170 lines
5.3 KiB
Python
170 lines
5.3 KiB
Python
import os
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import time
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import sqlite3
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import threading
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from datetime import datetime, timedelta
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import requests
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from flask import Flask, request, jsonify
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app = Flask(__name__)
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# ---- Config ----
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FINNHUB_API_KEY = os.environ.get("FINNHUB_API_KEY", "")
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SHARED_SECRET = os.environ.get("PROXY_SECRET", "")
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DB_PATH = os.environ.get("DB_PATH", "/data/cache.db")
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FINNHUB_MAX_PER_MIN = 40 # stay safely under Finnhub's 60/min cap
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_db_lock = threading.Lock()
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def get_db():
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conn = sqlite3.connect(DB_PATH)
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conn.execute("""
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CREATE TABLE IF NOT EXISTS historical_cache (
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ticker TEXT NOT NULL,
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requested_date TEXT NOT NULL,
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resolved_date TEXT NOT NULL,
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price REAL NOT NULL,
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PRIMARY KEY (ticker, requested_date)
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)
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""")
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return conn
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_current_cache = {}
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_current_cache_lock = threading.Lock()
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CURRENT_TTL_SECONDS = 60
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_finnhub_calls = []
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_finnhub_lock = threading.Lock()
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def finnhub_throttle():
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with _finnhub_lock:
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now = time.time()
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while _finnhub_calls and _finnhub_calls[0] < now - 60:
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_finnhub_calls.pop(0)
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if len(_finnhub_calls) >= FINNHUB_MAX_PER_MIN:
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sleep_for = 60 - (now - _finnhub_calls[0]) + 0.1
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time.sleep(max(sleep_for, 0))
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_finnhub_calls.append(time.time())
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def check_auth():
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key = request.args.get("key", "")
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return bool(SHARED_SECRET) and key == SHARED_SECRET
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@app.route("/current")
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def current_price():
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if not check_auth():
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return jsonify({"error": "unauthorized"}), 401
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ticker = request.args.get("ticker", "").upper().strip()
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if not ticker:
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return jsonify({"error": "missing ticker"}), 400
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now = time.time()
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with _current_cache_lock:
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cached = _current_cache.get(ticker)
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if cached and (now - cached[1]) < CURRENT_TTL_SECONDS:
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return jsonify({"ticker": ticker, "price": cached[0], "quote_time": cached[2], "cached": True})
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finnhub_throttle()
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r = requests.get(
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"https://finnhub.io/api/v1/quote",
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params={"symbol": ticker, "token": FINNHUB_API_KEY},
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timeout=10,
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)
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data = r.json()
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if not data or data.get("c") in (None, 0):
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return jsonify({"ticker": ticker, "error": "no data"}), 502
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price = data["c"]
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quote_time = None
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if data.get("t"):
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quote_time = datetime.utcfromtimestamp(data["t"]).isoformat() + "Z"
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with _current_cache_lock:
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_current_cache[ticker] = (price, now, quote_time)
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return jsonify({"ticker": ticker, "price": price, "quote_time": quote_time, "cached": False})
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@app.route("/historical")
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def historical_price():
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if not check_auth():
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return jsonify({"error": "unauthorized"}), 401
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ticker = request.args.get("ticker", "").upper().strip()
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date_str = request.args.get("date", "").strip()
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if not ticker or not date_str:
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return jsonify({"error": "missing ticker or date"}), 400
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try:
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target_date = datetime.strptime(date_str, "%Y-%m-%d")
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except ValueError:
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return jsonify({"error": "date must be YYYY-MM-DD"}), 400
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with _db_lock:
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conn = get_db()
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row = conn.execute(
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"SELECT resolved_date, price FROM historical_cache WHERE ticker=? AND requested_date=?",
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(ticker, date_str),
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).fetchone()
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conn.close()
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if row:
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return jsonify({"ticker": ticker, "requested_date": date_str, "resolved_date": row[0], "price": row[1], "cached": True})
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period2 = int((target_date + timedelta(days=1)).timestamp())
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period1 = int((target_date - timedelta(days=10)).timestamp())
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url = f"https://query1.finance.yahoo.com/v8/finance/chart/{ticker}"
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headers = {"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36"}
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r = requests.get(url, params={"period1": period1, "period2": period2, "interval": "1d"}, headers=headers, timeout=10)
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if r.status_code != 200:
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return jsonify({"ticker": ticker, "error": f"yahoo http {r.status_code}"}), 502
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data = r.json()
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try:
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result = data["chart"]["result"][0]
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timestamps = result["timestamp"]
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closes = result["indicators"]["quote"][0]["close"]
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except (KeyError, IndexError, TypeError):
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return jsonify({"ticker": ticker, "error": "no historical data"}), 502
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best = None
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for ts, close in zip(timestamps, closes):
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if close is None:
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continue
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day = datetime.utcfromtimestamp(ts)
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if day.date() <= target_date.date():
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if best is None or day > best[0]:
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best = (day, close)
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if best is None:
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return jsonify({"ticker": ticker, "error": "no trading day found in window"}), 502
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resolved_date = best[0].strftime("%Y-%m-%d")
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price = round(best[1], 4)
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with _db_lock:
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conn = get_db()
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conn.execute(
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"INSERT OR REPLACE INTO historical_cache (ticker, requested_date, resolved_date, price) VALUES (?, ?, ?, ?)",
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(ticker, date_str, resolved_date, price),
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)
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conn.commit()
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conn.close()
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return jsonify({"ticker": ticker, "requested_date": date_str, "resolved_date": resolved_date, "price": price, "cached": False})
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@app.route("/health")
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def health():
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return jsonify({"status": "ok"})
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if __name__ == "__main__":
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app.run(host="0.0.0.0", port=5005)
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