diff --git a/LICENSE b/LICENSE --- a/LICENSE +++ b/LICENSE @@ -1,4 +1,4 @@ -Copyright David Bouchare (c) 2018 +Copyright David Bouchare, Kristian Sällberg (c) 2018 All rights reserved. diff --git a/README.md b/README.md --- a/README.md +++ b/README.md @@ -1,34 +1,43 @@ -# stocks +# stocks Haskell library for the IEX trading API. -Example: +Example: ```haskell -{-# LANGUAGE RecordWildCards #-} +stack build && stack ghci -import Net.Stocks +> getCompany "aapl" -comp :: String -comp = "AAPL" +Just (Company {symbol = "AAPL", + companyName = "Apple Inc.", + exchange = "Nasdaq Global Select", + industry = "Computer Hardware", + website = "http://www.apple.com", + description = "Apple Inc is designs ...", + ceo = "Timothy D. Cook", + issueType = "cs", + sector = "Technology"}) -main :: IO () -main = do - resp <- getData comp QueryStocks - case resp of - Nothing -> putStrLn "No data for that company" - Just (Stock{..}) -> do - putStrLn $ "Stock value: " ++ show latestPrice +> getPrice "dps" + +Just 120.36 ``` -Which should show: +Please see the HUnit test for a complete example +of all API calls. +## How to run test suite ``` -Stock value: +stack test ``` -### Attribution +## Contribute + +For any problems, comments, or feedback please create an issue [here on GitHub](https://github.com/dabcoder/stocks/issues). + +### Attribution If you redistribute our API data: -* Cite IEX using the following text and link: “Data provided for free by [IEX](https://iextrading.com/developer).” +* Cite IEX using the following text and link: “Data provided for free by [IEX](https://iextrading.com/developer).” * Provide a link to https://iextrading.com/api-exhibit-a in your terms of service. diff --git a/Tests/Main.hs b/Tests/Main.hs new file mode 100644 --- /dev/null +++ b/Tests/Main.hs @@ -0,0 +1,124 @@ +module Main where + +import Net.IEX.Previous +import Test.HUnit +import Net.Stocks + +import qualified Data.ByteString.Lazy.Char8 as L8 +import qualified Net.IEX.Stats as XS + +main :: IO Counts +main = runTestTT tests + +tests = TestList [TestLabel "" testChart, + TestLabel "" testCompany, + TestLabel "" testDelayedQuote, + TestLabel "" testDelayedDividend, + TestLabel "" testEarnings, + TestLabel "" testEffectiveSpread, + TestLabel "" testFinancials, + TestLabel "" testStats, + TestLabel "" testNewsItem, + TestLabel "" testOHLC, + TestLabel "" testPeers, + TestLabel "" testPrevious, + TestLabel "" testPrice, + TestLabel "" testQuote, + TestLabel "" testRelevant, + TestLabel "" testSplit, + TestLabel "" testVolumeByVenue, + TestLabel "" testTypeQuery1, + TestLabel "" testBatch, + TestLabel "" testMultiBatch1, + TestLabel "" testMultiBatch2, + TestLabel "" testCorrectCompanyName, + TestLabel "" testMarket, + TestLabel "" testIntraDayStats, + TestLabel "" testRecentStats, + TestLabel "" testRecordStats, + -- TestLabel "" testHistDailyStats + TestLabel "" testBook, + TestLabel "" testTS + ] + +testChart = TestCase (do result <- getChart "aapl" + assertBool "desc" (result /= Nothing)) +testCompany = TestCase (do result <- getCompany "aapl" + assertBool "desc" (result /= Nothing)) +testDelayedQuote = TestCase (do result <- getDelayedQuote "aapl" + assertBool "desc" (result /= Nothing)) +testDelayedDividend = TestCase (do result <- getDelayedDividend "aapl" + assertBool "desc" (result /= Nothing)) +testEarnings = TestCase (do result <- getEarnings "aapl" + assertBool "desc" (result /= Nothing)) +testEffectiveSpread = TestCase (do result <- getEffectiveSpread "aapl" + assertBool "desc" (result /= Nothing)) +testFinancials = TestCase (do result <- getFinancials "aapl" + assertBool "desc" (result /= Nothing)) +testStats = TestCase (do result <- getStats "aapl" + assertBool "desc" (result /= Nothing)) +testNewsItem = TestCase (do result <- getNewsItem "aapl" + assertBool "desc" (result /= Nothing)) +testOHLC = TestCase (do result <- getOHLC "aapl" + assertBool "desc" (result /= Nothing)) +testPeers = TestCase + (do result <- getPeers "aapl" + assertEqual "get the correct peers for AAPL" result + (L8.pack "[\"MSFT\",\"NOK\",\"IBM\",\"HPQ\",\"GOOGL\",\"BB\",\"XLK\"]")) +testPrevious = TestCase (do result <- getPrevious "aapl" + assertBool "desc" (result /= Nothing)) +testPrice = TestCase (do result <- getPrice "aapl" + assertBool "" (result /= Nothing)) +testQuote = TestCase (do result <- getQuote "aapl" + assertBool "desc" (result /= Nothing)) +testRelevant = TestCase (do result <- getRelevant "aapl" + assertBool "desc" (result /= Nothing)) +testSplit = TestCase (do result <- getSplit "aapl" + assertBool "desc" (result /= Nothing)) +testVolumeByVenue = TestCase (do result <- getVolumeByVenue "aapl" + assertBool "desc" (result /= Nothing)) +testTypeQuery1 = TestCase (assertEqual "" "types=news,ohlc" + (typeQuery [NewsQuery, OHLCQuery])) +testBatch = TestCase + (do result <- getBatchCompany "aapl" [StatsQuery, NewsQuery, CompanyQuery] + assertBool "" (result /= Nothing)) + +testMultiBatch1 = TestCase + (do result <- getBatch ["fb"] [OHLCQuery] + assertBool "" (result /= Nothing)) + +testMultiBatch2 = TestCase + (do result <- getBatch ["dps", "fb"] [OHLCQuery, CompanyQuery] + assertBool "" (result /= Nothing)) + +-- fail +testCorrectCompanyName = TestCase + (do result <- getBatchCompany "aapl" [StatsQuery, NewsQuery, CompanyQuery] + assertEqual "" (pickCompanyName result) "Apple Inc.") + +pickCompanyName :: Maybe Batch -> String +pickCompanyName (Just (Batch {stats = st})) = pickCompanyName' st + +pickCompanyName' :: Maybe XS.Stats -> String +pickCompanyName' (Just (XS.Stats {XS.companyName = cname})) = cname + +testMarket = TestCase (do result <- getMarket + assertBool "" (result /= Nothing)) + +testIntraDayStats = TestCase (do result <- getIntraDayStats + assertBool "" (result /= Nothing)) + +testRecentStats = TestCase (do result <- getRecentStats + assertBool "" (result /= Nothing)) + +testRecordStats = TestCase (do result <- getRecordStats + assertBool "" (result /= Nothing)) + +testBook = TestCase (do result <- getBook "aapl" + assertBool "" (result /= Nothing)) + +testTS = TestCase (do result <- getTS "aapl" + assertBool "" (result /= Nothing)) + +-- testHistDailyStats = TestCase (do result <- getHistoricalDailyStats +-- assertBool "" (result /= Nothing)) diff --git a/src/Net/IEX/Book.hs b/src/Net/IEX/Book.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/Book.hs @@ -0,0 +1,32 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.Book (Book(..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics +import Net.IEX.Quote (Quote) + +data Book = Book { + quote :: Quote, + bids :: Maybe [Trade], -- FIXME: not sure of this type + asks :: Maybe [Trade], -- FIXME: not sure of this type + trades :: [Trade] +} deriving (Generic, Show, Eq) + +data Trade = Trade { + price :: Double, + size :: Integer, + tradeId :: Integer, + isISO :: Bool, + isOddLot :: Bool, + isOutsideRegularHours :: Bool, + isSinglePriceCross :: Bool, + isTradeThroughExempt :: Bool, + timestamp :: Integer +} deriving (Generic, Show, Eq) + +instance ToJSON Book +instance ToJSON Trade +instance FromJSON Book +instance FromJSON Trade diff --git a/src/Net/IEX/Chart.hs b/src/Net/IEX/Chart.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/Chart.hs @@ -0,0 +1,66 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.Chart (Chart(..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data Chart = Chart { + -- is only available on 1d chart. + minute :: Maybe String, + -- is only available on 1d chart. 15 minute delayed + marketAverage :: Maybe Double, + -- is only available on 1d chart. 15 minute delayed + marketNotional :: Maybe Double, + -- is only available on 1d chart. 15 minute delayed + marketNumberOfTrades :: Maybe Double, + -- is only available on 1d chart. 15 minute delayed + marketHigh :: Maybe Double, + -- is only available on 1d chart. 15 minute delayed + marketLow :: Maybe Double, + -- is only available on 1d chart. 15 minute delayed + marketVolume :: Maybe Double, + -- is only available on 1d chart. Percent change + -- of each interval relative to first value. 15 minute delayed + marketChangeOverTime :: Maybe Double, + -- is only available on 1d chart. + average :: Maybe Double, + -- is only available on 1d chart. + notional :: Maybe Double, + -- is only available on 1d chart. + numberOfTrades :: Maybe Double, + -- is only available on 1d chart, and only when chartSimplify is true. + -- The first element is the original number of points. + -- Second element is how many remain after simplification. + simplifyFactor :: Maybe [Integer], + -- is available on all charts. + high :: Double, + -- is available on all charts. + low :: Double, + -- is available on all charts. + volume :: Integer, + -- is available on all charts. A variable formatted version of + -- the date depending on the range. Optional convienience field. + label :: String, + -- is available on all charts. Percent change of each interval + -- relative to first value. Useful for comparing multiple stocks. + changeOverTime :: Double, + -- is not available on 1d chart. + date :: Maybe String, + -- is not available on 1d chart. + open :: Maybe Double, + -- is not available on 1d chart. + close :: Maybe Double, + -- is not available on 1d chart. + unadjustedVolume :: Maybe Integer, + -- is not available on 1d chart. + change :: Maybe Double, + -- is not available on 1d chart. + changePercent :: Maybe Double, + -- is not available on 1d chart. + vwap :: Maybe Double +} deriving (Generic, Show, Eq) + +instance ToJSON Chart +instance FromJSON Chart diff --git a/src/Net/IEX/Company.hs b/src/Net/IEX/Company.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/Company.hs @@ -0,0 +1,30 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.Company (Company(..