add fmv to snapshot and ws models and add new feeds

polygon/rest/models/snapshot.py

@@ -90,6 +90,7 @@ class TickerSnapshot:
     todays_change: Optional[float] = None
     todays_change_percent: Optional[float] = None
     updated: Optional[int] = None
+    fair_market_value: Optional[float] = None
 
     @staticmethod
     def from_dict(d):
@@ -107,6 +108,7 @@ def from_dict(d):
             todays_change=d.get("todaysChange", None),
             todays_change_percent=d.get("todaysChangePerc", None),
             updated=d.get("updated", None),
+            fair_market_value=d.get("fmv", None),
         )
 
 
@@ -215,6 +217,7 @@ class OptionContractSnapshot:
     last_trade: Optional[LastTradeOptionContractSnapshot] = None
     open_interest: Optional[float] = None
     underlying_asset: Optional[UnderlyingAsset] = None
+    fair_market_value: Optional[float] = None
 
     @staticmethod
     def from_dict(d):
@@ -238,6 +241,7 @@ def from_dict(d):
             underlying_asset=None
             if "underlying_asset" not in d
             else UnderlyingAsset.from_dict(d["underlying_asset"]),
+            fair_market_value=d.get("fmv", None),
         )
 
 
@@ -391,6 +395,7 @@ class UniversalSnapshot:
     open_interest: Optional[float] = None
     market_status: Optional[str] = None
     name: Optional[str] = None
+    fair_market_value: Optional[float] = None
     error: Optional[str] = None
     message: Optional[str] = None
 
@@ -420,6 +425,7 @@ def from_dict(d):
             open_interest=d.get("open_interest", None),
             market_status=d.get("market_status", None),
             name=d.get("name", None),
+            fair_market_value=d.get("fmv", None),
             error=d.get("error", None),
             message=d.get("message", None),
         )

polygon/websocket/models/common.py

@@ -9,6 +9,12 @@ class Feed(Enum):
     PolyFeedPlus = "polyfeedplus.polygon.io"
     StarterFeed = "starterfeed.polygon.io"
     Launchpad = "launchpad.polygon.io"
+    BusinessFeed = "business.polygon.io"
+    EdgxBusinessFeed = "edgx-business.polygon.io"
+    DelayedBusinessFeed = "delayed-business.polygon.io"
+    FullMarketBusinessFeed = "fullmarket-business.polygon.io"
+    NasdaqfeedLastSaleBusinessFeed = "nasdaqfeed-last-sale-business.polygon.io"
+    NasdaqfeedBasicBusinessFeed = "nasdaqfeed-basic-business.polygon.io"
 
 
 class Market(Enum):
@@ -40,3 +46,7 @@ class EventType(Enum):
     """
     LaunchpadValue = "LV"
     LaunchpadAggMin = "AM"
+    """Business* EventTypes are only available to Business users. These values are the same across all asset classes (
+    stocks, options, forex, crypto).
+    """
+    BusinessFairMarketValue = "FMV"

polygon/websocket/models/models.py

@@ -342,6 +342,23 @@ def from_dict(d):
         )
 
 
+@modelclass
+class FairMarketValue:
+    event_type: Optional[Union[str, EventType]] = None
+    fmv: Optional[float] = None
+    ticker: Optional[str] = None
+    timestamp: Optional[int] = None
+
+    @staticmethod
+    def from_dict(d):
+        return LaunchpadValue(
+            event_type=d.get("ev", None),
+            fmv=d.get("fmv", None),
+            ticker=d.get("sym", None),
+            timestamp=d.get("t", None),
+        )
+
+
 WebSocketMessage = NewType(
     "WebSocketMessage",
     List[

test_rest/mocks/v2/snapshot/locale/us/markets/stocks/tickers/AAPL.json

@@ -47,6 +47,7 @@
         "ticker": "AAPL",
         "todaysChange": -3.65,
         "todaysChangePerc": -2.231,
-        "updated": 1651251948294080343
+        "updated": 1651251948294080343,
+        "fair_market_value": 160.315
     }
 }

test_rest/mocks/v3/snapshot.json

@@ -11,6 +11,7 @@
         "strike_price": 5,
         "underlying_ticker": "NCLH"
       },
+      "fmv": 20.5,
       "greeks": {
         "delta": 0.5520187372272933,
         "gamma": 0.00706756515659829,
@@ -65,6 +66,7 @@
       }
     },
     {
+      "fmv": 0.05,
       "last_quote": {
         "ask": 21.25,
         "ask_size": 110,

test_rest/mocks/v3/snapshot/options/AAPL.json

@@ -23,6 +23,7 @@
       "strike_price": 150,
       "ticker": "O:AAPL230616C00150000"
     },
+    "fmv": 20.5,
     "greeks": {
       "delta": 0.6436614934293701,
       "gamma": 0.0061735291012820675,

test_rest/mocks/v3/snapshot/options/AAPL/O;AAPL230616C00150000.json

@@ -22,6 +22,7 @@
             "strike_price": 150,
             "ticker": "O:AAPL230616C00150000"
         },
+        "fmv": 29.2,
         "greeks": {
             "delta": 0.6436614934293701,
             "gamma": 0.0061735291012820675,

test_rest/test_snapshots.py

@@ -44,6 +44,7 @@ def test_list_universal_snapshots(self):
                     strike_price=5,
                     underlying_ticker="NCLH",
                 ),
+                fair_market_value=20.5,
                 greeks=Greeks(
                     delta=0.5520187372272933,
                     gamma=0.00706756515659829,
@@ -90,6 +91,7 @@ def test_list_universal_snapshots(self):
                 ),
             ),
             UniversalSnapshot(
+                fair_market_value=0.05,
                 last_quote=UniversalSnapshotLastQuote(
                     ask=21.25,
                     ask_size=110,
@@ -147,6 +149,7 @@ def test_get_snapshot_all(self):
                     timestamp=None,
                     transactions=None,
                 ),
+                fair_market_value=20.5,
                 last_quote=LastQuote(
                     ticker=None,
                     trf_timestamp=None,
@@ -220,6 +223,7 @@ def test_get_snapshot_ticker(self):
                 timestamp=None,
                 transactions=None,
             ),
+            fair_market_value=20.5,
             last_quote=LastQuote(
                 ticker=None,
                 trf_timestamp=None,
@@ -303,6 +307,7 @@ def test_get_snapshot_option(self):
                 strike_price=150,
                 ticker="O:AAPL230616C00150000",
             ),
+            fair_market_value=29.2,
             greeks=Greeks(
                 delta=0.6436614934293701,
                 gamma=0.0061735291012820675,
@@ -363,6 +368,7 @@ def test_list_snapshot_options_chain(self):
                     strike_price=150,
                     ticker="O:AAPL230616C00150000",
                 ),
+                fair_market_value=29.2,
                 greeks=Greeks(
                     delta=0.6436614934293701,
                     gamma=0.0061735291012820675,