Added GetShortInterest and ListIPOs support

README.md

@@ -1,5 +1,5 @@
 # Polygon Go Client
-![Coverage](https://img.shields.io/badge/Coverage-77.4%25-brightgreen)
+![Coverage](https://img.shields.io/badge/Coverage-74.8%25-brightgreen)
 
 <!-- todo: add a codecov badge -->
 <!-- todo: figure out a way to show all build statuses -->

rest/client/client.go

@@ -11,7 +11,7 @@ import (
 	"github.com/polygon-io/client-go/rest/models"
 )
 
-const clientVersion = "v1.16.0"
+const clientVersion = "v1.16.7"
 
 const (
 	APIURL            = "https://api.polygon.io"

rest/example/stocks/ipos/main.go

@@ -0,0 +1,33 @@
+// Stocks - Company IPOs
+// https://polygon.io/docs/stocks/get_v1_reference_ipos
+package main
+
+import (
+	"context"
+	"log"
+	"os"
+
+	polygon "github.com/polygon-io/client-go/rest"
+	"github.com/polygon-io/client-go/rest/models"
+)
+
+func main() {
+
+	// Initialize client
+	c := polygon.New(os.Getenv("POLYGON_API_KEY"))
+
+	// Set parameters
+	params := models.ListIPOsParams{}.WithTicker("RDDT")
+
+	// make request
+	iter := c.ListIPOs(context.Background(), params)
+
+	// do something with the result
+	for iter.Next() {
+		log.Print(iter.Item())
+	}
+	if iter.Err() != nil {
+		log.Fatal(iter.Err())
+	}
+
+}

rest/example/stocks/short-interest/main.go

@@ -0,0 +1,39 @@
+// Stocks - Short Interest
+// https://polygon.io/docs/stocks/get_v1_reference_short-interest__identifierType___identifier
+package main
+
+import (
+	"context"
+	"log"
+	"os"
+	"time"
+
+	polygon "github.com/polygon-io/client-go/rest"
+	"github.com/polygon-io/client-go/rest/models"
+)
+
+func main() {
+
+	// Initialize client
+	c := polygon.New(os.Getenv("POLYGON_API_KEY"))
+
+	// Set parameters
+	params := models.ListShortInterestParams{
+		IdentifierType: "ticker",
+		Identifier:     "AMD",
+	}.WithDay(models.GTE, 2024, time.October, 1).
+		WithDay(models.LTE, 2024, time.October, 10).
+		WithLimit(10)
+
+	// Make request
+	iter := c.ListShortInterest(context.Background(), params)
+
+	// Do something with the result
+	for iter.Next() {
+		log.Print(iter.Item())
+	}
+	if iter.Err() != nil {
+		log.Fatal(iter.Err())
+	}
+
+}

rest/models/tickers.go

@@ -1,6 +1,9 @@
 package models
 
-import "strings"
+import (
+	"strings"
+	"time"
+)
 
