add federal reserve to obfr

8 files changed, 237 insertions, 9 deletions

diff --git a/openbb_platform/extensions/fixedincome/integration/test_fixedincome_api.py b/openbb_platform/extensions/fixedincome/integration/test_fixedincome_api.py
index 89819f95093..46253351646 100644
--- a/openbb_platform/extensions/fixedincome/integration/test_fixedincome_api.py
+++ b/openbb_platform/extensions/fixedincome/integration/test_fixedincome_api.py
@@ -758,6 +758,13 @@ def test_fixedincome_bond_indices(params, headers):
                 "provider": "fred",
             }
         ),
+        (
+            {
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "provider": "federal_reserve",
+            }
+        ),
     ],
 )
 @pytest.mark.integration
diff --git a/openbb_platform/extensions/fixedincome/integration/test_fixedincome_python.py b/openbb_platform/extensions/fixedincome/integration/test_fixedincome_python.py
index 9a3b01721ff..3757ff084dc 100644
--- a/openbb_platform/extensions/fixedincome/integration/test_fixedincome_python.py
+++ b/openbb_platform/extensions/fixedincome/integration/test_fixedincome_python.py
@@ -708,6 +708,13 @@ def test_fixedincome_bond_indices(params, obb):
                 "provider": "fred",
             }
         ),
+        (
+            {
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "provider": "federal_reserve",
+            }
+        ),
     ],
 )
 @pytest.mark.integration
diff --git a/openbb_platform/openbb/assets/reference.json b/openbb_platform/openbb/assets/reference.json
index 87258a2a9dc..1d954de432f 100644
--- a/openbb_platform/openbb/assets/reference.json
+++ b/openbb_platform/openbb/assets/reference.json
@@ -31128,12 +31128,13 @@
                     },
                     {
                         "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": "frequency",
@@ -31197,7 +31198,7 @@
                     },
                     {
                         "name": "provider",
-                        "type": "Optional[Literal['fred']]",
+                        "type": "Optional[Literal['federal_reserve', 'fred']]",
                         "description": "Provider name."
                     },
                     {
@@ -31276,6 +31277,16 @@
                         "choices": null
                     }
                 ],
+                "federal_reserve": [
+                    {
+                        "name": "revision_indicator",
+                        "type": "str",
+                        "description": "Indicates a revision of the data for that date.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    }
+                ],
                 "fred": []
             },
             "model": "OvernightBankFundingRate"
diff --git a/openbb_platform/openbb/package/fixedincome_rate.py b/openbb_platform/openbb/package/fixedincome_rate.py
index e53f135de18..4fbd7761c0a 100644
--- a/openbb_platform/openbb/package/fixedincome_rate.py
+++ b/openbb_platform/openbb/package/fixedincome_rate.py
@@ -737,9 +737,9 @@ class ROUTER_fixedincome_rate(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
@@ -757,8 +757,8 @@ class ROUTER_fixedincome_rate(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.
+        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.
@@ -802,7 +802,7 @@ class ROUTER_fixedincome_rate(Container):
         OBBject
             results : List[OvernightBankFundingRate]
                 Serializable results.
-            provider : Optional[Literal['fred']]
+            provider : Optional[Literal['federal_reserve', 'fred']]
                 Provider name.
             warnings : Optional[List[Warning_]]
                 List of warnings.
@@ -827,6 +827,8 @@ class ROUTER_fixedincome_rate(Container):
             99th percentile of the distribution.
         volume : Optional[float]
             The trading volume.The notional volume of transactions (Billions of $).
+        revision_indicator : Optional[str]
+            Indicates a revision of the data for that date. (provider: federal_reserve)
 
         Examples
         --------
@@ -841,7 +843,7 @@ class ROUTER_fixedincome_rate(Container):
                     "provider": self._get_provider(
                         provider,
                         "fixedincome.rate.overnight_bank_funding",
-                        ("fred",),
+                        ("federal_reserve", "fred"),
                     )
                 },
                 standard_params={
diff --git a/openbb_platform/providers/federal_reserve/openbb_federal_reserve/__init__.py b/openbb_platform/providers/federal_reserve/openbb_federal_reserve/__init__.py
index 093bd8eb9b2..cc04050917d 100644
--- a/openbb_platform/providers/federal_reserve/openbb_federal_reserve/__init__.py
+++ b/openbb_platform/providers/federal_reserve/openbb_federal_reserve/__init__.py
@@ -10,6 +10,9 @@ from openbb_federal_reserve.models.federal_funds_rate import (
 from openbb_federal_reserve.models.money_measures import (
     FederalReserveMoneyMeasuresFetcher,
 )
+from openbb_federal_reserve.models.overnight_bank_funding_rate import (
+    FederalReserveOvernightBankFundingRateFetcher,
+)
 from openbb_federal_reserve.models.sofr import FederalReserveSOFRFetcher
 from openbb_federal_reserve.models.treasury_rates import (
     FederalReserveTreasuryRatesFetcher,
@@ -24,6 +27,7 @@ federal_reserve_provider = Provider(
         "CentralBankHoldings": FederalReserveCentralBankHoldingsFetcher,
         "TreasuryRates": FederalReserveTreasuryRatesFetcher,
         "MoneyMeasures": FederalReserveMoneyMeasuresFetcher,
+        "OvernightBankFundingRate": FederalReserveOvernightBankFundingRateFetcher,
         "FederalFundsRate": FederalReserveFederalFundsRateFetcher,
         "SOFR": FederalReserveSOFRFetcher,
         "YieldCurve": FederalReserveYieldCurveFetcher,
diff --git a/openbb_platform/providers/federal_reserve/openbb_federal_reserve/models/overnight_bank_funding_rate.py b/openbb_platform/providers/federal_reserve/openbb_federal_reserve/models/overnight_bank_funding_rate.py
new file mode 100644
index 00000000000..e2ac0e3067d
--- /dev/null
+++ b/openbb_platform/providers/federal_reserve/openbb_federal_reserve/models/overnight_bank_funding_rate.py
@@ -0,0 +1,119 @@
+"""Federal Reserve Federal Funds Rate Model."""
