"""Market data: ETFs, indices, crypto, currencies, and derivatives.""" import asyncio import logging from typing import Any from openbb import obb from obb_utils import to_list, days_ago, PROVIDER logger = logging.getLogger(__name__) # --- ETF --- async def get_etf_info(symbol: str) -> dict[str, Any]: """Get ETF profile/info.""" try: result = await asyncio.to_thread(obb.etf.info, symbol, provider=PROVIDER) items = to_list(result) return items[0] if items else {} except Exception: logger.warning("ETF info failed for %s", symbol, exc_info=True) return {} async def get_etf_historical(symbol: str, days: int = 365) -> list[dict[str, Any]]: """Get ETF price history.""" start = days_ago(days) try: result = await asyncio.to_thread( obb.etf.historical, symbol, start_date=start, provider=PROVIDER ) return to_list(result) except Exception: logger.warning("ETF historical failed for %s", symbol, exc_info=True) return [] async def search_etf(query: str) -> list[dict[str, Any]]: """Search for ETFs by name or keyword.""" try: result = await asyncio.to_thread(obb.etf.search, query) return to_list(result) except Exception: logger.warning("ETF search failed for %s", query, exc_info=True) return [] # --- Index --- async def get_available_indices() -> list[dict[str, Any]]: """List available market indices.""" try: result = await asyncio.to_thread(obb.index.available, provider=PROVIDER) return to_list(result) except Exception: logger.warning("Available indices failed", exc_info=True) return [] async def get_index_historical(symbol: str, days: int = 365) -> list[dict[str, Any]]: """Get index price history.""" start = days_ago(days) try: result = await asyncio.to_thread( obb.index.price.historical, symbol, start_date=start, provider=PROVIDER ) return to_list(result) except Exception: logger.warning("Index historical failed for %s", symbol, exc_info=True) return [] # --- Crypto --- async def get_crypto_historical(symbol: str, days: int = 365) -> list[dict[str, Any]]: """Get cryptocurrency price history.""" start = days_ago(days) try: result = await asyncio.to_thread( obb.crypto.price.historical, symbol, start_date=start, provider=PROVIDER ) return to_list(result) except Exception: logger.warning("Crypto historical failed for %s", symbol, exc_info=True) return [] async def search_crypto(query: str) -> list[dict[str, Any]]: """Search for cryptocurrencies.""" try: result = await asyncio.to_thread(obb.crypto.search, query) return to_list(result) except Exception: logger.warning("Crypto search failed for %s", query, exc_info=True) return [] # --- Currency --- async def get_currency_historical( symbol: str, days: int = 365 ) -> list[dict[str, Any]]: """Get forex price history (e.g., EURUSD).""" start = days_ago(days) try: result = await asyncio.to_thread( obb.currency.price.historical, symbol, start_date=start, provider=PROVIDER ) return to_list(result) except Exception: logger.warning("Currency historical failed for %s", symbol, exc_info=True) return [] # --- Derivatives --- async def get_options_chains(symbol: str) -> list[dict[str, Any]]: """Get options chain data for a symbol.""" try: result = await asyncio.to_thread( obb.derivatives.options.chains, symbol, provider=PROVIDER ) return to_list(result) except Exception: logger.warning("Options chains failed for %s", symbol, exc_info=True) return [] async def get_futures_historical( symbol: str, days: int = 365 ) -> list[dict[str, Any]]: """Get futures price history.""" start = days_ago(days) try: result = await asyncio.to_thread( obb.derivatives.futures.historical, symbol, start_date=start, provider=PROVIDER ) return to_list(result) except Exception: logger.warning("Futures historical failed for %s", symbol, exc_info=True) return [] async def get_futures_curve(symbol: str) -> list[dict[str, Any]]: """Get futures term structure/curve.""" try: result = await asyncio.to_thread( obb.derivatives.futures.curve, symbol, provider=PROVIDER ) return to_list(result) except Exception: logger.warning("Futures curve failed for %s", symbol, exc_info=True) return [] # --- Currency Reference Rates (Group H) --- async def get_currency_reference_rates() -> list[dict[str, Any]]: """Get ECB reference exchange rates for major currencies.""" try: result = await asyncio.to_thread( obb.currency.reference_rates, provider="ecb" ) return to_list(result) except Exception: logger.warning("Currency reference rates failed", exc_info=True) return [] # --- Index Enhanced (Group F) --- async def get_sp500_multiples(series_name: str = "pe_ratio") -> list[dict[str, Any]]: """Get historical S&P 500 valuation multiples (PE, Shiller PE, P/B, etc.).""" try: result = await asyncio.to_thread( obb.index.sp500_multiples, series_name=series_name, provider="multpl" ) return to_list(result) except Exception: logger.warning("SP500 multiples failed for %s", series_name, exc_info=True) return [] async def get_index_constituents(symbol: str) -> list[dict[str, Any]]: """Get index member stocks with sector and price data.""" try: result = await asyncio.to_thread( obb.index.constituents, symbol, provider="cboe" ) return to_list(result) except Exception: logger.warning("Index constituents failed for %s", symbol, exc_info=True) return [] async def get_etf_nport(symbol: str) -> list[dict[str, Any]]: """Get detailed ETF holdings from SEC N-PORT filings.""" try: result = await asyncio.to_thread( obb.etf.nport_disclosure, symbol, provider="sec" ) return to_list(result) except Exception: logger.warning("ETF N-PORT failed for %s", symbol, exc_info=True) return []