Add cboe top of book (#2830)

* Add cboe top of book

* test + merge 1 print table

* unit test + add stocks int test

data_sources_default.json

@@ -2,6 +2,7 @@
   "stocks": {
     "search": ["FinanceDatabase"],
     "quote": ["YahooFinance"],
+    "tob": ["CBOE"],
     "candle": [],
     "codes": ["Polygon"],
     "news": ["Feedparser", "NewsApi"],

openbb_terminal/api.py

@@ -1889,6 +1889,7 @@ functions = {
     },
     "stocks.search": {"model": "openbb_terminal.stocks.stocks_helper.search"},
     "stocks.quote": {"model": "openbb_terminal.stocks.stocks_helper.quote"},
+    "stocks.tob": {"model": "openbb_terminal.stocks.cboe_model.get_top_of_book"},
     "stocks.candle": {"model": "openbb_terminal.stocks.stocks_helper.display_candle"},
     "crypto.load": {
         "model": "openbb_terminal.cryptocurrency.cryptocurrency_helpers.load"

openbb_terminal/miscellaneous/i18n/en.yml

@@ -94,6 +94,7 @@ en:
   stocks/load: load a specific stock ticker and additional info for analysis
   stocks/_ticker: Stock
   stocks/quote: view the current price for a specific stock ticker
+  stocks/tob: view top of book for loaded ticker (US exchanges only)
   stocks/QUOTE: Current quote for stock ticker
   stocks/QUOTE_ticker: Stock ticker
   stocks/candle: view a candle chart for a specific stock ticker

openbb_terminal/stocks/cboe_model.py

@@ -0,0 +1,59 @@
+"""CBOE Model Functions"""
+__docformat__ = "numpy"
+
+from typing import Tuple
+
+import pandas as pd
+import requests
+
+from openbb_terminal.rich_config import console
+
+
+def get_top_of_book(
+    symbol: str, exchange: str = "BZX"
+) -> Tuple[pd.DataFrame, pd.DataFrame]:
+    """Get top of book bid and ask for ticker on exchange [CBOE.com]
+
+    Parameters
+    ----------
+    symbol: str
+        Ticker to get
+    exchange: str
+        Exchange to look at.  Can be `BZX`,`EDGX`, `BYX`, `EDGA`
+
+    Returns
+    -------
+    pd.DatatFrame
+        Dataframe of Bids
+    pd.DataFrame
+        Dataframe of asks
+
+    """
+    if exchange not in ["BZX", "EDGX", "BYX", "EDGA"]:
+        console.print(f"[red]Exchange not valid: {exchange}[/red]")
+        return pd.DataFrame(), pd.DataFrame()
+    # exchange need to be lower case.  Not sure why
+    url = f"https://www.cboe.com/json/{exchange.lower()}/book/{symbol}"
+
+    r = requests.get(
+        url,
+        headers={
+            "User-Agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko)"
+            " Chrome/106.0.0.0 Safari/537.36",
+            "referer": "https://www.cboe.com/us/equities/market_statistics/book_viewer/",
+        },
+    )
+    if r.status_code != 200:
+        console.print(f"[red]Request failed with code {r.status_code}[/red]")
+        return pd.DataFrame(), pd.DataFrame()
+    r_json = r.json()
+    if r_json["data"]["company"] == "unknown symbol":
+        console.print(f"[red]Unknown symbol: {symbol}[/red]")
+        return pd.DataFrame(), pd.DataFrame()
+    bids = pd.DataFrame(r_json["data"]["bids"], columns=["Size", "Price"])
+    asks = pd.DataFrame(r_json["data"]["asks"], columns=["Size", "Price"])
+    if bids.empty or asks.empty:
+        console.print(
+            "[red]No bid/ask data. Note this is real time so there is no data after market close.[/red]"
+        )
+    return bids, asks

openbb_terminal/stocks/cboe_view.py

@@ -0,0 +1,34 @@
+"""CBOE View"""
+__docformat__ = "numpy"
+
+import pandas as pd
+from openbb_terminal.stocks import cboe_model
+from openbb_terminal.helper_funcs import print_rich_table
+from openbb_terminal.rich_config import console
+
+
+def display_top_of_book(symbol: str, exchange: str = "BZX"):
+    """Display top of book data [CBOE]
+
+    Parameters
+    ----------
+    symbol: str
+        Symbol to get data for
+    exchange: str
+        Exchange to get data for
+    """
+    bids, asks = cboe_model.get_top_of_book(symbol, exchange)
+
+    if not bids.empty and not asks.empty:
+        asks = asks[["Price", "Size"]]
+        bids.columns = ["Bid " + col for col in bids.columns]
+        asks.columns = ["Ask " + col for col in asks.columns]
+        merged = pd.concat([bids, asks], axis=1)
+        print_rich_table(
+            merged,
+            title=f"{symbol} Top of Book",
+            show_index=False,
+            headers=merged.columns,
+        )
+
+    console.print()

