added more exchanges
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This commit is contained in:
Melchior Reimers
2026-01-27 09:59:43 +01:00
parent 9beebe091c
commit 44e7004fc9
7 changed files with 929 additions and 16 deletions

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@@ -5,6 +5,9 @@ import os
import requests import requests
from src.exchanges.eix import EIXExchange from src.exchanges.eix import EIXExchange
from src.exchanges.ls import LSExchange from src.exchanges.ls import LSExchange
from src.exchanges.deutsche_boerse import XetraExchange, FrankfurtExchange, QuotrixExchange
from src.exchanges.gettex import GettexExchange
from src.exchanges.stuttgart import StuttgartExchange
from src.database.questdb_client import DatabaseClient from src.database.questdb_client import DatabaseClient
logging.basicConfig( logging.basicConfig(
@@ -45,6 +48,13 @@ def run_task(historical=False):
eix = EIXExchange() eix = EIXExchange()
ls = LSExchange() ls = LSExchange()
# Neue Deutsche Börse Exchanges
xetra = XetraExchange()
frankfurt = FrankfurtExchange()
quotrix = QuotrixExchange()
gettex = GettexExchange()
stuttgart = StuttgartExchange()
# Pass last_ts to fetcher to allow smart filtering # Pass last_ts to fetcher to allow smart filtering
# daemon.py runs daily, so we want to fetch everything since DB state # daemon.py runs daily, so we want to fetch everything since DB state
# BUT we need to be careful: eix.py's fetch_latest_trades needs 'since_date' argument # BUT we need to be careful: eix.py's fetch_latest_trades needs 'since_date' argument
@@ -53,7 +63,13 @@ def run_task(historical=False):
# We will modify the loop below to handle args dynamically # We will modify the loop below to handle args dynamically
exchanges_to_process = [ exchanges_to_process = [
(eix, {'limit': None if historical else 5}), # Default limit 5 for safety if no historical (eix, {'limit': None if historical else 5}), # Default limit 5 for safety if no historical
(ls, {'include_yesterday': historical}) (ls, {'include_yesterday': historical}),
# Neue Exchanges
(xetra, {'include_yesterday': historical}),
(frankfurt, {'include_yesterday': historical}),
(quotrix, {'include_yesterday': historical}),
(gettex, {'include_yesterday': historical}),
(stuttgart, {'include_yesterday': historical}),
] ]
db = DatabaseClient(host="questdb", user=DB_USER, password=DB_PASSWORD) db = DatabaseClient(host="questdb", user=DB_USER, password=DB_PASSWORD)

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@@ -121,7 +121,7 @@
</div> </div>
<div> <div>
<label class="block text-sm font-bold text-slate-400 mb-2">Exchanges (optional, komma-separiert)</label> <label class="block text-sm font-bold text-slate-400 mb-2">Exchanges (optional, komma-separiert)</label>
<input type="text" id="customExchanges" class="input-glass" placeholder="z.B. EIX,LS" onchange="updateCustomGraph(); updateUrlParams()"> <input type="text" id="customExchanges" class="input-glass" placeholder="z.B. EIX,LS,XETRA,FRA,GETTEX,STU,QUOTRIX" onchange="updateCustomGraph(); updateUrlParams()">
</div> </div>
</div> </div>
@@ -261,7 +261,8 @@
const dates = [...new Set(data.map(r => r[dateIdx]))].sort(); const dates = [...new Set(data.map(r => r[dateIdx]))].sort();
const datasets = []; const datasets = [];
const colors = ['#38bdf8', '#f43f5e', '#10b981', '#fbbf24', '#8b5cf6']; // Erweiterte Farben für mehr Exchanges (EIX, LS, XETRA, FRA, GETTEX, STU, QUOTRIX)
const colors = ['#38bdf8', '#f43f5e', '#10b981', '#fbbf24', '#8b5cf6', '#f97316', '#ec4899', '#14b8a6', '#84cc16', '#a855f7'];
exchanges.forEach((exchange, idx) => { exchanges.forEach((exchange, idx) => {
datasets.push({ datasets.push({
@@ -579,7 +580,8 @@
const groups = [...new Set(data.map(r => r[groupIdx]))]; const groups = [...new Set(data.map(r => r[groupIdx]))];
const dates = [...new Set(data.map(r => r[xIdx]))].sort(); const dates = [...new Set(data.map(r => r[xIdx]))].sort();
const colors = ['#38bdf8', '#f43f5e', '#10b981', '#fbbf24', '#8b5cf6', '#f97316', '#ec4899']; // Erweiterte Farben für mehr Exchanges (EIX, LS, XETRA, FRA, GETTEX, STU, QUOTRIX)
const colors = ['#38bdf8', '#f43f5e', '#10b981', '#fbbf24', '#8b5cf6', '#f97316', '#ec4899', '#14b8a6', '#84cc16', '#a855f7'];
const datasets = groups.map((group, idx) => ({ const datasets = groups.map((group, idx) => ({
label: group || 'Unknown', label: group || 'Unknown',
data: dates.map(d => { data: dates.map(d => {

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@@ -1,5 +1,6 @@
requests requests
beautifulsoup4 beautifulsoup4
lxml
fastapi fastapi
uvicorn uvicorn
pandas pandas

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@@ -650,30 +650,60 @@ class AnalyticsWorker:
logger.error("Failed to connect to QuestDB. Exiting.") logger.error("Failed to connect to QuestDB. Exiting.")
