openbb-invest-api/market_service.py

"""Market data: ETFs, indices, crypto, currencies, and derivatives."""

import asyncio
import logging
from datetime import datetime, timedelta
from typing import Any

from openbb import obb

logger = logging.getLogger(__name__)

PROVIDER = "yfinance"


# --- 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 = (datetime.now() - timedelta(days=days)).strftime("%Y-%m-%d")
    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 = (datetime.now() - timedelta(days=days)).strftime("%Y-%m-%d")
    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 = (datetime.now() - timedelta(days=days)).strftime("%Y-%m-%d")
    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 = (datetime.now() - timedelta(days=days)).strftime("%Y-%m-%d")
    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 = (datetime.now() - timedelta(days=days)).strftime("%Y-%m-%d")
    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 []


def _to_list(result: Any) -> list[dict[str, Any]]:
    """Convert OBBject result to list of dicts."""
    if result is None or result.results is None:
        return []
    items = result.results
    if not isinstance(items, list):
        items = [items]
    out = []
    for item in items:
        if hasattr(item, "model_dump"):
            d = item.model_dump()
        else:
            d = vars(item) if vars(item) else {}
        for k, v in d.items():
            if hasattr(v, "isoformat"):
                d[k] = v.isoformat()
        out.append(d)
    return out