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Merge branch 'develop' into feature/websockets

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Danglewood
2025-01-15 20:30:04 -08:00
committed by GitHub
parent 6f8c5438ef 58b252cbde
commit 4bf482190b
39 changed files with 7064 additions and 1863 deletions
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2
build/conda/installer/assets/openbb_platform_installer/openbb_platform_installer/__init__.py
View File

@@ -1,3 +1,3 @@
"""Placeholder for the OpenBB Platform Installer package."""
__version__ = "1.0.0"
__version__ = "1.0.2"

2
build/conda/installer/assets/openbb_platform_installer/pyproject.toml vendored
View File

@@ -1,7 +1,7 @@
# If you will be using this as a template for your own package, please change the values accordingly.
[tool.poetry]
name = "openbb_platform_installer" # Change this to your package name
version = "1.0.0" # Change this to your package version
version = "1.0.2" # Change this to your package version
description = "A meta package for installing the OpenBB Platform: Investment research for everyone, anywhere." # Change this to your description
authors = ["OpenBB <hello@openbb.co>"] # Change this to your name and email
license = "AGPL-3.0-only" # This license must be compatible with the OpenBB license

1
build/conda/installer/construct.yaml vendored
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@@ -32,7 +32,6 @@ channels:
condarc:
{channels: [conda-forge],
default_channels: [conda-forge],
allow_softlinks: false,
auto_activate_base: false,
always_copy: true,

2
build/conda/installer/post_install.bat vendored
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@@ -14,7 +14,7 @@ python -m pip install -U pip >> "%LOG_FILE%" 2>&1
pip install -U setuptools >> "%LOG_FILE%" 2>&1
pip install poetry >> "%LOG_FILE%" 2>&1
pip install poetry==1.8.5 >> "%LOG_FILE%" 2>&1
poetry config virtualenvs.path "%PREFIX%\envs" --local >> "%LOG_FILE%" 2>&1

2
build/conda/installer/post_install.sh vendored
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@@ -19,6 +19,8 @@ python -m pip install -U pip >>"$LOG_FILE" 2>&1
pip install -U setuptools poetry >>"$LOG_FILE" 2>&1
pip install poetry==1.8.5 >>"$LOG_FILE" 2>&1
poetry config virtualenvs.path "$PREFIX/envs" --local >>"$LOG_FILE" 2>&1
poetry config virtualenvs.create false --local >>"$LOG_FILE" 2>&1

14
openbb_platform/core/openbb_core/provider/standard_models/compare_groups.py
View File

@@ -1,26 +1,12 @@
"""Compare Groups Model."""
from typing import Optional
from openbb_core.provider.abstract.data import Data
from openbb_core.provider.abstract.query_params import QueryParams
from pydantic import Field
class CompareGroupsQueryParams(QueryParams):
"""Compare Groups Query."""
group: Optional[str] = Field(
default=None,
description="The group to compare - i.e., 'sector', 'industry', 'country'. Choices vary by provider.",
)
metric: Optional[str] = Field(
default=None,
description="The type of metrics to compare - i.e, 'valuation', 'performance'. Choices vary by provider.",
)
class CompareGroupsData(Data):
"""Compare Groups Data."""
name: str = Field(description="Name or label of the group.")

18
openbb_platform/core/openbb_core/provider/standard_models/futures_info.py Normal file
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@@ -0,0 +1,18 @@
"""Futures Info Standard Model."""
from openbb_core.provider.abstract.data import Data
from openbb_core.provider.abstract.query_params import QueryParams
from openbb_core.provider.utils.descriptions import DATA_DESCRIPTIONS
from pydantic import Field
class FuturesInfoQueryParams(QueryParams):
"""Futures Info Query."""
# leaving this empty to let the provider create custom symbol docstrings.
class FuturesInfoData(Data):
"""Futures Instruments Data."""
symbol: str = Field(description=DATA_DESCRIPTIONS.get("symbol", ""))

12
openbb_platform/core/openbb_core/provider/standard_models/futures_instruments.py Normal file
View File

@@ -0,0 +1,12 @@
"""Futures Instruments Standard Model."""
from openbb_core.provider.abstract.data import Data
from openbb_core.provider.abstract.query_params import QueryParams
class FuturesInstrumentsQueryParams(QueryParams):
"""Futures Instruments Query."""
class FuturesInstrumentsData(Data):
"""Futures Instruments Data."""

4
openbb_platform/dev_install.py
View File

@@ -148,7 +148,7 @@ def install_platform_local(_extras: bool = False):
extras_args = ["-E", "all"] if _extras else []
subprocess.run(
CMD + ["lock", "--no-update"],
CMD + ["lock"],
cwd=PLATFORM_PATH,
check=True,
)
@@ -193,7 +193,7 @@ def install_platform_cli():
CMD = [sys.executable, "-m", "poetry"]
subprocess.run(
CMD + ["lock", "--no-update"],
CMD + ["lock"],
cwd=CLI_PATH,
check=True, # noqa: S603
)

50
openbb_platform/extensions/derivatives/integration/test_derivatives_api.py
View File

@@ -113,6 +113,15 @@ def test_derivatives_options_unusual(params, headers):
"expiration": "2025-12",
}
),
(
{
"provider": "deribit",
"interval": "1d",
"symbol": "BTC,ETH",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
}
),
],
)
@pytest.mark.integration
@@ -144,6 +153,7 @@ def test_derivatives_futures_historical(params, headers):
"date": "2024-06-25",
}
),
({"provider": "deribit", "date": None, "symbol": "BTC", "hours_ago": 12}),
],
)
@pytest.mark.integration
@@ -164,7 +174,9 @@ def test_derivatives_futures_curve(params, headers):
({"provider": "intrinio", "date": None, "only_traded": True}),
],
)
@pytest.mark.integration
@pytest.mark.skip(
reason="This test is skipped because the download is excessively large."
)
def test_derivatives_options_snapshots(params, headers):
"""Test the options snapshots endpoint."""
params = {p: v for p, v in params.items() if v}
@@ -174,3 +186,39 @@ def test_derivatives_options_snapshots(params, headers):
result = requests.get(url, headers=headers, timeout=60)
assert isinstance(result, requests.Response)
assert result.status_code == 200
@parametrize(
"params",
[
({"provider": "deribit"}),
],
)
@pytest.mark.integration
def test_derivatives_futures_instruments(params, headers):
"""Test the futures instruments endpoint."""
params = {p: v for p, v in params.items() if v}
query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/derivatives/futures/instruments?{query_str}"
result = requests.get(url, headers=headers, timeout=10)
assert isinstance(result, requests.Response)
assert result.status_code == 200
@parametrize(
"params",
[
({"provider": "deribit", "symbol": "ETH-PERPETUAL"}),
],
)
@pytest.mark.integration
def test_derivatives_futures_info(params, headers):
"""Test the futures info endpoint."""
params = {p: v for p, v in params.items() if v}
query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/derivatives/futures/info?{query_str}"
result = requests.get(url, headers=headers, timeout=10)
assert isinstance(result, requests.Response)
assert result.status_code == 200

44
openbb_platform/extensions/derivatives/integration/test_derivatives_python.py
View File

@@ -114,6 +114,15 @@ def test_derivatives_options_unusual(params, obb):
"expiration": "2025-12",
}
),
(
{
"provider": "deribit",
"interval": "1d",
"symbol": "BTC,ETH",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
}
),
],
)
@pytest.mark.integration
@@ -130,6 +139,7 @@ def test_derivatives_futures_historical(params, obb):
[
({"provider": "yfinance", "symbol": "ES", "date": None}),
({"provider": "cboe", "symbol": "VX", "date": "2024-06-25"}),
({"provider": "deribit", "date": None, "symbol": "BTC", "hours_ago": 12}),
],
)
@pytest.mark.integration
@@ -147,10 +157,42 @@ def test_derivatives_futures_curve(params, obb):
({"provider": "intrinio", "date": None, "only_traded": True}),
],
)
@pytest.mark.integration
@pytest.mark.skip(
reason="This test is skipped because the download is excessively large."
)
def test_derivatives_options_snapshots(params, obb):
"""Test the options snapshots endpoint."""
result = obb.derivatives.options.snapshots(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@parametrize(
"params",
[
({"provider": "deribit"}),
],
)
@pytest.mark.integration
def test_derivatives_futures_instruments(params, obb):
"""Test the futures instruments endpoint."""
result = obb.derivatives.futures.instruments(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@parametrize(
"params",
[
({"provider": "deribit", "symbol": "ETH-PERPETUAL"}),
],
)
@pytest.mark.integration
def test_derivatives_futures_info(params, obb):
"""Test the futures info endpoint."""
result = obb.derivatives.futures.info(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0

