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Add support for the new option's snapshot fields #745

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4 of 5 tasks
OlegRa opened this issue Apr 26, 2024 · 0 comments
Open
4 of 5 tasks

Add support for the new option's snapshot fields #745

OlegRa opened this issue Apr 26, 2024 · 0 comments
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enhancement New feature or request
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@OlegRa
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OlegRa commented Apr 26, 2024

The options snapshot REST API endpoint now supports filtering and the resulting JSON contains new fields. The Go (see #279) and Python (see #446) SDKs already have a PRs with support for these new features. The required changes are:

  • Extend the OptionChainRequest class with new (optional) filtering properties and initial client-side validation
  • Add the new OptionSnapshotRequest class and use it for the ListSnapshotsAsync method (breaking change)
  • Add the new IOptionSnapshot interface with Greeks and IV and use it instead of ISnapshot for options
  • Add pagination support for the ListSnapshotAsync method into the extensions package

Optional task:

  • Extract the common ISnapshotBase interface fromISnapshot and IOptionSnapshot interfaces.
@OlegRa OlegRa added the enhancement New feature or request label Apr 26, 2024
@OlegRa OlegRa added this to the SDK 7.x LTS milestone Apr 26, 2024
@OlegRa OlegRa self-assigned this Apr 26, 2024
OlegRa added a commit that referenced this issue Apr 26, 2024
…al) filtering properties and initial client-side validation.
OlegRa added a commit that referenced this issue Apr 26, 2024
… the `ListSnapshotsAsync` method (breaking change).
OlegRa added a commit that referenced this issue Apr 26, 2024
…dded and used instead of `ISnapshot` for options.
OlegRa added a commit that referenced this issue Apr 28, 2024
OlegRa added a commit that referenced this issue Apr 28, 2024
… and `ListSnapshotsAsAsyncEnumerable` into the Extensions package.
OlegRa added a commit that referenced this issue May 10, 2024
…al) filtering properties and initial client-side validation.

(cherry picked from commit 99409ce)
OlegRa added a commit that referenced this issue May 10, 2024
… the `ListSnapshotsAsync` method (breaking change).

(cherry picked from commit be7b14e)
OlegRa added a commit that referenced this issue May 10, 2024
…dded and used instead of `ISnapshot` for options.

(cherry picked from commit c44e47b)
OlegRa added a commit that referenced this issue May 10, 2024
…agination support logic.

(cherry picked from commit b88bf9a)
OlegRa added a commit that referenced this issue May 10, 2024
… and `ListSnapshotsAsAsyncEnumerable` into the Extensions package.

(cherry picked from commit 476e681)
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