1 files changed, 45 insertions, 0 deletions
diff --git a/python/api_quotes/api.py b/python/api_quotes/api.py
new file mode 100644
index 00000000..af479d67
--- /dev/null
+++ b/python/api_quotes/api.py
@@ -0,0 +1,45 @@
+from serenitas.utils.misc import get_credential_path
+import json
+import posixpath
+from urllib.parse import urljoin
+from typing import ClassVar
+import requests
+import pandas as pd
+
+
+def load_api_key():
+    with get_credential_path("markit_api").open() as fh:
+        creds = json.load(fh)
+    base_url = creds.pop("url")
+    r = requests.post(
+        urljoin(base_url, "apikey"),
+        data=creds,
+    )
+    return base_url, r.text
+
+
+def lowercase_keys(d):
+    return {k.lower(): v for k, v in d.items()}
+
+
+class MarkitAPI:
+    base_url, api_key = load_api_key()
+
+    @classmethod
+    def get_data(cls, asset_class, after=None, service="latest"):
+        params = {
+            "format": "json",
+            "assetClass": asset_class,
+            "apikey": cls.api_key,
+            "limit": 1000,
+            "sortBy": "receivedDateTime",
+            "descending": "true",
+            "dateformat": "MILLISECONDSSINCEEPOCH",
+        }
+        if after:
+            params["after"] = after
+        print(params)
+        path = posixpath.join("parsing", "Quote", service)
+        url = urljoin(cls.base_url, path)
+        r = requests.get(url, params)
+        return map(lowercase_keys, json.loads(r.text))