119 lines
4.5 KiB
Python
119 lines
4.5 KiB
Python
from fastapi import APIRouter, Depends, HTTPException, Query
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from pathlib import Path
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import pandas as pd
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import logging
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from typing import List, Dict, Any
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import json
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from quote_db import QuoteDatabase
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from quote_service import QuoteService
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from quote_contracts import (
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FetchQuoteRequest, FetchQuoteResponse,
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ListSymbolsRequest, ListSymbolsResponse,
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ListDatesRequest, ListDatesResponse,
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ListSessionRequest, ListSessionResponse,
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IngestRequest, IngestResponse,
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FetchBrokersResponse, FetchDataResponse,
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BrokersSymbolsResponse, IngestAllRequest, IngestAllResponse,
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# QuoteDataRecord
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)
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router = APIRouter()
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def get_db():
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db = QuoteDatabase("quotes.db")
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try:
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yield db
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finally:
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db.conn.close()
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def get_service(db: QuoteDatabase = Depends(get_db)):
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return QuoteService(db=db)
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@router.post("/ingestall", response_model = IngestAllResponse)
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def ingest_archives(request: IngestAllRequest, service: QuoteService = Depends(get_service)):
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return service.ingest_archives_from_folder(request)
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@router.post("/ingest", response_model=IngestResponse)
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def ingest_quotes(request: IngestRequest, service: QuoteService = Depends(get_service)):
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return service.ingest_archive(request)
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@router.get("/data")
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async def get_data(
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broker_a: str = Query(...),
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symbol_a: str = Query(...),
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broker_b: str = Query(...),
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symbol_b: str = Query(...),
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service: QuoteService = Depends(get_service)
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):
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df_a, df_b, last_data_points, markable_records = service.get_data(broker_a, symbol_a, broker_b, symbol_b)
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combined_data = pd.concat([df_a, df_b], ignore_index=True) if not df_a.empty or not df_b.empty else pd.DataFrame()
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dataset_source = combined_data.to_dict(orient='records') if not combined_data.empty else []
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records: List[Dict[str, Any]] = []
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timestamps = set()
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for record in dataset_source:
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timestamp = record["timestamp"]
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if timestamp not in timestamps:
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records.append({
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"askA": record["ask"] if record["broker"] == broker_a else None,
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"bidA": record["bid"] if record["broker"] == broker_a else None,
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"midlineA": record["midline"] if record["broker"] == broker_a else None,
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"spreadA": record["spread"] if record["broker"] == broker_a else None,
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"directionA": record["direction"] if record["broker"] == broker_a else None,
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"askB": record["ask"] if record["broker"] == broker_b else None,
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"bidB": record["bid"] if record["broker"] == broker_b else None,
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"midlineB": record["midline"] if record["broker"] == broker_b else None,
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"spreadB": record["spread"] if record["broker"] == broker_b else None,
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"directionB": record["direction"] if record["broker"] == broker_b else None,
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"timestamp": timestamp
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})
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timestamps.add(timestamp)
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response_data = {
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"records": records,
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"brokerA": broker_a,
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"symbolA": symbol_a,
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"brokerB": broker_b,
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"symbolB": symbol_b,
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"lastDataPoints": last_data_points,
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"markableRecords": markable_records
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}
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print(f"Response data size: {len(response_data['records'])} records, lastDataPoints: {len(last_data_points)}, markableRecords: {len(markable_records)}")
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print(f"Response data sample: {json.dumps(response_data, default=str)[:500]}...")
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return response_data
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@router.get("/brokers", response_model=FetchBrokersResponse)
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def get_all_brokers(service: QuoteService = Depends(get_service)):
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return service.get_all_brokers()
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@router.post("/symbols", response_model=ListSymbolsResponse)
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def get_symbols(request: ListSymbolsRequest, service: QuoteService = Depends(get_service)):
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return service.get_symbols(request)
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@router.post("/dates", response_model=ListDatesResponse)
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def get_dates(request: ListDatesRequest, service: QuoteService = Depends(get_service)):
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return service.get_dates(request)
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@router.post("/sessions", response_model=ListSessionResponse)
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def get_sessions(request: ListSessionRequest, service: QuoteService = Depends(get_service)):
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return service.get_sessions(request)
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@router.post("/quotes", response_model=FetchQuoteResponse)
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def get_quotes(request: FetchQuoteRequest, service: QuoteService = Depends(get_service)):
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return service.get_quotes(request)
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@router.get("/brokers&symbols", response_model=BrokersSymbolsResponse)
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def get_brokers_and_symbols(service: QuoteService = Depends(get_service)):
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return service.get_brokers_and_symbols()
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