financefeast 0.0.31

A client library for Financefeast API

Financefeast

A client library to call the Financefeast API

Note: this is alpha quality code still, the API may change, and things may fall apart while you try it.

Quick start

Installation

financefeast is available from pypi so you can install it as usual:

$ pip install financefeast

API Reference

The API reference documentation can be found here

Rest Client

Usage

To authenticate to the API you must supply your API authentication token which can be obtained from your API Dashboard

The token can be supplied by either:

• Passing your token when creating an instance of Financefeast as

  client = Rest(token="SOME TOKEN")
  

• As an environment variable FF-TOKEN

  FF-TOKEN="SOME TOKEN"
  client = Rest()
  

Client Credentials (DEPRECIATED)

Client credentials using the client ID and client Secret are depreciated and will be removed from a future release. You can at the present time use this authentication method to allow time to upgrade your applications.

NOTE: When using the new API authentication tokens, you no longer need to login to the API.

You must supply one of either :

• Your client id and client secret. You can do this one of two ways, either when you create an instance of Financefeast by passing client_id and client_secret as args.

  client = Rest(client_id="SOME ID", client_secret="SOME SECRET")
  

  or

  Using environment variables

  FF-CLIENT-ID and FF-CLIENT-SECRET
  

  and then

  client = Rest()
  

• A valid access token

  client = Rest(token="SOME ACCESS TOKEN")
  

Example

from financefeast import Rest

client = Rest(token="SOME_TOKEN")
print(client.tickers().data)

Endpoints

Notes:

• For endpoints that have date query parameters, if these are not passed then the default will be the current day, except for financial endpoints where the date will default to the current calendar year.
• Ticker query parameter can either be a symbol or uuid4 string. The uuid4 string is explict, where the symbol could be in multiple exchanges. If the exchange query parameter is also passed with symbol, then that would be explict also.

validate

Validate your token. Returns 'true' if valid and not expired, otherwise 'false'
Query params : None

print(client.validate())

alive

Check API health.
Query params : None

print(client.alive())

usage

Get account endpoint usage by endpoint, and count by day
Query params :

• date_from: string ; date range start in format YYYY-MM-DD
• date_to: string ; date range end in format YYYY-MM-DD

print(client.usage(date_from="2021-04-01"))

tickers

Get a list of supported tickers
Query params :

• exchange: string ; limit tickers to this exchange

print(client.tickers().data)

tickers_search

Get a list of supported tickers
Query params :

• search_str: string ; search for a ticker symbol, uuid4 or company name. Partials will match and case insensitive
• exchange: string ; limit tickers to this exchange

print(client.tickers_search(search_str="1d72e892-7336-4097-a762-7a9680111721"))

exchange

Get a list of supported exchanges
Query params : None

print(client.exchange().data)

exchange_status

Get the current status of the exchange, either open or closed.

• exchange: string ; query this exchange

print(client.exchange_status(exchange="nzx"))

social_sentiment

Get social media sentiment for ticker
Query params :

• ticker: string ; symbol or uuid4 of stock to return prices (required)
• date_from: string ; date range start in format YYYY-MM-DD
• date_to: string ; date range end in format YYYY-MM-DD
• exchange: string ; exchange ticker is member of
• platform: string ; limit search to a social media platform, eg twitter

print(client.social_sentiment(ticker="air.nz", date_from="2021-01-01", date_to="2021-02-01"))

cpi

Get "consumer price index" data
Query params :

• date_from: string ; date range start in format YYYY-MM-DD
• date_to: string ; date range end in format YYYY-MM-DD
• year: string ; year to search data for in format YYYY

print(client.cpi(date_from="2021-01-01", date_to="2021-02-01"))

