OpenBB/openbb_platform/providers/polygon/openbb_polygon/utils/constants.py

"""Polygon Constants."""

CRYPTO_EXCHANGE_MAP = {
    1: "Coinbase",
    2: "Bitfinex",
    6: "Bitstamp",
    10: "Binance",
    23: "Kraken",
}

FX_EXCHANGE_MAP = {
    48: "Currency Banks 1",
}

STOCK_EXCHANGE_MAP = {
    1: "XNYS",
    2: "XNAS",
    3: "XNYS",
    4: "FINR",
    5: "XNAS",
    6: "XNAS",
    7: "XCBO",
    8: "XCBO",
    9: "XNYS",
    10: "XNYS",
    11: "XNYS",
    12: "XNAS",
    13: "XNYS",
    14: "LTSE",
    15: "IEXG",
    16: "XCBO",
    17: "XNAS",
    18: "XCBO",
    19: "XCBO",
    20: "MIHI",
    21: "MEMX",
    62: "FINR",
}

STOCK_TRADE_CONDITIONS = {
    0: "Regular Trade",
    1: "Acquisition",
    2: "Average Price Trade",
    3: "Automatic Execution",
    4: "Bunched Trade",
    5: "Bunched Sold Trade",
    6: "CAP Election",
    7: "Cash Sale",
    8: "Closing Prints",
    9: "Cross Trade",
    10: "Derivatively Priced",
    11: "Distribution",
    12: "Form T/Extended Hours",
    13: "Extended Hours (Sold Out Of Sequence)",
    14: "Intermarket Sweep",
    15: "Market Center Official Close",
    16: "Market Center Official Open",
    17: "Market Center Opening Trade",
    18: "Market Center Reopening Trade",
    19: "Market Center Closing Trade",
    20: "Next Day",
    21: "Price Variation Trade",
    22: "Prior Reference Price",
    23: "Rule 155 Trade (AMEX)",
    24: "Rule 127 (NYSE Only)",
    25: "Opening Prints",
    27: "Stopped Stock (Regular Trade)",
    28: "Re-Opening Prints",
    29: "Seller",
    30: "Sold Last",
    31: "Sold Last and Stopped Stock",
    32: "Sold (Out Of Sequence)",
    33: "Sold (Out of Sequence) and Stopped Stock",
    34: "Split Trade",
    35: "Stock Option",
    36: "Yellow Flag Regular Trade",
    37: "Odd Lot Trade",
    38: "Corrected Consolidated Close (per listing market)",
    41: "Trade Thru Exempt",
    52: "Contingent Trade",
    53: "Qualified Contingent Trade",
    55: "Opening Reopening Trade Detail",
    57: "Short Sale Restriction Activated",
    58: "Short Sale Restriction Continued",
    59: "Short Sale Restriction Deactivated",
    60: "Short Sale Restriction In Effect",
    62: "Financial Status - Bankrupt",
    63: "Financial Status - Deficient",
    64: "Financial Status - Delinquent",
    65: "Financial Status - Bankrupt and Deficient",
    66: "Financial Status - Bankrupt and Delinquent",
    67: "Financial Status - Deficient and Delinquent",
    68: "Financial Status - Deficient, Delinquent, and Bankrupt",
    69: "Financial Status - Liquidation",
    70: "Financial Status - Creations Suspended",
    71: "Financial Status - Redemptions Suspended",
}

STOCK_QUOTE_CONDITIONS = {
    0: "Regular",
    1: "RegularTwoSidedOpen",
    2: "RegularOneSidedOpen",
    3: "SlowAsk",
    4: "SlowBid",
    5: "SlowBidAsk",
    6: "SlowDueLRPBid",
    7: "SlowDueLRPAsk",
    8: "SlowDueNYSELRP",
    9: "SlowDueSetSlowListBidAsk",
    10: "ManualAskAutomatedBid",
    11: "ManualBidAutomatedAsk",
    12: "ManualBidAndAsk",
    13: "Opening",
    14: "Closing",
    15: "Closed",
    16: "Resume",
    17: "FastTrading",
    18: "TradingRangeIndication",
    19: "MarketMakerQuotesClosed",
    20: "NonFirm",
    21: "NewsDissemination",
    22: "OrderInflux",
    23: "OrderImbalance",
    24: "DueToRelatedSecurityNewsDissemination",
    25: "DueToRelatedSecurityNewsPending",
    26: "AdditionalInformation",
    27: "NewsPending",
    28: "AdditionalInformationDueToRelatedSecurity",
    29: "DueToRelatedSecurity",
    30: "InViewOfCommon",
    31: "EquipmentChangeover",
    32: "NoOpenNoResponse",
    33: "SubPennyTrading",
    34: "AutomatedBidNoOfferNoBid",
    35: "LULDPriceBand",
    36: "MarketWideCircuitBreakerLevel1",
    37: "MarketWideCircuitBreakerLevel2",
    38: "MarketWideCircuitBreakerLevel3",
    39: "RepublishedLULDPriceBand",
    40: "OnDemandAuction",
    41: "CashOnlySettlement",
    42: "NextDaySettlement",
    43: "LULDTradingPause",
    71: "SlowDuelRPBidAsk",
    80: "Cancel",
    81: "Corrected Price",
    82: "SIPGenerated",
    83: "Unknown",
    84: "Crossed Market",
    85: "Locked Market",
    86: "Depth On Offer Side",
    87: "Depth On Bid Side",
    88: "Depth On Bid And Offer",
    89: "Pre Opening Indication",
    90: "Syndicate Bid",
    91: "Pre Syndicate Bid",
    92: "Penalty Bid",
    95: "CQS Generated",
}

