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openbb-invest-api/task_plan.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

11 KiB
Raw Blame History

OpenBB Feature Expansion Plan

67 new endpoints across 10 feature groups. All use free providers.

Prerequisites (Do First)

P0: Consolidate Shared Utilities

  • Replace duplicate _to_dicts in openbb_service.py and macro_service.py with obb_utils.to_list
  • Add fetch_historical(symbol, days, provider) helper to obb_utils.py
  • Add serialize_dates(items) helper to obb_utils.py
  • Files: obb_utils.py, openbb_service.py, macro_service.py, technical_service.py, quantitative_service.py
  • Complexity: S

Phase 1: Local Computation (No Provider Risk)

Group I: Technical Analysis Extended (14 endpoints)

  • Add generic indicator dispatcher to technical_service.py
  • Implement indicators: ATR, ADX, Stochastic, OBV, VWAP, Ichimoku, Donchian, Aroon, CCI, Keltner Channels, Fibonacci, A/D Line, Volatility Cones, Relative Rotation
  • Add individual endpoints to routes_technical.py
  • Add generic endpoint: GET /api/v1/stock/{symbol}/technical/{indicator}
  • New endpoints:
    • GET /api/v1/stock/{symbol}/technical/atr -- Average True Range (volatility, position sizing)
    • GET /api/v1/stock/{symbol}/technical/adx -- Average Directional Index (trend strength)
    • GET /api/v1/stock/{symbol}/technical/stoch -- Stochastic Oscillator (overbought/oversold)
    • GET /api/v1/stock/{symbol}/technical/obv -- On-Balance Volume (volume-price divergence)
    • GET /api/v1/stock/{symbol}/technical/vwap -- Volume Weighted Average Price
    • GET /api/v1/stock/{symbol}/technical/ichimoku -- Ichimoku Cloud (comprehensive trend)
    • GET /api/v1/stock/{symbol}/technical/donchian -- Donchian Channels (breakout detection)
    • GET /api/v1/stock/{symbol}/technical/aroon -- Aroon Indicator (trend changes)
    • GET /api/v1/stock/{symbol}/technical/cci -- Commodity Channel Index (cyclical trends)
    • GET /api/v1/stock/{symbol}/technical/kc -- Keltner Channels (volatility bands)
    • GET /api/v1/stock/{symbol}/technical/fib -- Fibonacci Retracement (support/resistance)
    • GET /api/v1/stock/{symbol}/technical/ad -- Accumulation/Distribution Line
    • GET /api/v1/stock/{symbol}/technical/cones -- Volatility Cones (implied vs realized vol)
    • GET /api/v1/stock/{symbol}/technical/relative_rotation -- RRG (sector rotation)
  • Extend: technical_service.py (+200 lines), routes_technical.py (+80 lines)
  • Complexity: L (high volume, low individual complexity)

Group J: Quantitative Extended (8 endpoints)

  • Add Sortino ratio, Omega ratio
  • Add rolling statistics: variance, stdev, mean, skew, kurtosis, quantile
  • New endpoints:
    • GET /api/v1/stock/{symbol}/sortino?days=365 -- Sortino ratio (downside risk only)
    • GET /api/v1/stock/{symbol}/omega?days=365 -- Omega ratio (full distribution)
    • GET /api/v1/stock/{symbol}/rolling/variance?days=365&window=30 -- Rolling variance
    • GET /api/v1/stock/{symbol}/rolling/stdev?days=365&window=30 -- Rolling std deviation
    • GET /api/v1/stock/{symbol}/rolling/mean?days=365&window=30 -- Rolling mean
    • GET /api/v1/stock/{symbol}/rolling/skew?days=365&window=30 -- Rolling skewness
    • GET /api/v1/stock/{symbol}/rolling/kurtosis?days=365&window=30 -- Rolling kurtosis
    • GET /api/v1/stock/{symbol}/rolling/quantile?days=365&window=30&quantile=0.5 -- Rolling quantile
  • Extend: quantitative_service.py (+120 lines), routes_quantitative.py (+60 lines)
  • Complexity: M

Group H: Currency Reference Rates (1 endpoint)

  • Add ECB reference rates to market_service.py
  • New endpoint:
    • GET /api/v1/currency/reference-rates -- ECB reference rates for 28 currencies
  • Extend: market_service.py (+15 lines), routes_market.py (+10 lines)
  • Complexity: S

