phase 14-15: docker build validation and helm deployment
This commit is contained in:
Celes Renata
@@ -1,8 +1,16 @@
|
||||
"""Market data API adapter - fetches quotes, bars, and reference data."""
|
||||
"""Market data API adapter interface and concrete Polygon.io provider.
|
||||
|
||||
The MarketDataAdapter is the abstract interface for all market data providers.
|
||||
PolygonMarketAdapter is the first concrete implementation, targeting the
|
||||
Polygon.io REST API for previous-day bars, quotes, and ticker details.
|
||||
|
||||
Requirements: 2.1, 2.5, 3.1, 3.2, 3.3
|
||||
"""
|
||||
import hashlib
|
||||
import logging
|
||||
from datetime import datetime
|
||||
from typing import Any, Dict
|
||||
import time
|
||||
from datetime import datetime, timezone
|
||||
from typing import Any
|
||||
|
||||
import httpx
|
||||
|
||||
@@ -12,48 +20,158 @@ logger = logging.getLogger("market_adapter")
|
||||
|
||||
|
||||
class MarketDataAdapter(BaseAdapter):
|
||||
"""Concrete adapter for a market data provider (e.g., Alpha Vantage, Polygon, Yahoo)."""
|
||||
"""Abstract interface for market data providers.
|
||||
|
||||
def __init__(self, api_key: str = "", base_url: str = ""):
|
||||
self.api_key = api_key
|
||||
self.base_url = base_url
|
||||
Subclasses implement fetch() for their specific market data API.
|
||||
"""
|
||||
|
||||
def source_type(self) -> str:
|
||||
return "market_api"
|
||||
|
||||
async def fetch(self, ticker: str, config: Dict[str, Any]) -> AdapterResult:
|
||||
endpoint = config.get("endpoint", "/v2/aggs/ticker/{ticker}/prev")
|
||||
url = f"{self.base_url}{endpoint.format(ticker=ticker)}"
|
||||
params = config.get("params", {})
|
||||
if self.api_key:
|
||||
params["apiKey"] = self.api_key
|
||||
|
||||
class PolygonMarketAdapter(MarketDataAdapter):
|
||||
"""Concrete adapter for the Polygon.io REST API.
|
||||
|
||||
Supports:
|
||||
- Previous-day aggregate bars (/v2/aggs/ticker/{ticker}/prev)
|
||||
- Grouped daily bars (/v2/aggs/grouped/locale/us/market/stocks/{date})
|
||||
- Ticker details (/v3/reference/tickers/{ticker})
|
||||
|
||||
The endpoint is selected via the source config's "endpoint" field,
|
||||
defaulting to previous-day bars.
|
||||
"""
|
||||
|
||||
PREV_BARS = "/v2/aggs/ticker/{ticker}/prev"
|
||||
RANGE_BARS = "/v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from_date}/{to_date}"
|
||||
TICKER_DETAILS = "/v3/reference/tickers/{ticker}"
|
||||
|
||||
def __init__(self, api_key: str, base_url: str = "https://api.polygon.io") -> None:
|
||||
self.api_key: str = api_key
|
||||
self.base_url: str = base_url.rstrip("/")
|
||||
|
||||
async def fetch(self, ticker: str, config: dict[str, Any]) -> AdapterResult:
|
||||
"""Fetch market data from Polygon.io for a given ticker.
|
||||
|
||||
Config options:
|
||||
endpoint: One of "prev_bars" (default), "range_bars", "ticker_details"
|
||||
multiplier: Bar multiplier for range queries (default 1)
|
||||
timespan: Bar timespan for range queries (default "day")
|
||||
from_date: Start date for range queries (YYYY-MM-DD)
|
||||
to_date: End date for range queries (YYYY-MM-DD)
|
||||
adjusted: Whether bars are adjusted for splits (default true)
|
||||
"""
|
||||
endpoint_key = config.get("endpoint", "prev_bars")
|
||||
url, params = self._build_request(ticker, endpoint_key, config)
|
||||
|
||||
async with httpx.AsyncClient(timeout=30) as client:
|
||||
t0 = time.monotonic()
|
||||
try:
|
||||
resp = await client.get(url, params=params)
|
||||
elapsed_ms = (time.monotonic() - t0) * 1000
|
||||
resp.raise_for_status()
|
||||
|
||||
raw = resp.content
|
||||
data = resp.json()
|
||||
content_hash = hashlib.sha256(raw).hexdigest()
|
||||
|
||||
items = data.get("results", [data]) if isinstance(data, dict) else data
|
||||
items = self._extract_items(data, endpoint_key)
|
||||
|
||||
return AdapterResult(
|
||||
source_type="market_api",
|
||||
ticker=ticker,
|
||||
items=items if isinstance(items, list) else [items],
|
||||
