Dmitry Beresnev
commited on
Commit
·
a98decd
1
Parent(s):
2671ab5
fix the requests to the SEC API
Browse files- .env.example +2 -1
- requirements.txt +2 -0
- src/api/insiders/insider_trading_aggregator.py +243 -3
- src/telegram_bot/config.py +1 -0
.env.example
CHANGED
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@@ -9,4 +9,5 @@ WEBHOOK_SECRET=
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SPACE_URL=
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HF_TOKEN=
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HF_DATASET_REPO=
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-
FMP_API_TOKEN=
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SPACE_URL=
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HF_TOKEN=
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HF_DATASET_REPO=
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+
FMP_API_TOKEN=
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+
SEC_API_TOKEN=
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requirements.txt
CHANGED
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@@ -33,3 +33,5 @@ typing-extensions>=4.5.0
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pytz>=2023.3
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TA-Lib>=0.4.19
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pytz>=2023.3
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TA-Lib>=0.4.19
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+
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+
sec-api
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src/api/insiders/insider_trading_aggregator.py
CHANGED
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@@ -109,6 +109,67 @@ class InsiderTradingAggregator:
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| 109 |
# This was a major performance bottleneck.
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# await asyncio.sleep(60 / self.apis[api_name]['requests_per_minute'])
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| 112 |
async def get_fmp_insider_trades(self, session: aiohttp.ClientSession,
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symbol: str, limit: int = 100, filter_days: int = 30) -> List[InsiderTrade]:
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"""
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@@ -182,6 +243,7 @@ class InsiderTradingAggregator:
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f"Retrieved {len(all_trades)} trades from FMP for {symbol} by iterating through {len(date_range)} days.")
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return all_trades
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async def get_sec_api_insider_trades(self, session: aiohttp.ClientSession,
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symbol: str, limit: int = 100) -> List[InsiderTrade]:
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"""Get insider trades from SEC-API"""
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@@ -215,7 +277,185 @@ class InsiderTradingAggregator:
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continue
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logger.info(f"Retrieved {len(trades)} trades from SEC-API for {symbol}")
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-
return trades
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| 219 |
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| 220 |
async def get_eod_insider_trades(self, session: aiohttp.ClientSession,
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symbol: str) -> List[InsiderTrade]:
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|
@@ -393,8 +633,8 @@ class InsiderTradingAggregator:
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async with aiohttp.ClientSession(timeout=timeout) as session:
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# Create tasks for all API calls
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tasks = [
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-
self.get_fmp_insider_trades(session, symbol, limit_per_api),
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-
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#self.get_eod_insider_trades(session, symbol),
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#self.get_tradefeeds_insider_trades(session, symbol, limit_per_api),
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#self.get_factored_ai_insider_trades(session, symbol)
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# This was a major performance bottleneck.
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# await asyncio.sleep(60 / self.apis[api_name]['requests_per_minute'])
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+
'''
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+
async def _make_post_request(self, session: aiohttp.ClientSession, api_name: str,
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+
endpoint: str, payload: Dict) -> Optional[Dict]:
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+
"""Make an async rate-limited POST request to an API."""
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+
if not self._check_rate_limit(api_name):
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logger.warning(f"Daily rate limit reached for {api_name}")
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+
return None
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+
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+
if not self.apis[api_name]['api_key']:
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logger.warning(f"No API key set for {api_name}, skipping request.")
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return None
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+
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| 124 |
+
async with self.semaphores[api_name]:
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+
try:
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| 126 |
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url = f"{self.apis[api_name]['base_url']}/{endpoint}"
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+
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| 128 |
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# Set Authorization header per SEC API docs (no "Bearer" prefix)
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headers = {
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'Authorization': self.apis[api_name]['api_key'],
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'Content-Type': 'application/json'
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}
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+
async with session.post(url, json=payload, headers=headers) as response:
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response.raise_for_status()
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self.request_counts[api_name] += 1
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return await response.json()
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| 138 |
+
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| 139 |
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except aiohttp.ClientError as e:
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logger.error(f"POST request failed for {api_name} ({url}): {e}")
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return None
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| 142 |
+
'''
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| 143 |
+
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| 144 |
+
async def _make_post_request(self, session: aiohttp.ClientSession, api_name: str,
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| 145 |
+
endpoint: str, payload: Dict) -> Optional[Dict]:
|
| 146 |
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"""Make an async rate-limited POST request to an API."""
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| 147 |
+
if not self._check_rate_limit(api_name):
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| 148 |
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logger.warning(f"Daily rate limit reached for {api_name}")
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return None
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| 150 |
+
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| 151 |
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if not self.apis[api_name]['api_key']:
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logger.warning(f"No API key set for {api_name}, skipping request.")