Phase 2: FRED/Federal Reserve Providers

Group C: Fixed Income (10 endpoints)

  • Create fixed_income_service.py -- treasury rates, yield curve, auctions, TIPS, EFFR, SOFR, HQM, commercial paper, spot rates, spreads
  • Create routes_fixed_income.py
  • Register router in main.py
  • New endpoints:
    • GET /api/v1/fixed-income/treasury-rates -- Full yield curve rates (4W-30Y)
    • GET /api/v1/fixed-income/yield-curve?date= -- Yield curve with maturity/rate pairs
    • GET /api/v1/fixed-income/treasury-auctions?security_type= -- Auction bid-to-cover, yields
    • GET /api/v1/fixed-income/tips-yields -- TIPS real yields by maturity
    • GET /api/v1/fixed-income/effr -- Effective Fed Funds Rate with percentiles
    • GET /api/v1/fixed-income/sofr -- SOFR rate with moving averages
    • GET /api/v1/fixed-income/hqm -- High Quality Market corporate bond yields
    • GET /api/v1/fixed-income/commercial-paper -- CP rates by maturity/type
    • GET /api/v1/fixed-income/spot-rates -- Corporate bond spot rates
    • GET /api/v1/fixed-income/spreads?series=tcm -- Treasury/corporate spreads
  • New files: fixed_income_service.py (~250 lines), routes_fixed_income.py (~180 lines)
  • Complexity: L

Group D: Economy Expanded (13 endpoints)

  • Extend macro_service.py with structured FRED indicators (CPI, GDP, unemployment, PCE, money measures)
  • Create economy_service.py for non-series endpoints (fred_search, fred_regional, balance_of_payments, central_bank_holdings, primary_dealer_positioning, fomc_documents)
  • Extend routes_macro.py for FRED-based indicators
  • Create routes_economy.py for search/institutional data
  • Register new router in main.py
  • New endpoints (extend routes_macro.py):
    • GET /api/v1/macro/cpi?country=united_states -- Consumer Price Index (multi-country)
    • GET /api/v1/macro/gdp?type=real -- GDP nominal/real/forecast
    • GET /api/v1/macro/unemployment?country=united_states -- Unemployment rate (multi-country)
    • GET /api/v1/macro/pce -- Personal Consumption Expenditures (Fed preferred inflation)
    • GET /api/v1/macro/money-measures -- M1/M2 money supply
    • GET /api/v1/macro/cli?country=united_states -- Composite Leading Indicator
    • GET /api/v1/macro/house-price-index?country=united_states -- Housing price index
  • New endpoints (new routes_economy.py):
    • GET /api/v1/economy/fred-search?query= -- Search FRED series by keyword
    • GET /api/v1/economy/fred-regional?series_id=&region= -- Regional economic data
    • GET /api/v1/economy/balance-of-payments -- Current/capital/financial account
    • GET /api/v1/economy/central-bank-holdings -- Fed SOMA portfolio
    • GET /api/v1/economy/primary-dealer-positioning -- Wall Street firm positions
    • GET /api/v1/economy/fomc-documents?year= -- FOMC meeting documents
  • New files: economy_service.py (~200 lines), routes_economy.py (~150 lines)
  • Extend: macro_service.py (+80 lines), routes_macro.py (+50 lines)
  • Complexity: L

Group E: Economy Surveys (5 endpoints)

  • Create surveys_service.py -- Michigan, SLOOS, NFP, Empire State, BLS
  • Create routes_surveys.py
  • Register router in main.py
  • New endpoints:
    • GET /api/v1/economy/surveys/michigan -- Consumer Sentiment + inflation expectations
    • GET /api/v1/economy/surveys/sloos -- Senior Loan Officer survey (recession predictor)
    • GET /api/v1/economy/surveys/nonfarm-payrolls -- Detailed employment data
    • GET /api/v1/economy/surveys/empire-state -- NY manufacturing outlook
    • GET /api/v1/economy/surveys/bls-search?query= -- BLS data series search
  • New files: surveys_service.py (~130 lines), routes_surveys.py (~100 lines)
  • Complexity: M

