feat: add twelve data market data provider
This commit is contained in:
@@ -26,6 +26,7 @@ ALPHAVANTAGE_API_KEY=
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FINNHUB_API_KEY=
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FINNHUB_API_KEY=
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ALPACA_API_KEY=
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ALPACA_API_KEY=
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ALPACA_API_SECRET=
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ALPACA_API_SECRET=
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TWELVEDATA_API_SECRET=
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# Cadence to refresh market data (in minutes)
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# Cadence to refresh market data (in minutes)
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MARKET_DATA_REFRESH=30
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MARKET_DATA_REFRESH=30
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@@ -74,7 +74,7 @@ Always keep in mind the limitations of LLMs. When in doubt, consult a licensed i
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## Market data providers
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## Market data providers
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Investbrain includes an extensible market data provider interface that allows you to retrieve stock market data from multiple providers, such as [Yahoo Finance](https://finance.yahoo.com/), [Finnhub](https://finnhub.io/pricing-stock-api-market-data), [Alpaca](https://alpaca.markets/), and [Alpha Vantage](https://www.alphavantage.co/support/). The interface includes a built-in fallback mechanism to ensure reliable data access, even if a provider fails.
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Investbrain includes an extensible market data provider interface that allows you to retrieve stock market data from multiple providers, such as [Yahoo Finance](https://finance.yahoo.com/), [Twelve Data](https://twelvedata.com), [Finnhub](https://finnhub.io/pricing-stock-api-market-data), [Alpaca](https://alpaca.markets/), and [Alpha Vantage](https://www.alphavantage.co/support/). The interface includes a built-in fallback mechanism to ensure reliable data access, even if a provider fails.
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### Configuration
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### Configuration
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@@ -138,9 +138,12 @@ There are several optional configurations available when installing using the re
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| APP_URL | The URL where your Investbrain installation will be accessible | http://localhost |
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| APP_URL | The URL where your Investbrain installation will be accessible | http://localhost |
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| APP_PORT | The HTTP port exposed by the NGINX container | 8000 |
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| APP_PORT | The HTTP port exposed by the NGINX container | 8000 |
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| APP_KEY | Must be set during install - encryption key for various security-related functions | `null` |
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| APP_KEY | Must be set during install - encryption key for various security-related functions | `null` |
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| MARKET_DATA_PROVIDER | The market data provider to use (either `yahoo`, `alphavantage`, `alpaca`, or `finnhub`) | yahoo |
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| MARKET_DATA_PROVIDER | The market data provider to use (either `yahoo`, `twelvedata`, `alphavantage`, `alpaca`, or `finnhub`) | yahoo |
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| ALPHAVANTAGE_API_KEY | If using the Alpha Vantage provider | `null` |
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| ALPHAVANTAGE_API_KEY | If using the Alpha Vantage provider | `null` |
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| FINNHUB_API_KEY | If using the Finnhub provider | `null` |
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| FINNHUB_API_KEY | If using the Finnhub provider | `null` |
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| ALPACA_API_KEY | If using the Alpaca provider | `null` |
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| ALPACA_API_SECRET | If using the Alpaca provider | `null` |
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| TWELVEDATA_API_SECRET | If using the Twelve Data provider | `null` |
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| MARKET_DATA_REFRESH | Cadence to refresh market data in minutes | 30 |
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| MARKET_DATA_REFRESH | Cadence to refresh market data in minutes | 30 |
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| APP_TIMEZONE | Timezone for the application, including daily change captures | UTC |
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| APP_TIMEZONE | Timezone for the application, including daily change captures | UTC |
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| AI_CHAT_ENABLED | Whether to enable AI chat features | `false` |
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| AI_CHAT_ENABLED | Whether to enable AI chat features | `false` |
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@@ -0,0 +1,169 @@
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<?php
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declare(strict_types=1);
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namespace App\Interfaces\MarketData;
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use App\Interfaces\MarketData\Types\Dividend;
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use App\Interfaces\MarketData\Types\Ohlc;
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use App\Interfaces\MarketData\Types\Quote;
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use App\Interfaces\MarketData\Types\Split;
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use Illuminate\Http\Client\PendingRequest;
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use Illuminate\Support\Arr;
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use Illuminate\Support\Carbon;
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use Illuminate\Support\Collection;
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use Illuminate\Support\Facades\Http;
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class TwelveDataMarketData implements MarketDataInterface
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{
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public PendingRequest $client;
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public string $apiBaseUrl = 'https://api.twelvedata.com/';
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public function __construct()
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{
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$this->createNewClient();
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}
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private function createNewClient()
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{
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$this->client = Http::withOptions([
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'headers' => [
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'content-type' => 'application/json',
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'accept' => 'application/json',
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],
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])->withQueryParameters([
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'apikey' => config('twelvedata.secret'),
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]);
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}
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public function exists(string $symbol): bool
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{
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return (bool) $this->quote($symbol);
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}
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public function quote(string $symbol): Quote
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{
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$response = $this->client
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->baseUrl($this->apiBaseUrl)
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->withQueryParameters(['symbol' => $symbol])
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->get('price');
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$quote = $response->json();
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if (! isset($quote['price'])) {
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throw new \Exception('Could not find ticker on Twelve Data');
