R/bis.R

In bbk: Client for Central Bank APIs

#' Fetch Bank for International Settlements (BIS) data
#'
#' Retrieve time series data from the BIS SDMX Web Service.
#'
#' @param flow (`character(1)`)\cr
#'   The dataflow to query. See [bis_metadata()] for available dataflows.
#' @param key (`NULL` | `character()`)\cr
#'   The series keys to query using dot-separated dimension values
#'   (e.g., `"M.CH"`). Use `+` for multiple values in one dimension
#'   (e.g., `"M.CH+US"`). If `NULL`, all data for the flow is returned.
#'   Default `NULL`.
#' @param start_period (`NULL` | `character(1)` | `integer(1)`)\cr
#'   Start date of the data. Supported formats:
#'   * YYYY for annual data (e.g., `2019`)
#'   * YYYY-S\[1-2\] for semi-annual data (e.g., `"2019-S1"`)
#'   * YYYY-Q\[1-4\] for quarterly data (e.g., `"2019-Q1"`)
#'   * YYYY-MM for monthly data (e.g., `"2019-01"`)
#'   * YYYY-MM-DD for daily data (e.g., `"2019-01-01"`)
#'
#'   If `NULL`, no start date restriction is applied (data retrieved from the earliest available
#'   date). Default `NULL`.
#' @param end_period (`NULL` | `character(1)` | `integer(1)`)\cr
#'   End date of the data, in the same format as start_period. If `NULL`, no end date restriction is
#'   applied (data retrieved up to the most recent available date). Default `NULL`.
#' @param first_n (`NULL` | `numeric(1)`)\cr
#'   Number of observations to retrieve from the start of the series. If `NULL`, no restriction is
#'   applied. Default `NULL`.
#' @param last_n (`NULL` | `numeric(1)`)\cr
#'   Number of observations to retrieve from the end of the series. If `NULL`, no restriction is
#'   applied. Default `NULL`.
#' @param updated_after (`NULL` | `character(1)` | `Date(1)` | `POSIXct(1)`)\cr
#'   Retrieve only observations updated after the given timestamp (e.g.,
#'   `"2024-06-01T00:00:00"`). Useful for incremental retrieval. If `NULL`, no restriction is
#'   applied. Default `NULL`.
#' @returns A [data.table::data.table()] with the requested data.
#' @source <https://stats.bis.org/api-doc/v1/>
#' @family data
#' @export
#' @examplesIf curl::has_internet()
#' \donttest{
#' # fetch Swiss central bank policy rate
#' bis_data("WS_CBPOL", "M.CH", last_n = 5L)
#'
#' # fetch effective exchange rates
#' bis_data("WS_EER", "M.N.B.CH", start_period = "2020-01")
#' }
bis_data = function(
  flow,
  key = NULL,
  start_period = NULL,
  end_period = NULL,
  first_n = NULL,
  last_n = NULL,
  updated_after = NULL
) {
  assert_string(flow, min.chars = 1L)
  assert_character(key, min.chars = 1L, null.ok = TRUE)
  assert_period(start_period)
  assert_period(end_period)
  first_n = assert_count(first_n, null.ok = TRUE, positive = TRUE, coerce = TRUE)
  last_n = assert_count(last_n, null.ok = TRUE, positive = TRUE, coerce = TRUE)
  updated_after = assert_timestampish(updated_after, null.ok = TRUE)

  resource = sdmx_data_resource(flow, key)
  xml = bis(
    resource,
    accept = "application/vnd.sdmx.genericdata+xml;version=2.1",
    startPeriod = start_period,
    endPeriod = end_period,
    firstNObservations = first_n,
    lastNObservations = last_n,
    updatedAfter = updated_after
  )
  parse_bis_data(xml)
}

