kuhl-haus-mdp 0.1.6__tar.gz → 0.1.7__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/PKG-INFO +1 -1
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/pyproject.toml +1 -1
- kuhl_haus_mdp-0.1.7/src/kuhl_haus/mdp/components/market_data_cache.py +249 -0
- kuhl_haus_mdp-0.1.7/src/kuhl_haus/mdp/helpers/utils.py +136 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/tests/components/test_market_data_cache.py +132 -59
- kuhl_haus_mdp-0.1.6/src/kuhl_haus/mdp/components/market_data_cache.py +0 -143
- kuhl_haus_mdp-0.1.6/src/kuhl_haus/mdp/helpers/utils.py +0 -37
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/LICENSE.txt +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/README.md +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/analyzers/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/analyzers/analyzer.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/analyzers/massive_data_analyzer.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/analyzers/top_stocks.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/components/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/components/market_data_scanner.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/components/widget_data_service.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/helpers/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/helpers/process_manager.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/helpers/queue_name_resolver.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/integ/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/integ/massive_data_listener.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/integ/massive_data_processor.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/integ/massive_data_queues.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/integ/web_socket_message_serde.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/models/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/models/market_data_analyzer_result.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/models/market_data_cache_keys.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/models/market_data_cache_ttl.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/models/market_data_pubsub_keys.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/models/market_data_scanner_names.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/models/massive_data_queue.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/src/kuhl_haus/mdp/models/top_stocks_cache_item.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/tests/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/tests/analyzers/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/tests/analyzers/test_massive_data_analyzer.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/tests/analyzers/test_top_stocks_rehydrate.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/tests/components/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/tests/components/test_market_data_scanner.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/tests/components/test_widget_data_service.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/tests/helpers/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/tests/helpers/test_process_manager.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/tests/helpers/test_queue_name_resolver.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/tests/helpers/test_utils.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/tests/integ/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/tests/integ/test_web_socket_message_serde.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/tests/models/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.6 → kuhl_haus_mdp-0.1.7}/tests/models/test_top_stocks_cache_item.py +0 -0
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import json
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import logging
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from typing import Any, Optional, Iterator, List
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from datetime import datetime, timezone, timedelta
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from zoneinfo import ZoneInfo
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import aiohttp
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import redis.asyncio as aioredis
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from massive.rest import RESTClient
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from massive.rest.models import (
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TickerSnapshot,
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FinancialRatio,
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Agg,
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)
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from kuhl_haus.mdp.helpers.utils import ticker_snapshot_to_dict
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from kuhl_haus.mdp.models.market_data_cache_keys import MarketDataCacheKeys
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from kuhl_haus.mdp.models.market_data_cache_ttl import MarketDataCacheTTL
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class MarketDataCache:
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def __init__(self, rest_client: RESTClient, redis_client: aioredis.Redis, massive_api_key: str):
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self.logger = logging.getLogger(__name__)
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self.rest_client = rest_client
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self.massive_api_key = massive_api_key
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self.redis_client = redis_client
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self.http_session = None
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async def get_cache(self, cache_key: str) -> Optional[dict]:
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"""Fetch current value from Redis cache (for snapshot requests)."""
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value = await self.redis_client.get(cache_key)
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if value:
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return json.loads(value)
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return None
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async def cache_data(self, data: Any, cache_key: str, cache_ttl: int = 0):
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if cache_ttl > 0:
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await self.redis_client.setex(cache_key, cache_ttl, json.dumps(data))
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else:
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await self.redis_client.set(cache_key, json.dumps(data))
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self.logger.info(f"Cached data for {cache_key}")
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async def publish_data(self, data: Any, publish_key: str = None):
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await self.redis_client.publish(publish_key, json.dumps(data))
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self.logger.info(f"Published data for {publish_key}")
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async def get_ticker_snapshot(self, ticker: str) -> TickerSnapshot:
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self.logger.info(f"Getting snapshot for {ticker}")
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cache_key = f"{MarketDataCacheKeys.TICKER_SNAPSHOTS.value}:{ticker}"
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result = await self.get_cache(cache_key=cache_key)
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if result:
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self.logger.info(f"Returning cached snapshot for {ticker}")
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snapshot = TickerSnapshot(**result)
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else:
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snapshot: TickerSnapshot = self.rest_client.get_snapshot_ticker(
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market_type="stocks",
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ticker=ticker
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)
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self.logger.info(f"Snapshot result: {snapshot}")
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# data = {
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# "day": {
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# "open": snapshot.day.open,
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# "high": snapshot.day.high,
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# "low": snapshot.day.low,
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# "close": snapshot.day.close,
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# "volume": snapshot.day.volume,
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# "vwap": snapshot.day.vwap,
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# "timestamp": snapshot.day.timestamp,
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# "transactions": snapshot.day.transactions,
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# "otc": snapshot.day.otc,
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# },
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# "last_quote": {
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# "ticker": snapshot.last_quote.ticker,
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# "trf_timestamp": snapshot.last_quote.trf_timestamp,
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# "sequence_number": snapshot.last_quote.sequence_number,
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# "sip_timestamp": snapshot.last_quote.sip_timestamp,
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# "participant_timestamp": snapshot.last_quote.participant_timestamp,
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# "ask_price": snapshot.last_quote.ask_price,
