add borrrowed shares endpoint

This commit is contained in:
MuslemRahimi 2024-07-01 15:18:28 +02:00
parent 1a5947a40f
commit 017082d212
2 changed files with 144 additions and 0 deletions

127
app/cron_borrowed_share.py Normal file
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@ -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}")
'''

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@ -2967,3 +2967,20 @@ async def get_fail_to_deliver(data:TickerData):
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