btgsolutions-dataservices-python-client 2.14.1__tar.gz → 2.16.0__tar.gz

{btgsolutions_dataservices_python_client-2.14.1/btgsolutions_dataservices_python_client.egg-info → btgsolutions_dataservices_python_client-2.16.0}/PKG-INFO

@@ -1,10 +1,10 @@
 Metadata-Version: 2.4
 Name: btgsolutions-dataservices-python-client
-Version: 2.14.1
+Version: 2.16.0
 Summary: Python package containing several classes and data for extracting and manipulating market and trading data.
 Home-page: https://github.com/BTG-Pactual-Solutions/btgsolutions-dataservices-python-client
 Author: BTG Solutions Data Services powered by BTG Pactual Solutions
-Requires-Python: >=3.9,<3.13
+Requires-Python: >=3.9,<3.14
 Description-Content-Type: text/markdown
 License-File: LICENSE
 Requires-Dist: pandas>=2.2.2
@@ -170,6 +170,21 @@ ws.run(on_message=lambda message: print(message))
 ws.instrument_status('PETR4')
 ws.instrument_status_history('PETR4')
 
+## The following is optional to keep the program running in a .py file:
+# from time import sleep
+# while True:
+#   sleep(1)
+```
+##### Settlement Price 
+
+```python
+import btgsolutions_dataservices as btg
+ws = btg.MarketDataWebSocketClient(api_key='YOUR_API_KEY', data_type='settlement-price', instruments=['ABEVOU25', 'WINV25'])
+ws.run(on_message=lambda message: print(message))
+
+## Getting the last event (settlement-price) of ABEVOU25:
+# ws.get_last_event(['ABEVOU25'])
+
 ## The following is optional to keep the program running in a .py file:
 # from time import sleep
 # while True:
@@ -352,6 +367,16 @@ public_sources = btg.PublicSources(api_key='YOUR_API_KEY')
 public_sources.get_opas(start_date='2022-10-01', end_date='2024-10-01')
 ```
 
+#### STOCK LOAN
+
+```python
+import btgsolutions_dataservices as btg
+stock_loan = btg.StockLoan(api_key='YOUR_API_KEY')
+stock_loan.get_trades()
+stock_loan.get_paginated_trades(page=1, limit=1000, ticker ='PETR4')
+stock_loan.get_available_tickers()
+```
+
 #### Company Fundamentals
 
 ##### Company General Information

{btgsolutions_dataservices_python_client-2.14.1 → btgsolutions_dataservices_python_client-2.16.0}/README.md

@@ -147,6 +147,21 @@ ws.run(on_message=lambda message: print(message))
 ws.instrument_status('PETR4')
 ws.instrument_status_history('PETR4')
 
+## The following is optional to keep the program running in a .py file:
+# from time import sleep
+# while True:
+#   sleep(1)
+```
+##### Settlement Price 
+
+```python
+import btgsolutions_dataservices as btg
+ws = btg.MarketDataWebSocketClient(api_key='YOUR_API_KEY', data_type='settlement-price', instruments=['ABEVOU25', 'WINV25'])
+ws.run(on_message=lambda message: print(message))
+
+## Getting the last event (settlement-price) of ABEVOU25:
+# ws.get_last_event(['ABEVOU25'])
+
 ## The following is optional to keep the program running in a .py file:
 # from time import sleep
 # while True:
@@ -329,6 +344,16 @@ public_sources = btg.PublicSources(api_key='YOUR_API_KEY')
 public_sources.get_opas(start_date='2022-10-01', end_date='2024-10-01')
 ```
 
+#### STOCK LOAN
+
+```python
+import btgsolutions_dataservices as btg
+stock_loan = btg.StockLoan(api_key='YOUR_API_KEY')
+stock_loan.get_trades()
+stock_loan.get_paginated_trades(page=1, limit=1000, ticker ='PETR4')
+stock_loan.get_available_tickers()
+```
+
 #### Company Fundamentals
 
 ##### Company General Information

{btgsolutions_dataservices_python_client-2.14.1 → btgsolutions_dataservices_python_client-2.16.0}/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'
@@ -49,7 +50,8 @@ VALID_MARKET_DATA_TYPES = [
     CANDLES1S,
     CANDLES1M,
     STOPLOSS,
-    INSTRUMENTSTATUS
+    INSTRUMENTSTATUS,
+    SETTLEMENTPRICES
 ]
 VALID_MARKET_DATA_SUBTYPES = [ALL, STOCKS, OPTIONS, DERIVATIVES]
 
@@ -134,6 +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_python_client-2.14.1 → btgsolutions_dataservices_python_client-2.16.0}/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_python_client-2.14.1 → btgsolutions_dataservices_python_client-2.16.0}/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_python_client-2.16.0/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_python_client-2.14.1 → btgsolutions_dataservices_python_client-2.16.0}/btgsolutions_dataservices/websocket/market_data_feed.py

@@ -61,7 +61,7 @@ class MarketDataFeed:
         Field is not required. Default: 'b3'.
     data_type: str
         Market Data type.
-        Options: 'trades', 'processed-trades', 'books', 'indices', 'securities', 'stoploss', 'candles-1S', 'candles-1M', 'instrument_status'.
+        Options: 'trades', 'processed-trades', 'books', 'indices', 'securities', 'stoploss', 'candles-1S', 'candles-1M', 'instrument_status', 'settlement-price'.
         Field is not required. Default: 'trades'.
     data_subtype: str
         Market Data subtype (when applicable).

