Deploy the Updated Client Library

Oct 13, 2025 by thesweetdesigns.com 53 views

Overview

A diff between the client library's spec and the hosted spec was found, indicating that the client may need an update to match any changes in the API. This article will provide an overview of the changes and the necessary steps to update the client library.

Changes in the WebSocket Spec

The diff between the client library's spec and the hosted spec reveals several changes in the WebSocket spec. These changes include:

New Endpoints: The hosted spec includes new endpoints for futures data, including /futures/T, /futures/Q, /futures/A, and /futures/AM. These endpoints provide real-time trades, quotes, aggregates (per second), and aggregates (per minute) for futures data.
New Parameters: The hosted spec includes new parameters for the futures endpoints, including ticker, which allows users to specify a future ticker or subscribe to all future tickers.
New Response Schemas: The hosted spec includes new response schemas for the futures endpoints, including FutureTradeEvent, FutureQuoteEvent, FutureBaseAggregateEvent, FutureSecondAggregateEvent, and FutureMinuteAggregateEvent.

Updating the Client Library

To update the client library to match the changes in the WebSocket spec, the following steps can be taken:

Review the Changes: Review the changes in the WebSocket spec to understand the new endpoints, parameters, and response schemas.
Update the Client Library: Update the client library to include the new endpoints, parameters, and response schemas.
Test the Client Library: Test the client library to ensure that it is working correctly with the updated WebSocket spec.
Deploy the Updated Client Library: Deploy the updated client library to ensure that all users have access to the latest features and functionality.

Example Code

Here is an example of how the updated client library might look:

import websocket

# Define the WebSocket endpoint
ws_url = "wss://api.polygon.io/websocket"

# Define the futures endpoints
futures_endpoints = {
    "/futures/T": {
        "get": {
            "summary": "Trades",
            "description": "Stream real-time trades for a given future ticker symbol.",
            "parameters": [
                {
                    "name": "ticker",
                    "in": "query",
                    "description": "Specify a future ticker or use * to subscribe to all future tickers.",
                    "required": True,
                    "schema": {
                        "type": "string",
                        "pattern": "/^([a-zA-Z]+)$/"
                    },
                    "example": "*"
                }
            ],
            "responses": {
                "200": {
                    "description": "The WebSocket message for a trade event.",
                    "content": {
                        "application/json": {
                            "schema": {
                                "type": "object",
                                "properties": {
                                    "ev": {
                                        "enum": [
                                            "T"
                                        ],
                                        "description": "The event type."
                                    },
                                    "sym": {
                                        "type": "string",
                                        "description": "The ticker symbol for the given future."
                                    },
                                    "p": {
                                        "type": "number",
                                        "format": "double",
                                        "description": "The price of a trade."
                                    },
                                    "s": {
                                        "type": "integer",
                                        "description": "The trade size."
                                    },
                                    "t": {
                                        "type": "integer",
                                        "description": "The SIP timestamp in Unix MS."
                                    },
                                    "q": {
                                        "type": "integer",
                                        "description": "The sequence number represents the sequence in which message events happened."
                                    }
                                }
                            },
                            "example": {
                                "ev": "T",
                                "sym": "ESZ4",
                                "p": 606450,
                                "s": 100,
                                "t": 1734103628363,
                                "q": 32599300
                            }
                        }
                    }
                }
            }
        }
    },
    "/futures/Q": {
        "get": {
            "summary": "Quotes",
            "description": "Stream real-time quotes for a given future ticker symbol.",
            "parameters": [
                {
                    "name": "ticker",
                    "in": "query",
                    "description": "Specify a future ticker or use * to subscribe to all future tickers.",
                    "required": True,
                    "schema": {
                        "type": "string",
                        "pattern": "/^([a-zA-Z]+)$/"
                    },
                    "example": "*"
                }
            ],
            "responses": {
                "200": {
                    "description": "The WebSocket message for a quote event.",
                    "content": {
                        "application/json": {
                            "schema": {
                                "type": "object",
                                "properties": {
                                    "ev": {
                                        "enum": [
                                            "Q"
                                        ],
                                        "description": "The event type."
                                    },
                                    "sym": {
                                        "type": "string",
                                        "description": "The ticker symbol for the given future."
                                    },
                                    "bp": {
                                        "type": "number",
                                        "format": "double",
                                        "description": "The bid price."
                                    },
                                    "bs": {
                                        "type": "integer",
                                        "description": "The bid size."
                                    },
                                    "bt": {
                                        "type": "integer",
                                        "description": "The timestamp when the bid was submitted to the exchange."
                                    },
                                    "ap": {
                                        "type": "number",
                                        "format": "double",
                                        "description": "The ask price."
                                    },
                                    "as": {
                                        "type": "integer",
                                        "description": "The ask size."
                                    },
                                    "at": {
                                        "type": "integer",
                                        "description": "The timestamp when the ask was submitted to the exchange."
                                    },
                                    "t": {
                                        "type": "integer",
                                        "description": "The SIP timestamp in Unix MS."
                                    }
                                }
                            },
                            "example": {
                                "ev": "Q",
                                "sym": "ESZ4",
                                "bp": 114.125,
                                "bs": 100,
                                "bt": 1734103628360,
                                "ap": 114.128,
                                "as": 160,
                                "at": 1734103628350,
                                "t": 1536036818784
                            }
                        }
                    }
                }
            }
        }
    },
    "/futures/A": {
        "get": {
            "summary": "Aggregates (Per Second)",
            "description": "Stream real-time second aggregates for a given future ticker symbol.",
            "parameters": [
                {
                    "name": "ticker",
                    "in": "query",
                    "description": "Specify a future ticker or use * to subscribe to all future tickers.",
                    "required": True,
                    "schema": {
                        "type": "string",
                        "pattern": "/^([a-zA-Z]+)$/"
                    },
                    "example": "*"
                }
            ],
            "responses": {
                "200": {
                    "description": "The WebSocket message for a second aggregate event.",
                    "content": {
                        "application/json": {
                            "schema": {
                                "allOf": [
                                    {
                                        "type": "object",
                                        "properties": {
                                            "ev": {
                                                "description": "The event type."
                                            },
                                            "sym": {
                                                "type": "string",
                                                "description": "The ticker symbol for the given stock."
                                            },
                                            "v": {
                                                "type": "integer",
                                                "description": "The tick volume."
                                            },
                                            "av": {
                                                "type": "integer",
                                                "description": "Today's accumulated volume."
                                            },
                                            "op": {
                                                "type": "number",
                                                "format": "double",
                                                "description": "Today's official opening price."
                                            },
                                            "vw": {
                                                "type": "number",
                                                "format": "float",
                                                "description": "The tick's volume weighted average price."
                                            },
                                            "o": {
                                                "type": "number",
                                                "format": "double",
                                                "description": "The opening tick price for this aggregate window."
                                            },
                                            "c": {
                                                "type": "number",
                                                "format": "double",
                                                "description": "The closing tick price for this aggregate window."
                                            },
                                            "h": {
                                                "type": "number",
                                                "format": "double",
                                                "description": "The highest tick price for this aggregate window."
                                            },
                                            "l": {
                                                "type": "number",
                                                "format": "double",
                                                "description": "The lowest tick price for this aggregate window."
                                            },
                                            "a": {
                                                "type": "number",
                                                "format": "float",
                                                "description": "Today's volume weighted average price."
                                            },
                                            "z": {
                                                "type": "integer",
                                                "description": "The average trade size for this aggregate window."
                                            },
                                            "s": {
                                                "type": "integer",
                                                "description": "The start timestamp of this aggregate window in Unix Milliseconds."
                                            },
                                            "e": {
                                                "type": "integer",
                                                "description": "The end timestamp of this aggregate window in Unix Milliseconds."
                                            },
                                            "otc": {
                                                "type": "boolean",
                                                "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false."
                                            }
                                        }
                                    },
                                    {
                                        "properties": {
                                            "ev": {
                                                "enum": [
                                                    "A"
                                                ],
                                                "description": "The event type."
                                            }
<br/>
**Q&A: Client Update Needed to Match WebSocket Spec Changes**

