def historical_quote_by_symbols(cls,
client,
symbols,
span="year",
bounds="regular"):
possible_intervals = {
"day": "5minute",
"week": "10minute",
"year": "day",
"5year": "week"
}
assert span in possible_intervals.keys()
interval = possible_intervals[span]
assert bounds in ["regular"]
request_url = "https://api.robinhood.com/marketdata/historicals/"
results = []
for _symbols in chunked_list(symbols, 25):
params = {
"span": span,
"interval": interval,
"bounds": bounds,
"symbols": ",".join(_symbols)
}
data = client.get(request_url, params=params)
if data and data["results"]:
results.extend(data["results"])
return results
def quotes_by_instrument_urls(cls, client, urls):
results = []
for _urls in chunked_list(urls, 50):
url = "https://api.robinhood.com/marketdata/options/"
params = {"instruments": ",".join(_urls)}
data = client.get(url, params=params)
if data and "results" in data:
partial_results = data["results"]
while ("next" in data and data["next"]):
data = get(data["next"], bearer=bearer)
partial_results.extend(data["results"])
results.extend(partial_results)
return results
def historical_quotes_by_urls(cls, client, urls, span="year"):
possible_intervals = {
"day": "5minute",
"week": "10minute",
"year": "day",
"5year": "week"}
assert span in possible_intervals.keys()
interval = possible_intervals[span]
results = []
request_url = \
"https://api.robinhood.com/marketdata/options/historicals/"
for _urls in chunked_list(urls, 5):
params = {"span": span, "interval": interval,
"instruments": ",".join(_urls)}
data = client.get(request_url, params=params)
if data and data["results"]:
results.extend(data["results"])
return results
def fetch_list(cls, client, ids):
"""
fetch instruments by ids
"""
results = []
request_url = "https://api.robinhood.com/options/instruments/"
for _ids in chunked_list(ids, 50):
params = {"ids": ",".join(_ids)}
data = client.get(request_url, params=params)
partial_results = data["results"]
while data["next"]:
data = client.get(data["next"])
partial_results.extend(data["results"])
results.extend(partial_results)
return results