{btgsolutions_dataservices_python_client-2.14.1 → btgsolutions_dataservices_python_client-2.16.0}/btgsolutions_dataservices/websocket/market_data_websocket_client.py

@@ -2,7 +2,7 @@
 from typing import Optional, List
 from ..exceptions import WSTypeError, DelayedError, FeedError
 from ..rest import Authenticator
-from ..config import market_data_socket_urls, market_data_feedb_socket_urls, MAX_WS_RECONNECT_RETRIES, VALID_STREAM_TYPES, VALID_EXCHANGES, VALID_MARKET_DATA_TYPES, VALID_MARKET_DATA_SUBTYPES, REALTIME, B3, TRADES, INDICES, ALL, STOCKS, BOOKS, FEED_A, FEED_B
+from ..config import market_data_socket_urls, market_data_feedb_socket_urls, MAX_WS_RECONNECT_RETRIES, VALID_STREAM_TYPES, VALID_EXCHANGES, VALID_MARKET_DATA_TYPES, VALID_MARKET_DATA_SUBTYPES, REALTIME, B3, TRADES, INDICES, ALL, STOCKS, BOOKS, FEED_A, FEED_B, SETTLEMENTPRICES
 from .websocket_default_functions import _on_open, _on_message, _on_error, _on_close
 import websocket
 import json
@@ -49,7 +49,7 @@ class MarketDataWebSocketClient:
 
     data_type: str
         Market Data type.
-        Options: 'trades', 'processed-trades', 'books', 'indices', 'securities', 'stoploss', 'candles-1S', 'candles-1M', 'instrument_status'.
+        Options: 'trades', 'processed-trades', 'books', 'indices', 'securities', 'stoploss', 'candles-1S', 'candles-1M', 'instrument_status', 'settlement-price'.
         Field is not required. Default: 'trades'.
 
     data_subtype: str
@@ -93,7 +93,7 @@ class MarketDataWebSocketClient:
         self.__nro_reconnect_retries = 0
 
         if data_subtype is None:
-            if exchange is B3 and data_type is not INDICES:
+            if exchange is B3 and not data_type in [INDICES, SETTLEMENTPRICES]:
                 data_subtype = STOCKS
             else:
                 data_subtype = ALL

{btgsolutions_dataservices_python_client-2.14.1 → btgsolutions_dataservices_python_client-2.16.0/btgsolutions_dataservices_python_client.egg-info}/PKG-INFO

@@ -1,10 +1,10 @@
 Metadata-Version: 2.4
 Name: btgsolutions-dataservices-python-client
-Version: 2.14.1
+Version: 2.16.0
 Summary: Python package containing several classes and data for extracting and manipulating market and trading data.
 Home-page: https://github.com/BTG-Pactual-Solutions/btgsolutions-dataservices-python-client
 Author: BTG Solutions Data Services powered by BTG Pactual Solutions
-Requires-Python: >=3.9,<3.13
+Requires-Python: >=3.9,<3.14
 Description-Content-Type: text/markdown
 License-File: LICENSE
 Requires-Dist: pandas>=2.2.2
@@ -170,6 +170,21 @@ ws.run(on_message=lambda message: print(message))
 ws.instrument_status('PETR4')
 ws.instrument_status_history('PETR4')
 
+## The following is optional to keep the program running in a .py file:
+# from time import sleep
+# while True:
+#   sleep(1)
+```
+##### Settlement Price 
+
+```python
+import btgsolutions_dataservices as btg
+ws = btg.MarketDataWebSocketClient(api_key='YOUR_API_KEY', data_type='settlement-price', instruments=['ABEVOU25', 'WINV25'])
+ws.run(on_message=lambda message: print(message))
+
+## Getting the last event (settlement-price) of ABEVOU25:
+# ws.get_last_event(['ABEVOU25'])
+
 ## The following is optional to keep the program running in a .py file:
 # from time import sleep
 # while True:
@@ -352,6 +367,16 @@ public_sources = btg.PublicSources(api_key='YOUR_API_KEY')
 public_sources.get_opas(start_date='2022-10-01', end_date='2024-10-01')
 ```
 
+#### STOCK LOAN
+
+```python
+import btgsolutions_dataservices as btg
+stock_loan = btg.StockLoan(api_key='YOUR_API_KEY')
+stock_loan.get_trades()
+stock_loan.get_paginated_trades(page=1, limit=1000, ticker ='PETR4')
+stock_loan.get_available_tickers()
+```
+
 #### Company Fundamentals
 
 ##### Company General Information

{btgsolutions_dataservices_python_client-2.14.1 → btgsolutions_dataservices_python_client-2.16.0}/btgsolutions_dataservices_python_client.egg-info/SOURCES.txt

@@ -19,6 +19,7 @@ btgsolutions_dataservices/rest/intraday_tick_data.py
 btgsolutions_dataservices/rest/public_sources.py
 btgsolutions_dataservices/rest/quotes.py
 btgsolutions_dataservices/rest/reference_data.py
+btgsolutions_dataservices/rest/stock_loan.py
 btgsolutions_dataservices/rest/ticker_last_event.py
 btgsolutions_dataservices/websocket/__init__.py
 btgsolutions_dataservices/websocket/hfn_websocket_client.py

{btgsolutions_dataservices_python_client-2.14.1 → btgsolutions_dataservices_python_client-2.16.0}/setup.py

@@ -22,7 +22,7 @@ description = "Python package containing several classes and data for extracting
 
 setup(
     name='btgsolutions-dataservices-python-client',
-    version='2.14.1',
+    version='2.16.0',
     description=description,
     long_description=long_description,
     long_description_content_type='text/markdown',
@@ -30,5 +30,5 @@ setup(
     packages=find_packages(),
     url="https://github.com/BTG-Pactual-Solutions/btgsolutions-dataservices-python-client",
     install_requires=install_requires,
-    python_requires=">=3.9,<3.13",
+    python_requires=">=3.9,<3.14",
 )