MogTrade Exchange Poller with Massive (formerly Polygon) Integration

Overview

This project integrates the Massive (formerly Polygon) market data provider with the existing ExchangePoller infrastructure. The ExchangePoller's role is to poll new updates from different exchanges, and we've added support for fetching aggregate bar data from Massive.

Architecture

ExchangePoller

The ExchangePoller (in services/market/exchange-poller.go) polls configured data sources at regular intervals (currently every 1 second). It iterates over the provided feed.Datasource implementations and calls Pull() on each.

Feed Datasource Interface

The feed.Datasource interface (in core/feed/feed.go) defines:

type Datasource interface {
    Pull(query DatasourceQueryRequest) ([]FeedEntry, error)
}

MassiveDatasource

The new MassiveDatasource (in core/feed/massive.go) implements this interface to fetch aggregate bar data from the Massive API (formerly Polygon.io).

Key features:

• Fetches recent aggregate bars for a given symbol and time interval
• Converts Massive's response format to the internal TradeData structure
• Implements the feed.Datasource interface seamlessly
• Configurable request timeout via MassiveConfig

Massive API Integration

The MassiveDatasource queries the Massive API endpoint:

https://api.polygon.io/v2/aggs/ticker/{symbol}/range/{multiplier}/{timespan}/{from}/{to}?apiKey={apikey}

Supported parameters:

• symbol: Trading symbol (e.g., "AAPL")
• interval: Time range interval (5min, 30min, 60min, daily, weekly, monthly)
• from/to: Date range in YYYY-MM-DD format

Response fields converted to TradeData:

• Open, High, Low, Close prices
• Volume

Configuration

Environment Variables

The following environment variable is required (already present in app/cmd/.env):

MASSIVE_API_KEY=k2ZDg6YupZ45k7Wh8DtMpvplzwvm1cuD

IOC Configuration

The integration is configured in app/cmd/ioc.go:

if err := ioc.Factory(func(h *market.ExchangeHub, l *slog.Logger) *market.ExchangePoller {
    return market.NewExchangePoller(l.With("service", "exchange-poller"), h, []feed.Datasource{
        feed.NewMassiveDatasource(os.Getenv("MASSIVE_API_KEY"), feed.MassiveConfig{RequestTimeout: 10 * time.Second}),
    })
}, true); err != nil {
    return err
}

Building and Running

The project builds successfully with:

cd I:/mogtrade-engine/app && go build ./...

What Was Done

1. Created core/feed/massive.go - New MassiveDatasource implementing the feed.Datasource interface
2. Updated app/cmd/ioc.go - Integrated MassiveDatasource into the ExchangePoller via DI container
3. Verified compilation - All Go code compiles without errors
4. Leveraged existing infrastructure - Uses the same .env pattern as AlphaVantage and other APIs

Next Steps

• Implement symbol scheduling/management for the Massive datasource
• Add proper error handling and rate limiting
• Support additional Massive API endpoints (crypto, futures, etc.)
• Integrate with the ExchangeHub broadcasting mechanism