diff --git a/.github/workflows/python-package.yml b/.github/workflows/python-package.yml index 558e64c..723cb08 100644 --- a/.github/workflows/python-package.yml +++ b/.github/workflows/python-package.yml @@ -35,8 +35,12 @@ jobs: pip install setuptools fi python setup.py develop - python -m pip install flake8 pytest-cov coverage vcrpy black + python -m pip install flake8 pytest-cov coverage vcrpy black openapi-spec-validator tools/install_pandas.sh + - name: Validate OpenAPI spec + continue-on-error: true + run: | + openapi-spec-validator openapi/openapi.yaml - name: black run: | black --check tiingo diff --git a/Makefile b/Makefile index 12a882f..cef8645 100644 --- a/Makefile +++ b/Makefile @@ -56,6 +56,9 @@ format: ## apply opinionated formatting format-check: ## check formatting for CI black --check tiingo/ +validate-openapi: ## validate OpenAPI specification + openapi-spec-validator openapi/openapi.yaml + test: ## run tests quickly with the default Python py.test diff --git a/openapi/openapi.yaml b/openapi/openapi.yaml new file mode 100644 index 0000000..8259f4e --- /dev/null +++ b/openapi/openapi.yaml @@ -0,0 +1,190 @@ +openapi: 3.0.3 + +info: + title: Tiingo REST API + version: 1.0.0 + description: | + Tiingo is a financial data platform providing real-time and historical market data. + + This API provides access to: + - End-of-Day stock prices and metadata + - Financial news articles and bulk downloads + - Cryptocurrency prices and metadata + - Foreign exchange (Forex) rates and prices + - IEX real-time stock data + - Fundamental financial statements and metrics + - Mutual fund and ETF data + - Corporate actions (dividends and stock splits) + + Authentication is required via API token. Get your free API token at https://www.tiingo.com + contact: + name: Tiingo API Support + url: https://www.tiingo.com + email: api@tiingo.com + license: + name: Tiingo Terms of Service + url: https://www.tiingo.com/about/terms-of-service + +servers: + - url: https://api.tiingo.com + description: Production API Server + - url: https://apimedia.tiingo.com + description: Media/Static Assets Server + +# Global security requirement - all endpoints require API key +security: + - ApiKeyAuth: [] + +# ============================================================================ +# PATHS - API Endpoints +# ============================================================================ +# NOTE: Path references are commented out until their corresponding path files +# are created. Each PR that adds a path file should uncomment its section. +paths: {} + # -------------------------------------------------------------------------- + # End-of-Day Endpoints (2 endpoints) + # TODO: Uncomment when ./paths/end-of-day.yaml is created + # -------------------------------------------------------------------------- + # /tiingo/daily/{ticker}/prices: + # $ref: "./paths/end-of-day.yaml#/daily-prices" + # + # /tiingo/daily/{ticker}: + # $ref: "./paths/end-of-day.yaml#/daily-meta" + + # -------------------------------------------------------------------------- + # News Endpoints (3 endpoints) + # TODO: Uncomment when ./paths/news.yaml is created + # -------------------------------------------------------------------------- + # /tiingo/news: + # $ref: "./paths/news.yaml#/news" + # + # /tiingo/news/bulk_download: + # $ref: "./paths/news.yaml#/bulk-list" + # + # /tiingo/news/bulk_download/{id}: + # $ref: "./paths/news.yaml#/bulk-download" + + # -------------------------------------------------------------------------- + # Crypto Endpoints (3 endpoints) + # TODO: Uncomment when ./paths/crypto.yaml is created + # -------------------------------------------------------------------------- + # /tiingo/crypto/prices: + # $ref: "./paths/crypto.yaml#/crypto-prices" + # + # /tiingo/crypto: + # $ref: "./paths/crypto.yaml#/crypto-meta" + # + # /tiingo/crypto/top: + # $ref: "./paths/crypto.yaml#/crypto-top" + + # -------------------------------------------------------------------------- + # Forex Endpoints (3 endpoints) + # TODO: Uncomment when ./paths/forex.yaml is created + # -------------------------------------------------------------------------- + # /tiingo/fx/{ticker}: + # $ref: "./paths/forex.yaml#/forex-single" + # + # /tiingo/fx/top: + # $ref: "./paths/forex.yaml#/forex-top" + # + # /tiingo/fx/{ticker}/prices: + # $ref: "./paths/forex.yaml#/forex-prices" + + # -------------------------------------------------------------------------- + # IEX Endpoints (3 endpoints) + # TODO: Uncomment when ./paths/iex.yaml