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Add websocket usage in Polygon plugin
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Polygon's preferred method of subscribing to streaming services is no longer NATS.  Instead, users should use websockets.  The old readme did not detail how to use websockets, so I added `ws_servers` to the table and updated the example.
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jaredmcqueen authored Nov 13, 2019
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Showing 1 changed file with 9 additions and 8 deletions.
17 changes: 9 additions & 8 deletions contrib/polygon/README.md
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# Polygon Data Fetcher

This module builds a MarketStore background worker which fetches historical
price data of US stocks from [Polygon's API](https://polygon.io/). It runs
price data of US stocks from [Polygon's WebSockets Clusters](https://polygon.io/sockets). 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).
written record), and websockets streaming interface (to receive real-time updates).

## Configuration
polygon.so comes with the server by default, so you can simply configure it
Expand All @@ -17,6 +17,7 @@ data_types | slice of strings | none | List of data types (bars, quotes, trades)
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
ws_servers | string | Comma separated list of websocket servers to connect to
symbols | slice of strings | none | The symbols to retrieve chart bars for

### Example
Expand All @@ -25,10 +26,10 @@ 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
api_key: your_api_key
ws_servers: wss://alpaca.socket.polygon.io
data_types: ["bars"]
symbols:
- AAPL
- SPY
```

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