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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,106 @@ | ||
| // Copyright (c) 2024 Neomantra Corp | ||
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| package dbn_hist | ||
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| import ( | ||
| "encoding/base64" | ||
| "fmt" | ||
| "io" | ||
| "net/http" | ||
| "net/url" | ||
| "strings" | ||
| "time" | ||
| ) | ||
|
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| // A **half**-closed date interval with an inclusive start date and an exclusive end date. | ||
| type DateRange struct { | ||
| // The start date (inclusive). | ||
| Start time.Time `json:"start"` | ||
| // The end date (exclusive). | ||
| End time.Time `json:"end"` | ||
| } | ||
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| type RequestError struct { | ||
| Case string `json:"case"` | ||
| Message string `json:"message"` | ||
| StatusCode int `json:"status_code"` | ||
| Docs string `json:"docs,omitempty"` | ||
| Payload string `json:"payload,omitempty"` | ||
| } | ||
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| type RequestErrorResp struct { | ||
| Detail RequestError `json:"detail"` | ||
| } | ||
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| ////////////////////////////////////////////////////////////////////////////// | ||
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| func databentoGetRequest(urlStr string, apiKey string) ([]byte, error) { | ||
| apiUrl, err := url.Parse(urlStr) | ||
| if err != nil { | ||
| return nil, err | ||
| } | ||
| req, err := http.NewRequest("GET", apiUrl.String(), nil) | ||
| if err != nil { | ||
| return nil, err | ||
| } | ||
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| auth := base64.StdEncoding.EncodeToString([]byte(apiKey + ":")) | ||
| req.Header.Add("Authorization", "Basic "+auth) | ||
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| client := &http.Client{} | ||
| resp, err := client.Do(req) | ||
| if err != nil { | ||
| return nil, err | ||
| } | ||
| defer resp.Body.Close() | ||
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| body, err := io.ReadAll(resp.Body) | ||
| if err != nil { | ||
| return nil, err | ||
| } | ||
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| return body, nil | ||
| } | ||
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| ////////////////////////////////////////////////////////////////////////////// | ||
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| func databentoPostFormRequest(urlStr string, apiKey string, form url.Values) ([]byte, error) { | ||
| apiUrl, err := url.Parse(urlStr) | ||
| if err != nil { | ||
| return nil, err | ||
| } | ||
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| formBody := strings.NewReader(form.Encode()) | ||
| req, err := http.NewRequest("POST", apiUrl.String(), formBody) | ||
| if err != nil { | ||
| return nil, err | ||
| } | ||
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| req.Header.Set("Content-Type", "application/x-www-form-urlencoded") | ||
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| auth := base64.StdEncoding.EncodeToString([]byte(apiKey + ":")) | ||
| req.Header.Add("Authorization", "Basic "+auth) | ||
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| client := &http.Client{} | ||
| resp, err := client.Do(req) | ||
| if err != nil { | ||
| return nil, err | ||
| } | ||
| defer resp.Body.Close() | ||
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| badStatusCode := (resp.StatusCode != http.StatusOK) | ||
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| body, err := io.ReadAll(resp.Body) | ||
| if err != nil { | ||
| if badStatusCode { | ||
| return nil, fmt.Errorf("HTTP %d %s %s %w", resp.StatusCode, resp.Status, string(body), err) | ||
| } | ||
| return nil, err | ||
| } | ||
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| if badStatusCode { | ||
| return nil, fmt.Errorf("HTTP %d %s %s", resp.StatusCode, resp.Status, string(body)) | ||
| } | ||
|
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| return body, nil | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,75 @@ | ||
| // Copyright (c) 2024 Neomantra Corp | ||
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| package dbn_hist_test | ||
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| import ( | ||
| "os" | ||
| "testing" | ||
| "time" | ||
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| dbn "github.com/NimbleMarkets/dbn-go" | ||
| dbn_hist "github.com/NimbleMarkets/dbn-go/hist" | ||
| . "github.com/onsi/ginkgo/v2" | ||
| . "github.com/onsi/gomega" | ||
| ) | ||
|
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| // Test Launcher | ||
| func TestDbnHist(t *testing.T) { | ||
| RegisterFailHandler(Fail) | ||
| RunSpecs(t, "dbn-go hist suite") | ||
| } | ||
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| var databentoApiKey string | ||
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| var _ = BeforeSuite(func() { | ||
| databentoApiKey = os.Getenv("DATABENTO_API_KEY") | ||
| if databentoApiKey == "" { | ||
| Fail("DATABENTO_API_KEY not set") | ||
| } | ||
| }) | ||
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| var _ = Describe("DbnHist", func() { | ||
| Context("metadata", func() { | ||
| It("should ListPublishers", func() { | ||
| publishers, err := dbn_hist.ListPublishers(databentoApiKey) | ||
| Expect(err).To(BeNil()) | ||
| Expect(publishers).ToNot(BeEmpty()) | ||
| }) | ||
| It("should ListDatasets, ListSchemas, ListFields, ListUnitPrices", func() { | ||
| datasets, err := dbn_hist.ListDatasets(databentoApiKey, dbn_hist.DateRange{}) | ||
| Expect(err).To(BeNil()) | ||
| Expect(datasets).ToNot(BeEmpty()) | ||
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| schemas, err := dbn_hist.ListSchemas(databentoApiKey, datasets[0]) | ||
| Expect(err).To(BeNil()) | ||
| Expect(schemas).ToNot(BeEmpty()) | ||
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| schema, err := dbn.SchemaFromString(schemas[0]) | ||
| Expect(err).To(BeNil()) | ||
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| fields, err := dbn_hist.ListFields(databentoApiKey, dbn.Encoding_Dbn, schema) | ||
| Expect(err).To(BeNil()) | ||
| Expect(fields).ToNot(BeEmpty()) | ||
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| unitPrices, err := dbn_hist.ListUnitPrices(databentoApiKey, datasets[0]) | ||
| Expect(err).To(BeNil()) | ||
| Expect(unitPrices).ToNot(BeEmpty()) | ||
| }) | ||
| It("should ResolveSymbology", func() { | ||
| resolveParams := dbn_hist.ResolveParams{ | ||
| Dataset: "XNAS.ITCH", | ||
| Symbols: []string{"AAPL"}, | ||
| StypeIn: dbn.SType_RawSymbol, | ||
| StypeOut: dbn.SType_InstrumentId, | ||
| DateRange: dbn_hist.DateRange{ | ||
| Start: time.Date(2021, 1, 1, 0, 0, 0, 0, time.UTC), | ||
| End: time.Date(2024, 1, 1, 0, 0, 0, 0, time.UTC), | ||
| }, | ||
| } | ||
| resolveResp, err := dbn_hist.SymbologyResolve(databentoApiKey, resolveParams) | ||
| Expect(err).To(BeNil()) | ||
| Expect(resolveResp).ToNot(BeNil()) | ||
| Expect(resolveResp.Mappings).ToNot(BeEmpty()) | ||
| }) | ||
| }) | ||
| }) |
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