Add ETF Exposure fixes #45 (#46)

MatthiWare · Jul 23, 2022 · 23b8e7c · 23b8e7c
1 parent 3193495
commit 23b8e7c
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Showing 9 changed files with 140 additions and 2 deletions.
diff --git a/FinancialModelingPrepApi/Abstractions/Fund/IFundProvider.cs b/FinancialModelingPrepApi/Abstractions/Fund/IFundProvider.cs
@@ -0,0 +1,13 @@
+using MatthiWare.FinancialModelingPrep.Model;
+using MatthiWare.FinancialModelingPrep.Model.Fund;
+using System.Collections.Generic;
+using System.Threading.Tasks;
+
+namespace MatthiWare.FinancialModelingPrep.Abstractions.Fund
+{
+    public interface IFundProvider
+    {
+        public Task<ApiResponse<List<ETFStockExposureResponse>>> GetETFStockExposureAsync(string symbol);
+
+    }
+}
diff --git a/FinancialModelingPrepApi/Abstractions/IFinancialModelingPrepApiClient.cs b/FinancialModelingPrepApi/Abstractions/IFinancialModelingPrepApiClient.cs
@@ -1,6 +1,7 @@
 using MatthiWare.FinancialModelingPrep.Abstractions.AdvancedData;
 using MatthiWare.FinancialModelingPrep.Abstractions.Calendars;
 using MatthiWare.FinancialModelingPrep.Abstractions.CompanyValuation;
+using MatthiWare.FinancialModelingPrep.Abstractions.Fund;
 using MatthiWare.FinancialModelingPrep.Abstractions.InstitutionalFund;
 using MatthiWare.FinancialModelingPrep.Abstractions.MarketIndexes;
 using MatthiWare.FinancialModelingPrep.Abstractions.Statistics;
@@ -54,5 +55,15 @@ public interface IFinancialModelingPrepApiClient
         /// Statistic Related Endpoint are grouped here (Estimates)
         /// </summary>
         IStockStatisticsProvider StockStatistics { get; }
+
+        /// <summary>
+        /// Cryptomarket related enpoints
+        /// </summary>
+        ICryptoMarketProvider Crypto { get; }
+
+        /// <summary>
+        /// ETF/Mutual Fund related enpoints
+        /// </summary>
+        IFundProvider Fund { get; }
     }
 }
diff --git a/FinancialModelingPrepApi/Core/FinancialModelingPrepApiClient.cs b/FinancialModelingPrepApi/Core/FinancialModelingPrepApiClient.cs
@@ -1,6 +1,7 @@
 using MatthiWare.FinancialModelingPrep.Abstractions.AdvancedData;
 using MatthiWare.FinancialModelingPrep.Abstractions.Calendars;
 using MatthiWare.FinancialModelingPrep.Abstractions.CompanyValuation;
+using MatthiWare.FinancialModelingPrep.Abstractions.Fund;
 using MatthiWare.FinancialModelingPrep.Abstractions.InstitutionalFund;
 using MatthiWare.FinancialModelingPrep.Abstractions.MarketIndexes;
 using MatthiWare.FinancialModelingPrep.Abstractions.Statistics;
@@ -33,8 +34,15 @@ public class FinancialModelingPrepApiClient : IFinancialModelingPrepApiClient
         /// <inheritdoc/>
         public IStockMarketProvider StockMarket { get; }
 
+        /// <inheritdoc/>
         public IStockStatisticsProvider StockStatistics { get; }
 
