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.
financefeast
is available from pypi so you can install it as usual:
$ pip install financefeast
The API reference documentation can be found here
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 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")
from financefeast import Rest
client = Rest(token="SOME_TOKEN")
print(client.tickers().data)
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 your token. Returns 'true' if valid and not expired, otherwise 'false'
Query params : None
print(client.validate())
Check API health.
Query params : None
print(client.alive())
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"))
Get a list of supported tickers
Query params :
- exchange: string ; limit tickers to this exchange
print(client.tickers().data)
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"))
Get a list of supported exchanges
Query params : None
print(client.exchange().data)
Get the current status of the exchange, either open or closed.
- exchange: string ; query this exchange
print(client.exchange_status(exchange="nzx"))
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"))
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"))
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'))
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'))
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'))
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))
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'))
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'))
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'))
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'))
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'))
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'))
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'))
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))
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))
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))
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))
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))
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.
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()
- 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.
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
None at this time.
python setup.py bdist_wheel
pip install /path/to/wheelfile.whl
PRs are more than welcome! Please include tests for your changes :)
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 |