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data Company = Company { + symbol :: String, + companyName :: String, + exchange :: String, + industry :: String, + website :: String, + description :: String, + ceo :: String, + issueType :: String, + sector :: String +} deriving (Generic, Show, Eq) + +customOptionsCompany = + defaultOptions { + fieldLabelModifier = let f "ceo" = "CEO" + f other = other + in f + } + +instance ToJSON Company +instance FromJSON Company where + parseJSON = genericParseJSON customOptionsCompany diff --git a/src/Net/IEX/DelayedQuote.hs b/src/Net/IEX/DelayedQuote.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/DelayedQuote.hs @@ -0,0 +1,20 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.DelayedQuote (DelayedQuote(..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data DelayedQuote = DelayedQuote { + symbol :: String, + delayedPrice :: Double, + high :: Double, + low :: Double, + delayedSize :: Double, + delayedPriceTime :: Integer, + processedTime :: Integer +} deriving (Generic, Show, Eq) + +instance ToJSON DelayedQuote +instance FromJSON DelayedQuote diff --git a/src/Net/IEX/Dividend.hs b/src/Net/IEX/Dividend.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/Dividend.hs @@ -0,0 +1,30 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.Dividend (Dividend(..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data Dividend = Dividend { + exDate :: String, + paymentDate :: String, + recordDate :: String, + declaredDate :: String, + amount :: Double, + flag :: String, + dtype :: String, + qualified :: String, + indicated :: String +} deriving (Generic, Show, Eq) + +customOptionsDividend = + defaultOptions { + fieldLabelModifier = let f "dtype" = "type" + f other = other + in f + } + +instance ToJSON Dividend +instance FromJSON Dividend where + parseJSON = genericParseJSON customOptionsDividend diff --git a/src/Net/IEX/Earnings.hs b/src/Net/IEX/Earnings.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/Earnings.hs @@ -0,0 +1,39 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.Earnings (Earning(..), + Earnings(..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data Earning = Earning { + actualEPS :: Double, + consensusEPS :: Double, + estimatedEPS :: Double, + announceTime :: String, + numberOfEstimates :: Integer, + epsSurpriseDollar :: Double, + epsReportDate :: String, + fiscalPeriod :: String, + fiscalEndDate :: String +} deriving (Generic, Show, Eq) + +data Earnings = Earnings { + symbol :: String, + earnings :: [Earning] +} deriving (Generic, Show, Eq) + +customOptionsEarning = + defaultOptions { + fieldLabelModifier = let f "epsSurpriseDollar" = "EPSSurpriseDollar" + f "epsReportDate" = "EPSReportDate" + f other = other + in f + } + +instance ToJSON Earnings +instance ToJSON Earning +instance FromJSON Earnings +instance FromJSON Earning where + parseJSON = genericParseJSON customOptionsEarning diff --git a/src/Net/IEX/EffectiveSpread.hs b/src/Net/IEX/EffectiveSpread.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/EffectiveSpread.hs @@ -0,0 +1,19 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.EffectiveSpread (EffectiveSpread(..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data EffectiveSpread = EffectiveSpread { + volume :: Integer, + venue :: String, + venueName :: String, + effectiveSpread :: Double, + effectiveQuoted :: Double, + priceImprovement :: Double +} deriving (Generic, Show, Eq) + +instance ToJSON EffectiveSpread +instance FromJSON EffectiveSpread diff --git a/src/Net/IEX/Financials.hs b/src/Net/IEX/Financials.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/Financials.hs @@ -0,0 +1,41 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.Financials (Financials(..), + Financial(..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data Financial = Financial { + reportDate :: String, + grossProfit :: Integer, + costOfRevenue :: Integer, + operatingRevenue :: Integer, + totalRevenue :: Integer, + operatingIncome :: Integer, + netIncome :: Integer, + researchAndDevelopment :: Integer, + operatingExpense :: Integer, + currentAssets :: Integer, + totalAssets :: Integer, + totalLiabilities :: Maybe Integer, + currentCash :: Integer, + currentDebt :: Integer, + totalCash :: Integer, + totalDebt :: Integer, + shareholderEquity :: Integer, + cashChange :: Integer, + cashFlow :: Integer, + operatingGainsLosses :: Maybe String +} deriving (Generic, Show, Eq) + +data Financials = Financials { + symbol :: String, + financials :: [Financial] +} deriving (Generic, Show, Eq) + +instance ToJSON Financial +instance ToJSON Financials +instance FromJSON Financial +instance FromJSON Financials diff --git a/src/Net/IEX/IntraDayStats.hs b/src/Net/IEX/IntraDayStats.