everysk-lib 1.10.2__cp312-cp312-win_amd64.whl

everysk/sdk/engines/market_data.py

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+###############################################################################
+#
+# (C) Copyright 2025 EVERYSK TECHNOLOGIES
+#
+# This is an unpublished work containing confidential and proprietary
+# information of EVERYSK TECHNOLOGIES. Disclosure, use, or reproduction
+# without authorization of EVERYSK TECHNOLOGIES is prohibited.
+#
+###############################################################################
+from functools import lru_cache
+from typing import Any
+
+from everysk.config import settings
+from everysk.core.fields import DateField, ListField, StrField, BoolField, ChoiceField
+from everysk.core.datetime import Date
+from everysk.core.http import HttpGETConnection
+from everysk.sdk.base import BaseSDK
+
+
+###############################################################################
+#   MarketData Class Implementation
+###############################################################################
+class MarketData(BaseSDK):
+
+    date = DateField(default=Undefined)
+    start_date = DateField(default=None)
+    end_date = DateField(default=None)
+    ticker_list = ListField(default=None)
+    ticker_type = ChoiceField(default=None, choices=settings.ENGINES_MARKET_DATA_TICKER_TYPES)
+    projection = StrField(default=None)
+    nearest = BoolField(default=False)
+    real_time = BoolField(default=False)
+
+    def get_security(
+        self,
+        date: Date = Undefined,
+        ticker_list: list[str] = Undefined,
+        ticker_type: list[str] = Undefined,
+        projection: str = Undefined,
+        nearest: bool = Undefined
+    ) -> dict:
+        """
+        Get security data.
+
+        Args:
+            date (Date): The date.
+            ticker_list (list[str]): The ticker list.
+            ticker_type (list[str]): The ticker type.
+            projection (str): The projection.
+            nearest (bool): The nearest flag.
+
+        Returns:
+            dict: The security data.
+        """
+        return self.get_response(self_obj=self, params={'date': date, 'ticker_list': ticker_list, 'ticker_type': ticker_type, 'projection': projection, 'nearest': nearest})
+
+    def get_historical(
+        self,
+        date: Date = Undefined,
+        start_date: Date = Undefined,
+        end_date: Date = Undefined,
+        ticker_list: list[str] = Undefined,
+        ticker_type: str = Undefined,
+        projection: str = Undefined,
+        nearest: bool = Undefined,
+        real_time: bool = Undefined
+    ) -> dict:
+        """
+        Get historical data.
+
+        Args:
+            date (Date): The date.
+            start_date (Date): The start date.
+            end_date (Date): The end date.
+            ticker_list (list[str]): The ticker list.
+            ticker_type (str): The ticker type.
+            projection (str): The projection.
+
+        Returns:
+            dict: The historical data.
+        """
+        return self.get_response(self_obj=self, params={'date': date, 'start_date': start_date, 'end_date': end_date, 'ticker_list': ticker_list, 'ticker_type': ticker_type, 'projection': projection, 'nearest': nearest, 'real_time': real_time})
+
+    def search(
+        self,
+        conditions: list[list[str, str, Any]],
+        fields: list[str] | None = None,
+        order_by: str | None = None,
+        limit: int | None = Undefined,
+        date: str | Date = Undefined,
+        path: str = ''
+    ) -> list[dict]:
+        """
+        Search assets via Market Data Beta with dynamic filters.
+
+        Args:
+            *conditions: Each condition is a list or tuple with (field, operator, value). Example: ('cnpj_fundo', '=', '56903183000100')
+            fields (list[str]): List of fields to include in the response.
+            order_by (str): Field to order the results by. Prefix with '-' for descending order (e.g., '-columnA').
+            limit (int): Limit the number of results.
+            date (str | Date): The date to search for.
+            path (str): The path to search for.
+
+        Returns:
+            list[dict]: The search results.
+
+        """
+        return self.get_response(self_obj=self, params={'conditions': conditions, 'fields': fields, 'order_by': order_by, 'limit': limit, 'date': date, 'path': path})
+
+    def get_currencies(self) -> dict:
+        """
+        Get the currencies information from the Market Data engine.
+
+        Returns:
+            dict: A dictionary with the currencies information.
+
+        Example:
+            >>> from everysk.sdk.engines import MarketData
+
+            >>> market_data = MarketData()
+            >>> currencies = market_data.currencies()
+            >>> currencies
+            {
+                'base_currencies': [
+                    ["AED", "Uae Dirham/Us Dollar Fx Spot Rate"],
+                    ["USD", "Us Dollar/Us Dollar Fx Spot Rate"],
+                    ...
+                ],
+                'crypto_currencies': [
+                    ["BTC", "Bitcoin"],
+                    ["ETH", "Ethereum"],
+                    ...
+                ],
+            }
+
+        """
+        return self.get_response(self_obj=self)
+
+
+class MarketDataPublic:
+    ## Public attributes
+    cache_timeout: int = 60 * 60 * 24 # Timeout for cache 24 hours
+    http_timeout: int = 30 # Timeout for HTTP requests 30 seconds
+
+    ## Private methods
+    def _get_server_url(self) -> str:
+        """ Get the public URL for the Market Data engine. """
+        return settings.MARKET_DATA_PUBLIC_URL
+
+    def _get_response(self, url: str, params: dict) -> dict:
+        """
+        Get the response from the Market Data engine.
+
+        Args:
+            url (str): The URL to send the request to.
+            params (dict): The parameters to include in the request.
+        """
+        with HttpGETConnection(url=url, timeout=self.http_timeout, params=params) as conn:
+            response = conn.get_response()
+
+        return response.json()
+
+    # To use lru_cache, don't use unhashable types like dict or list as params.
+    @lru_cache(maxsize=128)
+    def _get_response_cache(self, endpoint: str, **params: dict) -> list[dict[str, str]]:
+        """
+        Get the cached response from the Market Data engine or fetch a new one.
+
+        Args:
+            endpoint (str): The API endpoint to call.
+            params (dict): The parameters to include in the request.
+        """
+        if 'limit' not in params:
+            params['limit'] = '*'
+
+        url = f'{self._get_server_url()}/{endpoint}'
+        return self._get_response(url=url, params=params)
+
+    ## Public methods
+    def get_countries(self, **params) -> list[dict[str, str]]:
+        """
+        Get all countries information from the Market Data.
+        Fields: code, created_at, currency, name, region, updated_at
+
+        Args:
+            fields (list[str]): The fields to include in the response.
+            order_by (str): The field to order the results by.
+            limit (int): The maximum number of results to return.
+        """
+        params['order_by'] = params.get('order_by', 'code__asc')
+        return self._get_response_cache(endpoint='countries', **params)
+
+    def get_cryptos(self, **params) -> list[dict[str, str]]:
+        """
+        Get all crypto information from the Market Data.
+        Fields: code, created_at, mkt_cap, name, status, updated_at, vendor_symbol, volume
+
+        Args:
+            fields (list[str]): The fields to include in the response.
+            order_by (str): The field to order the results by.
+            limit (int): The maximum number of results to return.
+        """
+        params['order_by'] = params.get('order_by', 'code__asc')
+        return self._get_response_cache(endpoint='cryptos', **params)
+
+    def get_currencies(self, **params) -> list[dict[str, str]]:
+        """
+        Get all currency information from the Market Data.
+        Fields: code, created_at, name, status, updated_at
+
+        Args:
+            fields (list[str]): The fields to include in the response.
+            order_by (str): The field to order the results by.
+            limit (int): The maximum number of results to return.
+        """
+        params['order_by'] = params.get('order_by', 'code__asc')
+        return self._get_response_cache(endpoint='currencies', **params)
+
+    def get_exchanges(self, **params) -> list[dict[str, str]]:
+        """
+        Get all exchange information from the Market Data.
+        Fields: country, created_at, description, exchange_type, mic, updated_at
+
+        Args:
+            fields (list[str]): The fields to include in the response.
+            order_by (str): The field to order the results by.
+            limit (int): The maximum number of results to return.
+        """
+        params['order_by'] = params.get('order_by', 'mic__asc')
+        return self._get_response_cache(endpoint='exchanges', **params)
+
+    def get_holidays(self, **params) -> list[dict[str, str]]:
+        """
+        Get all holiday information from the Market Data.
+        Fields: calendar, created_at, date, description, updated_at, year
+        If some range is needed you can use year__gt=2024, year__lt=2026.
+
+        Args:
+            fields (list[str]): The fields to include in the response.
+            order_by (str): The field to order the results by.
+            limit (int): The maximum number of results to return.
+        """
+        params['order_by'] = params.get('order_by', 'date__asc')
+        return self._get_response_cache(endpoint='holidays', **params)

