88 lines
2.5 KiB
Ruby
88 lines
2.5 KiB
Ruby
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# frozen_string_literal: true
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require "json"
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require "net/http"
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require "provider/adapters/adapter"
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class Provider
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module Adapters
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# Federal Reserve Economic Data (FRED). Publishes daily H.10 exchange rates.
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# Most series are quoted as foreign currency per USD. A few (AUD, EUR, GBP, NZD)
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# are quoted as USD per foreign currency and stored with the foreign currency as base.
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# The H.10 is a curated policy publication — these are all the series available.
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class FRED < Adapter
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API_URL = "https://api.stlouisfed.org/fred/series/observations"
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# series_id => [quote, base]
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SERIES = {
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"DEXBZUS" => ["BRL", "USD"],
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"DEXCAUS" => ["CAD", "USD"],
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"DEXCHUS" => ["CNY", "USD"],
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"DEXDNUS" => ["DKK", "USD"],
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"DEXHKUS" => ["HKD", "USD"],
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"DEXINUS" => ["INR", "USD"],
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"DEXJPUS" => ["JPY", "USD"],
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"DEXKOUS" => ["KRW", "USD"],
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"DEXMAUS" => ["MYR", "USD"],
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"DEXMXUS" => ["MXN", "USD"],
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"DEXNOUS" => ["NOK", "USD"],
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"DEXSDUS" => ["SEK", "USD"],
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"DEXSFUS" => ["ZAR", "USD"],
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"DEXSIUS" => ["SGD", "USD"],
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"DEXSLUS" => ["LKR", "USD"],
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"DEXSZUS" => ["CHF", "USD"],
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"DEXTAUS" => ["TWD", "USD"],
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"DEXTHUS" => ["THB", "USD"],
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"DEXUSAL" => ["USD", "AUD"],
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"DEXUSEU" => ["USD", "EUR"],
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"DEXUSNZ" => ["USD", "NZD"],
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"DEXUSUK" => ["USD", "GBP"],
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}.freeze
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class << self
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def api_key = ENV["FRED_API_KEY"] || raise(Adapter::Unavailable, "no API key")
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end
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def fetch(after: nil, upto: nil)
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dataset = []
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params = {}
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params[:observation_start] = after.to_s if after
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SERIES.each do |series_id, (quote, series_base)|
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sleep(0.2)
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dataset.concat(fetch_series(series_id, quote, series_base, **params))
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end
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dataset
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end
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private
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def fetch_series(series_id, quote, series_base, **params)
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url = URI(API_URL)
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url.query = URI.encode_www_form(
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series_id: series_id,
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api_key: self.class.api_key,
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file_type: "json",
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**params,
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)
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response = Net::HTTP.get(url)
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data = JSON.parse(response)
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(data["observations"] || []).filter_map do |obs|
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value = obs["value"]
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next if value == "."
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rate = Float(value)
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next if rate.zero?
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date = Date.parse(obs["date"])
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{ date:, base: series_base, quote:, rate: }
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end
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end
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end
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end
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end
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