return return
# Initiale Berechnung fehlender Tage # Initiale Berechnung fehlender Tage (inkl. gestern und heute)
logger.info("Checking for missing dates...") logger.info("Checking for missing dates...")
self.process_missing_dates() self.process_missing_dates()
# Hauptschleife: Warte auf Mitternacht # Stelle sicher, dass gestern und heute verarbeitet werden
logger.info("Waiting for midnight to process yesterday's data...") today = datetime.date.today()
yesterday = today - datetime.timedelta(days=1)
logger.info(f"Ensuring yesterday ({yesterday}) and today ({today}) are processed...")
existing_dates = self.get_existing_dates('analytics_custom')
if yesterday not in existing_dates:
logger.info(f"Processing yesterday's data: {yesterday}")
self.process_date(yesterday)
# Heute wird nur verarbeitet, wenn es bereits Trades gibt (normalerweise am Ende des Tages)
# Aber wir prüfen trotzdem, ob es Daten gibt
if today not in existing_dates:
# Prüfe ob es heute schon Trades gibt
query = f"select count(*) from trades where date_trunc('day', timestamp) = '{today}'"
data = self.query_questdb(query)
if data and data.get('dataset') and data['dataset'][0][0] and data['dataset'][0][0] > 0:
logger.info(f"Found trades for today ({today}), processing...")
self.process_date(today)
# Hauptschleife: Prüfe regelmäßig auf fehlende Tage
logger.info("Starting main loop - checking for missing dates every hour...")
last_check_hour = -1
while True: while True:
now = datetime.datetime.now() now = datetime.datetime.now()
current_hour = now.hour
# Prüfe ob es Mitternacht ist (00:00) # Prüfe jede Stunde auf fehlende Tage
if current_hour != last_check_hour:
logger.info(f"Hourly check for missing dates (hour: {current_hour})...")
self.process_missing_dates()
last_check_hour = current_hour
# Stelle sicher, dass gestern verarbeitet wurde
yesterday = (now - datetime.timedelta(days=1)).date()
existing_dates = self.get_existing_dates('analytics_custom')
if yesterday not in existing_dates:
logger.info(f"Processing yesterday's data: {yesterday}")
self.process_date(yesterday)
# Prüfe ob es Mitternacht ist (00:00) - verarbeite dann gestern
if now.hour == 0 and now.minute == 0: if now.hour == 0 and now.minute == 0:
yesterday = (now - datetime.timedelta(days=1)).date() yesterday = (now - datetime.timedelta(days=1)).date()
logger.info(f"Processing yesterday's data: {yesterday}") logger.info(f"Midnight reached - processing yesterday's data: {yesterday}")
self.process_date(yesterday) self.process_date(yesterday)
# Warte 61s, um Mehrfachausführung zu verhindern # Warte 61s, um Mehrfachausführung zu verhindern
time.sleep(61) time.sleep(61)
# Prüfe auch auf fehlende Tage (alle 6 Stunden) time.sleep(60) # Prüfe jede Minute
if now.hour % 6 == 0 and now.minute == 0:
logger.info("Checking for missing dates...")
