feat: add funding-conditions and crypto daily open/close endpoints

docs/source/Aggs.rst

@@ -41,10 +41,17 @@ Get daily open close agg
 
 - `Stocks daily open/close agg`_
 - `Options daily open/close agg`_
-- `Crypto daily open/close agg`_
 
 .. automethod:: massive.RESTClient.get_daily_open_close_agg
 
+============================
+Get daily open close crypto
+============================
+
+- `Crypto daily open/close agg`_
+
+.. automethod:: massive.RESTClient.get_daily_open_close_crypto
+
 ============================
 Get previous close agg
 ============================

examples/rest/crypto-daily_open_close.py

@@ -2,14 +2,15 @@
 
 # docs
 # https://massive.com/docs/crypto/get_v1_open-close_crypto__from___to___date
-# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-agg
+# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-crypto
 
 # client = RESTClient("XXXXXX") # hardcoded api_key is used
 client = RESTClient()  # MASSIVE_API_KEY environment variable is used
 
 # make request
-request = client.get_daily_open_close_agg(
-    "X:BTCUSD",
+request = client.get_daily_open_close_crypto(
+    "BTC",
+    "USD",
     "2023-01-09",
 )
 

examples/rest/economy-funding_conditions.py

@@ -0,0 +1,13 @@
+from massive import RESTClient
+
+# docs
+# https://massive.com/docs/rest/economy/funding-conditions
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # MASSIVE_API_KEY environment variable is used
+
+conditions = []
+for day in client.list_funding_conditions(date_gte="2025-06-01", sort="date.asc"):
+    conditions.append(day)
+
+print(conditions)

massive/rest/aggs.py

@@ -1,6 +1,13 @@
 from .base import BaseClient
 from typing import Optional, Any, Dict, List, Union, Iterator
-from .models import Agg, GroupedDailyAgg, DailyOpenCloseAgg, PreviousCloseAgg, Sort
+from .models import (
+    Agg,
+    GroupedDailyAgg,
+    DailyOpenCloseAgg,
+    DailyOpenCloseCrypto,
+    PreviousCloseAgg,
+    Sort,
+)
 from urllib3 import HTTPResponse
 from datetime import datetime, date
 
@@ -161,6 +168,38 @@ def get_daily_open_close_agg(
             options=options,
         )
 
+    def get_daily_open_close_crypto(
+        self,
+        # "from" is a keyword in python https://www.w3schools.com/python/python_ref_keywords.asp
+        from_: str,
+        to: str,
+        date: Union[str, date],
+        adjusted: Optional[bool] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[DailyOpenCloseCrypto, HTTPResponse]:
+        """
+        Get the open and close prices of a cryptocurrency pair on a certain day, along with the opening and closing trades.
+
+        :param from_: The "from" symbol of the pair (e.g. "BTC").
+        :param to: The "to" symbol of the pair (e.g. "USD").
+        :param date: The date of the requested open/close in the format YYYY-MM-DD.
+        :param adjusted: Whether or not the results are adjusted for splits. By default, results are adjusted. Set this to false to get results that are NOT adjusted for splits.
+        :param params: Any additional query params
+        :param raw: Return raw object instead of results object
+        :return: Daily open close for the crypto pair
+        """
+        url = f"/v1/open-close/crypto/{from_}/{to}/{date}"
+
+        return self._get(
+            path=url,
+            params=self._get_params(self.get_daily_open_close_crypto, locals()),
+            deserializer=DailyOpenCloseCrypto.from_dict,
+            raw=raw,
+            options=options,
+        )
+
     def get_previous_close_agg(
         self,
         ticker: str,

massive/rest/economy.py

@@ -8,6 +8,7 @@
     TreasuryYield,
     FedInflationExpectations,
     FedLaborMarket,
+    FedFundingConditions,
     EUMerchantAggregate,
     EUMerchantHierarchy,
 )
@@ -171,6 +172,45 @@ def list_labor_market_indicators(
             options=options,
         )
 
+    def list_funding_conditions(
+        self,
+        date: Optional[Union[str, date]] = None,
+        date_gt: Optional[Union[str, date]] = None,
+        date_gte: Optional[Union[str, date]] = None,
+        date_lt: Optional[Union[str, date]] = None,
+        date_lte: Optional[Union[str, date]] = None,
+        limit: Optional[int] = None,
+        sort: Optional[str] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FedFundingConditions], HTTPResponse]:
+        """
+        Daily U.S. money-market funding conditions from the Federal Reserve and the Federal Reserve Bank of New York, including the Federal Funds Effective Rate, SOFR, OBFR, tri-party general collateral repo rates, Treasury-collateralized overnight reverse repo and repo operation amounts, and commercial paper rates.
+
+        :param date: Calendar date of the observation (YYYY-MM-DD).
+        :param date_gt: Filter greater than the value.
+        :param date_gte: Filter greater than or equal to the value.
+        :param date_lt: Filter less than the value.
+        :param date_lte: Filter less than or equal to the value.
+        :param limit: Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.
+        :param sort: A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction, e.g. "date.desc". The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified. The value is sent as given.
+        :param params: Additional query parameters.
+        :param raw: Return raw HTTPResponse object if True, else return Iterator[FedFundingConditions].
+        :param options: RequestOptionBuilder for additional headers or params.
+        :return: An iterator of FedFundingConditions objects or HTTPResponse if raw=True.
+        """
+        url = "/fed/v1/funding-conditions"
+
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_funding_conditions, locals()),
+            deserializer=FedFundingConditions.from_dict,
+            raw=raw,
+            result_key="results",
+            options=options,
+        )
+
     def list_eu_merchant_aggregates(
         self,
         transaction_date: Optional[Union[str, date]] = None,

massive/rest/models/aggs.py

@@ -1,4 +1,4 @@
-from typing import Optional
+from typing import List, Optional
 from ...modelclass import modelclass
 
 
@@ -95,6 +95,64 @@ def from_dict(d):
         )
 
 
+@modelclass
+class DailyOpenCloseCryptoTrade:
+    "Contains data for one of the opening or closing trades of a crypto pair on a specified date."
+
+    conditions: Optional[List[int]] = None
+    id: Optional[str] = None
+    price: Optional[float] = None
+    size: Optional[float] = None
+    timestamp: Optional[int] = None
+    exchange: Optional[int] = None
+
+    @staticmethod
+    def from_dict(d):
+        return DailyOpenCloseCryptoTrade(
+            conditions=d.get("c", None),
+            id=d.get("i", None),
+            price=d.get("p", None),
+            size=d.get("s", None),
+            timestamp=d.get("t", None),
+            exchange=d.get("x", None),
+        )
+
+
+@modelclass
+class DailyOpenCloseCrypto:
+    "Contains data for open and close prices, and the opening and closing trades, of a crypto pair on a specified date."
+
+    symbol: Optional[str] = None
+    is_utc: Optional[bool] = None
+    day: Optional[str] = None
+    open: Optional[float] = None
+    close: Optional[float] = None
+    open_trades: Optional[List[DailyOpenCloseCryptoTrade]] = None
+    closing_trades: Optional[List[DailyOpenCloseCryptoTrade]] = None
+
+    @staticmethod
+    def from_dict(d):
+        return DailyOpenCloseCrypto(
+            symbol=d.get("symbol", None),
+            is_utc=d.get("isUTC", None),
+            day=d.get("day", None),
+            open=d.get("open", None),
+            close=d.get("close", None),
+            open_trades=(
+                None
+                if "openTrades" not in d
+                else [DailyOpenCloseCryptoTrade.from_dict(t) for t in d["openTrades"]]
+            ),
+            closing_trades=(
+                None
+                if "closingTrades" not in d
+                else [
+                    DailyOpenCloseCryptoTrade.from_dict(t) for t in d["closingTrades"]
+                ]
+            ),
+        )
+
+
 @modelclass
 class PreviousCloseAgg:
     "Contains data for the previous day's open, high, low, and close (OHLC) of the specified stock ticker."

massive/rest/models/economy.py

@@ -106,6 +106,76 @@ def from_dict(d):
         )
 
 
+@modelclass
+class FedFundingConditions:
+    """
+    Daily U.S. money-market funding conditions for a specific date. Rates are
+    percentages; volumes and operation amounts are in billions of U.S. dollars.
+    """
+
+    date: Optional[str] = None
+    effective_fed_funds_rate: Optional[float] = None
+    effective_fed_funds_volume: Optional[float] = None
+    fed_funds_target_lower: Optional[float] = None
+    fed_funds_target_upper: Optional[float] = None
+    fed_overnight_repo_treasury_amount: Optional[float] = None
+    fed_overnight_reverse_repo_treasury_amount: Optional[float] = None
+    financial_commercial_paper_90d_rate: Optional[float] = None
+    interest_on_reserve_balances: Optional[float] = None
+    nonfinancial_commercial_paper_90d_rate: Optional[float] = None
+    obfr_25th_percentile: Optional[float] = None
+    obfr_75th_percentile: Optional[float] = None
+    obfr_volume: Optional[float] = None
+    overnight_bank_funding_rate: Optional[float] = None
+    secured_overnight_financing_rate: Optional[float] = None
+    sofr_25th_percentile: Optional[float] = None
+    sofr_75th_percentile: Optional[float] = None
+    sofr_volume: Optional[float] = None
+    tgcr_25th_percentile: Optional[float] = None
+    tgcr_75th_percentile: Optional[float] = None
+    tri_party_general_collateral_rate: Optional[float] = None
+    tri_party_general_collateral_volume: Optional[float] = None
+
+    @staticmethod
+    def from_dict(d):
+        return FedFundingConditions(
+            date=d.get("date"),
+            effective_fed_funds_rate=d.get("effective_fed_funds_rate"),
+            effective_fed_funds_volume=d.get("effective_fed_funds_volume"),
+            fed_funds_target_lower=d.get("fed_funds_target_lower"),
+            fed_funds_target_upper=d.get("fed_funds_target_upper"),
+            fed_overnight_repo_treasury_amount=d.get(
+                "fed_overnight_repo_treasury_amount"
+            ),
+            fed_overnight_reverse_repo_treasury_amount=d.get(
+                "fed_overnight_reverse_repo_treasury_amount"
+            ),
+            financial_commercial_paper_90d_rate=d.get(
+                "financial_commercial_paper_90d_rate"
+            ),
+            interest_on_reserve_balances=d.get("interest_on_reserve_balances"),
+            nonfinancial_commercial_paper_90d_rate=d.get(
+                "nonfinancial_commercial_paper_90d_rate"
+            ),
+            obfr_25th_percentile=d.get("obfr_25th_percentile"),
+            obfr_75th_percentile=d.get("obfr_75th_percentile"),
+            obfr_volume=d.get("obfr_volume"),
+            overnight_bank_funding_rate=d.get("overnight_bank_funding_rate"),
+            secured_overnight_financing_rate=d.get("secured_overnight_financing_rate"),
+            sofr_25th_percentile=d.get("sofr_25th_percentile"),
+            sofr_75th_percentile=d.get("sofr_75th_percentile"),
+            sofr_volume=d.get("sofr_volume"),
+            tgcr_25th_percentile=d.get("tgcr_25th_percentile"),
+            tgcr_75th_percentile=d.get("tgcr_75th_percentile"),
+            tri_party_general_collateral_rate=d.get(
+                "tri_party_general_collateral_rate"
+            ),
+            tri_party_general_collateral_volume=d.get(
+                "tri_party_general_collateral_volume"
+            ),
+        )
+
+
 @modelclass
 class EUMerchantAggregate:
     """

test_rest/mocks/fed/v1/funding-conditions&cursor=ZGF0ZS5ndGU9MjAyNS0wNi0wMSZsaW1pdD0x.json

@@ -0,0 +1,31 @@
+{
+  "status": "OK",
+  "request_id": "b2170df985474b6d21a6eeccfb6bee67",
+  "count": 1,
+  "results": [
+    {
+      "date": "2025-06-02",
+      "effective_fed_funds_rate": 4.33,
+      "effective_fed_funds_volume": 98,
+      "fed_funds_target_lower": 4.25,
+      "fed_funds_target_upper": 4.5,
+      "fed_overnight_repo_treasury_amount": 0,
+      "fed_overnight_reverse_repo_treasury_amount": 214.5,
+      "financial_commercial_paper_90d_rate": 4.35,
+      "interest_on_reserve_balances": 4.4,
+      "nonfinancial_commercial_paper_90d_rate": 4.34,
+      "obfr_25th_percentile": 4.3,
+      "obfr_75th_percentile": 4.33,
+      "obfr_volume": 305,
+      "overnight_bank_funding_rate": 4.32,
+      "secured_overnight_financing_rate": 4.31,
+      "sofr_25th_percentile": 4.28,
+      "sofr_75th_percentile": 4.32,
+      "sofr_volume": 2214,
+      "tgcr_25th_percentile": 4.27,
+      "tgcr_75th_percentile": 4.31,
+      "tri_party_general_collateral_rate": 4.3,
+      "tri_party_general_collateral_volume": 1876
+    }
+  ]
+}

test_rest/mocks/fed/v1/funding-conditions&date.gte=2025-06-01&limit=1.json

@@ -0,0 +1,32 @@
+{
+  "status": "OK",
+  "request_id": "6a7e466379af0a71039d60cc78e72282",
+  "count": 1,
+  "next_url": "https://api.massive.com/fed/v1/funding-conditions?cursor=ZGF0ZS5ndGU9MjAyNS0wNi0wMSZsaW1pdD0x",
+  "results": [
+    {
+      "date": "2025-06-01",
+      "effective_fed_funds_rate": 4.33,
+      "effective_fed_funds_volume": null,
+      "fed_funds_target_lower": 4.25,
+      "fed_funds_target_upper": 4.5,
+      "fed_overnight_repo_treasury_amount": null,
+      "fed_overnight_reverse_repo_treasury_amount": null,
+      "financial_commercial_paper_90d_rate": null,
+      "interest_on_reserve_balances": 4.4,
+      "nonfinancial_commercial_paper_90d_rate": null,
+      "obfr_25th_percentile": null,
+      "obfr_75th_percentile": null,
+      "obfr_volume": null,
+      "overnight_bank_funding_rate": null,
+      "secured_overnight_financing_rate": null,
+      "sofr_25th_percentile": null,
+      "sofr_75th_percentile": null,
+      "sofr_volume": null,
+      "tgcr_25th_percentile": null,
+      "tgcr_75th_percentile": null,
+      "tri_party_general_collateral_rate": null,
+      "tri_party_general_collateral_volume": null
+    }
+  ]
+}