Add endpoints for ASX market depth and ASX course of sales

stake/asx/product.py

@@ -44,6 +44,60 @@ class Product(BaseModel):
     model_config = ConfigDict(alias_generator=camelcase)
 
 
+class DepthOrder(BaseModel):
+    id: Optional[str] = None
+    exchange: Optional[str] = None
+    volume: Optional[int] = None
+    value: Optional[float] = None
+    undisclosed: Optional[bool] = None
+    model_config = ConfigDict(alias_generator=camelcase)
+
+
+class DepthLevel(BaseModel):
+    id: Optional[str] = None
+    price: Optional[float] = None
+    volume: Optional[int] = None
+    number_of_orders: Optional[int] = None
+    value: Optional[float] = None
+    orders: Optional[List[DepthOrder]] = None
+    model_config = ConfigDict(alias_generator=camelcase)
+
+
+class ProductAggregatedDepth(BaseModel):
+    id: Optional[str] = None
+    ticker: Optional[str] = None
+    total_buy_count: Optional[int] = None
+    total_sell_count: Optional[int] = None
+    total_buy_volume: Optional[int] = None
+    total_sell_volume: Optional[int] = None
+    buy_orders: Optional[List[DepthLevel]] = None
+    sell_orders: Optional[List[DepthLevel]] = None
+    model_config = ConfigDict(alias_generator=camelcase)
+
+
+class CourseOfSale(BaseModel):
+    id: Optional[str] = None
+    instrument_code_id: Optional[str] = None
+    exchange_market: Optional[str] = None
+    price: Optional[float] = None
+    volume: Optional[int] = None
+    value: Optional[float] = None
+    trade_time_millis: Optional[int] = None
+    cancelled_time_millis: Optional[int] = None
+    buy_order_number: Optional[str] = None
+    sell_order_number: Optional[str] = None
+    model_config = ConfigDict(alias_generator=camelcase)
+
+
+class ProductCourseOfSales(BaseModel):
+    ticker: Optional[str] = None
+    total_volume: Optional[int] = None
+    total_trades: Optional[int] = None
+    total_value: Optional[float] = None
+    course_of_sales: Optional[List[CourseOfSale]] = None
+    model_config = ConfigDict(alias_generator=camelcase)
+
+
 class ProductsClient(BaseClient):
     async def get(self, symbol: str) -> Optional[Product]:
         """Given a symbol it will return the matching product.
@@ -57,6 +111,18 @@ async def get(self, symbol: str) -> Optional[Product]:
 
         return Product(**data)
 
+    async def depth(self, symbol: str) -> ProductAggregatedDepth:
+        data = await self._client.get(
+            self._client.exchange.aggregated_depth.format(symbol=symbol)
+        )
+        return ProductAggregatedDepth(**data)
+
+    async def course_of_sales(self, symbol: str) -> ProductCourseOfSales:
+        data = await self._client.get(
+            self._client.exchange.course_of_sales.format(symbol=symbol)
+        )
+        return ProductCourseOfSales(**data)
+
     async def search(self, request: ProductSearchByName) -> List[Instrument]:
         products = await self._client.get(
             self._client.exchange.products_suggestions.format(keyword=request.keyword)

stake/constant.py

@@ -119,6 +119,16 @@ class ASXUrl(BaseModel):
     market_status: str = urljoin(
         ASX_STAKE_URL, "api/asx/instrument/quoteTwo/ASX", allow_fragments=True
     )
+    aggregated_depth: str = urljoin(
+        ASX_STAKE_URL,
+        "api/asx/instrument/aggregatedDepth/{symbol}?type=EQUITY",
+        allow_fragments=True,
+    )
+    course_of_sales: str = urljoin(
+        ASX_STAKE_URL,
+        "api/asx/instrument/courseOfSales/{symbol}",
+        allow_fragments=True,
+    )
 
     orders: str = urljoin(ASX_STAKE_URL, "api/asx/orders", allow_fragments=True)
 

