btgsolutions-dataservices-python-client 2.10.2__py3-none-any.whl → 2.16.0__py3-none-any.whl

btgsolutions_dataservices/config.py

@@ -26,6 +26,7 @@ SECURITIES = 'securities'
 TRADES = 'trades'
 PROCESSEDTRADES = 'processed-trades'
 INSTRUMENTSTATUS = 'instrument_status'
+SETTLEMENTPRICES = 'settlement-price'
 BOOKS = 'books'
 INDICES = 'indices'
 CANDLES1S = 'candles-1S'
@@ -49,10 +50,15 @@ VALID_MARKET_DATA_TYPES = [
     CANDLES1S,
     CANDLES1M,
     STOPLOSS,
-    INSTRUMENTSTATUS
+    INSTRUMENTSTATUS,
+    SETTLEMENTPRICES
 ]
 VALID_MARKET_DATA_SUBTYPES = [ALL, STOCKS, OPTIONS, DERIVATIVES]
 
+FEED_A = "A"
+FEED_B = "B"
+VALID_FEEDS = [FEED_A, FEED_B]
+
 market_data_socket_urls = {
     B3: {
         TRADES: {
@@ -130,6 +136,11 @@ market_data_socket_urls = {
                 DERIVATIVES: f"{url_ws}v2/marketdata/{INSTRUMENTSTATUS}/{DERIVATIVES}",
                 OPTIONS: f"{url_ws}v2/marketdata/{INSTRUMENTSTATUS}/{OPTIONS}",
             }
+        },
+        SETTLEMENTPRICES: {
+            REALTIME: {
+                ALL: f"{url_ws}v2/marketdata/{SETTLEMENTPRICES}",
+            }
         }
     },
     BMV: {

btgsolutions_dataservices/rest/__init__.py

@@ -9,4 +9,5 @@ from .ticker_last_event import TickerLastEvent
 from .corporate_events import CorporateEvents
 from .company_data import CompanyData
 from .public_sources import PublicSources
-from .reference_data import ReferenceData
+from .reference_data import ReferenceData
+from .stock_loan import StockLoan

btgsolutions_dataservices/rest/historical_candles.py

@@ -158,4 +158,32 @@ class HistoricalCandles:
             return response_data if raw_data else pd.DataFrame(response_data)
 
         response = json.loads(response.text)
-        raise BadResponse(f'Error: {response.get("ApiClientError", "")}.\n{response.get("SuggestedAction", "")}')
+        raise BadResponse(f'Error: {response.get("ApiClientError", "")}.\n{response.get("SuggestedAction", "")}')
+
+    def get_available_tickers(
+        self,
+        market_type:str,
+        date:str,
+    ):
+        """
+        This method provides all tickers available for query.   
+
+        Parameters
+        ----------------
+        market_type: str
+            Market type.
+            Options: 'stocks', 'derivatives' or 'indices'.
+            Field is required.
+        date: string<date>
+            Date of requested data. Format: "YYYY-MM-DD".
+            Field is required. Example: '2023-10-06'.
+        """
+
+        if market_type not in ['stocks', 'derivatives', 'indices']: raise MarketTypeError(f"Must provide a valid 'market_type' parameter. Input: '{market_type}'. Accepted values: 'stocks', 'derivatives' or 'indices'.")
+
+        url = f"{url_apis_v3}/marketdata/history/candles/available-tickers/{market_type}?date={date}"
+
+        response = requests.request("GET", url,  headers=self.headers)
+        if response.status_code == 200: return response.json()
+        response = response.json()
+        raise BadResponse(f'Error: {response.get("ApiClientError", "") or response.get("ApiServerMessage", "")}.\n{response.get("SuggestedAction", "")}')

btgsolutions_dataservices/rest/intraday_candles.py

@@ -58,7 +58,8 @@ class IntradayCandles:
         start:int=0,
         end:int=0,
         mode:str='absolute',
-        raw_data:bool=False
+        raw_data:bool=False,
+        cross_filter:str='',
     ):     
         """
         This method provides realtime intraday candles for a given ticker.
@@ -93,6 +94,10 @@ class IntradayCandles:
             Candle mode.
             Example: 'absolute', 'relative' or 'spark'.
             Default: absolute.
+        cross_filter: str
+            Filter trades by cross status. Available only when market_type is derivatives.
+            Options: 'all', 'only_cross' or 'without_cross'.
+            Default: 'all'.
         raw_data: bool
             If false, returns data in a dict of dataframes. If true, returns raw data.
             Default: False.
@@ -101,6 +106,8 @@ class IntradayCandles:
         if market_type not in ['stocks', 'derivatives', 'options', 'indices']: raise MarketTypeError(f"Must provide a valid 'market_type' parameter. Input: '{market_type}'. Accepted values: 'stocks', 'derivatives', 'options' or 'indices'.")
 