openbb_terminal/stocks/stocks_controller.py

@@ -16,6 +16,7 @@ from openbb_terminal import feature_flags as obbff
 from openbb_terminal.common import feedparser_view, newsapi_view
 from openbb_terminal.common.quantitative_analysis import qa_view
 from openbb_terminal.decorators import log_start_end
+from openbb_terminal.stocks import cboe_view
 
 from openbb_terminal.helper_funcs import (
     EXPORT_ONLY_RAW_DATA_ALLOWED,
@@ -46,6 +47,7 @@ class StocksController(StockBaseController):
         "search",
         "load",
         "quote",
+        "tob",
         "candle",
         "news",
         "resources",
@@ -77,6 +79,7 @@ class StocksController(StockBaseController):
     country = financedatabase.show_options("equities", "countries")
     sector = financedatabase.show_options("equities", "sectors")
     industry = financedatabase.show_options("equities", "industries")
+    TOB_EXCHANGES = ["BZX", "EDGX", "BYX", "EDGA"]
 
     def __init__(self, queue: List[str] = None):
         """Constructor"""
@@ -114,6 +117,10 @@ class StocksController(StockBaseController):
                 "--ticker": None,
                 "-t": "--ticker",
             }
+            choices["tob"] = {
+                "--exchange": {c: {} for c in self.TOB_EXCHANGES},
+                "-e": "--exchange",
+            }
             choices["search"] = {
                 "--query": None,
                 "-q": "--query",
@@ -179,6 +186,7 @@ class StocksController(StockBaseController):
         mt.add_raw(self.add_info)
         mt.add_raw("\n")
         mt.add_cmd("quote", self.ticker)
+        mt.add_cmd("tob", self.ticker)
         mt.add_cmd("candle", self.ticker)
         mt.add_cmd("codes", self.ticker)
         mt.add_cmd("news", self.ticker)
@@ -286,6 +294,41 @@ class StocksController(StockBaseController):
                 export=ns_parser.export,
             )
 
+    @log_start_end(log=logger)
+    def call_tob(self, other_args: List[str]):
+        """Process quote command"""
+        parser = argparse.ArgumentParser(
+            add_help=False,
+            formatter_class=argparse.ArgumentDefaultsHelpFormatter,
+            prog="quote",
+            description="Get top of book for loaded ticker from selected exchange",
+        )
+        parser.add_argument(
+            "-t",
+            "--ticker",
+            action="store",
+            dest="s_ticker",
+            required="-h" not in other_args and not self.ticker,
+            help="Ticker to get data for",
+        )
+        parser.add_argument(
+            "-e",
+            "--exchange",
+            default="BZX",
+            choices=self.TOB_EXCHANGES,
+            type=str,
+            dest="exchange",
+        )
+
+        if not self.ticker:
+            if other_args and "-" not in other_args[0][0]:
+                other_args.insert(0, "-t")
+        ns_parser = self.parse_known_args_and_warn(parser, other_args)
+
+        if ns_parser:
+            ticker = ns_parser.s_ticker if ns_parser.s_ticker else self.ticker
+            cboe_view.display_top_of_book(ticker, ns_parser.exchange)
+
     @log_start_end(log=logger)
     def call_quote(self, other_args: List[str]):
         """Process quote command"""

scripts/test_stocks.openbb

@@ -0,0 +1,9 @@
+stocks
+search apple
+load aapl -s 2022-10-01
+tob
+tob -e EDGX
+candle
+codes
+news
+exit

