models.Agg uses `Millis` but `MarshalJSON` is defined on a pointer receiver

[jabalsad]

Hello,

I am trying to marshal models.Agg items, which have Timestamp defined as Millis (non-pointer type). However, the Millis type defines MarshalJSON on pointer receivers, so when attempting to marshal the Agg type, timestamps don't get marshaled correctly:

Ref: https://github.com/polygon-io/client-go/blob/9588ed03df836a53c1c55f8d83ab538c552d336e/rest/models/aggs.go#L220 Ref: https://github.com/polygon-io/client-go/blob/9588ed03df836a53c1c55f8d83ab538c552d336e/rest/models/types.go#L253

[justinpolygon]

Hey @jabalsad, timestamps are unmashaled but they go into a custom Millis which is time.Time. The intention here is more of connivence in that they are already converted to human readable for you and you don't need to do it yourself.

Here's some example code:

// Stocks - Aggregates (Bars)
// https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to
// https://github.com/polygon-io/client-go/blob/master/rest/aggs.go
package main

import (
    "context"
    "log"
    "os"
    "time"

    polygon "github.com/polygon-io/client-go/rest"
    "github.com/polygon-io/client-go/rest/models"
    "github.com/davecgh/go-spew/spew"
)

func main() {

    // init client
    c := polygon.New(os.Getenv("POLYGON_API_KEY"))

    // set params
    params := models.ListAggsParams{
        Ticker:     "AAPL",
        Multiplier: 1,
        Timespan:   "day",
        From:       models.Millis(time.Date(2023, 12, 1, 0, 0, 0, 0, time.UTC)),
        To:         models.Millis(time.Date(2023, 12, 1, 0, 0, 0, 0, time.UTC)),
    }.WithOrder(models.Desc).WithLimit(50000).WithAdjusted(true)

    // make request
    iter := c.ListAggs(context.Background(), params)

    // do something with the result
    for iter.Next() {
        //log.Print(iter.Item())

        // dump the struct
        spew.Dump(iter.Item())

        // Convert Nanos to time.Time
        timestamp := time.Time(iter.Item().Timestamp) //res.Results.ParticipantTimestamp)

        // Print the Unix millisecond timestamp (int64)
        log.Printf("Unix millisecond timestamp: %d", timestamp.UnixMilli())

        // Print the datetime
        log.Printf("Datetime: %v", timestamp)

    }
    if iter.Err() != nil {
        log.Fatal(iter.Err())
    }

}

You'll see something like:

$ go run main.go
(models.Agg) {
 Ticker: (string) "",
 Close: (float64) 189.95,
 High: (float64) 190.32,
 Low: (float64) 188.19,
 Transactions: (int64) 486786,
 Open: (float64) 189.84,
 Timestamp: (models.Millis) {
  wall: (uint64) 0,
  ext: (int64) 63836917200,
  loc: (*time.Location)(0x102a007e0)(Local)
 },
 Volume: (float64) 4.8744366e+07,
 VWAP: (float64) 189.337,
 OTC: (bool) false
}
2023/12/04 11:55:15 Unix millisecond timestamp: 1701320400000
2023/12/04 11:55:15 Datetime: 2023-11-29 21:00:00 -0800 PST

Hope this explains how it works.

[jabalsad]

Hi. I was actually talking about marshaling the data into a JSON string:

    for iter.Next() {
        bytes, err := json.Marshal(iter.Item())
                 fmt.Println(string(bytes))
    }

Notice how the timestamp field does not get marshaled.

[justinpolygon]

Sorry, I understand now. Yeah, I'll explore this and likely submit a PR to fix the issue. Thanks for reporting.

[justinpolygon]

FYI - have a PR that'll fix this via https://github.com/polygon-io/client-go/pull/368. I'll keep you posted on when this gets released.

[justinpolygon]

Fixed and the latest release has the update. Thanks again for reporting this.