16
openbb_platform/extensions/derivatives/openbb_derivatives/derivatives_views.py
View File

@@ -17,6 +17,8 @@ class DerivativesViews:
# pylint: disable=import-outside-toplevel
from openbb_charting.charts.price_historical import price_historical
kwargs.update({"candles": False, "same_axis": False})
return price_historical(**kwargs)
@staticmethod
@@ -107,7 +109,8 @@ class DerivativesViews:
provider = kwargs.get("provider", "")
df["expiration"] = df["expiration"].apply(to_datetime).dt.strftime("%b-%Y")
if provider != "deribit":
df["expiration"] = df["expiration"].apply(to_datetime).dt.strftime("%b-%Y")
if (
provider == "cboe"
@@ -163,6 +166,15 @@ class DerivativesViews:
if "date" in df.columns
else ["Current"]
)
if provider == "deribit" and "hours_ago" in df.columns:
dates = [
str(d) + " Hours Ago" if d > 0 else "Current"
for d in df["hours_ago"].unique().tolist()
]
df.loc[:, "date"] = df["hours_ago"].apply(
lambda x: str(x) + " Hours Ago" if x > 0 else "Current"
)
figure, color_count = create_fig(figure, df, dates, color_count)
# Set the title for the chart
@@ -176,7 +188,7 @@ class DerivativesViews:
)
if len(dates) == 1 and dates[0] != "Current":
title = f"{title} for {dates[0]}"
elif provider == "yfinance":
else:
title = f"{symbol.upper()} Futures Curve"
# Use the supplied title, if any.

35
openbb_platform/extensions/derivatives/openbb_derivatives/futures/futures_router.py
View File

@@ -60,3 +60,38 @@ async def curve(
) -> OBBject:
"""Futures Term Structure, current or historical."""
return await OBBject.from_query(Query(**locals()))
@router.command(
model="FuturesInstruments",
examples=[
APIEx(parameters={"provider": "deribit"}),
],
)
async def instruments(
cc: CommandContext,
provider_choices: ProviderChoices,
standard_params: StandardParams,
extra_params: ExtraParams,
) -> OBBject:
"""Get reference data for available futures instruments by provider."""
return await OBBject.from_query(Query(**locals()))
@router.command(
model="FuturesInfo",
examples=[
APIEx(parameters={"provider": "deribit", "symbol": "BTC"}),
APIEx(parameters={"provider": "deribit", "symbol": "SOLUSDC"}),
APIEx(parameters={"provider": "deribit", "symbol": "SOL_USDC-PERPETUAL"}),
APIEx(parameters={"provider": "deribit", "symbol": "BTC,ETH"}),
],
)
async def info(
cc: CommandContext,
provider_choices: ProviderChoices,
standard_params: StandardParams,
extra_params: ExtraParams,
) -> OBBject:
"""Get current trading statistics by futures contract symbol."""
return await OBBject.from_query(Query(**locals()))

1392
openbb_platform/extensions/devtools/poetry.lock generated vendored
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File diff suppressed because it is too large Load Diff

6
openbb_platform/extensions/devtools/pyproject.toml vendored
View File

@@ -1,6 +1,6 @@
[tool.poetry]
name = "openbb-devtools"
version = "1.3.3"
version = "1.3.4"
description = "Tools for OpenBB Platform Developers"
authors = ["OpenBB Team <hello@openbb.co>"]
license = "AGPL-3.0-only"
@@ -8,7 +8,7 @@ readme = "README.md"
packages = [{ include = "openbb_devtools" }]
[tool.poetry.dependencies]
python = ">=3.10,<3.13" # scipy forces <4.0 explicitly
python = ">=3.9,<3.13" # scipy forces <4.0 explicitly
ruff = "^0.7"
pylint = "^3.3"
mypy = "^1.12.1"
@@ -20,7 +20,7 @@ pre-commit = "^3.5.0"
tox = "^4.11.3"
pytest = "^7.4.3"
pytest-subtests = "^0.11.0"
pytest-recorder = "^0.3.0"
pytest-recorder = "^0.4.2"
pytest-asyncio = "^0.23.2"
pytest-cov = "^4.1.0"
ipykernel = "^6.29.5"

33
openbb_platform/providers/deribit/README.md vendored
View File

@@ -10,3 +10,36 @@
- SOL
- BNB
- PAXG
- obb.derivatives.futures.curve
- Support for symbols:
- BTC
- ETH
- PAXG
- obb.derivatives.futures.historical
- Support for symbols (Perpetual Futures):
- ADAUSDC
- ALGOUSDC
- AVAXUSDC
- BCHUSDC
- BNBUSDC
- BTC
- BTCUSDC
- BTCUSDT
- DOGEUSDC
- DOTUSDC
- ETH
- ETHUSDC
- ETHUSDT
- LINKUSDC
- LTCUSDC
- NEARUSDC
- PAXGUSDC
- SOLUSDC
- TRXUSDC
- UNIUSDC
- XRPUSDC
- Additional symbols include all Deribit instrument names of current open contracts for BTC, ETH, and PAXG futures.
- obb.derivatives.futures.instruments
- Reference data for all current futures instruments.
- obb.derivatives.futures.info
- Key stats by symbol (multiple items allowed).

13
openbb_platform/providers/deribit/openbb_deribit/__init__.py
View File

@@ -1,7 +1,10 @@
"""OpenBB Deribit Provider Module."""
from openbb_core.provider.abstract.provider import Provider
from openbb_deribit.models.futures_curve import DeribitFuturesCurveFetcher
from openbb_deribit.models.futures_historical import DeribitFuturesHistoricalFetcher
from openbb_deribit.models.futures_info import DeribitFuturesInfoFetcher
from openbb_deribit.models.futures_instruments import DeribitFuturesInstrumentsFetcher
from openbb_deribit.models.options_chains import DeribitOptionsChainsFetcher
deribit_provider = Provider(
@@ -9,7 +12,13 @@ deribit_provider = Provider(
website="https://deribit.com/",
description="""Unofficial Python client for public data published by Deribit.""",
credentials=None,
fetcher_dict={"OptionsChains": DeribitOptionsChainsFetcher},
fetcher_dict={
"FuturesCurve": DeribitFuturesCurveFetcher,
"FuturesHistorical": DeribitFuturesHistoricalFetcher,
"FuturesInfo": DeribitFuturesInfoFetcher,
"FuturesInstruments": DeribitFuturesInstrumentsFetcher,
"OptionsChains": DeribitOptionsChainsFetcher,
},
repr_name="Deribit Public Data",
instructions="This provider does not require any credentials and is not meant for trading.",
)

186
openbb_platform/providers/deribit/openbb_deribit/models/futures_curve.py Normal file
View File

