diff --git a/src/openfigi_parser.py b/src/openfigi_parser.py index e689185..838dc85 100644 --- a/src/openfigi_parser.py +++ b/src/openfigi_parser.py @@ -1,23 +1,35 @@ # %% +import os from dataclasses import dataclass -from typing import Optional +from typing import Literal, Union + import pandas as pd + import httpx +from sqlalchemy import types, sql +from azure import AzureDbConnection, ConnectionSettings + # %% @dataclass class AssetInfo: FIGI: str Ticker: str - Title: str - Description: Optional[str] - AssetType: str = 'Cryptocurrency' - SourceId: str = "OpenFigi API" - Version: str = "v202204" + Title: Union[str, None] + Description: Union[str, None] + AssetType: Literal['Cryptocurrency'] + SourceId: Literal['OpenFigi API'] + Version: Literal['v202206'] -def get_asset_info(pair: str) -> AssetInfo: +def get_figi(pair: str) -> Union[AssetInfo, None]: + """Return FIGI for pair + + References: + - https://www.openfigi.com/assets/local/figi-allocation-rules.pdf + - https://www.openfigi.com/search + """ api_url = f'https://www.openfigi.com/search/query?facetQuery=MARKET_SECTOR_DES:%22Curncy%22&num_rows=100&simpleSearchString={pair}&start=0' response = httpx.get(api_url) @@ -37,23 +49,23 @@ def get_asset_info(pair: str) -> AssetInfo: return pair_figi -#%% Tests +# %% Tests expected_pairs = { 'WAX-USD': None, 'ETH-USD': 'BBG00J3NBWD7', 'BTC-USD': 'BBG006FCL7J4', 'SOL-USD': 'BBG013WVY457', - 'UNI-USD': 'BBG013TZFVW3' + 'UNI-USD': 'BBG013TZFVW3', + 'SUSHI-USD': 'KKG0000010W1' } for k, v in expected_pairs.items(): - assert get_asset_info(k) == v + actual = get_figi(k) + print(actual) + assert actual == v # %% -import os -import pandas as pd - pair_names = [x[:-4] for x in os.listdir("../data")] def insert_dash(text: str, position: int) -> str: @@ -62,14 +74,44 @@ def insert_dash(text: str, position: int) -> str: else: return text -usd_pairs = [insert_dash(s.upper(), 3) for s in pair_names if "usd" in s] +usd_pairs = [ + insert_dash(s.upper(), 3) + for s in pair_names if "usd" in s +] print(usd_pairs) -# %% -pair_figi_list = [get_asset_info(p) for p in usd_pairs] -for p in usd_pairs: - print(p) - get_asset_info(p) +pair_figi_list = [get_figi(p) for p in usd_pairs] + +# %% ---- +conn_settings = ConnectionSettings(server='***.database.windows.net', database='market-data-db', username='***', password='***') +db_conn = AzureDbConnection(conn_settings) + +db_conn.connect() +for t in db_conn.get_tables(): + print(t) + + # %% +db_mapping = { + 'FIGI': types.VARCHAR(length=12), + 'open': types.DECIMAL(precision=19, scale=9), + 'high': types.DECIMAL(precision=19, scale=9), + 'close': types.DECIMAL(precision=19, scale=9), + 'low': types.DECIMAL(precision=19, scale=9), + 'volume': types.DECIMAL(precision=19, scale=9), + 'time': types.DATETIME(), + 'source_id': types.SMALLINT, + 'version': types.VARCHAR(length=12), + 'interval': types.CHAR(length=2) +} + + +query = sql.text("select * from Cryptocurrency where figi = 'ustusd'") +result = db_conn._conn.execute(query).fetchall() + + +# %% +db_conn.dispose() +print('Completed')