[SPT-1407] Add last_updated/timeframe to IndicesSnapshot and list_snapshot_indices

docs/source/Snapshot.rst

@@ -60,6 +60,16 @@ Get crypto L2 book snapshot
 
 .. automethod:: massive.RESTClient.get_snapshot_crypto_book
 
+=================================
+Get indices snapshot
+=================================
+
+- `Indices snapshot`_
+
+.. automethod:: massive.RESTClient.list_snapshot_indices
+
+.. automethod:: massive.RESTClient.get_snapshot_indices
+
 .. _Stocks snapshot all tickers: https://massive.com/docs/stocks/get_v3_snapshot
 .. _Options snapshot all tickers: https://massive.com/docs/options/get_v3_snapshot
 .. _Forex snapshot all tickers: https://massive.com/docs/forex/get_v3_snapshot
@@ -75,4 +85,5 @@ Get crypto L2 book snapshot
 .. _Forex snapshot ticker: https://massive.com/docs/forex/get_v2_snapshot_locale_global_markets_forex_tickers__ticker
 .. _Crypto snapshot ticker: https://massive.com/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker
 .. _Options snapshot option contract: https://massive.com/docs/options/get_v3_snapshot_options__underlyingasset___optioncontract
-.. _Crypto snapshot ticker full book (L2): https://massive.com/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker__book
+.. _Crypto snapshot ticker full book (L2): https://massive.com/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker__book
+.. _Indices snapshot: https://massive.com/docs/indices/get_v3_snapshot_indices

examples/rest/indices-snapshots_list.py

@@ -0,0 +1,16 @@
+from massive import RESTClient
+
+# docs
+# https://massive.com/docs/indices/get_v3_snapshot_indices
+# https://github.com/massive-com/client-python/blob/master/massive/rest/snapshot.py#
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # MASSIVE_API_KEY environment variable is used
+
+# list_snapshot_indices follows pagination, so this iterates over every index
+snapshots = []
+for s in client.list_snapshot_indices(limit=250):
+    snapshots.append(s)
+
+print(len(snapshots))
+print(snapshots[0])

massive/rest/models/snapshot.py

@@ -67,6 +67,8 @@ class IndicesSnapshot:
     session: Optional[IndicesSession] = None
     error: Optional[str] = None
     message: Optional[str] = None
+    last_updated: Optional[int] = None
+    timeframe: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
@@ -81,6 +83,8 @@ def from_dict(d):
             ),
             error=d.get("error", None),
             message=d.get("message", None),
+            last_updated=d.get("last_updated", None),
+            timeframe=d.get("timeframe", None),
         )
 
 

massive/rest/snapshot.py

@@ -244,6 +244,17 @@ def get_snapshot_indices(
         raw: bool = False,
         options: Optional[RequestOptionBuilder] = None,
     ) -> Union[List[IndicesSnapshot], HTTPResponse]:
+        """
+        Get snapshots for indices. Returns a single page of results; use
+        list_snapshot_indices to paginate through all of them.
+        - https://massive.com/docs/indices/get_v3_snapshot_indices
+
+        :param ticker_any_of: Comma-separated list of tickers, up to a maximum of 250.
+        :param params: Any additional query params
+        :param raw: returns the raw HTTP response if true, else the response is deserialized into a structured object
+        :param options: request options
+        :return: list of IndicesSnapshot
+        """
         url = f"/v3/snapshot/indices"
 
         return self._get(
@@ -254,3 +265,47 @@ def get_snapshot_indices(
             result_key="results",
             options=options,
         )
+
+    def list_snapshot_indices(
+        self,
+        ticker: Optional[str] = None,
+        ticker_any_of: Optional[Union[str, List[str]]] = None,
+        ticker_lt: Optional[str] = None,
+        ticker_lte: Optional[str] = None,
+        ticker_gt: Optional[str] = None,
+        ticker_gte: Optional[str] = None,
+        order: Optional[Union[str, Order]] = None,
+        limit: Optional[int] = None,
+        sort: Optional[str] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[IndicesSnapshot], HTTPResponse]:
+        """
+        Get snapshots for indices, following pagination.
+        - https://massive.com/docs/indices/get_v3_snapshot_indices
+
+        :param ticker: A single index ticker, e.g. I:SPX.
+        :param ticker_any_of: Comma-separated list of tickers, up to a maximum of 250. If no tickers are passed then all
+            results will be returned in a paginated manner.
+        :param ticker_lt: search for tickers less than
+        :param ticker_lte: search for tickers less than or equal to
+        :param ticker_gt: search for tickers greater than
+        :param ticker_gte: search for tickers greater than or equal to
+        :param order: Order results based on the sort field.
+        :param limit: Limit the size of the response per-page, max is 250.
+        :param sort: Sort field used for ordering. Default is ticker.
+        :param params: Any additional query params
+        :param raw: returns the raw HTTP response if true, else the response is deserialized into a structured object
+        :param options: request options
+        :return: iterator of IndicesSnapshot
+        """
+        url = f"/v3/snapshot/indices"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_snapshot_indices, locals()),
+            result_key="results",
+            deserializer=IndicesSnapshot.from_dict,
+            raw=raw,
+            options=options,
+        )

test_rest/mocks/v3/snapshot/indices&cursor=bGltaXQ9MTAmc29ydD10aWNrZXImdGlja2VyLmd0PUklM0FVWUdJViZ0aWNrZXIubHRlPQ.json