tests/cassettes/test_product/test_asx_product_course_of_sales.yaml

@@ -0,0 +1,34 @@
+interactions:
+  - request:
+      body: null
+      headers:
+        Accept:
+          - application/json
+        Content-Type:
+          - application/json
+      method: GET
+      uri: https://api2.prd.hellostake.com/api/user
+    response:
+      body:
+        string: '{"canTradeOnUnsettledFunds": false, "cpfValue": null, "emailVerified": true, "hasFunded": true, "hasTraded": true, "userId": "7c9bbfae-0000-47b7-0000-0e66d868c2cf", "username": "michael29", "emailAddress": "reevesmegan@gilmore-wright.biz", "dw_AccountId": "1cf93550-8eb4-4c32-a229-826cf8c1be59", "dw_AccountNumber": "z0-0593879b", "macAccountNumber": "d9-0481457G", "status": null, "macStatus": "BASIC_USER", "dwStatus": null, "truliooStatus": "APPROVED", "truliooStatusWithWatchlist": null, "firstName": "Rita", "middleName": null, "lastName": "Jones", "phoneNumber": "(640)242-4270x965", "signUpPhase": 0, "ackSignedWhen": "2023-10-01", "createdDate": 1574303699770, "stakeApprovedDate": null, "accountType": "INDIVIDUAL", "masterAccountId": null, "referralCode": "W2-6612029X", "referredByCode": null, "regionIdentifier": "AUS", "assetSummary": null, "fundingStatistics": null, "tradingStatistics": null, "w8File": [], "rewardJourneyTimestamp": null, "rewardJourneyStatus": null, "userProfile": {"residentialAddress": null, "postalAddress": null}, "ledgerBalance": 0.0, "fxSpeed": "Regular", "dateOfBirth": null, "upToDateDetails2021": "NO_REQUIREMENTS", "stakeKycStatus": "KYC_APPROVED", "awxMigrationDocsRequired": null, "documentsStatus": "NO_ACTION", "accountStatus": "OPEN", "mfaenabled": false}'
+      headers: {}
+      status:
+        code: 200
+        message: OK
+  - request:
+      body: null
+      headers:
+        Accept:
+          - application/json
+        Content-Type:
+          - application/json
+      method: GET
+      uri: https://api2.prd.hellostake.com/api/asx/instrument/courseOfSales/ORG
+    response:
+      body:
+        string: '{"ticker":"ORG","totalVolume":4340689,"totalTrades":15192,"totalValue":52386677.84,"courseOfSales":[{"id":"1430712669","instrumentCodeId":"ORG.XAU","exchangeMarket":"ASX","price":12.07,"volume":126,"value":1520.82,"tradeTimeMillis":1771824891233,"cancelledTimeMillis":null,"buyOrderNumber":"8116826296338466744","sellOrderNumber":"8116826296338466744"},{"id":"156728782706","instrumentCodeId":"ORG.XAU","exchangeMarket":"CXA","price":12.07,"volume":4116,"value":49680.12,"tradeTimeMillis":1771824535706,"cancelledTimeMillis":null,"buyOrderNumber":null,"sellOrderNumber":null}]}'
+      headers: {}
+      status:
+        code: 200
+        message: OK
+version: 1