self.process_missing_dates()
time.sleep(61)
time.sleep(30)
def main(): def main():
worker = AnalyticsWorker() worker = AnalyticsWorker()

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@@ -0,0 +1,269 @@
import requests
import gzip
import json
import io
from datetime import datetime, timedelta, timezone
from typing import List, Optional
from .base import BaseExchange, Trade
from bs4 import BeautifulSoup
# Browser User-Agent für Zugriff
HEADERS = {
'User-Agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36',
'Accept': 'text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8'
}
class DeutscheBoerseBase(BaseExchange):
"""Basisklasse für Deutsche Börse Exchanges (Xetra, Frankfurt, Quotrix)"""
@property
def base_url(self) -> str:
"""Override in subclasses"""
raise NotImplementedError
@property
def name(self) -> str:
raise NotImplementedError
def _get_file_list(self) -> List[str]:
"""Parst die Verzeichnisseite und extrahiert alle Dateinamen"""
try:
response = requests.get(self.base_url, headers=HEADERS, timeout=30)
response.raise_for_status()
soup = BeautifulSoup(response.text, 'html.parser')
files = []
# Deutsche Börse listet Dateien als Links auf
for link in soup.find_all('a'):
href = link.get('href', '')
# Nur posttrade JSON.gz Dateien
if 'posttrade' in href and href.endswith('.json.gz'):
files.append(href)
return files
except Exception as e:
print(f"Error fetching file list from {self.base_url}: {e}")
return []
def _filter_files_for_date(self, files: List[str], target_date: datetime.date) -> List[str]:
"""
Filtert Dateien für ein bestimmtes Datum.
Dateiformat: *posttrade-YYYY-MM-DDTHH:MM:SS*.json.gz
Da Handel bis 22:00 MEZ geht (21:00/20:00 UTC), müssen wir auch
Dateien nach Mitternacht UTC berücksichtigen.
"""
filtered = []
# Für den Vortag: Dateien vom target_date UND vom Folgetag (bis ~02:00 UTC)
target_str = target_date.strftime('%Y-%m-%d')
next_day = target_date + timedelta(days=1)
next_day_str = next_day.strftime('%Y-%m-%d')
for file in files:
# Extrahiere Datum aus Dateiname
# Format: posttrade-2026-01-26T21:30:00.json.gz
if target_str in file:
filtered.append(file)
elif next_day_str in file:
# Prüfe ob es eine frühe Datei vom nächsten Tag ist (< 03:00 UTC)
try:
# Finde Timestamp im Dateinamen
parts = file.split('posttrade-')
if len(parts) > 1:
ts_part = parts[1].split('.json.gz')[0]
file_dt = datetime.fromisoformat(ts_part)
if file_dt.hour < 3: # Frühe Morgenstunden gehören noch zum Vortag
filtered.append(file)
except Exception:
pass
return filtered
def _download_and_parse_file(self, file_url: str) -> List[Trade]:
"""Lädt eine JSON.gz Datei herunter und parst die Trades"""
trades = []
try:
# Vollständige URL erstellen
if not file_url.startswith('http'):
full_url = f"{self.base_url.rstrip('/')}/{file_url.lstrip('/')}"
else:
full_url = file_url
response = requests.get(full_url, headers=HEADERS, timeout=60)
response.raise_for_status()
# Gzip entpacken
with gzip.GzipFile(fileobj=io.BytesIO(response.content)) as f:
json_data = json.load(f)
# Trades parsen
# Deutsche Börse JSON Format (RTS1/RTS2):
# Typische Felder: TrdDt, TrdTm, ISIN, Pric, Qty, TrdCcy, etc.
for record in json_data:
try:
trade = self._parse_trade_record(record)
if trade:
trades.append(trade)
except Exception as e:
print(f"Error parsing trade record: {e}")
continue
except Exception as e:
print(f"Error downloading/parsing {file_url}: {e}")
return trades
def _parse_trade_record(self, record: dict) -> Optional[Trade]:
"""
Parst einen einzelnen Trade-Record aus dem JSON.
Deutsche Börse verwendet RTS1/RTS2 Format.
