[bot] Add missing endpoints and sync with OpenAPI spec (#1056)

Adds endpoints documented on massive.com that the client was missing,
and syncs existing methods with the OpenAPI spec.

**New endpoints**
- `list_options_open_interest` — `/options/v1/open-interest`
- `list_options_unusual_trades` — `/options/v1/unusual-trades`
- `list_stocks_insider_activity` — `/stocks/insiders/vX/activity`
- `list_stocks_insider_holdings` — `/stocks/insiders/vX/holdings`

**Synced with the OpenAPI spec**
- `*_all_of` filters are now sent as `.all_of`
- Forex snapshot `last_quote` ask/bid prices are now populated
- Added response fields the models were dropping
- Added missing query params (additive, no breaking changes)

Tested against the live API, including pagination.

Author: justinpolygon

massive/rest/base.py

@@ -208,16 +208,18 @@ def _get_params(
                 elif isinstance(val, datetime):
                     val = int(val.timestamp() * self.time_mult(datetime_res))
                 if val is not None:
-                    for ext in ["lt", "lte", "gt", "gte", "any_of"]:
+                    for ext in ["lt", "lte", "gt", "gte", "any_of", "all_of"]:
                         if argname.endswith(f"_{ext}"):
                             # lop off ext, then rebuild argname with ext,
                             # using ., and not _ (removesuffix would work)
                             # but that is python 3.9+
                             argname = argname[: -len(f"_{ext}")] + f".{ext}"
-                    # any_of accepts a comma-separated str (per the spec) or a
-                    # list of values; only join the latter, since joining a str
-                    # would split it into single characters
-                    if argname.endswith("any_of") and not isinstance(val, str):
+                    # any_of/all_of accept a comma-separated str (per the spec)
+                    # or a list of values; only join the latter, since joining
+                    # a str would split it into single characters
+                    if argname.endswith(("any_of", "all_of")) and not isinstance(
+                        val, str
+                    ):
                         val = ",".join(val)
                     params[argname] = val
 

massive/rest/benzinga.py

@@ -139,6 +139,7 @@ def list_benzinga_consensus_ratings(
         date_lt: Optional[Union[str, date]] = None,
         date_lte: Optional[Union[str, date]] = None,
         limit: Optional[int] = None,
+        date_any_of: Optional[Union[str, List[str]]] = None,
         params: Optional[Dict[str, Any]] = None,
         raw: bool = False,
         options: Optional[RequestOptionBuilder] = None,

massive/rest/futures.py

@@ -91,6 +91,8 @@ def list_futures_contracts(
         last_trade_date_lte: Optional[str] = None,
         limit: Optional[int] = None,
         sort: Optional[str] = None,
+        provider_id: Optional[str] = None,
+        provider_product_id: Optional[str] = None,
         params: Optional[Dict[str, Any]] = None,
         raw: bool = False,
         options: Optional[RequestOptionBuilder] = None,
@@ -146,6 +148,7 @@ def list_futures_products(
         type_any_of: Optional[str] = None,
         limit: Optional[int] = None,
         sort: Optional[str] = None,
+        provider_id: Optional[str] = None,
         params: Optional[Dict[str, Any]] = None,
         raw: bool = False,
         options: Optional[RequestOptionBuilder] = None,

massive/rest/models/aggs.py

@@ -107,6 +107,7 @@ class PreviousCloseAgg:
     timestamp: Optional[float] = None
     volume: Optional[float] = None
     vwap: Optional[float] = None
+    transactions: Optional[int] = None
 