is created + # -------------------------------------------------------------------------- + # /iex: + # $ref: "./paths/iex.yaml#/iex-all" + # + # /iex/{ticker}: + # $ref: "./paths/iex.yaml#/iex-single" + # + # /iex/{ticker}/prices: + # $ref: "./paths/iex.yaml#/iex-prices" + + # -------------------------------------------------------------------------- + # Fundamentals Endpoints (4 endpoints) + # TODO: Uncomment when ./paths/fundamentals.yaml is created + # -------------------------------------------------------------------------- + # /tiingo/fundamentals/definitions: + # $ref: "./paths/fundamentals.yaml#/definitions" + # + # /tiingo/fundamentals/{ticker}/statements: + # $ref: "./paths/fundamentals.yaml#/statements" + # + # /tiingo/fundamentals/{ticker}/daily: + # $ref: "./paths/fundamentals.yaml#/daily" + # + # /tiingo/fundamentals/meta: + # $ref: "./paths/fundamentals.yaml#/meta" + + # -------------------------------------------------------------------------- + # Funds Endpoints (2 endpoints) + # TODO: Uncomment when ./paths/funds.yaml is created + # -------------------------------------------------------------------------- + # /tiingo/funds/{ticker}: + # $ref: "./paths/funds.yaml#/fund-overview" + # + # /tiingo/funds/{ticker}/metrics: + # $ref: "./paths/funds.yaml#/fund-metrics" + + # -------------------------------------------------------------------------- + # Dividends/Distributions Endpoints (3 endpoints) + # TODO: Uncomment when ./paths/dividends.yaml is created + # -------------------------------------------------------------------------- + # /tiingo/corporate-actions/distributions: + # $ref: "./paths/dividends.yaml#/distributions-batch" + # + # /tiingo/corporate-actions/{ticker}/distributions: + # $ref: "./paths/dividends.yaml#/distributions-ticker" + # + # /tiingo/corporate-actions/{ticker}/distribution-yield: + # $ref: "./paths/dividends.yaml#/distribution-yield" + + # -------------------------------------------------------------------------- + # Splits Endpoints (2 endpoints) + # TODO: Uncomment when ./paths/splits.yaml is created + # -------------------------------------------------------------------------- + # /tiingo/corporate-actions/splits: + # $ref: "./paths/splits.yaml#/splits-batch" + # + # /tiingo/corporate-actions/{ticker}/splits: + # $ref: "./paths/splits.yaml#/splits-ticker" + +# ============================================================================ +# COMPONENTS - Reusable definitions +# ============================================================================ +components: + # -------------------------------------------------------------------------- + # Security Schemes + # -------------------------------------------------------------------------- + securitySchemes: + ApiKeyAuth: + type: apiKey + in: query + name: token + description: | + API key authentication. Obtain your API token from https://www.tiingo.com + + Usage: Add `?token=YOUR_API_TOKEN` to all API requests. + + Example: `https://api.tiingo.com/tiingo/daily/aapl/prices?token=YOUR_API_TOKEN` + + # -------------------------------------------------------------------------- + # Reusable Parameters + # -------------------------------------------------------------------------- + parameters: + $ref: "./parameters/_index.yaml" + + # -------------------------------------------------------------------------- + # Reusable Schemas + # -------------------------------------------------------------------------- + schemas: + $ref: "./schemas/_index.yaml" + + # -------------------------------------------------------------------------- + # Reusable Responses + # -------------------------------------------------------------------------- + responses: + $ref: "./responses/_index.yaml" diff --git a/openapi/parameters/_index.yaml b/openapi/parameters/_index.yaml new file mode 100644 index 0000000..fa7c144 --- /dev/null +++ b/openapi/parameters/_index.yaml @@ -0,0 +1,49 @@ +# Reusable Parameter Definitions for Tiingo API +# Reference these using: $ref: '../parameters/_index.yaml#/ParameterName' + +TokenParam: &TokenParam + name: token + in: query + required: true + schema: + type: string + description: API token for authentication + +TickerPathParam: &TickerPathParam + name: ticker + in: path + required: true + schema: + type: string + pattern: '^[A-Z0-9]{1,5}$' + description: Stock or cryptocurrency ticker symbol + +StartDateParam: &StartDateParam + name: startDate + in: query + required: false + schema: + type: string + format: date + description: Start date for historical data in