momentum devandClaude Opus 4.8
007cd95c79
Snapshot before the DuckDB->PostgreSQL migration. data/, archive/, the 232MB rebuild zip, the Windows .venv, and .env are excluded via .gitignore. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
84 lines
2.7 KiB
Python
84 lines
2.7 KiB
Python
"""Schwab market-data HTTP client (quotes + price history)."""
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from __future__ import annotations
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import json
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import logging
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import urllib.error
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import urllib.parse
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import urllib.request
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from schwab.auth.lifecycle import TokenLifecycle
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from schwab.settings import SchwabSettings
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logger = logging.getLogger(__name__)
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class SchwabApiError(RuntimeError):
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def __init__(self, status: int, body: str):
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super().__init__(f"Schwab API error {status}: {body[:300]}")
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self.status = status
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self.body = body
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class SchwabMarketClient:
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def __init__(
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self,
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settings: SchwabSettings | None = None,
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lifecycle: TokenLifecycle | None = None,
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timeout: int = 15,
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):
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self.settings = settings or SchwabSettings.from_env()
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self.lifecycle = lifecycle or TokenLifecycle(self.settings)
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self.timeout = timeout
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def _get(self, path: str, params: dict | None = None) -> dict:
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token = self.lifecycle.get_access_token()
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if not token:
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raise SchwabApiError(401, "no valid Schwab access token")
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url = f"{self.settings.api_base_url}{path}"
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if params:
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url += "?" + urllib.parse.urlencode(
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{k: v for k, v in params.items() if v is not None}
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)
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req = urllib.request.Request(
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url, headers={"Authorization": f"Bearer {token}"}
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)
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try:
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with urllib.request.urlopen(req, timeout=self.timeout) as resp:
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return json.loads(resp.read().decode() or "{}")
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except urllib.error.HTTPError as exc:
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raise SchwabApiError(exc.code, exc.read().decode(errors="replace")) from exc
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def get_quotes(self, symbols: list[str]) -> dict:
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return self._get(
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"/marketdata/v1/quotes", params={"symbols": ",".join(symbols)}
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)
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def get_price_history(
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self,
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symbol: str,
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period_type: str = "day",
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period: int = 1,
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frequency_type: str = "minute",
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frequency: int = 1,
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need_extended_hours: bool = True,
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) -> dict:
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return self._get(
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"/marketdata/v1/pricehistory",
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params={
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"symbol": symbol,
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"periodType": period_type,
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"period": period,
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"frequencyType": frequency_type,
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"frequency": frequency,
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"needExtendedHoursData": str(need_extended_hours).lower(),
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},
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)
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def get_option_chain(self, symbol: str, contract_type: str = "ALL") -> dict:
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return self._get(
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"/marketdata/v1/chains",
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params={"symbol": symbol, "contractType": contract_type},
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)
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