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# "ask_size": snapshot.last_quote.ask_size,
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# "ask_exchange": snapshot.last_quote.ask_exchange,
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# "conditions": snapshot.last_quote.conditions,
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# "indicators": snapshot.last_quote.indicators,
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# "bid_price": snapshot.last_quote.bid_price,
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# "bid_size": snapshot.last_quote.bid_size,
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# "bid_exchange": snapshot.last_quote.bid_exchange,
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# "tape": snapshot.last_quote.tape,
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# },
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# "last_trade": {
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# "ticker": snapshot.last_trade.ticker,
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# "trf_timestamp": snapshot.last_trade.trf_timestamp,
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# "sequence_number": snapshot.last_trade.sequence_number,
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# "sip_timestamp": snapshot.last_trade.sip_timestamp,
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# "participant_timestamp": snapshot.last_trade.participant_timestamp,
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# "conditions": snapshot.last_trade.conditions,
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# "correction": snapshot.last_trade.correction,
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# "id": snapshot.last_trade.id,
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# "price": snapshot.last_trade.price,
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# "trf_id": snapshot.last_trade.trf_id,
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# "size": snapshot.last_trade.size,
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# "exchange": snapshot.last_trade.exchange,
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# "tape": snapshot.last_trade.tape,
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# },
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# "min": {
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# "accumulated_volume": snapshot.min.accumulated_volume,
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# "open": snapshot.min.open,
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# "high": snapshot.min.high,
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# "low": snapshot.min.low,
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# "close": snapshot.min.close,
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# "volume": snapshot.min.volume,
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# "vwap": snapshot.min.vwap,
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# "otc": snapshot.min.otc,
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# "timestamp": snapshot.min.timestamp,
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# "transactions": snapshot.min.transactions,
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# },
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# "prev_day": {
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# "open": snapshot.prev_day.open,
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# "high": snapshot.prev_day.high,
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# "low": snapshot.prev_day.low,
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# "close": snapshot.prev_day.close,
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# "volume": snapshot.prev_day.volume,
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# "vwap": snapshot.prev_day.vwap,
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# "timestamp": snapshot.prev_day.timestamp,
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# "transactions": snapshot.prev_day.transactions,
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# "otc": snapshot.prev_day.otc,
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# },
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# "ticker": snapshot.ticker,
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# "todaysChange": snapshot.todays_change,
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# "todaysChangePerc": snapshot.todays_change_percent,
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# "updated": snapshot.updated,
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# }
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data = ticker_snapshot_to_dict(snapshot)
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await self.cache_data(
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data=data,
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cache_key=cache_key,
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cache_ttl=MarketDataCacheTTL.EIGHT_HOURS.value
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)
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return snapshot
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async def get_avg_volume(self, ticker: str):
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self.logger.info(f"Getting average volume for {ticker}")
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cache_key = f"{MarketDataCacheKeys.TICKER_AVG_VOLUME.value}:{ticker}"
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avg_volume = await self.get_cache(cache_key=cache_key)
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if avg_volume:
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self.logger.info(f"Returning cached value for {ticker}: {avg_volume}")
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return avg_volume
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# Experimental version - unreliable
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results: Iterator[FinancialRatio] = self.rest_client.list_financials_ratios(ticker=ticker)
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ratios: List[FinancialRatio] = []
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for financial_ratio in results:
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ratios.append(financial_ratio)
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# If there is only one financial ratio, use it's average volume.
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# Otherwise, calculate average volume from 30 trading sessions.'
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if len(ratios) == 1:
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avg_volume = ratios[0].average_volume
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else:
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# Get date string in YYYY-MM-DD format
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end_date = datetime.now(timezone.utc).strftime("%Y-%m-%d")
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# Get date from 30 trading sessions ago in YYYY-MM-DD format
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start_date = (datetime.now(timezone.utc) - timedelta(days=42)).strftime("%Y-%m-%d")
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result: Iterator[Agg] = self.rest_client.list_aggs(
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ticker=ticker,
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multiplier=1,
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timespan="day",
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from_=start_date,
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to=end_date,
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adjusted=True,
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sort="desc"
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)
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self.logger.info(f"average volume result: {result}")
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total_volume = 0
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max_periods = 30
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periods_calculated = 0
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for agg in result:
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if periods_calculated < max_periods:
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total_volume += agg.volume
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periods_calculated += 1
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else:
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break
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avg_volume = total_volume / periods_calculated
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self.logger.info(f"average volume {ticker}: {avg_volume}")
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await self.cache_data(
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data=avg_volume,
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cache_key=cache_key,
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cache_ttl=MarketDataCacheTTL.TWELVE_HOURS.value
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)
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return avg_volume
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async def get_free_float(self, ticker: str):
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self.logger.info(f"Getting free float for {ticker}")
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cache_key = f"{MarketDataCacheKeys.TICKER_FREE_FLOAT.value}:{ticker}"
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free_float = await self.get_cache(cache_key=cache_key)
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if free_float:
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self.logger.info(f"Returning cached value for {ticker}: {free_float}")
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return free_float
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# NOTE: This endpoint is experimental and the interface may change.
