R/json.r
In GreenGrassBlueOcean/RefinitivR: Connect to Datastream and python Eikon api in r
Defines functions
RefinitivJsonConnect
JsonListBuilder
ConstructTicketJsonBody
send_json_request
Construct_url
jsonDataGridConstructor
Escaper
json_builder
Documented in
ConstructTicketJsonBody
RefinitivJsonConnect
#' Builds a json like list for the Eikon Data API
#'
#' @param directions - Where
#' @param payload - What
#'
#' @return Nested list that fit into the JSON scheme
#' @noRd
#' @examples
#' directions <- 'DataGrid_StandardAsync'
#' payload <- list('requests' = list(list('instruments' = list("TSLA.O"),
#' 'fields' = lapply(list("TR.RICCode"), \(x) list("name" = x))
#' )))
#'
#'json_builder(directions, payload)
json_builder <- function(directions, payload) {
list('Entity' = list('E' = directions, 'W' = payload))
}
#
#
# 'layout' = list("columns" = list(list("item" = "dataitem")), "rows" = list(list('item'= 'instrument'), list('item'= 'date')) )
#
#
# 'layout': {'columns': [{'item': 'dataitem'}], 'rows': [{'item': 'instrument'}, {'item': 'date'}]}}]}}
#' Escape characters for use in json strings
#'
#' @param x character with length == 1
#'
#' @return escaped character
#'
#' @noRd
#' @seealso [jsonDataGridConstructor()]
#'
#' @examples
#' Escaper("a")
Escaper <- function(x){
if(length(x) !=1){
stop("function escaper can only be used for single length character or list")
}
if(is.list(x)){
return(paste0("\"",x[[1]],"\""))
} else{
return(paste0("\"",x,"\""))
}
}
#' Takes a list with elements and converts them to a json string
#'
#' @param payload a list for constructing a json string from
#'
#' @return character json string
#' @noRd
#' @examples
#' payload <- list(universe = "AAPL.O", fields = c("BID", "ASK"))
#' payload <- list(universe = "AAPL.O", fields = c("TR.Revenue", "TR.GrossProfit")
#' , parameters = list("Curn" = "USD", "SDate" = "2020-10-27", "EDate" = "2020-12-01"))
#' payload <- list(universe = "AAPL.O", fields = c("TR.Revenue", "TR.GrossProfit") , parameters = list())
#' jsonDataGridConstructor(payload)
jsonDataGridConstructor <- function(payload){
if( "parameters" %in% names(payload)){
if(length(payload[["parameters"]]) == 0 ){
payload[["parameters"]] <- NULL
}
}
body <- paste("{", paste(lapply( X = 1: length(payload)
, function(x, payload){
if(names(payload)[x] != "parameters" ){
return(paste(Escaper(names(payload)[x]), ": [", paste(lapply(X = payload[[x]], Escaper), collapse = ",") ,"]"))
} else {
parameterlist <- lapply(X = 1:length(payload[x][[1]])
, FUN = function(x, parameters){paste(Escaper(names(parameters)[x]), ":" , Escaper(parameters[x]))}
, parameters = payload[x][[1]])
parameterstring <- paste(Escaper(names(payload)[x]), ": {", paste(parameterlist, collapse = " , "), "}")
return(parameterstring)
}
}
, payload = payload)
, collapse = " , ") , "}" )
return(body)
}
#' Constructs the url to send data requests to
#'
#' @param service "eikon" or "rdp"
#' @param EndPoint for RDP only
#'
#' @return url (string)
#' @noRd
#'
#' @examples
#' Construct_url(service = "eikon")
#' Construct_url(service = "rdp", EndPoint = "discovery/search/v1/")
Construct_url <- function(service="eikon", EndPoint = NULL) {
if(tolower(service) %in% c("eikon", "udf")){
url <- paste0( getOption("refinitiv_base_url"), ":"
, getOption("eikon_port")
, getOption("eikon_api")
)
"http://localhost:9060/api/udf"
#print(url)
} else if(tolower(service) == "rdp") {
url <- paste0( getOption("refinitiv_base_url"), ":"
, getOption("rdp_port")
, getOption("rdp_api")
, EndPoint
)
# } else if(tolower(service) == "udf"){
# url <- paste0( getOption("refinitiv_base_url"), ":"
# , getOption("rdp_port")
# , "/api/udf/"
# , EndPoint
# )
} else{
stop(paste0("wrong service selected in function Construct_url, only rdp, udf or eikon allowed but "
, service, " is chosen"))
}
# print(url)
return(url)
}
#' Send JSON POST request to the given service
#'
#' Sends a POST request to the given service with a json like object
#'
#' @param json - The nested list resembling JSON that should be sent to the server
#' @param service - !!WIP!! The service to send the message to
#' @param debug - Default to FALSE, turns on debugging messages
#' @param request_type character: Json Request type POST or GET
#' @param EndPoint character url endpoint from Refinitiv
#' @param url character url to overwrite default url, not required only for testing
#'
#' @return Returns the results from the query
#' @noRd
#'
#' @examples
#' #data reuqest
#' directions <- 'DataGrid_StandardAsync'
#' payload <- list('requests' = list(list('instruments' = list("TSLA.O"),
#' 'fields' = lapply(list("TR.RICCode"), function(x) list("name" = x))
#' )))
#'
#' json <- json_builder(directions, payload)
#' print(json)
#' send_json_request(json)
#'
#' #time series request
#' directions = 'TimeSeries'
#' # Builds the payload to be sent
#' payload <- list('rics' = list("AAPL.O"),'fields' = c('TIMESTAMP', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE')
#' , 'interval' = "daily", 'calender' = "tradingdays", 'corax' = "adjusted"
#' , 'startdate' = "2020-01-01T01:00:00"
#' , 'enddate' = "2021-01-01T01:00:00"
#' )
#' json <- json_builder(directions, payload)
#' print(json)
#' send_json_request(json)
send_json_request <- function(json=NULL, service = "eikon", debug = TRUE, request_type = "POST", EndPoint = NULL, url = NULL, apikey = getOption(".EikonApiKey")) {
# 0. url manipulation ----
if(is.null(url)){
Request_url <- Construct_url(service=service, EndPoint = EndPoint)
} else {
Request_url <- url
}
if(debug){
message(Request_url)
if(!is.null(json)){
message(json)
}
}
# 2. post or het request ----
counter <- 0
results <- NA
while (TRUE & counter < 3){
if(toupper(request_type) == "POST"){
query <- httr2::request(base_url = Request_url) |>
httr2::req_headers('x-tr-applicationid' = apikey) |>
httr2::req_headers('Content-Type' = 'application/json') |>
httr2::req_user_agent("RefinitivR (https://github.com/GreenGrassBlueOcean/RefinitivR)") |>
#httr2::req_error(is_error = function(resp) FALSE) |>
httr2::req_timeout(60) |>
httr2::req_body_json(json)|>
httr2::req_perform()
} else if(toupper(request_type) == "GET"){
query <- httr2::request(base_url = Request_url) |>
httr2::req_headers('x-tr-applicationid' = apikey) |>
httr2::req_headers('Content-Type' = 'application/json') |>
#httr2::req_headers('charset' = 'ISO-8859-1') |>
#httr2::req_headers('Accept-Encoding' = "gzip") |>
httr2::req_error(is_error = function(resp) FALSE) |>
httr2::req_user_agent("RefinitivR (https://github.com/GreenGrassBlueOcean/RefinitivR)") |>
httr2::req_timeout(5) |>
httr2::req_perform()
} else if(toupper(request_type) == "DELETE"){
query <- httr2::request(base_url = Request_url) |>
httr2::req_headers('x-tr-applicationid' = apikey) |>
httr2::req_headers('Content-Type' = 'application/json') |>
#httr2::req_headers('charset' = 'ISO-8859-1') |>
#httr2::req_headers('Accept-Encoding' = "gzip") |>
httr2::req_error(is_error = function(resp) FALSE) |>
