marketstack-python-client 1.0.0__py3-none-any.whl

marketstack/models/currency.py

@@ -0,0 +1,23 @@
+from pydantic import BaseModel
+from typing import Union
+from types import NoneType
+from .pagination import Pagniation, PaginationRequest
+from typing import TypedDict
+
+
+class CurrenciesRequest(PaginationRequest, total=False):
+    pass
+
+class Currency(BaseModel):
+    code: str
+    """Three-letter currency code."""
+    name: str
+    """Currency name."""
+    symbol: str
+    """Currency symbol."""
+    symbol_native: Union[NoneType, str] = None
+    """Native currency symbol."""
+
+class CurrenciesResponse(BaseModel):
+    pagination: Pagniation
+    data: list["Currency"]

marketstack/models/dividend.py

@@ -0,0 +1,27 @@
+from pydantic import BaseModel
+from typing import Union
+from types import NoneType
+from .pagination import Pagniation, PaginationRequest
+from typing import TypedDict
+
+
+class DividendsRequest(PaginationRequest, total=False):
+    symbols: Union[NoneType, str] = None
+    """Filter by stock symbols."""
+    date_from: Union[NoneType, str] = None
+    """Start date."""
+    date_to: Union[NoneType, str] = None
+    """End date."""
+
+class DividendItem(BaseModel):
+    dividend: float
+    payment_date: Union[NoneType, str] = None
+    record_date: Union[NoneType, str] = None
+    declaration_date: Union[NoneType, str] = None
+    distr_freq: Union[NoneType, str] = None
+    date: str
+    symbol: str
+
+class DividendsResponse(BaseModel):
+    pagination: Pagniation
+    data: list["DividendItem"]

marketstack/models/eod.py

@@ -0,0 +1,48 @@
+from pydantic import BaseModel
+from typing import Union
+from types import NoneType
+from .pagination import Pagniation, PaginationRequest
+from typing import TypedDict
+
+
+class EODRequest(PaginationRequest, total=False):
+    symbols: Union[NoneType, str] = None
+    """Filter by stock symbols."""
+    exchange: Union[NoneType, str] = None
+    """Filter by stock exchange."""
+    date_from: Union[NoneType, str] = None
+    """Start date."""
+    date_to: Union[NoneType, str] = None
+    """End date."""
+
+class EODLatestRequest(PaginationRequest, total=False):
+    symbols: Union[NoneType, str] = None
+    """Filter by stock symbols."""
+    exchange: Union[NoneType, str] = None
+    """Filter by stock exchange."""
+
+class EODBar(BaseModel):
+    open: Union[NoneType, float] = None
+    high: Union[NoneType, float] = None
+    low: Union[NoneType, float] = None
+    close: Union[NoneType, float] = None
+    volume: Union[NoneType, float] = None
+    adj_open: Union[NoneType, float] = None
+    adj_high: Union[NoneType, float] = None
+    adj_low: Union[NoneType, float] = None
+    adj_close: Union[NoneType, float] = None
+    adj_volume: Union[NoneType, float] = None
+    split_factor: Union[NoneType, float] = None
+    dividend: Union[NoneType, float] = None
+    name: Union[NoneType, str] = None
+    exchange_code: Union[NoneType, str] = None
+    asset_type: Union[NoneType, str] = None
+    price_currency: Union[NoneType, str] = None
+    symbol: str
+    exchange: Union[NoneType, str] = None
+    date: str
+    """Timestamp in ISO 8601 format."""
+
+class EODResponse(BaseModel):
+    pagination: Pagniation
+    data: list["EODBar"]