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# https://massive.com/docs/rest/stocks/fundamentals/float
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url = f"https://api.massive.com/stocks/vX/float"
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params = {
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"ticker": ticker,
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"apiKey": self.massive_api_key
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}
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session = await self.get_http_session()
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try:
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async with session.get(url, params=params, timeout=aiohttp.ClientTimeout(total=10)) as response:
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response.raise_for_status()
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data = await response.json()
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# Extract free_float from response
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if data.get("status") == "OK" and data.get("results") is not None:
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results = data["results"]
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if len(results) > 0:
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free_float = results[0].get("free_float")
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else:
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raise Exception(f"No free float data returned for {ticker}")
|
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else:
|
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raise Exception(f"Invalid response from Massive API for {ticker}: {data}")
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|
|
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except aiohttp.ClientError as e:
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self.logger.error(f"HTTP error fetching free float for {ticker}: {e}")
|
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raise
|
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except Exception as e:
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self.logger.error(f"Error fetching free float for {ticker}: {e}")
|
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+
raise
|
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+
|
|
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self.logger.info(f"free float {ticker}: {free_float}")
|
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await self.cache_data(
|
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data=free_float,
|
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cache_key=cache_key,
|
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+
cache_ttl=MarketDataCacheTTL.TWELVE_HOURS.value
|
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)
|
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return free_float
|
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+
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+
async def get_http_session(self) -> aiohttp.ClientSession:
|
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"""Get or create aiohttp session for async HTTP requests."""
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|
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if self.http_session is None or self.http_session.closed:
|
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self.http_session = aiohttp.ClientSession()
|
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return self.http_session
|
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+
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async def close(self):
|
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"""Close aiohttp session."""
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+
if self.http_session and not self.http_session.closed:
|
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await self.http_session.close()
|
|
@@ -0,0 +1,136 @@
|
|
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1
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import logging
|
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2
|
+
import os
|
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3
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+
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|
4
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from massive.rest.models import TickerSnapshot
|
|
5
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+
|
|
6
|
+
logging.basicConfig(
|
|
7
|
+
level=logging.INFO,
|
|
8
|
+
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s'
|
|
9
|
+
)
|
|
10
|
+
logger = logging.getLogger(__name__)
|
|
11
|
+
|
|
12
|
+
|
|
13
|
+
def get_massive_api_key():
|
|
14
|
+
# MASSIVE_API_KEY environment variable takes precedence over POLYGON_API_KEY
|
|
15
|
+
logger.info("Getting Massive API key...")
|
|
16
|
+
api_key = os.environ.get("MASSIVE_API_KEY")
|
|
17
|
+
|
|
18
|
+
# If MASSIVE_API_KEY is not set, try POLYGON_API_KEY
|
|
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|
+
if not api_key:
|
|
20
|
+
logger.info("MASSIVE_API_KEY environment variable not set; trying POLYGON_API_KEY...")
|
|
21
|
+
api_key = os.environ.get("POLYGON_API_KEY")
|
|
22
|
+
|
|
23
|
+
# If POLYGON_API_KEY is not set, try reading from file
|
|
24
|
+
if not api_key:
|
|
25
|
+
logger.info("POLYGON_API_KEY environment variable not set; trying Massive API key file...")
|
|
26
|
+
api_key_path = '/app/massive_api_key.txt'
|
|
27
|
+
try:
|
|
28
|
+
with open(api_key_path, 'r') as f:
|
|
29
|
+
api_key = f.read().strip()
|
|
30
|
+
except FileNotFoundError:
|
|
31
|
+
logger.info(f"No Massive API key file found at {api_key_path}")
|
|
32
|
+
|
|
33
|
+
# Raise error if neither POLYGON_API_KEY nor MASSIVE_API_KEY are set
|
|
34
|
+
if not api_key:
|
|
35
|
+
logger.error("No Massive API key found")
|
|
36
|
+
raise ValueError("MASSIVE_API_KEY environment variable not set")
|
|
37
|
+
logger.info("Done.")
|
|
38
|
+
return api_key
|
|
39
|
+
|
|
40
|
+
|
|
41
|
+
def ticker_snapshot_to_dict(snapshot: TickerSnapshot) -> dict:
|
|
42
|
+
"""
|
|
43
|
+
Convert a TickerSnapshot instance into a JSON-serializable dictionary.