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/IntraDayStats.hs @@ -0,0 +1,26 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.IntraDayStats (IntraDayStats(..), + IntraDaySub(..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data IntraDayStats = IntraDayStats { + volume :: IntraDaySub, + symbolsTraded :: IntraDaySub, + routedVolume :: IntraDaySub, + notional :: IntraDaySub, + marketShare :: IntraDaySub +} deriving (Generic, Show, Eq) + +data IntraDaySub = IntraDaySub { + value :: Maybe Double, + lastUpdated :: Integer +} deriving (Generic, Show, Eq) + +instance ToJSON IntraDayStats +instance ToJSON IntraDaySub +instance FromJSON IntraDayStats +instance FromJSON IntraDaySub diff --git a/src/Net/IEX/Market.hs b/src/Net/IEX/Market.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/Market.hs @@ -0,0 +1,22 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.Market (Market(..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data Market = Market { + mic :: String, + tapeId :: String, + venueName :: String, + volume :: Integer, + tapeA :: Integer, + tapeB :: Integer, + tapeC :: Integer, + marketPercent :: Double, + lastUpdated :: Integer +} deriving (Generic, Show, Eq) + +instance ToJSON Market +instance FromJSON Market diff --git a/src/Net/IEX/NewsItem.hs b/src/Net/IEX/NewsItem.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/NewsItem.hs @@ -0,0 +1,19 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.NewsItem (NewsItem(..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data NewsItem = NewsItem { + datetime :: String, + headline :: String, + source :: String, + url :: String, + summary :: String, + related :: String +} deriving (Generic, Show, Eq) + +instance ToJSON NewsItem +instance FromJSON NewsItem diff --git a/src/Net/IEX/OHLC.hs b/src/Net/IEX/OHLC.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/OHLC.hs @@ -0,0 +1,19 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.OHLC (OHLC(..)) where + +import Net.IEX.PriceTime + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data OHLC = OHLC { + open :: PriceTime, + close :: PriceTime, + high :: Double, + low :: Double +} deriving (Generic, Show, Eq) + +instance ToJSON OHLC +instance FromJSON OHLC diff --git a/src/Net/IEX/Previous.hs b/src/Net/IEX/Previous.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/Previous.hs @@ -0,0 +1,24 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.Previous (Previous(..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data Previous = Previous { + symbol :: String, + date :: String, + open :: Double, + high :: Double, + low :: Double, + close :: Double, + volume :: Integer, + unadjustedVolume :: Integer, + change :: Double, + changePercent :: Double, + vwap :: Double +} deriving (Generic, Show, Eq) + +instance ToJSON Previous +instance FromJSON Previous diff --git a/src/Net/IEX/PriceTime.hs b/src/Net/IEX/PriceTime.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/PriceTime.hs @@ -0,0 +1,15 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.PriceTime (PriceTime(..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data PriceTime = PriceTime { + price :: Double, + time :: Integer +} deriving (Generic, Show, Eq) + +instance ToJSON PriceTime +instance FromJSON PriceTime diff --git a/src/Net/IEX/Quote.hs b/src/Net/IEX/Quote.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/Quote.hs @@ -0,0 +1,49 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.Quote (Quote(..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data Quote = Quote { + symbol :: String, + companyName :: String, + primaryExchange :: String, + sector :: String, + calculationPrice :: String, + open :: Double, + openTime :: Integer, + close :: Double, + closeTime :: Integer, + high :: Double, + low :: Double, + latestPrice :: Double, + latestSource :: String, + latestTime :: String, + latestUpdate :: Integer, + latestVolume :: Integer, + iexRealtimePrice :: Maybe Double, + iexRealtimeSize :: Maybe Integer, + iexLastUpdated :: Maybe Integer, + delayedPrice :: Double, + delayedPriceTime :: Integer, + previousClose :: Double, + change :: Double, + changePercent :: Double, + iexMarketPercent :: Maybe Double, + iexVolume :: Maybe Integer, + avgTotalVolume :: Integer, + iexBidPrice :: Maybe Double, + iexBidSize :: Maybe Integer, + iexAskPrice :: Maybe Double, + iexAskSize :: Maybe Integer, + marketCap :: Integer, + peRatio :: Double, + week52High :: Double, + week52Low :: Double, + ytdChange :: Double +} deriving (Generic, Show, Eq) + +instance ToJSON Quote +instance FromJSON Quote diff --git a/src/Net/IEX/RecentStats.hs b/src/Net/IEX/RecentStats.