Feature/polygon-stock-quote: Add NBBO Quotes, with historical, to obb.stocks.quote()

openbb_platform/extensions/stocks/integration/test_stocks_api.py

@@ -1233,6 +1233,46 @@ def test_stocks_disc_filings(params, headers):
     assert result.status_code == 200
 
 
+@pytest.mark.parametrize(
+    "params",
+    [
+        (
+            {
+                "symbol": "CLOV",
+                "date": "2023-10-26",
+                "provider": "polygon",
+                "limit": 1000,
+                "timestamp_lte": None,
+                "timestamp_gte": None,
+                "timestamp_gt": None,
+                "timestamp_lt": None,
+            }
+        ),
+        (
+            {
+                "symbol": "CLOV",
+                "provider": "polygon",
+                "timestamp_gt": "2023-10-26T15:20:00.000000000-04:00",
+                "timestamp_lt": "2023-10-26T15:30:00.000000000-04:00",
+                "limit": 5000,
+                "timestamp_gte": None,
+                "timestamp_lte": None,
+                "date": None,
+            }
+        ),
+    ],
+)
+@pytest.mark.integration
+def test_stocks_nbbo(params, headers):
+    params = {p: v for p, v in params.items() if v}
+
+    query_str = get_querystring(params, [])
+    url = f"http://0.0.0.0:8000/api/v1/stocks/nbbo?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
+
+
 @pytest.mark.parametrize(
     "params",
     [

openbb_platform/extensions/stocks/integration/test_stocks_python.py

@@ -1157,6 +1157,43 @@ def test_stocks_disc_filings(params, obb):
     assert len(result.results) > 0
 
 
+@pytest.mark.parametrize(
+    "params",
+    [
+        (
+            {
+                "symbol": "CLOV",
+                "date": "2023-10-26",
+                "provider": "polygon",
+                "limit": 1000,
+                "timestamp_lte": None,
+                "timestamp_gte": None,
+                "timestamp_gt": None,
+                "timestamp_lt": None,
+            }
+        ),
+        (
+            {
+                "symbol": "CLOV",
+                "provider": "polygon",
+                "timestamp_gt": "2023-10-26T15:20:00.000000000-04:00",
+                "timestamp_lt": "2023-10-26T15:30:00.000000000-04:00",
+                "limit": 5000,
+                "timestamp_gte": None,
+                "timestamp_lte": None,
+                "date": None,
+            }
+        ),
+    ],
+)
+@pytest.mark.integration
+def test_stocks_nbbo(params, obb):
+    result = obb.stocks.nbbo(**params)
+    assert result
+    assert isinstance(result, OBBject)
+    assert len(result.results) > 0
+
+
 @pytest.mark.parametrize(
     "params",
     [

openbb_platform/extensions/stocks/openbb_stocks/stocks_router.py

@@ -101,6 +101,17 @@ def info(
     return OBBject(results=Query(**locals()).execute())
 
 
+@router.command(model="StockNBBO")
+def nbbo(
+    cc: CommandContext,
+    provider_choices: ProviderChoices,
+    standard_params: StandardParams,
+    extra_params: ExtraParams,
+) -> OBBject[BaseModel]:
+    """Stock Quote. Load stock data for a specific ticker."""
+    return OBBject(results=Query(**locals()).execute())
+
+
 @router.command(model="StockFTD")
 def ftd(
     cc: CommandContext,

openbb_platform/platform/provider/openbb_provider/standard_models/stock_nbbo.py

@@ -0,0 +1,48 @@
+"""Stock NBBO data model."""
+
+from pydantic import Field, field_validator
+
+from openbb_provider.abstract.data import Data
+from openbb_provider.abstract.query_params import QueryParams
+from openbb_provider.utils.descriptions import QUERY_DESCRIPTIONS
+
+
+class StockNBBOQueryParams(QueryParams):
+    """Stock NBBO query model."""
+
+    symbol: str = Field(
+        description=QUERY_DESCRIPTIONS.get("symbol", ""),
+    )
+
+    @field_validator("symbol", mode="before", check_fields=False)
+    @classmethod
+    def upper_symbol(cls, v: str):
+        """Convert symbol to uppercase."""
+        return v.upper()
+
+
+class StockNBBOData(Data):
+    """Stock NBBO data."""
+
+    ask_exchange: str = Field(
+        description="The exchange ID for the ask.",
+    )
+    ask: float = Field(
+        description="The last ask price.",
+    )
+    ask_size: int = Field(
+        description="""
+        The ask size. This represents the number of round lot orders at the given ask price.
+        The normal round lot size is 100 shares.
+        An ask size of 2 means there are 200 shares available to purchase at the given ask price.
+        """,
+    )
+    bid_size: int = Field(
+        description="The bid size in round lots.",
+    )
+    bid: float = Field(
+        description="The last bid price.",
+    )
+    bid_exchange: str = Field(
+        description="The exchange ID for the bid.",
+    )