     @staticmethod
     def from_dict(d):
@@ -119,4 +120,5 @@ def from_dict(d):
             d.get("t", None),
             d.get("v", None),
             d.get("vw", None),
+            d.get("n", None),
         )

massive/rest/models/contracts.py

@@ -51,3 +51,30 @@ def from_dict(d):
             ticker=d.get("ticker", None),
             underlying_ticker=d.get("underlying_ticker", None),
         )
+
+
+@modelclass
+class OptionsOpenInterest:
+    "Daily open interest for a single options contract."
+
+    ticker: Optional[str] = None
+    underlying_ticker: Optional[str] = None
+    root: Optional[str] = None
+    contract_type: Optional[str] = None
+    expiration_date: Optional[str] = None
+    strike_price: Optional[float] = None
+    date: Optional[str] = None
+    open_interest: Optional[int] = None
+
+    @staticmethod
+    def from_dict(d):
+        return OptionsOpenInterest(
+            ticker=d.get("ticker"),
+            underlying_ticker=d.get("underlying_ticker"),
+            root=d.get("root"),
+            contract_type=d.get("contract_type"),
+            expiration_date=d.get("expiration_date"),
+            strike_price=d.get("strike_price"),
+            date=d.get("date"),
+            open_interest=d.get("open_interest"),
+        )

massive/rest/models/etf_global.py

@@ -84,6 +84,7 @@ class EtfGlobalConstituent:
     asset_class: Optional[str] = None
     composite_ticker: Optional[str] = None
     constituent_name: Optional[str] = None
+    constituent_rank: Optional[int] = None
     constituent_ticker: Optional[str] = None
     country_of_exchange: Optional[str] = None
     currency_traded: Optional[str] = None
@@ -105,6 +106,7 @@ def from_dict(d):
             asset_class=d.get("asset_class"),
             composite_ticker=d.get("composite_ticker"),
             constituent_name=d.get("constituent_name"),
+            constituent_rank=d.get("constituent_rank"),
             constituent_ticker=d.get("constituent_ticker"),
             country_of_exchange=d.get("country_of_exchange"),
             currency_traded=d.get("currency_traded"),

massive/rest/models/financials.py

@@ -1306,3 +1306,91 @@ def from_dict(d):
             issuer_name=d.get("issuer_name"),
             ticker=d.get("ticker"),
         )
+
+
+@modelclass
+class InsiderActivity:
+    "Daily insider trading activity for an issuer, aggregated across all of its insiders' open-market purchases and sales."
+
+    issuer_cik: Optional[str] = None
+    issuer_name: Optional[str] = None
+    tickers: Optional[List[str]] = None
+    transaction_date: Optional[str] = None
+    last_filing_date: Optional[str] = None
+    purchase_count: Optional[int] = None
+    purchaser_count: Optional[int] = None
+    purchase_shares: Optional[float] = None
+    purchase_value: Optional[float] = None
+    sale_count: Optional[int] = None
+    seller_count: Optional[int] = None
+    sale_shares: Optional[float] = None
+    sale_value: Optional[float] = None
+    net_shares: Optional[float] = None
+    net_value: Optional[float] = None
+    planned_purchase_value: Optional[float] = None
+    planned_sale_value: Optional[float] = None
+
+    @staticmethod
+    def from_dict(d):
+        return InsiderActivity(
+            issuer_cik=d.get("issuer_cik"),
+            issuer_name=d.get("issuer_name"),
+            tickers=d.get("tickers"),
+            transaction_date=d.get("transaction_date"),
+            last_filing_date=d.get("last_filing_date"),
+            purchase_count=d.get("purchase_count"),
+            purchaser_count=d.get("purchaser_count"),
+            purchase_shares=d.get("purchase_shares"),
+            purchase_value=d.get("purchase_value"),
+            sale_count=d.get("sale_count"),
+            seller_count=d.get("seller_count"),
+            sale_shares=d.get("sale_shares"),
+            sale_value=d.get("sale_value"),
+            net_shares=d.get("net_shares"),
+            net_value=d.get("net_value"),
+            planned_purchase_value=d.get("planned_purchase_value"),
+            planned_sale_value=d.get("planned_sale_value"),
+        )
+
+
+@modelclass
+class InsiderHolding:
+    "An insider of an issuer (one reporting owner per issuer) with their current reported holdings."
+
+    issuer_cik: Optional[str] = None
+    issuer_name: Optional[str] = None
+    tickers: Optional[List[str]] = None
+    owner_cik: Optional[str] = None
+    owner_name: Optional[str] = None
+    officer_title: Optional[str] = None
+    roles: Optional[List[str]] = None
+    shares_owned: Optional[float] = None
+    shares_owned_direct: Optional[float] = None
+    shares_owned_indirect: Optional[float] = None
+    ownership_pct: Optional[float] = None
+    position_count: Optional[int] = None
+    filing_count: Optional[int] = None
+    first_filing_date: Optional[str] = None
+    last_filing_date: Optional[str] = None
+    oldest_position_date: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return InsiderHolding(
+            issuer_cik=d.get("issuer_cik"),
+            issuer_name=d.get("issuer_name"),
+            tickers=d.get("tickers"),
+            owner_cik=d.get("owner_cik"),
+            owner_name=d.get("owner_name"),
+            officer_title=d.get("officer_title"),
+            roles=d.get("roles"),
+            shares_owned=d.get("shares_owned"),
+            shares_owned_direct=d.get("shares_owned_direct"),
+            shares_owned_indirect=d.get("shares_owned_indirect"),
+            ownership_pct=d.get("ownership_pct"),
+            position_count=d.get("position_count"),
+            filing_count=d.get("filing_count"),
+            first_filing_date=d.get("first_filing_date"),
+            last_filing_date=d.get("last_filing_date"),
+            oldest_position_date=d.get("oldest_position_date"),
+        )