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/RecentStats.hs @@ -0,0 +1,20 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.RecentStats (RecentStats(..)) where + +import Data.Either +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data RecentStats = RecentStats { + date :: String, + volume :: Integer, + routedVolume :: Integer, + marketShare :: Double, + isHalfday :: Bool, + litVolume :: Integer +} deriving (Generic, Show, Eq) + +instance ToJSON RecentStats +instance FromJSON RecentStats diff --git a/src/Net/IEX/RecordStats.hs b/src/Net/IEX/RecordStats.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/RecordStats.hs @@ -0,0 +1,27 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.RecordStats (RecordStats(..), + RecordStatsSub(..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data RecordStats = RecordStats { + volume :: RecordStatsSub, + symbolsTraded :: RecordStatsSub, + routedVolume :: RecordStatsSub, + notional :: RecordStatsSub +} deriving (Generic, Show, Eq) + +data RecordStatsSub = RecordStatsSub { + recordValue :: Double, + recordDate :: String, + previousDayValue :: Double, + avg30Value :: Double +} deriving (Generic, Show, Eq) + +instance ToJSON RecordStats +instance ToJSON RecordStatsSub +instance FromJSON RecordStats +instance FromJSON RecordStatsSub diff --git a/src/Net/IEX/Relevant.hs b/src/Net/IEX/Relevant.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/Relevant.hs @@ -0,0 +1,15 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.Relevant (Relevant(..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data Relevant = Relevant { + peers :: Bool, + symbols :: [String] +} deriving (Generic, Show, Eq) + +instance ToJSON Relevant +instance FromJSON Relevant diff --git a/src/Net/IEX/Split.hs b/src/Net/IEX/Split.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/Split.hs @@ -0,0 +1,20 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.Split (Split(..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data Split = Split { + exDate :: String, + declaredDate :: String, + recordDate :: String, + paymentDate :: String, + ratio :: Double, + toFactor :: Integer, + forFactor :: Integer +} deriving (Generic, Show, Eq) + +instance ToJSON Split +instance FromJSON Split diff --git a/src/Net/IEX/Stats.hs b/src/Net/IEX/Stats.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/Stats.hs @@ -0,0 +1,73 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.Stats (Stats (..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data Stats = Stats { + companyName :: String, + marketcap :: Integer, + beta :: Double, + week52high :: Double, + week52low :: Double, + week52change :: Double, + shortInterest :: Integer, + shortDate :: String, + dividendRate :: Double, + dividendYield :: Double, + exDividendDate :: String, + latestEPS :: Double, + latestEPSDate :: String, + sharesOutstanding :: Integer, + float :: Integer, + returnOnEquity :: Double, + consensusEPS :: Double, + numberOfEstimates :: Integer, + epsSurpriseDollar :: Maybe Double, + epsSurprisePercent :: Maybe Double, + symbol :: String, + ebitda :: Integer, + revenue :: Integer, + grossProfit :: Integer, + cash :: Integer, + debt :: Integer, + ttmEPS :: Double, + revenuePerShare :: Integer, + revenuePerEmployee :: Integer, + peRatioHigh :: Double, + peRatioLow :: Double, + returnOnAssets :: Double, + returnOnCapital :: Maybe Double, + profitMargin :: Double, + priceToSales :: Double, + priceToBook :: Double, + day200MovingAvg :: Double, + day50MovingAvg :: Double, + institutionPercent :: Double, + insiderPercent :: Maybe Double, + shortRatio :: Maybe Double, + year5ChangePercent :: Double, + year2ChangePercent :: Double, + year1ChangePercent :: Double, + ytdChangePercent :: Double, + month6ChangePercent :: Double, + month3ChangePercent :: Double, + month1ChangePercent :: Double, + day5ChangePercent :: Double, + day30ChangePercent :: Double +} deriving (Generic, Show, Eq) + +customOptionsStats = + defaultOptions { + fieldLabelModifier = let f "epsSurpriseDollar" = "EPSSurpriseDollar" + f "epsSurprisePercent" = "EPSSurprisePercent" + f "ebitda" = "EBITDA" + f other = other + in f + } + +instance ToJSON Stats +instance FromJSON Stats where + parseJSON = genericParseJSON customOptionsStats diff --git a/src/Net/IEX/TimeSeries.hs b/src/Net/IEX/TimeSeries.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/TimeSeries.hs @@ -0,0 +1,25 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.TimeSeries (TimeSeries(..