httr2::req_method("DELETE") |>
httr2::req_user_agent("RefinitivR (https://github.com/GreenGrassBlueOcean/RefinitivR)") |>
httr2::req_timeout(5) |>
httr2::req_perform()
} else if(toupper(request_type) == "PUT"){
query <- httr2::request(base_url = Request_url) |>
httr2::req_headers('x-tr-applicationid' = apikey) |>
httr2::req_headers('Content-Type' = 'application/json') |>
#httr2::req_headers('charset' = 'ISO-8859-1') |>
#httr2::req_headers('Accept-Encoding' = "gzip") |>
httr2::req_body_json(json)|>
httr2::req_method("PUT")|>
httr2::req_user_agent("RefinitivR (https://github.com/GreenGrassBlueOcean/RefinitivR)") |>
httr2::req_timeout(5) |>
httr2::req_perform()
}
if(debug & request_type != "DELETE"){
message(query$status_code)
}
if(request_type != "DELETE"){
tryresults <- httr2::resp_body_json(query, check_type = FALSE)
if("responses" %in% names(tryresults)){
tryresults <- tryresults$responses[[1]]
}
ticket <- NULL
# Fetches the content from the query
# Checks for ErrorCode and then aborts after printing message
if (is.numeric(tryresults$ErrorCode) || is.numeric(tryresults$estimatedDuration)) {
if (is.numeric(tryresults$ErrorCode) && tryresults$ErrorCode %in% c(2504,500,400)) {
print(tryresults$ErrorCode)
Sys.sleep(5)
counter <- counter + 1
} else if(is.numeric(tryresults$estimatedDuration)){
WaitTime <- NULL
WaitTime <- try(tryresults$estimatedDuration/1000, silent = TRUE)
ticket <- try(tryresults$ticket, silent = TRUE)
message(paste("request not ready, server is asking to wait for",WaitTime, "seconds so waiting patiently"))
if(!is.null(WaitTime) && WaitTime <= 60){
Sys.sleep(WaitTime)
} else {
Sys.sleep(60)
}# maximize waiting time to 60 seconds, not waiting for more than 60 seconds for server response
# Check if new json body with ticket should be created for the next request
if(!is.null(ticket) && !is.null(query$request$body)){
json <- ConstructTicketJsonBody(ticket = ticket, query = query, debug = debug)
counter <- counter + 0.5
} else {
counter <- counter + 1
}
} else {
stop(paste0("Error code: ", tryresults$ErrorCode, " ", tryresults$ErrorMessage))
}
} else {
results <- tryresults
break
}
} else { break
results <- NA}
}
results
}
#' rewrite JSON body in case a waiting ticket is assigned so that the correct json is requested
#'
#' @param query httr2_response
#' @param ticket character hash code
#' @param debug boolean print revised json message with ticket number
#'
#' @return revised json body with ticket hash
#' @keywords internal
#'
#' @examples
#' \dontrun{
#' see tests for examples
#' }
ConstructTicketJsonBody <- function(query, ticket, debug){
body <- query$request$body
if("Entity" %in% names(body$data)){
body$data$Entity$W$requests[[1]] <- list("ticket" = ticket)
} else {
body$data <- list("ticket" = ticket)
}
if(debug){
message(body$data)
}
return(body$data)
}
#' return element as a list even it is not a list
#'
#' @param x anything
#' @param ElementNames character with length 1
#'
#' @return list
#'
#' @seealso [RefinitivJsonConnect()]
#' @noRd
#'
#' @examples
#' JsonListBuilder(x = "a")
#' JsonListBuilder(x = list("a"))
JsonListBuilder <- function(x){
if (length(x)==1 & !is.list(x)){
ReturnList <- list(x)
} else{
ReturnList <- x
}
return(ReturnList)
}
#' Connect to Eikon directly with JSON requests
#'
#' @param Eikonapplication_id character eikon api key
#' @param Eikonapplication_port numeric proxy port 9000 or 9060 for RDP/RD
#'
#' @return RefinitivConnection Object
#' @importFrom rlang env
#' @export
#'
#' @examples
#' \dontrun{
#' EikonJson <- RefinitivJsonConnect()
#' }
RefinitivJsonConnect <- function(Eikonapplication_id = NA , Eikonapplication_port = 9000L){
# 1. check input ----
if (is.na(Eikonapplication_id)){
try(Eikonapplication_id <- getOption(".EikonApiKey") )
if(is.null(Eikonapplication_id)){stop("Please supply Eikonapplication_id")}
}
payload <- NULL
options(.EikonApiKey = Eikonapplication_id)
options(.RefinitivPyModuleName = "JSON")
options(.RefinitivPyModuleVersion = "NA")
options(.RefinitivPyModuleType = "direct JSON connection through httr2 package")
JSON_EK <- rlang::env( set_app_key = function(app_key = Eikonapplication_id){
options(.EikonApiKey = app_key)}
, get_app_key = function(){return(getOption(".EikonApiKey"))}
, set_app_port = function(app_port = Eikonapplication_id){
options(.EikonApplicationPort = app_port)}
, get_app_port = function(){return(getOption(".EikonApplicationPort"))}
, get_timeseries = function(rics, interval, calendar, fields
, start_date, end_date, corax, normalize, raw_output){
directions = 'TimeSeries'
# Builds the payload to be sent
payload <- NULL
payload <- list( 'rics' = JsonListBuilder(rics)
, 'fields' = JsonListBuilder(fields)
, 'interval' = interval
, 'calender' = calendar
, 'corax' = corax
, 'startdate' = start_date
, 'enddate' = end_date
)
json <- json_builder(directions, payload)
return(send_json_request(json))}
, get_data = function( instruments, fields, parameters = NULL, SyncFields = FALSE
, debug, raw_output){
payload <- NULL
directions <- 'DataGrid_StandardAsync'
# if(!is.null(parameters)){
# payload <- list(
# 'requests' = list(
# list(
# 'instruments' = JsonListBuilder(instruments),
# 'fields' = lapply(fields, function(x){list("name" = x)}),
# 'parameters' = parameters,
# 'layout' = list( "columns" = list(list("item" = "dataitem"))
# , "rows" = list(list('item'= 'instrument'), list('item'= 'date'))
# )
# )
# )
# )
# } else {
# payload <- list(
# 'requests' = list(
# list(
# 'instruments' = JsonListBuilder(instruments),
# 'fields' = lapply(fields, function(x){ list("name" = x)}),
# 'layout' = list( "columns" = list(list("item" = "dataitem"))
# , "rows" = list(list('item'= 'instrument'), list('item'= 'date'))
# )
# )
# )
# )
# }
requests <- list(
'instruments' = JsonListBuilder(instruments),
'fields' = lapply(fields, function(x){list("name" = x)}),
'parameters' = parameters,
'layout' = if(SyncFields){
list( "columns" = list(list("item" = "dataitem"))
, "rows" = list(list('item'= 'instrument'), list('item'= 'date'))
)
} else {NULL}
)
requests[sapply(requests, is.null)] <- NULL
payload <- list('requests' = list(requests))
#print(payload)
json <- json_builder(directions, payload)
returnvar <- send_json_request(json)
return(returnvar)
}
, get_data_rdp = function(universe, fields, parameters = NULL
,output = NULL , debug, raw_output){
EndPoint = "data/datagrid/beta1/"
payload <- NULL
if(length(parameters) == 0 ){
parameters <- NULL
}
payload <- list( 'universe'= JsonListBuilder(universe)
, 'fields'= JsonListBuilder(fields)
, 'parameters'=parameters
, 'output'= output
)
payload[sapply(payload, is.null)] <- NULL
response <- send_json_request(payload, service = "rdp"
, EndPoint = EndPoint
, request_type = "POST")
return(response)
}
, get_symbology = function( symbol, from_symbol_type
, to_symbol_type, raw_output
, debug, best_match){
payload <- NULL
directions <- 'SymbologySearch'
payload <- list( 'symbols'= JsonListBuilder(symbol)
