polygon

README

Polygon Data Fetcher

This module builds a MarketStore background worker which fetches historical price data of US stocks from Polygon's API. It runs as a goroutine behind the MarketStore process and keeps writing to the disk. The module uses both the HTTP interface (to backfill from MarketStore's last written record), and the NATS streaming interface (to receive real-time updates).

Configuration

polygon.so comes with the server by default, so you can simply configure it in the MarketStore configuration file.

Options

Name	Type	Default	Description
api_key	string	none	Your polygon api key
base_url	string	none	The URL to use in the HTTP client
nats_servers	string	Comma separated list of nats servers to connect to
symbols	slice of strings	none	The symbols to retrieve chart bars for

Example

Add the following to your config file:

bgworkers:
  - module: polygon.so
    config:
        api_key: your_api_key
        base_url: https://api.polygon.io
        nats_servers: nats://nats1.polygon.io:30401, nats://nats2.polygon.io:30402, nats://nats3.polygon.io:30403
        symbols:
          - AAPL
          - SPY