tests/openbb_terminal/stocks/cassettes/test_cboe_model/test_top_of_book.yaml

@@ -0,0 +1,58 @@
+interactions:
+- request:
+    body: null
+    headers:
+      Accept:
+      - '*/*'
+      Accept-Encoding:
+      - gzip, deflate
+      Connection:
+      - keep-alive
+      User-Agent:
+      - Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML,
+        like Gecko) Chrome/106.0.0.0 Safari/537.36
+      referer:
+      - https://www.cboe.com/us/equities/market_statistics/book_viewer/
+    method: GET
+    uri: https://www.cboe.com/json/bzx/book/AAPL
+  response:
+    body:
+      string: !!binary |
+        H4sIAAAAAAAAA72TT2uDMBiHv0p5zy4kMf5JbqXsMOjWHnaTMlLNWqlWMbajjH33vbFatPQ22EHI
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+        ayjd6+POgHriJOzyzlVxKnGCB8KXMccNmsw0dtW8Nzoz1q1lEqOxZ3tATBKX2wWKjZeIAYIxhAg3
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+        vkrO96c+DeKpT+XE53Lk0+ttPvIHPZ7qwn+s3/zozuf37URTPxj7EYkl/6MfYlkMdji2QxKLazfu
+        hvPS2FaXNf4a/eG5ndo8PXy0lxo/XICfn1+23IgKhgMAAA==
+    headers:
+      Accept-Ranges:
+      - bytes
+      CF-Cache-Status:
+      - EXPIRED
+      CF-RAY:
+      - 75a156ac88625716-IAD
+      Cache-Control:
+      - no-cache=False, must-revalidate=False, max-age=5
+      Connection:
+      - keep-alive
+      Content-Encoding:
+      - gzip
+      Content-Length:
+      - '376'
+      Content-Type:
+      - application/json
+      Date:
+      - Fri, 14 Oct 2022 15:27:21 GMT
+      Last-Modified:
+      - Fri, 14 Oct 2022 15:27:18 GMT
+      Link:
+      - <https://(null)(null)>; rel="canonical"
+      Server:
+      - cloudflare
+      Vary:
+      - Host,Accept-Encoding
+    status:
+      code: 200
+      message: OK
+version: 1

tests/openbb_terminal/stocks/cassettes/test_cboe_view/test_top_of_book.yaml

@@ -0,0 +1,58 @@
+interactions:
+- request:
+    body: null
+    headers:
+      Accept:
+      - '*/*'
+      Accept-Encoding:
+      - gzip, deflate
+      Connection:
+      - keep-alive
+      User-Agent:
+      - Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML,
+        like Gecko) Chrome/106.0.0.0 Safari/537.36
+      referer:
+      - https://www.cboe.com/us/equities/market_statistics/book_viewer/
+    method: GET
+    uri: https://www.cboe.com/json/bzx/book/AAPL
+  response:
+    body:
+      string: !!binary |
+        H4sIAAAAAAAAA5WTTWuDQBCG/0qYsxV3dVfdWwg9FNImh94klK1uE4lfuJoSQv57ZzcKJoSCF/GZ
+        eXxnXJML6D5NldYgurZXDrSqqGUGgnme50AmOwniAvpcftcFCFgut2twQPZpl9cViB9ZaHwqrctG
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+        NvgfufUJBVNOj1/ducFfMMD1+gcFcAyvjwMAAA==
+    headers:
+      Accept-Ranges:
+      - bytes
+      CF-Cache-Status:
+      - EXPIRED
+      CF-RAY:
+      - 75a1596f3f605830-IAD
+      Cache-Control:
+      - no-cache=False, must-revalidate=False, max-age=5
+      Connection:
+      - keep-alive
+      Content-Encoding:
+      - gzip
+      Content-Length:
+      - '370'
+      Content-Type:
+      - application/json
+      Date:
+      - Fri, 14 Oct 2022 15:29:14 GMT
+      Last-Modified:
+      - Fri, 14 Oct 2022 15:29:13 GMT
+      Link:
+      - <https://(null)(null)>; rel="canonical"
+      Server:
+      - cloudflare
+      Vary:
+      - Host,Accept-Encoding
+    status:
+      code: 200
+      message: OK
+version: 1

tests/openbb_terminal/stocks/cassettes/test_cboe_view/test_top_of_book_bad_ticker.yaml