#' Fetch Bank for International Settlements (BIS) metadata
#'
#' Retrieve metadata from the BIS SDMX Web Service.
#'
#' @param type (`character(1)`)\cr
#'   The type of metadata to query.
#'   One of: `"datastructure"`, `"dataflow"`, `"codelist"`, or `"concept"`.
#' @param id (`NULL` | `character(1)`)\cr
#'   The id to query. Default `NULL`.
#' @returns A [data.table::data.table()] with the requested metadata.
#' @source <https://stats.bis.org/api-doc/v1/>
#' @family metadata
#' @export
#' @examplesIf curl::has_internet()
#' \donttest{
#' bis_metadata("dataflow")
#' bis_metadata("datastructure", "BIS_CBPOL")
#' bis_metadata("codelist", "CL_FREQ")
#' }
bis_metadata = function(type, id = NULL) {
  assert_choice(type, c("datastructure", "dataflow", "codelist", "concept"))
  assert_string(id, min.chars = 1L, null.ok = TRUE)

  meta = sdmx_metadata_type(type)
  resource = if (is.null(id)) {
    meta$resource
  } else {
    paste(meta$resource, "BIS", toupper(id), sep = "/")
  }
  xml = bis(resource)
  entries = xml2::xml_find_all(xml, meta$xpath)
  sdmx_metadata(entries)
}

#' Fetch Bank for International Settlements (BIS) dimensions
#'
#' Retrieve the dimension structure for a given dataflow from the BIS SDMX Web Service.
#'
#' @param id (`character(1)`)\cr
#'   The id of the data structure definition to query (e.g., `"BIS_CBPOL"`).
#' @returns A [data.table::data.table()] with columns:
#'   \item{id}{The dimension id (e.g., `"FREQ"`, `"REF_AREA"`)}
#'   \item{position}{The position of the dimension in the series key}
#'   \item{codelist}{The id of the associated codelist (e.g., `"CL_FREQ"`)}
#' @source <https://stats.bis.org/api-doc/v1/>
#' @family metadata
#' @export
#' @examplesIf curl::has_internet()
#' \donttest{
#' bis_dimension("BIS_CBPOL")
#' }
bis_dimension = function(id) {
  assert_string(id, min.chars = 1L)
  resource = paste("datastructure", "BIS", toupper(id), sep = "/")
  xml = bis(resource)
  sdmx_dimension(xml)
}

parse_bis_data = function(xml) {
  series = xml2::xml_find_all(xml, ".//generic:Series")
  res = map(series, function(x) {
    series_key = x |>
      xml2::xml_find_first(".//generic:SeriesKey") |>
      xml2::xml_children()
    nms = series_key |>
      xml2::xml_attr("id") |>
      tolower()
    series_key = series_key |>
      xml2::xml_attr("value") |>
      setNames(nms) |>
      as.list()

    attrs = x |>
      xml2::xml_find_first("./generic:Attributes") |>
      xml2::xml_children()
    nms = attrs |>
      xml2::xml_attr("id") |>
      tolower()
    attrs = attrs |>
      xml2::xml_attr("value") |>
      setNames(nms) |>
      as.list()

    data = c(series_key, attrs)
    data$key = paste(series_key, collapse = ".")
    data$freq = sdmx_freq(data[["freq"]])
    data$title = trimws(data[["title"]] %||% data[["title_ts"]] %||% NA_character_)

    entries = xml2::xml_find_all(x, ".//generic:Obs[generic:ObsValue]")
    data$date = entries |>
      xml2::xml_find_all(".//generic:ObsDimension") |>
      xml2::xml_attr("value") |>
      parse_date(data$freq)

    data$value = entries |>
      xml2::xml_find_all(".//generic:ObsValue") |>
      xml2::xml_attr("value") |>
      as.numeric()

    as.data.table(data)
  })
  res = res |>
    rbindlist(fill = TRUE) |>
    setcolorder(col_order, skip_absent = TRUE)
  res[]
}

bis = function(resource, ..., accept = NULL) {
  sdmx_request(
    "https://stats.bis.org/api/v1",
    resource = resource,
    error_body = \(resp) sdmx_error_body(resp),
    accept = accept,
    ...
  )
}