Merge pull request #40 from alpacahq/feature/polygon-v2-upgrade

Begin upgrade to v2 Polygon endpoints

Author: ttt733

lib/alpaca-trade-api.js

@@ -79,7 +79,9 @@ Alpaca.prototype.getBars = bars.getBars
 Alpaca.prototype.getExchanges = polygon.exchanges
 Alpaca.prototype.getSymbolTypeMap = polygon.symbolTypeMap
 Alpaca.prototype.getHistoricTrades = polygon.historicTrades
+Alpaca.prototype.getHistoricTradesV2 = polygon.historicTradesV2
 Alpaca.prototype.getHistoricQuotes = polygon.historicQuotes
+Alpaca.prototype.getHistoricQuotesV2 = polygon.historicQuotesV2
 Alpaca.prototype.getHistoricAggregates = polygon.historicAggregates
 Alpaca.prototype.getHistoricAggregatesV2 = polygon.historicAggregatesV2
 Alpaca.prototype.getLastTrade = polygon.lastTrade

lib/resources/polygon.js

@@ -11,17 +11,37 @@ function symbolTypeMap() {
 }
 
 // options: limit, offset
+/*
+ * @deprecated Will be removed in a future release, and will be removed from the Polygon API. Please use historicTradesV2 instead.
+ */
 function historicTrades(symbol, date, options = {}) {
+  console.warn('Calling deprecated function historicTrades. Please use historicTradesV2 instead.')
   const path = `/historic/trades/${symbol}/${toDateString(date)}`
   return this.polygonHttpRequest(path, options)
 }
 
+// options: limit, timestamp, timestamp_limit, reverse
+function historicTradesV2(symbol, date, options = {}) {
+  const path = `/ticks/stocks/trades/${symbol}/${toDateString(date)}`
+  return this.polygonHttpRequest(path, options, null, null, 'v2')
+}
+
 // options: limit, offset
+/*
+ * @deprecated Will be removed in a future release, and will be removed from the Polygon API. Please use historicQuotesV2 instead.
+ */
 function historicQuotes(symbol, date, options = {}) {
+  console.warn('Calling deprecated function historicQuotes. Please use historicQuotesV2 instead.')
   const path = `/historic/quotes/${symbol}/${toDateString(date)}`
   return this.polygonHttpRequest(path, options)
 }
 
+// options: limit, timestamp, timestamp_limit, reverse
+function historicQuotesV2(symbol, date, options = {}) {
+  const path = `ticks/stocks/nbbo/${symbol}/${toDateString(date)}`
+  return this.polygonHttpRequest(path, options, null, null, 'v2')
+}
+
 // size: 'day', 'minute'
 // options: from, to, limit, unadjusted
 function historicAggregates(size, symbol, options = {}) {
@@ -70,7 +90,9 @@ module.exports = {
   exchanges,
   symbolTypeMap,
   historicTrades,
+  historicTradesV2,
   historicQuotes,
+  historicQuotesV2,
   historicAggregates,
   historicAggregatesV2,
   lastTrade,