003c1d6ffc
- Extract shared route_utils.py (validate_symbol, safe decorator)
removing duplication from 6 route files
- Extract shared obb_utils.py (to_list, extract_single, safe_last)
removing duplication from calendar_service and market_service
- Fix _to_list dict mutation during iteration (use comprehension)
- Fix double vars() call and live __dict__ mutation risk
- Fix route ordering: /etf/search and /crypto/search now registered
before /{symbol} path params to prevent shadowing
- Add date format validation (YYYY-MM-DD pattern) on calendar routes
- Use timezone-aware datetime.now(tz=timezone.utc) in all services
- Add explicit type annotation for asyncio.gather results
164 lines
5.0 KiB
Python
164 lines
5.0 KiB
Python
"""Market data: ETFs, indices, crypto, currencies, and derivatives."""
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import asyncio
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import logging
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from datetime import datetime, timezone, timedelta
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from typing import Any
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from openbb import obb
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from obb_utils import to_list
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logger = logging.getLogger(__name__)
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PROVIDER = "yfinance"
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# --- ETF ---
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async def get_etf_info(symbol: str) -> dict[str, Any]:
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"""Get ETF profile/info."""
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try:
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result = await asyncio.to_thread(obb.etf.info, symbol, provider=PROVIDER)
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items = to_list(result)
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return items[0] if items else {}
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except Exception:
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logger.warning("ETF info failed for %s", symbol, exc_info=True)
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return {}
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async def get_etf_historical(symbol: str, days: int = 365) -> list[dict[str, Any]]:
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"""Get ETF price history."""
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start = (datetime.now(tz=timezone.utc) - timedelta(days=days)).strftime("%Y-%m-%d")
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try:
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result = await asyncio.to_thread(
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obb.etf.historical, symbol, start_date=start, provider=PROVIDER
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)
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return to_list(result)
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except Exception:
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logger.warning("ETF historical failed for %s", symbol, exc_info=True)
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return []
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async def search_etf(query: str) -> list[dict[str, Any]]:
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"""Search for ETFs by name or keyword."""
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try:
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result = await asyncio.to_thread(obb.etf.search, query)
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return to_list(result)
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except Exception:
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logger.warning("ETF search failed for %s", query, exc_info=True)
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return []
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# --- Index ---
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async def get_available_indices() -> list[dict[str, Any]]:
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"""List available market indices."""
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try:
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result = await asyncio.to_thread(obb.index.available, provider=PROVIDER)
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return to_list(result)
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except Exception:
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logger.warning("Available indices failed", exc_info=True)
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return []
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async def get_index_historical(symbol: str, days: int = 365) -> list[dict[str, Any]]:
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"""Get index price history."""
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start = (datetime.now(tz=timezone.utc) - timedelta(days=days)).strftime("%Y-%m-%d")
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try:
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result = await asyncio.to_thread(
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obb.index.price.historical, symbol, start_date=start, provider=PROVIDER
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)
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return to_list(result)
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except Exception:
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logger.warning("Index historical failed for %s", symbol, exc_info=True)
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return []
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# --- Crypto ---
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async def get_crypto_historical(symbol: str, days: int = 365) -> list[dict[str, Any]]:
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"""Get cryptocurrency price history."""
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start = (datetime.now(tz=timezone.utc) - timedelta(days=days)).strftime("%Y-%m-%d")
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try:
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result = await asyncio.to_thread(
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obb.crypto.price.historical, symbol, start_date=start, provider=PROVIDER
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)
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return to_list(result)
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except Exception:
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logger.warning("Crypto historical failed for %s", symbol, exc_info=True)
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return []
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async def search_crypto(query: str) -> list[dict[str, Any]]:
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"""Search for cryptocurrencies."""
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try:
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result = await asyncio.to_thread(obb.crypto.search, query)
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return to_list(result)
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except Exception:
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logger.warning("Crypto search failed for %s", query, exc_info=True)
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return []
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# --- Currency ---
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async def get_currency_historical(
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symbol: str, days: int = 365
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) -> list[dict[str, Any]]:
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"""Get forex price history (e.g., EURUSD)."""
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start = (datetime.now(tz=timezone.utc) - timedelta(days=days)).strftime("%Y-%m-%d")
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try:
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result = await asyncio.to_thread(
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obb.currency.price.historical, symbol, start_date=start, provider=PROVIDER
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)
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return to_list(result)
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except Exception:
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logger.warning("Currency historical failed for %s", symbol, exc_info=True)
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return []
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# --- Derivatives ---
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async def get_options_chains(symbol: str) -> list[dict[str, Any]]:
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"""Get options chain data for a symbol."""
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try:
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result = await asyncio.to_thread(
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obb.derivatives.options.chains, symbol, provider=PROVIDER
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)
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return to_list(result)
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except Exception:
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logger.warning("Options chains failed for %s", symbol, exc_info=True)
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return []
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async def get_futures_historical(
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symbol: str, days: int = 365
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) -> list[dict[str, Any]]:
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"""Get futures price history."""
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start = (datetime.now(tz=timezone.utc) - timedelta(days=days)).strftime("%Y-%m-%d")
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try:
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result = await asyncio.to_thread(
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obb.derivatives.futures.historical, symbol, start_date=start, provider=PROVIDER
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)
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return to_list(result)
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except Exception:
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logger.warning("Futures historical failed for %s", symbol, exc_info=True)
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return []
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async def get_futures_curve(symbol: str) -> list[dict[str, Any]]:
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"""Get futures term structure/curve."""
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try:
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result = await asyncio.to_thread(
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obb.derivatives.futures.curve, symbol, provider=PROVIDER
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)
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return to_list(result)
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except Exception:
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logger.warning("Futures curve failed for %s", symbol, exc_info=True)
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return []
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