update sofr and add federal_reserve to endpoint

17 files changed, 1926 insertions, 370 deletions

diff --git a/openbb_platform/core/openbb_core/provider/standard_models/sofr.py b/openbb_platform/core/openbb_core/provider/standard_models/sofr.py
new file mode 100644
index 00000000000..d15bee0aebe
--- /dev/null
+++ b/openbb_platform/core/openbb_core/provider/standard_models/sofr.py
@@ -0,0 +1,65 @@
+"""Secured Overnight Financing Rate Standard Model."""
+
+from datetime import date as dateType
+from typing import Optional
+
+from pydantic import Field
+
+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,
+    QUERY_DESCRIPTIONS,
+)
+
+
+class SOFRQueryParams(QueryParams):
+    """Secured Overnight Financing Rate Query."""
+
+    start_date: Optional[dateType] = Field(
+        default=None,
+        description=QUERY_DESCRIPTIONS.get("start_date", ""),
+    )
+    end_date: Optional[dateType] = Field(
+        default=None,
+        description=QUERY_DESCRIPTIONS.get("end_date", ""),
+    )
+
+
+class SOFRData(Data):
+    """SOFR Data."""
+
+    date: dateType = Field(description=DATA_DESCRIPTIONS.get("date", ""))
+    rate: float = Field(
+        description="Effective federal funds rate.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )
+    percentile_1: Optional[float] = Field(
+        default=None,
+        description="1st percentile of the distribution.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )
+    percentile_25: Optional[float] = Field(
+        default=None,
+        description="25th percentile of the distribution.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )
+    percentile_75: Optional[float] = Field(
+        default=None,
+        description="75th percentile of the distribution.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )
+    percentile_99: Optional[float] = Field(
+        default=None,
+        description="99th percentile of the distribution.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )
+    volume: Optional[float] = Field(
+        default=None,
+        description=DATA_DESCRIPTIONS.get("volume", "")
+        + "The notional volume of transactions (Billions of $).",
+        json_schema_extra={
+            "x-unit_measurement": "currency",
+            "x-frontend_multiply": 1e9,
+        },
+    )
diff --git a/openbb_platform/core/openbb_core/provider/standard_models/sofr_rates.py b/openbb_platform/core/openbb_core/provider/standard_models/sofr_rates.py
deleted file mode 100644
index 2d7043a604d..00000000000
--- a/openbb_platform/core/openbb_core/provider/standard_models/sofr_rates.py
+++ /dev/null
@@ -1,33 +0,0 @@
-"""SOFR Standard Model."""
-
-from datetime import date as dateType
-from typing import Optional
-
-from pydantic import Field
-
-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,
-    QUERY_DESCRIPTIONS,
-)
-
-
-class SOFRQueryParams(QueryParams):
-    """SOFR Query."""
-
-    start_date: Optional[dateType] = Field(
-        default=None,
-        description=QUERY_DESCRIPTIONS.get("start_date", ""),
-    )
-    end_date: Optional[dateType] = Field(
-        default=None,
-        description=QUERY_DESCRIPTIONS.get("end_date", ""),
-    )
-
-
-class SOFRData(Data):
-    """SOFR Data."""
-
-    date: dateType = Field(description=DATA_DESCRIPTIONS.get("date", ""))
-    rate: Optional[float] = Field(description="SOFR rate.")
