get rid of yf historical data feed

mnsrulz · Sep 10, 2024 · 88a9b5e · 88a9b5e
1 parent dda9297
commit 88a9b5e
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Showing 3 changed files with 48 additions and 14 deletions.
diff --git a/src/app/api/symbols/[symbol]/historical/route.ts b/src/app/api/symbols/[symbol]/historical/route.ts
@@ -1,14 +1,14 @@
+import { getPriceAtDate } from "@/lib/tradierService";
 import { NextResponse } from "next/server";
-import yf from 'yahoo-finance2';
 
-export async function GET(request: Request, p: { params: { symbol: string } }) {
-    const resp = await yf.historical(p.params.symbol, {
-        interval: '1d',
-        period1: new Date(2023, 0, 1),
-        period2: new Date()
-    });
+export async function GET(request: Request, p: { params: { symbol: string, dt: string } }) {
+    const { symbol } = p.params;
+    const { searchParams } = new URL(request.url);
+    const dt = searchParams.get("dt");
+    if (!dt) return NextResponse.json({ error: 'dt is null' }, { status: 400 });
+    const resp = await getPriceAtDate(symbol,  dt);
     return NextResponse.json({
-        data: resp,
+        price: resp,
         symbol: p.params.symbol
     });
 }
diff --git a/src/lib/socket.ts b/src/lib/socket.ts
@@ -228,10 +228,15 @@ export const useDeltaGammaHedging = (symbol: string, dte: number, sc: number, da
                     s: symbol,
                     dt: dataMode
                 }
-            }).json<{ data: TradierOptionData[], currentPrice: number }>().then(r => {
+            }).json<{ data: TradierOptionData[] }>().then(async r => {
                 const allDates = [...new Set(r.data.flatMap(j => j.options.option.map(s => s.expiration_date)))];
-                const allStrikes = getCalculatedStrikes(r.currentPrice, sc, [...new Set(r.data.flatMap(j => j.options.option.map(s => s.strike)))]);
-                const finalResponse = calculateHedging(r.data, allStrikes, allDates, r.currentPrice);
+                const { price } = await ky(`/api/symbols/${symbol}/historical`, {
+                    searchParams: {
+                        dt: dataMode
+                    }
+                }).json<{ price: number }>();
+                const allStrikes = getCalculatedStrikes(price, sc, [...new Set(r.data.flatMap(j => j.options.option.map(s => s.strike)))]);
+                const finalResponse = calculateHedging(r.data, allStrikes, allDates, price);
                 setOd(finalResponse.exposureData);
             }).finally(() => setIsLoading(false));
         }

diff --git a/src/lib/tradierService.ts b/src/lib/tradierService.ts
@@ -1,8 +1,10 @@
 import ky from "ky";
 import { TradierOptionData } from "./types";
+import dayjs from "dayjs";
 const tradierBaseUri = process.env.TRADIER_BASE_URI || 'https://sandbox.tradier.com/';
 const optionsChain = `${tradierBaseUri}v1/markets/options/chains`;
 const lookup = `${tradierBaseUri}v1/markets/lookup`;
+const historical = `${tradierBaseUri}v1/markets/history`;
 const optionsExpiration = `${tradierBaseUri}v1/markets/options/expirations`;
 const getQuotes = `${tradierBaseUri}v1/markets/quotes`;
 
@@ -56,9 +58,11 @@ type Symbol = {
     description: string
 }
 
-type LookupSymbolResponse = { securities: {
-    security: Symbol | Symbol[]
-} }
+type LookupSymbolResponse = {
+    securities: {
+        security: Symbol | Symbol[]
+    }
+}
 
 export const lookupSymbol = (q: string) => {
     return client(lookup, {
@@ -68,4 +72,29 @@ export const lookupSymbol = (q: string) => {
         }
     }).json<LookupSymbolResponse>();
 
+}
+
+export const getPriceAtDate = async (s: string, dt: string) => {
+    console.log(`${s} -- ${dt}`);
+    const start = dayjs(dt.substring(0, 10)).format('YYYY-MM-DD');
+
+    const result = await client(historical, {
+        searchParams: {
+            'symbol': s,
+            'interval': 'daily',
+            'start': start,
+            'end': start, //dayjs(dt.substring(0, 10)).add(1, 'days').format('YYYY-MM-DD'),
+            'session_filter': 'all'
+        }
+    }).json<{
+        "history": {
+            "day": {
+                "date": string,
+                "open": number
+            }
+        }
+    }>();
+    const dtresult = result.history.day;
+    if (dtresult) return dtresult.open;
+    throw new Error('unable to determine price');
 }