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data TimeSeries = TimeSeries { + date :: String, + open :: Double, + high :: Double, + low :: Double, + close :: Double, + volume :: Integer, + unadjustedVolume :: Integer, + change :: Double, + changePercent :: Double, + vwap :: Double, + label :: String, + changeOverTime :: Double +} deriving (Generic, Show, Eq) + +instance ToJSON TimeSeries +instance FromJSON TimeSeries diff --git a/src/Net/IEX/VolumeByVenue.hs b/src/Net/IEX/VolumeByVenue.hs new file mode 100644 --- /dev/null +++ b/src/Net/IEX/VolumeByVenue.hs @@ -0,0 +1,19 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Net.IEX.VolumeByVenue (VolumeByVenue(..)) where + +import Data.Maybe +import Data.Aeson +import GHC.Generics + +data VolumeByVenue = VolumeByVenue { + volume :: Integer, + venue :: String, + venueName :: String, + date :: Maybe String, + marketPercent :: Double, + avgMarketPercent :: Double +} deriving (Generic, Show, Eq) + +instance ToJSON VolumeByVenue +instance FromJSON VolumeByVenue diff --git a/src/Net/Stocks.hs b/src/Net/Stocks.hs --- a/src/Net/Stocks.hs +++ b/src/Net/Stocks.hs @@ -1,106 +1,309 @@ {-# LANGUAGE OverloadedStrings #-} +{-# LANGUAGE DeriveGeneric #-} +{-# LANGUAGE TemplateHaskell #-} module Net.Stocks - ( Stock(..) - , Financials(..) - , FinancialsList(..) - , QueryType(..) - , Company - , stocksQuery - , financialsQuery - , peersQuery - , priceQuery - , getData - , getNonJSONData - ) where - -import Control.Monad -import Control.Applicative -import Data.Char + ( + getChart, + getCompany, + getBook, + getDelayedQuote, + getDelayedDividend, + getEarnings, + getEffectiveSpread, + getFinancials, + getStats, + getNewsItem, + getOHLC, + getPrevious, + getPeers, + getPrice, + getQuote, + getRelevant, + getSplit, + getVolumeByVenue, + getTS, + getBatch, + getBatchCompany, + getMarket, + getIntraDayStats, + getRecentStats, + getRecordStats, + getHistoricalStats, + -- getHistoricalDailyStats, + typeQuery, + Batch (..), + BatchQuery (..) + ) where + +import System.IO +import GHC.Generics import Data.Aeson -import Data.List.NonEmpty -import Data.ByteString.Lazy.Char8 +import Data.Char +import Data.HashMap.Strict +import Data.Maybe import Network.HTTP.Conduit --- | Stock data -data Stock = - Stock { company :: String -- ^ The company's name - , latestPrice :: Float -- ^ Latest stock price - , latestTime :: String -- ^ Timeframe - , changePercent :: Float -- ^ Percentage change - } deriving (Show) +import qualified Data.ByteString.Lazy.Char8 as L8 +import qualified Data.List as DL +import qualified Data.Map as DM -instance FromJSON Stock where - parseJSON = withObject "Stock" $ \v -> Stock - <$> v .: "companyName" - <*> v .: "latestPrice" - <*> v .: "latestTime" - <*> v .: "changePercent" +import qualified Net.IEX.Chart as IEXChart +import qualified Net.IEX.Company as IEXCompany +import qualified Net.IEX.Stats as IEXStats +import qualified Net.IEX.Earnings as IEXEarnings +import qualified Net.IEX.NewsItem as IEXNewsItem +import qualified Net.IEX.DelayedQuote as IEXDelayedQuote +import qualified Net.IEX.Dividend as IEXDividend +import qualified Net.IEX.EffectiveSpread as IEXEffectiveSpread +import qualified Net.IEX.Financials as IEXFinancials +import qualified Net.IEX.OHLC as IEXOHLC +import qualified Net.IEX.PriceTime as IEXPriceTime +import qualified Net.IEX.Previous as IEXPrevious +import qualified Net.IEX.Quote as IEXQuote +import qualified Net.IEX.Split as IEXSplit +import qualified Net.IEX.VolumeByVenue as IEXVolumeByVenue +import qualified Net.IEX.Relevant as IEXRelevant +import qualified Net.IEX.Market as IEXMarket +import qualified Net.IEX.IntraDayStats as IEXIntraDayStats +import qualified Net.IEX.RecentStats as IEXRecentStats +import qualified Net.IEX.RecordStats as IEXRecordStats +import qualified Net.IEX.Book as IEXBook +import qualified Net.IEX.TimeSeries as IEXTimeSeries -newtype FinancialsList = FinancialsList { financialsList :: NonEmpty Financials} +type Symbol = String -instance FromJSON FinancialsList where - parseJSON = withObject "FinancialsList" $ \v -> FinancialsList - <$> v .: "financials" +data BatchQuery = NewsQuery | + ChartQuery | + CompanyQuery | + DelayedQuoteQuery | + DividendQuery | + EarningsQuery | + EffectiveSpreadQuery | + FinancialsQuery | + StatsQuery | + OHLCQuery | + PriceTimeQuery | + PreviousQuery | + QuoteQuery | + SplitQuery | + VolumeByVenueQuery --- | Financials data -data Financials = - Financials { reportDate :: String -- ^ The report's date - , grossProfit :: Int -- ^ Gross Profit - , costOfRevenue :: Int -- ^ Cost of revenue - , cashFlow :: Int -- ^ Cash flow - } deriving (Show) +batchQueryToStr :: BatchQuery -> String +batchQueryToStr NewsQuery = "news" +batchQueryToStr ChartQuery = "chart" +batchQueryToStr CompanyQuery = "company" +batchQueryToStr DelayedQuoteQuery = "delayedquote" +batchQueryToStr DividendQuery = "dividends" +batchQueryToStr EarningsQuery = "earnings" +batchQueryToStr EffectiveSpreadQuery = "effectivespread" +batchQueryToStr FinancialsQuery = "financials" +batchQueryToStr StatsQuery = "stats" +batchQueryToStr OHLCQuery = "ohlc" +batchQueryToStr PriceTimeQuery = "price" +batchQueryToStr QuoteQuery = "quote" +batchQueryToStr SplitQuery = "split" +batchQueryToStr VolumeByVenueQuery = "volumebyvenue" -instance FromJSON Financials where - parseJSON = withObject "Financials" $ \v -> Financials - <$> v .: "reportDate" - <*> v .: "grossProfit" - <*> v .: "costOfRevenue" - <*> v .: "cashFlow" +data Batch = Batch { + news :: Maybe [IEXNewsItem.NewsItem], + chart :: Maybe [IEXChart.Chart], + company :: Maybe IEXCompany.Company, + delayedQuote :: Maybe IEXDelayedQuote.DelayedQuote, + dividend :: Maybe [IEXDividend.Dividend], + earnings :: Maybe IEXEarnings.Earnings, + effectiveSpread :: Maybe [IEXEffectiveSpread.EffectiveSpread], + financials :: Maybe IEXFinancials.Financials, + stats :: Maybe IEXStats.Stats, + ohlc :: Maybe IEXOHLC.OHLC, + priceTime :: Maybe Integer, + previous :: Maybe IEXPrevious.Previous, + quote :: Maybe IEXQuote.Quote, + split :: Maybe [IEXSplit.Split], + volumeByVenue :: Maybe [IEXVolumeByVenue.VolumeByVenue] +} deriving (Generic, Show, Eq) -type Company = String +-- ToJSON means taking a haskell data structure and making a JSON string +instance ToJSON Batch -lowerString :: Company -> String -lowerString str = Prelude.map toLower str +-- FromJSON means parsing the text into a haskell data structure +instance FromJSON Batch baseURL :: String baseURL = "https://api.iextrading.com/1.0/stock/" -data QueryType = QueryStocks - | QueryFinancials - | QueryPeers - | QueryPrice +marketURL :: String +marketURL = "https://api.iextrading.com/1.0/market" --- builds the URL: /stock/{symbol}/quote -stocksQuery :: Company -> String -stocksQuery company = baseURL ++ lowerString company ++ "/quote" +intraDayURL :: String +intraDayURL = "https://api.iextrading.com/1.0/stats/intraday" --- builds the URL: /stock/{symbol}/financials -financialsQuery :: Company -> String -financialsQuery company = baseURL ++ lowerString company ++ "/financials" +statsURL :: String +statsURL = "https://api.iextrading.com/1.0/stats/" --- builds the URL: /stock/{symbol}/peers -peersQuery :: Company -> String -peersQuery company = baseURL ++ lowerString company ++ "/peers" +lowerString :: Symbol -> String +lowerString = DL.map toLower --- builds the URL: /stock/{symbol}/price -priceQuery :: Company -> String -priceQuery company = baseURL ++ lowerString company ++ "/price" +getChart :: Symbol -> IO (Maybe [IEXChart.Chart]) +getChart symb = do + obj <- getNonJSONData (baseURL ++ lowerString symb ++ "/chart") + return $ decode obj --- get JSON data -getData :: (FromJSON a) => String -> QueryType -> IO (Maybe a) -getData company qt = do - obj <- simpleHttp (query qt company) +getCompany :: Symbol -> IO (Maybe IEXCompany.Company) +getCompany symb = do + obj <- getNonJSONData (baseURL ++ lowerString symb ++ "/company") + return $ decode obj + +getBook :: Symbol -> IO (Maybe IEXBook.Book) +getBook symb = do + obj <- getNonJSONData (baseURL ++ lowerString symb ++ "/book") + return $ decode obj + +getDelayedQuote :: Symbol -> IO (Maybe IEXDelayedQuote.DelayedQuote) +getDelayedQuote symb = do + obj <- getNonJSONData (baseURL ++ lowerString symb ++ "/delayed-quote") + return $ decode obj + +getDelayedDividend :: Symbol -> IO (Maybe [IEXDividend.Dividend]) +getDelayedDividend symb = do + obj <- getNonJSONData (baseURL ++ lowerString symb ++ "/dividends/5y") + return $ decode obj + +getEarnings :: Symbol -> IO (Maybe IEXEarnings.Earnings) +getEarnings symb = do + obj <- getNonJSONData (baseURL ++ lowerString symb ++ "/earnings") + return $ decode obj + +getEffectiveSpread :: Symbol -> IO (Maybe [IEXEffectiveSpread.EffectiveSpread]) +getEffectiveSpread symb = do + obj <- getNonJSONData (baseURL ++ lowerString symb ++ "/effective-spread") + return $ decode obj + +getFinancials :: Symbol -> IO (Maybe IEXFinancials.Financials) +getFinancials symb = do + obj <- getNonJSONData (baseURL ++ lowerString symb ++ "/financials") + return $ decode obj + +getStats :: Symbol -> IO (Maybe IEXStats.Stats) +getStats symb = do + obj <- getNonJSONData (baseURL ++ lowerString symb ++ "/stats") + return $ decode obj + +getNewsItem :: Symbol -> IO (Maybe [IEXNewsItem.NewsItem]) +getNewsItem symb = do + obj <- getNonJSONData (baseURL ++ lowerString symb ++ "/news/last/1") + return $ decode obj + +getOHLC :: Symbol -> IO (Maybe IEXOHLC.OHLC) +getOHLC symb = do + obj <- getNonJSONData (baseURL ++ lowerString symb ++ "/ohlc") + return $ decode obj + +getPeers :: Symbol -> IO L8.ByteString +getPeers symb = do + obj <- getNonJSONData (baseURL ++ lowerString symb ++ "/peers") + return $ obj + +getPrevious :: Symbol -> IO (Maybe IEXPrevious.Previous) +getPrevious symb = do + obj <- getNonJSONData (baseURL ++ lowerString symb ++ "/previous") + return $ decode obj + +-- FIXME: do not json parse an int +getPrice :: Symbol -> IO (Maybe Double) +getPrice symb = do + obj <- getNonJSONData (baseURL ++ lowerString symb ++ "/price") + return $ decode obj + +getQuote :: Symbol -> IO (Maybe IEXQuote.Quote) +getQuote symb = do + obj <- getNonJSONData (baseURL ++ lowerString symb ++ "/quote") + return $ decode obj + +getRelevant :: Symbol -> IO (Maybe IEXRelevant.Relevant) +getRelevant symb = do + obj <- getNonJSONData (baseURL ++ lowerString symb ++ "/relevant") + return $ decode obj + +getSplit :: Symbol -> IO (Maybe [IEXSplit.Split]) +getSplit symb = do + obj <- getNonJSONData (baseURL ++ lowerString symb ++ "/splits/5y") + return $ decode obj + +getVolumeByVenue :: Symbol -> IO (Maybe [IEXVolumeByVenue.VolumeByVenue]) +getVolumeByVenue symb = do + obj <- getNonJSONData (baseURL ++ lowerString symb ++ "/volume-by-venue") + return $ decode obj + +getTS :: Symbol -> IO (Maybe [IEXTimeSeries.TimeSeries]) +getTS symb = do + obj <- getNonJSONData (baseURL ++ lowerString symb ++ "/time-series") + return $ decode obj + +-- get a list of parts we want in a batch request, and translate that +-- to HTTP parameters to provide to the API call +typeQuery :: [BatchQuery] -> String +typeQuery [] = "" +typeQuery inp = + "types=" ++ (concat $ DL.intersperse "," (fmap batchQueryToStr inp)) + +symbolQuery :: [Symbol] -> String +symbolQuery [] = "" +symbolQuery inp = "symbols=" ++ (concat $ DL.intersperse "," inp) + +questionMark :: [BatchQuery] -> String +questionMark [] = "" +questionMark _ = "?" + +getBatch :: [Symbol] -> [BatchQuery] -> IO (Maybe (DM.Map String Batch)) +getBatch symbs queryParams = + let urlPt = baseURL ++ "market/batch?" + fullQuery = urlPt ++ symbolQuery symbs ++ "&" ++ typeQuery queryParams + in do + obj <- getNonJSONData fullQuery return $ decode obj - where - query QueryStocks = stocksQuery - query QueryFinancials = financialsQuery --- Get non JSON data -getNonJSONData :: String -> QueryType -> IO ByteString -getNonJSONData company qt = do - obj <- simpleHttp (query qt company) +-- batch query of a *single* company +getBatchCompany :: Symbol -> [BatchQuery] -> IO (Maybe Batch) +getBatchCompany symb queryParams = + let urlPt = (baseURL ++ lowerString symb ++ "/batch/") + fullQuery = urlPt ++ (questionMark queryParams) ++ (typeQuery queryParams) + in do + obj <- getNonJSONData fullQuery + return $ decode obj + +getMarket :: IO (Maybe [IEXMarket.Market]) +getMarket = do + obj <- getNonJSONData marketURL + return $ decode obj + +getIntraDayStats :: IO (Maybe IEXIntraDayStats.IntraDayStats) +getIntraDayStats = do + obj <- getNonJSONData intraDayURL + return $ decode obj + +getRecentStats :: IO (Maybe [IEXRecentStats.RecentStats]) +getRecentStats = do + obj <- getNonJSONData (statsURL ++ "recent") + return $ decode obj + +getRecordStats :: IO (Maybe IEXRecordStats.RecordStats) +getRecordStats = do + obj <- getNonJSONData (statsURL ++ "records") + return $ decode obj + +getHistoricalStats :: IO (Maybe [IEXRecentStats.RecentStats]) +getHistoricalStats = undefined + +-- currently does not work due to inconsitency in +-- IEX API. isHalfDay is Bool in one API call and Int in another + +-- getHistoricalDailyStats :: IO (Maybe [IEXRecentStats.RecentStats]) +-- getHistoricalDailyStats = do +-- obj <- getNonJSONData (statsURL ++ "historical/daily") +-- return $ decode obj + +getNonJSONData :: String -> IO L8.ByteString +getNonJSONData query = do + obj <- simpleHttp query return obj - where - query QueryPeers = peersQuery - query QueryPrice = priceQuery diff --git a/stocks.cabal b/stocks.cabal --- a/stocks.cabal +++ b/stocks.cabal @@ -1,30 +1,49 @@ name: stocks -version: 0.1.0.0 +version: 0.2.0.0 synopsis: Library for the IEX Trading API description: Simple library for interacting with the IEX Trading API -homepage: https://github.com/dabcoder/stocks#readme +homepage: https://github.com/dabcoder/stocks license: BSD3 license-file: LICENSE -author: David Bouchare -maintainer: David Bouchare -copyright: 2018 David Bouchare +author: David Bouchare, Kristian Sällberg +maintainer: David Bouchare, Kristian Sällberg +copyright: 2018 David Bouchare, Kristian Sällberg category: Net build-type: Simple cabal-version: >=1.10 extra-source-files: README.md - + library - exposed-modules: Net.Stocks - -- other-modules: - -- other-extensions: + exposed-modules: Net.Stocks, Net.IEX.Stats, + Net.IEX.Chart, Net.IEX.Company, + Net.IEX.Earnings, Net.IEX.DelayedQuote, + Net.IEX.Dividend, Net.IEX.EffectiveSpread, + Net.IEX.Financials, Net.IEX.NewsItem, + Net.IEX.OHLC, Net.IEX.Previous, + Net.IEX.PriceTime, Net.IEX.Quote, + Net.IEX.Relevant, Net.IEX.Split, + Net.IEX.VolumeByVenue, Net.IEX.Market, + Net.IEX.IntraDayStats, Net.IEX.RecentStats, + Net.IEX.RecordStats, Net.IEX.Book, Net.IEX.TimeSeries build-depends: base == 4.* , http-conduit , aeson >= 0.8.0 , bytestring + , containers + , unordered-containers , semigroups >= 0.18 - hs-source-dirs: src - default-language: Haskell2010 + hs-source-dirs: src + default-language: Haskell2010 source-repository head type: git location: https://github.com/dabcoder/stocks.git + +Test-Suite test-hspec + type: exitcode-stdio-1.0 + main-is: Tests/Main.hs + build-depends: base, + stocks, + bytestring, + HUnit + default-language: Haskell2010