 // ListTickersParams is the set of parameters for the ListTickers method.
 type ListTickersParams struct {
@@ -420,3 +423,206 @@ type TickerEvent struct {
 type TickerChangeEvent struct {
 	Ticker string `json:"ticker"`
 }
+
+// ListShortInterestParams contains parameters for the ListShortInterest method.
+type ListShortInterestParams struct {
+	// Path parameters
+	IdentifierType string `validate:"required" path:"identifierType"`
+	Identifier     string `validate:"required" path:"identifier"`
+
+	// Query parameters
+	DateEQ  *Nanos `query:"date"`
+	DateLT  *Nanos `query:"date.lt"`
+	DateLTE *Nanos `query:"date.lte"`
+	DateGT  *Nanos `query:"date.gt"`
+	DateGTE *Nanos `query:"date.gte"`
+
+	Order *Order `query:"order"`
+	Limit *int   `query:"limit"`
+	Sort  *Sort  `query:"sort"`
+}
+
+// WithDate adds date filtering to the parameters.
+func (p ListShortInterestParams) WithDate(c Comparator, q Nanos) *ListShortInterestParams {
+	switch c {
+	case EQ:
+		p.DateEQ = &q
+	case LT:
+		p.DateLT = &q
+	case LTE:
+		p.DateLTE = &q
+	case GT:
+		p.DateGT = &q
+	case GTE:
+		p.DateGTE = &q
+	}
+	return &p
+}
+
+// WithDay allows setting the date via year, month, day.
+func (p ListShortInterestParams) WithDay(c Comparator, year int, month time.Month, day int) *ListShortInterestParams {
+	d := Nanos(time.Date(year, month, day, 0, 0, 0, 0, time.UTC))
+	return p.WithDate(c, d)
+}
+
+func (p ListShortInterestParams) WithOrder(order Order) *ListShortInterestParams {
+	p.Order = &order
+	return &p
+}
+
+func (p ListShortInterestParams) WithLimit(limit int) *ListShortInterestParams {
+	p.Limit = &limit
+	return &p
+}
+
+func (p ListShortInterestParams) WithSort(sort Sort) *ListShortInterestParams {
+	p.Sort = &sort
+	return &p
+}
+
+// ListShortInterestResponse represents the response from the ListShortInterest method.
+type ListShortInterestResponse struct {
+	BaseResponse
+	Results []ShortInterest `json:"results,omitempty"`
+}
+
+// ShortInterest represents a single short interest data point.
+type ShortInterest struct {
+	CurrencyCode        string `json:"currency_code,omitempty"`
+	Date                string `json:"date,omitempty"`
+	ISIN                string `json:"isin,omitempty"`
+	Name                string `json:"name,omitempty"`
+	SecurityDescription string `json:"security_description,omitempty"`
+	ShortVolume         int64  `json:"short_volume,omitempty"`
+	ShortVolumeExempt   int64  `json:"short_volume_exempt,omitempty"`
+	Ticker              string `json:"ticker,omitempty"`
+	USCode              string `json:"us_code,omitempty"`
+}
+
+// IPOsSortField defines the sort fields for IPOs.
+type IPOsSortField string
+
+const (
+	IPOsSortListingDate         IPOsSortField = "listing_date"
+	IPOsSortTicker              IPOsSortField = "ticker"
+	IPOsSortLastUpdated         IPOsSortField = "last_updated"
+	IPOsSortSecurityType        IPOsSortField = "security_type"
+	IPOsSortIssuerName          IPOsSortField = "issuer_name"
+	IPOsSortCurrencyCode        IPOsSortField = "currency_code"
+	IPOsSortISIN                IPOsSortField = "isin"
+	IPOsSortUSCode              IPOsSortField = "us_code"
+	IPOsSortFinalIssuePrice     IPOsSortField = "final_issue_price"
+	IPOsSortMinSharesOffered    IPOsSortField = "min_shares_offered"
+	IPOsSortMaxSharesOffered    IPOsSortField = "max_shares_offered"
+	IPOsSortLowestOfferPrice    IPOsSortField = "lowest_offer_price"
+	IPOsSortHighestOfferPrice   IPOsSortField = "highest_offer_price"
+	IPOsSortTotalOfferSize      IPOsSortField = "total_offer_size"
+	IPOsSortSharesOutstanding   IPOsSortField = "shares_outstanding"
+	IPOsSortPrimaryExchange     IPOsSortField = "primary_exchange"
+	IPOsSortLotSize             IPOsSortField = "lot_size"
+	IPOsSortSecurityDescription IPOsSortField = "security_description"
+	IPOsSortIPOStatus           IPOsSortField = "ipo_status"
+)
+
+// ListIPOsParams contains parameters for the ListIPOs method.
+type ListIPOsParams struct {
+	// Query parameters
+	Ticker *string `query:"ticker"`
+	USCode *string `query:"us_code"`
+	ISIN   *string `query:"isin"`
+
+	ListingDateEQ  *Nanos `query:"listing_date"`
+	ListingDateLT  *Nanos `query:"listing_date.lt"`
+	ListingDateLTE *Nanos `query:"listing_date.lte"`
+	ListingDateGT  *Nanos `query:"listing_date.gt"`
+	ListingDateGTE *Nanos `query:"listing_date.gte"`
+
+	Order *Order         `query:"order"`
+	Limit *int           `query:"limit"`
+	Sort  *IPOsSortField `query:"sort"`
+}
+
+// WithListingDate adds listing date filtering to the parameters.
+func (p ListIPOsParams) WithListingDate(c Comparator, q Nanos) *ListIPOsParams {
+	switch c {
+	case EQ:
+		p.ListingDateEQ = &q
+	case LT:
+		p.ListingDateLT = &q
+	case LTE:
+		p.ListingDateLTE = &q
+	case GT:
+		p.ListingDateGT = &q
+	case GTE:
+		p.ListingDateGTE = &q
+	}
+	return &p
+}
+
+// WithListingDay allows setting the listing date via year, month, day.
+func (p ListIPOsParams) WithListingDay(c Comparator, year int, month time.Month, day int) *ListIPOsParams {
+	d := Nanos(time.Date(year, month, day, 0, 0, 0, 0, time.UTC))
+	return p.WithListingDate(c, d)
+}
+
+func (p ListIPOsParams) WithTicker(ticker string) *ListIPOsParams {
+	p.Ticker = &ticker
+	return &p
+}
+
+func (p ListIPOsParams) WithUSCode(usCode string) *ListIPOsParams {
+	p.USCode = &usCode
+	return &p
+}
+
+func (p ListIPOsParams) WithISIN(isin string) *ListIPOsParams {
+	p.ISIN = &isin
+	return &p
+}
+
+func (p ListIPOsParams) WithOrder(order Order) *ListIPOsParams {
+	p.Order = &order
+	return &p
+}
+
+func (p ListIPOsParams) WithLimit(limit int) *ListIPOsParams {
+	p.Limit = &limit
+	return &p
+}
+
+func (p ListIPOsParams) WithSort(sort IPOsSortField) *ListIPOsParams {
+	p.Sort = &sort
+	return &p
+}
+
+// ListIPOsResponse represents the response from the ListIPOs method.
+type ListIPOsResponse struct {
+	BaseResponse
+	Results []IPOListing `json:"results,omitempty"`
+}
+
+// IPOListing represents a single IPO listing.
+type IPOListing struct {
+	CurrencyCode        string  `json:"currency_code,omitempty"`
+	FinalIssuePrice     float64 `json:"final_issue_price,omitempty"`
+	HighestOfferPrice   float64 `json:"highest_offer_price,omitempty"`
+	IPOStatus           string  `json:"ipo_status,omitempty"`
+	ISIN                string  `json:"isin,omitempty"`
+	IssueEndDate        string  `json:"issue_end_date,omitempty"`
+	IssueStartDate      string  `json:"issue_start_date,omitempty"`
+	IssuerName          string  `json:"issuer_name,omitempty"`
+	LastUpdated         string  `json:"last_updated,omitempty"`
+	ListingDate         string  `json:"listing_date,omitempty"`
+	ListingPrice        float64 `json:"listing_price,omitempty"`
+	LotSize             int64   `json:"lot_size,omitempty"`
+	LowestOfferPrice    float64 `json:"lowest_offer_price,omitempty"`
+	MaxSharesOffered    int64   `json:"max_shares_offered,omitempty"`
+	MinSharesOffered    int64   `json:"min_shares_offered,omitempty"`
+	PrimaryExchange     string  `json:"primary_exchange,omitempty"`
+	SecurityDescription string  `json:"security_description,omitempty"`
+	SecurityType        string  `json:"security_type,omitempty"`
+	SharesOutstanding   int64   `json:"shares_outstanding,omitempty"`
+	Ticker              string  `json:"ticker,omitempty"`
+	TotalOfferSize      float64 `json:"total_offer_size,omitempty"`
+	USCode              string  `json:"us_code,omitempty"`
+}

