Integration check: merge of #4, #7-#24 (do not merge)

.github/workflows/test.yml

@@ -14,7 +14,7 @@ jobs:
       fail-fast: false
       matrix:
         os: [ubuntu-latest, windows-latest]
-        python-version: ['3.10', '3.11']
+        python-version: ['3.10', '3.11', '3.12', '3.13', '3.14']
     runs-on: ${{ matrix.os }}
     name: ${{ matrix.os }} Unit test ${{ matrix.python-version }}
     steps:
@@ -32,3 +32,23 @@ jobs:
         run: poetry install
       - name: Unit tests
         run: make test
+  test-free-threaded:
+    runs-on: ubuntu-latest
+    name: ubuntu-latest Unit test 3.14t (PYTHON_GIL=0)
+    env:
+      PYTHON_GIL: '0'
+    steps:
+      - uses: actions/checkout@v3
+      - name: Setup Python
+        uses: actions/setup-python@v5
+        with:
+          python-version: '3.14t'
+      - name: Install pypi deps
+        # the tests need only the package and pook, not the dev tools
+        run: pip install -e . pook
+      - name: Check that the GIL is off
+        run: python -c "import sys; assert not sys._is_gil_enabled(), sys.version"
+      - name: Unit tests
+        run: |
+          python -m unittest discover -s test_rest
+          python -m unittest discover -s test_websocket

AGENTS.md

@@ -51,6 +51,7 @@ The OpenAPI spec at https://api.massive.com/openapi is the source of truth for p
    - Single-object endpoints are named `get_<...>` and call `self._get(...)`.
    - Every query param is a keyword argument defaulting to `None`. Write range filters as `x_gt`, `x_gte`, `x_lt`, `x_lte`, `x_any_of`; `_get_params` turns them into `x.gt` and so on.
    - Always end the signature with `params: Optional[Dict[str, Any]] = None, raw: bool = False, options: Optional[RequestOptionBuilder] = None`.
+   - Precede the method with three `@overload`s that copy its signature, so callers get the precise type for each value of `raw`: `raw: Literal[False] = False` returns the model type (`Iterator[Model]`, `List[Model]` or `Model`); `*, raw: Literal[True]` (keyword-only) returns `HTTPResponse`; and `raw: bool = False` returns the full `Union`. Copy an existing method, such as `list_aggs` in `massive/rest/aggs.py`.
 4. **New domain only.** Create a `BaseClient` subclass and add it to `RESTClient`'s bases in `massive/rest/__init__.py`.
 5. **Tests, examples, docs.** For core endpoints, add a fixture under `test_rest/mocks/<url path>.json`, a test in `test_rest/test_<domain>.py`, an example in `examples/rest/`, and an `automethod` entry in `docs/source/*.rst`.
 6. Run `make lint` and `make test`.

Makefile

@@ -27,6 +27,9 @@ style:
 ## Check static types
 static:
 	poetry run mypy massive test_* examples
+	@# From test_rest/, massive resolves to the installed package, as it does
+	@# for users, so this also fails if the package stops shipping py.typed.
+	cd test_rest && poetry run mypy --strict typing_consumer.py
 
 ## Check code style and static types
 lint: style static

docs/source/Aggs.rst

@@ -41,10 +41,17 @@ Get daily open close agg
 
 - `Stocks daily open/close agg`_
 - `Options daily open/close agg`_
-- `Crypto daily open/close agg`_
 
 .. automethod:: massive.RESTClient.get_daily_open_close_agg
 
+============================
+Get daily open close crypto
+============================
+
+- `Crypto daily open/close agg`_
+
+.. automethod:: massive.RESTClient.get_daily_open_close_crypto
+
 ============================
 Get previous close agg
 ============================

docs/source/WebSocket.rst

@@ -34,11 +34,26 @@ Unsubscribe
 ============================
 .. automethod:: massive.WebSocketClient.unsubscribe
 
+============================
+Set subscriptions
+============================
+.. automethod:: massive.WebSocketClient.set_subscriptions
+
+============================
+Resubscribe
+============================
+.. automethod:: massive.WebSocketClient.resubscribe
+
 ============================
 Close
 ============================
 .. automethod:: massive.WebSocketClient.close
 
+============================
+Request close
+============================
+.. automethod:: massive.WebSocketClient.request_close
+
 .. _Stocks getting started: https://massive.com/docs/stocks/ws_getting-started
 .. _Options getting started: https://massive.com/docs/options/ws_getting-started
 .. _Forex getting started: https://massive.com/docs/forex/ws_getting-started

examples/rest/crypto-daily_open_close.py

@@ -2,14 +2,15 @@
 
 # docs
 # https://massive.com/docs/crypto/get_v1_open-close_crypto__from___to___date
-# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-agg
+# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-crypto
 
 # client = RESTClient("XXXXXX") # hardcoded api_key is used
 client = RESTClient()  # MASSIVE_API_KEY environment variable is used
 
 # make request
-request = client.get_daily_open_close_agg(
-    "X:BTCUSD",
+request = client.get_daily_open_close_crypto(
+    "BTC",
+    "USD",
     "2023-01-09",
 )
 

examples/rest/economy-funding_conditions.py

@@ -0,0 +1,13 @@
+from massive import RESTClient
+
+# docs
+# https://massive.com/docs/rest/economy/funding-conditions
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # MASSIVE_API_KEY environment variable is used
+
+conditions = []
+for day in client.list_funding_conditions(date_gte="2025-06-01", sort="date.asc"):
+    conditions.append(day)
+
+print(conditions)

massive/__init__.py

@@ -1,6 +1,6 @@
-from .rest import RESTClient
+from .rest import RESTClient as RESTClient
 from .rest.base import version
-from .websocket import WebSocketClient
+from .websocket import WebSocketClient as WebSocketClient
 from .exceptions import *
 
 __version__ = version

massive/exceptions.py

@@ -1,3 +1,9 @@
+from typing import Optional
+
+# the package star-imports this module; keep Optional out of its namespace
+__all__ = ["AuthError", "BadResponse"]
+
+
 class AuthError(Exception):
     """
     Empty or invalid API key
@@ -9,6 +15,11 @@ class AuthError(Exception):
 class BadResponse(Exception):
     """
     Non-200 response from API
+
+    The message is the response body. ``status`` is the HTTP status code, or
+    None if not given.
     """
 
-    pass
+    def __init__(self, *args: object, status: Optional[int] = None):
+        super().__init__(*args)
+        self.status = status

massive/modelclass.py

@@ -1,10 +1,23 @@
 import inspect
+import sys
 import typing
 from dataclasses import dataclass
 
+if typing.TYPE_CHECKING:
+    if sys.version_info >= (3, 11):
+        from typing import dataclass_transform
+    else:
+        from typing_extensions import dataclass_transform
+else:
+
+    def dataclass_transform(**kwargs):
+        return lambda f: f
+
+
 _T = typing.TypeVar("_T")
 
 
+@dataclass_transform()
 def modelclass(cls: typing.Type[_T]) -> typing.Type[_T]:
     cls = dataclass(cls)
     type_hints = typing.get_type_hints(cls)

massive/rest/__init__.py

@@ -66,6 +66,7 @@ def __init__(
         ca_certs: Optional[str] = None,
         proxy: Optional[str] = None,
         connection_pool_kw: Optional[Dict[str, Any]] = None,
+        raise_on_status: bool = True,
     ):
         """
         :param maxsize: Connections kept open per host, for reuse across threads.
@@ -75,6 +76,9 @@ def __init__(
             Environment proxy variables (HTTPS_PROXY etc.) are not used.
         :param connection_pool_kw: Other urllib3 PoolManager options. They override
             the client's defaults.
+        :param raise_on_status: When a retried status (413, 429, 499, 500, 502, 503,
+            504) is still returned after the last retry: if True, urllib3 raises
+            MaxRetryError; if False, the client raises BadResponse with that status.
         """
         # resolve once, so the main and vx clients share it and warn only once
         ca_certs = ca_certs or ca_bundle_path(logger)
@@ -93,6 +97,7 @@ def __init__(
             ca_certs=ca_certs,
             proxy=proxy,
             connection_pool_kw=connection_pool_kw,
+            raise_on_status=raise_on_status,
         )
         self.vx = VXClient(
             api_key=api_key,
@@ -109,4 +114,5 @@ def __init__(
             ca_certs=ca_certs,
             proxy=proxy,
             connection_pool_kw=connection_pool_kw,
+            raise_on_status=raise_on_status,
         )