|
|
44
|
+
|
|
45
|
+
Args:
|
|
46
|
+
snapshot: TickerSnapshot instance to convert
|
|
47
|
+
|
|
48
|
+
Returns:
|
|
49
|
+
Dictionary with keys matching the from_dict format (camelCase)
|
|
50
|
+
"""
|
|
51
|
+
data = {
|
|
52
|
+
"ticker": snapshot.ticker,
|
|
53
|
+
"todays_change": snapshot.todays_change,
|
|
54
|
+
"todays_change_perc": snapshot.todays_change_percent,
|
|
55
|
+
"updated": snapshot.updated,
|
|
56
|
+
}
|
|
57
|
+
|
|
58
|
+
if snapshot.day is not None:
|
|
59
|
+
data["day"] = {
|
|
60
|
+
"open": snapshot.day.open,
|
|
61
|
+
"high": snapshot.day.high,
|
|
62
|
+
"low": snapshot.day.low,
|
|
63
|
+
"close": snapshot.day.close,
|
|
64
|
+
"volume": snapshot.day.volume,
|
|
65
|
+
"vwap": snapshot.day.vwap,
|
|
66
|
+
"timestamp": snapshot.day.timestamp,
|
|
67
|
+
"transactions": snapshot.day.transactions,
|
|
68
|
+
"otc": snapshot.day.otc,
|
|
69
|
+
}
|
|
70
|
+
|
|
71
|
+
if snapshot.last_quote is not None:
|
|
72
|
+
data["last_quote"] = {
|
|
73
|
+
"ticker": snapshot.last_quote.ticker,
|
|
74
|
+
"trf_timestamp": snapshot.last_quote.trf_timestamp,
|
|
75
|
+
"sequence_number": snapshot.last_quote.sequence_number,
|
|
76
|
+
"sip_timestamp": snapshot.last_quote.sip_timestamp,
|
|
77
|
+
"participant_timestamp": snapshot.last_quote.participant_timestamp,
|
|
78
|
+
"ask_price": snapshot.last_quote.ask_price,
|
|
79
|
+
"ask_size": snapshot.last_quote.ask_size,
|
|
80
|
+
"ask_exchange": snapshot.last_quote.ask_exchange,
|
|
81
|
+
"conditions": snapshot.last_quote.conditions,
|
|
82
|
+
"indicators": snapshot.last_quote.indicators,
|
|
83
|
+
"bid_price": snapshot.last_quote.bid_price,
|
|
84
|
+
"bid_size": snapshot.last_quote.bid_size,
|
|
85
|
+
"bid_exchange": snapshot.last_quote.bid_exchange,
|
|
86
|
+
"tape": snapshot.last_quote.tape,
|
|
87
|
+
}
|
|
88
|
+
|
|
89
|
+
if snapshot.last_trade is not None:
|
|
90
|
+
data["last_trade"] = {
|
|
91
|
+
"ticker": snapshot.last_trade.ticker,
|
|
92
|
+
"trf_timestamp": snapshot.last_trade.trf_timestamp,
|
|
93
|
+
"sequence_number": snapshot.last_trade.sequence_number,
|
|
94
|
+
"sip_timestamp": snapshot.last_trade.sip_timestamp,
|
|
95
|
+
"participant_timestamp": snapshot.last_trade.participant_timestamp,
|
|
96
|
+
"conditions": snapshot.last_trade.conditions,
|
|
97
|
+
"correction": snapshot.last_trade.correction,
|
|
98
|
+
"id": snapshot.last_trade.id,
|
|
99
|
+
"price": snapshot.last_trade.price,
|
|
100
|
+
"trf_id": snapshot.last_trade.trf_id,
|
|
101
|
+
"size": snapshot.last_trade.size,
|
|
102
|
+
"exchange": snapshot.last_trade.exchange,
|
|
103
|
+
"tape": snapshot.last_trade.tape,
|
|
104
|
+
}
|
|
105
|
+
|
|
106
|
+
if snapshot.min is not None:
|
|
107
|
+
data["min"] = {
|
|
108
|
+
"accumulated_volume": snapshot.min.accumulated_volume,
|
|
109
|
+
"open": snapshot.min.open,
|
|
110
|
+
"high": snapshot.min.high,
|
|
111
|
+
"low": snapshot.min.low,
|
|
112
|
+
"close": snapshot.min.close,
|
|
113
|
+
"volume": snapshot.min.volume,
|
|
114
|
+
"vwap": snapshot.min.vwap,
|
|
115
|
+
"otc": snapshot.min.otc,
|
|
116
|
+
"timestamp": snapshot.min.timestamp,
|
|
117
|
+
"transactions": snapshot.min.transactions,
|
|
118
|
+
}
|
|
119
|
+
|
|
120
|
+
if snapshot.prev_day is not None:
|
|
121
|
+
data["prev_day"] = {
|
|
122
|
+
"open": snapshot.prev_day.open,
|
|
123
|
+
"high": snapshot.prev_day.high,
|
|
124
|
+
"low": snapshot.prev_day.low,
|
|
125
|
+
"close": snapshot.prev_day.close,
|
|
126
|
+
"volume": snapshot.prev_day.volume,
|
|
127
|
+
"vwap": snapshot.prev_day.vwap,
|
|
128
|
+
"timestamp": snapshot.prev_day.timestamp,
|
|
129
|
+
"transactions": snapshot.prev_day.transactions,
|
|
130
|
+
"otc": snapshot.prev_day.otc,
|
|
131
|
+
}
|
|
132
|
+
|
|
133
|
+
if snapshot.fair_market_value is not None:
|
|
134
|
+
data["fmv"] = snapshot.fair_market_value
|
|
135
|
+
|
|
136
|
+
return data
|
|
@@ -11,31 +11,106 @@ def mock_massive_api_key():
|
|
|
11
11
|
return "test_api_key"
|
|
12
12
|
|
|
13
13
|
|
|
14
|
+
@pytest.fixture
|
|
15
|
+
def mock_data_dict():
|
|
16
|
+
return {
|
|
17
|
+
"day": {
|
|
18
|
+
"open": 2.00,
|
|
19
|
+
"high": 3.50,
|
|
20
|
+
"low": 1.90,
|
|
21
|
+
"close": 2.50,
|
|
22
|
+
"volume": 1000,
|
|
23
|
+
"vwap": 2.75,
|
|
24
|
+
"timestamp": 1672531200,
|
|
25
|
+
"transactions": 1,
|
|
26
|
+
"otc": False,
|
|
27
|
+
},
|
|
28
|
+
"last_quote": {
|
|
29
|
+
"ticker": "TEST",
|
|
30
|
+
"trf_timestamp": 1672531200,
|
|
31
|
+
"sequence_number": 1,
|
|
32
|
+
"sip_timestamp": 1672531200,
|
|
33
|
+
"participant_timestamp": 1672531200,
|
|
34
|
+
"ask_price": 2.50,
|
|
35
|
+