@@ -0,0 +1,55 @@
+interactions:
+- request:
+    body: null
+    headers:
+      Accept:
+      - '*/*'
+      Accept-Encoding:
+      - gzip, deflate
+      Connection:
+      - keep-alive
+      User-Agent:
+      - Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML,
+        like Gecko) Chrome/106.0.0.0 Safari/537.36
+      referer:
+      - https://www.cboe.com/us/equities/market_statistics/book_viewer/
+    method: GET
+    uri: https://www.cboe.com/json/bzx/book/JBEUCEBFY
+  response:
+    body:
+      string: !!binary |
+        H4sIAAAAAAAAA0yNzQrCMBCEX6XsOWC1txyVevCqHkSkrMmCpU1Sko1aiu9u+oN4m5nd+WYAT61D
+        DTIXoJER5AChN3fXgoTDtjzvyu3+AgK4NhQYTZfy9VoWG1kU2fm4KjEweZs+lDMd2j7do22se9ls
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+        VIpCArGPlCwjx3CiN8+42e+cHvGbPP9Fs5UZfL4AAAD//wMAf/v13SoBAAA=
+    headers:
+      CF-Cache-Status:
+      - MISS
+      CF-RAY:
+      - 75a15e4c5aa35e17-IAD
+      Cache-Control:
+      - must-revalidate=False, no-cache=False, max-age=5
+      Connection:
+      - keep-alive
+      Content-Encoding:
+      - gzip
+      Content-Type:
+      - application/json
+      Date:
+      - Fri, 14 Oct 2022 15:32:33 GMT
+      Last-Modified:
+      - Fri, 14 Oct 2022 15:32:33 GMT
+      Link:
+      - <https://www.cboe.com/json/bzx/book/JBEUCEBFY>; rel="canonical"
+      Server:
+      - cloudflare
+      Transfer-Encoding:
+      - chunked
+      Vary:
+      - Host,Accept-Encoding
+      X-Frame-Options:
+      - SAMEORIGIN
+    status:
+      code: 200
+      message: OK
+version: 1

tests/openbb_terminal/stocks/test_cboe_model.py

@@ -0,0 +1,7 @@
+import pytest
+from openbb_terminal.stocks import cboe_model
+
+
+@pytest.mark.vcr
+def test_top_of_book():
+    cboe_model.get_top_of_book("AAPL")

tests/openbb_terminal/stocks/test_cboe_view.py

@@ -0,0 +1,14 @@
+import pytest
+from openbb_terminal.stocks import cboe_view
+
+
+@pytest.mark.vcr
+@pytest.mark.record_stdout
+def test_top_of_book():
+    cboe_view.display_top_of_book("AAPL")
+
+
+@pytest.mark.vcr
+@pytest.mark.record_stdout
+def test_top_of_book_bad_ticker():
+    cboe_view.display_top_of_book("JBEUCEBFY")

tests/openbb_terminal/stocks/test_stocks_controller.py

@@ -271,6 +271,13 @@ def test_call_func_expect_queue(expected_queue, func, queue):
             [],
             dict(),
         ),
+        (
+            "call_tob",
+            ["--ticker=AAPL"],
+            "cboe_view.display_top_of_book",
+            [],
+            dict(),
+        ),
         (
             "call_candle",
             [

tests/openbb_terminal/stocks/txt/test_cboe_view/test_top_of_book.txt

@@ -0,0 +1,7 @@
+   Bid Size  Bid Price  Ask Price  Ask Size
+0       700     140.29     140.31       200
+1       800     140.28     140.32       600
+2       300     140.27     140.33      1067
+3       600     140.26     140.34       400
+4       200     140.25     140.35       400
+

tests/openbb_terminal/stocks/txt/test_cboe_view/test_top_of_book_bad_ticker.txt

@@ -0,0 +1,2 @@
+[red]Unknown symbol: JBEUCEBFY[/red]
+

tests/openbb_terminal/stocks/txt/test_stocks_controller/test_print_help.txt

@@ -8,6 +8,7 @@ Exchange:
 Currency: 
 
 [unvl]    quote              view the current price for a specific stock ticker[/unvl]              [YahooFinance]
+[unvl]    tob                view top of book for loaded ticker (US exchanges only)[/unvl]          [CBOE]
 [unvl]    candle             view a candle chart for a specific stock ticker[/unvl]
 [unvl]    codes              FIGI, SIK and SIC codes codes[/unvl]                                   [Polygon]
 [unvl]    news               latest news of the company[/unvl]                                      [Feedparser, NewsApi]

website/content/terminal/stocks/tob/_index.md

@@ -0,0 +1,12 @@
+```
+usage: quote [-t S_TICKER] [-e {BZX,EDGX,BYX,EDGA}] [-h]
+```
+Get top of book for loaded ticker from selected exchange
+```
+optional arguments:
+  -t S_TICKER, --ticker S_TICKER
+                        Ticker to get data for (default: None)
+  -e {BZX,EDGX,BYX,EDGA}, --exchange {BZX,EDGX,BYX,EDGA}
+  -h, --help            show this help message (default: False)
+```
+For more information and examples, use 'about quote' to access the related guide.

website/data/menu/main.yml

@@ -1507,6 +1507,8 @@ main:
                 ref: /terminal/common/qa/unitroot
           - name: quote
             ref: /terminal/stocks/quote
+          - name: tob
+            ref: /terminal/stocks/tob
           - name: research
             ref: /terminal/stocks/res
             sub: