Add crypto, forex and indices agg sec examples (#557)

* Add Forex and Indices Agg Sec examples

* Update crypto example

* Fix lint

Author: justinpolygon

examples/websocket/crypto.py

@@ -2,12 +2,42 @@
 from polygon.websocket.models import WebSocketMessage, Market
 from typing import List
 
-c = WebSocketClient(market=Market.Crypto, subscriptions=["XA.*"])
+client = WebSocketClient(market=Market.Crypto)
+
+# Aggregates (per minute)
+client.subscribe("XA.*")  # all crypto pair
+# client.subscribe("XA.BTC-USD")
+# client.subscribe("XA.BTC-EUR")
+# client.subscribe("XA.ETH-USD")
+
+# Aggregates (per second)
+# client.subscribe("XAS.*") # all crypto pair
+# client.subscribe("XAS.BTC-USD")
+# client.subscribe("XAS.BTC-EUR")
+# client.subscribe("XAS.ETH-USD")
+
+# Trades
+# client.subscribe("XT.*") # all crypto pair
+# client.subscribe("XT.BTC-USD")
+# client.subscribe("XT.BTC-EUR")
+# client.subscribe("XT.ETH-USD")
+
+# Quotes
+# client.subscribe("XQ.*") # all crypto pair
+# client.subscribe("XQ.BTC-USD")
+# client.subscribe("XQ.BTC-EUR")
+# client.subscribe("XQ.ETH-USD")
+
+# Level 2 Book
+# client.subscribe("XL2.*") # all crypto pair
+# client.subscribe("XL2.BTC-USD")
+# client.subscribe("XL2.BTC-EUR")
+# client.subscribe("XL2.ETH-USD")
 
 
 def handle_msg(msgs: List[WebSocketMessage]):
     for m in msgs:
         print(m)
 
 
-c.run(handle_msg)
+client.run(handle_msg)

examples/websocket/forex.py

@@ -0,0 +1,31 @@
+from polygon import WebSocketClient
+from polygon.websocket.models import WebSocketMessage, Market
+from typing import List
+
+client = WebSocketClient(market=Market.Forex)
+
+# Aggregates (per minute)
+# client.subscribe("CA.*") # all forex pair
+client.subscribe("CA.USD/CAD")
+client.subscribe("CA.USD/EUR")
+client.subscribe("CA.USD/AUD")
+
+# Aggregates (per second)
+# client.subscribe("CAS.*") # all forex pair
+# client.subscribe("CAS.USD/CAD")
+# client.subscribe("CAS.USD/EUR")
+# client.subscribe("CAS.USD/AUD")
+
+# Quotes
+# client.subscribe("C.*") # all forex pair
+# client.subscribe("C.USD/CAD")
+# client.subscribe("C.USD/EUR")
+# client.subscribe("C.USD/AUD")
+
+
+def handle_msg(msgs: List[WebSocketMessage]):
+    for m in msgs:
+        print(m)
+
+
+client.run(handle_msg)

examples/websocket/indices.py

@@ -4,14 +4,21 @@
 
 client = WebSocketClient(market=Market.Indices)
 
-# aggregates (per minute)
+# Aggregates (per minute)
 # client.subscribe("AM.*") # all aggregates
 client.subscribe("AM.I:SPX")  # Standard & Poor's 500
 client.subscribe("AM.I:DJI")  # Dow Jones Industrial Average
 client.subscribe("AM.I:NDX")  # Nasdaq-100
 client.subscribe("AM.I:VIX")  # Volatility Index
 
-# single index
+# Aggregates (per second)
+# client.subscribe("A.*") # all aggregates
+# client.subscribe("A.I:SPX")  # Standard & Poor's 500
+# client.subscribe("A.I:DJI")  # Dow Jones Industrial Average
+# client.subscribe("A.I:NDX")  # Nasdaq-100
+# client.subscribe("A.I:VIX")  # Volatility Index
+
+# Single index
 # client.subscribe("V.*") # all tickers
 # client.subscribe("V.I:SPX") # Standard & Poor's 500
 # client.subscribe("V.I:DJI") # Dow Jones Industrial Average