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| 153 |
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return None
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+
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| 155 |
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async with self.semaphores[api_name]:
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try:
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# Build the full URL
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url = f"{self.apis[api_name]['base_url']}/{endpoint}"
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| 159 |
+
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| 160 |
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# Add API key as query parameter (SEC API supports this method)
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url_with_token = f"{url}?token={self.apis[api_name]['api_key']}"
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+
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# Make POST request with JSON payload
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async with session.post(url_with_token, json=payload) as response:
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response.raise_for_status()
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self.request_counts[api_name] += 1
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return await response.json()
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+
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except aiohttp.ClientError as e:
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logger.error(f"POST request failed for {api_name} ({url}): {e}")
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return None
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+
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| 173 |
async def get_fmp_insider_trades(self, session: aiohttp.ClientSession,
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| 174 |
symbol: str, limit: int = 100, filter_days: int = 30) -> List[InsiderTrade]:
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| 175 |
"""
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| 243 |
f"Retrieved {len(all_trades)} trades from FMP for {symbol} by iterating through {len(date_range)} days.")
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| 244 |
return all_trades
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| 245 |
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| 246 |
+
'''
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| 247 |
async def get_sec_api_insider_trades(self, session: aiohttp.ClientSession,
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| 248 |
symbol: str, limit: int = 100) -> List[InsiderTrade]:
|
| 249 |
"""Get insider trades from SEC-API"""
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| 277 |
continue
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| 278 |
|
| 279 |
logger.info(f"Retrieved {len(trades)} trades from SEC-API for {symbol}")
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| 280 |
+
return trades
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| 281 |
+
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| 282 |
+
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| 283 |
+
async def get_sec_api_insider_trades(self, session: aiohttp.ClientSession,
|
| 284 |
+
symbol: str, limit: int = 50,
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| 285 |
+
filter_days: int = 30) -> List[InsiderTrade]:
|
| 286 |
+
"""Get insider trades from SEC-API using a POST request with proper query structure."""
|
| 287 |
+
all_trades = []
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| 288 |
+
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| 289 |
+
# Ensure the limit does not exceed the API's maximum
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| 290 |
+
if limit > 50:
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| 291 |
+
limit = 50
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| 292 |
+
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| 293 |
+
# Date range for filtering
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| 294 |
+
to_date = datetime.now()
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| 295 |
+
from_date = to_date - timedelta(days=filter_days)
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| 296 |
+
|
| 297 |
+
start_index = 0
|
| 298 |
+
|
| 299 |
+
while True:
|
| 300 |
+
# Construct query payload according to SEC API documentation
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| 301 |
+
query_payload = {
|
| 302 |
+
"query": {
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| 303 |
+
"query_string": {
|
| 304 |
+
"query": f'issuer.tradingSymbol:"{symbol}" AND periodOfReport:[{from_date.strftime("%Y-%m-%d")} TO {to_date.strftime("%Y-%m-%d")}]'
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| 305 |
+
}
|
| 306 |
+
},
|
| 307 |
+
"from": str(start_index),
|
| 308 |
+
"size": str(limit),
|
| 309 |
+
"sort": [{"filedAt": {"order": "desc"}}]
|
| 310 |
+
}
|
| 311 |
+
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| 312 |
+
endpoint = "insider-trading"
|
| 313 |
+
logger.info(f"Requesting SEC-API data for {symbol}, starting at index {start_index}...")