, 'from'= from_symbol_type
, 'to'= to_symbol_type
, 'bestMatchOnly' = best_match)
json <- json_builder(directions, payload)
returnvar <- send_json_request(json)
}
, search = function( query = NULL, view = "SearchAll"
, select = NULL, top = NULL, filter = NULL
, boost= NULL, order_by = NULL, group_by = NULL
, group_count = NULL, navigators = NULL, features = NULL){
EndPoint = "discovery/search/v1/"
payload <- NULL
payload <- list( 'Query'= query
, 'View'= view
, 'Select'=select
, 'Top'= top
, 'Filter' = filter
, 'Boost' = boost
, 'OrderBy' = order_by
, 'GroupBy' = group_by
, 'GroupCount'= group_count
, 'Navigators'= navigators
, 'Features' = features
#, 'Skip'= skip
)
payload[sapply(payload, is.null)] <- NULL
#json <- json_builder(directions, payload)
response <- send_json_request(payload, service = "rdp", EndPoint = EndPoint, request_type = "POST")
return_DT <- ConvertNestedlisttoDT(response$Hits)
# Check for lists columns with null inside and fix those
ListCols <- names(which(lapply(return_DT, class) == "list"))
if(!identical(ListCols, character(0))){
NullRemover <- function(x){replaceInList(x, function(y)if(is.null(y) || identical(y,"")) NA else y )}
for (i in 1:length(ListCols)){
return_DT[[ListCols[i] ]] <- unlist(NullRemover( return_DT[[ListCols[i] ]] ))
}
}
return(return_DT)
}
, get_search_metadata = function(RDP=NULL, searchView){
EndPoint <- paste0("discovery/search/v1/metadata/views/",searchView)
returnvar <- send_json_request(json=NULL, service = "rdp", request_type = "GET", EndPoint = EndPoint)
return_DT <- data.table::rbindlist(returnvar$Properties, fill = TRUE, use.names = TRUE
, idcol = "Refinitiv_index")
for (i in seq_along(return_DT)) data.table::set(return_DT, i=which(is.na(return_DT[[i]])), j=i, value=FALSE)
Properties <-NULL
if("Properties" %in% names(return_DT)){
return_DT <- return_DT[,Properties := NULL]
}
return(data.table::setDF(return_DT))
}
, get_historical_pricing = function( EikonObject, universe
, interval, start, end
, adjustments, count, fields
, sessions
, debug = FALSE){
# construct endpoint ----
payload <- list('universe' = paste(universe, collapse = ",")
, 'interval' = interval
, 'start' = start
, 'end' = end
, 'adjustments' = if(is.null(adjustments)){NULL}else{paste(adjustments, collapse = ",")}
, 'count' = if(is.null(count)){NULL}else{as.integer(count)}
, 'fields' = if(is.null(fields)){NULL}else{paste(fields, collapse = ",")}
, 'sessions' = if(is.null(sessions)){NULL}else{paste(sessions, collapse = ",")}
)
payload <- payload[!unlist(lapply(payload, is.null))]
universeIndex <- grep(x = names(payload), pattern = "universe")
NonUniverseParameters <- paste0(paste0(names(payload[-universeIndex]),"=",payload[-universeIndex]), collapse = "&")
AllParameters <- paste0(payload[[universeIndex]], "?", NonUniverseParameters)
EndPoint <- paste0("data/historical-pricing/beta1/views/summaries/")
EndPoint <- paste0(EndPoint, AllParameters)
# Execute request ----
returnvar <- send_json_request(payload, service = "rdp", request_type = "GET", EndPoint = EndPoint, debug = debug)
return(returnvar)
}, get_intraday_custominstrument_pricing = function( EikonObject, universe
, interval, start, end
, adjustments, count, fields
, sessions
, debug = FALSE){
# construct endpoint ----
payload <- list('universe' = paste(universe, collapse = ",")
, 'interval' = interval
, 'start' = start
, 'end' = end
, 'adjustments' = if(is.null(adjustments)){NULL}else{paste(adjustments, collapse = ",")}
, 'count' = as.integer(count)
, 'fields' = if(is.null(fields)){NULL}else{paste(fields, collapse = ",")}
, 'sessions' = if(is.null(sessions)){NULL}else{paste(sessions, collapse = ",")}
)
payload <- payload[!unlist(lapply(payload, is.null))]
universeIndex <- grep(x = names(payload), pattern = "universe")
NonUniverseParameters <- paste0(paste0(names(payload[-universeIndex]),"=",payload[-universeIndex]), collapse = "&")
AllParameters <- paste0(payload[[universeIndex]], "?", NonUniverseParameters)
EndPoint <- paste0("data/custom-instruments/v1/intraday-summaries/")
EndPoint <- paste0(EndPoint, AllParameters)
# Execute request ----
returnvar <- send_json_request(payload, service = "rdp", request_type = "GET", EndPoint = EndPoint, debug = debug)
return(returnvar)
}, get_interday_custominstrument_pricing = function( EikonObject, universe
, interval, start, end
, adjustments, count, fields
, sessions
, debug = FALSE){
# construct endpoint ----
payload <- list('universe' = paste(universe, collapse = ",")
, 'interval' = interval
, 'start' = start
, 'end' = end
, 'adjustments' = if(is.null(adjustments)){NULL}else{paste(adjustments, collapse = ",")}
, 'count' = as.integer(count)
, 'fields' = if(is.null(fields)){NULL}else{paste(fields, collapse = ",")}
, 'sessions' = if(is.null(sessions)){NULL}else{paste(sessions, collapse = ",")}
)
payload <- payload[!unlist(lapply(payload, is.null))]
universeIndex <- grep(x = names(payload), pattern = "universe")
NonUniverseParameters <- paste0(paste0(names(payload[-universeIndex]),"=",payload[-universeIndex]), collapse = "&")
AllParameters <- paste0(payload[[universeIndex]], "?", NonUniverseParameters)
EndPoint <- paste0("data/custom-instruments/v1/interday-summaries/")
EndPoint <- paste0(EndPoint, AllParameters)
# Execute request ----
returnvar <- send_json_request(payload, service = "rdp", request_type = "GET", EndPoint = EndPoint, debug = debug)
return(returnvar)
}, get_rdp_streaming_url = function(debug = FALSE){
EndPoint <- "streaming/pricing/v1/"
payload <- NULL
response <- send_json_request(payload, service = "rdp"
, EndPoint = EndPoint
, request_type = "GET"
, debug = debug
#, url = "http://localhost:9000/api/rdp/data/custom-instruments/v1/instruments"
)
}, create_custom_instrument = function( symbol = NULL
, formula = NULL
, type = NULL
, basket = NULL
, udc = NULL
, currency = NULL
, instrumentName = NULL
, exchangeName = NULL
, holidays = NULL
, timeZone = NULL
, description = NULL
, debug = FALSE
){
EndPoint <- "data/custom-instruments/v1/instruments"
payload <- list( "symbol" = symbol
, "formula" = formula
, "type" = type # formula, basket, udc
, "basket" = basket
, "udc" = udc
, "currency" = currency
, "instrumentName" = instrumentName
, "exchangeName" = exchangeName
, "holidays" = holidays
, "timeZone" = timeZone
, "description" = description
)
payload[sapply(payload, is.null)] <- NULL
response <- send_json_request(payload, service = "rdp"
, EndPoint = EndPoint
, request_type = "POST"
, debug = debug
#, url = "http://localhost:9000/api/rdp/data/custom-instruments/v1/instruments"
)
}, search_custom_instrument = function(debug = FALSE){
EndPoint <- "data/custom-instruments/v1/search"
payload <- NULL
response <- send_json_request(payload, service = "rdp"
, EndPoint = EndPoint
, request_type = "GET"
, debug = debug
#, url = "http://localhost:9000/api/rdp/data/custom-instruments/v1/instruments"
)
}, manage_custom_instrument = function( symbol = NULL #custom symbol!