marketstack/models/etf.py

@@ -0,0 +1,129 @@
+from pydantic import BaseModel
+from typing import Union
+from types import NoneType
+from .pagination import Pagniation, PaginationRequest
+from typing import TypedDict
+
+
+class ETFHoldingsRequest(PaginationRequest, total=False):
+    ticker: Union[NoneType, str] = None
+    """Filter by stock ticker symbol."""
+    date_from: Union[NoneType, str] = None
+    """Start date."""
+    date_to: Union[NoneType, str] = None
+    """End date."""
+
+class ETFListRequest(PaginationRequest, total=False):
+    ticker: Union[NoneType, str] = None
+    """Filter by stock ticker symbol."""
+    status: Union[NoneType, str] = None
+    """Filter by status."""
+    date_from: Union[NoneType, str] = None
+    """Start date."""
+    date_to: Union[NoneType, str] = None
+    """End date."""
+
+class ETFAttributes(BaseModel):
+    series_name: str
+    """Name of the ETF series held by the fund."""
+    series_id: str
+    """ID of the ETF held by the fund."""
+    series_lei: str
+    """Legal Entity Identifier of the ETF series."""
+    ticker: str
+    """ETF ticker."""
+    isin: str
+    """International Securities Identification Number."""
+    date_report_period: str
+    """Start date of the report period."""
+    end_report_period: str
+    """End date of the report period."""
+    final_filing: bool
+    """Indicates whether this is the final filing."""
+
+class ETFHoldingSecurity(BaseModel):
+    lei: Union[NoneType, str] = None
+    """Legal Entity Identifier."""
+    isin: Union[NoneType, str] = None
+    """International Securities Identification Number."""
+    name: Union[NoneType, str] = None
+    """Holding name."""
+    cusip: Union[NoneType, str] = None
+    """U.S./Canada security identifier (CUSIP)."""
+    title: Union[NoneType, str] = None
+    """Holding title."""
+    units: Union[NoneType, str] = None
+    """Unit type."""
+    balance: Union[NoneType, str] = None
+    """Holding balance."""
+    currency: Union[NoneType, str] = None
+    """Currency code."""
+    value_usd: Union[NoneType, str] = None
+    """Holding value in USD."""
+    percent_value: Union[NoneType, str] = None
+    """Portfolio percentage weight."""
+    asset_category: Union[NoneType, str] = None
+    """Asset category."""
+    cash_collateral: Union[NoneType, str] = None
+    """Cash collateral flag (Y/N)."""
+    non_cash_collateral: Union[NoneType, str] = None
+    """Non-cash collateral flag (Y/N)."""
+    fair_value_level: Union[NoneType, str] = None
+    """Fair value hierarchy level (1/2/3)."""
+    invested_country: Union[NoneType, str] = None
+    """ISO country code where the security is invested."""
+    issuer_category: Union[NoneType, str] = None
+    """Issuer category (e.g., CORP)."""
+    loan_by_fund: Union[NoneType, str] = None
+    """Security on loan by the fund (Y/N)."""
+    payoff_profile: Union[NoneType, str] = None
+    """Payoff profile (e.g., Long, Short)."""
+    restricted_sec: Union[NoneType, str] = None
+    """Restricted security flag (Y/N)."""
+
+class ETFSignature(BaseModel):
+    date_signed: str
+    """Signature date."""
+    name_of_applicant: str
+    """Name of the applicant."""
+    signature: str
+    """Signature text."""
+    signer_name: str
+    """Name of the signer."""
+    title: str
+    """Signer's title."""
+
+class ETFHoldingsBasics(BaseModel):
+    fund_name: str
+    """Fund name."""
+    file_number: str
+    """SEC file number."""
+    cik: str
+    """SEC CIK of the main trust fund."""
+    reg_lei: str
+    """Legal Entity Identifier of the fund."""
+
+class ETFHoldingsSecurityContainer(BaseModel):
+    investment_security: "ETFHoldingSecurity"
+
+class ETFHoldingsOutput(BaseModel):
+    attributes: "ETFAttributes"
+    signature: "ETFSignature"
+    holdings: list[ETFHoldingsSecurityContainer]
+
+class ETFHoldingsResponse(BaseModel):
+    basics: ETFHoldingsBasics
+    output: ETFHoldingsOutput
+
+class ETFListItem(BaseModel):
+    ticker: str
+    """ETF ticker symbol."""
+
+class ETFListResponse(BaseModel):
+    pagination: Pagniation
+    data: list["ETFListItem"]
+
+
+# Rebuild models to resolve forward references
+ETFHoldingsResponse.model_rebuild()
+ETFHoldingsOutput.model_rebuild()