@@ -0,0 +1,186 @@
"""Deribit Futures Curve Model."""
# pylint: disable=unused-argument
from typing import Any, Optional, Union
from openbb_core.app.model.abstract.error import OpenBBError
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.futures_curve import (
FuturesCurveData,
FuturesCurveQueryParams,
)
from openbb_core.provider.utils.descriptions import (
QUERY_DESCRIPTIONS,
)
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_deribit.utils.helpers import (
DERIBIT_FUTURES_CURVE_SYMBOLS,
FuturesCurveSymbols,
)
from pydantic import Field, field_validator, model_validator
class DeribitFuturesCurveQueryParams(FuturesCurveQueryParams):
"""
Deribit Futures Curve Query.
Source: https://docs.deribit.com/?shell#public-ticker
"""
__json_schema_extra__ = {
"symbol": {
"multiple_items_allowed": False,
"choices": DERIBIT_FUTURES_CURVE_SYMBOLS,
},
"hours_ago": {
"multiple_items_allowed": True,
},
}
symbol: FuturesCurveSymbols = Field(
default="BTC",
description=QUERY_DESCRIPTIONS.get("symbol", "")
+ " Default is 'btc' Supported symbols are: ['btc', 'eth', 'paxg']",
)
hours_ago: Optional[Union[int, list[int], str]] = Field(
default=None,
description="Compare the current curve with the specified number of hours ago. Default is None.",
)
@field_validator("symbol", mode="before", check_fields=False)
@classmethod
def validate_symbol(cls, v):
"""Validate the symbol."""
symbol = v.upper()
if symbol not in DERIBIT_FUTURES_CURVE_SYMBOLS:
raise ValueError(
f"Invalid Deribit symbol, {symbol}. Supported symbols are: {', '.join(DERIBIT_FUTURES_CURVE_SYMBOLS)}"
)
return symbol
@field_validator("hours_ago", mode="before", check_fields=False)
@classmethod
def _validate_hours_ago(cls, v):
"""Validate hours ago."""
if isinstance(v, str):
return v
if isinstance(v, int):
return v
if isinstance(v, list):
return ",".join([str(i) for i in v])
return None
@model_validator(mode="before")
@classmethod
def _validate_model(cls, values):
"""Validate the model."""
if values.get("date"):
raise ValueError(
"Date field is not supported for Deribit provider. Use 'hours_ago' instead."
)
return values
class DeribitFuturesCurveData(FuturesCurveData):
"""Deribit Futures Curve Data."""
hours_ago: Optional[int] = Field(
default=None,
description="The number of hours ago represented by the price."
+ " Only available when hours_ago is set in the query.",
)
class DeribitFuturesCurveFetcher(
Fetcher[DeribitFuturesCurveQueryParams, list[DeribitFuturesCurveData]]
):
"""Deribit Futures Curve Fetcher."""
@staticmethod
def transform_query(params: dict[str, Any]) -> DeribitFuturesCurveQueryParams:
"""Transform query params."""
return DeribitFuturesCurveQueryParams(**params)
@staticmethod
async def aextract_data(
query: DeribitFuturesCurveQueryParams,
credentials: Optional[dict[str, str]],
**kwargs: Any,
) -> list:
"""Extract the raw data."""
# pylint: disable=import-outside-toplevel
import asyncio # noqa
from openbb_deribit.utils.helpers import (
get_futures_curve_symbols,
get_ticker_data,
get_futures_curve_by_hours_ago,
)
try:
symbols = await get_futures_curve_symbols(query.symbol)
tasks = [get_ticker_data(s) for s in symbols]
data = await asyncio.gather(*tasks, return_exceptions=True)
if query.hours_ago is not None:
num_hours = query.hours_ago
hours_ago = (
[int(d) for d in num_hours.split(",")]
if isinstance(num_hours, str)
else [int(num_hours)] if isinstance(num_hours, int) else num_hours
)
for hours in hours_ago:
hours_data = await get_futures_curve_by_hours_ago(
query.symbol, hours
)
if hours_data:
data.extend(hours_data)
return data
except Exception as e: # pylint: disable=broad-except
raise OpenBBError(
f"Failed to get futures curve -> {e.__class__.__name__ if hasattr(e, '__class__') else e}: {e.args}"
) from e
@staticmethod
def transform_data(
query: DeribitFuturesCurveQueryParams, data: list, **kwargs: Any
) -> list[DeribitFuturesCurveData]:
"""Transform the data."""
# pylint: disable=import-outside-toplevel
from datetime import datetime # noqa
from pandas import to_datetime
if not data:
raise EmptyDataError("No data found")
futures_curve: list[DeribitFuturesCurveData] = []
for d in data:
if not d:
continue
ins_name = d.get("instrument_name", "")
exp = ins_name.split("-")[1]
hours_ago = d.get("hours_ago", 0)
exp = (
datetime.today().strftime("%Y-%m-%d")
if exp == "PERPETUAL"
else to_datetime(exp).strftime("%Y-%m-%d")
)
price = d.get("last_price", d.get("mark_price"))
result = {"expiration": exp, "price": price}
if query.hours_ago:
result["hours_ago"] = hours_ago
if price:
futures_curve.append(DeribitFuturesCurveData.model_validate(result))
if not futures_curve:
raise EmptyDataError("No data found.")
return sorted(futures_curve, key=lambda x: x.expiration)

155
openbb_platform/providers/deribit/openbb_deribit/models/futures_historical.py Normal file
View File

@@ -0,0 +1,155 @@
"""Deribit Futures Historical Model."""
# pylint: disable=unused-argument
from datetime import datetime, timedelta
from typing import Any, Optional
from openbb_core.app.model.abstract.error import OpenBBError
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.futures_historical import (
FuturesHistoricalData,
FuturesHistoricalQueryParams,
)
from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_deribit.utils.helpers import DERIBIT_INTERVALS, DeribitIntervals
from pydantic import Field, field_validator, model_validator
class DeribitFuturesHistoricalQueryParams(FuturesHistoricalQueryParams):
"""
Deribit Futures historical Price Query.
Source: https://docs.deribit.com/?shell#public-get_tradingview_chart_data
"""
__json_schema_extra__ = {
"symbol": {"multiple_items_allowed": True},
"interval": {
"multiple_items_allowed": False,
"choices": DERIBIT_INTERVALS,
},
}
interval: DeribitIntervals = Field(
default="1d", description=QUERY_DESCRIPTIONS.get("interval", "")
)
@field_validator("symbol", mode="before", check_fields=False)
@classmethod
def _validate_symbol(cls, v):
"""Validate the symbol."""
# pylint: disable=import-outside-toplevel
from openbb_core.provider.utils.helpers import run_async
from openbb_deribit.utils.helpers import (
get_futures_symbols,
get_perpetual_symbols,
)
if not v:
raise ValueError("Symbol is required.")
futures_symbols = run_async(get_futures_symbols)
perpetual_symbols = run_async(get_perpetual_symbols)
all_symbols = list(perpetual_symbols) + futures_symbols
symbols = v.upper().split(",")
new_symbols: list = []
for symbol in symbols:
if symbol not in all_symbols:
raise ValueError(
f"Invalid Deribit symbol: {symbol}. Supported symbols are: {', '.join(all_symbols)}"
)
if symbol in perpetual_symbols:
new_symbols.append(perpetual_symbols[symbol])
else:
new_symbols.append(symbol)
return ",".join(new_symbols)
@model_validator(mode="before")
@classmethod
def _validate_model(cls, values):
"""Validate the model."""
interval = values.get("interval")
now = datetime.today()
if not values.get("start_date"):
if interval == "1m":
start = now - timedelta(days=30)
elif interval in ["3m", "5m"]:
start = now - timedelta(days=60)
elif interval in ["15m", "30m"]:
start = now - timedelta(days=90)
else:
start = now - timedelta(days=364)
values["start_date"] = start.strftime("%Y-%m-%d")
if not values.get("end_date"):
values["end_date"] = (now + timedelta(days=1)).strftime("%Y-%m-%d")
return values
class DeribitFuturesHistoricalData(FuturesHistoricalData):
"""Deribit Futures Historical Data."""
volume_notional: float = Field(description="Trading volume in quote currency.")
class DeribitFuturesHistoricalFetcher(
Fetcher[DeribitFuturesHistoricalQueryParams, list[DeribitFuturesHistoricalData]]
):
"""Deribit Futures Historical Fetcher."""
@staticmethod
def transform_query(params: dict[str, Any]) -> DeribitFuturesHistoricalQueryParams:
"""Transform the query."""
return DeribitFuturesHistoricalQueryParams(**params)
@staticmethod
async def aextract_data(
query: DeribitFuturesHistoricalQueryParams,
credentials: Optional[dict[str, str]],
**kwargs: Any,
) -> list:
"""Extract the raw data."""
# pylint: disable=import-outside-toplevel
from openbb_deribit.utils.helpers import get_ohlc_data
symbols = query.symbol.split(",")
results: list = []
for symbol in symbols:
try:
data = await get_ohlc_data(
symbol=symbol,
interval=query.interval,
start_date=query.start_date,
end_date=query.end_date,
)
if data:
results.extend(data)
except OpenBBError as e:
raise e from e
if not results:
raise EmptyDataError("No data found.")
return sorted(results, key=lambda x: x["date"])
@staticmethod
def transform_data(
query: DeribitFuturesHistoricalQueryParams, data: list, **kwargs: Any
) -> list[DeribitFuturesHistoricalData]:
"""Transform the data."""
symbols = query.symbol.split(",")
if len(symbols) == 1:
results: list[DeribitFuturesHistoricalData] = []
for d in data:
_ = d.pop("symbol", None)
results.append(DeribitFuturesHistoricalData.model_validate(d))
return [DeribitFuturesHistoricalData.model_validate(d) for d in data]
return [DeribitFuturesHistoricalData.model_validate(d) for d in data]

