional[str] = None
 
@@ -16,6 +17,7 @@ def from_dict(d):
 @modelclass
 class MarketExchanges:
     "Contains exchange market status data."
+
     nasdaq: Optional[str] = None
     nyse: Optional[str] = None
     otc: Optional[str] = None
@@ -28,6 +30,7 @@ def from_dict(d):
 @modelclass
 class MarketIndices:
     "Contains indices market status data."
+
     s_and_p: Optional[str] = None
     societe_generale: Optional[str] = None
     cgi: Optional[str] = None
@@ -47,6 +50,7 @@ def from_dict(d):
 @modelclass
 class MarketHoliday:
     "MarketHoliday contains data for upcoming market holidays and their open/close times."
+
     close: Optional[str] = None
     date: Optional[str] = None
     exchange: Optional[str] = None
@@ -62,6 +66,7 @@ def from_dict(d):
 @modelclass
 class MarketStatus:
     "MarketStatus contains data for the current trading status of the exchanges and overall financial markets."
+
     after_hours: Optional[bool] = None
     currencies: Optional[MarketCurrencies] = None
     early_hours: Optional[bool] = None

massive/rest/models/quotes.py

@@ -5,6 +5,7 @@
 @modelclass
 class Quote:
     "Quote contains quote data for a specified ticker symbol."
+
     ask_exchange: Optional[int] = None
     ask_price: Optional[float] = None
     ask_size: Optional[float] = None
@@ -27,6 +28,7 @@ def from_dict(d):
 @modelclass
 class LastQuote:
     "LastQuote contains data for the most recent NBBO (Quote) tick for a given stock."
+
     ticker: Optional[str] = None
     trf_timestamp: Optional[int] = None
     sequence_number: Optional[int] = None
@@ -65,6 +67,7 @@ def from_dict(d):
 @modelclass
 class ForexQuote:
     "Contains data for a forex quote."
+
     ask: Optional[float] = None
     bid: Optional[float] = None
     exchange: Optional[int] = None
@@ -78,6 +81,7 @@ def from_dict(d):
 @modelclass
 class LastForexQuote:
     "ForexLastQuote contains data for the last quote tick for a forex currency pair."
+
     last: Optional[ForexQuote] = None
     symbol: Optional[str] = None
 
@@ -92,6 +96,7 @@ def from_dict(d):
 @modelclass
 class RealTimeCurrencyConversion:
     "RealTimeCurrencyConversion contains data for currency conversions using the latest market conversion rates."
+
     converted: Optional[float] = None
     from_: Optional[str] = None
     initial_amount: Optional[float] = None

massive/rest/models/snapshot.py

@@ -43,6 +43,7 @@ def from_dict(d):
 @modelclass
 class IndicesSession:
     "Contains data for the most recent daily bar in an options contract."
+
     change: Optional[float] = None
     change_percent: Optional[float] = None
     close: Optional[float] = None
@@ -86,6 +87,7 @@ def from_dict(d):
 @modelclass
 class TickerSnapshot:
     "Contains the most up-to-date market data for all traded ticker symbols."
+
     day: Optional[Agg] = None
     last_quote: Optional[LastQuote] = None
     last_trade: Optional[LastTrade] = None
@@ -120,6 +122,7 @@ def from_dict(d):
 @modelclass
 class DayOptionContractSnapshot:
     "Contains data for the most recent daily bar in an options contract."
+
     change: Optional[float] = None
     change_percent: Optional[float] = None
     close: Optional[float] = None
@@ -139,6 +142,7 @@ def from_dict(d):
 @modelclass
 class OptionDetails:
     "Contains details for an options contract."
+
     contract_type: Optional[str] = None
     exercise_style: Optional[str] = None
     expiration_date: Optional[str] = None
@@ -154,6 +158,7 @@ def from_dict(d):
 @modelclass
 class LastQuoteOptionContractSnapshot:
     "Contains data for the most recent quote in an options contract."
+
     ask: Optional[float] = None
     ask_size: Optional[float] = None
     bid: Optional[float] = None
@@ -170,6 +175,7 @@ def from_dict(d):
 @modelclass
 class LastTradeOptionContractSnapshot:
     "Contains data for the most recent trade for an options contract."
+
     price: Optional[float] = None
     sip_timestamp: Optional[int] = None
     size: Optional[int] = None
@@ -185,6 +191,7 @@ def from_dict(d):
 @modelclass
 class Greeks:
     "Contains data for the greeks in an options contract."
+
     delta: Optional[float] = None
     gamma: Optional[float] = None
     theta: Optional[float] = None
@@ -198,6 +205,7 @@ def from_dict(d):
 @modelclass
 class UnderlyingAsset:
     "Contains data for the underlying stock in an options contract."
+
     change_to_break_even: Optional[float] = None
     last_updated: Optional[int] = None
     price: Optional[float] = None
@@ -213,6 +221,7 @@ def from_dict(d):
 @modelclass
 class OptionContractSnapshot:
     "Contains data for the snapshot of an option contract of a stock equity."
+
     break_even_price: Optional[float] = None
     day: Optional[DayOptionContractSnapshot] = None
     details: Optional[OptionDetails] = None
@@ -261,6 +270,7 @@ def from_dict(d):
 @modelclass
 class OrderBookQuote:
     "Contains data for a book bid or ask."
+
     price: Optional[float] = None
     exchange_shares: Optional[Dict[str, float]] = None
 
@@ -275,6 +285,7 @@ def from_dict(d):
 @modelclass
 class SnapshotTickerFullBook:
     "Contains the current level 2 book of a single ticker. This is the combined book from all of the exchanges."
+
     ticker: Optional[str] = None
     bids: Optional[List[OrderBookQuote]] = None
     asks: Optional[List[OrderBookQuote]] = None