, Id = NULL
, operation = c("GET", "UPDATE", "DELETE")
, type = NULL
, formula = NULL
, basket = NULL
, udc = NULL
, currency = NULL
, instrumentName = NULL
, exchangeName = NULL
, holidays = NULL
, timeZone = NULL
, description = NULL
, UUID = getOption(".RefinitivUUID")
, debug = FALSE){
if(!is.null(symbol) & !is.null(Id) ){
stop("supply either symbol or Id to get_customInstrument")
}
if( !(length(operation) == 1L && toupper(operation) %in% c("GET", "UPDATE", "DELETE"))){
stop("parameter operation should be length 1 and be either GET, UPDATE or DELETE")
}
payload <- NULL
EndPoint <- paste0("data/custom-instruments/v1/instruments/")
if(!is.null(symbol)){
EndPoint <- paste0(EndPoint, symbol)
} else {
EndPoint <- paste0(EndPoint, Id)
}
if(identical(toupper(operation), "UPDATE")){
operation <- "PUT"
Arglist <- as.list(match.call(expand.dots=FALSE))
Arglist[[1]] <- Arglist[["UUID"]] <- Arglist[["debug"]] <-
Arglist[["operation"]] <- NULL
Arglist <- lapply(Arglist, eval, envir = parent.frame(1))
# perform get request to obtain missing data for put payload message
GET_data <- send_json_request( payload, service = "rdp"
, request_type = "GET"
, EndPoint = EndPoint
, debug = debug)
Update_payload <- Arglist
Update_payload[sapply(Update_payload, is.null)] <- NULL
NotChangingPayload <- GET_data[names(GET_data) %in% setdiff(names(GET_data), names(Update_payload))]
payload <- c(NotChangingPayload, Update_payload)
}
# Execute request ----
returnvar <- send_json_request( payload, service = "rdp"
, request_type = operation
, EndPoint = EndPoint
, debug = TRUE)
}, get_news_headlines = function(query = NULL, count = 20L
, repository = NULL
, date_from = NULL
, date_to = NULL
, raw_output = FALSE
, debug = FALSE){ #
EndPoint <- paste0("News_Headlines")
payload = list( "number" = as.character(count)
, "query" = query
, "repository" = paste0(repository, collapse = ",")
, "productName" = getOption(".EikonApiKey")
, "attributionCode" = ""
, "dateFrom" = date_from
, "dateTo" = date_to
)
payload[sapply(payload, is.null)] <- NULL
json <- json_builder(directions = EndPoint,payload )
returnvar <- send_json_request( json, service = "udf"
, request_type = "POST"
, EndPoint = NULL
, debug = debug
)
}, get_news_story = function(story_id = NULL, raw_output = FALSE, debug=FALSE){
EndPoint <- paste0("News_Story")
payload = list( "storyId" = story_id
, "attributionCode" = ""
, "productName" = getOption(".EikonApiKey")
)
payload[sapply(payload, is.null)] <- NULL
json <- json_builder(directions = EndPoint,payload )
returnvar <- send_json_request( json, service = "udf"
, request_type = "POST"
, EndPoint = NULL
, debug = debug
)
}
#
# "news": {
# "url": "/data/news/v1",
# "underlying-platform": "udf",
# "endpoints": {
# "headlines": "/headlines",
# "stories": "/stories",
# "top-news": "/top-news",
# "images": "/images",
# "online-reports": "/online-reports",
# },
# ek.get_news_headlines('IBM.N', count=100)
#
# def get_news_headlines(
# query=None,
# count=10,
# repository="NewsWire",
# date_from=None,
# date_to=None,
# raw_output=False,
# debug=False,
# ):
# Request to http://localhost:9060/api/udf :{'Entity': {'E': 'News_Headlines', 'W': {'number': '10', 'query': 'NVDA.O', 'repository': 'NewsWire', 'productName': '268cffc4666a45ff95c0c08ef56a03682a3f1a5c', 'attributionCode': ''}}, 'ID': '123'}
# , get_history = function(RDP, universe=NULL, fields=NULL, parameters=NULL,interval=NULL, start=NULL, end=NULL, adjustments=NULL, count = NULL
# , use_field_names_in_headers = NULL){
# if(is.null(use_field_names_in_headers)){
# use_field_names_in_headers <- FALSE
# }
#
# payload <- list( 'universe' = universe
# , 'fields'= fields
# , 'parameters'= parameters
# , 'interval' = interval
# , 'start'= start
# , 'end' = end
# , 'adjustments' = adjustments
# , 'count' = count
# )
#
# payload[sapply(payload, is.null)] <- NULL
#
# EndPoint <- "data/datagrid/beta1/"
# response <- send_json_request(jsonDataGridConstructor(payload), service = "rdp", request_type = "POST", EndPoint = EndPoint)
#
# Data_DT <- data.table::rbindlist(response$data)
#
# if(use_field_names_in_headers){
# colnames <- unlist(lapply(response$headers, FUN = function(x)(x[["name"]])))
# } else {
# colnames <- unlist(lapply(response$headers, FUN = function(x)(x[["title"]])))
# }
#
# data.table::setnames(x = Data_DT, new = colnames)
#
# return(Data_DT)
#
#
#
#
# }
)
return(JSON_EK)
}
GreenGrassBlueOcean/RefinitivR documentation built on Sept. 22, 2024, 10:19 p.m.