+        /// <inheritdoc/>
+        public ICryptoMarketProvider Crypto { get; }
+
+        /// <inheritdoc/>
+        public IFundProvider Fund { get; }
+
         /// <inheritdoc/>
         public FinancialModelingPrepApiClient(ICompanyValuationProvider companyValuation,
                                               IMarketIndexesProvider marketIndexes,
@@ -43,7 +51,9 @@ public FinancialModelingPrepApiClient(ICompanyValuationProvider companyValuation
                                               IInstitutionalFundProvider institutionalFund,
                                               IStockTimeSeriesProvider stockTimeSeries,
                                               IStockMarketProvider stockMarket,
-                                              IStockStatisticsProvider stockStatistics)
+                                              IStockStatisticsProvider stockStatistics,
+                                              ICryptoMarketProvider cryptoMarket,
+                                              IFundProvider fund)
         {
             CompanyValuation = companyValuation;
             MarketIndexes = marketIndexes;
@@ -53,6 +63,8 @@ public FinancialModelingPrepApiClient(ICompanyValuationProvider companyValuation
             StockTimeSeries = stockTimeSeries;
             StockMarket = stockMarket;
             StockStatistics = stockStatistics;
+            Crypto = cryptoMarket;
+            Fund = fund;
         }
     }
 }
diff --git a/FinancialModelingPrepApi/Core/Fund/FundProvider.cs b/FinancialModelingPrepApi/Core/Fund/FundProvider.cs
@@ -0,0 +1,34 @@
+using MatthiWare.FinancialModelingPrep.Abstractions.Fund;
+using MatthiWare.FinancialModelingPrep.Core.Http;
+using MatthiWare.FinancialModelingPrep.Model;
+using MatthiWare.FinancialModelingPrep.Model.Fund;
+using System;
+using System.Collections.Generic;
+using System.Collections.Specialized;
+using System.Threading.Tasks;
+
+namespace MatthiWare.FinancialModelingPrep.Core.Fund
+{
+    public class FundProvider : IFundProvider
+    {
+        private readonly FinancialModelingPrepHttpClient client;
+
+        public FundProvider(FinancialModelingPrepHttpClient client)
+        {
+            this.client = client ?? throw new System.ArgumentNullException(nameof(client));
+        }
+
+        public Task<ApiResponse<List<ETFStockExposureResponse>>> GetETFStockExposureAsync(string symbol)
+        {
+            const string url = "[version]/etf-stock-exposure/[symbol]";
+
+            var pathParams = new NameValueCollection()
+            {
+                { "version", ApiVersion.v3.ToString() },
+                { "symbol", symbol }
+            };
+
+            return client.GetJsonAsync<List<ETFStockExposureResponse>>(url, pathParams, null);
+        }
+    }
+}
diff --git a/FinancialModelingPrepApi/DependencyInjectionExtensions.cs b/FinancialModelingPrepApi/DependencyInjectionExtensions.cs
@@ -1,6 +1,7 @@
 using MatthiWare.FinancialModelingPrep.Abstractions.AdvancedData;
 using MatthiWare.FinancialModelingPrep.Abstractions.Calendars;
 using MatthiWare.FinancialModelingPrep.Abstractions.CompanyValuation;
+using MatthiWare.FinancialModelingPrep.Abstractions.Fund;
 using MatthiWare.FinancialModelingPrep.Abstractions.Http;
 using MatthiWare.FinancialModelingPrep.Abstractions.InstitutionalFund;
 using MatthiWare.FinancialModelingPrep.Abstractions.MarketIndexes;
@@ -11,6 +12,7 @@
 using MatthiWare.FinancialModelingPrep.Core.AdvancedData;
 using MatthiWare.FinancialModelingPrep.Core.Calendars;
 using MatthiWare.FinancialModelingPrep.Core.CompanyValuation;
+using MatthiWare.FinancialModelingPrep.Core.Fund;
 using MatthiWare.FinancialModelingPrep.Core.Http;
 using MatthiWare.FinancialModelingPrep.Core.InstitutionalFund;
 using MatthiWare.FinancialModelingPrep.Core.MarketIndexes;
@@ -51,6 +53,7 @@ public static void AddFinancialModelingPrepApiClient(this IServiceCollection ser
             services.TryAddTransient<IStockMarketProvider, StockMarketProvider>();
             services.TryAddTransient<ICryptoMarketProvider, CryptoMarketProvider>();
             services.TryAddTransient<IStockStatisticsProvider, StockStatisticsProvider>();
+            services.TryAddTransient<IFundProvider, FundProvider>();
         }
     }
 }
diff --git a/FinancialModelingPrepApi/Model/Fund/ETFStockExposureResponse.cs b/FinancialModelingPrepApi/Model/Fund/ETFStockExposureResponse.cs
@@ -0,0 +1,22 @@
+using System.Text.Json.Serialization;
+
+namespace MatthiWare.FinancialModelingPrep.Model.Fund
+{
+    public class ETFStockExposureResponse
+    {
+        [JsonPropertyName("etfSymbol")]
+        public string EtfSymbol { get; set; }
+
+        [JsonPropertyName("assetExposure")]
+        public string AssetExposure { get; set; }
+
+        [JsonPropertyName("sharesNumber")]
+        public int SharesNumber { get; set; }
+
+        [JsonPropertyName("weightPercentage")]
+        public double WeightPercentage { get; set; }
+
+        [JsonPropertyName("marketValue")]
+        public double MarketValue { get; set; }
+    }
+}
diff --git a/Tests/ClientFactoryTests.cs b/Tests/ClientFactoryTests.cs
@@ -53,5 +53,17 @@ public void API_Contains_StockMarket_Provider()
         {
             Assert.NotNull(api.StockMarket);
         }
+
+        [Fact]
+        public void API_Contains_CryptoMarket_Provider()
+        {
+            Assert.NotNull(api.Crypto);
+        }
+
+        [Fact]
+        public void API_Contains_Fund_Provider()
+        {
+            Assert.NotNull(api.Fund);
+        }
     }
 }
diff --git a/Tests/CompanyValuation/CompanyValuationTests.cs b/Tests/CompanyValuation/CompanyValuationTests.cs
@@ -46,7 +46,7 @@ public async Task GetCompanyProfileTests(string symbol)
         [Theory]
         [InlineData("AAPL", false)]
         [InlineData("BST", true, Skip = "IsFund returns incorrect result")]
-        public async Task GetCompanyProfile_IsFund_Tests(string symbol, bool isFund)
+         public async Task GetCompanyProfile_IsFund_Tests(string symbol, bool isFund)
         {
             var result = await api.GetCompanyProfileAsync(symbol);
 

diff --git a/Tests/Fund/FundTests.cs b/Tests/Fund/FundTests.cs
@@ -0,0 +1,31 @@
+using MatthiWare.FinancialModelingPrep.Abstractions.Fund;
+using Microsoft.Extensions.DependencyInjection;
+using System.Threading.Tasks;
+using Xunit;
+using Xunit.Abstractions;
+
+namespace Tests.CompanyValuation
+{
+    public class FundTests : TestingBase
+    {
+        private readonly IFundProvider api;
+
+        public FundTests(ITestOutputHelper testOutput) : base(testOutput)
+        {
+            api = ServiceProvider.GetRequiredService<IFundProvider>();
+        }
+
+        [Theory]
+        [InlineData("AAPL")]
+        [InlineData("AGS.BR")]
+        [InlineData("O")]
+        [InlineData("LGEN.L")]
+        public async Task GetETFStockExposureAsyncTest(string symbol)
+        {
+            var result = await api.GetETFStockExposureAsync(symbol);
+
+            result.AssertNoErrors();
+            Assert.NotEmpty(result.Data);
+        }
+    }
+}