aboutsummaryrefslogtreecommitdiffstats
path: root/python/api_quotes/api.py
blob: 3850b0fe7f5c6dbde8a44302d95aea6435b73dc5 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
import json
from urllib.parse import urljoin
import posixpath

import requests
from itertools import groupby

from serenitas.utils.misc import get_credential_path


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)
        grouped_data = groupby(
            json.loads(r.text),
            key=lambda x: (x["message"]["id"], x["receivedDateTime"]),
        )
        for key, data in grouped_data:
            yield key, map(lowercase_keys, data)

    @classmethod
    def update_api_key(cls):
        cls.base_url, cls.api_key = load_api_key()
        if "APIKEY_LIMIT_EXCEEDED" in cls.api_key:
            raise ValueError("API Key limit exceeded")