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.
46 lines
1.6 KiB
Python
46 lines
1.6 KiB
Python
"""Routes for equity shorts and dark pool data."""
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from fastapi import APIRouter, Path
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from models import ApiResponse
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from route_utils import safe, validate_symbol
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import shorts_service
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router = APIRouter(prefix="/api/v1")
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@router.get("/stock/{symbol}/shorts/volume", response_model=ApiResponse)
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@safe
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async def short_volume(symbol: str = Path(..., min_length=1, max_length=20)):
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"""Daily short volume and percent (stockgrid)."""
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symbol = validate_symbol(symbol)
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data = await shorts_service.get_short_volume(symbol)
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return ApiResponse(data=data)
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@router.get("/stock/{symbol}/shorts/ftd", response_model=ApiResponse)
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@safe
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async def fails_to_deliver(symbol: str = Path(..., min_length=1, max_length=20)):
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"""Fails-to-deliver records from SEC."""
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symbol = validate_symbol(symbol)
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data = await shorts_service.get_fails_to_deliver(symbol)
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return ApiResponse(data=data)
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@router.get("/stock/{symbol}/shorts/interest", response_model=ApiResponse)
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@safe
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async def short_interest(symbol: str = Path(..., min_length=1, max_length=20)):
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"""Short interest positions, days to cover (FINRA)."""
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symbol = validate_symbol(symbol)
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data = await shorts_service.get_short_interest(symbol)
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return ApiResponse(data=data)
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@router.get("/darkpool/{symbol}/otc", response_model=ApiResponse)
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@safe
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async def darkpool_otc(symbol: str = Path(..., min_length=1, max_length=20)):
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"""OTC/dark pool aggregate trade volume (FINRA)."""
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symbol = validate_symbol(symbol)
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data = await shorts_service.get_darkpool_otc(symbol)
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return ApiResponse(data=data)
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