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Defines functions RefinitivJsonConnect JsonListBuilder ConstructTicketJsonBody send_json_request Construct_url jsonDataGridConstructor Escaper json_builder
Documented in ConstructTicketJsonBody RefinitivJsonConnect
#' Builds a json like list for the Eikon Data API
#'
#' @param directions - Where
#' @param payload - What
#'
#' @return Nested list that fit into the JSON scheme
#' @noRd
#' @examples
#' directions <- 'DataGrid_StandardAsync'
#' payload <- list('requests' = list(list('instruments' = list("TSLA.O"),
#' 'fields' = lapply(list("TR.RICCode"), \(x) list("name" = x))
#' )))
#'
#'json_builder(directions, payload)
json_builder <- function(directions, payload) {
list('Entity' = list('E' = directions, 'W' = payload))
}
#
#
# 'layout' = list("columns" = list(list("item" = "dataitem")), "rows" = list(list('item'= 'instrument'), list('item'= 'date')) )
#
#
# 'layout': {'columns': [{'item': 'dataitem'}], 'rows': [{'item': 'instrument'}, {'item': 'date'}]}}]}}
#' Escape characters for use in json strings
#'
#' @param x character with length == 1
#'
#' @return escaped character
#'
#' @noRd
#' @seealso [jsonDataGridConstructor()]
#'
#' @examples
#' Escaper("a")
Escaper <- function(x){
if(length(x) !=1){
stop("function escaper can only be used for single length character or list")
}
if(is.list(x)){
return(paste0("\"",x[[1]],"\""))
} else{
return(paste0("\"",x,"\""))
}
}
#' Takes a list with elements and converts them to a json string
#'
#' @param payload a list for constructing a json string from
#'
#' @return character json string
#' @noRd
#' @examples
#' payload <- list(universe = "AAPL.O", fields = c("BID", "ASK"))
#' payload <- list(universe = "AAPL.O", fields = c("TR.Revenue", "TR.GrossProfit")
#' , parameters = list("Curn" = "USD", "SDate" = "2020-10-27", "EDate" = "2020-12-01"))
#' payload <- list(universe = "AAPL.O", fields = c("TR.Revenue", "TR.GrossProfit") , parameters = list())
#' jsonDataGridConstructor(payload)
jsonDataGridConstructor <- function(payload){
if( "parameters" %in% names(payload)){
if(length(payload[["parameters"]]) == 0 ){
payload[["parameters"]] <- NULL
}
}
body <- paste("{", paste(lapply( X = 1: length(payload)
, function(x, payload){
if(names(payload)[x] != "parameters" ){
return(paste(Escaper(names(payload)[x]), ": [", paste(lapply(X = payload[[x]], Escaper), collapse = ",") ,"]"))
} else {
parameterlist <- lapply(X = 1:length(payload[x][[1]])
, FUN = function(x, parameters){paste(Escaper(names(parameters)[x]), ":" , Escaper(parameters[x]))}
, parameters = payload[x][[1]])
parameterstring <- paste(Escaper(names(payload)[x]), ": {", paste(parameterlist, collapse = " , "), "}")
return(parameterstring)
}
}
, payload = payload)
, collapse = " , ") , "}" )
return(body)
}
#' Constructs the url to send data requests to
#'
#' @param service "eikon" or "rdp"
#' @param EndPoint for RDP only
#'
#' @return url (string)
#' @noRd
#'
#' @examples
#' Construct_url(service = "eikon")
#' Construct_url(service = "rdp", EndPoint = "discovery/search/v1/")
Construct_url <- function(service="eikon", EndPoint = NULL) {
if(tolower(service) %in% c("eikon", "udf")){
url <- paste0( getOption("refinitiv_base_url"), ":"
, getOption("eikon_port")
, getOption("eikon_api")
)
"http://localhost:9060/api/udf"
#print(url)
} else if(tolower(service) == "rdp") {
url <- paste0( getOption("refinitiv_base_url"), ":"
, getOption("rdp_port")
, getOption("rdp_api")
, EndPoint
)
# } else if(tolower(service) == "udf"){
# url <- paste0( getOption("refinitiv_base_url"), ":"
# , getOption("rdp_port")
# , "/api/udf/"
# , EndPoint
# )
} else{
stop(paste0("wrong service selected in function Construct_url, only rdp, udf or eikon allowed but "
, service, " is chosen"))
}
# print(url)
return(url)
}
#' Send JSON POST request to the given service
#'
#' Sends a POST request to the given service with a json like object
#'
#' @param json - The nested list resembling JSON that should be sent to the server
#' @param service - !!WIP!! The service to send the message to
#' @param debug - Default to FALSE, turns on debugging messages
#' @param request_type character: Json Request type POST or GET
#' @param EndPoint character url endpoint from Refinitiv
#' @param url character url to overwrite default url, not required only for testing
#'
#' @return Returns the results from the query
#' @noRd
#'
#' @examples
#' #data reuqest
#' directions <- 'DataGrid_StandardAsync'
#' payload <- list('requests' = list(list('instruments' = list("TSLA.O"),
#' 'fields' = lapply(list("TR.RICCode"), function(x) list("name" = x))
#' )))
#'
#' json <- json_builder(directions, payload)
#' print(json)
#' send_json_request(json)
#'
#' #time series request
#' directions = 'TimeSeries'
#' # Builds the payload to be sent
#' payload <- list('rics' = list("AAPL.O"),'fields' = c('TIMESTAMP', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE')
#' , 'interval' = "daily", 'calender' = "tradingdays", 'corax' = "adjusted"
#' , 'startdate' = "2020-01-01T01:00:00"
#' , 'enddate' = "2021-01-01T01:00:00"
#' )
#' json <- json_builder(directions, payload)
#' print(json)
#' send_json_request(json)
send_json_request <- function(json=NULL, service = "eikon", debug = TRUE, request_type = "POST", EndPoint = NULL, url = NULL, apikey = getOption(".EikonApiKey")) {
# 0. url manipulation ----
if(is.null(url)){
Request_url <- Construct_url(service=service, EndPoint = EndPoint)
} else {
Request_url <- url
}
if(debug){
message(Request_url)
if(!is.null(json)){
message(json)
}
}
# 2. post or het request ----
counter <- 0
results <- NA
while (TRUE & counter < 3){
if(toupper(request_type) == "POST"){
query <- httr2::request(base_url = Request_url) |>
httr2::req_headers('x-tr-applicationid' = apikey) |>
httr2::req_headers('Content-Type' = 'application/json') |>
httr2::req_user_agent("RefinitivR (https://github.com/GreenGrassBlueOcean/RefinitivR)") |>
#httr2::req_error(is_error = function(resp) FALSE) |>
httr2::req_timeout(60) |>
httr2::req_body_json(json)|>
httr2::req_perform()
} else if(toupper(request_type) == "GET"){
query <- httr2::request(base_url = Request_url) |>
httr2::req_headers('x-tr-applicationid' = apikey) |>
httr2::req_headers('Content-Type' = 'application/json') |>
#httr2::req_headers('charset' = 'ISO-8859-1') |>
#httr2::req_headers('Accept-Encoding' = "gzip") |>
httr2::req_error(is_error = function(resp) FALSE) |>
httr2::req_user_agent("RefinitivR (https://github.com/GreenGrassBlueOcean/RefinitivR)") |>
httr2::req_timeout(5) |>
httr2::req_perform()
} else if(toupper(request_type) == "DELETE"){
query <- httr2::request(base_url = Request_url) |>
httr2::req_headers('x-tr-applicationid' = apikey) |>
httr2::req_headers('Content-Type' = 'application/json') |>
#httr2::req_headers('charset' = 'ISO-8859-1') |>
#httr2::req_headers('Accept-Encoding' = "gzip") |>
httr2::req_error(is_error = function(resp) FALSE) |>