marketstack/models/exchange.py

@@ -0,0 +1,117 @@
+from pydantic import BaseModel, Field
+from typing import Union
+from types import NoneType
+from .pagination import Pagniation, PaginationRequest
+from .eod import EODBar
+from .intraday import IntradayResponse, IntradayBar
+from typing import TypedDict
+
+
+class ExchangesRequest(PaginationRequest, total=False):
+    search: Union[NoneType, str] = None
+    """Search for exchanges."""
+
+class ExchangeTickersRequest(PaginationRequest, total=False):
+    search: Union[NoneType, str] = None
+    """Search for tickers."""
+
+class ExchangeDateTime(BaseModel):
+    """Date value serialized as an object (PHP DateTime) in ticker-embedded exchanges."""
+    date: str
+    """Date/time string (e.g. 2005-06-27 00:00:00.000000)."""
+    timezone_type: int
+    timezone: str
+
+class Exchange(BaseModel):
+    name: str
+    """Name of the stock exchange."""
+    acronym: Union[NoneType, str] = None
+    """Acronym of the stock exchange."""
+    mic: str
+    """MIC identification of the exchange."""
+    country: Union[NoneType, str] = None
+    """Country of the stock exchange."""
+    country_code: Union[NoneType, str] = None
+    """Three-letter country code of the exchange."""
+    city: Union[NoneType, str] = None
+    """City where the exchange is located."""
+    website: Union[NoneType, str] = None
+    """Website URL of the exchange."""
+    operating_mic: Union[NoneType, str] = None
+    """Operating Market Identifier Code."""
+    oprt_sgmt: Union[NoneType, str] = None
+    """Indicates operating MIC vs market segment MIC."""
+    legal_entity_name: Union[NoneType, str] = None
+    """Legal entity name."""
+    exchange_lei: Union[NoneType, str] = None
+    """Exchange Legal Entity Identifier (LEI)."""
+    market_category_code: Union[NoneType, str] = None
+    """Market category code."""
+    exchange_status: Union[NoneType, str] = None
+    """Current status of the exchange."""
+    date_creation: Union[NoneType, str] = None
+    """Creation date."""
+    date_last_update: Union[NoneType, str] = None
+    """Last update date."""
+    date_last_validation: Union[NoneType, str] = None
+    """Last validation date."""
+    date_expiry: Union[NoneType, str] = None
+    """Expiry date."""
+    comments: Union[NoneType, str] = None
+    """Additional comments."""
+
+class ExchangesResponse(BaseModel):
+    pagination: Pagniation
+    data: list["Exchange"]
+
+class ExchangeMicTicker(BaseModel):
+    name: str
+    """Company or instrument name."""
+    symbol: str
+    """Ticker symbol."""
+    has_intraday: bool
+    """Indicates if intraday data is available."""
+    has_eod: bool
+    """Indicates if end-of-day data is available."""
+
+class ExchangeMicTickersData(Exchange):
+    tickers: list[ExchangeMicTicker]
+
+class ExchangeMicTickersResponse(BaseModel):
+    pagination: Pagniation
+    data: ExchangeMicTickersData
+
+class ExchangesMicEodData(Exchange):
+    eod: list["EODBar"]
+
+class ExchangesMicEod(BaseModel):
+    pagination: Pagniation
+    data: ExchangesMicEodData
+
+
+class ExchangesMicIntradayData(Exchange):
+    intraday: "IntradayResponse"
+
+
+class ExchangesMicIntraday(BaseModel):
+    pagination: Pagniation
+    data: ExchangesMicIntradayData
+
+
+class ExchangesMicIntradayLatestData(Exchange):
+    intraday: list["IntradayBar"]
+
+
+class ExchangesMicIntradayLatest(BaseModel):
+    pagination: Pagniation
+    data: ExchangesMicIntradayLatestData
+
+
+ExchangeMicTickersResponse.model_rebuild()
+ExchangeMicTickersData.model_rebuild()
+ExchangesMicEod.model_rebuild()
+ExchangesMicEodData.model_rebuild()
+ExchangesMicIntraday.model_rebuild()
+ExchangesMicIntradayData.model_rebuild()
+ExchangesMicIntradayLatest.model_rebuild()
+ExchangesMicIntradayLatestData.model_rebuild()

marketstack/models/index.py

@@ -0,0 +1,47 @@
+from pydantic import BaseModel, RootModel
+from typing import Union
+from types import NoneType
+from .pagination import Pagniation, PaginationRequest
+from typing import TypedDict
+
+
+class IndexInfoRequest(TypedDict, total=False):
+    index: Union[NoneType, str] = None
+    """Specify market index code."""
+
+class IndexListRequest(PaginationRequest, total=False):
+    pass
+
+class IndexInfoItem(BaseModel):
+    benchmark: str
+    """Benchmark name of the market index."""
+    region: str
+    """Region of the index."""
+    country: str
+    """Country of the index."""
+    price: str
+    """Current index price."""
+    price_change_day: str
+    """Absolute day change."""
+    percentage_day: str
+    """Day change in percent."""
+    percentage_week: str
+    """Week change in percent."""
+    percentage_month: str
+    """Month change in percent."""
+    percentage_year: str
+    """Year change in percent."""
+    date: str
+    """Date of the quote."""
+
+class IndexInfoResponse(RootModel[list[IndexInfoItem]]):
+    pass
+
+
+class IndexListItem(BaseModel):
+    benchmark: str
+    """Benchmark code of the market index."""
+
+class IndexListResponse(BaseModel):
+    pagination: Pagniation
+    data: list["IndexListItem"]