Wichtige Felder:
- TrdDt: Trading Date (YYYY-MM-DD)
- TrdTm: Trading Time (HH:MM:SS.ffffff)
- ISIN: Instrument Identifier
- FinInstrmId.Id: Alternative ISIN Feld
- Pric.Pric.MntryVal.Amt: Preis
- Qty.Unit: Menge
"""
try:
# ISIN extrahieren
isin = record.get('ISIN') or record.get('FinInstrmId', {}).get('Id', '')
if not isin:
return None
# Preis extrahieren (verschiedene mögliche Pfade)
price = None
if 'Pric' in record:
pric = record['Pric']
if isinstance(pric, dict):
if 'Pric' in pric:
inner = pric['Pric']
if 'MntryVal' in inner:
price = float(inner['MntryVal'].get('Amt', 0))
elif 'Amt' in inner:
price = float(inner['Amt'])
elif 'MntryVal' in pric:
price = float(pric['MntryVal'].get('Amt', 0))
elif isinstance(pric, (int, float)):
price = float(pric)
if price is None or price <= 0:
return None
# Menge extrahieren
quantity = None
if 'Qty' in record:
qty = record['Qty']
if isinstance(qty, dict):
quantity = float(qty.get('Unit', qty.get('Qty', 0)))
elif isinstance(qty, (int, float)):
quantity = float(qty)
if quantity is None or quantity <= 0:
return None
# Timestamp extrahieren
trd_dt = record.get('TrdDt', '')
trd_tm = record.get('TrdTm', '00:00:00')
if not trd_dt:
return None
# Kombiniere Datum und Zeit
ts_str = f"{trd_dt}T{trd_tm}"
# Entferne Mikrosekunden wenn zu lang
if '.' in ts_str:
parts = ts_str.split('.')
if len(parts[1]) > 6:
ts_str = parts[0] + '.' + parts[1][:6]
# Parse als UTC (Deutsche Börse liefert UTC)
timestamp = datetime.fromisoformat(ts_str)
if timestamp.tzinfo is None:
timestamp = timestamp.replace(tzinfo=timezone.utc)
return Trade(
exchange=self.name,
symbol=isin, # Symbol = ISIN
isin=isin,
price=price,
quantity=quantity,
timestamp=timestamp
)
except Exception as e:
print(f"Error parsing record: {e}")
return None
def fetch_latest_trades(self, include_yesterday: bool = True, since_date: datetime = None) -> List[Trade]:
"""
Holt alle Trades vom Vortag (oder seit since_date).
"""
all_trades = []
# Bestimme Zieldatum
if since_date:
target_date = since_date.date() if hasattr(since_date, 'date') else since_date
else:
# Standard: Vortag
target_date = (datetime.now(timezone.utc) - timedelta(days=1)).date()
print(f"[{self.name}] Fetching trades for date: {target_date}")
# Dateiliste holen
files = self._get_file_list()
print(f"[{self.name}] Found {len(files)} total files")
# Dateien für Zieldatum filtern
target_files = self._filter_files_for_date(files, target_date)
print(f"[{self.name}] {len(target_files)} files match target date")
# Alle passenden Dateien herunterladen und parsen
for file in target_files:
trades = self._download_and_parse_file(file)
all_trades.extend(trades)
print(f"[{self.name}] Parsed {len(trades)} trades from {file}")
print(f"[{self.name}] Total trades fetched: {len(all_trades)}")
return all_trades
class XetraExchange(DeutscheBoerseBase):
"""Xetra (Deutsche Börse) - DETR"""
@property
def base_url(self) -> str:
return "https://mfs.deutsche-boerse.com/DETR-posttrade"
@property
def name(self) -> str:
return "XETRA"
class FrankfurtExchange(DeutscheBoerseBase):
"""Börse Frankfurt - DFRA"""
@property
def base_url(self) -> str:
return "https://mfs.deutsche-boerse.com/DFRA-posttrade"
@property
def name(self) -> str:
return "FRA"
class QuotrixExchange(DeutscheBoerseBase):
"""Quotrix (Düsseldorf/Tradegate) - DGAT"""
@property
def base_url(self) -> str:
return "https://mfs.deutsche-boerse.com/DGAT-posttrade"
@property
def name(self) -> str:
return "QUOTRIX"

229
src/exchanges/gettex.py Normal file
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@@ -0,0 +1,229 @@
import requests
import gzip
import csv
import io
from datetime import datetime, timedelta, timezone
from typing import List, Optional
from .base import BaseExchange, Trade
from bs4 import BeautifulSoup
# Browser User-Agent für Zugriff (gettex prüft User-Agent!)
HEADERS = {
'User-Agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36',
'Accept': 'text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8',
'Accept-Language': 'de-DE,de;q=0.9,en;q=0.8',
'Referer': 'https://www.gettex.de/'
}
# gettex Download-Basis-URLs
GETTEX_PAGE_URL = "https://www.gettex.de/handel/delayed-data/posttrade-data/"
GETTEX_DOWNLOAD_BASE = "https://erdk.bayerische-boerse.de:8000/delayed-data/MUNC-MUND/posttrade/"
class GettexExchange(BaseExchange):
"""
gettex Exchange (Bayerische Börse)
Kombiniert MUNC und MUND Daten.
