feat: Support changes of options snapshots and chain - Githubissues

alpacahq / alpaca-py

The Official Python SDK for Alpaca API

https://alpaca.markets/sdks/python/getting_started.html

Apache License 2.0

560 stars 135 forks source link

feat: Support changes of options snapshots and chain #446

Closed hiohiohio closed 5 months ago

hiohiohio commented 5 months ago

Incompatible changes:

get_option_snapshot returns OptionsSnapshot instead of Snapshot
get_option_chain returns OptionsSnapshot instead of Snapshot

Context:

the options snapshot and options chain API endpoints returns options greeks and implied volatility
the options chain api endpoint accept new parameters to filter options contracts
this PR support those changes of api endpoints

Changes:

introduce OptionsSnapshot
- support greeks and "implied_volatility" of options snapshot
support filter parameters of options chain api endpoint
- ref. https://docs.alpaca.markets/reference/optionchain