"ask_size": 1,
|
|
36
|
+
"ask_exchange": 1,
|
|
37
|
+
"conditions": [1],
|
|
38
|
+
"indicators": [1],
|
|
39
|
+
"bid_price": 2.45,
|
|
40
|
+
"bid_size": 1,
|
|
41
|
+
"bid_exchange": 1,
|
|
42
|
+
"tape": 1,
|
|
43
|
+
},
|
|
44
|
+
"last_trade": {
|
|
45
|
+
"ticker": "TEST",
|
|
46
|
+
"trf_timestamp": 1672531200,
|
|
47
|
+
"sequence_number": 1,
|
|
48
|
+
"sip_timestamp": 1672531200,
|
|
49
|
+
"participant_timestamp": 1672531200,
|
|
50
|
+
"conditions": [0],
|
|
51
|
+
"correction": 1,
|
|
52
|
+
"id": "ID",
|
|
53
|
+
"price": 2.47,
|
|
54
|
+
"trf_id": 1,
|
|
55
|
+
"size": 1,
|
|
56
|
+
"exchange": 1,
|
|
57
|
+
"tape": 1,
|
|
58
|
+
},
|
|
59
|
+
"min": {
|
|
60
|
+
"accumulated_volume": 100000,
|
|
61
|
+
"open": 2.45,
|
|
62
|
+
"high": 2.50,
|
|
63
|
+
"low": 2.45,
|
|
64
|
+
"close": 2.47,
|
|
65
|
+
"volume": 10000,
|
|
66
|
+
"vwap": 2.75,
|
|
67
|
+
"otc": False,
|
|
68
|
+
"timestamp": 1672531200,
|
|
69
|
+
"transactions": 10,
|
|
70
|
+
},
|
|
71
|
+
"prev_day": {
|
|
72
|
+
"open": 1.75,
|
|
73
|
+
"high": 2.00,
|
|
74
|
+
"low": 1.75,
|
|
75
|
+
"close": 2.00,
|
|
76
|
+
"volume": 500000,
|
|
77
|
+
"vwap": 1.95,
|
|
78
|
+
"timestamp": 1672450600,
|
|
79
|
+
"transactions": 10,
|
|
80
|
+
"otc": False,
|
|
81
|
+
},
|
|
82
|
+
"ticker": "TEST",
|
|
83
|
+
"todays_change": 0.50,
|
|
84
|
+
"todays_change_percent": 25,
|
|
85
|
+
"updated": 1672450600,
|
|
86
|
+
}
|
|
87
|
+
|
|
88
|
+
|
|
14
89
|
@pytest.mark.asyncio
|
|
15
|
-
@patch("kuhl_haus.mdp.components.market_data_cache.TickerSnapshot
|
|
16
|
-
async def test_get_ticker_snapshot_with_cache_hit_expect_ticker_snapshot_returned(
|
|
90
|
+
@patch("kuhl_haus.mdp.components.market_data_cache.TickerSnapshot")
|
|
91
|
+
async def test_get_ticker_snapshot_with_cache_hit_expect_ticker_snapshot_returned(mock_snapshot, mock_data_dict):
|
|
17
92
|
# Arrange
|
|
18
93
|
mock_redis_client = AsyncMock()
|
|
19
94
|
mock_rest_client = MagicMock()
|
|
20
95
|
sut = MarketDataCache(rest_client=mock_rest_client, redis_client=mock_redis_client, massive_api_key="test_key")
|
|
21
96
|
mock_cache_key = "snapshots:TEST"
|
|
22
|
-
mock_cached_value =
|
|
97
|
+
mock_cached_value = mock_data_dict
|
|
23
98
|
mock_redis_client.get.return_value = json.dumps(mock_cached_value)
|
|
24
|
-
|
|
99
|
+
mock_snapshot.return_value = TickerSnapshot(**mock_cached_value)
|
|
25
100
|
|
|
26
101
|
# Act
|
|
27
102
|
result = await sut.get_ticker_snapshot("TEST")
|
|
28
103
|
|
|
29
104
|
# Assert
|
|
30
105
|
mock_redis_client.get.assert_awaited_once_with(mock_cache_key)
|
|
31
|
-
|
|
106
|
+
mock_snapshot.assert_called_once_with(**mock_cached_value)
|
|
32
107
|
assert isinstance(result, TickerSnapshot)
|
|
33
108
|
assert result.ticker == "TEST"
|
|
34
109
|
|
|
35
110
|
|
|
36
111
|
@pytest.mark.asyncio
|
|
37
112
|
@patch("kuhl_haus.mdp.components.market_data_cache.json.dumps")
|
|
38
|
-
async def test_get_ticker_snapshot_without_cache_hit_expect_ticker_snapshot_returned(mock_json_dumps):
|
|
113
|
+
async def test_get_ticker_snapshot_without_cache_hit_expect_ticker_snapshot_returned(mock_json_dumps, mock_data_dict):
|
|
39
114
|
# Arrange
|
|
40
115
|
mock_redis_client = AsyncMock()
|
|
41
116
|
mock_rest_client = MagicMock()
|
|
@@ -45,7 +120,7 @@ async def test_get_ticker_snapshot_without_cache_hit_expect_ticker_snapshot_retu
|
|
|
45
120
|
mock_snapshot_instance.ticker = "TEST"
|
|
46
121
|
mock_snapshot_instance.todays_change = 5.0
|
|
47
122
|
mock_snapshot_instance.todays_change_percent = 2.5
|
|
48
|
-
mock_json_dumps.return_value =
|
|
123
|
+
mock_json_dumps.return_value = json.dumps(mock_data_dict)
|
|
49
124
|
mock_redis_client.get.return_value = None
|
|
50
125
|
mock_rest_client.get_snapshot_ticker.return_value = mock_snapshot_instance
|
|
51
126
|
|
|
@@ -58,7 +133,7 @@ async def test_get_ticker_snapshot_without_cache_hit_expect_ticker_snapshot_retu
|
|
|
58
133
|
market_type="stocks",
|
|
59
134
|
ticker="TEST"
|
|
60
135
|
)
|
|
61
|
-
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async def test_get_avg_volume_without_cache_hit_and_multiple_results_expect_exception():
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# TODO: Update tests for backup case when list_financials_ratios returns zero or multiple results
|
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|
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# @pytest.mark.asyncio
|
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|
+
# async def test_get_avg_volume_without_cache_hit_and_empty_results_expect_exception():
|
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|
+
# # Arrange
|
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|
+
# mock_redis_client = AsyncMock()
|
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|
+
# mock_rest_client = MagicMock()
|
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# sut = MarketDataCache(rest_client=mock_rest_client, redis_client=mock_redis_client, massive_api_key="test_key")
|
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|
+
# mock_cache_key = "avg_volume:TEST"
|
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|
+
#
|
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# mock_redis_client.get.return_value = None
|
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+
# mock_rest_client.list_financials_ratios.return_value = iter([])
|
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|
+
#
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# # Act & Assert
|
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|
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# with pytest.raises(Exception, match="Unexpected number of financial ratios for TEST: 0"):
|
|
235
|
+
# await sut.get_avg_volume("TEST")
|
|
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|
+
#
|
|
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|
+
# mock_redis_client.get.assert_awaited_once_with(mock_cache_key)
|
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|
+
# mock_rest_client.list_financials_ratios.assert_called_once_with(ticker="TEST")
|
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|
+
# mock_redis_client.setex.assert_not_awaited()
|
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|
+
#
|
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|
+
#
|
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|
+
# @pytest.mark.asyncio
|
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|
+
# async def test_get_avg_volume_without_cache_hit_and_multiple_results_expect_exception():
|
|
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|
+
# # Arrange
|
|
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|
+
# mock_redis_client = AsyncMock()
|
|
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|
+
# mock_rest_client = MagicMock()
|
|
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|
+
# sut = MarketDataCache(rest_client=mock_rest_client, redis_client=mock_redis_client, massive_api_key="test_key")
|
|
248
|
+
# mock_cache_key = "avg_volume:TEST"
|
|
249
|
+
#
|
|
250
|
+
# # Create multiple mock FinancialRatio objects
|
|
251
|
+
# mock_financial_ratio_1 = MagicMock()
|
|
252
|
+
# mock_financial_ratio_1.average_volume = 1000000
|
|
253
|
+
# mock_financial_ratio_2 = MagicMock()
|
|
254
|
+
# mock_financial_ratio_2.average_volume = 2000000
|
|
255
|
+
#
|
|
256
|
+
# mock_redis_client.get.return_value = None
|
|
257
|
+
# mock_rest_client.list_financials_ratios.return_value = iter([mock_financial_ratio_1, mock_financial_ratio_2])
|
|
258
|
+
#
|
|
259
|
+
# # Act & Assert
|
|
260
|
+
# with pytest.raises(Exception, match="Unexpected number of financial ratios for TEST: 2"):
|
|
261
|
+
# await sut.get_avg_volume("TEST")
|
|
262
|
+
#
|
|
263
|
+
# mock_redis_client.get.assert_awaited_once_with(mock_cache_key)
|
|
264
|
+
# mock_rest_client.list_financials_ratios.assert_called_once_with(ticker="TEST")
|
|
265
|
+
# mock_redis_client.setex.assert_not_awaited()
|
|
193
266
|
|
|
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|
|
|
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|
@pytest.mark.asyncio
|
|
@@ -1,143 +0,0 @@
|
|
|
1
|
-
import json
|
|
2
|
-
import logging
|
|
3
|
-
from typing import Any, Optional, Iterator, List
|
|
4
|
-
|
|
5
|
-
import aiohttp
|
|
6
|
-
import redis.asyncio as aioredis
|
|
7
|
-
from massive.rest import RESTClient
|
|
8
|
-
from massive.rest.models import (
|
|
9
|
-
TickerSnapshot,
|
|
10
|
-
FinancialRatio,
|
|
11
|
-
)
|
|
12
|
-
|
|
13
|
-
from kuhl_haus.mdp.models.market_data_cache_keys import MarketDataCacheKeys
|
|
14
|
-
from kuhl_haus.mdp.models.market_data_cache_ttl import MarketDataCacheTTL
|
|
15
|
-
|
|
16
|
-
|
|
17
|
-
class MarketDataCache:
|
|
18
|
-
def __init__(self, rest_client: RESTClient, redis_client: aioredis.Redis, massive_api_key: str):
|
|
19
|
-
self.logger = logging.getLogger(__name__)
|
|
20
|
-
self.rest_client = rest_client
|
|
21
|
-
self.massive_api_key = massive_api_key
|
|
22
|
-
self.redis_client = redis_client
|
|
23
|
-
self.http_session = None
|
|
24
|
-
|
|
25
|
-
async def get_cache(self, cache_key: str) -> Optional[dict]:
|
|
26
|
-
"""Fetch current value from Redis cache (for snapshot requests)."""