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}
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$current_market_value = Arr::get($quote, 'price');
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$fundamental = cache()->remember(
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'twelve-data-symbol-'.$symbol,
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1440,
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function () use ($symbol) {
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$this->createNewClient();
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$response = $this->client
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->baseUrl($this->apiBaseUrl)
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->withQueryParameters(['symbol' => $symbol])
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->get('quote');
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return $response->json();
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}
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);
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return new Quote([
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'name' => Arr::get($fundamental, 'name'),
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'symbol' => $symbol,
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'currency' => Arr::get($fundamental, 'currency'),
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'market_value' => (float) $current_market_value,
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'fifty_two_week_high' => (float) Arr::get($fundamental, 'fifty_two_week.high'),
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'fifty_two_week_low' => (float) Arr::get($fundamental, 'fifty_two_week.low'),
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'meta_data' => [
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'exchange' => Arr::get($fundamental, 'exchange'),
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'source' => 'twelvedata',
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],
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]);
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}
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public function dividends(string $symbol, $startDate, $endDate): Collection
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{
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$response = $this->client
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->baseUrl($this->apiBaseUrl)
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->withQueryParameters([
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'symbol' => $symbol,
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'start_date' => Carbon::parse($startDate)->toDateString(),
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'end_date' => Carbon::parse($endDate)->toDateString(),
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])
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->get('dividends');
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$dividends = $response->json('dividends');
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return collect($dividends)
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->map(function ($dividend) use ($symbol) {
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return new Dividend([
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'symbol' => $symbol,
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'date' => Arr::get($dividend, 'ex_date'),
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'dividend_amount' => Arr::get($dividend, 'amount'),
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]);
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});
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}
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public function splits(string $symbol, $startDate, $endDate): Collection
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{
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$response = $this->client
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->baseUrl($this->apiBaseUrl)
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->withQueryParameters([
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'symbol' => $symbol,
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'start_date' => Carbon::parse($startDate)->toDateString(),
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'end_date' => Carbon::parse($endDate)->toDateString(),
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])
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->get('splits');
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$splits = $response->json('splits');
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return collect($splits)
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->map(function ($split) use ($symbol) {
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return new Split([
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'symbol' => $symbol,
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'date' => Arr::get($split, 'date'),
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'split_amount' => Arr::get($split, 'from_factor') / Arr::get($split, 'to_factor'),
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]);
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});
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}
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public function history(string $symbol, $startDate, $endDate): Collection
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{
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$response = $this->client
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->baseUrl($this->apiBaseUrl)
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->withQueryParameters([
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'symbol' => $symbol,
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'interval' => '1day',
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'start_date' => Carbon::parse($startDate)->toDateString(),
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'end_date' => Carbon::parse($endDate)->toDateString(),
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])
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->get('time_series');
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$values = $response->json('values');
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return collect($values)
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->mapWithKeys(function ($history) use ($symbol) {
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$date = Carbon::parse(Arr::get($history, 'datetime'))->toDateString();
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return [$date => new Ohlc([
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'symbol' => $symbol,
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'date' => $date,
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'close' => (float) Arr::get($history, 'close'),
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])];
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});
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}
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}
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@@ -13,6 +13,7 @@ return [
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'alphavantage' => App\Interfaces\MarketData\AlphaVantageMarketData::class,
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'alphavantage' => App\Interfaces\MarketData\AlphaVantageMarketData::class,
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'alpaca' => App\Interfaces\MarketData\AlpacaMarketData::class,
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'alpaca' => App\Interfaces\MarketData\AlpacaMarketData::class,
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'finnhub' => App\Interfaces\MarketData\FinnhubMarketData::class,
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'finnhub' => App\Interfaces\MarketData\FinnhubMarketData::class,
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'twelvedata' => App\Interfaces\MarketData\TwelveDataMarketData::class,
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'fake' => App\Interfaces\MarketData\FakeMarketData::class,
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'fake' => App\Interfaces\MarketData\FakeMarketData::class,
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],
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],
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@@ -0,0 +1,7 @@
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<?php
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declare(strict_types=1);
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return [
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'secret' => env('TWELVEDATA_API_SECRET'),
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];
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