kai/openbb-invest-api
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openbb-invest-api/findings.md
Yaojia Wang 87260f4b10 feat: add 67 new endpoints across 10 feature groups 
Prerequisite refactor:
- Consolidate duplicate _to_dicts into shared obb_utils.to_list
- Add fetch_historical and first_or_empty helpers to obb_utils

Phase 1 - Local computation (no provider risk):
- Group I: 12 technical indicators (ATR, ADX, Stoch, OBV, Ichimoku,
  Donchian, Aroon, CCI, Keltner, Fibonacci, A/D, Volatility Cones)
- Group J: Sortino, Omega ratios + rolling stats (variance, stdev,
  mean, skew, kurtosis, quantile via generic endpoint)
- Group H: ECB currency reference rates

Phase 2 - FRED/Federal Reserve providers:
- Group C: 10 fixed income endpoints (treasury rates, yield curve,
  auctions, TIPS, EFFR, SOFR, HQM, commercial paper, spot rates,
  spreads)
- Group D: 11 economy endpoints (CPI, GDP, unemployment, PCE, money
  measures, CLI, HPI, FRED search, balance of payments, Fed holdings,
  FOMC documents)
- Group E: 5 survey endpoints (Michigan, SLOOS, NFP, Empire State,
  BLS search)

Phase 3 - SEC/stockgrid/FINRA providers:
- Group B: 4 equity fundamental endpoints (management, dividends,
  SEC filings, company search)
- Group A: 4 shorts/dark pool endpoints (short volume, FTD, short
  interest, OTC dark pool)
- Group F: 3 index/ETF enhanced (S&P 500 multiples, index
  constituents, ETF N-PORT)

Phase 4 - Regulators:
- Group G: 5 regulatory endpoints (COT report, COT search, SEC
  litigation, institution search, CIK mapping)

Security hardening:
- Service-layer allowlists for all getattr dynamic dispatch
- Regex validation on date, country, security_type, form_type params
- Exception handling in fetch_historical
- Callable guard on rolling stat dispatch

Total: 32 existing + 67 new = 99 endpoints, all free providers.
2026-03-19 17:28:31 +01:00

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Research Findings

Architecture Analysis (2026-03-19)

Current Codebase

  • 22 Python files, flat layout, all under 250 lines
  • Pattern: service file (async OpenBB wrapper) + route file (FastAPI router with @safe decorator)
  • Shared utils: obb_utils.py, route_utils.py, mappers.py, models.py

Technical Debt

  1. Duplicated _to_dicts in openbb_service.py and macro_service.py (same as obb_utils.to_list)
  2. calendar_service.py has scope creep (ownership, screening mixed with calendar events)
  3. No shared fetch_historical helper (duplicated in technical_service.py and quantitative_service.py)

Provider Availability (Verified)

  • No API key needed: yfinance, stockgrid, finra, multpl, cftc, government_us, sec, ecb, cboe
  • Already configured: fred, finnhub, alphavantage
  • Not needed: fmp (removed), intrinio, tiingo, benzinga

Key Design Decisions

  • Keep flat file layout (avoid breaking all imports for ~40 files)
  • Domain-prefixed naming for new files
  • Generic technical indicator dispatcher pattern for 14 new indicators
  • Consolidate _to_dicts before adding new services

OpenBB Features Discovered

  • 67 new endpoints across 10 groups (A-J)
  • 3 Small, 4 Medium, 3 Large complexity groups
  • All use free providers (no new API keys required)