|
| 314 |
+
data = await self._make_post_request(session, 'sec_api', endpoint, query_payload)
|
| 315 |
+
|
| 316 |
+
if not data or 'transactions' not in data or not data['transactions']:
|
| 317 |
+
break
|
| 318 |
+
|
| 319 |
+
for filing in data['transactions']:
|
| 320 |
+
# Parse both non-derivative and derivative transactions
|
| 321 |
+
transactions_list = filing.get('nonDerivativeTable', {}).get('transactions', []) + \
|
| 322 |
+
filing.get('derivativeTable', {}).get('transactions', [])
|
| 323 |
+
|
| 324 |
+
for transaction in transactions_list:
|
| 325 |
+
try:
|
| 326 |
+
# Map transaction codes to buy/sell
|
| 327 |
+
trans_code = transaction.get('coding', {}).get('code', '')
|
| 328 |
+
if trans_code in ('A', 'P'): # Acquisition or Purchase
|
| 329 |
+
trans_type = TransactionType.BUY.value
|
| 330 |
+
elif trans_code in ('D', 'S'): # Disposition or Sale
|
| 331 |
+
trans_type = TransactionType.SELL.value
|
| 332 |
+
else:
|
| 333 |
+
continue # Skip other transaction types
|
| 334 |
+
|
| 335 |
+
shares = transaction.get('amounts', {}).get('shares')
|
| 336 |
+
price_per_share = transaction.get('amounts', {}).get('pricePerShare')
|
| 337 |
+
|
| 338 |
+
if shares is None or price_per_share is None:
|
| 339 |
+
continue
|
| 340 |
+
|
| 341 |
+
shares = int(shares)
|
| 342 |
+
price_per_share = float(price_per_share)
|
| 343 |
+
|
| 344 |
+
insider_trade = InsiderTrade(
|
| 345 |
+
symbol=filing.get('issuer', {}).get('tradingSymbol', symbol),
|
| 346 |
+
company_name=filing.get('issuer', {}).get('name', ''),
|
| 347 |
+
insider_name=filing.get('reportingOwner', {}).get('name', ''),
|
| 348 |
+
position=filing.get('reportingOwner', {}).get('relationship', {}).get('officerTitle',
|
| 349 |
+
'Insider'),
|
| 350 |
+
transaction_date=transaction.get('transactionDate', {}).get('value', ''),
|
| 351 |
+
transaction_type=trans_type,
|
| 352 |
+
shares=shares,
|
| 353 |
+
price=price_per_share,
|
| 354 |
+
value=float(shares * price_per_share),
|
| 355 |
+
form_type=filing.get('documentType', ''),
|
| 356 |
+
source='SEC-API',
|
| 357 |
+
filing_date=filing.get('filedAt', '')
|
| 358 |
+
)
|
| 359 |
+
all_trades.append(insider_trade)
|
| 360 |
+
|
| 361 |
+
except (ValueError, TypeError, AttributeError) as e:
|
| 362 |
+
logger.warning(f"Error parsing SEC-API transaction for {symbol}: {e}")
|
| 363 |
+
continue
|
| 364 |
+
|
| 365 |
+
start_index += limit
|
| 366 |
+
|
| 367 |
+
# Stop if we got fewer results than requested (last page)
|
| 368 |
+
if len(data['transactions']) < limit:
|
| 369 |
+
break
|
| 370 |
+
|
| 371 |
+
logger.info(f"Retrieved {len(all_trades)} trades from SEC-API for {symbol}.")
|
| 372 |
+
return all_trades
|
| 373 |
+
'''
|
| 374 |
+
|
| 375 |
+
async def get_sec_api_insider_trades(self, session: aiohttp.ClientSession,
|
| 376 |
+
symbol: str, limit: int = 50,
|
| 377 |
+
filter_days: int = 30) -> List[InsiderTrade]:
|
| 378 |
+
"""Get insider trades from SEC-API using a POST request with proper query structure."""
|
| 379 |
+
all_trades = []
|
| 380 |
+
|
| 381 |
+
if limit > 50:
|
| 382 |
+
limit = 50
|
| 383 |
+
|
| 384 |
+
to_date = datetime.now()
|
| 385 |
+
from_date = to_date - timedelta(days=filter_days)
|
| 386 |
+
|
| 387 |
+
start_index = 0
|
| 388 |
+
|
| 389 |
+
while True:
|
| 390 |
+
# Use simple query string format as shown in official Python SDK
|
| 391 |
+
query_payload = {
|
| 392 |
+
"query": f'issuer.tradingSymbol:"{symbol}" AND periodOfReport:[{from_date.strftime("%Y-%m-%d")} TO {to_date.strftime("%Y-%m-%d")}]',
|
| 393 |
+
"from": str(start_index),
|
| 394 |
+
"size": str(limit),
|
| 395 |
+
"sort": [{"filedAt": {"order": "desc"}}]
|
| 396 |
+
}
|
| 397 |
+
|
| 398 |
+
endpoint = "insider-trading"
|
| 399 |
+
logger.info(f"Requesting SEC-API data for {symbol}, starting at index {start_index}...")