httr2::req_method("DELETE") |>
httr2::req_user_agent("RefinitivR (https://github.com/GreenGrassBlueOcean/RefinitivR)") |>
httr2::req_timeout(5) |>
httr2::req_perform()
} else if(toupper(request_type) == "PUT"){
query <- httr2::request(base_url = Request_url) |>
httr2::req_headers('x-tr-applicationid' = apikey) |>
httr2::req_headers('Content-Type' = 'application/json') |>
#httr2::req_headers('charset' = 'ISO-8859-1') |>
#httr2::req_headers('Accept-Encoding' = "gzip") |>
httr2::req_body_json(json)|>
httr2::req_method("PUT")|>
httr2::req_user_agent("RefinitivR (https://github.com/GreenGrassBlueOcean/RefinitivR)") |>
httr2::req_timeout(5) |>
httr2::req_perform()
}
if(debug & request_type != "DELETE"){
message(query$status_code)
}
if(request_type != "DELETE"){
tryresults <- httr2::resp_body_json(query, check_type = FALSE)
if("responses" %in% names(tryresults)){
tryresults <- tryresults$responses[[1]]
}
ticket <- NULL
# Fetches the content from the query
# Checks for ErrorCode and then aborts after printing message
if (is.numeric(tryresults$ErrorCode) || is.numeric(tryresults$estimatedDuration)) {
if (is.numeric(tryresults$ErrorCode) && tryresults$ErrorCode %in% c(2504,500,400)) {
print(tryresults$ErrorCode)
Sys.sleep(5)
counter <- counter + 1
} else if(is.numeric(tryresults$estimatedDuration)){
WaitTime <- NULL
WaitTime <- try(tryresults$estimatedDuration/1000, silent = TRUE)
ticket <- try(tryresults$ticket, silent = TRUE)
message(paste("request not ready, server is asking to wait for",WaitTime, "seconds so waiting patiently"))
if(!is.null(WaitTime) && WaitTime <= 60){
Sys.sleep(WaitTime)
} else {
Sys.sleep(60)
}# maximize waiting time to 60 seconds, not waiting for more than 60 seconds for server response
# Check if new json body with ticket should be created for the next request
if(!is.null(ticket) && !is.null(query$request$body)){
json <- ConstructTicketJsonBody(ticket = ticket, query = query, debug = debug)
counter <- counter + 0.5
} else {
counter <- counter + 1
}
} else {
stop(paste0("Error code: ", tryresults$ErrorCode, " ", tryresults$ErrorMessage))
}
} else {
results <- tryresults
break
}
} else { break
results <- NA}
}
results
}
#' rewrite JSON body in case a waiting ticket is assigned so that the correct json is requested
#'
#' @param query httr2_response
#' @param ticket character hash code
#' @param debug boolean print revised json message with ticket number
#'
#' @return revised json body with ticket hash
#' @keywords internal
#'
#' @examples
#' \dontrun{
#' see tests for examples
#' }
ConstructTicketJsonBody <- function(query, ticket, debug){
body <- query$request$body
if("Entity" %in% names(body$data)){
body$data$Entity$W$requests[[1]] <- list("ticket" = ticket)
} else {
body$data <- list("ticket" = ticket)
}
if(debug){
message(body$data)
}
return(body$data)
}
#' return element as a list even it is not a list
#'
#' @param x anything
#' @param ElementNames character with length 1
#'
#' @return list
#'
#' @seealso [RefinitivJsonConnect()]
#' @noRd
#'
#' @examples
#' JsonListBuilder(x = "a")
#' JsonListBuilder(x = list("a"))
JsonListBuilder <- function(x){
if (length(x)==1 & !is.list(x)){
ReturnList <- list(x)
} else{
ReturnList <- x
}
return(ReturnList)
}
#' Connect to Eikon directly with JSON requests
#'
#' @param Eikonapplication_id character eikon api key
#' @param Eikonapplication_port numeric proxy port 9000 or 9060 for RDP/RD
#'
#' @return RefinitivConnection Object
#' @importFrom rlang env
#' @export
#'
#' @examples
#' \dontrun{
#' EikonJson <- RefinitivJsonConnect()
#' }
RefinitivJsonConnect <- function(Eikonapplication_id = NA , Eikonapplication_port = 9000L){
# 1. check input ----
if (is.na(Eikonapplication_id)){
try(Eikonapplication_id <- getOption(".EikonApiKey") )
if(is.null(Eikonapplication_id)){stop("Please supply Eikonapplication_id")}
}
payload <- NULL
options(.EikonApiKey = Eikonapplication_id)
options(.RefinitivPyModuleName = "JSON")
options(.RefinitivPyModuleVersion = "NA")
options(.RefinitivPyModuleType = "direct JSON connection through httr2 package")
JSON_EK <- rlang::env( set_app_key = function(app_key = Eikonapplication_id){
options(.EikonApiKey = app_key)}
, get_app_key = function(){return(getOption(".EikonApiKey"))}
, set_app_port = function(app_port = Eikonapplication_id){
options(.EikonApplicationPort = app_port)}
, get_app_port = function(){return(getOption(".EikonApplicationPort"))}
, get_timeseries = function(rics, interval, calendar, fields
, start_date, end_date, corax, normalize, raw_output){
directions = 'TimeSeries'
# Builds the payload to be sent
payload <- NULL
payload <- list( 'rics' = JsonListBuilder(rics)
, 'fields' = JsonListBuilder(fields)
, 'interval' = interval
, 'calender' = calendar
, 'corax' = corax
, 'startdate' = start_date
, 'enddate' = end_date
)
json <- json_builder(directions, payload)
return(send_json_request(json))}
, get_data = function( instruments, fields, parameters = NULL, SyncFields = FALSE
, debug, raw_output){
payload <- NULL
directions <- 'DataGrid_StandardAsync'
# if(!is.null(parameters)){
# payload <- list(
# 'requests' = list(
# list(
# 'instruments' = JsonListBuilder(instruments),
# 'fields' = lapply(fields, function(x){list("name" = x)}),
# 'parameters' = parameters,
# 'layout' = list( "columns" = list(list("item" = "dataitem"))
# , "rows" = list(list('item'= 'instrument'), list('item'= 'date'))
# )
# )
# )
# )
# } else {
# payload <- list(
# 'requests' = list(
# list(
# 'instruments' = JsonListBuilder(instruments),
# 'fields' = lapply(fields, function(x){ list("name" = x)}),
# 'layout' = list( "columns" = list(list("item" = "dataitem"))
# , "rows" = list(list('item'= 'instrument'), list('item'= 'date'))
# )
# )
# )
# )
# }
requests <- list(
'instruments' = JsonListBuilder(instruments),
'fields' = lapply(fields, function(x){list("name" = x)}),
'parameters' = parameters,
'layout' = if(SyncFields){
list( "columns" = list(list("item" = "dataitem"))
, "rows" = list(list('item'= 'instrument'), list('item'= 'date'))
)
} else {NULL}
)
requests[sapply(requests, is.null)] <- NULL
payload <- list('requests' = list(requests))
#print(payload)
json <- json_builder(directions, payload)
returnvar <- send_json_request(json)
return(returnvar)
}
, get_data_rdp = function(universe, fields, parameters = NULL
,output = NULL , debug, raw_output){
EndPoint = "data/datagrid/beta1/"
payload <- NULL
if(length(parameters) == 0 ){
parameters <- NULL
}
payload <- list( 'universe'= JsonListBuilder(universe)
, 'fields'= JsonListBuilder(fields)
, 'parameters'=parameters
, 'output'= output
)
payload[sapply(payload, is.null)] <- NULL
response <- send_json_request(payload, service = "rdp"
, EndPoint = EndPoint
, request_type = "POST")
return(response)
}
, get_symbology = function( symbol, from_symbol_type
, to_symbol_type, raw_output
, debug, best_match){
payload <- NULL
directions <- 'SymbologySearch'
payload <- list( 'symbols'= JsonListBuilder(symbol)