Dateiformat: posttrade.YYYYMMDD.HH.mm.{munc|mund}.csv.gz
"""
@property
def name(self) -> str:
return "GETTEX"
def _get_file_list_from_page(self) -> List[str]:
"""
Parst die gettex Seite und extrahiert Download-Links.
"""
files = []
try:
response = requests.get(GETTEX_PAGE_URL, headers=HEADERS, timeout=30)
response.raise_for_status()
soup = BeautifulSoup(response.text, 'html.parser')
# Suche nach Links zu CSV.gz Dateien
for link in soup.find_all('a'):
href = link.get('href', '')
if href and 'posttrade' in href.lower() and href.endswith('.csv.gz'):
files.append(href)
# Falls keine Links gefunden, versuche alternative Struktur
if not files:
# Manchmal sind Links in data-Attributen versteckt
for elem in soup.find_all(attrs={'data-href': True}):
href = elem.get('data-href', '')
if 'posttrade' in href.lower() and href.endswith('.csv.gz'):
files.append(href)
except Exception as e:
print(f"[GETTEX] Error fetching page: {e}")
return files
def _generate_expected_files(self, target_date: datetime.date) -> List[str]:
"""
Generiert erwartete Dateinamen basierend auf dem Datum.
gettex veröffentlicht Dateien alle 15 Minuten während des Handels.
Dateiformat: posttrade.YYYYMMDD.HH.mm.{munc|mund}.csv.gz
"""
files = []
date_str = target_date.strftime('%Y%m%d')
# Handelszeiten: ca. 08:00 - 22:00 MEZ
# In UTC: 07:00 - 21:00 (Winter) / 06:00 - 20:00 (Sommer)
# Generiere für alle 15-Minuten-Intervalle
for hour in range(6, 23): # 06:00 - 22:45 UTC (abdeckend)
for minute in [0, 15, 30, 45]:
time_str = f"{hour:02d}.{minute:02d}"
files.append(f"posttrade.{date_str}.{time_str}.munc.csv.gz")
files.append(f"posttrade.{date_str}.{time_str}.mund.csv.gz")
# Auch frühe Dateien vom Folgetag (nach Mitternacht UTC)
next_date = target_date + timedelta(days=1)
next_date_str = next_date.strftime('%Y%m%d')
for hour in range(0, 3): # 00:00 - 02:45 UTC
for minute in [0, 15, 30, 45]:
time_str = f"{hour:02d}.{minute:02d}"
files.append(f"posttrade.{next_date_str}.{time_str}.munc.csv.gz")
files.append(f"posttrade.{next_date_str}.{time_str}.mund.csv.gz")
return files
def _download_and_parse_file(self, filename: str) -> List[Trade]:
"""Lädt eine CSV.gz Datei und parst die Trades"""
trades = []
try:
# Vollständige URL
url = f"{GETTEX_DOWNLOAD_BASE}{filename}"
response = requests.get(url, headers=HEADERS, timeout=60)
if response.status_code == 404:
# Datei existiert nicht - normal für Zeiten ohne Handel
return []
response.raise_for_status()
# Gzip entpacken
with gzip.GzipFile(fileobj=io.BytesIO(response.content)) as f:
csv_text = f.read().decode('utf-8')
# CSV parsen
reader = csv.DictReader(io.StringIO(csv_text), delimiter=';')
for row in reader:
try:
trade = self._parse_csv_row(row)
if trade:
trades.append(trade)
except Exception as e:
print(f"[GETTEX] Error parsing row: {e}")
continue
except requests.exceptions.HTTPError as e:
if e.response.status_code != 404:
print(f"[GETTEX] HTTP error downloading {filename}: {e}")
except Exception as e:
print(f"[GETTEX] Error downloading {filename}: {e}")
return trades
def _parse_csv_row(self, row: dict) -> Optional[Trade]:
"""
Parst eine CSV-Zeile zu einem Trade.