+
+# pylint: disable=unused-argument
+
+from datetime import datetime
+from typing import Any, Dict, List, Optional
+
+from openbb_core.provider.abstract.fetcher import Fetcher
+from openbb_core.provider.standard_models.overnight_bank_funding_rate import (
+    OvernightBankFundingRateData,
+    OvernightBankFundingRateQueryParams,
+)
+from openbb_core.provider.utils.errors import EmptyDataError
+from openbb_core.provider.utils.helpers import amake_request
+from pydantic import Field, field_validator
+
+
+class FederalReserveOvernightBankFundingRateQueryParams(
+    OvernightBankFundingRateQueryParams
+):
+    """FederalReserve Overnight Bank Funding Rate Query."""
+
+
+class FederalReserveOvernightBankFundingRateData(OvernightBankFundingRateData):
+    """FederalReserve Overnight Bank Funding Rate Data."""
+
+    __alias_dict__ = {
+        "date": "effectiveDate",
+        "rate": "percentRate",
+        "percentile_1": "percentPercentile1",
+        "percentile_25": "percentPercentile25",
+        "percentile_75": "percentPercentile75",
+        "percentile_99": "percentPercentile99",
+        "volume": "volumeInBillions",
+    }
+
+    revision_indicator: Optional[str] = Field(
+        default=None,
+        description="Indicates a revision of the data for that date.",
+    )
+
+    @field_validator("revision_indicator", mode="before", check_fields=False)
+    @classmethod
+    def validate_revision_indicator(cls, v):
+        """Validate revision indicator."""
+        return None if v in ("", "''") else v
+
+    @field_validator(
+        "rate",
+        "percentile_1",
+        "percentile_25",
+        "percentile_75",
+        "percentile_99",
+        mode="before",
+        check_fields=False,
+    )
+    @classmethod
+    def normalize_percent(cls, v):
+        """Normalize percent."""
+        if v is not None:
+            return v / 100 if v != 0 else 0
+        return None
+
+
+class FederalReserveOvernightBankFundingRateFetcher(
+    Fetcher[
+        FederalReserveOvernightBankFundingRateQueryParams,
+        List[FederalReserveOvernightBankFundingRateData],
+    ]
+):
+    """Federal Reserve Federal Funds Fetcher."""
+
+    @staticmethod
+    def transform_query(
+        params: Dict[str, Any]
+    ) -> FederalReserveOvernightBankFundingRateQueryParams:
+        """Transform query."""
+        transformed_params = params.copy()
+        now = datetime.now().date()
+        if params.get("start_date") is None:
+            transformed_params["start_date"] = datetime(2016, 3, 1).date()
+        if params.get("end_date") is None:
+            transformed_params["end_date"] = now
+
+        return FederalReserveOvernightBankFundingRateQueryParams(**transformed_params)
+
+    @staticmethod
+    async def aextract_data(
+        query: FederalReserveOvernightBankFundingRateQueryParams,
+        credentials: Optional[Dict[str, str]],
+        **kwargs: Any,
+    ) -> List[Dict]:
+        """Extract the raw data."""
+        url = (
+            "https://markets.newyorkfed.org/api/rates/unsecured/obfr/search.json?"
+            + f"startDate={query.start_date}&endDate={query.end_date}"
+        )
+        results: List[Dict] = []
+        response = await amake_request(url, **kwargs)
+        if response.get("refRates"):
+            results = response["refRates"]
+        if not results:
+            raise EmptyDataError()
+        return results
+
+    @staticmethod
+    def transform_data(
+        query: FederalReserveOvernightBankFundingRateQueryParams,
+        data: List[Dict],
+        **kwargs: Any,
+    ) -> List[FederalReserveOvernightBankFundingRateData]:
+        """Transform data."""