rest/reference.go

@@ -10,25 +10,21 @@ import (
 )
 
 const (
-	ListTickersPath               = "/v3/reference/tickers"
+	GetExchangesPath              = "/v3/reference/exchanges"
+	GetMarketHolidaysPath         = "/v1/marketstatus/upcoming"
+	GetMarketStatusPath           = "/v1/marketstatus/now"
+	GetOptionsContractPath        = "/v3/reference/options/contracts/{ticker}"
 	GetTickerDetailsPath          = "/v3/reference/tickers/{ticker}"
-	ListTickerNewsPath            = "/v2/reference/news"
 	GetTickerRelatedCompaniesPath = "/v1/related-companies/{ticker}"
 	GetTickerTypesPath            = "/v3/reference/tickers/types"
-
-	GetMarketHolidaysPath = "/v1/marketstatus/upcoming"
-	GetMarketStatusPath   = "/v1/marketstatus/now"
-
-	ListSplitsPath = "/v3/reference/splits"
-
-	ListDividendsPath = "/v3/reference/dividends"
-
-	ListConditionsPath = "/v3/reference/conditions"
-
-	GetExchangesPath = "/v3/reference/exchanges"
-
-	GetOptionsContractPath   = "/v3/reference/options/contracts/{ticker}"
-	ListOptionsContractsPath = "/v3/reference/options/contracts"
+	ListConditionsPath            = "/v3/reference/conditions"
+	ListDividendsPath             = "/v3/reference/dividends"
+	ListIPOsPath                  = "/vX/reference/ipos"
+	ListOptionsContractsPath      = "/v3/reference/options/contracts"
+	ListShortInterestPath         = "/vX/reference/short-interest/{identifierType}/{identifier}"
+	ListSplitsPath                = "/v3/reference/splits"
+	ListTickerNewsPath            = "/v2/reference/news"
+	ListTickersPath               = "/v3/reference/tickers"
 )
 
 // ReferenceClient defines a REST client for the Polygon reference API.
@@ -210,3 +206,23 @@ func (c *ReferenceClient) ListOptionsContracts(ctx context.Context, params *mode
 		return res, res.Results, err
 	})
 }
+
+// ListShortInterest retrieves short interest data for a given identifier and date.
+// For more details, see: https://polygon.io/docs/stocks/get_v1_reference_short-interest__identifiertype___identifier
+func (c *ReferenceClient) ListShortInterest(ctx context.Context, params *models.ListShortInterestParams, options ...models.RequestOption) *iter.Iter[models.ShortInterest] {
+	return iter.NewIter(ctx, ListShortInterestPath, params, func(uri string) (iter.ListResponse, []models.ShortInterest, error) {
+		res := &models.ListShortInterestResponse{}
+		err := c.CallURL(ctx, http.MethodGet, uri, res, options...)
+		return res, res.Results, err
+	})
+}
+
+// ListIPOs retrieves a list of upcoming or historical IPOs.
+// For more details, see: https://polygon.io/docs/stocks/get_v1_reference_ipos
+func (c *ReferenceClient) ListIPOs(ctx context.Context, params *models.ListIPOsParams, options ...models.RequestOption) *iter.Iter[models.IPOListing] {
+	return iter.NewIter(ctx, ListIPOsPath, params, func(uri string) (iter.ListResponse, []models.IPOListing, error) {
+		res := &models.ListIPOsResponse{}
+		err := c.CallURL(ctx, http.MethodGet, uri, res, options...)
+		return res, res.Results, err
+	})
+}