, 'from'= from_symbol_type
, 'to'= to_symbol_type
, 'bestMatchOnly' = best_match)
json <- json_builder(directions, payload)
returnvar <- send_json_request(json)
}
, search = function( query = NULL, view = "SearchAll"
, select = NULL, top = NULL, filter = NULL
, boost= NULL, order_by = NULL, group_by = NULL
, group_count = NULL, navigators = NULL, features = NULL){
EndPoint = "discovery/search/v1/"
payload <- NULL
payload <- list( 'Query'= query
, 'View'= view
, 'Select'=select
, 'Top'= top
, 'Filter' = filter
, 'Boost' = boost
, 'OrderBy' = order_by
, 'GroupBy' = group_by
, 'GroupCount'= group_count
, 'Navigators'= navigators
, 'Features' = features
#, 'Skip'= skip
)
payload[sapply(payload, is.null)] <- NULL
#json <- json_builder(directions, payload)
response <- send_json_request(payload, service = "rdp", EndPoint = EndPoint, request_type = "POST")
return_DT <- ConvertNestedlisttoDT(response$Hits)
# Check for lists columns with null inside and fix those
ListCols <- names(which(lapply(return_DT, class) == "list"))
if(!identical(ListCols, character(0))){
NullRemover <- function(x){replaceInList(x, function(y)if(is.null(y) || identical(y,"")) NA else y )}
for (i in 1:length(ListCols)){
return_DT[[ListCols[i] ]] <- unlist(NullRemover( return_DT[[ListCols[i] ]] ))
}
}
return(return_DT)
}
, get_search_metadata = function(RDP=NULL, searchView){
EndPoint <- paste0("discovery/search/v1/metadata/views/",searchView)
returnvar <- send_json_request(json=NULL, service = "rdp", request_type = "GET", EndPoint = EndPoint)
return_DT <- data.table::rbindlist(returnvar$Properties, fill = TRUE, use.names = TRUE
, idcol = "Refinitiv_index")
for (i in seq_along(return_DT)) data.table::set(return_DT, i=which(is.na(return_DT[[i]])), j=i, value=FALSE)
Properties <-NULL
if("Properties" %in% names(return_DT)){
return_DT <- return_DT[,Properties := NULL]
}
return(data.table::setDF(return_DT))
}
, get_historical_pricing = function( EikonObject, universe
, interval, start, end
, adjustments, count, fields
, sessions
, debug = FALSE){
# construct endpoint ----
payload <- list('universe' = paste(universe, collapse = ",")
, 'interval' = interval
, 'start' = start
, 'end' = end
, 'adjustments' = if(is.null(adjustments)){NULL}else{paste(adjustments, collapse = ",")}
, 'count' = if(is.null(count)){NULL}else{as.integer(count)}
, 'fields' = if(is.null(fields)){NULL}else{paste(fields, collapse = ",")}
, 'sessions' = if(is.null(sessions)){NULL}else{paste(sessions, collapse = ",")}
)
payload <- payload[!unlist(lapply(payload, is.null))]
universeIndex <- grep(x = names(payload), pattern = "universe")
NonUniverseParameters <- paste0(paste0(names(payload[-universeIndex]),"=",payload[-universeIndex]), collapse = "&")
AllParameters <- paste0(payload[[universeIndex]], "?", NonUniverseParameters)
EndPoint <- paste0("data/historical-pricing/beta1/views/summaries/")
EndPoint <- paste0(EndPoint, AllParameters)
# Execute request ----
returnvar <- send_json_request(payload, service = "rdp", request_type = "GET", EndPoint = EndPoint, debug = debug)
return(returnvar)
}, get_intraday_custominstrument_pricing = function( EikonObject, universe
, interval, start, end
, adjustments, count, fields
, sessions
, debug = FALSE){
# construct endpoint ----
payload <- list('universe' = paste(universe, collapse = ",")
, 'interval' = interval
, 'start' = start
, 'end' = end
, 'adjustments' = if(is.null(adjustments)){NULL}else{paste(adjustments, collapse = ",")}
, 'count' = as.integer(count)
, 'fields' = if(is.null(fields)){NULL}else{paste(fields, collapse = ",")}
, 'sessions' = if(is.null(sessions)){NULL}else{paste(sessions, collapse = ",")}
)
payload <- payload[!unlist(lapply(payload, is.null))]
universeIndex <- grep(x = names(payload), pattern = "universe")
NonUniverseParameters <- paste0(paste0(names(payload[-universeIndex]),"=",payload[-universeIndex]), collapse = "&")
AllParameters <- paste0(payload[[universeIndex]], "?", NonUniverseParameters)
EndPoint <- paste0("data/custom-instruments/v1/intraday-summaries/")
EndPoint <- paste0(EndPoint, AllParameters)
# Execute request ----
returnvar <- send_json_request(payload, service = "rdp", request_type = "GET", EndPoint = EndPoint, debug = debug)
return(returnvar)
}, get_interday_custominstrument_pricing = function( EikonObject, universe
, interval, start, end
, adjustments, count, fields
, sessions
, debug = FALSE){
# construct endpoint ----
payload <- list('universe' = paste(universe, collapse = ",")
, 'interval' = interval
, 'start' = start
, 'end' = end
, 'adjustments' = if(is.null(adjustments)){NULL}else{paste(adjustments, collapse = ",")}
, 'count' = as.integer(count)
, 'fields' = if(is.null(fields)){NULL}else{paste(fields, collapse = ",")}
, 'sessions' = if(is.null(sessions)){NULL}else{paste(sessions, collapse = ",")}
)
payload <- payload[!unlist(lapply(payload, is.null))]
universeIndex <- grep(x = names(payload), pattern = "universe")
NonUniverseParameters <- paste0(paste0(names(payload[-universeIndex]),"=",payload[-universeIndex]), collapse = "&")
AllParameters <- paste0(payload[[universeIndex]], "?", NonUniverseParameters)
EndPoint <- paste0("data/custom-instruments/v1/interday-summaries/")
EndPoint <- paste0(EndPoint, AllParameters)
# Execute request ----
returnvar <- send_json_request(payload, service = "rdp", request_type = "GET", EndPoint = EndPoint, debug = debug)
return(returnvar)
}, get_rdp_streaming_url = function(debug = FALSE){
EndPoint <- "streaming/pricing/v1/"
payload <- NULL
response <- send_json_request(payload, service = "rdp"
, EndPoint = EndPoint
, request_type = "GET"
, debug = debug
#, url = "http://localhost:9000/api/rdp/data/custom-instruments/v1/instruments"
)
}, create_custom_instrument = function( symbol = NULL
, formula = NULL
, type = NULL
, basket = NULL
, udc = NULL
, currency = NULL
, instrumentName = NULL
, exchangeName = NULL
, holidays = NULL
, timeZone = NULL
, description = NULL
, debug = FALSE
){
EndPoint <- "data/custom-instruments/v1/instruments"
payload <- list( "symbol" = symbol
, "formula" = formula
, "type" = type # formula, basket, udc
, "basket" = basket
, "udc" = udc
, "currency" = currency
, "instrumentName" = instrumentName
, "exchangeName" = exchangeName
, "holidays" = holidays
, "timeZone" = timeZone
, "description" = description
)
payload[sapply(payload, is.null)] <- NULL
response <- send_json_request(payload, service = "rdp"
, EndPoint = EndPoint
, request_type = "POST"
, debug = debug
#, url = "http://localhost:9000/api/rdp/data/custom-instruments/v1/instruments"
)
}, search_custom_instrument = function(debug = FALSE){
EndPoint <- "data/custom-instruments/v1/search"
payload <- NULL
response <- send_json_request(payload, service = "rdp"
, EndPoint = EndPoint
, request_type = "GET"
, debug = debug
#, url = "http://localhost:9000/api/rdp/data/custom-instruments/v1/instruments"
)
}, manage_custom_instrument = function( symbol = NULL #custom symbol!