224
openbb_platform/providers/deribit/openbb_deribit/models/futures_info.py Normal file
View File

@@ -0,0 +1,224 @@
"""Deribit Futures Info Models."""
# pylint: disable=unused-argument
from datetime import datetime
from typing import Any, Literal, Optional
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.futures_info import (
FuturesInfoData,
FuturesInfoQueryParams,
)
from openbb_core.provider.utils.descriptions import (
DATA_DESCRIPTIONS,
QUERY_DESCRIPTIONS,
)
from pydantic import ConfigDict, Field, field_validator
class DeribitFuturesInfoQueryParams(FuturesInfoQueryParams):
"""Deribit Futures Instruments Query."""
__json_schema_extra__ = {
"symbol": {"multiple_items_allowed": True},
}
symbol: str = Field(
description=QUERY_DESCRIPTIONS.get("symbol", "")
+ " Perpetual contracts can be referenced by their currency pair - i.e, SOLUSDC"
+ " - or by their official Deribit symbol - i.e, SOL_USDC-PERPETUAL"
+ " For a list of currently available instruments, use `derivatives.futures.instruments()`"
)
@field_validator("symbol", mode="before", check_fields=False)
@classmethod
def _validate_symbol(cls, v):
"""Validate the symbol."""
# pylint: disable=import-outside-toplevel
from openbb_core.provider.utils.helpers import run_async
from openbb_deribit.utils.helpers import (
get_futures_symbols,
get_perpetual_symbols,
)
symbols = v.split(",")
new_symbols: list = []
perpetual_symbols = run_async(get_perpetual_symbols)
futures_symbols = run_async(get_futures_symbols)
all_symbols = futures_symbols + list(perpetual_symbols)
for s in symbols:
if s not in all_symbols:
raise ValueError(
f"Invalid symbol: {s}. Valid symbols are: {all_symbols}"
)
if s in perpetual_symbols:
new_symbols.append(perpetual_symbols[s])
else:
new_symbols.append(s)
return ",".join(new_symbols)
class DeribitFuturesInfoData(FuturesInfoData):
"""Deribit Futures Info Data."""
__alias_dict__ = {
"symbol": "instrument_name",
"change_percent": "price_change",
}
model_config = ConfigDict(extra="ignore")
symbol: str = Field(description=DATA_DESCRIPTIONS.get("symbol", ""))
state: Literal["open", "closed"] = Field(
description="The state of the order book. Possible values are open and closed."
)
open_interest: float = Field(
description="The total amount of outstanding contracts in the corresponding amount units."
)
index_price: float = Field(
description="Current index (reference) price",
json_schema_extra={"x-unit_measurement": "currency"},
)
best_ask_amount: Optional[float] = Field(
default=None,
description="It represents the requested order size of all best asks",
)
best_ask_price: Optional[float] = Field(
default=None,
description="The current best ask price, null if there aren't any asks",
json_schema_extra={"x-unit_measurement": "currency"},
)
best_bid_price: Optional[float] = Field(
default=None,
description="The current best bid price, null if there aren't any bids",
json_schema_extra={"x-unit_measurement": "currency"},
)
best_bid_amount: Optional[float] = Field(
default=None,
description="It represents the requested order size of all best bids",
)
last_price: Optional[float] = Field(
default=None,
description="The price for the last trade",
json_schema_extra={"x-unit_measurement": "currency"},
)
high: Optional[float] = Field(
default=None,
description="Highest price during 24h",
json_schema_extra={"x-unit_measurement": "currency"},
)
low: Optional[float] = Field(
default=None,
description="Lowest price during 24h",
json_schema_extra={"x-unit_measurement": "currency"},
)
change_percent: Optional[float] = Field(
default=None,
description="24-hour price change expressed as a percentage, null if there weren't any trades",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
volume: Optional[float] = Field(
default=None,
description="Volume during last 24h in base currency",
json_schema_extra={"x-unit_measurement": "currency"},
)
volume_usd: Optional[float] = Field(
default=None,
description="Volume in USD",
json_schema_extra={"x-unit_measurement": "currency"},
)
mark_price: float = Field(
description="The mark price for the instrument",
json_schema_extra={"x-unit_measurement": "currency"},
)
settlement_price: Optional[float] = Field(
default=None,
description="The settlement price for the instrument. Only when state = open",
json_schema_extra={"x-unit_measurement": "currency"},
)
delivery_price: Optional[float] = Field(
default=None,
description="The settlement price for the instrument. Only when state = closed.",
json_schema_extra={"x-unit_measurement": "currency"},
)
estimated_delivery_price: float = Field(
description="Estimated delivery price for the market.",
json_schema_extra={"x-unit_measurement": "currency"},
)
current_funding: Optional[float] = Field(
default=None,
description="Current funding (perpetual only)",
)
funding_8h: Optional[float] = Field(
default=None,
description="Funding 8h (perpetual only)",
)
interest_value: Optional[float] = Field(
default=None,
description="Value used to calculate realized_funding in positions (perpetual only)",
)
max_price: float = Field(
description="The maximum price for the future."
+ " Any buy orders submitted higher than this price, will be clamped to this maximum.",
json_schema_extra={"x-unit_measurement": "currency"},
)
min_price: float = Field(
description="The minimum price for the future."
+ " Any sell orders submitted lower than this price will be clamped to this minimum.",
json_schema_extra={"x-unit_measurement": "currency"},
)
timestamp: datetime = Field(description="The timestamp of the data.")
@field_validator("change_percent", mode="before", check_fields=False)
@classmethod
def _validate_change_percent(cls, v):
"""Validate the change percent."""
return v / 100 if v else v
class DeribitFuturesInfoFetcher(
Fetcher[DeribitFuturesInfoQueryParams, list[DeribitFuturesInfoData]]
):
"""Deribit Futures Info Fetcher."""
@staticmethod
def transform_query(params: dict[str, Any]) -> DeribitFuturesInfoQueryParams:
"""Transform the query."""
return DeribitFuturesInfoQueryParams(**params)
@staticmethod
async def aextract_data(
query: DeribitFuturesInfoQueryParams,
credentials: Optional[dict[str, str]],
**kwargs: Any,
) -> list:
"""Extract data from the response."""
# pylint: disable=import-outside-toplevel
import asyncio # noqa
from openbb_core.provider.utils.errors import EmptyDataError, OpenBBError
from openbb_deribit.utils.helpers import get_ticker_data
result: list = []
symbols = query.symbol.split(",")
try:
tasks = [get_ticker_data(symbol) for symbol in symbols]
for task in asyncio.as_completed(tasks, timeout=10):
result.append(await task)
except Exception as e: # pylint: disable=broad-except
raise OpenBBError(f"Error fetching data: {e}") from e
if not result:
raise EmptyDataError("No data found for the given symbol(s).")
return sorted(result, key=lambda x: symbols.index(x["instrument_name"]))
@staticmethod
def transform_data(
query: DeribitFuturesInfoQueryParams,
data: list,
**kwargs: Any,
) -> list[DeribitFuturesInfoData]:
"""Transform the data."""
return [DeribitFuturesInfoData(**d) for d in data]

133
openbb_platform/providers/deribit/openbb_deribit/models/futures_instruments.py Normal file
View File