marketstack/models/intraday.py

@@ -0,0 +1,43 @@
+from pydantic import BaseModel
+from typing import Union
+from types import NoneType
+from .pagination import Pagniation, PaginationRequest
+from typing import TypedDict
+
+
+class IntradayRequest(PaginationRequest, total=False):
+    symbols: Union[NoneType, str] = None
+    """Filter by stock symbols."""
+    exchange: Union[NoneType, str] = None
+    """Filter by stock exchange."""
+    interval: Union[NoneType, str] = None
+    """Specify intraday data interval."""
+    after_hours: Union[NoneType, bool] = None
+    """Include after hours data."""
+    date_from: Union[NoneType, str] = None
+    """Start date."""
+    date_to: Union[NoneType, str] = None
+    """End date."""
+
+class IntradayBar(BaseModel):
+    open: Union[NoneType, float] = None
+    high: Union[NoneType, float] = None
+    low: Union[NoneType, float] = None
+    mid: Union[NoneType, float] = None
+    last_size: Union[NoneType, int] = None
+    bid_size: Union[NoneType, float] = None
+    bid_price: Union[NoneType, float] = None
+    ask_price: Union[NoneType, float] = None
+    ask_size: Union[NoneType, float] = None
+    last: Union[NoneType, float] = None
+    close: Union[NoneType, float] = None
+    volume: Union[NoneType, float] = None
+    marketstack_last: Union[NoneType, float] = None
+    symbol: str
+    exchange: Union[NoneType, str] = None
+    date: str
+    """Timestamp in ISO 8601 format."""
+
+class IntradayResponse(BaseModel):
+    pagination: Pagniation
+    data: list["IntradayBar"]

marketstack/models/pagination.py

@@ -0,0 +1,42 @@
+from typing import Literal, TypeAlias, Annotated, TypedDict, Union
+from types import NoneType
+from pydantic import AfterValidator, BaseModel
+import re
+
+def validate_date_string(v: str) -> str:
+    if re.match(r"^\d{4}-\d{2}-\d{2}$", v) is None:
+        raise ValueError("Invalid date format. Expected YYYY-MM-DD.")
+    return v
+
+
+Sort: TypeAlias = Literal["ASC", "DESC", "asc", "desc"]
+DateString: TypeAlias = Annotated[
+    str,
+    AfterValidator(validate_date_string),
+]
+
+
+class PaginationRequest(TypedDict):
+    sort: Union[NoneType, Sort] = None
+    """Sort order of the results by date.
+    
+    Available values : DESC, ASC, desc, asc
+    Default value : DESC
+    """
+    limit: Union[NoneType, int] = None
+    """Specify a limit of results to return. Default value is 100.
+    Default value : 100"""
+    offset: Union[NoneType, int] = None
+    """Specify an offset for pagination. Default offset value is 0.
+    Default value : 0"""
+
+
+class Pagniation(BaseModel):
+    limit: int
+    offset: int
+    count: int
+    total: int
+
+
+Pagination = Pagniation
+

marketstack/models/split.py

@@ -0,0 +1,24 @@
+from pydantic import BaseModel
+from typing import Union
+from types import NoneType
+from .pagination import Pagniation, PaginationRequest
+from typing import TypedDict
+
+
+class SplitsRequest(PaginationRequest, total=False):
+    symbols: Union[NoneType, str] = None
+    """Filter by stock symbols."""
+    date_from: Union[NoneType, str] = None
+    """Start date."""
+    date_to: Union[NoneType, str] = None
+    """End date."""
+
+class SplitItem(BaseModel):
+    split_factor: float
+    stock_split: Union[NoneType, str] = None
+    date: str
+    symbol: str
+
+class SplitsResponse(BaseModel):
+    pagination: Pagniation
+    data: list["SplitItem"]

marketstack/models/stockprice.py

@@ -0,0 +1,31 @@
+from pydantic import BaseModel
+from typing import Union
+from types import NoneType
+from .pagination import Pagniation, PaginationRequest
+from typing import TypedDict
+
+
+class StockPriceRequest(TypedDict, total=False):
+    ticker: Union[NoneType, str] = None
+    """Filter by stock ticker symbol."""
+    exchange: Union[NoneType, str] = None
+    """Filter by stock exchange."""
+
+class StockPriceItem(BaseModel):
+    exchange_code: str
+    """Exchange code."""
+    exchange_name: str
+    """Exchange name."""
+    country: str
+    """Exchange country."""
+    ticker: str
+    """Ticker symbol."""
+    price: str
+    """Last known price."""
+    currency: str
+    """Trading currency."""
+    trade_last: str
+    """Timestamp of the last known trade."""
+
+class StockPriceResponse(BaseModel):
+    data: list["StockPriceItem"]