YYYY-MM-DD format + +EndDateParam: &EndDateParam + name: endDate + in: query + required: false + schema: + type: string + format: date + description: End date for historical data in YYYY-MM-DD format + +FormatParam: &FormatParam + name: format + in: query + required: false + schema: + type: string + enum: + - json + - csv + default: json + description: Response format (json or csv) diff --git a/openapi/responses/_index.yaml b/openapi/responses/_index.yaml new file mode 100644 index 0000000..7bb652b --- /dev/null +++ b/openapi/responses/_index.yaml @@ -0,0 +1,34 @@ +BadRequest: &BadRequest + description: Bad Request - Invalid parameters + content: + application/json: + schema: + $ref: '../schemas/common.yaml#/ErrorResponse' + +Unauthorized: &Unauthorized + description: Unauthorized - Invalid or missing API token + content: + application/json: + schema: + $ref: '../schemas/common.yaml#/ErrorResponse' + +NotFound: &NotFound + description: Not Found - Ticker or resource not found + content: + application/json: + schema: + $ref: '../schemas/common.yaml#/ErrorResponse' + +TooManyRequests: &TooManyRequests + description: Too Many Requests - Rate limit exceeded + content: + application/json: + schema: + $ref: '../schemas/common.yaml#/ErrorResponse' + +InternalServerError: &InternalServerError + description: Internal Server Error + content: + application/json: + schema: + $ref: '../schemas/common.yaml#/ErrorResponse' diff --git a/openapi/schemas/_index.yaml b/openapi/schemas/_index.yaml new file mode 100644 index 0000000..ccd5e77 --- /dev/null +++ b/openapi/schemas/_index.yaml @@ -0,0 +1,180 @@ +# OpenAPI Schemas Index +# This file provides a centralized index of all schema components across the Tiingo API +# organized by endpoint category. Each schema is defined with a YAML anchor and references +# the actual schema definition from its respective file. +# +# NOTE: Schema references are commented out until their corresponding schema files are created. +# Each PR that adds a schema file should uncomment its section. + +# ======================================================================== +# COMMON SCHEMAS - Shared across all endpoints +# Reference: ./common.yaml +# ======================================================================== + +Date: &Date + $ref: './common.yaml#/Date' + +DateTime: &DateTime + $ref: './common.yaml#/DateTime' + +Ticker: &Ticker + $ref: './common.yaml#/Ticker' + +Currency: &Currency + $ref: './common.yaml#/Currency' + +ErrorResponse: &ErrorResponse + $ref: './common.yaml#/ErrorResponse' + +# ======================================================================== +# END-OF-DAY STOCK PRICE SCHEMAS +# Reference: https://www.tiingo.com/documentation/end-of-day +# File: ./eod-schemas.yaml +# TODO: Uncomment when ./eod-schemas.yaml is created +# ======================================================================== + +# PriceData: &PriceData +# $ref: './eod-schemas.yaml#/PriceData' +# +# TickerMetadata: &TickerMetadata +# $ref: './eod-schemas.yaml#/TickerMetadata' + +# ======================================================================== +# NEWS API SCHEMAS +# File: ./news-schemas.yaml +# TODO: Uncomment when ./news-schemas.yaml is created +# ======================================================================== + +# NewsArticle: &NewsArticle +# $ref: './news-schemas.yaml#/NewsArticle' +# +# BulkDownloadFile: &BulkDownloadFile +# $ref: './news-schemas.yaml#/BulkDownloadFile' + +# ======================================================================== +# CRYPTOCURRENCY API SCHEMAS +# File: ./crypto-schemas.yaml +# TODO: Uncomment when ./crypto-schemas.yaml is created +# ======================================================================== + +# CryptoCurrency: &CryptoCurrency +# $ref: './crypto-schemas.yaml#/CryptoCurrency' +# +# CryptoTicker: &CryptoTicker +# $ref: './crypto-schemas.yaml#/CryptoTicker' +# +# ResampleFreq: &ResampleFreq +# $ref: './crypto-schemas.yaml#/ResampleFreq' +# +# PriceDataItem: &PriceDataItem +# $ref: './crypto-schemas.yaml#/PriceDataItem' +# +# ExchangeDataItem: &ExchangeDataItem +# $ref: './crypto-schemas.yaml#/ExchangeDataItem' +# +# CryptoPrice: &CryptoPrice +# $ref: './crypto-schemas.yaml#/CryptoPrice' +# +# CryptoMetadata: &CryptoMetadata +# $ref: './crypto-schemas.yaml#/CryptoMetadata' +# +# TopOfBookData: &TopOfBookData +# $ref: './crypto-schemas.yaml#/TopOfBookData' +# +# TopOfBookExchangeData: &TopOfBookExchangeData +# $ref: './crypto-schemas.yaml#/TopOfBookExchangeData' +# +# CryptoTopOfBook: &CryptoTopOfBook +# $ref: './crypto-schemas.yaml#/CryptoTopOfBook' + +# ======================================================================== +# FOREX API SCHEMAS +# File: ./forex-schemas.yaml +# TODO: Uncomment when ./forex-schemas.yaml is created +# ======================================================================== + +# ForexTopOfBook: &ForexTopOfBook +# $ref: './forex-schemas.yaml#/ForexTopOfBook' +# +# ForexPrice: &ForexPrice +# $ref: './forex-schemas.yaml#/ForexPrice' + +# ======================================================================== +# IEX EXCHANGE API SCHEMAS +# Reference: https://api.tiingo.com/documentation/iex +# File: ./iex-schemas.yaml +# TODO: Uncomment when ./iex-schemas.yaml is created +# ======================================================================== + +# IEXTopOfBook: &IEXTopOfBook +# $ref: './iex-schemas.yaml#/IEXTopOfBook' +# +# IEXPrice: &IEXPrice +# $ref: './iex-schemas.yaml#/IEXPrice' + +# ======================================================================== +# FUNDAMENTALS API SCHEMAS +# File: ./fundamentals-schemas.yaml +# TODO: Uncomment when ./fundamentals-schemas.yaml is created +# ======================================================================== + +# FundamentalDefinition: &FundamentalDefinition +# $ref: './fundamentals-schemas.yaml#/FundamentalDefinition' +# +# DataPoint: &DataPoint +# $ref: './fundamentals-schemas.yaml#/DataPoint' +# +# StatementData: &StatementData +# $ref: './fundamentals-schemas.yaml#/StatementData' +# +# FinancialStatement: &FinancialStatement +# $ref: './fundamentals-schemas.yaml#/FinancialStatement' +# +# DailyMetric: &DailyMetric +# $ref: './fundamentals-schemas.yaml#/DailyMetric' +# +# FundamentalMeta: &FundamentalMeta +# $ref: './fundamentals-schemas.yaml#/FundamentalMeta' + +# ======================================================================== +# MUTUAL FUNDS AND ETF SCHEMAS +# Reference: /docs/api_extracted/mutual-fund-etf-fees.md +# File: ./funds-schemas.yaml +# TODO: Uncomment when ./funds-schemas.yaml is created +# ======================================================================== + +# OtherShareClass: &OtherShareClass +# $ref: './funds-schemas.yaml#/OtherShareClass' +# +# FundOverview: &FundOverview +# $ref: './funds-schemas.yaml#/FundOverview' +# +# CustomFee: &CustomFee +# $ref: './funds-schemas.yaml#/CustomFee' +# +# FundMetrics: &FundMetrics +# $ref: './funds-schemas.yaml#/FundMetrics' + +# ======================================================================== +# DIVIDENDS AND DISTRIBUTIONS SCHEMAS +# File: ./dividends-schemas.yaml +# TODO: Uncomment when ./dividends-schemas.yaml is created +# ======================================================================== + +# Distribution: &Distribution +# $ref: './dividends-schemas.yaml#/Distribution' +# +# DistributionYield: &DistributionYield +# $ref: './dividends-schemas.yaml#/DistributionYield' + +# ======================================================================== +# STOCK SPLITS SCHEMAS +# File: ./splits-schemas.yaml +# TODO: Uncomment when ./splits-schemas.yaml is created +# ======================================================================== + +# Split: &Split +# $ref: './splits-schemas.yaml#/Split' +# +# SplitArray: &SplitArray +# $ref: './splits-schemas.yaml#/SplitArray' diff --git a/openapi/schemas/common.yaml b/openapi/schemas/common.yaml new file mode 100644 index 0000000..5bdaf49 --- /dev/null +++ b/openapi/schemas/common.yaml @@ -0,0 +1,39 @@ +Date: &Date + type: string + format: date + pattern: '^\d{4}-\d{2}-\d{2}$' + description: Date in ISO 8601 format + example: '2025-12-13' + +DateTime: &DateTime + type: string + format: date-time + description: Timestamp in ISO 8601 format + example: '2025-12-13T18:00:00.000Z' + +Ticker: &Ticker + type: string + pattern: '^[A-Z0-9]+$' + description: Stock, ETF, or crypto ticker symbol + example: 'AAPL' + +Currency: &Currency + type: string + pattern: '^[A-Z]{3}$' + description: ISO 4217 currency code + example: 'USD' + +ErrorResponse: &ErrorResponse + type: object + properties: + error: + type: string + description: Error message + detail: + type: string + description: Detailed error information + required: + - error + example: + error: "Invalid ticker symbol" + detail: "Ticker 'XYZ123' not found" diff --git a/requirements_dev.txt b/requirements_dev.txt index fec4fcf..bb51eb7 100644 --- a/requirements_dev.txt +++ b/requirements_dev.txt @@ -12,3 +12,4 @@ pytest==8.3.4 vcrpy==2.1.1 twine==6.0.1 black==24.10.0 +openapi-spec-validator==0.7.1