feat: Add updated_since to the option chain request (#498)

alpacahq · Aug 22, 2024 · 10dbe05 · 10dbe05
1 parent d0622bd
commit 10dbe05
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Showing 2 changed files with 6 additions and 2 deletions.
diff --git a/alpaca/data/requests.py b/alpaca/data/requests.py
@@ -453,6 +453,7 @@ class OptionChainRequest(NonEmptyRequest):
         expiration_date_gte (Optional[Union[date, str]]): Filter contracts with expiration date greater than or equal to the specified date.
         expiration_date_lte (Optional[Union[date, str]]): Filter contracts with expiration date less than or equal to the specified date.
         root_symbol (Optional[str]): Filter contracts by the root symbol.
+        updated_since (Optional[datetime]): Filter to snapshots that were updated since this timestamp.
     """
 
     underlying_symbol: str
@@ -464,6 +465,7 @@ class OptionChainRequest(NonEmptyRequest):
     expiration_date_gte: Optional[Union[date, str]] = None
     expiration_date_lte: Optional[Union[date, str]] = None
     root_symbol: Optional[str] = None
+    updated_since: Optional[datetime] = None
 
 
 # ############################## Orderbooks ################################# #

diff --git a/tests/data/test_historical_option_data.py b/tests/data/test_historical_option_data.py
@@ -1000,7 +1000,7 @@ def test_get_option_chain(reqmock, option_client: OptionHistoricalDataClient):
     symbol = "AAPL"
 
     reqmock.get(
-        f"https://data.alpaca.markets/v1beta1/options/snapshots/{symbol}",
+        f"https://data.alpaca.markets/v1beta1/options/snapshots/{symbol}?updated_since=2024-04-25T00%3A00%3A00%2B00%3A00",
         text="""
         {
             "next_page_token": null,
@@ -1037,7 +1037,9 @@ def test_get_option_chain(reqmock, option_client: OptionHistoricalDataClient):
         """,
     )
 
-    request = OptionChainRequest(underlying_symbol=symbol)
+    request = OptionChainRequest(
+        underlying_symbol=symbol, updated_since=datetime(2024, 4, 25)
+    )
 
     snapshots = option_client.get_option_chain(request)