tests/cassettes/test_product/test_asx_product_depth.yaml

@@ -0,0 +1,34 @@
+interactions:
+  - request:
+      body: null
+      headers:
+        Accept:
+          - application/json
+        Content-Type:
+          - application/json
+      method: GET
+      uri: https://api2.prd.hellostake.com/api/user
+    response:
+      body:
+        string: '{"canTradeOnUnsettledFunds": false, "cpfValue": null, "emailVerified": true, "hasFunded": true, "hasTraded": true, "userId": "7c9bbfae-0000-47b7-0000-0e66d868c2cf", "username": "michael29", "emailAddress": "reevesmegan@gilmore-wright.biz", "dw_AccountId": "1cf93550-8eb4-4c32-a229-826cf8c1be59", "dw_AccountNumber": "z0-0593879b", "macAccountNumber": "d9-0481457G", "status": null, "macStatus": "BASIC_USER", "dwStatus": null, "truliooStatus": "APPROVED", "truliooStatusWithWatchlist": null, "firstName": "Rita", "middleName": null, "lastName": "Jones", "phoneNumber": "(640)242-4270x965", "signUpPhase": 0, "ackSignedWhen": "2023-10-01", "createdDate": 1574303699770, "stakeApprovedDate": null, "accountType": "INDIVIDUAL", "masterAccountId": null, "referralCode": "W2-6612029X", "referredByCode": null, "regionIdentifier": "AUS", "assetSummary": null, "fundingStatistics": null, "tradingStatistics": null, "w8File": [], "rewardJourneyTimestamp": null, "rewardJourneyStatus": null, "userProfile": {"residentialAddress": null, "postalAddress": null}, "ledgerBalance": 0.0, "fxSpeed": "Regular", "dateOfBirth": null, "upToDateDetails2021": "NO_REQUIREMENTS", "stakeKycStatus": "KYC_APPROVED", "awxMigrationDocsRequired": null, "documentsStatus": "NO_ACTION", "accountStatus": "OPEN", "mfaenabled": false}'
+      headers: {}
+      status:
+        code: 200
+        message: OK
+  - request:
+      body: null
+      headers:
+        Accept:
+          - application/json
+        Content-Type:
+          - application/json
+      method: GET
+      uri: https://api2.prd.hellostake.com/api/asx/instrument/aggregatedDepth/ORG?type=EQUITY
+    response:
+      body:
+        string: '{"id":"ORG#depth","ticker":"ORG","totalBuyCount":2,"totalSellCount":2,"totalBuyVolume":17227,"totalSellVolume":34912,"buyOrders":[{"id":"buy-12.06","price":12.06,"volume":15461,"numberOfOrders":1,"value":186459.66,"orders":[{"id":"buy-1","exchange":"ASX","volume":15461,"value":186459.66,"undisclosed":false}]},{"id":"buy-12.05","price":12.05,"volume":1766,"numberOfOrders":1,"value":21280.3,"orders":[{"id":"buy-2","exchange":"ASX","volume":1766,"value":21280.3,"undisclosed":false}]}],"sellOrders":[{"id":"sell-12.08","price":12.08,"volume":514,"numberOfOrders":1,"value":6209.12,"orders":[{"id":"sell-1","exchange":"ASX","volume":514,"value":6209.12,"undisclosed":false}]},{"id":"sell-12.10","price":12.1,"volume":34398,"numberOfOrders":3,"value":416215.8,"orders":[{"id":"sell-2","exchange":"ASX","volume":18500,"value":223850.0,"undisclosed":false}]}]}'
+      headers: {}
+      status:
+        code: 200
+        message: OK
+version: 1

tests/test_product.py

@@ -75,3 +75,50 @@ async def test_search_products(
 
     product = await tracing_client.products.product_from_instrument(search_results[0])
     assert product
+
+
+@pytest.mark.vcr()
+@pytest.mark.asyncio
+async def test_asx_product_depth(tracing_client: StakeClient):
+    tracing_client.set_exchange(constant.ASX)
+
+    depth = await tracing_client.products.depth("ORG")
+
+    assert depth.ticker == "ORG"
+    assert isinstance(depth.total_buy_count, int)
+    assert isinstance(depth.total_sell_count, int)
+    assert isinstance(depth.total_buy_volume, int)
+    assert isinstance(depth.total_sell_volume, int)
+    assert depth.buy_orders
+    assert depth.sell_orders
+
+    buy_order = depth.buy_orders[0]
+    assert isinstance(buy_order.price, float)
+    assert isinstance(buy_order.volume, int)
+    assert isinstance(buy_order.number_of_orders, int)
+    assert buy_order.orders
+    assert isinstance(buy_order.orders[0].exchange, str)
+    assert isinstance(buy_order.orders[0].undisclosed, bool)
+
+
+@pytest.mark.vcr()
+@pytest.mark.asyncio
+async def test_asx_product_course_of_sales(tracing_client: StakeClient):
+    tracing_client.set_exchange(constant.ASX)
+
+    sales = await tracing_client.products.course_of_sales("ORG")
+
+    assert sales.ticker == "ORG"
+    assert isinstance(sales.total_volume, int)
+    assert isinstance(sales.total_trades, int)
+    assert isinstance(sales.total_value, float)
+    assert sales.course_of_sales
+
+    sale = sales.course_of_sales[0]
+    assert isinstance(sale.id, str)
+    assert isinstance(sale.instrument_code_id, str)
+    assert isinstance(sale.exchange_market, str)
+    assert isinstance(sale.price, float)
+    assert isinstance(sale.volume, int)
+    assert isinstance(sale.value, float)
+    assert isinstance(sale.trade_time_millis, int)