Add options chain snapshot (#117)

* Add options chain snapshot

* Include strike price filter params

* Remove "previous_url" param

Co-authored-by: Joe Dursun <[email protected]>

Author: joedursun

src/rest/options/index.test.ts

@@ -77,4 +77,12 @@ describe("[REST] Options", () => {
       .getCalls()[0]
       .args[0].should.eql("/v3/snapshot/options/AAPL/O:AAPL230616C00150000");
   });
+
+  it("snapshots - option chain /v3/snapshot/options/{underlyingAsset}", async () => {
+    await options.snapshotOptionChain("AAPL");
+    requestStub.callCount.should.eql(1);
+    requestStub
+      .getCalls()[0]
+      .args[0].should.eql("/v3/snapshot/options/AAPL");
+  });
 });

src/rest/options/index.ts

@@ -16,7 +16,13 @@ import { previousClose } from "./previousClose";
 import { IOptionTrades, trades } from "./trades";
 import { IOptionsLastTrade, lastTrade } from "./lastTrade";
 import { IOptionQuotes, quotes } from "./quotes";
-import { IOptionsSnapshotContract, snapshotOptionContract } from "./snapshots";
+import {
+  IOptionsSnapshotContract,
+  IOptionsSnapshotChain,
+  IOptionsChainQuery,
+  snapshotOptionContract,
+  snapshotOptionChain
+} from "./snapshots";
 import { ISummaries, ISummariesQuery } from "../stocks/summaries";
 import { summaries } from "./summaries";
 
@@ -27,7 +33,13 @@ export {
 export { IOptionTrades } from "./trades";
 export { IOptionsLastTrade } from "./lastTrade";
 export { IOptionQuotes } from "./quotes";
-export { IOptionsSnapshotContract, snapshotOptionContract } from "./snapshots";
+export {
+  IOptionsSnapshotContract,
+  IOptionsSnapshotChain,
+  IOptionsChainQuery,
+  snapshotOptionContract,
+  snapshotOptionChain,
+} from "./snapshots";
 
 export interface IOptionsClient {
   aggregates: (
@@ -62,6 +74,10 @@ export interface IOptionsClient {
     underlyingAsset: string,
     optionContract: string
   ) => Promise<IOptionsSnapshotContract>;
+  snapshotOptionChain: (
+    underlyingAsset: string,
+    query?: IOptionsChainQuery
+  ) => Promise<IOptionsSnapshotChain>;
 }
 
 export const optionsClient = (
@@ -77,6 +93,7 @@ export const optionsClient = (
   lastTrade: auth(apiKey, lastTrade, apiBase),
   quotes: auth(apiKey, quotes, apiBase),
   snapshotOptionContract: auth(apiKey, snapshotOptionContract, apiBase),
+  snapshotOptionChain: auth(apiKey, snapshotOptionChain, apiBase),
 });
 
 export default optionsClient;

src/rest/options/snapshots.ts

@@ -1,6 +1,6 @@
 // CF: https://polygon.io/docs/options/get_v3_snapshot_options__underlyingAsset___optionContract
 
-import { get } from "../transport/request";
+import { get, IPolygonQuery } from "../transport/request";
 
 export interface SnapshotDay {
   change?: number;
@@ -68,6 +68,44 @@ export interface IOptionsSnapshotContract {
   results?: SnapshotInfo;
 }
 
+// CF: https://polygon.io/docs/options/get_v3_snapshot_options__underlyingasset
+export interface IOptionsSnapshotChain {
+  status?: string;
+  request_id?: string;
+  next_url?: string;
+  results?: SnapshotInfo[];
+}
+
+export interface IOptionsChainQuery extends IPolygonQuery {
+  contract_type?: "call" | "put";
+  expiration_date?: string;
+  "expiration_date.lt"?: string;
+  "expiration_date.lte"?: string;
+  "expiration_date.gt"?: string;
+  "expiration_date.gte"?: string;
+  order?: "asc" | "desc";
+  limit?: number;
+  sort?: "ticker" | "expiration_date" | "strike_price";
+  strike_price?: number;
+  "strike_price.lt"?: number;
+  "strike_price.lte"?: number;
+  "strike_price.gt"?: number;
+  "strike_price.gte"?: number;
+}
+
+export const snapshotOptionChain = async (
+  apiKey: string,
+  apiBase: string,
+  underlyingAsset: string,
+  query?: IOptionsChainQuery
+): Promise<IOptionsSnapshotChain> =>
+  get(
+    `/v3/snapshot/options/${underlyingAsset}`,
+    apiKey,
+    apiBase,
+    query
+  );
+
 export const snapshotOptionContract = async (
   apiKey: string,
   apiBase: string,