Erwartete Spalten (RTS Format):
- TrdDtTm: Trading Date/Time
- ISIN: Instrument Identifier
- Pric: Preis
- Qty: Menge
- Ccy: Währung
"""
try:
# ISIN
isin = row.get('ISIN', row.get('FinInstrmId', ''))
if not isin:
return None
# Preis
price_str = row.get('Pric', row.get('Price', '0'))
price_str = price_str.replace(',', '.')
price = float(price_str)
if price <= 0:
return None
# Menge
qty_str = row.get('Qty', row.get('Quantity', '0'))
qty_str = qty_str.replace(',', '.')
quantity = float(qty_str)
if quantity <= 0:
return None
# Timestamp
ts_str = row.get('TrdDtTm', row.get('TradingDateTime', ''))
if not ts_str:
# Fallback: Separate Felder
trd_dt = row.get('TrdDt', '')
trd_tm = row.get('TrdTm', '00:00:00')
ts_str = f"{trd_dt}T{trd_tm}"
# Parse Timestamp (UTC)
ts_str = ts_str.replace('Z', '+00:00')
if 'T' not in ts_str:
ts_str = ts_str.replace(' ', 'T')
timestamp = datetime.fromisoformat(ts_str)
if timestamp.tzinfo is None:
timestamp = timestamp.replace(tzinfo=timezone.utc)
return Trade(
exchange=self.name,
symbol=isin,
isin=isin,
price=price,
quantity=quantity,
timestamp=timestamp
)
except Exception as e:
print(f"[GETTEX] Error parsing CSV row: {e}")
return None
def fetch_latest_trades(self, include_yesterday: bool = True, since_date: datetime = None) -> List[Trade]:
"""
Holt alle Trades vom Vortag.
"""
all_trades = []
# Zieldatum bestimmen
if since_date:
target_date = since_date.date() if hasattr(since_date, 'date') else since_date
else:
target_date = (datetime.now(timezone.utc) - timedelta(days=1)).date()
print(f"[{self.name}] Fetching trades for date: {target_date}")
# Generiere erwartete Dateinamen
expected_files = self._generate_expected_files(target_date)
print(f"[{self.name}] Trying {len(expected_files)} potential files")
# Versuche Dateien herunterzuladen
successful_files = 0
for filename in expected_files:
trades = self._download_and_parse_file(filename)
if trades:
all_trades.extend(trades)
successful_files += 1
print(f"[{self.name}] Successfully downloaded {successful_files} files")
print(f"[{self.name}] Total trades fetched: {len(all_trades)}")
return all_trades

366
src/exchanges/stuttgart.py Normal file
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@@ -0,0 +1,366 @@
import requests
import gzip
import json
import csv
import io
from datetime import datetime, timedelta, timezone
from typing import List, Optional
from .base import BaseExchange, Trade
from bs4 import BeautifulSoup
# Browser User-Agent
HEADERS = {
'User-Agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36',
'Accept': 'text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8',
'Accept-Language': 'de-DE,de;q=0.9,en;q=0.8',
'Referer': 'https://www.boerse-stuttgart.de/'
}
# Börse Stuttgart URLs
STUTTGART_PAGE_URL = "https://www.boerse-stuttgart.de/de-de/fuer-geschaeftspartner/reports/mifir-ii-delayed-data/xstf-post-trade/"
class StuttgartExchange(BaseExchange):
"""
Börse Stuttgart (XSTF)
MiFIR II Delayed Data Post-Trade
"""
@property
def name(self) -> str:
return "STU"
def _get_download_links(self) -> List[str]:
"""
Parst die Börse Stuttgart Seite und extrahiert Download-Links.
"""
files = []
try:
response = requests.get(STUTTGART_PAGE_URL, headers=HEADERS, timeout=30)
response.raise_for_status()
soup = BeautifulSoup(response.text, 'html.parser')
# Suche nach Download-Links
# Börse Stuttgart verwendet oft bestimmte CSS-Klassen oder data-Attribute
for link in soup.find_all('a'):
href = link.get('href', '')
# Prüfe auf typische Dateiendungen
if href and ('posttrade' in href.lower() or 'post-trade' in href.lower()):
if href.endswith('.gz') or href.endswith('.json') or href.endswith('.csv'):
# Vollständige URL erstellen
if not href.startswith('http'):
if href.startswith('/'):
href = f"https://www.boerse-stuttgart.de{href}"
else:
href = f"https://www.boerse-stuttgart.de/{href}"
files.append(href)
# Alternative: Suche nach JavaScript-generierten Links
if not files:
# Manchmal sind Links in Script-Tags versteckt
for script in soup.find_all('script'):
script_text = script.string or ''
if 'posttrade' in script_text.lower():
# Versuche URLs zu extrahieren
import re
urls = re.findall(r'https?://[^\s\'"<>]+posttrade[^\s\'"<>]+\.(?:gz|json|csv)', script_text, re.IGNORECASE)
files.extend(urls)
# Fallback: Versuche bekannte URL-Muster
if not files:
files = self._generate_expected_urls()
except Exception as e:
print(f"[STU] Error fetching page: {e}")
files = self._generate_expected_urls()
return files
def _generate_expected_urls(self) -> List[str]:
"""
Generiert erwartete Download-URLs basierend auf bekannten Mustern.