diff --git a/openbb_platform/extensions/fixedincome/integration/test_fixedincome_api.py b/openbb_platform/extensions/fixedincome/integration/test_fixedincome_api.py
index 0aff9d260ad..a24f4147a33 100644
--- a/openbb_platform/extensions/fixedincome/integration/test_fixedincome_api.py
+++ b/openbb_platform/extensions/fixedincome/integration/test_fixedincome_api.py
@@ -60,10 +60,18 @@ def test_fixedincome_government_us_yield_curve(params, headers):
 @parametrize(
     "params",
     [
-        ({"start_date": "2023-01-01", "end_date": "2023-06-06"}),
         (
             {
-                "period": "overnight",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "provider": "federal_reserve",
+            }
+        ),
+        (
+            {
+                "frequency": None,
+                "transform": None,
+                "aggregation_method": None,
                 "provider": "fred",
                 "start_date": "2023-01-01",
                 "end_date": "2023-06-06",
@@ -86,10 +94,18 @@ def test_fixedincome_sofr(params, headers):
 @parametrize(
     "params",
     [
-        ({"start_date": "2023-01-01", "end_date": "2023-06-06"}),
         (
             {
-                "period": "overnight",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "provider": "federal_reserve",
+            }
+        ),
+        (
+            {
+                "frequency": None,
+                "transform": None,
+                "aggregation_method": None,
                 "provider": "fred",
                 "start_date": "2023-01-01",
                 "end_date": "2023-06-06",
diff --git a/openbb_platform/extensions/fixedincome/integration/test_fixedincome_python.py b/openbb_platform/extensions/fixedincome/integration/test_fixedincome_python.py
index 3d1113fcde3..4376652a20a 100644
--- a/openbb_platform/extensions/fixedincome/integration/test_fixedincome_python.py
+++ b/openbb_platform/extensions/fixedincome/integration/test_fixedincome_python.py
@@ -51,10 +51,18 @@ def test_fixedincome_government_us_yield_curve(params, obb):
 @parametrize(
     "params",
     [
-        ({"start_date": "2023-01-01", "end_date": "2023-06-06"}),
         (
             {
-                "period": "overnight",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "provider": "federal_reserve",
+            }
+        ),
+        (
+            {
+                "frequency": None,
+                "transform": None,
+                "aggregation_method": None,
                 "provider": "fred",
                 "start_date": "2023-01-01",
                 "end_date": "2023-06-06",
@@ -74,10 +82,18 @@ def test_fixedincome_sofr(params, obb):
 @parametrize(
     "params",
     [
-        ({"start_date": "2023-01-01", "end_date": "2023-06-06"}),
         (
             {
-                "period": "overnight",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "provider": "federal_reserve",
+            }
+        ),
+        (
+            {
+                "frequency": None,
+                "transform": None,
+                "aggregation_method": None,
                 "provider": "fred",
                 "start_date": "2023-01-01",
                 "end_date": "2023-06-06",
diff --git a/openbb_platform/openbb/assets/reference.json b/openbb_platform/openbb/assets/reference.json
index fdf5c86fe70..ae90ec2747d 100644
--- a/openbb_platform/openbb/assets/reference.json
+++ b/openbb_platform/openbb/assets/reference.json
@@ -30092,20 +30092,64 @@
                     },
                     {
                         "name": "provider",
-                        "type": "Literal['fred']",
-                        "description": "The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: f, r, e, d.",
+                        "type": "Literal['federal_reserve', 'fred']",
+                        "description": "The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: f, e, d, e, r, a, l, _, r, e, s, e, r, v, e.",
                         "default": null,
                         "optional": true
                     }
                 ],
+                "federal_reserve": [],
                 "fred": [
                     {
-                        "name": "period",
-                        "type": "Literal['overnight', '30_day', '90_day', '180_day', 'index']",
-                        "description": "Period of SOFR rate.",
-                        "default": "overnight",
+                        "name": "frequency",
+                        "type": "Literal['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']",
+                        "description": "Frequency aggregation to convert daily data to lower frequency.       a = Annual       q = Quarterly       m = Monthly       w = Weekly       wef = Weekly, Ending Friday       weth = Weekly, Ending Thursday       wew = Weekly, Ending Wednesday       wetu = Weekly, Ending Tuesday       wem = Weekly, Ending Monday       wesu = Weekly, Ending Sunday       wesa = Weekly, Ending Saturday       bwew = Biweekly, Ending Wednesday       bwem = Biweekly, Ending Monday",
+                        "default": null,
                         "optional": true,
-                        "choices": null
+                        "choices": [
+                            "a",
+                            "q",
+                            "m",
+                            "w",
+                            "wef",
+                            "weth",
+                            "wew",
+                            "wetu",
+                            "wem",
+                            "wesu",
+                            "wesa",
+                            "bwew",
+                            "bwem"
+                        ]
+                    },
+                    {
+                        "name": "aggregation_method",
+                        "type": "Literal['avg', 'sum', 'eop']",
+                        "description": "A key that indicates the aggregation method used for frequency aggregation.       avg = Average       sum = Sum       eop = End of Period",
+                        "default": null,
+                        "optional": true,
+                        "choices": [
+                            "avg",
+                            "sum",
+                            "eop"
+                        ]
+                    },
+                    {
+                        "name": "transform",
+                        "type": "Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']",
+                        "description": "Transformation type       None = No transformation       chg = Change       ch1 = Change from Year Ago       pch = Percent Change       pc1 = Percent Change from Year Ago       pca = Compounded Annual Rate of Change       cch = Continuously Compounded Rate of Change       cca = Continuously Compounded Annual Rate of Change       log = Natural Log",
+                        "default": null,
+                        "optional": true,
+                        "choices": [
+                            "chg",
+                            "ch1",
+                            "pch",
+                            "pc1",
+                            "pca",
+                            "cch",
+                            "cca",
+                            "log"
+                        ]
                     }
                 ]
             },
@@ -30118,7 +30162,7 @@
                     },
                     {
                         "name": "provider",
-                        "type": "Optional[Literal['fred']]",
+                        "type": "Optional[Literal['federal_reserve', 'fred']]",
                         "description": "Provider name."
