ExploreMassiveAPI

Exploration and integration of Massive.com APIs for trading automation, with focus on market holidays to prevent trading during market closures.

Features

• Market Holidays Fetcher: Pull exchange holidays to block trading signals
• API Explorer: Systematic exploration of Massive.com's available endpoints
• Reference Data: Dividends, splits, corporate actions
• Exchange Data: Market hours, holidays, trading calendars
• Per-Category Docs: Stocks, Forex, Crypto, Options, Futures, Benzinga, Technical, Treasury, Universal snapshot

Quick Start

Setup

# Clone and enter directory
git clone https://github.com/saundersconsult/ExploreMassiveAPI.git
cd ExploreMassiveAPI

# Create virtual environment
python -m venv venv
.\venv\Scripts\Activate.ps1  # Windows PowerShell
source venv/bin/activate     # Linux/Mac

# Install dependencies
pip install -r requirements.txt

Configuration

Create config/massive.env:

MASSIVE_API_KEY=your_api_key_here
MASSIVE_API_URL=https://api.massive.com/v3
EXCHANGE=NASDAQ

Usage

# Explore available endpoints
python src/api_explorer.py

# Fetch exchange holidays
python src/holiday_fetcher.py --exchange NASDAQ

# Run tests
pytest tests/

API Documentation

• Massive.com Official Docs: https://massive.com/docs
• Massive.com System Status: https://massive.com/system
• Local reference (index): docs/endpoints-by-category.md
• Per-category references: docs/stocks.md, docs/forex.md, docs/crypto.md, docs/options.md, docs/futures.md, docs/benzinga.md, docs/technical-indicators.md, docs/federal.md, docs/universal.md

Project Structure

src/
  api_client.py          # Core API wrapper
  api_explorer.py        # Endpoint discovery tool
  holiday_fetcher.py     # Market holidays integration
  
tests/
  test_api_client.py
  test_holidays.py
  
config/
  massive.env.example    # Template for API credentials
  
docs/
  endpoints-by-category.md  # Index linking to per-category references
  stocks.md                 # Stocks endpoints
  forex.md                  # Forex endpoints
  crypto.md                 # Crypto endpoints
  options.md                # Options endpoints
  futures.md                # Futures endpoints
  benzinga.md               # Benzinga feeds
  technical-indicators.md   # Technical indicators
  federal.md                # Treasury yields
  universal.md              # Universal snapshot
  integration-guide.md      # Integration with Signals-Telegram-MT5

Discovered Endpoints

• /reference/dividends - Dividend data
• /reference/holidays - Exchange holidays (primary use)
• /markets/{market}/hours - Trading hours
• More to explore...

Integration with Signals-Telegram-MT5

Once holidays API is validated, integrate into main listener:

• Prevent trade execution on market closure days
• Filter news events using holiday calendar
• Sync with existing news blackout framework