New Integration: Polygon

Description

Add Polygon.io integration to sync financial market data including stock prices, trades, quotes, and market events into CORE.

Reference Implementations

Existing Integrations (use as templates)

• integrations/github-analytics/ - Data/analytics-oriented integration
• integrations/linear/ - Project management integration
• integrations/hubspot/ - API key-based integration reference

Required Files Structure

integrations/polygon/
├── src/
│   ├── index.ts          # Main entry, API spec
│   ├── schedule.ts       # Sync logic
│   ├── utils.ts          # Polygon.io API utilities
│   ├── account-create.ts # API key setup
│   └── create-activity.ts # Activity formatting
├── package.json
├── tsup.config.ts
└── README.md

Polygon.io API Integration

OAuth Setup

• Use API Key authentication
• API key passed as query parameter apiKey or via Authorization: Bearer header
• Free and paid tiers available with different rate limits
• Base URL: https://api.polygon.io

Key Endpoints

• GET /v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from}/{to} - Aggregate bars (OHLCV)
• GET /v2/aggs/grouped/locale/us/market/stocks/{date} - Grouped daily bars
• GET /v3/trades/{ticker} - Get trades for a ticker
• GET /v3/quotes/{ticker} - Get quotes (NBBO) for a ticker
• GET /v2/snapshot/locale/us/markets/stocks/tickers - All ticker snapshots
• GET /v2/snapshot/locale/us/markets/stocks/tickers/{ticker} - Single ticker snapshot
• GET /v3/reference/tickers - List/search tickers
• GET /v3/reference/tickers/{ticker} - Get ticker details
• GET /v1/marketstatus/now - Current market status
• GET /v2/reference/news - Market news articles

Events to Track

1. Price Data - OHLCV aggregate bars (daily, hourly, minute)
2. Trades - Individual trade executions
3. Quotes - NBBO quotes and bid/ask data
4. Snapshots - Current market snapshots for tickers
5. News - Market news and press releases
6. Market Status - Market open/close events

Implementation Tasks

• Set up basic integration structure following integrations/github/src/index.ts pattern
• Implement API Key authentication in account-create.ts
• Create API utilities in utils.ts with Polygon.io REST API client
• Implement sync logic in schedule.ts for price data, snapshots, news
• Convert Polygon.io market data to CORE activity format
• Add error handling and rate limiting
• Create integration documentation
• Add to integrations/README.md

Technical Notes

• REST API with JSON responses
• Also supports WebSocket streaming for real-time data
• Free tier includes end-of-day data; paid tiers include real-time and historical tick data
• Covers Stocks, Options, Indices, Forex, and Crypto markets
• Rate limits vary by subscription plan
• Aggregate endpoints are most efficient for historical data sync
• Snapshot endpoints provide current market state
• Company has rebranded to "Massive" but all polygon.io URLs continue to work
• OpenAPI/Swagger specs available
• Sandbox environment available for testing

Resources

• Polygon.io API Documentation
• Polygon.io REST API Quickstart
• Polygon.io GitHub
• Polygon.io API Postman Collection

Labels

enhancement, integration, new-feature