### announcement
Get company announcements for ticker<br>
Query params :
* ticker: string ; symbol or uuid4 of stock to return prices (required)
* date_from: string ; date range start in format YYYY-MM-DD
* date_to: string ; date range end in format YYYY-MM-DD
* exchange: string ; exchange ticker is member of
* year: string ; year to search data for in format YYYY
```python
print(client.announcement(ticker="air.nz", date_from="2021-01-01", date_to="2021-02-01"))

eod

Get "end of day" prices for ticker
Query params :

• ticker: string ; symbol or uuid4 of stock to return prices (required)
• date_from: string ; date range start in format YYYY-MM-DD
• date_to: string ; date range end in format YYYY-MM-DD
• exchange: string ; exchange ticker is member of
• interval: string ; date time interval

print(client.eod('air.nz', date_from='2020-11-01', date_to='2020-11-29'))

intraday

Get "intraday" prices for ticker
Query params :

• ticker: string ; symbol or uuid4 of stock to return prices (required)
• datetime_from: string ; date range start in format YYYY-MM-DD : hh:mm:ss
• datetime_to: string ; date range end in format YYYY-MM-DD : hh:mm:ss
• exchange: string ; exchange ticker is member of
• interval: string ; date time interval

print(client.intraday('air.nz', datetime_from='2020-11-01', datetime_to='2020-11-29'))

last

Get "last" price record for ticker
Query params :

• ticker: string ; symbol or uuid4 of stock to return prices (required)
• exchange: string ; exchange ticker is member of

print(client.last('air.nz'))

orderbook

Get an "orderbook" showing level 2 data for a ticker Query params :

• ticker: string ; symbol or uuid4 of stock to return prices (required)
• condensed: bool ; true for condensed orderbook or false for full. defaults to true to return a condensed response
• exchange: string ; exchange ticker is member of

print(client.orderbook('air.nz', condensed=False))

sma

Get "sma" prices and simple moving average for ticker
Query params :

• ticker: string ; symbol or uuid4 of stock to return prices (required)
• datetime_from: string ; date range start in format YYYY-MM-DD : hh:mm:ss
• datetime_to: string ; date range end in format YYYY-MM-DD : hh:mm:ss
• exchange: string ; exchange ticker is member of
• interval: string ; date time interval
• window: list ; list of integers for the sma look-back window

print(client.sma('air.nz', datetime_from='2021-08-01', datetime_to='2021-08-05'))

ema

Get "ema" prices and exponential moving average for ticker
Query params :

• ticker: string ; symbol or uuid4 of stock to return prices (required)
• datetime_from: string ; date range start in format YYYY-MM-DD : hh:mm:ss
• datetime_to: string ; date range end in format YYYY-MM-DD : hh:mm:ss
• exchange: string ; exchange ticker is member of
• interval: string ; date time interval
• window: list ; list of integers for the ema look-back window

print(client.ema('air.nz', datetime_from='2020-11-01', datetime_to='2020-11-29'))

macd

Get "macd" prices and moving average convergence divergence for ticker
Query params :

• ticker: string ; symbol or uuid4 of stock to return prices (required)
• datetime_from: string ; date range start in format YYYY-MM-DD : hh:mm:ss
• datetime_to: string ; date range end in format YYYY-MM-DD : hh:mm:ss
• exchange: string ; exchange ticker is member of
• interval: string ; date time interval

print(client.macd('air.nz', datetime_from='2020-11-01', datetime_to='2020-11-29'))

rsi

Get "rsi" prices and relative strength indicator for ticker
Query params :

• ticker: string ; symbol or uuid4 of stock to return prices (required)
• datetime_from: string ; date range start in format YYYY-MM-DD : hh:mm:ss
• datetime_to: string ; date range end in format YYYY-MM-DD : hh:mm:ss
• exchange: string ; exchange ticker is member of
• interval: string ; date time interval
• window: list ; list of integers for the rsi look-back window

print(client.rsi('air.nz', datetime_from='2020-11-01', datetime_to='2020-11-29'))

adx

Get "adx" prices and average directional index for ticker
Query params :

• ticker: string ; symbol or uuid4 of stock to return prices (required)
• datetime_from: string ; date range start in format YYYY-MM-DD : hh:mm:ss
• datetime_to: string ; date range end in format YYYY-MM-DD : hh:mm:ss
• exchange: string ; exchange ticker is member of
• interval: string ; date time interval
• window: integer ; integer for the adx first sliding look-back window
• window_adx: integer ; integer for the adx last sliding look-back window

print(client.adx('air.nz', datetime_from='2020-11-01', datetime_to='2020-11-29'))

bollinger

Get "bollinger" prices and bollinger band for ticker
Query params :

• ticker: string ; symbol or uuid4 of stock to return prices (required)
• datetime_from: string ; date range start in format YYYY-MM-DD : hh:mm:ss
• datetime_to: string ; date range end in format YYYY-MM-DD : hh:mm:ss
• exchange: string ; exchange ticker is member of
• interval: string ; date time interval
