hawk-sdk 0.0.4__tar.gz → 0.0.6__tar.gz

{hawk_sdk-0.0.4 → hawk_sdk-0.0.6}/PKG-INFO

@@ -1,5 +1,5 @@
 Metadata-Version: 2.1
 Name: hawk-sdk
-Version: 0.0.4
+Version: 0.0.6
 Requires-Dist: google-cloud-bigquery
 Requires-Dist: pandas

{hawk_sdk-0.0.4 → hawk_sdk-0.0.6}/README.md

@@ -53,7 +53,7 @@ pip install dist/your_package_name-X.Y.Z-py3-none-any.whl
 ```
 
 ### 6. Upload to PyPI
-Once you’re satisfied with the package, upload it to PyPI:
+Once you’re satisfied with the package, upload it to PyPI. Contact Rithwik for the pypi API key:
 
 ```bash
 twine upload dist/*

hawk_sdk-0.0.6/hawk_sdk/api/futures/__init__.py

@@ -0,0 +1 @@
+from hawk_sdk.api.futures.main import Futures

{hawk_sdk-0.0.4 → hawk_sdk-0.0.6}/hawk_sdk/api/futures/main.py

@@ -24,7 +24,7 @@ class Futures:
     def get_ohlcvo(self, start_date: str, end_date: str, interval: str, hawk_ids: List[int]) -> DataObject:
         """Fetch open, high, low, close, volume, and open interest data for the given date range and hawk_ids.
 
-        :param start_date: The start date for the data query (YYYY-MM-DD).
+        :param start_date:    %The start date for the data query (YYYY-MM-DD).
         :param end_date: The end date for the data query (YYYY-MM-DD).
         :param interval: The interval for the data query (e.g., '1d', '1h', '1m').
         :param hawk_ids: A list of specific hawk_ids to filter by.
@@ -34,3 +34,15 @@ class Futures:
             name="futures_ohlcvo",
             data=self.service.get_ohlcvo(start_date, end_date, interval, hawk_ids)
         )
+
+    def get_snapshot(self, timestamp: str, hawk_ids: List[int]) -> DataObject:
+        """Fetch snapshot data for the specified timestamp and hawk_ids.
+
+        :param timestamp: The timestamp for the data query (YYYY-MM-DD HH:MM:SS).
+        :param hawk_ids: A list of specific hawk_ids to filter by.
+        :return: A hawk DataObject containing the snapshot data.
+        """
+        return DataObject(
+            name="futures_snapshot",
+            data=self.service.get_snapshot(timestamp, hawk_ids)
+        )

{hawk_sdk-0.0.4 → hawk_sdk-0.0.6}/hawk_sdk/api/futures/repository.py

@@ -22,8 +22,7 @@ class FuturesRepository:
         self.environment = environment
 