|
| 400 |
+
data = await self._make_post_request(session, 'sec_api', endpoint, query_payload)
|
| 401 |
+
|
| 402 |
+
if not data or 'transactions' not in data or not data['transactions']:
|
| 403 |
+
break
|
| 404 |
+
|
| 405 |
+
for filing in data['transactions']:
|
| 406 |
+
# Check if nonDerivativeTable exists and has transactions
|
| 407 |
+
non_deriv_trans = filing.get('nonDerivativeTable', {}).get('transactions', [])
|
| 408 |
+
deriv_trans = filing.get('derivativeTable', {}).get('transactions', [])
|
| 409 |
+
|
| 410 |
+
transactions_list = non_deriv_trans + deriv_trans
|
| 411 |
+
|
| 412 |
+
for transaction in transactions_list:
|
| 413 |
+
try:
|
| 414 |
+
trans_code = transaction.get('coding', {}).get('code', '')
|
| 415 |
+
if trans_code in ('A', 'P'):
|
| 416 |
+
trans_type = TransactionType.BUY.value
|
| 417 |
+
elif trans_code in ('D', 'S'):
|
| 418 |
+
trans_type = TransactionType.SELL.value
|
| 419 |
+
else:
|
| 420 |
+
continue
|
| 421 |
+
|
| 422 |
+
shares = transaction.get('amounts', {}).get('shares')
|
| 423 |
+
price_per_share = transaction.get('amounts', {}).get('pricePerShare')
|
| 424 |
+
|
| 425 |
+
if shares is None or price_per_share is None:
|
| 426 |
+
continue
|
| 427 |
+
|
| 428 |
+
shares = float(shares)
|
| 429 |
+
price_per_share = float(price_per_share)
|
| 430 |
+
|
| 431 |
+
insider_trade = InsiderTrade(
|
| 432 |
+
symbol=filing.get('issuer', {}).get('tradingSymbol', symbol),
|
| 433 |
+
company_name=filing.get('issuer', {}).get('name', ''),
|
| 434 |
+
insider_name=filing.get('reportingOwner', {}).get('name', ''),
|
| 435 |
+
position=filing.get('reportingOwner', {}).get('relationship', {}).get('officerTitle',
|
| 436 |
+
'Insider'),
|
| 437 |
+
transaction_date=transaction.get('transactionDate', ''),
|
| 438 |
+
transaction_type=trans_type,
|
| 439 |
+
shares=int(shares),
|
| 440 |
+
price=price_per_share,
|
| 441 |
+
value=shares * price_per_share,
|
| 442 |
+
form_type=filing.get('documentType', ''),
|
| 443 |
+
source='SEC-API',
|
| 444 |
+
filing_date=filing.get('filedAt', '')
|
| 445 |
+
)
|
| 446 |
+
all_trades.append(insider_trade)
|
| 447 |
+
|
| 448 |
+
except (ValueError, TypeError, AttributeError) as e:
|
| 449 |
+
logger.warning(f"Error parsing SEC-API transaction for {symbol}: {e}")
|
| 450 |
+
continue
|
| 451 |
+
|
| 452 |
+
start_index += limit
|
| 453 |
+
|
| 454 |
+
if len(data['transactions']) < limit:
|
| 455 |
+
break
|
| 456 |
+
|
| 457 |
+
logger.info(f"Retrieved {len(all_trades)} trades from SEC-API for {symbol}.")
|
| 458 |
+
return all_trades
|
| 459 |
|
| 460 |
async def get_eod_insider_trades(self, session: aiohttp.ClientSession,
|
| 461 |
symbol: str) -> List[InsiderTrade]:
|
|
|
|
| 633 |
async with aiohttp.ClientSession(timeout=timeout) as session:
|
| 634 |
# Create tasks for all API calls
|
| 635 |
tasks = [
|
| 636 |
+
#self.get_fmp_insider_trades(session, symbol, limit_per_api),
|
| 637 |
+
self.get_sec_api_insider_trades(session, symbol, limit_per_api),
|
| 638 |
#self.get_eod_insider_trades(session, symbol),
|
| 639 |
#self.get_tradefeeds_insider_trades(session, symbol, limit_per_api),
|
| 640 |
#self.get_factored_ai_insider_trades(session, symbol)
|
src/telegram_bot/config.py
CHANGED
|
@@ -17,6 +17,7 @@ class Config:
|
|
| 17 |
OPENROUTER_API_KEY_2 = os.getenv('OPENROUTER_API_TOKEN_2', '')
|
| 18 |
GEMINI_API_KEY = os.getenv('GEMINI_API_TOKEN', '')
|
| 19 |
FMP_API_KEY = os.getenv('FMP_API_TOKEN', '')
|
|
|
|
| 20 |
|
| 21 |
@classmethod
|
| 22 |
def validate(cls) -> bool:
|
|
|
|
| 17 |
OPENROUTER_API_KEY_2 = os.getenv('OPENROUTER_API_TOKEN_2', '')
|
| 18 |
GEMINI_API_KEY = os.getenv('GEMINI_API_TOKEN', '')
|
| 19 |
FMP_API_KEY = os.getenv('FMP_API_TOKEN', '')
|
| 20 |
+
SEC_API_KEY = os.getenv('SEC_API_TOKEN', '')
|
| 21 |
|
| 22 |
@classmethod
|
| 23 |
def validate(cls) -> bool:
|