|
|
27
|
-
value = await self.redis_client.get(cache_key)
|
|
28
|
-
if value:
|
|
29
|
-
return json.loads(value)
|
|
30
|
-
return None
|
|
31
|
-
|
|
32
|
-
async def cache_data(self, data: Any, cache_key: str, cache_ttl: int = 0):
|
|
33
|
-
if cache_ttl > 0:
|
|
34
|
-
await self.redis_client.setex(cache_key, cache_ttl, json.dumps(data))
|
|
35
|
-
else:
|
|
36
|
-
await self.redis_client.set(cache_key, json.dumps(data))
|
|
37
|
-
self.logger.debug(f"Cached data for {cache_key}")
|
|
38
|
-
|
|
39
|
-
async def publish_data(self, data: Any, publish_key: str = None):
|
|
40
|
-
await self.redis_client.publish(publish_key, json.dumps(data))
|
|
41
|
-
self.logger.debug(f"Published data for {publish_key}")
|
|
42
|
-
|
|
43
|
-
async def get_ticker_snapshot(self, ticker: str) -> TickerSnapshot:
|
|
44
|
-
self.logger.debug(f"Getting snapshot for {ticker}")
|
|
45
|
-
cache_key = f"{MarketDataCacheKeys.TICKER_SNAPSHOTS.value}:{ticker}"
|
|
46
|
-
result = await self.get_cache(cache_key=cache_key)
|
|
47
|
-
if result:
|
|
48
|
-
snapshot = TickerSnapshot.from_dict(**result)
|
|
49
|
-
else:
|
|
50
|
-
snapshot: TickerSnapshot = self.rest_client.get_snapshot_ticker(
|
|
51
|
-
market_type="stocks",
|
|
52
|
-
ticker=ticker
|
|
53
|
-
)
|
|
54
|
-
self.logger.debug(f"Snapshot result: {snapshot}")
|
|
55
|
-
await self.cache_data(
|
|
56
|
-
data=snapshot,
|
|
57
|
-
cache_key=cache_key,
|
|
58
|
-
cache_ttl=MarketDataCacheTTL.EIGHT_HOURS.value
|
|
59
|
-
)
|
|
60
|
-
return snapshot
|
|
61
|
-
|
|
62
|
-
async def get_avg_volume(self, ticker: str):
|
|
63
|
-
self.logger.debug(f"Getting average volume for {ticker}")
|
|
64
|
-
cache_key = f"{MarketDataCacheKeys.TICKER_AVG_VOLUME.value}:{ticker}"
|
|
65
|
-
avg_volume = await self.get_cache(cache_key=cache_key)
|
|
66
|
-
if avg_volume:
|
|
67
|
-
self.logger.debug(f"Returning cached value for {ticker}: {avg_volume}")
|
|
68
|
-
return avg_volume
|
|
69
|
-
|
|
70
|
-
results: Iterator[FinancialRatio] = self.rest_client.list_financials_ratios(ticker=ticker)
|
|
71
|
-
ratios: List[FinancialRatio] = []
|
|
72
|
-
for financial_ratio in results:
|
|
73
|
-
ratios.append(financial_ratio)
|
|
74
|
-
if len(ratios) == 1:
|
|
75
|
-
avg_volume = ratios[0].average_volume
|
|
76
|
-
else:
|
|
77
|
-
raise Exception(f"Unexpected number of financial ratios for {ticker}: {len(ratios)}")
|
|
78
|
-
|
|
79
|
-
self.logger.debug(f"average volume {ticker}: {avg_volume}")
|
|
80
|
-
await self.cache_data(
|
|
81
|
-
data=avg_volume,
|
|
82
|
-
cache_key=cache_key,
|
|
83
|
-
cache_ttl=MarketDataCacheTTL.TWELVE_HOURS.value
|
|
84
|
-
)
|
|
85
|
-
return avg_volume
|
|
86
|
-
|
|
87
|
-
async def get_free_float(self, ticker: str):
|
|
88
|
-
self.logger.debug(f"Getting free float for {ticker}")
|
|
89
|
-
cache_key = f"{MarketDataCacheKeys.TICKER_FREE_FLOAT.value}:{ticker}"
|
|
90
|
-
free_float = await self.get_cache(cache_key=cache_key)
|
|
91
|
-
if free_float:
|
|
92
|
-
self.logger.debug(f"Returning cached value for {ticker}: {free_float}")
|
|
93
|
-
return free_float
|
|
94
|
-
|
|
95
|
-
# NOTE: This endpoint is experimental and the interface may change.
|
|
96
|
-
# https://massive.com/docs/rest/stocks/fundamentals/float
|
|
97
|
-
url = f"https://api.massive.com/stocks/vX/float"
|
|
98
|
-
params = {
|
|
99
|
-
"ticker": ticker,
|
|
100
|
-
"apiKey": self.massive_api_key
|
|
101
|
-
}
|
|
102
|
-
|
|
103
|
-
session = await self.get_http_session()
|
|
104
|
-
try:
|
|
105
|
-
async with session.get(url, params=params, timeout=aiohttp.ClientTimeout(total=10)) as response:
|
|
106
|
-
response.raise_for_status()
|
|
107
|
-
data = await response.json()
|
|
108
|
-
|
|
109
|
-
# Extract free_float from response
|
|
110
|
-
if data.get("status") == "OK" and data.get("results") is not None:
|
|
111
|
-
results = data["results"]
|
|
112
|
-
if len(results) > 0:
|
|
113
|
-
free_float = results[0].get("free_float")
|
|
114
|
-
else:
|
|
115
|
-
raise Exception(f"No free float data returned for {ticker}")
|
|
116
|
-
else:
|
|
117
|
-
raise Exception(f"Invalid response from Massive API for {ticker}: {data}")
|
|
118
|
-
|
|
119
|
-
except aiohttp.ClientError as e:
|
|
120
|
-
self.logger.error(f"HTTP error fetching free float for {ticker}: {e}")
|
|
121
|
-
raise
|
|
122
|
-
except Exception as e:
|
|
123
|
-
self.logger.error(f"Error fetching free float for {ticker}: {e}")
|
|
124
|
-
raise
|
|
125
|
-
|
|
126
|
-
self.logger.debug(f"free float {ticker}: {free_float}")
|
|
127
|
-
await self.cache_data(
|
|
128
|
-
data=free_float,
|
|
129
|
-
cache_key=cache_key,
|
|
130
|
-
cache_ttl=MarketDataCacheTTL.TWELVE_HOURS.value
|
|
131
|
-
)
|
|
132
|
-
return free_float
|
|
133
|
-
|
|
134
|
-
async def get_http_session(self) -> aiohttp.ClientSession:
|
|
135
|
-
"""Get or create aiohttp session for async HTTP requests."""
|
|
136
|
-
if self.http_session is None or self.http_session.closed:
|
|
137
|
-
self.http_session = aiohttp.ClientSession()
|
|
138
|
-
return self.http_session
|
|
139
|
-
|
|
140
|
-
async def close(self):
|
|
141
|
-
"""Close aiohttp session."""
|
|
142
|
-
if self.http_session and not self.http_session.closed:
|
|
143
|
-
await self.http_session.close()
|
|
@@ -1,37 +0,0 @@
|
|
|
1
|
-
import logging
|
|
2
|
-
import os
|
|
3
|
-
|
|
4
|
-
|
|
5
|
-
logging.basicConfig(
|
|
6
|
-
level=logging.INFO,
|
|
7
|
-
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s'
|
|
8
|
-
)
|
|
9
|
-
logger = logging.getLogger(__name__)
|
|
10
|
-
|
|
11
|
-
|
|
12
|
-
def get_massive_api_key():
|
|
13
|
-
# MASSIVE_API_KEY environment variable takes precedence over POLYGON_API_KEY
|
|
14
|
-
logger.info("Getting Massive API key...")
|
|
15
|
-
api_key = os.environ.get("MASSIVE_API_KEY")
|
|
16
|
-
|
|
17
|
-
# If MASSIVE_API_KEY is not set, try POLYGON_API_KEY
|
|
18
|
-
if not api_key:
|
|
19
|
-
logger.info("MASSIVE_API_KEY environment variable not set; trying POLYGON_API_KEY...")
|
|
20
|
-
api_key = os.environ.get("POLYGON_API_KEY")
|
|
21
|
-
|
|
22
|
-
# If POLYGON_API_KEY is not set, try reading from file
|
|
23
|
-
if not api_key:
|
|
24
|
-
logger.info("POLYGON_API_KEY environment variable not set; trying Massive API key file...")
|
|
25
|
-
api_key_path = '/app/massive_api_key.txt'
|
|
26
|
-
try:
|
|
27
|
-
with open(api_key_path, 'r') as f:
|
|
28
|
-
api_key = f.read().strip()
|
|
29
|
-
except FileNotFoundError:
|
|
30
|
-
logger.info(f"No Massive API key file found at {api_key_path}")
|
|
31
|
-
|
|
32
|
-
# Raise error if neither POLYGON_API_KEY nor MASSIVE_API_KEY are set
|
|
33
|
-
if not api_key:
|
|
34
|
-
logger.error("No Massive API key found")
|
|
35
|
-
raise ValueError("MASSIVE_API_KEY environment variable not set")
|
|
36
|
-
logger.info("Done.")
|
|
37
|
-
return api_key
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
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