@@ -0,0 +1,133 @@
"""Deribit Futures Instruments Model."""
# pylint: disable=unused-argument
from datetime import datetime
from typing import Any, Optional
from openbb_core.app.model.abstract.error import OpenBBError
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.futures_instruments import (
FuturesInstrumentsData,
FuturesInstrumentsQueryParams,
)
from openbb_core.provider.utils.descriptions import DATA_DESCRIPTIONS
from pydantic import ConfigDict, Field, field_validator
class DeribitFuturesInstrumentsQueryParams(FuturesInstrumentsQueryParams):
"""Deribit Futures Instruments Query."""
class DeribitFuturesInstrumentData(FuturesInstrumentsData):
"""Deribit Futures Instrument Data."""
__alias_dict__ = {
"symbol": "instrument_name",
}
model_config = ConfigDict(extra="ignore")
instrument_id: int = Field(description="Deribit Instrument ID")
symbol: str = Field(description=DATA_DESCRIPTIONS.get("symbol", ""))
base_currency: str = Field(description="The underlying currency being traded.")
counter_currency: str = Field(description="Counter currency for the instrument.")
quote_currency: str = Field(
description="The currency in which the instrument prices are quoted."
)
settlement_currency: Optional[str] = Field(
default=None, description="Settlement currency for the instrument."
)
future_type: str = Field(description="Type of the instrument. linear or reversed")
settlement_period: Optional[str] = Field(
default=None, description="The settlement period."
)
price_index: str = Field(
description="Name of price index that is used for this instrument"
)
contract_size: float = Field(description="Contract size for instrument.")
is_active: bool = Field(
description="Indicates if the instrument can currently be traded."
)
creation_timestamp: datetime = Field(
description="The time when the instrument was first created (milliseconds since the UNIX epoch)."
)
expiration_timestamp: Optional[datetime] = Field(
default=None,
description="The time when the instrument will expire (milliseconds since the UNIX epoch).",
)
tick_size: float = Field(
description="Specifies minimal price change and, as follows, the number of decimal places for instrument prices."
)
min_trade_amount: float = Field(
description="Minimum amount for trading, in USD units."
)
max_leverage: int = Field(description="Maximal leverage for instrument.")
max_liquidation_commission: float = Field(
description="Maximal liquidation trade commission for instrument."
)
block_trade_commission: float = Field(
description="Block Trade commission for instrument."
)
block_trade_min_trade_amount: float = Field(
description="Minimum amount for block trading."
)
block_trade_tick_size: float = Field(
description="Specifies minimal price change for block trading."
)
maker_commission: Optional[float] = Field(
default=None, description="Maker commission for instrument."
)
taker_commission: Optional[float] = Field(
default=None, description="Taker commission for instrument."
)
@field_validator("expiration_timestamp", mode="before", check_fields=False)
@classmethod
def _validate_expiration(cls, v):
"""Validate the expiration timestamp."""
if int(v) == 32503708800000:
return None
return v
class DeribitFuturesInstrumentsFetcher(
Fetcher[DeribitFuturesInstrumentsQueryParams, list[DeribitFuturesInstrumentData]]
):
"""Deribit Futures Instruments Fetcher."""
@staticmethod
def transform_query(params: dict[str, Any]) -> DeribitFuturesInstrumentsQueryParams:
"""Transform the query."""
return DeribitFuturesInstrumentsQueryParams(**params)
@staticmethod
async def aextract_data(
query: DeribitFuturesInstrumentsQueryParams,
credentials: Optional[dict[str, str]],
**kwargs: Any,
) -> list:
"""Extract data from Deribit API."""
# pylint: disable=import-outside-toplevel
from openbb_deribit.utils.helpers import get_instruments
try:
data = await get_instruments("all", "future")
except Exception as e: # pylint: disable=broad-except
raise OpenBBError(f"Error fetching data: {e}") from e
if not data:
raise OpenBBError(
"There was an error with the request and it was returned empty."
)
return data
@staticmethod
def transform_data(
query: DeribitFuturesInstrumentsQueryParams,
data: list,
**kwargs: Any,
) -> list[DeribitFuturesInstrumentData]:
"""Transform the data."""
return [DeribitFuturesInstrumentData.model_validate(d) for d in data]

