v_exchanges_methods/yahoo/
mod.rs

1use eyre::{Result, bail, eyre};
2use jiff::Timestamp;
3use reqwest::header::{HeaderMap, HeaderValue, USER_AGENT};
4use serde_json::Value;
5use v_utils::{NowThen, trades::Close};
6
7pub async fn vix(tf: YahooTimeframe, n: u8) -> Result<Vec<Close>> {
8	let mut headers = HeaderMap::default();
9	headers.insert(
10		USER_AGENT,
11		HeaderValue::from_static("Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/91.0.4472.124 Safari/537.36"),
12	);
13
14	let client = reqwest::Client::builder().default_headers(headers).build()?;
15
16	let url = "https://query1.finance.yahoo.com/v8/finance/chart/%5EVIX";
17	let params = [("interval", tf.to_string()), ("count", format!("{n}"))];
18
19	let response = client.get(url).query(&params).send().await?;
20
21	let data: Value = response.json().await?;
22	tracing::debug!("{}", data["chart"]["result"][0]);
23
24	let vix_values = {
25		let result = &data["chart"]["result"][0]; // [0] because yahoo allows for batch requests
26
27		let closes = result["indicators"]["quote"][0]/*not sure why this one is wrapped in an array*/["close"]
28			.as_array()
29			.ok_or_else(|| eyre!("Could not extract VIX closes from Yahoo Finance response"))?;
30		let closes: Vec<f64> = closes
31			.iter()
32			.map(|v| v.as_f64().ok_or_else(|| eyre!("Could not extract VIX close from Yahoo Finance response")))
33			.collect::<Result<_, _>>()?;
34
35		let timestamps = result["timestamp"]
36			.as_array()
37			.ok_or_else(|| eyre!("Could not extract VIX timestamps from Yahoo Finance response"))?;
38		let timestamps: Vec<i64> = timestamps
39			.iter()
40			.map(|v| v.as_i64().ok_or_else(|| eyre!("Could not extract VIX timestamp from Yahoo Finance response")))
41			.collect::<Result<_, _>>()?;
42
43		closes
44			.into_iter()
45			.zip(timestamps.iter())
46			.map(|(c, t)| Close {
47				close: c,
48				timestamp: Timestamp::from_millisecond(*t).unwrap(),
49			})
50			.collect()
51	};
52
53	Ok(vix_values)
54}
55
56pub async fn vix_change(tf: YahooTimeframe, n: u8) -> Result<NowThen> {
57	let vix_history = vix(tf, n).await?;
58	if vix_history.len() < 2 {
59		bail!("Not enough VIX data to calculate change, need at least 2 points");
60	}
61	let now = vix_history.last().unwrap();
62	let then = vix_history.first().unwrap();
63	Ok(NowThen::builder()
64		.now(now.close)
65		.then(then.close)
66		.duration((now.timestamp - then.timestamp).try_into().unwrap())
67		.build())
68}
69
70crate::define_provider_timeframe!(YahooTimeframe, ["1m", "2m", "5m", "15m", "30m", "60m", "1h", "1d", "5d", "1wk", "1mo"]);
v_exchanges_methods/yahoo/mod.rs

v_exchanges_methods/yahoo/
mod.rs