                     },
                     {
@@ -30151,13 +30195,87 @@
                     {
                         "name": "rate",
                         "type": "float",
-                        "description": "SOFR rate.",
+                        "description": "Effective federal funds rate.",
                         "default": "",
                         "optional": false,
                         "choices": null
+                    },
+                    {
+                        "name": "percentile_1",
+                        "type": "float",
+                        "description": "1st percentile of the distribution.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "percentile_25",
+                        "type": "float",
+                        "description": "25th percentile of the distribution.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "percentile_75",
+                        "type": "float",
+                        "description": "75th percentile of the distribution.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "percentile_99",
+                        "type": "float",
+                        "description": "99th percentile of the distribution.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "volume",
+                        "type": "float",
+                        "description": "The trading volume.The notional volume of transactions (Billions of $).",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
                     }
                 ],
-                "fred": []
+                "federal_reserve": [],
+                "fred": [
+                    {
+                        "name": "average_30d",
+                        "type": "float",
+                        "description": "30-Day Average SOFR",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "average_90d",
+                        "type": "float",
+                        "description": "90-Day Average SOFR",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "average_180d",
+                        "type": "float",
+                        "description": "180-Day Average SOFR",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "index",
+                        "type": "float",
+                        "description": "SOFR index as 2018-04-02 = 1",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    }
+                ]
             },
             "model": "SOFR"
         },
@@ -32274,20 +32392,64 @@
                     },
                     {
                         "name": "provider",
-                        "type": "Literal['fred']",
-                        "description": "The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: f, r, e, d.",
+                        "type": "Literal['federal_reserve', 'fred']",
+                        "description": "The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: f, e, d, e, r, a, l, _, r, e, s, e, r, v, e.",
                         "default": null,
                         "optional": true
                     }
                 ],
+                "federal_reserve": [],
                 "fred": [
                     {
-                        "name": "period",
-                        "type": "Literal['overnight', '30_day', '90_day', '180_day', 'index']",
-                        "description": "Period of SOFR rate.",
-                        "default": "overnight",
+                        "name": "frequency",
+                        "type": "Literal['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']",
+                        "description": "Frequency aggregation to convert daily data to lower frequency.       a = Annual       q = Quarterly       m = Monthly       w = Weekly       wef = Weekly, Ending Friday       weth = Weekly, Ending Thursday       wew = Weekly, Ending Wednesday       wetu = Weekly, Ending Tuesday       wem = Weekly, Ending Monday       wesu = Weekly, Ending Sunday       wesa = Weekly, Ending Saturday       bwew = Biweekly, Ending Wednesday       bwem = Biweekly, Ending Monday",
+                        "default": null,
                         "optional": true,
-                        "choices": null
+                        "choices": [
+                            "a",
+                            "q",
+                            "m",
+                            "w",
+                            "wef",
+                            "weth",
+                            "wew",
+                            "wetu",
+                            "wem",
+                            "wesu",
+                            "wesa",
+                            "bwew",
+                            "bwem"
+                        ]
+                    },
+                    {
+                        "name": "aggregation_method",
+                        "type": "Literal['avg', 'sum', 'eop']",
+                        "description": "A key that indicates the aggregation method used for frequency aggregation.       avg = Average       sum = Sum       eop = End of Period",
+                        "default": null,
+                        "optional": true,
+                        "choices": [
+                            "avg",
+                            "sum",
+                            "eop"
+                        ]
+                    },
+                    {
+                        "name": "transform",
+                        "type": "Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']",