Phase 3: SEC/Stockgrid/CFTC Providers

Group B: Equity Fundamentals (4 endpoints)

  • Add management, dividends, filings, search to openbb_service.py
  • Add endpoints to routes.py
  • New endpoints:
    • GET /api/v1/stock/{symbol}/management -- Executive team, titles, compensation
    • GET /api/v1/stock/{symbol}/dividends -- Historical dividend records
    • GET /api/v1/stock/{symbol}/filings?form_type=10-K -- SEC filings (10-K, 10-Q, 8-K)
    • GET /api/v1/search?query= -- Company search by name (SEC/NASDAQ)
  • Extend: openbb_service.py (+60 lines), routes.py (+40 lines)
  • Complexity: S

Group A: Equity Shorts & Dark Pool (4 endpoints)

  • Create shorts_service.py -- short volume, FTD, short interest, OTC dark pool
  • Create routes_shorts.py
  • Register router in main.py
  • New endpoints:
    • GET /api/v1/stock/{symbol}/shorts/volume -- Daily short volume & percent (stockgrid)
    • GET /api/v1/stock/{symbol}/shorts/ftd -- Fails-to-deliver records (SEC)
    • GET /api/v1/stock/{symbol}/shorts/interest -- Short interest, days to cover (FINRA)
    • GET /api/v1/darkpool/{symbol}/otc -- OTC/dark pool trade volume (FINRA)
  • New files: shorts_service.py (~120 lines), routes_shorts.py (~80 lines)
  • Complexity: M

Group F: Index & ETF Enhanced (3 endpoints)

  • Add sp500_multiples, index_constituents, etf nport_disclosure to market_service.py
  • Add endpoints to routes_market.py
  • New endpoints:
    • GET /api/v1/index/sp500-multiples?series=pe_ratio -- Historical S&P 500 valuation (Shiller PE, P/B, P/S, dividend yield)
    • GET /api/v1/index/{symbol}/constituents -- Index member stocks with sector/price data
    • GET /api/v1/etf/{symbol}/nport -- Detailed ETF holdings from SEC N-PORT filings
  • Extend: market_service.py (+60 lines), routes_market.py (+50 lines)
  • Complexity: S

Phase 4: Regulators

Group G: Regulators (5 endpoints)

  • Create regulators_service.py -- COT, COT search, SEC litigation, institution search, CIK mapping
  • Create routes_regulators.py
  • Register router in main.py
  • New endpoints:
    • GET /api/v1/regulators/cot?symbol= -- Commitment of Traders report (commercial/speculator positions)
    • GET /api/v1/regulators/cot/search?query= -- Search COT report symbols
    • GET /api/v1/regulators/sec/litigation -- SEC litigation releases RSS feed
    • GET /api/v1/regulators/sec/institutions?query= -- Search institutional investors
    • GET /api/v1/regulators/sec/cik-map?symbol= -- Ticker to CIK mapping
  • New files: regulators_service.py (~150 lines), routes_regulators.py (~100 lines)
  • Complexity: M

Summary

Phase Groups Endpoints New Files Complexity
P0 Prereq - 0 0 S
Phase 1 I, J, H 23 0 L+M+S
Phase 2 C, D, E 28 6 L+L+M
Phase 3 B, A, F 11 2 S+M+S
Phase 4 G 5 2 M
Total 10 67 10

File Impact

New files (10):

  • shorts_service.py, routes_shorts.py
  • fixed_income_service.py, routes_fixed_income.py
  • economy_service.py, routes_economy.py
  • surveys_service.py, routes_surveys.py
  • regulators_service.py, routes_regulators.py

Extended files (12):

  • obb_utils.py (shared helpers)
  • openbb_service.py (Group B fundamentals)
  • routes.py (Group B endpoints)
  • macro_service.py (Group D indicators)
  • routes_macro.py (Group D endpoints)
  • market_service.py (Groups F, H)
  • routes_market.py (Groups F, H)
  • technical_service.py (Group I indicators)
  • routes_technical.py (Group I endpoints)
  • quantitative_service.py (Group J metrics)
  • routes_quantitative.py (Group J endpoints)
  • main.py (register 5 new routers)

Endpoint Count After Completion

  • Current: 32 endpoints
  • New: 67 endpoints
  • Total: 99 endpoints