Utilities for interacting with FactSet APIs.
Project description
FactSet SDK Utilities for Python
This repository contains a collection of utilities that supports FactSet's SDK in Python and facilitate usage of FactSet APIs.
Installation
Poetry
poetry add fds.sdk.utils
pip
pip install fds.sdk.utils
Conda
conda install factset::fds.sdk.utils
Usage
This library contains multiple modules, sample usage of each module is below.
Authentication
First, you need to create the OAuth 2.0 client configuration that will be used to authenticate against FactSet's APIs:
- Create a new application on FactSet's Developer Portal.
- When prompted, download the configuration file and move it to your development environment.
from fds.sdk.utils.authentication import ConfidentialClient
import requests
# The ConfidentialClient instance should be reused in production environments.
client = ConfidentialClient(
config_path='/path/to/config.json'
)
res = requests.get(
'https://api.factset.com/analytics/lookups/v3/currencies',
headers={
'Authorization': 'Bearer ' + client.get_access_token()
})
print(res.text)
Configure a Proxy
You can pass proxy settings to the ConfidentialClient if necessary.
The proxy
parameter takes a URL to tell the request library which proxy should be used.
If necessary it is possible to set custom proxy_headers
as dictionary.
from fds.sdk.utils.authentication import ConfidentialClient
client = ConfidentialClient(
config_path='/path/to/config.json',
proxy="http://secret:password@localhost:5050",
proxy_headers={
"Custom-Proxy-Header": "Custom-Proxy-Header-Value"
}
)
Custom SSL Certificate
If you have proxies or firewalls which are using custom TLS certificates,
you are able to pass a custom pem file (ssl_ca_cert
parameter) so that the
request library is able to verify the validity of that certificate. If a
ca cert is passed it is validated regardless if verify_ssl
is set to false.
With verify_ssl
it is possible to disable the verifications of certificates.
Disabling the verification is not recommended, but it might be useful during
local development or testing
from fds.sdk.utils.authentication import ConfidentialClient
client = ConfidentialClient(
config_path='/path/to/config.json',
verify_ssl=True,
ssl_ca_cert='/path/to/ca.pem'
)
Request Retries
In case the request retry behaviour should be customized, it is possible to pass a urllib3.Retry
object to
the ConfidentialClient
.
from urllib3 import Retry
from fds.sdk.utils.authentication import ConfidentialClient
client = ConfidentialClient(
config_path='/path/to/config.json',
retry=Retry(
total=5,
backoff_factor=0.1,
status_forcelist=[500, 502, 503, 504]
)
)
Modules
Information about the various utility modules contained in this library can be found below.
Authentication
The authentication module provides helper classes that facilitate OAuth 2.0 authentication and authorization with FactSet's APIs. Currently the module has support for the client credentials flow.
Each helper class in the module has the following features:
- Accepts a configuration file or
dict
that contains information about the OAuth 2.0 client, including the client ID and private key. - Performs authentication with FactSet's OAuth 2.0 authorization server and retrieves an access token.
- Caches the access token for reuse and requests a new access token as needed when one expires.
- In order for this to work correctly, the helper class instance should be reused in production environments.
Configuration
Classes in the authentication module require OAuth 2.0 client configuration information to be passed to constructors
through a JSON-formatted file or a dict
. In either case the format is the same:
{
"name": "Application name registered with FactSet's Developer Portal",
"clientId": "OAuth 2.0 Client ID registered with FactSet's Developer Portal",
"clientAuthType": "Confidential",
"owners": [
"USERNAME-SERIAL"
],
"jwk": {
"kty": "RSA",
"use": "sig",
"alg": "RS256",
"kid": "Key ID",
"d": "ECC Private Key",
"n": "Modulus",
"e": "Exponent",
"p": "First Prime Factor",
"q": "Second Prime Factor",
"dp": "First Factor CRT Exponent",
"dq": "Second Factor CRT Exponent",
"qi": "First CRT Coefficient"
}
}
If you're just starting out, you can visit FactSet's Developer Portal to create a new application and download a configuration file in this format.
If you're creating and managing your signing key pair yourself, see the required JWK parameters for public-private key pairs.
Debugging
This library uses the logging module to log various messages that will help you understand what it's doing. You can increase the log level to see additional debug information using standard conventions. For example:
logging.getLogger('fds.sdk.utils').setLevel(logging.DEBUG)
or
logging.getLogger('fds.sdk.utils.authentication').setLevel(logging.DEBUG)
Contributing
Please refer to the contributing guide.
Copyright
Copyright 2022 FactSet Research Systems Inc
Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.
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