@@ -0,0 +1,42 @@
+{
+  "results": [
+    {
+      "value": 28.685000000000002,
+      "last_updated": 1792081393146000000,
+      "timeframe": "REAL-TIME",
+      "name": "PROSHARES ULTRA BASIC MATERIALS ETF",
+      "ticker": "I:UYMIV",
+      "market_status": "regular_trading",
+      "type": "indices",
+      "session": {
+        "change": 0.924,
+        "change_percent": 3.328,
+        "close": 28.6859,
+        "high": 29.0102,
+        "low": 27.8834,
+        "open": 27.8855,
+        "previous_close": 27.761200000000002
+      }
+    },
+    {
+      "value": 19.25,
+      "last_updated": 1792008000219000000,
+      "timeframe": "REAL-TIME",
+      "name": "Cboe VIX Jan Futures 4pm EST Mark Index",
+      "ticker": "I:UZF",
+      "market_status": "regular_trading",
+      "type": "indices",
+      "session": {
+        "change": 0,
+        "change_percent": 0,
+        "close": 19.25,
+        "high": 19.25,
+        "low": 19.25,
+        "open": 19.25,
+        "previous_close": 19.25
+      }
+    }
+  ],
+  "status": "OK",
+  "request_id": "0ade2056b75a64c1bbf1fe9fca8f20ed"
+}

test_rest/mocks/v3/snapshot/indices&ticker.gte=I%3ASPX.json

@@ -0,0 +1,43 @@
+{
+  "results": [
+    {
+      "value": 7717.17,
+      "last_updated": 1792081393031000000,
+      "timeframe": "REAL-TIME",
+      "name": "Standard & Poor's 500",
+      "ticker": "I:SPX",
+      "market_status": "regular_trading",
+      "type": "indices",
+      "session": {
+        "change": -1.77,
+        "change_percent": -0.0229,
+        "close": 7718.56,
+        "high": 7738.21,
+        "low": 7669.66,
+        "open": 7687.31,
+        "previous_close": 7718.9400000000005
+      }
+    },
+    {
+      "value": 82.5721,
+      "last_updated": 1792081393415000000,
+      "timeframe": "REAL-TIME",
+      "name": "PROSHARES S&P 500 EX-ENERGY ETF",
+      "ticker": "I:SPXEIV",
+      "market_status": "regular_trading",
+      "type": "indices",
+      "session": {
+        "change": 0.0058,
+        "change_percent": 0.00702,
+        "close": 82.583,
+        "high": 82.8018,
+        "low": 81.96520000000001,
+        "open": 81.96520000000001,
+        "previous_close": 82.5663
+      }
+    }
+  ],
+  "status": "OK",
+  "request_id": "62a572d0d04de8a7001f3c01a6d861ad",
+  "next_url": "https://api.massive.com/v3/snapshot/indices?cursor=bGltaXQ9MTAmc29ydD10aWNrZXImdGlja2VyLmd0PUklM0FVWUdJViZ0aWNrZXIubHRlPQ"
+}

test_rest/test_snapshots.py

@@ -426,6 +426,88 @@ def test_get_snapshot_crypto_book(self):
         )
         self.assertEqual(snapshots, expected)
 
+    def test_list_snapshot_indices(self):
+        # two pages: the first page's next_url points at the second
+        snapshots = [s for s in self.c.list_snapshot_indices(ticker_gte="I:SPX")]
+        expected = [
+            IndicesSnapshot(
+                value=7717.17,
+                name="Standard & Poor's 500",
+                type="indices",
+                ticker="I:SPX",
+                market_status="regular_trading",
+                session=IndicesSession(
+                    change=-1.77,
+                    change_percent=-0.0229,
+                    close=7718.56,
+                    high=7738.21,
+                    low=7669.66,
+                    open=7687.31,
+                    previous_close=7718.9400000000005,
+                ),
+                last_updated=1792081393031000000,
+                timeframe="REAL-TIME",
+            ),
+            IndicesSnapshot(
+                value=82.5721,
+                name="PROSHARES S&P 500 EX-ENERGY ETF",
+                type="indices",
+                ticker="I:SPXEIV",
+                market_status="regular_trading",
+                session=IndicesSession(
+                    change=0.0058,
+                    change_percent=0.00702,
+                    close=82.583,
+                    high=82.8018,
+                    low=81.96520000000001,
+                    open=81.96520000000001,
+                    previous_close=82.5663,
+                ),
+                last_updated=1792081393415000000,
+                timeframe="REAL-TIME",
+            ),
+            IndicesSnapshot(
+                value=28.685000000000002,
+                name="PROSHARES ULTRA BASIC MATERIALS ETF",
+                type="indices",
+                ticker="I:UYMIV",
+                market_status="regular_trading",
+                session=IndicesSession(
+                    change=0.924,
+                    change_percent=3.328,
+                    close=28.6859,
+                    high=29.0102,
+                    low=27.8834,
+                    open=27.8855,
+                    previous_close=27.761200000000002,
+                ),
+                last_updated=1792081393146000000,
+                timeframe="REAL-TIME",
+            ),
+            IndicesSnapshot(
+                value=19.25,
+                name="Cboe VIX Jan Futures 4pm EST Mark Index",
+                type="indices",
+                ticker="I:UZF",
+                market_status="regular_trading",
+                session=IndicesSession(
+                    change=0,
+                    change_percent=0,
+                    close=19.25,
+                    high=19.25,
+                    low=19.25,
+                    open=19.25,
+                    previous_close=19.25,
+                ),
+                last_updated=1792008000219000000,
+                timeframe="REAL-TIME",
+            ),
+        ]
+        self.assertEqual(snapshots, expected)
+        # modelclass drops unknown kwargs, so check the fields exist explicitly
+        self.assertEqual(snapshots[0].last_updated, 1792081393031000000)
+        self.assertEqual(snapshots[0].timeframe, "REAL-TIME")
+
     def test_get_snapshot_indices(self):
         ticker_any_of = ["SPX", "APx", "APy"]
         summary_results = self.c.get_snapshot_indices(ticker_any_of)