add borrrowed shares endpoint

app/cron_borrowed_share.py

@@ -0,0 +1,127 @@
+import ujson
+import asyncio
+import aiohttp
+import sqlite3
+import requests
+from tqdm import tqdm
+from concurrent.futures import ThreadPoolExecutor
+
+
+headers = {'User-Agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_11_5) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/50.0.2661.102 Safari/537.36'}
+
+async def get_data(ticker):
+    #https://iborrowdesk.com/api/ticker/LEO
+    url = "https://iborrowdesk.com/api/ticker/" + ticker.upper()
+    try:
+        r = requests.get(url, headers=headers)
+        data = r.json()['daily']
+        # Desired keys to keep
+        keys_to_keep = ["available", "date", "fee", "rebate"]
+
+        # Filtering the dictionaries
+        filtered_data = [{k: v for k, v in entry.items() if k in keys_to_keep} for entry in data]
+        return filtered_data
+    except Exception as e:
+        print(e)
+        return []
+
+async def save_json(symbol, data):
+    # Use async file writing to avoid blocking the event loop
+    loop = asyncio.get_event_loop()
+    path = f"json/borrowed-share/companies/{symbol}.json"
+    await loop.run_in_executor(None, ujson.dump, data, open(path, 'w'))
+
+async def process_ticker(ticker):
+    data = await get_data(ticker)
+    if len(data)>0:
+        await save_json(ticker, data)
+
+async def run():
+    con = sqlite3.connect('stocks.db')
+    etf_con = sqlite3.connect('etf.db')
+
+    cursor = con.cursor()
+    cursor.execute("PRAGMA journal_mode = wal")
+    cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE marketcap >=1E9 AND symbol NOT LIKE '%.%'")
+    stocks_symbols = [row[0] for row in cursor.fetchall()]
+
+    etf_cursor = etf_con.cursor()
+    etf_cursor.execute("PRAGMA journal_mode = wal")
+    etf_cursor.execute("SELECT DISTINCT symbol FROM etfs")
+    etf_symbols = [row[0] for row in etf_cursor.fetchall()]
+
+    con.close()
+    etf_con.close()
+
+    total_symbols = stocks_symbols #['AAPL', 'NVDA', 'GME','PLTR','AMC'] #stocks_symbols + etf_symbols
+
+    async with aiohttp.ClientSession() as session:
+        tasks = []
+        for ticker in total_symbols:
+            tasks.append(process_ticker(ticker))
+        
+        # Run tasks concurrently in batches to avoid too many open connections
+        batch_size = 10  # Adjust based on your system's capacity
+        for i in tqdm(range(0, len(tasks), batch_size)):
+            batch = tasks[i:i + batch_size]
+            await asyncio.gather(*batch)
+            await asyncio.sleep(300)
+
+if __name__ == "__main__":
+    try:
+        asyncio.run(run())
+    except Exception as e:
+        print(f"An error occurred: {e}")
+
+
+
+
+#If url fails in the future this is the way to get the data from the source
+'''
+from ftplib import FTP
+import pandas as pd
+from datetime import datetime, timedelta
+
+# FTP server credentials
+ftp_host = "ftp2.interactivebrokers.com"
+ftp_user = "shortstock"
+ftp_password = ""  # Replace with actual password
+
+# File to download
+filename = "usa.txt"
+
+# Connect to FTP server
+try:
+    ftp = FTP(ftp_host)
+    ftp.login(user=ftp_user, passwd=ftp_password)
+    print(f"Connected to {ftp_host}")
+    
+    # Download the file
+    with open(filename, 'wb') as file:
+        ftp.retrbinary(f"RETR {filename}", file.write)
+    print(f"Downloaded {filename}")
+
+    # Close FTP connection
+    ftp.quit()
+
+    # Process the downloaded file (assuming it's a pipe-separated CSV)
+    df = pd.read_csv(filename, sep="|", skiprows=1)
+    df = df[["#SYM", "FEERATE", "AVAILABLE"]]  # Adjust columns as per your actual file structure
+    df.columns = ["ticker", "fee", "available"]
+    df["available"] = df["available"].replace(">10000000", 10000000)
+    
+    # Append additional data to df if needed (e.g., full_ticker_df)
+    # df = df.append(full_ticker_df)
+    
+    df = df.drop_duplicates(subset="ticker", keep="first")
+    df["date_updated"] = datetime.utcnow() - timedelta(hours=5)
+    df.fillna(0, inplace=True)
+    print(df)
+    # Save processed data to CSV
+    processed_filename = "usa_processed.csv"
+    df.to_csv(processed_filename, index=False)
+    #print(f"Processed data saved to {processed_filename}")
+
+except Exception as e:
+    print(f"Error: {e}")
+'''

app/main.py

@@ -2964,6 +2964,23 @@ async def get_fail_to_deliver(data:TickerData):
     except:
         res = []
 
+    redis_client.set(cache_key, ujson.dumps(res))
+    redis_client.expire(cache_key, 3600*3600)  # Set cache expiration time to 1 day
+    return res
+
+@app.post("/borrowed-share")
+async def get_borrowed_share(data:TickerData):
+    ticker = data.ticker.upper()
+    cache_key = f"borrowed-share-{ticker}"
+    cached_result = redis_client.get(cache_key)
+    if cached_result:
+        return ujson.loads(cached_result)
+    try:
+        with open(f"json/borrowed-share/companies/{ticker}.json", 'r') as file:
+            res = ujson.load(file)
+    except:
+        res = []
+
     redis_client.set(cache_key, ujson.dumps(res))
     redis_client.expire(cache_key, 3600*3600)  # Set cache expiration time to 1 day
     return res