yahoofin.go

package yahoofin

import (
	"encoding/json"
	"fmt"
	"io/ioutil"
	"math/rand"
	"net/http"
	"net/http/cookiejar"
	"regexp"
	"strconv"
	"time"

	"github.com/gocarina/gocsv"
)

// NewClient creates a new Yahoo Finance client
func NewClient() (*Client, error) {
	var seedTickers = []string{"AAPL", "GOOG", "MSFT"}
	jar, err := cookiejar.New(nil)
	if err != nil {
		return nil, err
	}
	httpClient := &http.Client{Jar: jar}
	c := Client{httpClient: httpClient}

	i := rand.Intn(len(seedTickers))
	ticker := seedTickers[i]
	crumb, err := getCrumb(c.httpClient, ticker)
	if err != nil {
		return nil, err
	}

	c.crumb = crumb

	return &c, nil

}

// Client is a struct that represents a Yahoo Finance client
type Client struct {
	// crumb is sent along with each request and is needed to make successful requests directly to the historical prices endpoint
	crumb string
	// httpClient is a persistent client used to store cookies after the initial request is sent
	httpClient *http.Client
}

// Price represents a single datapoint returned by the yahoo api
type Price struct {
	Date     DateTime `csv:"Date"`
	Open     float64  `csv:"Open"`
	High     float64  `csv:"High"`
	Low      float64  `csv:"Low"`
	Close    float64  `csv:"Close"`
	AdjClose float64  `csv:"Adj Close"`
	Volume   float64  `csv:"Volume"`
}

// Field represents the type of data that is being requested from the yahoo api
type Field string

const (
	// History will return historical prices
	History Field = "history"
	// Dividend will return dividend payment history
	Dividend Field = "dividend"
	// Split will return stock split data
	Split Field = "split"
)

func (c *Client) makeRequest(ticker string, startDate, endDate time.Time, field Field) (*http.Response, error) {
	urlFmtStr := "https://query1.finance.yahoo.com/v7/finance/download/%s?period1=%d&period2=%d&interval=1d&events=%s&crumb=%s"
	url := fmt.Sprintf(urlFmtStr, ticker, startDate.Unix(), endDate.Unix(), field, c.crumb)
	return c.httpClient.Get(url)
}

func validateResponse(resp *http.Response) error {
	if resp.StatusCode >= 300 {

		se := ServerErrorRoot{}
		body, err := ioutil.ReadAll(resp.Body)
		if err != nil {
			return err
		}

		if err := json.Unmarshal(body, &se); err != nil {
			// Sometimes the server returns raw text instead of json...
			return fmt.Errorf(string(body))
		}
		return fmt.Errorf("%v: %v", se.Chart.Error.Code, se.Chart.Error.Description)
	}

	return nil
}

// GetSecurityDataString returns the raw response data from the yahoo endpoint.
// This string will be CSV formatted if the request succeeds.
// In the event of a failed request, this string will be JSON-formatted
func (c *Client) GetSecurityDataString(ticker string, startDate, endDate time.Time, field Field) (string, error) {
	resp, err := c.makeRequest(ticker, startDate, endDate, field)
	if err != nil {
		return "", err
	}

	if err := validateResponse(resp); err != nil {
		return "", err
	}

	body, err := ioutil.ReadAll(resp.Body)
	if err != nil {
		return "", err
	}

	return string(body), nil

}

// GetSecurityData returns a slice of pointers to Price structs, based on the data received from yahoo
func (c *Client) GetSecurityData(ticker string, startDate, endDate time.Time, field Field) ([]*Price, error) {
	prices := []*Price{}
	resp, err := c.makeRequest(ticker, startDate, endDate, field)
	if err != nil {
		return prices, err
	}

	if err := validateResponse(resp); err != nil {
		return prices, err
	}

	if err := gocsv.Unmarshal(resp.Body, &prices); err != nil {
		return prices, err
	}

	return prices, nil

}

// DateTime is a custom implementation of time.Time used to unmarshal yahoo csv data
type DateTime struct {
	time.Time
}

// UnmarshalCSV converts the CSV string as internal date
func (date *DateTime) UnmarshalCSV(csv string) (err error) {
	date.Time, err = time.Parse("2006-01-02", csv)
	if err != nil {
		return err
	}
	return nil
}

func getCrumb(client *http.Client, ticker string) (string, error) {
	crumb := ""
	url := fmt.Sprintf("https://finance.yahoo.com/quote/%s", ticker)
	resp, err := client.Get(url)
	if err != nil {
		return crumb, err
	}

	body, err := ioutil.ReadAll(resp.Body)
	if err != nil {
		return crumb, err
	}

	crumbRe, err := regexp.Compile(`"CrumbStore":{"crumb":"([^"]+)"\}`)
	if err != nil {
		return crumb, err
	}

	matches := crumbRe.FindAllStringSubmatch(string(body), 1)

	if len(matches) > 0 {
		crumb = matches[0][1]
	}

	if len(crumb) > 0 {
		crumb, err = strconv.Unquote(`"` + crumb + `"`)
		if err != nil {
			return crumb, err
		}
	}

	return crumb, nil

}