295
openbb_platform/providers/deribit/openbb_deribit/utils/helpers.py
View File

@@ -1,6 +1,6 @@
"""Deribit Helpers Module."""
from typing import Literal, Optional
from typing import Literal, Optional, Union
from async_lru import alru_cache
from openbb_core.app.model.abstract.error import OpenBBError
@@ -11,13 +11,48 @@ CURRENCIES = ["BTC", "ETH", "USDC", "USDT", "EURR", "all"]
Currencies = Literal["BTC", "ETH", "USDC", "USDT", "EURR", "all"]
DERIVATIVE_TYPES = ["future", "option", "spot", "future_combo", "option_combo"]
DerivativeTypes = Literal["future", "option", "spot", "future_combo", "option_combo"]
DERIBIT_FUTURES_CURVE_SYMBOLS = ["BTC", "ETH", "PAXG"]
FuturesCurveSymbols = Literal["BTC", "ETH", "PAXG"]
BASE_URL = "https://www.deribit.com"
DERIBIT_INTERVALS = [
"1m",
"3m",
"5m",
"10m",
"15m",
"30m",
"1h",
"2h",
"3h",
"6h",
"12h",
"1d",
]
DeribitIntervals = Literal[
"1m", "3m", "5m", "10m", "15m", "30m", "1h", "2h", "3h", "6h", "12h", "1d"
]
INTERVAL_MAP = {
"1m": "1",
"3m": "3",
"5m": "5",
"10m": "10",
"15m": "15",
"30m": "30",
"1h": "60",
"2h": "120",
"3h": "180",
"6h": "360",
"12h": "720",
"1d": "1D",
}
@alru_cache(maxsize=64)
async def get_instruments(
currency: Currencies = "BTC",
derivative_type: Optional[DerivativeTypes] = None,
expired: bool = False,
) -> list[dict]:
"""
Get Deribit instruments.
@@ -51,6 +86,9 @@ async def get_instruments(
if derivative_type is not None:
url += f"&kind={derivative_type}"
if expired:
url += f"&expired={str(expired).lower()}"
try:
response = await amake_request(url)
return response.get("result", []) # type: ignore
@@ -67,7 +105,7 @@ async def get_options_symbols(symbol: OptionsSymbols = "BTC") -> dict:
Parameters
----------
symbol : OptionsSymbols
The underlying symbol to get options for. Default is "BTC".
The underlying symbol to get options for. Default is "btc".
Returns
-------
@@ -109,3 +147,256 @@ async def get_options_symbols(symbol: OptionsSymbols = "BTC") -> dict:
expirations[item[0]] = item[1]
return {k: [d for d in all_options if v in d] for k, v in expirations.items()}
async def get_futures_curve_symbols(symbol: FuturesCurveSymbols = "BTC") -> list[str]:
"""
Get a list of futures symbols for a given symbol.
Parameters
----------
symbol : FuturesCurveSymbols
The symbol to get futures symbols for.
Returns
-------
list[str]
A list of futures symbols.
"""
symbol = symbol.upper() # type: ignore
if symbol not in DERIBIT_FUTURES_CURVE_SYMBOLS:
raise ValueError(
f"Invalid Deribit symbol. Supported symbols are: {', '.join(DERIBIT_FUTURES_CURVE_SYMBOLS)}",
)
currency = "USDC" if symbol == "PAXG" else symbol
instruments = await get_instruments(currency, "future")
symbols: list = []
for d in instruments:
ins_name = d.get("instrument_name", "")
if ins_name.startswith(symbol):
symbols.append(ins_name)
return symbols
async def get_ticker_data(symbol: str) -> dict:
"""
Get ticker data.
Parameters
----------
symbol : str
The symbol to get ticker data for.
Returns
-------
dict
The ticker data.
"""
# pylint: disable=import-outside-toplevel
from openbb_core.provider.utils.helpers import amake_request
url = f"{BASE_URL}/api/v2/public/ticker?instrument_name={symbol}"
try:
response = await amake_request(url)
if response.get("error"):
raise OpenBBError(response.get("error"))
data = response.get("result", {})
stats = data.pop("stats", {})
return {**data, **stats}
except Exception as e: # pylint: disable=broad-except
raise OpenBBError(f"Failed to get ticker data -> {e}: {e.args[0]}") from e
async def get_perpetual_symbols() -> dict:
"""
Get perpetual symbols.
Returns
-------
dict
A dictionary of short symbols to full perpetual symbols.
"""
instruments = await get_instruments("all", "future")
return {
d["instrument_name"].split("-")[0].replace("_", ""): d["instrument_name"]
for d in instruments
if d.get("settlement_period") == "perpetual"
}
async def get_ohlc_data(
symbol: str, start_date: str, end_date: str, interval: DeribitIntervals = "1d"
) -> list[dict]:
"""Get OHLC data for a given symbol. Enter dates in the format 'YYYY-MM-DD'."""
# pylint: disable=import-outside-toplevel
import asyncio # noqa
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_core.provider.utils.helpers import amake_request
from pandas import DataFrame, date_range, to_datetime
new_interval = INTERVAL_MAP.get(interval, interval)
all_instruments = await get_instruments("all", None)
all_symbols = {
d.get("instrument_name"): d.get("creation_timestamp") for d in all_instruments
}
creation_date = all_symbols.get(symbol, 0)
use_start = to_datetime(start_date).timestamp() * 1000 > creation_date
if creation_date == 0:
raise ValueError(f"Symbol {symbol} not found")
def generate_urls(symbol, start_date, end_date, interval, window_size=5000):
"""Generate urls for historical data breaking it down into requests of length window_size."""
interval_period = f"{interval}min" if interval.lower() != "1d" else "1d"
interval = "1D" if interval.lower() == "1d" else interval
dates = date_range(
start=start_date if use_start else creation_date,
end=end_date,
freq=interval_period,
)
windows = [
(dates[i], dates[min(i + window_size, len(dates) - 1)])
for i in range(0, len(dates), window_size)
]
urls: list = []
for start, end in windows:
start_timestamp = int(start.timestamp() * 1000)
end_timestamp = int(end.timestamp() * 1000)
url = (
"https://www.deribit.com/api/v2/public/get_tradingview_chart_data?"
f"instrument_name={symbol}&start_timestamp={start_timestamp}&"
f"end_timestamp={end_timestamp}&resolution={interval}"
)
urls.append(url)
return urls
results: list = []
async def get_one(url):
"""Get data from one url."""
json_response = await amake_request(url)
if json_response.get("error"):
raise ValueError(json_response["error"])
if json_response.get("result"):
result = json_response["result"]
df = DataFrame(result)
df = (
df.drop(columns=["status"])
.rename(columns={"ticks": "date", "cost": "volume_notional"})
.convert_dtypes()
)
df.date = to_datetime(df.date, unit="ms", origin="unix", utc=True)
if interval == "1D":
df.date = df.date.dt.date
df.loc[:, "symbol"] = symbol
results.extend(
df[
[
"date",
"symbol",
"open",
"high",
"low",
"close",
"volume",
"volume_notional",
]
].to_dict(orient="records")
)
urls = generate_urls(symbol, start_date, end_date, new_interval)
if len(urls) > 15:
raise OpenBBError(
"The request is too large. Break up the request into smaller chunks."
)
tasks = [get_one(url) for url in urls]
await asyncio.gather(*tasks, return_exceptions=True)
if results:
return sorted(results, key=lambda x: x["date"])
raise EmptyDataError("No data found for the given symbol and dates.")
async def check_ohlc_symbol(symbol: str) -> Union[bool, str]:
"""
Check if the symbol has OHLC data.
Parameters
----------
symbol : str
The symbol to check.
Returns
-------
bool
True if the symbol has OHLC data, False otherwise.
"""
all_instruments = await get_instruments("all", None)
all_symbols = {
d.get("instrument_name", ""): d.get("creation_timestamp")
for d in all_instruments
}
all_perpetuals = await get_perpetual_symbols()
if symbol in all_perpetuals:
return all_perpetuals.get(symbol, False)
if symbol in all_symbols:
return symbol
return False
async def get_futures_symbols() -> list:
"""
Get futures symbols.
Returns
-------
list
A list of futures symbols.
"""
instruments = await get_instruments("all", "future")
return [d["instrument_name"] for d in instruments]
async def get_futures_curve_by_hours_ago(symbol, hours):
"""Get futures curve N hours ago."""
# pylint: disable=import-outside-toplevel
import asyncio # noqa
from datetime import datetime, timedelta
symbols = await get_futures_curve_symbols(symbol)
now = datetime.now().replace(microsecond=0, second=0)
if hours < 24:
start = (now - timedelta(days=1)).strftime("%Y-%m-%d")
else:
start = (now - timedelta(hours=hours)).strftime("%Y-%m-%d")
end = (now + timedelta(days=2)).strftime("%Y-%m-%d")
results: list = []
async def get_one(s):
"""Get data for one symbol."""
data = await get_ohlc_data(s, start, end, "1h")
result = {
"instrument_name": data[-1 - hours]["symbol"],
"hours_ago": hours,
"last_price": data[-1 - hours]["close"],
}
results.append(result)
tasks = [get_one(s) for s in symbols]
await asyncio.gather(*tasks, return_exceptions=True)
return results

898
openbb_platform/providers/deribit/poetry.lock generated vendored
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528
openbb_platform/providers/deribit/tests/record/http/test_deribit_fetchers/test_deribit_futures_curve_fetcher_urllib3_v1.yaml vendored Normal file
View File

@@ -0,0 +1,528 @@
interactions:
- request:
body: null
headers:
Accept:
- application/json
Accept-Encoding:
- gzip, deflate
Connection:
- keep-alive
method: GET
uri: https://www.deribit.com/api/v2/public/get_instruments?currency=BTC&expired=false&kind=future
response:
body:
string: !!binary |
H4sIAAAAAAAAA+2Y30/bMBDH/xc/B2Q7Tuz0rdBOGtoPBPRpQlGaXjevzQ9sh8EQ//subdkoJRoP
yGVT8pTc1z7fXT7yObkj321VmjonA8IPKQmIAdssHRl8uSO10TmkupzBDcpTl6eNnbVD5ldkMM+W
FgKyQBnFeeMaA6gVukydyWaQZkXVlOiI0UMaEG3TLHf6GsjAmQYn6tLiTQGlS8usQDM5ujg+YPRk
+IlHraNsASbNq6LQ1uqqJIMDdEQpC4jbkVZKtOXU3datUwPXYCy0YcNNrU3mcELqdAHWZUWN4ckw
FklMV1dA8qrE8HOXWv0THoJ3Ol9sDPwQl5kuKzSs03yk4ViMbppZSPPGGCjz23VaZCsyjQUTTMg4
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method: GET
uri: https://www.deribit.com/api/v2/public/ticker?instrument_name=BTC-10JAN25
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headers:
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headers:
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message: OK
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headers:
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headers:
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status:
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message: OK
version: 1

528
openbb_platform/providers/deribit/tests/record/http/test_deribit_fetchers/test_deribit_futures_curve_fetcher_urllib3_v2.yaml vendored Normal file
View File

@@ -0,0 +1,528 @@
interactions:
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message: OK
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headers:
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version: 1

916
openbb_platform/providers/deribit/tests/record/http/test_deribit_fetchers/test_deribit_futures_historical_fetcher_urllib3_v1.yaml vendored Normal file
View File

@@ -0,0 +1,916 @@
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Cache-Control:
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Connection:
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Content-Encoding:
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Content-Length:
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Content-Type:
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Date:
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Server:
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X-Frame-Options:
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status:
code: 200
message: OK
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body: null
headers:
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Accept-Encoding:
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Connection:
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method: GET
uri: https://www.deribit.com/api/v2/public/get_instruments?currency=any&expired=false
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status:
code: 200
message: OK
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body: null
headers:
Accept:
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Connection:
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method: GET
uri: https://www.deribit.com/api/v2/public/get_tradingview_chart_data?end_timestamp=1733184000000&instrument_name=BTC-PERPETUAL&resolution=720&start_timestamp=1733011200000
response:
body:
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headers:
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Strict-Transport-Security:
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X-Frame-Options:
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status:
code: 200
message: OK
version: 1

916
openbb_platform/providers/deribit/tests/record/http/test_deribit_fetchers/test_deribit_futures_historical_fetcher_urllib3_v2.yaml vendored Normal file
View File

@@ -0,0 +1,916 @@
interactions:
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headers:
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uri: https://www.deribit.com/api/v2/public/get_instruments?currency=any&expired=false&kind=future
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message: OK
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headers:
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uri: https://www.deribit.com/api/v2/public/get_instruments?currency=any&expired=false
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headers:
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uri: https://www.deribit.com/api/v2/public/get_tradingview_chart_data?end_timestamp=1733184000000&instrument_name=BTC-PERPETUAL&resolution=720&start_timestamp=1733011200000
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message: OK
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132
openbb_platform/providers/deribit/tests/record/http/test_deribit_fetchers/test_deribit_futures_info_fetcher_urllib3_v1.yaml vendored Normal file
View File