+        results: List[FederalReserveOvernightBankFundingRateData] = []
+        for d in data.copy():
+            _ = d.pop("type", None)
+            _ = d.pop("revisionIndicator", None)
+            results.append(FederalReserveOvernightBankFundingRateData.model_validate(d))
+
+        return results
diff --git a/openbb_platform/providers/federal_reserve/tests/record/http/test_federal_reserve_fetchers/test_federal_reserve_overnight_bank_funding_rate_fetcher.yaml b/openbb_platform/providers/federal_reserve/tests/record/http/test_federal_reserve_fetchers/test_federal_reserve_overnight_bank_funding_rate_fetcher.yaml
new file mode 100644
index 00000000000..d226109becf
--- /dev/null
+++ b/openbb_platform/providers/federal_reserve/tests/record/http/test_federal_reserve_fetchers/test_federal_reserve_overnight_bank_funding_rate_fetcher.yaml
@@ -0,0 +1,63 @@
+interactions:
+- request:
+    body: null
+    headers:
+      Accept:
+      - application/json
+      Accept-Encoding:
+      - gzip, deflate
+      Connection:
+      - keep-alive
+    method: GET
+    uri: https://markets.newyorkfed.org/api/rates/unsecured/obfr/search.json?startDate=2024-06-01&endDate=2024-06-06
+  response:
+    body:
+      string: !!binary |
+        H4sIAAAAAAAEA6pWUCpKTQtKLEktVrJSiFaoVlBKTUtLTS7JLEt1SSxJVbJSUDIyMDLRNTDTNTBT
+        0lFQKqksAIv6O7kFKSnoKBWkFiWn5pWAjFCyUjDVMzZCCAZA5DJzUg3Bckam2OSMTMGSxobYJM2h
+        ksbYJC0tITotFXSUyvJzSnNTPfOcMnNyMvPzQN4xsgDZV5RallmcmZ/nmZeSmZxYkl8E8pOSQq0O
+        fs+aDlbPWuDwrDlIgkzPmgw1z1oYKOgokelZ46HmWXN8yRgwhViFWgD5Rz99xgMAAA==
+    headers:
+      Access-Control-Allow-Headers:
+      - Content-Type,Content-Disposition
+      Access-Control-Allow-Methods:
+      - OPTIONS,GET
+      Access-Control-Allow-Origin:
+      - '*'
+      Access-Control-Expose-Headers:
+      - Content-Disposition
+      Cache-Control:
+      - no-store
+      Connection:
+      - keep-alive
+      Content-Encoding:
+      - gzip
+      Content-Length:
+      - '220'
+      Content-Type:
+      - application/json; charset=utf-8
+      Date:
+      - Tue, 11 Jun 2024 02:34:03 GMT
+      Pragma:
+      - no-cache
+      Set-Cookie:
+      - cookiesession1=678A3E0EE607407E823ED4EA4F0C28B9;Expires=Wed, 11 Jun 2025 02:34:03
+        GMT;Path=/;Secure;HttpOnly
+      Vary:
+      - Accept-Encoding
+      strict-transport-security:
+      - max-age=31536000; includeSubDomains
+      x-amz-apigw-id:
+      - ZLmgUG4BCYcFe8Q=
+      x-amzn-requestid:
+      - b77d47db-cd3e-492d-a63f-1ab9a17c16f8
+      x-amzn-trace-id:
+      - Root=1-6667b79b-358f5ab1a50c2313c1e18089;Parent=15119c60494acd17;Sampled=0;lineage=e7c0e2ee:0
+      x-frame-options:
+      - SAMEORIGIN
+      x-xss-protection:
+      - 1; mode=block
+    status:
+      code: 200
+      message: OK
+version: 1
diff --git a/openbb_platform/providers/federal_reserve/tests/test_federal_reserve_fetchers.py b/openbb_platform/providers/federal_reserve/tests/test_federal_reserve_fetchers.py
index 1e03e8973d6..839e20414ed 100644
--- a/openbb_platform/providers/federal_reserve/tests/test_federal_reserve_fetchers.py
+++ b/openbb_platform/providers/federal_reserve/tests/test_federal_reserve_fetchers.py
@@ -13,6 +13,9 @@ from openbb_federal_reserve.models.federal_funds_rate import (
 from openbb_federal_reserve.models.money_measures import (
     FederalReserveMoneyMeasuresFetcher,
 )
+from openbb_federal_reserve.models.overnight_bank_funding_rate import (
+    FederalReserveOvernightBankFundingRateFetcher,
+)
 from openbb_federal_reserve.models.sofr import FederalReserveSOFRFetcher
 from openbb_federal_reserve.models.treasury_rates import (
     FederalReserveTreasuryRatesFetcher,
@@ -91,3 +94,15 @@ def test_federal_reserve_sofr_fetcher(credentials=test_credentials):
     fetcher = FederalReserveSOFRFetcher()
     result = fetcher.test(params, credentials)
     assert result is None
+
+
+@pytest.mark.record_http
+def test_federal_reserve_overnight_bank_funding_rate_fetcher(
+    credentials=test_credentials,
+):
+    """Test the Federal Reserve Overnight Bank Funding Rate Fetcher."""
+    params = {"start_date": date(2024, 6, 1), "end_date": date(2024, 6, 6)}
+
+    fetcher = FederalReserveOvernightBankFundingRateFetcher()
+    result = fetcher.test(params, credentials)
+    assert result is None