Börse Stuttgart verwendet typischerweise ähnliche Formate wie andere Deutsche Börsen.
"""
files = []
# Versuche verschiedene URL-Muster
base_patterns = [
"https://www.boerse-stuttgart.de/api/v1/delayed-data/xstf-post-trade/",
"https://www.boerse-stuttgart.de/downloads/delayed-data/",
"https://mfs.boerse-stuttgart.de/XSTF-posttrade/",
]
# Für die letzten 3 Tage
for days_ago in range(1, 4):
target_date = datetime.now(timezone.utc) - timedelta(days=days_ago)
date_str = target_date.strftime('%Y-%m-%d')
date_str_compact = target_date.strftime('%Y%m%d')
for base in base_patterns:
files.append(f"{base}posttrade-{date_str}.json.gz")
files.append(f"{base}posttrade.{date_str_compact}.json.gz")
files.append(f"{base}xstf-posttrade-{date_str}.json.gz")
return files
def _filter_files_for_date(self, files: List[str], target_date: datetime.date) -> List[str]:
"""Filtert Dateien für ein bestimmtes Datum"""
filtered = []
target_str = target_date.strftime('%Y-%m-%d')
target_str_compact = target_date.strftime('%Y%m%d')
# Auch Dateien vom Folgetag (frühe Morgenstunden)
next_day = target_date + timedelta(days=1)
next_day_str = next_day.strftime('%Y-%m-%d')
next_day_compact = next_day.strftime('%Y%m%d')
for file in files:
file_lower = file.lower()
if target_str in file_lower or target_str_compact in file_lower:
filtered.append(file)
elif next_day_str in file_lower or next_day_compact in file_lower:
# Prüfe ob frühe Morgenstunde
if 'T00' in file or 'T01' in file or 'T02' in file:
filtered.append(file)
# Für kompakte Formate
elif '.00.' in file or '.01.' in file or '.02.' in file:
filtered.append(file)
return filtered
def _download_and_parse_file(self, url: str) -> List[Trade]:
"""Lädt eine Datei herunter und parst die Trades"""
trades = []
try:
response = requests.get(url, headers=HEADERS, timeout=60)
if response.status_code == 404:
return []
response.raise_for_status()
content = response.content
# Prüfe ob Gzip
if url.endswith('.gz'):
try:
with gzip.GzipFile(fileobj=io.BytesIO(content)) as f:
content = f.read()
except Exception:
pass # Vielleicht nicht wirklich gzip
# Versuche als JSON zu parsen
if url.endswith('.json') or url.endswith('.json.gz'):
try:
data = json.loads(content)
if isinstance(data, list):
for record in data:
trade = self._parse_json_record(record)
if trade:
trades.append(trade)
return trades
except json.JSONDecodeError:
pass
# Versuche als CSV zu parsen
try:
text = content.decode('utf-8') if isinstance(content, bytes) else content
reader = csv.DictReader(io.StringIO(text), delimiter=';')
for row in reader:
trade = self._parse_csv_row(row)
if trade:
trades.append(trade)
except Exception:
# Versuche mit Komma als Delimiter
try:
text = content.decode('utf-8') if isinstance(content, bytes) else content
reader = csv.DictReader(io.StringIO(text), delimiter=',')
for row in reader:
trade = self._parse_csv_row(row)
if trade:
trades.append(trade)
except Exception as e:
print(f"[STU] Could not parse {url}: {e}")
except requests.exceptions.HTTPError as e:
if e.response.status_code != 404:
print(f"[STU] HTTP error downloading {url}: {e}")
except Exception as e:
print(f"[STU] Error downloading {url}: {e}")
return trades
def _parse_json_record(self, record: dict) -> Optional[Trade]:
"""Parst einen JSON-Record zu einem Trade"""
try:
# ISIN
isin = record.get('ISIN') or record.get('FinInstrmId', {}).get('Id', '')
if not isin:
return None
# Preis (verschiedene mögliche Strukturen)
price = None
if 'Pric' in record:
pric = record['Pric']
if isinstance(pric, dict):
if 'Pric' in pric:
inner = pric['Pric']
if isinstance(inner, dict):
price = float(inner.get('MntryVal', {}).get('Amt', 0) or inner.get('Amt', 0))
else:
price = float(inner)
elif 'MntryVal' in pric:
price = float(pric['MntryVal'].get('Amt', 0))
elif 'Amt' in pric:
price = float(pric['Amt'])
else:
price = float(pric)
elif 'Price' in record:
price = float(str(record['Price']).replace(',', '.'))