     def fetch_ohlcvo(self, start_date: str, end_date: str, interval: str, hawk_ids: List[int]) -> Iterator[dict]:
-        """Fetches raw data from BigQuery for the given date range and hawk_ids using query parameters."""
-
+        """Fetches raw OHLCVO data from BigQuery for the given date range and hawk_ids using query parameters."""
         query = f"""
         WITH records_data AS (
           SELECT 
@@ -85,3 +84,60 @@ class FuturesRepository:
         except Exception as e:
             logging.error(f"Failed to fetch OHLCVO data: {e}")
             raise
+
+    def fetch_snapshot(self, timestamp: str, hawk_ids: List[int]) -> Iterator[dict]:
+        """Fetches the most recent snapshot data from BigQuery for the given time and hawk_ids."""
+        query = f"""
+        WITH records_data AS (
+            SELECT 
+                r.record_timestamp AS date,
+                hi.value AS ticker,
+                MAX(CASE WHEN f.field_name = 'close_snapshot' THEN r.double_value END) AS close_snapshot,
+                MAX(CASE WHEN f.field_name = 'high_snapshot' THEN r.double_value END) AS high_snapshot,
+                MAX(CASE WHEN f.field_name = 'low_snapshot' THEN r.double_value END) AS low_snapshot,
+                MAX(CASE WHEN f.field_name = 'cvol_snapshot' THEN r.int_value END) AS cvol_snapshot,
+                MAX(CASE WHEN f.field_name = 'bid_snapshot' THEN r.double_value END) AS bid_snapshot,
+                MAX(CASE WHEN f.field_name = 'ask_snapshot' THEN r.double_value END) AS ask_snapshot
+            FROM 
+                `wsb-hc-qasap-ae2e.{self.environment}.records` AS r
+            JOIN 
+                `wsb-hc-qasap-ae2e.{self.environment}.fields` AS f
+                ON r.field_id = f.field_id
+            JOIN 
+                `wsb-hc-qasap-ae2e.{self.environment}.hawk_identifiers` AS hi
+                ON r.hawk_id = hi.hawk_id
+            WHERE 
+                r.hawk_id IN UNNEST(@hawk_ids)
+                AND f.field_name IN ('close_snapshot', 'high_snapshot', 'low_snapshot', 'cvol_snapshot', 'bid_snapshot', 'ask_snapshot')
+                AND r.record_timestamp <= @timestamp
+            GROUP BY 
+                date, ticker
+        )
+        SELECT DISTINCT
+            date,
+            ticker,
+            close_snapshot,
+            high_snapshot,
+            low_snapshot,
+            cvol_snapshot,
+            bid_snapshot,
+            ask_snapshot
+        FROM 
+            records_data
+        ORDER BY 
+            date;
+        """
+
+        query_params = [
+            bigquery.ArrayQueryParameter("hawk_ids", "INT64", hawk_ids),
+            bigquery.ScalarQueryParameter("timestamp", "DATETIME", timestamp)
+        ]
+
+        job_config = bigquery.QueryJobConfig(query_parameters=query_params)
+
+        try:
+            query_job = self.bq_client.query(query, job_config=job_config)
+            return query_job.result()
+        except Exception as e:
+            logging.error(f"Failed to fetch snapshot data: {e}")
+            raise

{hawk_sdk-0.0.4 → hawk_sdk-0.0.6}/hawk_sdk/api/futures/service.py

@@ -31,6 +31,16 @@ class FuturesService:
         raw_data = self.repository.fetch_ohlcvo(start_date, end_date, interval, hawk_ids)
         return self._normalize_data(raw_data)
 
+    def get_snapshot(self, timestamp: str, hawk_ids: List[int]) -> pd.DataFrame:
+        """Fetches snapshot data and normalizes it into a pandas DataFrame.
+
+        :param timestamp: The timestamp for the data query (YYYY-MM-DD HH:MM:SS).
+        :param hawk_ids: A list of specific hawk_ids to filter by.
+        :return: A pandas DataFrame containing the normalized snapshot data.
+        """
+        raw_data = self.repository.fetch_snapshot(timestamp, hawk_ids)
+        return self._normalize_data(raw_data)
+
     @staticmethod
     def _normalize_data(data: Iterator[dict]) -> pd.DataFrame:
         """Converts raw data into a normalized pandas DataFrame.

hawk_sdk-0.0.6/hawk_sdk/api/system/__init__.py

@@ -0,0 +1 @@
+from hawk_sdk.api.system.main import System

{hawk_sdk-0.0.4 → hawk_sdk-0.0.6}/hawk_sdk.egg-info/PKG-INFO

@@ -1,5 +1,5 @@
 Metadata-Version: 2.1
 Name: hawk-sdk
-Version: 0.0.4
+Version: 0.0.6
 Requires-Dist: google-cloud-bigquery
 Requires-Dist: pandas

{hawk_sdk-0.0.4 → hawk_sdk-0.0.6}/setup.py

@@ -2,7 +2,7 @@ from setuptools import setup, find_packages
 
 setup(
     name='hawk-sdk',
-    version='0.0.4',
+    version='0.0.6',
     packages=find_packages(),
     install_requires=[
         'google-cloud-bigquery',

hawk_sdk-0.0.4/hawk_sdk/__init__.py

@@ -1 +0,0 @@
-from hawk_sdk.api.futures import Futures