         if delay not in ['delayed', 'realtime']: raise DelayError(f"Must provide a valid 'delay' parameter. Input: '{delay}'. Accepted values: 'delayed' or 'realtime'.")
+        
+        if cross_filter and market_type != 'derivatives': raise DelayError(f"The 'cross_filter' flag is only valid for market_type 'derivatives'.")
 
         tickers = ','.join(tickers) if type(tickers) is list else tickers 
 
@@ -109,6 +116,8 @@ class IntradayCandles:
         if start: url += f'&start={start}'
 
         if end: url += f'&end={end}'
+        
+        if cross_filter: url += f'&cross_filter={cross_filter}'
 
         response = requests.request("GET", url,  headers=self.headers)
         if response.status_code == 200:

btgsolutions_dataservices/rest/stock_loan.py

@@ -0,0 +1,110 @@
+
+from typing import Optional
+from ..exceptions import BadResponse
+import requests
+from ..config import url_api_v1
+import json
+from .authenticator import Authenticator
+import pandas as pd
+
+class StockLoan:
+    """
+    This class provides trades related to stock loan operations.
+
+    * Main use case:
+
+    >>> from btgsolutions_dataservices import StockLoan
+    >>> stock_loan = StockLoan(
+    >>>     api_key='YOUR_API_KEY',
+    >>> )
+    >>> trades = stock_loan.get_trades(
+    >>>     ticker = 'PETR4'
+    >>> )
+    >>> trades = stock_loan.get_paginated_trades(
+    >>>     page = 1,
+    >>>     limit = 1000
+    >>> )
+    >>> stock_loan.get_available_tickers()
+
+    Parameters
+    ----------------
+    api_key: str
+        User identification key.
+        Field is required.
+    """
+    def __init__(
+        self,
+        api_key: Optional[str]
+    ):
+        self.api_key = api_key
+        self.token = Authenticator(self.api_key).token
+        self.headers = {"authorization": f"authorization {self.token}"}
+
+    def get_trades(
+        self,
+        ticker:Optional[str]='',
+    ):     
+        """
+        Returns trades related to stock loan operations.
+
+        Parameters
+        ----------------
+        ticker : str, optional
+            The ticker symbol to be returned.
+            Example: 'PETR4'
+
+        """
+        page = 1
+        df = pd.DataFrame()
+        while True:
+            url = f"{url_api_v1}/marketdata/stock-loan/daily-trades?page={page}&limit=20000"
+            if ticker: url += f'&ticker={ticker}'
+            response = requests.request("GET", url,  headers=self.headers)
+            if response.status_code != 200: raise BadResponse(response.json())
+            response = response.json()
+            df = pd.concat([df, pd.DataFrame(response['data'])])
+            if response['totalPages'] <= page: break
+            page += 1
+        
+        return df.reset_index(drop=True)
+    
+    def get_paginated_trades(
+        self,
+        page:int,
+        limit:int,
+        ticker:Optional[str]='',
+    ):     
+        """
+        Returns paginated trades related to stock loan operations.
+
+        Parameters
+        ----------------
+        ticker : str, optional
+            The ticker symbol to be returned.
+            Example: 'PETR4'
+
+        page : int
+            Page number for paginated results.
+            Example: 1
+
+        limit : int
+            Maximum number of items to return per page.
+            Example: 1000
+
+        """
+        url = f"{url_api_v1}/marketdata/stock-loan/daily-trades?page={page}&limit={limit}"
+        if ticker: url += f'&ticker={ticker}'
+        response = requests.request("GET", url,  headers=self.headers)
+        if response.status_code == 200: return json.loads(response.text)
+        raise BadResponse(response.json())
+
+    def get_available_tickers(
+        self,
+    ):
+        """
+        This method provides all tickers available for query.   
+        """
+        url = f"{url_api_v1}/marketdata/stock-loan/available-tickers"
+        response = requests.request("GET", url,  headers=self.headers)
+        if response.status_code == 200: return json.loads(response.text)
+        raise BadResponse(response.json())

btgsolutions_dataservices/rest/ticker_last_event.py

@@ -1,4 +1,4 @@
-from typing import Optional
+from typing import Optional, List
 from ..exceptions import BadResponse
 import requests
 from ..config import url_api_v1
@@ -18,10 +18,16 @@ class TickerLastEvent:
     >>> )
 
     >>> last_event.get_trades(
+    >>>     data_type = 'equities',
     >>>     ticker = 'PETR4',
     >>>     raw_data = False
     >>> )
 
+    >>> last_event.get_tob(
+    >>>     data_type = 'stocks',
+    >>>     raw_data = False
+    >>> )
+
     Parameters
     ----------------
     api_key: str
@@ -33,10 +39,12 @@ class TickerLastEvent:
         api_key:Optional[str]
     ):
         self.api_key = api_key
-        self.token = Authenticator(self.api_key).token
-        self.headers = {"authorization": f"authorization {self.token}"}
+        self.authenticator = Authenticator(self.api_key)
 
-        self.available_data_types = ['equities', 'derivatives']
+        self.available_data_types = {
+            "trades": ['equities', 'derivatives'],
+            "books": ['stocks', 'derivatives', 'options']
+        }
 
     def get_trades(self, data_type:str, ticker:str, raw_data:bool=False):
 
