Intrinio realtime (delayed) options

openbb_platform/extensions/derivatives/integration/test_derivatives_api.py

@@ -40,6 +40,7 @@ def headers():
                 "model": "black_scholes",
                 "show_extended_price": False,
                 "include_related_symbols": False,
+                "delay": "delayed",
             }
         ),
         ({"provider": "cboe", "symbol": "AAPL", "use_cache": False}),

openbb_platform/extensions/derivatives/integration/test_derivatives_python.py

@@ -36,6 +36,7 @@ def obb(pytestconfig):
                 "model": "black_scholes",
                 "show_extended_price": False,
                 "include_related_symbols": False,
+                "delay": "delayed",
             }
         ),
         ({"provider": "cboe", "symbol": "AAPL", "use_cache": False}),

openbb_platform/openbb/assets/reference.json

@@ -1790,6 +1790,18 @@
                     }
                 ],
                 "intrinio": [
+                    {
+                        "name": "delay",
+                        "type": "Literal['eod', 'realtime', 'delayed']",
+                        "description": "Whether to return delayed, realtime, or eod data.",
+                        "default": "eod",
+                        "optional": true,
+                        "choices": [
+                            "eod",
+                            "realtime",
+                            "delayed"
+                        ]
+                    },
                     {
                         "name": "date",
                         "type": "Union[date, str]",
@@ -1875,7 +1887,10 @@
                         "description": "The pricing model to use for options chains data, default is 'black_scholes'. Parameter is ignored when a date is supplied.",
                         "default": "black_scholes",
                         "optional": true,
-                        "choices": null
+                        "choices": [
+                            "black_scholes",
+                            "bjerk"
+                        ]
                     },
                     {
                         "name": "show_extended_price",

openbb_platform/openbb/package/derivatives_options.py

@@ -41,6 +41,8 @@ def chains(
             Symbol to get data for.
         provider : Optional[Literal['intrinio', 'yfinance']]
             The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: intrinio, yfinance.
+        delay : Literal['eod', 'realtime', 'delayed']
+            Whether to return delayed, realtime, or eod data. (provider: intrinio)
         date : Optional[datetime.date]
             The end-of-day date for options chains data. (provider: intrinio)
         option_type : Optional[Literal['call', 'put']]
@@ -211,6 +213,32 @@ def chains(
                     "symbol": symbol,
                 },
                 extra_params=kwargs,
+                info={
+                    "delay": {
+                        "intrinio": {
+                            "multiple_items_allowed": False,
+                            "choices": ["eod", "realtime", "delayed"],
+                        }
+                    },
+                    "option_type": {
+                        "intrinio": {
+                            "multiple_items_allowed": False,
+                            "choices": ["call", "put"],
+                        }
+                    },
+                    "moneyness": {
+                        "intrinio": {
+                            "multiple_items_allowed": False,
+                            "choices": ["otm", "itm", "all"],
+                        }
+                    },
+                    "model": {
+                        "intrinio": {
+                            "multiple_items_allowed": False,
+                            "choices": ["black_scholes", "bjerk"],
+                        }
+                    },
+                },
             )
         )
 

openbb_platform/providers/intrinio/openbb_intrinio/models/options_chains.py

@@ -16,7 +16,7 @@
 from openbb_core.provider.utils.errors import OpenBBError
 from openbb_intrinio.models.equity_historical import IntrinioEquityHistoricalFetcher
 from openbb_intrinio.models.index_historical import IntrinioIndexHistoricalFetcher
-from pydantic import Field, field_validator
+from pydantic import Field, field_validator, model_validator
 
 
 class IntrinioOptionsChainsQueryParams(OptionsChainsQueryParams):
@@ -34,20 +34,40 @@ class IntrinioOptionsChainsQueryParams(OptionsChainsQueryParams):
         "oi_lt": "open_interest_less_than",
         "option_type": "type",
     }
+    __json_schema_extra__ = {
+        "moneyness": {
+            "multiple_items_allowed": False,
+            "choices": ["otm", "itm", "all"],
+        },
+        "delay": {
+            "multiple_items_allowed": False,
+            "choices": ["eod", "realtime", "delayed"],
+        },
+        "option_type": {
+            "multiple_items_allowed": False,
+            "choices": ["call", "put"],
+        },
+        "model": {
+            "multiple_items_allowed": False,
+            "choices": ["black_scholes", "bjerk"],
+        },
+    }
 
+    delay: Literal["eod", "realtime", "delayed"] = Field(
+        description="Whether to return delayed, realtime, or eod data.",
+        default="eod",
+    )
     date: Optional[dateType] = Field(
         default=None, description="The end-of-day date for options chains data."
     )
     option_type: Optional[Literal["call", "put"]] = Field(
         default=None,
         description="The option type, call or put, 'None' is both (default).",
-        json_schema_extra={"choices": ["call", "put"]},
     )
     moneyness: Literal["otm", "itm", "all"] = Field(
         default="all",
         description="Return only contracts that are in or out of the money, default is 'all'."
         + " Parameter is ignored when a date is supplied.",
-        json_schema_extra={"choices": ["otm", "itm", "all"]},
     )
     strike_gt: Optional[int] = Field(
         default=None,
@@ -95,6 +115,14 @@ class IntrinioOptionsChainsQueryParams(OptionsChainsQueryParams):
         + " default is False.",
     )
 
+    @model_validator(mode="after")
+    @classmethod
+    def date_not_allowed_with_realtime(cls, values: Any) -> Any:
+        """Return an error if the date is supplied when delay is realtime."""
+        if values.delay != "eod" and values.date:
+            warn("Date is ignored when accessing realtime or delayed data.")
+        return values
+
 
 class IntrinioOptionsChainsData(OptionsChainsData):
     """Intrinio Options Chains Data."""
@@ -133,18 +161,25 @@ def _date_validate(cls, v):
         from dateutil import parser
         from pytz import timezone
 
-        if isinstance(v, str):
-            dt = parser.parse(v)
-            dt = dt.replace(tzinfo=timezone("UTC"))
-            dt = dt.astimezone(timezone("America/New_York"))
-            return dt.replace(microsecond=0)
-        return v if v else None
+        if not v:
+            return None
+        new_v: list = []
+        for item in v:
+            if item:
+                dt = parser.parse(item)
+                dt = dt.replace(tzinfo=timezone("UTC"))
+                dt = dt.astimezone(timezone("America/New_York"))
+                new_v.append(dt.replace(microsecond=0))
+            else:
+                new_v.append(None)
+
+        return new_v
 
     @field_validator("volume", "open_interest", mode="before", check_fields=False)
     @classmethod
     def _volume_oi_validate(cls, v):
         """Return the volume as an integer."""
-        return 0 if v is None else v
+        return [0 if item is None else item for item in v]
 
 
 class IntrinioOptionsChainsFetcher(
@@ -190,8 +225,10 @@ async def get_urls(date: str) -> List[str]:
                 "%Y-%m-%d"
             )
             url = (
-                f"{base_url}/expirations/{query.symbol}/eod?"
-                f"after={date}&api_key={api_key}"
+                f"{base_url}/expirations/{query.symbol}/"
+                f"{'eod' if query.delay == 'eod' else 'realtime'}?"
+                f"{'after=' + date + '&' if query.delay == 'eod' else 'source=' + query.delay + '&'}"
+                f"api_key={api_key}"
             )
             expirations = await get_data_many(url, "expirations", **kwargs)