massive/rest/models/quotes.py

@@ -52,12 +52,13 @@ def from_dict(d):
             sequence_number=d.get("q", None),
             sip_timestamp=d.get("t", None),
             participant_timestamp=d.get("y", None),
-            ask_price=d.get("P", None),
+            # stocks send P/p; forex snapshot quotes send a/b
+            ask_price=d.get("P", d.get("a")),
             ask_size=d.get("S", None),
             ask_exchange=d.get("X", None),
             conditions=d.get("c", None),
             indicators=d.get("i", None),
-            bid_price=d.get("p", None),
+            bid_price=d.get("p", d.get("b")),
             bid_size=d.get("s", None),
             bid_exchange=d.get("x", None),
             tape=d.get("z", None),
@@ -102,13 +103,15 @@ class RealTimeCurrencyConversion:
     initial_amount: Optional[float] = None
     last: Optional[ForexQuote] = None
     to: Optional[str] = None
+    symbol: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
         return RealTimeCurrencyConversion(
             converted=d.get("converted", None),
-            from_=d.get("from_", None),
+            from_=d.get("from", d.get("from_")),
             initial_amount=d.get("initialAmount", None),
             last=None if "last" not in d else ForexQuote.from_dict(d["last"]),
             to=d.get("to", None),
+            symbol=d.get("symbol"),
         )

massive/rest/models/snapshot.py

@@ -170,6 +170,8 @@ class LastQuoteOptionContractSnapshot:
     last_updated: Optional[int] = None
     midpoint: Optional[float] = None
     timeframe: Optional[str] = None
+    ask_exchange: Optional[int] = None
+    bid_exchange: Optional[int] = None
 
     @staticmethod
     def from_dict(d):

massive/rest/models/tickers.py

@@ -112,6 +112,7 @@ class TickerDetails:
     name: Optional[str] = None
     phone_number: Optional[str] = None
     primary_exchange: Optional[str] = None
+    round_lot: Optional[int] = None
     share_class_figi: Optional[str] = None
     share_class_shares_outstanding: Optional[int] = None
     sic_code: Optional[str] = None
@@ -147,6 +148,7 @@ def from_dict(d):
             name=d.get("name", None),
             phone_number=d.get("phone_number", None),
             primary_exchange=d.get("primary_exchange", None),
+            round_lot=d.get("round_lot", None),
             share_class_figi=d.get("share_class_figi", None),
             share_class_shares_outstanding=d.get(
                 "share_class_shares_outstanding", None