@@ -0,0 +1,132 @@
interactions:
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headers:
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132
openbb_platform/providers/deribit/tests/record/http/test_deribit_fetchers/test_deribit_futures_info_fetcher_urllib3_v2.yaml vendored Normal file
View File

@@ -0,0 +1,132 @@
interactions:
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headers:
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Access-Control-Allow-Origin:
- '*'
Cache-Control:
- no-store
Connection:
- keep-alive
Content-Encoding:
- gzip
Content-Length:
- '1786'
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- application/json
Date:
- Mon, 06 Jan 2025 19:35:48 GMT
Server:
- nginx
Strict-Transport-Security:
- max-age=15768000
Vary:
- Origin,Authorization,Partner
- accept-encoding
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status:
code: 200
message: OK
- request:
body: null
headers:
Accept:
- application/json
Accept-Encoding:
- gzip, deflate
Connection:
- keep-alive
method: GET
uri: https://www.deribit.com/api/v2/public/ticker?instrument_name=BTC-PERPETUAL
response:
body:
string: !!binary |
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Cache-Control:
- no-store
Connection:
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Content-Encoding:
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Content-Length:
- '414'
Content-Type:
- application/json
Date:
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Server:
- nginx
Strict-Transport-Security:
- max-age=15768000
Vary:
- Origin,Authorization,Partner
- accept-encoding
X-Frame-Options:
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status:
code: 200
message: OK
version: 1

79
openbb_platform/providers/deribit/tests/record/http/test_deribit_fetchers/test_deribit_futures_instruments_fetcher_urllib3_v1.yaml vendored Normal file
View File

@@ -0,0 +1,79 @@
interactions:
- request:
body: null
headers:
Accept:
- application/json
Accept-Encoding:
- gzip, deflate
Connection:
- keep-alive
method: GET
uri: https://www.deribit.com/api/v2/public/get_instruments?currency=any&kind=future
response:
body:
string: !!binary |
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Access-Control-Allow-Headers:
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Cache-Control:
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Connection:
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Content-Encoding:
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Content-Length:
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Date:
- Mon, 06 Jan 2025 16:43:09 GMT
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- max-age=15768000
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- Origin,Authorization,Partner
- accept-encoding
X-Frame-Options:
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code: 200
message: OK
version: 1

79
openbb_platform/providers/deribit/tests/record/http/test_deribit_fetchers/test_deribit_futures_instruments_fetcher_urllib3_v2.yaml vendored Normal file
View File

@@ -0,0 +1,79 @@
interactions:
- request:
body: null
headers:
Accept:
- application/json
Accept-Encoding:
- gzip, deflate
Connection:
- keep-alive
method: GET
uri: https://www.deribit.com/api/v2/public/get_instruments?currency=any&kind=future
response:
body:
string: !!binary |
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headers:
Access-Control-Allow-Headers:
- Authorization,User-Agent,Range,X-Requested-With,Content-Type,Partner
Access-Control-Allow-Methods:
- GET, POST, OPTIONS
Access-Control-Allow-Origin:
- '*'
Cache-Control:
- no-store
Connection:
- keep-alive
Content-Encoding:
- gzip
Content-Length:
- '1786'
Content-Type:
- application/json
Date:
- Mon, 06 Jan 2025 16:43:31 GMT
Server:
- nginx
Strict-Transport-Security:
- max-age=15768000
Vary:
- Origin,Authorization,Partner
- accept-encoding
X-Frame-Options:
- SAMEORIGIN
status:
code: 200
message: OK
version: 1

52
openbb_platform/providers/deribit/tests/test_deribit_fetchers.py
View File

@@ -1,10 +1,15 @@
"""Deribit Fetcher Tests."""
from datetime import date
from unittest.mock import MagicMock, patch
import pytest
from openbb_core.app.service.user_service import UserService
from openbb_core.provider.utils.helpers import run_async
from openbb_deribit.models.futures_curve import DeribitFuturesCurveFetcher
from openbb_deribit.models.futures_historical import DeribitFuturesHistoricalFetcher
from openbb_deribit.models.futures_info import DeribitFuturesInfoFetcher
from openbb_deribit.models.futures_instruments import DeribitFuturesInstrumentsFetcher
from openbb_deribit.models.options_chains import (
DeribitOptionsChainsData,
DeribitOptionsChainsFetcher,
@@ -63,7 +68,7 @@ def vcr_config():
return {
"filter_headers": [("User-Agent", None)],
"filter_query_parameters": [
None,
("expired", None),
],
}
@@ -97,3 +102,48 @@ async def test_deribit_options_chains_fetcher(credentials=test_credentials):
):
result = await fetcher.fetch_data(params, {})
assert isinstance(result, DeribitOptionsChainsData)
@pytest.mark.record_http
def test_deribit_futures_curve_fetcher(credentials=test_credentials):
"""Test Deribit Futures Curve Fetcher."""
params = {"symbol": "BTC"}
fetcher = DeribitFuturesCurveFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_http
def test_deribit_futures_historical_fetcher(credentials=test_credentials):
"""Test Deribit Futures Historical Fetcher."""
params = {
"symbol": "BTC-PERPETUAL",
"start_date": date(2024, 12, 1),
"end_date": date(2024, 12, 3),
"interval": "12h",
}
fetcher = DeribitFuturesHistoricalFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_http
def test_deribit_futures_instruments_fetcher(credentials=test_credentials):
"""Test Deribit Futures Instruments Fetcher."""
params = {}
fetcher = DeribitFuturesInstrumentsFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_http
def test_deribit_futures_info_fetcher(credentials=test_credentials):
"""Test Deribit Futures Info Fetcher."""
params = {"symbol": "BTC-PERPETUAL"}
fetcher = DeribitFuturesInfoFetcher()
result = fetcher.test(params, credentials)
assert result is None

29
openbb_platform/providers/finviz/openbb_finviz/models/compare_groups.py
View File

@@ -2,7 +2,7 @@
# pylint: disable=unused-argument
from typing import Any, Dict, List, Optional, Union
from typing import Any, Dict, List, Optional
from openbb_core.provider.abstract.data import ForceInt
from openbb_core.provider.abstract.fetcher import Fetcher
@@ -20,18 +20,27 @@ GROUPS_CHOICES = sorted(list(GROUPS_DICT))
class FinvizCompareGroupsQueryParams(CompareGroupsQueryParams):
"""Finviz Compare Groups Query Params."""
group: Union[GROUPS, None] = Field(
__json_schema_extra__ = {
"group": {
"multiple_items_allowed": False,
"choices": GROUPS_CHOICES,
},
"metric": {
"multiple_items_allowed": False,
"choices": ["performance", "valuation", "overview"],
},
}
group: GROUPS = Field(
default="sector",
description="US-listed stocks only."
+ " When a sector is selected, it is broken down by industry."
+ " The default is sector.",
json_schema_extra={"choices": GROUPS_CHOICES}, # type: ignore
+ " When an individual sector is selected, it is broken down by industry."
+ " The default is 'sector'.",
)
metric: Union[METRICS, None] = Field(
metric: METRICS = Field(
default="performance",
description="Select from: performance, valuation, overview."
+ " The default is performance.",
json_schema_extra={"choices": ["performance", "valuation", "overview"]},
description="Statistical metric to return. Select from: ['performance', 'valuation', 'overview']"
+ " The default is 'performance'.",
)
@@ -67,6 +76,8 @@ class FinvizCompareGroupsData(CompareGroupsData):
"analyst_recommendation": "Recom",
}
name: str = Field(description="Name or label of the group.")
stocks: Optional[int] = Field(
default=None,
description="The number of stocks in the group.",

77
openbb_platform/providers/yfinance/openbb_yfinance/models/company_news.py
View File

