yfrake.openapi.modules.options

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0

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Total Lines	217
Duplicated Lines	0 %

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# ================================================================================== #
#   options.py - This file is part of the yfrake package.                            #
# ================================================================================== #
#                                                                                    #
#   MIT License                                                                      #
#                                                                                    #
#   Copyright (c) 2022 Mattias Aabmets                                               #
#                                                                                    #
#   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           #
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#   OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE    #
#   SOFTWARE.                                                                        #
#                                                                                    #
# ================================================================================== #
summary = 'Options'
description = 'Returns options data of a security identifier.'

# ---------------------------------------------------------------------------------- #
parameters = [
    {
        'name': 'symbol',
        'description': 'Any valid equity security identifier.',
        'required': True,
        'in': 'query',
        'schema': {
            'type': str
        }
    }, {
        'name': 'startDate',
        'description': 'Start date encoded as an UNIX epoch timestamp.',
        'required': False,
        'in': 'query',
        'schema': {
            'type': int
        }
    }, {
        'name': 'endDate',
        'description': 'End date encoded as an UNIX epoch timestamp.',
        'required': False,
        'in': 'query',
        'schema': {
            'type': int
        }
    }, {
        'name': 'strikeMin',
        'description': 'Minimum strike price of options.',
        'required': False,
        'in': 'query',
        'schema': {
            'type': int
        }
    }, {
        'name': 'strikeMax',
        'description': 'Maximum strike price of options.',
        'required': False,
        'in': 'query',
        'schema': {
            'type': int
        }
    }, {
        'name': 'straddle',
        'description': 'Return transactions in straddles.',
        'required': False,
        'in': 'query',
        'schema': {
            'type': bool
        }
    }, {
        'name': 'getAllData',
        'description': 'Return all options data.',
        'required': False,
        'in': 'query',
        'schema': {
            'type': bool
        }
    }
]

# ---------------------------------------------------------------------------------- #
response = {
    'underlyingSymbol': str,
    'expirationDates': list,
    'strikes': list,
    'hasMiniOptions': bool,
    'quote': {
        'language': str,
        'region': str,
        'quoteType': str,
        'quoteSourceName': str,
        'triggerable': bool,
        'currency': str,
        'preMarketChange': float,
        'preMarketChangePercent': float,
        'preMarketTime': int,
        'preMarketPrice': float,
        'regularMarketChange': float,
        'regularMarketChangePercent': float,
        'regularMarketTime': int,
        'regularMarketPrice': float,
        'regularMarketDayHigh': float,
        'regularMarketDayRange': str,
        'regularMarketDayLow': float,
        'regularMarketVolume': int,
        'regularMarketPreviousClose': float,
        'bid': float,
        'ask': float,
        'bidSize': int,
        'askSize': int,
        'fullExchangeName': str,
        'financialCurrency': str,
        'regularMarketOpen': float,
        'averageDailyVolume3Month': int,
        'averageDailyVolume10Day': int,
        'fiftyTwoWeekLowChange': float,
        'fiftyTwoWeekLowChangePercent': float,
        'fiftyTwoWeekRange': str,
        'fiftyTwoWeekHighChange': float,
        'fiftyTwoWeekHighChangePercent': float,
        'fiftyTwoWeekLow': float,
        'fiftyTwoWeekHigh': float,
        'dividendDate': int,
        'exchange': str,
        'shortName': str,
        'longName': str,
        'messageBoardId': str,
        'exchangeTimezoneName': str,
        'exchangeTimezoneShortName': str,
        'gmtOffSetMilliseconds': int,
        'market': str,
        'esgPopulated': bool,
        'firstTradeDateMilliseconds': int,
        'priceHint': int,
        'earningsTimestamp': int,
        'earningsTimestampStart': int,
        'earningsTimestampEnd': int,
        'trailingAnnualDividendRate': float,
        'trailingPE': float,
        'trailingAnnualDividendYield': float,
        'epsTrailingTwelveMonths': float,
        'epsForward': float,
        'epsCurrentYear': float,
        'priceEpsCurrentYear': float,
        'sharesOutstanding': int,
        'bookValue': float,
        'fiftyDayAverage': float,
        'fiftyDayAverageChange': float,
        'fiftyDayAverageChangePercent': float,
        'twoHundredDayAverage': float,
        'twoHundredDayAverageChange': float,
        'twoHundredDayAverageChangePercent': float,
        'marketCap': int,
        'forwardPE': float,
        'priceToBook': float,
        'sourceInterval': int,
        'exchangeDataDelayedBy': int,
        'pageViewGrowthWeekly': float,
        'averageAnalystRating': str,
        'tradeable': bool,
        'marketState': str,
        'displayName': str,
        'symbol': str
    },
    'options': [
        {
            'expirationDate': int,
            'hasMiniOptions': bool,
            'straddles': list,
            'calls': [
                {
                    'contractSymbol': str,
                    'strike': float,
                    'currency': str,
                    'lastPrice': float,
                    'change': float,
                    'percentChange': float,
                    'volume': int,
                    'openInterest': int,
                    'bid': float,
                    'ask': float,
                    'contractSize': str,
                    'expiration': int,
                    'lastTradeDate': int,
                    'impliedVolatility': float,
                    'inTheMoney': bool
                }
            ],
            'puts': [
                {
                    'contractSymbol': str,
                    'strike': float,
                    'currency': str,
                    'lastPrice': float,
                    'change': float,
                    'percentChange': float,
                    'volume': int,
                    'openInterest': int,
                    'bid': float,
                    'ask': float,
                    'contractSize': str,
                    'expiration': int,
                    'lastTradeDate': int,
                    'impliedVolatility': float,
                    'inTheMoney': bool
                }