• window: list ; list of integers for the bollinger look-back window

print(client.bollinger('air.nz', datetime_from='2020-11-01', datetime_to='2020-11-29'))

stochastic

Get "stochastic" prices and stochastic oscillator for ticker
Query params :

• ticker: string ; symbol or uuid4 of stock to return prices (required)
• datetime_from: string ; date range start in format YYYY-MM-DD : hh:mm:ss
• datetime_to: string ; date range end in format YYYY-MM-DD : hh:mm:ss
• exchange: string ; exchange ticker is member of
• interval: string ; date time interval
• window: integer ; integer for the stochastic look-back window

print(client.stochastic('air.nz', datetime_from='2020-11-01', datetime_to='2020-11-29'))

cashflow

Get "cashflow" financial data for ticker
Query params :

• ticker: string ; symbol or uuid4 of stock to return data (required)
• date_from: string ; date range start in format YYYY-MM-DD
• date_to: string ; date range end in format YYYY-MM-DD
• year: string ; year to search data for in format YYYY
• exchange: string ; exchange ticker is member of

print(client.cashflow('air.nz', year=2020))

income

Get "income" financial data for ticker
Query params :

• ticker: string ; symbol or uuid4 of stock to return data (required)
• date_from: string ; date range start in format YYYY-MM-DD
• date_to: string ; date range end in format YYYY-MM-DD
• year: string ; year to search data for in format YYYY
• exchange: string ; exchange ticker is member of

print(client.income('air.nz', year=2020))

balance

Get "balance sheet" financial data for ticker
Query params :

• ticker: string ; symbol or uuid4 of stock to return data (required)
• date_from: string ; date range start in format YYYY-MM-DD
• date_to: string ; date range end in format YYYY-MM-DD
• year: string ; year to search data for in format YYYY
• exchange: string ; exchange ticker is member of

print(client.balance('air.nz', year=2020))

dividend

Get "dividend payout" data for ticker
Query params :

• ticker: string ; symbol or uuid4 of stock to return data (required)
• date_from: string ; date range start in format YYYY-MM-DD
• date_to: string ; date range end in format YYYY-MM-DD
• year: string ; year to search data for in format YYYY
• exchange: string ; exchange ticker is member of

print(client.dividend('air.nz', year=2020))

split

Get "split ratio" data for ticker
Query params :

• ticker: string ; symbol or uuid4 of stock to return data (required)
• date_from: string ; date range start in format YYYY-MM-DD
• date_to: string ; date range end in format YYYY-MM-DD
• year: string ; year to search data for in format YYYY
• exchange: string ; exchange ticker is member of

print(client.split('air.nz', year=2020))

Stream

The Stream client connects to the Financefeast Stream API using websockets. This is a feature of some of the paid subscription plans and streams in real-time price updates received from the exchange. It's as real-time as you can get.

Usage

Instantiate the class Stream, passing in parameters token and a callback object on_data. The callback object or method will be passed the received data from the Stream API in json format. If no callback method is passed data will be logged to stdout as a string.

from financefeast.stream import Stream, EnvironmentsStream

def on_data(stream, data):
    print(data)

client = Stream(token='your_api_token', on_data=on_data, environment=EnvironmentsStream.local)
client.connect()

Notes

• The Stream class will auto-reconnect on a dropped connection.
• It will authenticate to the Stream API and if unsuccessful the Stream API will drop the socket and return an error to the client.
• It will run forever until terminated.
• All subscription plans have a maximum concurrent streams limit. If you attempt to open a stream above your limit it will be rejected with an error message.

Features of the Client

All API endpoints are supported, plus detection of ratelimiting. Streaming is also included.

Supported now:

• All routes
• Rate limit aware
• Authorization
• Streaming via websockets

Future:

• Backoff when approaching rate limit thresholds

Limitations and known issues

None at this time.

Developing and contributing

Building wheel

python setup.py bdist_wheel

Installing wheel

pip install /path/to/wheelfile.whl

PRs are more than welcome! Please include tests for your changes :)

History

Version	Description
0.0.31	- Stream environment update for production
0.0.30	- Stream environment update
0.0.29	- Updated stream endpoint paths
0.0.28	- Stream class added to consume Financefeast Stream API
0.0.27	- Client credentials depreciated. Now using API authentication tokens for authentication to the API.
0.0.26	- Added company announcements 'announcement' endpoint.
0.0.25	- Refactored 'exchanges' method to 'exchange' to align with actual API endpoint - Corrected all technical indicator methods datetime_from and datetime_to parameters. These were not passing the correct parameter names to the API
0.0.24	- Added 'cpi' method for the new consumer price index API endpoint