@@ -2,9 +2,7 @@
# pylint: disable=unused-argument
import asyncio
from datetime import datetime
from typing import Any, Dict, List, Optional
from typing import Any, Optional
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.company_news import (
@@ -34,63 +32,64 @@ class YFinanceCompanyNewsQueryParams(CompanyNewsQueryParams):
class YFinanceCompanyNewsData(CompanyNewsData):
"""YFinance Company News Data."""
__alias_dict__ = {
"symbols": "relatedTickers",
"date": "providerPublishTime",
"url": "link",
"images": "thumbnail",
"source": "publisher",
}
source: str = Field(description="Source of the news article")
@field_validator("symbols", mode="before", check_fields=False)
@classmethod
def symbols_string(cls, v):
"""Symbols string validator."""
return ",".join(v)
source: Optional[str] = Field(
default=None, description="Source of the news article"
)
class YFinanceCompanyNewsFetcher(
Fetcher[
YFinanceCompanyNewsQueryParams,
List[YFinanceCompanyNewsData],
list[YFinanceCompanyNewsData],
]
):
"""Transform the query, extract and transform the data from the Yahoo Finance endpoints."""
@staticmethod
def transform_query(params: Dict[str, Any]) -> YFinanceCompanyNewsQueryParams:
def transform_query(params: dict[str, Any]) -> YFinanceCompanyNewsQueryParams:
"""Transform query params."""
return YFinanceCompanyNewsQueryParams(**params)
@staticmethod
async def aextract_data(
query: YFinanceCompanyNewsQueryParams,
credentials: Optional[Dict[str, str]],
credentials: Optional[dict[str, str]],
**kwargs: Any,
) -> List[Dict]:
) -> list[dict]:
"""Extract data."""
from yfinance import Ticker # pylint: disable=import-outside-toplevel
# pylint: disable=import-outside-toplevel
import asyncio # noqa
from yfinance import Ticker
results = []
results: list = []
symbols = query.symbol.split(",") # type: ignore
async def get_one(symbol):
data = Ticker(symbol).get_news()
data = Ticker(symbol).get_news(count=query.limit, tab="all")
for d in data:
images = None
if d.get("thumbnail"):
images = d["thumbnail"].get("resolutions")
_ = d.pop("uuid")
_ = d.pop("type")
d["date"] = datetime.utcfromtimestamp(d["providerPublishTime"])
d["images"] = (
[{k: str(v) for k, v in img.items()} for img in images]
if images
else None
)
results.extend(data)
new_content: dict = {}
content = d.get("content")
if not content:
continue
if thumbnail := content.get("thumbnail"):
images = thumbnail.get("resolutions")
if images:
new_content["images"] = [
{k: str(v) for k, v in img.items()} for img in images
]
new_content["url"] = content.get("canonicalUrl", {}).get("url")
new_content["source"] = content.get("provider", {}).get("displayName")
new_content["title"] = content.get("title")
new_content["date"] = content.get("pubDate")
description = content.get("description")
summary = content.get("summary")
if description:
new_content["text"] = description
elif summary:
new_content["text"] = summary
results.append(new_content)
tasks = [get_one(symbol) for symbol in symbols]
@@ -101,8 +100,8 @@ class YFinanceCompanyNewsFetcher(
@staticmethod
def transform_data(
query: YFinanceCompanyNewsQueryParams,
data: List[Dict],
data: list[dict],
**kwargs: Any,
) -> List[YFinanceCompanyNewsData]:
) -> list[YFinanceCompanyNewsData]:
"""Transform data."""
return [YFinanceCompanyNewsData.model_validate(d) for d in data]

814
openbb_platform/providers/yfinance/poetry.lock generated vendored
View File

@@ -1,4 +1,4 @@
# This file is automatically @generated by Poetry 1.8.4 and should not be changed by hand.
# This file is automatically @generated by Poetry 1.8.5 and should not be changed by hand.
[[package]]
name = "aiohappyeyeballs"
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[[package]]
name = "aiohttp"
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version = "3.11.11"
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]
[[package]]
@@ -1779,13 +1749,13 @@ propcache = ">=0.2.0"
[[package]]
name = "yfinance"
version = "0.2.50"
version = "0.2.51"
description = "Download market data from Yahoo! Finance API"
optional = false
python-versions = "*"
files = [
{file = "yfinance-0.2.50-py2.py3-none-any.whl", hash = "sha256:0db13b19313043328fe88ded2ddc306ede7d901d0f5181462a1cce76acdbcd2a"},
{file = "yfinance-0.2.50.tar.gz", hash = "sha256:33b379cad4261313dc93bfe3148d2f6e6083210e6341f0c93dd3af853019b1a0"},
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{file = "yfinance-0.2.51.tar.gz", hash = "sha256:7902cc9b23699a51efa50f1cc7a965220a56beccc00d189f929b4c7c5c189a60"},
]
[package.dependencies]
@@ -1802,7 +1772,7 @@ pytz = ">=2022.5"
requests = ">=2.31"
[package.extras]
nospam = ["requests-cache (>=1.0)", "requests-ratelimiter (>=0.3.1)"]
nospam = ["requests_cache (>=1.0)", "requests_ratelimiter (>=0.3.1)"]
repair = ["scipy (>=1.6.3)"]
[[package]]
@@ -1827,4 +1797,4 @@ type = ["pytest-mypy"]
[metadata]
lock-version = "2.0"
python-versions = "^3.9"
content-hash = "5301fa8a6f2e828b45f354194feba513fb282a63c9cec253d4bd1a44ff8e9814"
content-hash = "417e77a779b8e46dddf3c27898e5b2331c2afc71acd3bfc8bcacfd0f17678635"

2
openbb_platform/providers/yfinance/pyproject.toml vendored
View File

@@ -9,7 +9,7 @@ packages = [{ include = "openbb_yfinance" }]
[tool.poetry.dependencies]
python = "^3.9"
yfinance = "^0.2.50"
yfinance = "^0.2.51"
openbb-core = "^1.3.6"
[build-system]

658
openbb_platform/providers/yfinance/tests/record/http/test_yfinance_fetchers/test_y_finance_company_news_fetcher_urllib3_v1.yaml vendored
View File

@@ -11,56 +11,10 @@ interactions:
Cookie:
- MOCK_COOKIE
method: GET
uri: https://query2.finance.yahoo.com/v1/finance/search?crumb=MOCK_CRUMB&q=AAPL
uri: https://query1.finance.yahoo.com/v1/test/getcrumb
response:
body:
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string: 2TsunvSDOSZ
headers:
Age:
- '0'
@@ -70,8 +24,6 @@ interactions:
- no-referrer-when-downgrade
Strict-Transport-Security:
- max-age=31536000
Transfer-Encoding:
- chunked
X-Content-Type-Options:
- nosniff
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server:
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- Fri, 10 Jan 2025 22:49:38 GMT
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- max-age=31536000, report-uri="http://csp.yahoo.com/beacon/csp?src=yahoocom-expect-ct-report-only
permissions-policy:
- interest-cohort=()
referrer-policy:
- no-referrer-when-downgrade
report-to:
- '{"endpoints":[{"url":"https://csp.yahoo.com/beacon/csp?src=yahoofinance"}],"group":"csp-endpoint","max-age":10886400}'
server:
- ATS
strict-transport-security:
- max-age=31536000
vary:
- Accept-Encoding
x-content-type-options:
- nosniff
x-download-options:
- noopen
x-envoy-decorator-operation:
- finance-nimbus--mtls-production-gq1.finance-k8s.svc.yahoo.local:4080/*
x-envoy-upstream-service-time:
- '91'
x-frame-options:
- SAMEORIGIN
x-permitted-cross-domain-policies:
- none
x-xss-protection:
- 1; mode=block
status:
code: 200
message: OK

446
openbb_platform/providers/yfinance/tests/record/http/test_yfinance_fetchers/test_y_finance_company_news_fetcher_urllib3_v2.yaml vendored
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File diff suppressed because one or more lines are too long

2
openbb_platform/providers/yfinance/tests/test_yfinance_fetchers.py
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@@ -170,7 +170,7 @@ def test_y_finance_futures_curve_fetcher(credentials=test_credentials):
@pytest.mark.record_http
def test_y_finance_company_news_fetcher(credentials=test_credentials):
"""Test YFinanceCompanyNewsFetcher."""
params = {"symbol": "AAPL,MSFT"}
params = {"symbol": "AAPL,MSFT", "limit": 2}
fetcher = YFinanceCompanyNewsFetcher()
result = fetcher.test(params, credentials)