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.
180 lines
5.6 KiB
Python
180 lines
5.6 KiB
Python
"""Routes for ETF, index, crypto, currency, and derivatives data."""
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from fastapi import APIRouter, Path, Query
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from models import ApiResponse
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from route_utils import safe, validate_symbol
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import market_service
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router = APIRouter(prefix="/api/v1")
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# --- ETF ---
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# NOTE: /etf/search MUST be registered before /etf/{symbol} to avoid shadowing.
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@router.get("/etf/search", response_model=ApiResponse)
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@safe
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async def etf_search(query: str = Query(..., min_length=1, max_length=100)):
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"""Search for ETFs by name or keyword."""
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data = await market_service.search_etf(query)
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return ApiResponse(data=data)
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@router.get("/etf/{symbol}/info", response_model=ApiResponse)
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@safe
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async def etf_info(symbol: str = Path(..., min_length=1, max_length=20)):
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"""Get ETF profile and info."""
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symbol = validate_symbol(symbol)
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data = await market_service.get_etf_info(symbol)
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return ApiResponse(data=data)
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@router.get("/etf/{symbol}/historical", response_model=ApiResponse)
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@safe
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async def etf_historical(
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symbol: str = Path(..., min_length=1, max_length=20),
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days: int = Query(default=365, ge=1, le=3650),
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):
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"""Get ETF price history."""
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symbol = validate_symbol(symbol)
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data = await market_service.get_etf_historical(symbol, days=days)
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return ApiResponse(data=data)
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# --- Index ---
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@router.get("/index/available", response_model=ApiResponse)
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@safe
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async def index_available():
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"""List available market indices."""
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data = await market_service.get_available_indices()
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return ApiResponse(data=data)
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@router.get("/index/{symbol}/historical", response_model=ApiResponse)
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@safe
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async def index_historical(
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symbol: str = Path(..., min_length=1, max_length=20),
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days: int = Query(default=365, ge=1, le=3650),
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):
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"""Get index price history (e.g., ^GSPC, ^DJI, ^IXIC)."""
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symbol = validate_symbol(symbol)
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data = await market_service.get_index_historical(symbol, days=days)
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return ApiResponse(data=data)
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# --- Crypto ---
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# NOTE: /crypto/search MUST be registered before /crypto/{symbol} to avoid shadowing.
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@router.get("/crypto/search", response_model=ApiResponse)
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@safe
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async def crypto_search(query: str = Query(..., min_length=1, max_length=100)):
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"""Search for cryptocurrencies."""
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data = await market_service.search_crypto(query)
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return ApiResponse(data=data)
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@router.get("/crypto/{symbol}/historical", response_model=ApiResponse)
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@safe
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async def crypto_historical(
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symbol: str = Path(..., min_length=1, max_length=20),
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days: int = Query(default=365, ge=1, le=3650),
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):
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"""Get cryptocurrency price history (e.g., BTC-USD)."""
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symbol = validate_symbol(symbol)
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data = await market_service.get_crypto_historical(symbol, days=days)
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return ApiResponse(data=data)
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# --- Currency ---
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@router.get("/currency/{symbol}/historical", response_model=ApiResponse)
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@safe
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async def currency_historical(
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symbol: str = Path(..., min_length=1, max_length=20),
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days: int = Query(default=365, ge=1, le=3650),
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):
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"""Get forex price history (e.g., EURUSD, USDSEK)."""
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symbol = validate_symbol(symbol)
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data = await market_service.get_currency_historical(symbol, days=days)
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return ApiResponse(data=data)
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# --- Derivatives ---
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@router.get("/options/{symbol}/chains", response_model=ApiResponse)
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@safe
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async def options_chains(symbol: str = Path(..., min_length=1, max_length=20)):
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"""Get options chain data."""
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symbol = validate_symbol(symbol)
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data = await market_service.get_options_chains(symbol)
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return ApiResponse(data=data)
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@router.get("/futures/{symbol}/historical", response_model=ApiResponse)
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@safe
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async def futures_historical(
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symbol: str = Path(..., min_length=1, max_length=20),
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days: int = Query(default=365, ge=1, le=3650),
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):
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"""Get futures price history."""
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symbol = validate_symbol(symbol)
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data = await market_service.get_futures_historical(symbol, days=days)
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return ApiResponse(data=data)
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@router.get("/futures/{symbol}/curve", response_model=ApiResponse)
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@safe
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async def futures_curve(symbol: str = Path(..., min_length=1, max_length=20)):
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"""Get futures term structure/curve."""
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symbol = validate_symbol(symbol)
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data = await market_service.get_futures_curve(symbol)
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return ApiResponse(data=data)
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# --- Currency Reference Rates (Group H) ---
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@router.get("/currency/reference-rates", response_model=ApiResponse)
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@safe
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async def currency_reference_rates():
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"""Get ECB reference exchange rates for 28 major currencies."""
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data = await market_service.get_currency_reference_rates()
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return ApiResponse(data=data)
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# --- Index Enhanced (Group F) ---
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@router.get("/index/sp500-multiples", response_model=ApiResponse)
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@safe
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async def sp500_multiples(
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series: str = Query(default="pe_ratio", pattern="^[a-z_]+$"),
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):
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"""Historical S&P 500 valuation: pe_ratio, shiller_pe_ratio, dividend_yield, etc."""
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data = await market_service.get_sp500_multiples(series)
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return ApiResponse(data=data)
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@router.get("/index/{symbol}/constituents", response_model=ApiResponse)
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@safe
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async def index_constituents(symbol: str = Path(..., min_length=1, max_length=20)):
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"""Get index member stocks with sector and price data."""
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symbol = validate_symbol(symbol)
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data = await market_service.get_index_constituents(symbol)
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return ApiResponse(data=data)
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@router.get("/etf/{symbol}/nport", response_model=ApiResponse)
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@safe
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async def etf_nport(symbol: str = Path(..., min_length=1, max_length=20)):
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"""Detailed ETF holdings from SEC N-PORT filings."""
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symbol = validate_symbol(symbol)
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data = await market_service.get_etf_nport(symbol)
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return ApiResponse(data=data)
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