87260f4b10
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.
94 lines
2.8 KiB
Python
94 lines
2.8 KiB
Python
"""Routes for fixed income data."""
|
|
|
|
from fastapi import APIRouter, Query
|
|
|
|
from models import ApiResponse
|
|
from route_utils import safe
|
|
import fixed_income_service
|
|
|
|
router = APIRouter(prefix="/api/v1/fixed-income")
|
|
|
|
|
|
@router.get("/treasury-rates", response_model=ApiResponse)
|
|
@safe
|
|
async def treasury_rates():
|
|
"""Full treasury yield curve rates (4W-30Y)."""
|
|
data = await fixed_income_service.get_treasury_rates()
|
|
return ApiResponse(data=data)
|
|
|
|
|
|
@router.get("/yield-curve", response_model=ApiResponse)
|
|
@safe
|
|
async def yield_curve(date: str = Query(default=None, max_length=10, pattern=r"^\d{4}-\d{2}-\d{2}$")):
|
|
"""Yield curve with maturity/rate pairs."""
|
|
data = await fixed_income_service.get_yield_curve(date=date)
|
|
return ApiResponse(data=data)
|
|
|
|
|
|
@router.get("/treasury-auctions", response_model=ApiResponse)
|
|
@safe
|
|
async def treasury_auctions(
|
|
security_type: str = Query(default=None, max_length=30, pattern=r"^[a-zA-Z_ -]+$"),
|
|
):
|
|
"""Treasury auction data: bid-to-cover ratios, yields."""
|
|
data = await fixed_income_service.get_treasury_auctions(security_type=security_type)
|
|
return ApiResponse(data=data)
|
|
|
|
|
|
@router.get("/tips-yields", response_model=ApiResponse)
|
|
@safe
|
|
async def tips_yields():
|
|
"""TIPS real yields by maturity."""
|
|
data = await fixed_income_service.get_tips_yields()
|
|
return ApiResponse(data=data)
|
|
|
|
|
|
@router.get("/effr", response_model=ApiResponse)
|
|
@safe
|
|
async def effr():
|
|
"""Effective Federal Funds Rate with percentiles and volume."""
|
|
data = await fixed_income_service.get_effr()
|
|
return ApiResponse(data=data)
|
|
|
|
|
|
@router.get("/sofr", response_model=ApiResponse)
|
|
@safe
|
|
async def sofr():
|
|
"""SOFR rate with 30/90/180-day moving averages."""
|
|
data = await fixed_income_service.get_sofr()
|
|
return ApiResponse(data=data)
|
|
|
|
|
|
@router.get("/hqm", response_model=ApiResponse)
|
|
@safe
|
|
async def hqm():
|
|
"""High Quality Market corporate bond yields (AAA/AA/A)."""
|
|
data = await fixed_income_service.get_hqm()
|
|
return ApiResponse(data=data)
|
|
|
|
|
|
@router.get("/commercial-paper", response_model=ApiResponse)
|
|
@safe
|
|
async def commercial_paper():
|
|
"""Commercial paper rates by maturity and type."""
|
|
data = await fixed_income_service.get_commercial_paper()
|
|
return ApiResponse(data=data)
|
|
|
|
|
|
@router.get("/spot-rates", response_model=ApiResponse)
|
|
@safe
|
|
async def spot_rates():
|
|
"""Corporate bond spot rates and par yields."""
|
|
data = await fixed_income_service.get_spot_rates()
|
|
return ApiResponse(data=data)
|
|
|
|
|
|
@router.get("/spreads", response_model=ApiResponse)
|
|
@safe
|
|
async def spreads(
|
|
series: str = Query(default="tcm", pattern="^(tcm|tcm_effr|treasury_effr)$"),
|
|
):
|
|
"""Treasury/corporate spreads (tcm, tcm_effr, treasury_effr)."""
|
|
data = await fixed_income_service.get_spreads(series=series)
|
|
return ApiResponse(data=data)
|