, Id = NULL
, operation = c("GET", "UPDATE", "DELETE")
, type = NULL
, formula = NULL
, basket = NULL
, udc = NULL
, currency = NULL
, instrumentName = NULL
, exchangeName = NULL
, holidays = NULL
, timeZone = NULL
, description = NULL
, UUID = getOption(".RefinitivUUID")
, debug = FALSE){
if(!is.null(symbol) & !is.null(Id) ){
stop("supply either symbol or Id to get_customInstrument")
}
if( !(length(operation) == 1L && toupper(operation) %in% c("GET", "UPDATE", "DELETE"))){
stop("parameter operation should be length 1 and be either GET, UPDATE or DELETE")
}
payload <- NULL
EndPoint <- paste0("data/custom-instruments/v1/instruments/")
if(!is.null(symbol)){
EndPoint <- paste0(EndPoint, symbol)
} else {
EndPoint <- paste0(EndPoint, Id)
}
if(identical(toupper(operation), "UPDATE")){
operation <- "PUT"
Arglist <- as.list(match.call(expand.dots=FALSE))
Arglist[[1]] <- Arglist[["UUID"]] <- Arglist[["debug"]] <-
Arglist[["operation"]] <- NULL
Arglist <- lapply(Arglist, eval, envir = parent.frame(1))
# perform get request to obtain missing data for put payload message
GET_data <- send_json_request( payload, service = "rdp"
, request_type = "GET"
, EndPoint = EndPoint
, debug = debug)
Update_payload <- Arglist
Update_payload[sapply(Update_payload, is.null)] <- NULL
NotChangingPayload <- GET_data[names(GET_data) %in% setdiff(names(GET_data), names(Update_payload))]
payload <- c(NotChangingPayload, Update_payload)
}
# Execute request ----
returnvar <- send_json_request( payload, service = "rdp"
, request_type = operation
, EndPoint = EndPoint
, debug = TRUE)
}, get_news_headlines = function(query = NULL, count = 20L
, repository = NULL
, date_from = NULL
, date_to = NULL
, raw_output = FALSE
, debug = FALSE){ #
EndPoint <- paste0("News_Headlines")
payload = list( "number" = as.character(count)
, "query" = query
, "repository" = paste0(repository, collapse = ",")
, "productName" = getOption(".EikonApiKey")
, "attributionCode" = ""
, "dateFrom" = date_from
, "dateTo" = date_to
)
payload[sapply(payload, is.null)] <- NULL
json <- json_builder(directions = EndPoint,payload )
returnvar <- send_json_request( json, service = "udf"
, request_type = "POST"
, EndPoint = NULL
, debug = debug
)
}, get_news_story = function(story_id = NULL, raw_output = FALSE, debug=FALSE){
EndPoint <- paste0("News_Story")
payload = list( "storyId" = story_id
, "attributionCode" = ""
, "productName" = getOption(".EikonApiKey")
)
payload[sapply(payload, is.null)] <- NULL
json <- json_builder(directions = EndPoint,payload )
returnvar <- send_json_request( json, service = "udf"
, request_type = "POST"
, EndPoint = NULL
, debug = debug
)
}
#
# "news": {
# "url": "/data/news/v1",
# "underlying-platform": "udf",
# "endpoints": {
# "headlines": "/headlines",
# "stories": "/stories",
# "top-news": "/top-news",
# "images": "/images",
# "online-reports": "/online-reports",
# },
# ek.get_news_headlines('IBM.N', count=100)
#
# def get_news_headlines(
# query=None,
# count=10,
# repository="NewsWire",
# date_from=None,
# date_to=None,
# raw_output=False,
# debug=False,
# ):
# Request to http://localhost:9060/api/udf :{'Entity': {'E': 'News_Headlines', 'W': {'number': '10', 'query': 'NVDA.O', 'repository': 'NewsWire', 'productName': '268cffc4666a45ff95c0c08ef56a03682a3f1a5c', 'attributionCode': ''}}, 'ID': '123'}
# , get_history = function(RDP, universe=NULL, fields=NULL, parameters=NULL,interval=NULL, start=NULL, end=NULL, adjustments=NULL, count = NULL
# , use_field_names_in_headers = NULL){
# if(is.null(use_field_names_in_headers)){
# use_field_names_in_headers <- FALSE
# }
#
# payload <- list( 'universe' = universe
# , 'fields'= fields
# , 'parameters'= parameters
# , 'interval' = interval
# , 'start'= start
# , 'end' = end
# , 'adjustments' = adjustments
# , 'count' = count
# )
#
# payload[sapply(payload, is.null)] <- NULL
#
# EndPoint <- "data/datagrid/beta1/"
# response <- send_json_request(jsonDataGridConstructor(payload), service = "rdp", request_type = "POST", EndPoint = EndPoint)
#
# Data_DT <- data.table::rbindlist(response$data)
#
# if(use_field_names_in_headers){
# colnames <- unlist(lapply(response$headers, FUN = function(x)(x[["name"]])))
# } else {
# colnames <- unlist(lapply(response$headers, FUN = function(x)(x[["title"]])))
# }
#
# data.table::setnames(x = Data_DT, new = colnames)
#
# return(Data_DT)
#
#
#
#
# }
)
return(JSON_EK)
}
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