openbb_platform/providers/polygon/openbb_polygon/__init__.py

@@ -11,6 +11,7 @@
 )
 from openbb_polygon.models.market_snapshots import PolygonMarketSnapshotsFetcher
 from openbb_polygon.models.stock_historical import PolygonStockHistoricalFetcher
+from openbb_polygon.models.stock_nbbo import PolygonStockNBBOFetcher
 from openbb_provider.abstract.provider import Provider
 
 polygon_provider = Provider(
@@ -27,6 +28,7 @@
         "CryptoHistorical": PolygonCryptoHistoricalFetcher,
         "ForexHistorical": PolygonForexHistoricalFetcher,
         "ForexPairs": PolygonForexPairsFetcher,
+        "StockNBBO": PolygonStockNBBOFetcher,
         "IncomeStatement": PolygonIncomeStatementFetcher,
         "MajorIndicesHistorical": PolygonMajorIndicesHistoricalFetcher,
         "StockHistorical": PolygonStockHistoricalFetcher,

openbb_platform/providers/polygon/openbb_polygon/models/stock_nbbo.py

@@ -0,0 +1,218 @@
+"""Polygon Stock NBBO Model."""
+
+from datetime import (
+    date as dateType,
+    datetime,
+)
+from typing import Any, Dict, List, Optional, Union
+
+from openbb_polygon.utils.helpers import get_data_one, map_tape
+from openbb_provider.abstract.fetcher import Fetcher
+from openbb_provider.standard_models.stock_nbbo import (
+    StockNBBOData,
+    StockNBBOQueryParams,
+)
+from openbb_provider.utils.descriptions import QUERY_DESCRIPTIONS
+from openbb_provider.utils.helpers import get_querystring
+from pandas import to_datetime
+from pydantic import Field, field_validator
+
+
+class PolygonStockNBBOQueryParams(StockNBBOQueryParams):
+    """Polygon Stock NBBO query params.
+
+    Source: https://polygon.io/docs/stocks/get_v3_quotes__stockticker
+    """
+
+    limit: int = Field(
+        default=50000,
+        description=(
+            QUERY_DESCRIPTIONS.get("limit", "")
+            + " Up to ten million records will be returned. Pagination occurs in groups of 50,000."
+            + " Remaining limit values will always return 50,000 more records unless it is the last page."
+            + " High volume tickers will require multiple max requests for a single day's NBBO records."
+            + " Expect stocks, like SPY, to approach 1GB in size, per day, as a raw CSV."
+            + " Splitting large requests into chunks is recommended for full-day requests of high-volume symbols."
+        ),
+    )
+    date: Optional[dateType] = Field(
+        default=None,
+        description=(
+            QUERY_DESCRIPTIONS.get("date", "")
+            + " Use bracketed the timestamp parameters to specify exact time ranges."
+        ),
+        alias="timestamp",
+    )
+    timestamp_lt: Optional[Union[datetime, str]] = Field(
+        default=None,
+        description="""
+            Query by datetime, less than. Either a date with the format YYYY-MM-DD or a TZ-aware timestamp string,
+            YYYY-MM-DDTH:M:S.000000000-04:00". Include all nanoseconds and the 'T' between the day and hour.
+        """,
+    )
+    timestamp_gt: Optional[Union[datetime, str]] = Field(
+        default=None,
+        description="""
+            Query by datetime, greater than. Either a date with the format YYYY-MM-DD or a TZ-aware timestamp string,
+            YYYY-MM-DDTH:M:S.000000000-04:00". Include all nanoseconds and the 'T' between the day and hour.
+        """,
+    )
+    timestamp_lte: Optional[Union[datetime, str]] = Field(
+        default=None,
+        description="""
+            Query by datetime, less than or equal to.
+            Either a date with the format YYYY-MM-DD or a TZ-aware timestamp string,
+            YYYY-MM-DDTH:M:S.000000000-04:00". Include all nanoseconds and the 'T' between the day and hour.
+        """,
+    )
+    timestamp_gte: Optional[Union[datetime, str]] = Field(
+        default=None,
+        description="""
+            Query by datetime, greater than or equal to.
+            Either a date with the format YYYY-MM-DD or a TZ-aware timestamp string,
+            YYYY-MM-DDTH:M:S.000000000-04:00". Include all nanoseconds and the 'T' between the day and hour.
+        """,
+    )
+
+    @field_validator("limit", mode="before", check_fields=False)
+    @classmethod
+    def capping_limit(cls, v):
+        """Caps the number of records to 10 million."""
+        return 10000000 if v > 10000000 else v
+
+
+class PolygonStockNBBOData(StockNBBOData):
+    """Polygon Stock NBBO data."""
+
+    __alias_dict__ = {"ask": "ask_price", "bid": "bid_price"}
+
+    tape: Optional[str] = Field(
+        default=None, description="The exchange tape.", alias="tape_integer"
+    )