STOCK_QUOTE_INDICATORS = {
    1: "LULD_NBB_NBO_EXECUTABLE",
    22: "LULD_REPUBLISHED_LULD_PRICE_BAND",
    52: "FINANCIAL_STATUS_DEFICIENT",
    301: "SHORT_SALES_RESTRICTION_ACTIVATED",
    302: "SHORT_SALES_RESTRICTION_CONTINUED",
    303: "SHORT_SALES_RESTRICTION_DEACTIVATED",
    304: "SHORT_SALES_RESTRICTION_IN_EFFECT",
    305: "SHORT_SALES_RESTRICTION_MAX",
    601: "NBBO_NO_CHANGE",
    602: "NBBO_QUOTE_IS_NBBO",
    603: "NBBO_NO_BB_NO_BO",
    604: "NBBO_BB_BO_SHORT_APPENDAGE",
    605: "NBBO_BB_BO_LONG_APPENDAGE",
    621: "HELD_TRADE_NOT_LAST_SALE_AND_NOT_ON_CONSOLIDATED",
    622: "HELD_TRADE_LAST_SALE_BUT_NOT_ON_CONSOLIDATED",
    623: "HELD_TRADE_LAST_SALE_AND_ON_CONSOLIDATED",
    501: "RETAIL_INTEREST_ON_BID",
    502: "RETAIL_INTEREST_ON_ASK",
    503: "RETAIL_INTEREST_ON_BID_AND_ASK",
    504: "FINRA_BBO_NO_CHANGE",
    505: "FINRA_BBO_DOES_NOT_EXIST",
    506: "FINRA_BB_BO_EXECUTABLE",
    507: "FINRA_BB_BELOW_LOWER_BAND",
    508: "FINRA_BO_ABOVE_UPPER_BAND",
    509: "FINRA_BB_BELOW_LOWER_BAND_BO_ABOVE_UPPER_BAND",
    901: "CTA_NOT_DUE_TO_RELATED_SECURITY",
    902: "CTA_DUE_TO_RELATED_SECURITY",
    903: "CTA_NOT_IN_VIEW_OF_COMMON",
    904: "CTA_IN_VIEW_OF_COMMON",
    905: "CTA_PRICE_INDICATOR",
    906: "CTA_NEW_PRICE_INDICATOR",
    907: "CTA_CORRECTED_PRICE_INDICATION",
    908: "CTA_CANCELLED_MARKET_IMBALANCE_PRICE_TRADING_RANGE_INDICATION",
}

OPTIONS_EXCHANGE_MAP = {
    300: "XNYS",
    301: "XBOX",
    302: "XCBO",
    303: "MIHI",
    304: "XCBO",
    307: "GEMX",
    308: "XISX",
    309: "XISX",
    310: "XISX",
    312: "MIHI",
    313: "XNYS",
    314: "OPRA",
    315: "MIHI",
    316: "XNAS",
    318: "MIHI",
    319: "XNAS",
    320: "MEMX",
    322: "XCBO",
    323: "XNAS",
    325: "XCBO",
}


OPTIONS_TRADE_CONDITIONS = {
    201: "Canceled",
    202: "Late and Out Of Sequence",
    203: "Last and Canceled",
    204: "Late",
    205: "Opening Trade and Canceled",
    206: "Opening Trade, Late, and Out Of Sequence",
    207: "Only Trade and Canceled",
    208: "Opening Trade and Late",
    209: "Automatic Execution",
    210: "Reopening Trade",
    219: "Intermarket Sweep Order",
    227: "Single Leg Auction Non ISO",
    228: "Single Leg Auction ISO",
    229: "Single Leg Cross Non ISO",
    230: "Single Leg Cross ISO",
    231: "Single Leg Floor Trade",
    232: "Multi Leg auto-electronic trade",
    233: "Multi Leg Auction",
    234: "Multi Leg Cross",
    235: "Multi Leg floor trade",
    236: "Multi Leg auto-electronic trade against single leg(s)",
    237: "Stock Options Auction",
    238: "Multi Leg Auction against single leg(s)",
    239: "Multi Leg floor trade against single leg(s)",
    240: "Stock Options auto-electronic trade",
    241: "Stock Options Cross",
    242: "Stock Options floor trade",
    243: "Stock Options auto-electronic trade against single leg(s)",
    244: "Stock Options Auction against single leg(s)",
    245: "Stock Options floor trade against single leg(s)",
    246: "Multi Leg Floor Trade of Proprietary Products",
    247: "Multilateral Compression Trade of Proprietary Products",
    248: "Extended Hours Trade",
}