diff --git a/CHANGELOG.md b/CHANGELOG.md new file mode 100644 --- /dev/null +++ b/CHANGELOG.md @@ -0,0 +1,5 @@ +# Revision history for stooq + +## 0.1.0.0 -- 2022-03-30 + +* Initial release. diff --git a/LICENSE b/LICENSE new file mode 100644 --- /dev/null +++ b/LICENSE @@ -0,0 +1,20 @@ +Copyright (c) 2022 Alojzy Leszcz + +Permission is hereby granted, free of charge, to any person obtaining +a copy of this software and associated documentation files (the +"Software"), to deal in the Software without restriction, including +without limitation the rights to use, copy, modify, merge, publish, +distribute, sublicense, and/or sell copies of the Software, and to +permit persons to whom the Software is furnished to do so, subject to +the following conditions: + +The above copyright notice and this permission notice shall be included +in all copies or substantial portions of the Software. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF +MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. +IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY +CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, +TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE +SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. diff --git a/src/lib/Web/Data/Stooq/API.hs b/src/lib/Web/Data/Stooq/API.hs new file mode 100644 --- /dev/null +++ b/src/lib/Web/Data/Stooq/API.hs @@ -0,0 +1,96 @@ +{-# LANGUAGE OverloadedStrings #-} + +-- | Here's a simple wrapper around API offered by Stooq.pl. +-- It's capable of returning the latest price for the given instrument. +-- For more information about tickers available, visit the service. +-- Keep in mind that in some situations their ticker convention is different to what's known e.g. from Yahoo Finance +-- e.g. +-- +-- xxxx.UK: London Stock Exchange (LSE) +-- +-- xxxx.US: NYSE (OTC market not available, so a lot of ADRs like `OGZPY` or `SBRCY` can't be fetched) +-- +-- xxxx.DE: Deutsche Börse +-- +-- xxxx: (no exchange code after full stop) Warsaw Stock Exchange (GPW) +-- +-- Use: +-- +-- >>> fetch "SPY.US" +-- Just [StooqPrice {symbol = "SPY.US", time = ..., ...}] +module Web.Data.Stooq.API where + +import Control.Lens ((^.)) +import Data.Text (Text, unpack) +import Data.Time.Calendar (fromGregorian, Day) +import Data.Time.Clock (UTCTime(..)) +import Data.Time.LocalTime (LocalTime(LocalTime), TimeOfDay(TimeOfDay), TimeZone, localTimeToUTC, hoursToTimeZone) +import Network.Wreq (get, responseBody) + +import qualified Web.Data.Stooq.Internals as Impl + +-- | A single-case DU that represents a ticker. +newtype StooqSymbol = StooqSymbol String + deriving (Show, Read, Eq, Ord) + +-- | A type representing market price data returned by Stooq. +data StooqPrice = + StooqPrice { + symbol :: String, + time :: UTCTime, + open :: Double, + high :: Double, + low :: Double, + close :: Double, + volume :: Int, + openint :: Int + } deriving Show + +-- | Sends a request for the specified ticker and returns its latest price. +-- Returns "Nothing" if the response is invalid (this is most likely due to using a non-existent ticker). +fetchPrice :: StooqSymbol -> IO (Maybe [StooqPrice]) +fetchPrice ticker = do + r <- get (queryUrl ticker) + return $ fmap (map toApiType . Impl.symbols) (Impl.parseResponse (r ^. responseBody)) + + where + baseUrl :: String + baseUrl = "https://stooq.pl/q/l/?s=" + + queryUrl :: StooqSymbol -> String + queryUrl (StooqSymbol ticker) = baseUrl ++ ticker ++ "&e=json" + + toApiType :: Impl.StooqRow -> StooqPrice + toApiType row = StooqPrice { + symbol = (unpack . Impl.symbol) row, + time = localTimeToUTC stooqTimeZone $ LocalTime ((stooqIntToDay . Impl.date) row) ((stooqStringToTime . unpack . Impl.time) row), + open = Impl.open row, + high = Impl.high row, + low = Impl.low row, + close = Impl.close row, + volume = Impl.volume row, + openint = Impl.openint row + } + + stooqIntToDay :: Int -> Day + stooqIntToDay date = fromGregorian (toInteger $ (date `div` 10000) `mod` 10000) ((date `div` 100) `mod` 100) (date `mod` 100) + + stooqStringToTime :: String -> TimeOfDay + stooqStringToTime [h1,h2,m1,m2,s1,s2] = TimeOfDay (read [h1,h2]) (read [m1,m2]) (read [s1,s2]) + stooqStringToTime x = error $ "Unexpected time format: " ++ x + + stooqTimeZone :: TimeZone + stooqTimeZone = hoursToTimeZone 1 + +-- | Sends a request for multiple tickers at once. +-- The function makes only a single HTTP call. +fetchPrices :: [StooqSymbol] -> IO (Maybe [StooqPrice]) +fetchPrices tickers = fetchPrice (concatTickers tickers) + where + concatTickers :: [StooqSymbol] -> StooqSymbol + concatTickers = foldl1 (\(StooqSymbol t1) (StooqSymbol t2) -> StooqSymbol (t1 ++ " " ++ t2)) + +-- | A shorthand around "fetchPrice" that allows to call the function using a plain String, without converting it to a `StooqSymbol` first. +fetch :: String -> IO (Maybe [StooqPrice]) +fetch = fetchPrice . StooqSymbol + diff --git a/src/utils/Web/Data/Stooq/Internals.hs b/src/utils/Web/Data/Stooq/Internals.hs new file mode 100644 --- /dev/null +++ b/src/utils/Web/Data/Stooq/Internals.hs @@ -0,0 +1,32 @@ +{-# LANGUAGE DeriveGeneric #-} + +module Web.Data.Stooq.Internals where + +import Data.Aeson (FromJSON, decode) +import Data.ByteString.Lazy.Internal (ByteString) +import Data.Text (Text) +import GHC.Generics (Generic) + +data StooqRow = + StooqRow { + symbol :: !Text, + date :: Int, + time :: !Text, + open :: Double, + high :: Double, + low :: Double, + close :: Double, + volume :: Int, + openint :: Int + } deriving (Show, Generic) + +data StooqResponse = + StooqResponse { + symbols :: [StooqRow] + } deriving (Show, Generic) + +instance FromJSON StooqRow +instance FromJSON StooqResponse + +parseResponse :: ByteString -> Maybe StooqResponse +parseResponse = decode diff --git a/stooq-api.cabal b/stooq-api.cabal new file mode 100644 --- /dev/null +++ b/stooq-api.cabal @@ -0,0 +1,47 @@ +cabal-version: >= 2.0 + +name: stooq-api +version: 0.1.0.0 +synopsis: A simple wrapper around stooq.pl API for downloading market data. +description: + Here's a simple wrapper around API offered by Stooq.pl. + It's capable of returning the latest price for the given instrument. + . + For more information about tickers available, visit the service. + +bug-reports: https://github.com/bratfizyk/stooq-api/issues +license: MIT +license-file: LICENSE +author: Alojzy Leszcz +maintainer: alojzy.leszcz@gmail.com +category: Web +build-type: Simple +extra-source-files: CHANGELOG.md +Source-repository head + type: git + location: https://github.com/bratfizyk/stooq-api + +library stooq-api-utils + exposed-modules: Web.Data.Stooq.Internals + build-depends: base, + aeson, + bytestring, + text, + time + hs-source-dirs: src/utils + default-language: Haskell2010 + +library + exposed-modules: Web.Data.Stooq.API + build-depends: base >= 4.13 && < 4.15, + bytestring >= 0.10.10 && < 0.11, + aeson >= 1.5.6 && < 1.6, + lens >= 4.18.1 && < 5.1, + text >= 1.2 && < 1.3, + time >= 1.9.3 && < 1.10, + utf8-string >= 1.0.2 && < 1.1, + vector >= 0.12.1 && < 0.13, + wreq >= 0.5.3 && < 0.6, + stooq-api-utils + hs-source-dirs: src/lib + default-language: Haskell2010