+    conditions: Optional[Union[str, List[int], List[str]]] = Field(
+        default=None, description="A list of condition codes.", alias="conditions"
+    )
+    indicators: Optional[List] = Field(
+        default=None, description="A list of indicator codes.", alias="indicators"
+    )
+    sequence_num: Optional[int] = Field(
+        default=None,
+        description="""
+            The sequence number represents the sequence in which message events happened.
+            These are increasing and unique per ticker symbol, but will not always be sequential
+            (e.g., 1, 2, 6, 9, 10, 11)
+        """,
+        alias="sequence_number",
+    )
+    participant_timestamp: Optional[datetime] = Field(
+        default=None,
+        description="""
+            The nanosecond accuracy Participant/Exchange Unix Timestamp.
+            This is the timestamp of when the quote was actually generated at the exchange.
+        """,
+    )
+    sip_timestamp: Optional[datetime] = Field(
+        default=None,
+        description="""
+            The nanosecond accuracy SIP Unix Timestamp.
+            This is the timestamp of when the SIP received this quote from the exchange which produced it.
+        """,
+    )
+    trf_timestamp: Optional[datetime] = Field(
+        default=None,
+        description="""
+            The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp.
+            This is the timestamp of when the trade reporting facility received this quote.
+        """,
+    )
+
+    @field_validator(
+        "sip_timestamp",
+        "participant_timestamp",
+        "trf_timestamp",
+        mode="before",
+        check_fields=False,
+    )
+    @classmethod
+    def date_validate(cls, v):  # pylint: disable=E0213
+        """Return formatted datetime."""
+        return (
+            to_datetime(v, unit="ns", origin="unix", utc=True).tz_convert("US/Eastern")
+            if v
+            else None
+        )
+
+
+class PolygonStockNBBOFetcher(
+    Fetcher[PolygonStockNBBOQueryParams, List[PolygonStockNBBOData]]
+):
+    """Transform the query, extract and transform the data from the Polygon endpoints."""
+
+    @staticmethod
+    def transform_query(params: Dict[str, Any]) -> PolygonStockNBBOQueryParams:
+        """Transform the query parameters."""
+        return PolygonStockNBBOQueryParams(**params)
+
+    @staticmethod
+    def extract_data(
+        query: PolygonStockNBBOQueryParams,
+        credentials: Optional[Dict[str, str]],
+        **kwargs: Any,
+    ) -> List[Dict]:
+        """Extract the data from the Polygon endpoint."""
+        api_key = credentials.get("polygon_api_key") if credentials else ""
+        data: List[Dict] = []
+        base_url = "https://api.polygon.io/v3"
+
+        query_str = get_querystring(
+            query.model_dump(by_alias=True), ["symbol", "limit"]
+        )
+        query_str = (
+            f"{query_str}&limit={query.limit}"
+            if query.limit <= 50000
+            else f"{query_str}&limit=50000"
+        )
+        query_str = query_str.replace("_", ".")
+
+        url = f"{base_url}/quotes/{query.symbol}?{query_str}&apiKey={api_key}"
+        response = get_data_one(url, **kwargs)
+        next_url = response.get("next_url", None)
+        data.extend(response["results"])
+        records = len(data)
+
+        while records < query.limit and next_url:
+            url = f"{next_url}&apiKey={api_key}"
+            response = get_data_one(url, **kwargs)
+            next_url = response.get("next_url", None)
+            data.extend(response["results"])
+            records += len(data)
+
+        exchanges_url = f"{base_url}/reference/exchanges?asset_class=stocks&locale=us&apiKey={api_key}"
+        exchanges = get_data_one(exchanges_url, **kwargs)
+        exchanges = exchanges["results"]
+        exchange_id_map = {e["id"]: e for e in exchanges}
+
+        data = [
+            {
+                **d,
+                "ask_exchange": exchange_id_map.get(d["ask_exchange"], {}).get(
+                    "name", ""
+                ),
+                "bid_exchange": exchange_id_map.get(d["bid_exchange"], {}).get(
+                    "name", ""
+                ),
+                "tape": map_tape(d.get("tape", "")),
+            }
+            for d in data
+        ]
+
+        return data
+
+    @staticmethod
+    def transform_data(
+        query: PolygonStockNBBOQueryParams,
+        data: List[Dict],
+        **kwargs: Any,
+    ) -> List[PolygonStockNBBOData]:
+        """Transform the data."""
+        return [PolygonStockNBBOData.model_validate(d) for d in data]