@@ -56,12 +64,12 @@ class TickerLastEvent:
             If false, returns data in a dataframe. If true, returns raw data.
             Field is not required. Default: False.
         """
-        if data_type not in self.available_data_types:
-            raise Exception("Must provide a valid data_type. Valid data types are: {self.available_data_types}")
+        if data_type not in self.available_data_types["trades"]:
+            raise Exception(f"Must provide a valid data_type. Valid data types are: {self.available_data_types['trades']}")
 
         url = f"{url_api_v1}/marketdata/last-event/trades/{data_type}?ticker={ticker}"
 
-        response = requests.request("GET", url,  headers=self.headers)
+        response = requests.request("GET", url,  headers={"authorization": f"Bearer {self.authenticator.token}"})
         if response.status_code == 200:
             if raw_data:
                 return response.json()
@@ -70,23 +78,100 @@ class TickerLastEvent:
         else:
             response = json.loads(response.text)
             raise BadResponse(f'Error: {response.get("error", "")}')
+        
+    def get_tobs(self, data_type:str, raw_data:bool=False):
+
+        """
+        This method provides the last available top of book for all tickers of the given market type.
+
+        Parameters
+        ----------------
+        data_type: str
+            Market Data Type.
+            Field is required. 
+            Example: 'stocks', 'derivatives', 'options'.
+        raw_data: bool
+            If false, returns data in a dataframe. If true, returns raw data.
+            Field is not required. Default: False.
+        """
+
+        if data_type not in self.available_data_types["books"]:
+            raise Exception(f"Must provide a valid data_type. Valid data types are: {self.available_data_types}")
+
+        url = f"{url_api_v1}/marketdata/last-event/books/top/{data_type}/batch"
+
+        response = requests.request("GET", url,  headers={"authorization": f"Bearer {self.authenticator.token}"})
+
+        if response.status_code == 200:
+            if raw_data:
+                return response.json()
+            else:
+                return pd.DataFrame(response.json())
+        else:
+
+            response = json.loads(response.text)
+            raise BadResponse(f'Error: {response.get("error", "")}')
 
-    def get_available_tickers(self, data_type:str):
+    def get_status(self, tickers:List[str]=None, raw_data:bool=False):
+
+        """
+        This method provides the current ticker trading status information.
+
+        Parameters
+        ----------------
+        tickers: List[str]
+            Ticker symbol.
+            Field is not required. Default: None
+            Example: ['PETR4', 'VALE3', 'DOLM25'].
+            If no ticker is provided, it returns trading status information for all available tickers.
+        raw_data: bool
+            If false, returns data in a dataframe. If true, returns raw data.
+            Field is not required. Default: False.
+        """
+
+        if tickers:
+            tickers = ','.join(tickers)
+            url = f"{url_api_v1}/marketdata/last-event/status/all/batch?tickers={tickers}"
+        else:
+            url = f"{url_api_v1}/marketdata/last-event/status/all/batch"
+
+        response = requests.request("GET", url,  headers={"authorization": f"Bearer {self.authenticator.token}"})
+        if response.status_code == 200:
+            if raw_data:
+                return response.json()
+            else:
+                return pd.DataFrame(response.json())
+        else:
+            response = json.loads(response.text)
+            raise BadResponse(f'Error: {response}')
+
+    def get_available_tickers(self,type:str, data_type:str):
 
         """
         This method provides all the available tickers for the specific data type.
 
         Parameters
         ----------------
+        type: str
+            Data Type.
+            Field is required. 
+            Example: 'trades', 'books'
         data_type: str
             Market Data Type.
             Field is required. 
-            Example: 'equities', 'derivatives'.
+            Example: 'equities', 'derivatives', 'options', 'stocks'.
         """
 
-        url = f"{url_api_v1}/marketdata/last-event/trades/{data_type}/available-tickers"
+        if type not in self.available_data_types:
+            raise Exception(f"Must provide a valid type. Valid data types are: {list(self.available_data_types.keys())}")
+        
+        if data_type not in self.available_data_types[type]:
+            raise Exception(f"Must provide a valid data_type. Valid data types are: {self.available_data_types['books']}")
+
+        url = f"{url_api_v1}/marketdata/last-event/trades/{data_type}/available-tickers" if type == "trades" else \
+            f"{url_api_v1}/marketdata/last-event/books/{data_type}/availables"
 
-        response = requests.request("GET", url,  headers=self.headers)
+        response = requests.request("GET", url,  headers={"authorization": f"Bearer {self.authenticator.token}"})
         if response.status_code == 200:
             return response.json()
         else:

btgsolutions_dataservices/websocket/__init__.py

@@ -1,2 +1,3 @@
 from .market_data_websocket_client import MarketDataWebSocketClient
-from .hfn_websocket_client import HFNWebSocketClient
+from .hfn_websocket_client import HFNWebSocketClient
+from .market_data_feed import MarketDataFeed