items=items,
|
||||
raw_payload=raw,
|
||||
content_hash=content_hash,
|
||||
fetched_at=datetime.utcnow(),
|
||||
fetched_at=datetime.now(timezone.utc),
|
||||
http_status=resp.status_code,
|
||||
response_time_ms=round(elapsed_ms, 1),
|
||||
metadata={
|
||||
"provider": "polygon",
|
||||
"endpoint": endpoint_key,
|
||||
"results_count": data.get("resultsCount", len(items)),
|
||||
"request_id": data.get("request_id", ""),
|
||||
},
|
||||
)
|
||||
except httpx.HTTPStatusError as e:
|
||||
elapsed_ms = (time.monotonic() - t0) * 1000
|
||||
logger.error("Polygon HTTP error for %s: %s", ticker, e)
|
||||
return self._error_result(
|
||||
ticker, str(e), elapsed_ms,
|
||||
http_status=e.response.status_code if e.response else None,
|
||||
raw=e.response.content if e.response else b"",
|
||||
)
|
||||
except httpx.TimeoutException as e:
|
||||
elapsed_ms = (time.monotonic() - t0) * 1000
|
||||
logger.error("Polygon timeout for %s: %s", ticker, e)
|
||||
return self._error_result(ticker, f"timeout: {e}", elapsed_ms)
|
||||
except Exception as e:
|
||||
logger.error(f"Market fetch failed for {ticker}: {e}")
|
||||
return AdapterResult(
|
||||
source_type="market_api",
|
||||
ticker=ticker,
|
||||
items=[],
|
||||
raw_payload=b"",
|
||||
content_hash="",
|
||||
fetched_at=datetime.utcnow(),
|
||||
error=str(e),
|
||||
)
|
||||
elapsed_ms = (time.monotonic() - t0) * 1000
|
||||
logger.error("Polygon fetch failed for %s: %s", ticker, e)
|
||||
return self._error_result(ticker, str(e), elapsed_ms)
|
||||
|
||||
def _build_request(
|
||||
self, ticker: str, endpoint_key: str, config: dict[str, Any]
|
||||
) -> tuple[str, dict[str, str]]:
|
||||
"""Build the URL and query params for a Polygon request."""
|
||||
params: dict[str, str] = {"apiKey": self.api_key}
|
||||
|
||||
if endpoint_key == "range_bars":
|
||||
multiplier = str(config.get("multiplier", 1))
|
||||
timespan = config.get("timespan", "day")
|
||||
from_date = config.get("from_date", "")
|
||||
to_date = config.get("to_date", "")
|
||||
path = self.RANGE_BARS.format(
|
||||
ticker=ticker,
|
||||
multiplier=multiplier,
|
||||
timespan=timespan,
|
||||
from_date=from_date,
|
||||
to_date=to_date,
|
||||
)
|
||||
if config.get("adjusted") is not None:
|
||||
params["adjusted"] = str(config["adjusted"]).lower()
|
||||
if config.get("sort"):
|
||||
params["sort"] = config["sort"]
|
||||
if config.get("limit"):
|
||||
params["limit"] = str(config["limit"])
|
||||
elif endpoint_key == "ticker_details":
|
||||
path = self.TICKER_DETAILS.format(ticker=ticker)
|
||||
else:
|
||||
# Default: previous-day bars
|
||||
path = self.PREV_BARS.format(ticker=ticker)
|
||||
if config.get("adjusted") is not None:
|
||||
params["adjusted"] = str(config["adjusted"]).lower()
|
||||
|
||||
return f"{self.base_url}{path}", params
|
||||
|
||||
def _extract_items(self, data: dict[str, Any], endpoint_key: str) -> list[dict[str, Any]]:
|
||||
"""Extract the relevant items list from a Polygon response."""
|
||||
if endpoint_key == "ticker_details":
|
||||
results = data.get("results", {})
|
||||
return [results] if isinstance(results, dict) and results else []
|
||||
|
||||
# Aggregate endpoints return results as a list
|
||||
results = data.get("results", [])
|
||||
if isinstance(results, list):
|
||||
return results
|
||||
return [results] if results else []
|
||||
|
||||
def _error_result(
|
||||
self,
|
||||
ticker: str,
|
||||
error: str,
|
||||
elapsed_ms: float,
|
||||
http_status: int | None = None,
|
||||
raw: bytes = b"",
|
||||
) -> AdapterResult:
|
||||
"""Build an error AdapterResult."""
|
||||
return AdapterResult(
|
||||
source_type="market_api",
|
||||
ticker=ticker,
|
||||
items=[],
|
||||
raw_payload=raw,
|
||||
content_hash="",
|
||||
fetched_at=datetime.now(timezone.utc),
|
||||
error=error,
|
||||
http_status=http_status,
|
||||
response_time_ms=round(elapsed_ms, 1),
|
||||
metadata={"provider": "polygon"},
|
||||
)
|
||||
|
||||
Reference in New Issue
Block a user