if not price or price <= 0:
return None
# Menge
quantity = None
if 'Qty' in record:
qty = record['Qty']
if isinstance(qty, dict):
quantity = float(qty.get('Unit', qty.get('Qty', 0)))
else:
quantity = float(qty)
elif 'Quantity' in record:
quantity = float(str(record['Quantity']).replace(',', '.'))
if not quantity or quantity <= 0:
return None
# Timestamp
ts_str = record.get('TrdDtTm', '')
if not ts_str:
trd_dt = record.get('TrdDt', '')
trd_tm = record.get('TrdTm', '00:00:00')
if trd_dt:
ts_str = f"{trd_dt}T{trd_tm}"
if not ts_str:
return None
ts_str = ts_str.replace('Z', '+00:00')
timestamp = datetime.fromisoformat(ts_str)
if timestamp.tzinfo is None:
timestamp = timestamp.replace(tzinfo=timezone.utc)
return Trade(
exchange=self.name,
symbol=isin,
isin=isin,
price=price,
quantity=quantity,
timestamp=timestamp
)
except Exception as e:
print(f"[STU] Error parsing JSON record: {e}")
return None
def _parse_csv_row(self, row: dict) -> Optional[Trade]:
"""Parst eine CSV-Zeile zu einem Trade"""
try:
# ISIN
isin = row.get('ISIN', row.get('FinInstrmId', ''))
if not isin:
return None
# Preis
price_str = row.get('Pric', row.get('Price', '0'))
price_str = str(price_str).replace(',', '.')
price = float(price_str)
if price <= 0:
return None
# Menge
qty_str = row.get('Qty', row.get('Quantity', '0'))
qty_str = str(qty_str).replace(',', '.')
quantity = float(qty_str)
if quantity <= 0:
return None
# Timestamp
ts_str = row.get('TrdDtTm', row.get('TradingDateTime', ''))
if not ts_str:
trd_dt = row.get('TrdDt', '')
trd_tm = row.get('TrdTm', '00:00:00')
if trd_dt:
ts_str = f"{trd_dt}T{trd_tm}"
if not ts_str:
return None
ts_str = ts_str.replace('Z', '+00:00')
if 'T' not in ts_str:
ts_str = ts_str.replace(' ', 'T')
timestamp = datetime.fromisoformat(ts_str)
if timestamp.tzinfo is None:
timestamp = timestamp.replace(tzinfo=timezone.utc)
return Trade(
exchange=self.name,
symbol=isin,
isin=isin,
price=price,
quantity=quantity,
timestamp=timestamp
)
except Exception as e:
print(f"[STU] Error parsing CSV row: {e}")
return None
def fetch_latest_trades(self, include_yesterday: bool = True, since_date: datetime = None) -> List[Trade]:
"""
Holt alle Trades vom Vortag.
"""
all_trades = []
# Zieldatum bestimmen
if since_date:
target_date = since_date.date() if hasattr(since_date, 'date') else since_date
else:
target_date = (datetime.now(timezone.utc) - timedelta(days=1)).date()
print(f"[{self.name}] Fetching trades for date: {target_date}")
# Download-Links holen
all_links = self._get_download_links()
print(f"[{self.name}] Found {len(all_links)} potential download links")
# Nach Datum filtern
target_links = self._filter_files_for_date(all_links, target_date)
if not target_links:
# Fallback: Versuche alle Links
target_links = all_links
print(f"[{self.name}] Trying {len(target_links)} files for target date")
# Dateien herunterladen und parsen
successful = 0
for url in target_links:
trades = self._download_and_parse_file(url)
if trades:
all_trades.extend(trades)
successful += 1
print(f"[{self.name}] Parsed {len(trades)} trades from {url}")
print(f"[{self.name}] Successfully processed {successful} files")
print(f"[{self.name}] Total trades fetched: {len(all_trades)}")
return all_trades