**Q: What is the purpose of this article?**
A: This article is to inform users about the changes in the WebSocket spec and the necessary steps to update the client library to match these changes.

**Q: What are the changes in the WebSocket spec?**
A: The changes in the WebSocket spec include new endpoints for futures data, new parameters for the futures endpoints, and new response schemas for the futures endpoints.

**Q: What are the new endpoints for futures data?**
A: The new endpoints for futures data are `/futures/T`, `/futures/Q`, `/futures/A`, and `/futures/AM`. These endpoints provide real-time trades, quotes, aggregates (per second), and aggregates (per minute) for futures data.

**Q: What are the new parameters for the futures endpoints?**
A: The new parameters for the futures endpoints include `ticker`, which allows users to specify a future ticker or subscribe to all future tickers.

**Q: What are the new response schemas for the futures endpoints?**
A: The new response schemas for the futures endpoints include `FutureTradeEvent`, `FutureQuoteEvent`, `FutureBaseAggregateEvent`, `FutureSecondAggregateEvent`, and `FutureMinuteAggregateEvent`.

**Q: How do I update the client library to match the changes in the WebSocket spec?**
A: To update the client library, you need to review the changes in the WebSocket spec, update the client library to include the new endpoints, parameters, and response schemas, test the client library to ensure it is working correctly, and deploy the updated client library.

**Q: What is the example code for the updated client library?**
A: The example code for the updated client library is provided in the article and includes the new endpoints, parameters, and response schemas for the futures endpoints.

**Q: What are the benefits of updating the client library to match the changes in the WebSocket spec?**
A: The benefits of updating the client library to match the changes in the WebSocket spec include access to the latest features and functionality, improved performance, and enhanced user experience.

**Q: How do I test the updated client library?**
A: To test the updated client library, you need to connect to the WebSocket endpoint, subscribe to the futures endpoints, and verify that the responses match the expected response schemas.

**Q: What are the next steps after updating the client library?**
A: After updating the client library, you need to deploy the updated client library to ensure that all users have access to the latest features and functionality.

**Q: What are the potential issues that may arise during the update process?**
A: The potential issues that may arise during the update process include errors in the client library, issues with the WebSocket endpoint, and difficulties in testing the updated client library.

**Q: How can I troubleshoot issues with the updated client library?**
A: To troubleshoot issues with the updated client library, you need to review the error messages, check the client library code, and consult the documentation for the WebSocket endpoint.

**Q: What are the best practices for updating the client library to match the changes in the WebSocket spec?**
A: The best practices for updating the client library to match the changes in the WebSocket spec include reviewing the changes in the WebSocket spec, testing the updated client library thoroughly, and deploying the updated client library in a controlled environment.