hawk-sdk 0.0.5__py3-none-any.whl → 0.0.6__py3-none-any.whl

hawk_sdk/api/futures/main.py

@@ -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/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/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-0.0.5.dist-info → hawk_sdk-0.0.6.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: hawk-sdk
-Version: 0.0.5
+Version: 0.0.6
 Requires-Dist: google-cloud-bigquery
 Requires-Dist: pandas
 

{hawk_sdk-0.0.5.dist-info → hawk_sdk-0.0.6.dist-info}/RECORD

@@ -1,9 +1,9 @@
 hawk_sdk/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 hawk_sdk/api/__init__.py,sha256=BD8XgbQ2o4EIzECUu4h6g-9jzpg--BiT6brrnyO4Puc,90
 hawk_sdk/api/futures/__init__.py,sha256=9mL1L6wlZKXTvMrTuQV35Fl9kTy4qjf3RIJzYBXcpeM,46
-hawk_sdk/api/futures/main.py,sha256=jdt4IkdrZ1abcYfg-sih1eXb2uuVLspIst6yRNE1H1o,1557
-hawk_sdk/api/futures/repository.py,sha256=g8jSZCauCKwQYdjpZ3Oqe9NL8GjarDuSXDKpFl0J3vw,3588
-hawk_sdk/api/futures/service.py,sha256=kAzWLKeLXurD1qu8bCaFfjBwugZy2wtpdBmjibrdXmI,1564
+hawk_sdk/api/futures/main.py,sha256=aJ08ohKTIOSa8wQIb_ddos4yRlsX6Z16V2aNilRXlrc,2074
+hawk_sdk/api/futures/repository.py,sha256=MI61N4EfRFDM0SOzaW9M7EWT2uHkWGFY-DTTfHx0lLw,6029
+hawk_sdk/api/futures/service.py,sha256=0zJn3xJNoHgEOeVVpIF2i0r5g8mvf4y1K_YnvHDF5mU,2078
 hawk_sdk/api/system/__init__.py,sha256=Oy8XUp5WHx4fczjZXzfbkkHluHW-t7BLN4IgrOG6Pk4,44
 hawk_sdk/api/system/main.py,sha256=FdpXaHp5yPFi17M1-1v4LU9vnwywkdYeOelps1hnKr0,1191
 hawk_sdk/api/system/repository.py,sha256=3CfFjNVC0X09TKLh9sfwd5HxeLcb49MRCbvb3Su2Wnk,1642
@@ -13,7 +13,7 @@ hawk_sdk/core/common/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hS
 hawk_sdk/core/common/base_enum.py,sha256=ZgC8gZjTzsoJzzdgN2DjYk3dVL_uM2Stuaky5bo6GuQ,267
 hawk_sdk/core/common/constants.py,sha256=KmsNfRVCwGeXEBHfo3TzSaDYJDMtnL-YEQKsO1DnWV8,33
 hawk_sdk/core/common/data_object.py,sha256=f4YO415Zz-lm3QYJQ3sJ4ugH9ZX9Dc7T-JvO4IdeyOw,1073
-hawk_sdk-0.0.5.dist-info/METADATA,sha256=gi1GPSAdkCp-dAeCQ3c4ihvzs7w1BI7UlfJ59qwB1-g,112
-hawk_sdk-0.0.5.dist-info/WHEEL,sha256=OVMc5UfuAQiSplgO0_WdW7vXVGAt9Hdd6qtN4HotdyA,91
-hawk_sdk-0.0.5.dist-info/top_level.txt,sha256=aSjbudHcWSYsKXH9Wg0L1ltJfDOHXzjYFPO3v3cP-SE,9
-hawk_sdk-0.0.5.dist-info/RECORD,,
+hawk_sdk-0.0.6.dist-info/METADATA,sha256=k77ZeTkssmZJ7J-k9QlZYfP8jxDlmKmyoZfBzHfun6k,112
+hawk_sdk-0.0.6.dist-info/WHEEL,sha256=OVMc5UfuAQiSplgO0_WdW7vXVGAt9Hdd6qtN4HotdyA,91
+hawk_sdk-0.0.6.dist-info/top_level.txt,sha256=aSjbudHcWSYsKXH9Wg0L1ltJfDOHXzjYFPO3v3cP-SE,9
+hawk_sdk-0.0.6.dist-info/RECORD,,