+                        "description": "Transformation type       None = No transformation       chg = Change       ch1 = Change from Year Ago       pch = Percent Change       pc1 = Percent Change from Year Ago       pca = Compounded Annual Rate of Change       cch = Continuously Compounded Rate of Change       cca = Continuously Compounded Annual Rate of Change       log = Natural Log",
+                        "default": null,
+                        "optional": true,
+                        "choices": [
+                            "chg",
+                            "ch1",
+                            "pch",
+                            "pc1",
+                            "pca",
+                            "cch",
+                            "cca",
+                            "log"
+                        ]
                     }
                 ]
             },
@@ -32300,7 +32462,7 @@
                     },
                     {
                         "name": "provider",
-                        "type": "Optional[Literal['fred']]",
+                        "type": "Optional[Literal['federal_reserve', 'fred']]",
                         "description": "Provider name."
                     },
                     {
@@ -32333,13 +32495,87 @@
                     {
                         "name": "rate",
                         "type": "float",
-                        "description": "SOFR rate.",
+                        "description": "Effective federal funds rate.",
                         "default": "",
                         "optional": false,
                         "choices": null
+                    },
+                    {
+                        "name": "percentile_1",
+                        "type": "float",
+                        "description": "1st percentile of the distribution.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "percentile_25",
+                        "type": "float",
+                        "description": "25th percentile of the distribution.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "percentile_75",
+                        "type": "float",
+                        "description": "75th percentile of the distribution.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "percentile_99",
+                        "type": "float",
+                        "description": "99th percentile of the distribution.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "volume",
+                        "type": "float",
+                        "description": "The trading volume.The notional volume of transactions (Billions of $).",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
                     }
                 ],
-                "fred": []
+                "federal_reserve": [],
+                "fred": [
+                    {
+                        "name": "average_30d",
+                        "type": "float",
+                        "description": "30-Day Average SOFR",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "average_90d",
+                        "type": "float",
+                        "description": "90-Day Average SOFR",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "average_180d",
+                        "type": "float",
+                        "description": "180-Day Average SOFR",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "index",
+                        "type": "float",
+                        "description": "SOFR index as 2018-04-02 = 1",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    }
+                ]
             },
             "model": "SOFR"
         },
diff --git a/openbb_platform/openbb/package/fixedincome.py b/openbb_platform/openbb/package/fixedincome.py
index f3cd57ca0a8..a7e043d10b5 100644
--- a/openbb_platform/openbb/package/fixedincome.py
+++ b/openbb_platform/openbb/package/fixedincome.py
@@ -212,9 +212,9 @@ class ROUTER_fixedincome(Container):
             OpenBBField(description="End date of the data, in YYYY-MM-DD format."),
         ] = None,
         provider: Annotated[
-            Optional[Literal["fred"]],
+            Optional[Literal["federal_reserve", "fred"]],
             OpenBBField(
-                description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred."
+                description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fred."
             ),
         ] = None,
         **kwargs
@@ -231,17 +231,52 @@ class ROUTER_fixedincome(Container):
             Start date of the data, in YYYY-MM-DD format.
         end_date : Union[datetime.date, None, str]
             End date of the data, in YYYY-MM-DD format.
-        provider : Optional[Literal['fred']]
-            The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
-        period : Literal['overnight', '30_day', '90_day', '180_day', 'index']
-            Period of SOFR rate. (provider: fred)
+        provider : Optional[Literal['federal_reserve', 'fred']]
+            The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fred.
+        frequency : Optional[Literal['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']]
+
+                Frequency aggregation to convert daily data to lower frequency.
+                    a = Annual
+                    q = Quarterly
+                    m = Monthly
+                    w = Weekly
+                    wef = Weekly, Ending Friday
+                    weth = Weekly, Ending Thursday
+