everysk/sdk/engines/settings.py

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+###############################################################################
+#
+# (C) Copyright 2023 EVERYSK TECHNOLOGIES
+#
+# This is an unpublished work containing confidential and proprietary
+# information of EVERYSK TECHNOLOGIES. Disclosure, use, or reproduction
+# without authorization of EVERYSK TECHNOLOGIES is prohibited.
+#
+###############################################################################
+from everysk.core.fields import FloatField, IntField, ListField, StrField, TupleField
+
+ENGINES_EXPRESSION_DEFAULT_DATA_TYPES = TupleField(default=('cpp_var', 'str_var'), readonly=True)
+ENGINES_CACHE_EXECUTION_EXPIRATION_TIME = IntField(default=14400, readonly=True)
+ENGINES_MARKET_DATA_TICKER_TYPES = ListField(default=('everysk_symbol', 'everysk_id', None), readonly=True)
+
+MARKET_DATA_PUBLIC_URL = StrField(default='https://public-market-data-1088321674060.us-central1.run.app', readonly=True)
+USER_CACHE_LOCK_EXPIRATION_TIME = FloatField(default=10.0, readonly=True)
+USER_CACHE_LOCK_MIN_EXPIRATION_TIME = FloatField(default=0.01, readonly=True)
+USER_CACHE_LOCK_MAX_EXPIRATION_TIME = FloatField(default=60.0, readonly=True)

everysk/sdk/entities/__init__.py

@@ -0,0 +1,23 @@
+###############################################################################
+#
+# (C) Copyright 2025 EVERYSK TECHNOLOGIES
+#
+# This is an unpublished work containing confidential and proprietary
+# information of EVERYSK TECHNOLOGIES. Disclosure, use, or reproduction
+# without authorization of EVERYSK TECHNOLOGIES is prohibited.
+#
+###############################################################################
+from everysk.core.string import import_from_string
+
+
+###############################################################################
+#   Private Functions Implementation
+###############################################################################
+def __getattr__(_name: str):
+    from everysk.config import settings # pylint: disable=import-outside-toplevel
+    modules = settings.EVERYSK_SDK_ENTITIES_MODULES_PATH
+
+    if _name in modules:
+        return import_from_string(modules[_name])
+
+    raise AttributeError(f"cannot import name '{_name}' from everysk.sdk")