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"""Polygon Currency Snapshots."""
# pylint: disable=unused-argument
from datetime import datetime, timezone
from typing import Any, Dict, List, Optional
from openbb_core.app.model.abstract.error import OpenBBError
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.currency_snapshots import (
CurrencySnapshotsData,
CurrencySnapshotsQueryParams,
)
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_core.provider.utils.helpers import amake_request, safe_fromtimestamp
from pandas import DataFrame, concat
from pydantic import Field
class PolygonCurrencySnapshotsQueryParams(CurrencySnapshotsQueryParams):
"""Polygon Currency Snapshots Query Parameters.
Source: https://polygon.io/docs/forex/get_v2_snapshot_locale_global_markets_forex_tickers
"""
__json_schema_extra__ = {"base": {"multiple_items_allowed": True}}
class PolygonCurrencySnapshotsData(CurrencySnapshotsData):
"""Polygon Currency Snapshots Data."""
vwap: Optional[float] = Field(
description="The volume-weighted average price.", default=None
)
change: Optional[float] = Field(
description="The change in price from the previous day.",
default=None,
)
change_percent: Optional[float] = Field(
description="The percentage change in price from the previous day.",
default=None,
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
prev_open: Optional[float] = Field(
description="The previous day's opening price.", default=None
)
prev_high: Optional[float] = Field(
description="The previous day's high price.", default=None
)
prev_low: Optional[float] = Field(
description="The previous day's low price.", default=None
)
prev_volume: Optional[float] = Field(
description="The previous day's volume.", default=None
)
prev_vwap: Optional[float] = Field(
description="The previous day's VWAP.", default=None
)
bid: Optional[float] = Field(description="The current bid price.", default=None)
ask: Optional[float] = Field(description="The current ask price.", default=None)
minute_open: Optional[float] = Field(
description="The open price from the most recent minute bar.", default=None
)
minute_high: Optional[float] = Field(
description="The high price from the most recent minute bar.", default=None
)
minute_low: Optional[float] = Field(
description="The low price from the most recent minute bar.", default=None
)
minute_close: Optional[float] = Field(
description="The close price from the most recent minute bar.", default=None
)
minute_volume: Optional[float] = Field(
description="The volume from the most recent minute bar.", default=None
)
minute_vwap: Optional[float] = Field(
description="The VWAP from the most recent minute bar.", default=None
)
minute_transactions: Optional[float] = Field(
description="The number of transactions in the most recent minute bar.",
default=None,
)
quote_timestamp: Optional[datetime] = Field(
description="The timestamp of the last quote.", default=None
)
minute_timestamp: Optional[datetime] = Field(
description="The timestamp for the start of the most recent minute bar.",
default=None,
)
last_updated: Optional[datetime] = Field(
description="The last time the data was updated."
)
class PolygonCurrencySnapshotsFetcher(
Fetcher[
PolygonCurrencySnapshotsQueryParams,
List[PolygonCurrencySnapshotsData],
]
):
"""Polygon Currency Snapshots Fetcher."""
@staticmethod
def transform_query(params: Dict[str, Any]) -> PolygonCurrencySnapshotsQueryParams:
"""Transform the query params."""
return PolygonCurrencySnapshotsQueryParams(**params)
@staticmethod
async def aextract_data(
query: PolygonCurrencySnapshotsQueryParams,
credentials: Optional[Dict[str, str]],
**kwargs: Any,
) -> List[Dict]:
"""Extract the raw data."""
api_key = credentials.get("polygon_api_key") if credentials else ""
url = f"https://api.polygon.io/v2/snapshot/locale/global/markets/forex/tickers?apiKey={api_key}"
results = await amake_request(url, **kwargs)
if results.get("status") != "OK": # type: ignore[union-attr]
raise OpenBBError(f"Error: {results.get('status')}") # type: ignore[union-attr]
return results.get("tickers", []) # type: ignore[union-attr]
@staticmethod
def transform_data( # pylint: disable=too-many-locals, too-many-statements
query: PolygonCurrencySnapshotsQueryParams,
data: List[Dict],
**kwargs: Any,
) -> List[PolygonCurrencySnapshotsData]:
"""Transform the data."""
if not data:
raise EmptyDataError("No data returned.")
counter_currencies = (
query.counter_currencies.upper().split(",") # type: ignore[union-attr]
if query.counter_currencies
else []
)
# Filter the data only for the symbols requested.
df = DataFrame(data)
df.ticker = df.ticker.str.replace("C:", "")
new_df = DataFrame()
for symbol in query.base.split(","):
temp = (
df.loc[df["ticker"].str.startswith(symbol)].copy()
if query.quote_type == "indirect"
else df.loc[df["ticker"].str.endswith(symbol)].copy()
)
temp["base_currency"] = symbol
temp["counter_currency"] = (
[d[3:] for d in temp["ticker"]]
if query.quote_type == "indirect"
else [d[:3] for d in temp["ticker"]]
)
# Filter for the counter currencies, if requested.
if query.counter_currencies is not None:
counter_currencies = ( # noqa: F841 # pylint: disable=unused-variable
query.counter_currencies
if isinstance(query.counter_currencies, list)
else query.counter_currencies.split(",")
)
temp = (
temp.query("`counter_currency`.isin(@counter_currencies)")
.set_index("counter_currency")
# Sets the counter currencies in the order they were requested.
.filter(items=counter_currencies, axis=0)
.reset_index()
)
# If there are no records, don't concatenate.
if len(temp) > 0:
new_df = concat([new_df, temp])
filtered_data = new_df.to_dict(orient="records")
if len(filtered_data) == 0 or not filtered_data:
raise EmptyDataError("No results were found with the parameters requested.")
results: List[PolygonCurrencySnapshotsData] = []
# Now unpack the nested object for the filtered results only.
for item in filtered_data:
new_item = {}
new_item["base_currency"] = item.get("base_currency")
new_item["counter_currency"] = item.get("counter_currency")
new_item["change"] = item.get("todaysChange", None)
change_percent = item.get("todaysChangePerc", None)
new_item["change_percent"] = (
change_percent / 100 if change_percent else None
)
updated = item.get("updated")
new_item["last_updated"] = (
safe_fromtimestamp(updated / 1e9, tz=timezone.utc) if updated else None
)
day = item.get("day", {})
if day:
new_item["last_rate"] = day.get("c", None)
new_item["open"] = day.get("o", None)
new_item["high"] = day.get("h", None)
new_item["low"] = day.get("l", None)
new_item["volume"] = day.get("v", None)
new_item["vwap"] = day.get("vw", None)
prev_day = item.get("prevDay", {})
if prev_day:
new_item["prev_open"] = prev_day.get("o", None)
new_item["prev_high"] = prev_day.get("h", None)
new_item["prev_low"] = prev_day.get("l", None)
new_item["prev_close"] = prev_day.get("c", None)
new_item["prev_volume"] = prev_day.get("v", None)
new_item["prev_vwap"] = prev_day.get("vw", None)
minute = item.get("min", {})
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