Add REST / MarketData data sources

[ryanhamilton]

(Reddit) Quants would like to query other market data sources:

REST - HTTP

Source	Auth	Example
Polygon.io	URL param API key	GET
Binance	Signature URL param + -H HEADER link	curl -H "X-MBX-APIKEY: vmPUZE6mv9SD5VNHk4HlWFsOr6aKE2zvsw0MuIgwCIPy6utIco14y7Ju91duEh8A" -X POST 'https://api.binance.us/api/v3/order' -d 'symbol=LTCBTC&side=BUY&type=LIMIT&timeInForce=GTC&quantity=1&price=0.1&recvWindow=5000&timestamp=1499827319559&signature=c8db56825ae71d6d79447849e617115f4a920fa2acdcab2b053c4b2838bd6b71'
DataBento	-u API key	GET + POST (see below)

Databento

curl -X POST 'https://hist.databento.com/v0/timeseries.get_range' \
 -u YOUR_API_KEY: \
 -d dataset=GLBX.MDP3 \
 -d symbols=ESM2  -d schema=trades  -d start='2022-06-06T00:00' \
 -d end='2022-06-10T00:10'  -d encoding=json  -d pretty_px=true \
 -d pretty_ts=true  -d map_symbols=true  -d limit=1

Streaming - Websockets

Source	Auth	Example
ContentCell	ContentCell	ContentCell
ContentCell	ContentCell	ContentCell
ContentCell	ContentCell	ContentCell
ContentCell	ContentCell	ContentCell

Decisions

• All HTTP security logic overlaps between REST and websocket?
• Restrict what URLS can be called with regex per conn?
• Query Format:
  • http:/asdads.com/asd blah#.data#{ col:"INTEGER"}
  • Headers / POST etc. stored in custom format?
  • Or support CURL?
  • Or store as JSON?

[ar1383]

Hello @ryanhamilton . Have CURL requests with headers been implemented yet in Pulse? And if so, how can we submit CURLs from the UI?