Forex, Futures, Crypto and Stock updates

FinancialModelingPrepApi/Abstractions/AdvancedData/IAdvancedDataProvider.cs

@@ -21,9 +21,9 @@ public interface IAdvancedDataProvider
         Task<ApiResponse<CompanyPeersResponse>> GetStockPeersAsync(string symbol);
         Task<ApiResponse<List<SectorPEResponse>>> GetSectorsPriceEarningsRatioAsync(string date, string exchange);
         Task<ApiResponse<List<IndustryPEResponse>>> GetIndustriesPriceEarningsRatioAsync(string date, string exchange);
-
+        Task<ApiResponse<List<CommitmentOfTradersResponse>>> GetCommitmentOfTradersReportAsync(string symbol);
         Task<ApiResponse<SharesFloatResponse>> GetSharesFloatAsync(string symbol);
-
         Task<ApiResponse<List<ESGScoreResponse>>> GetESGScoreAsync(string symbol);
+        Task<ApiResponse<List<FinancialScoreResponse>>> GetFinancialScoreAsync(string symbol);
     }
 }

FinancialModelingPrepApi/Abstractions/Crypto/ICryptoMarketProvider.cs

@@ -1,17 +1,21 @@
 using MatthiWare.FinancialModelingPrep.Model;
 using MatthiWare.FinancialModelingPrep.Model.Crypto;
-using MatthiWare.FinancialModelingPrep.Model.StockMarket;
 using System.Collections.Generic;
 using System.Threading.Tasks;
 
-namespace MatthiWare.FinancialModelingPrep.Abstractions.StockMarket
+namespace MatthiWare.FinancialModelingPrep.Abstractions.Crypto
 {
     public interface ICryptoMarketProvider
     {
-        public Task<ApiResponse<List<CryptoItem>>> GetAvilableCryptocurrencies();
+        Task<ApiResponse<List<CryptoItem>>> GetAvilableCryptocurrenciesAsync();
+        Task<ApiResponse<List<CryptoQuoteResponse>>> GetDailyQuotes(); 
 
-        public Task<ApiResponse<List<CryptoHistoricalPricePeriodListing>>> GetHistoricalPrices(string symbol, HistoricalPricingPeriod period);
+        Task<ApiResponse<CryptoHistoricalPriceDailyItem>> GetHistoricalQuoteAsync(string symbol);
 
-        public Task<ApiResponse<CryptoHistoricalPriceDailyItem>> GetDailyPrices(string symbol);
+        Task<ApiResponse<CryptoHistoricalPriceDailyItem>> GetHistoricalQuoteAsync(string symbol, string from, string to);
+
+        Task<ApiResponse<List<CryptoHistoricalPricePeriodListing>>> GetHistoricalQuoteAsync(string symbol, HistoricalPricingPeriod period);
+
+        Task<ApiResponse<List<CryptoQuoteResponse>>> GetQuoteAsync(string symbol);
     }
 }

FinancialModelingPrepApi/Abstractions/Forex/IForexMarketProvider.cs

@@ -0,0 +1,16 @@
+using MatthiWare.FinancialModelingPrep.Model;
+using MatthiWare.FinancialModelingPrep.Model.Forex;
+using System.Collections.Generic;
+using System.Threading.Tasks;
+
+namespace MatthiWare.FinancialModelingPrep.Abstractions.Forex
+{
+    public interface IForexMarketProvider
+    {
+        Task<ApiResponse<List<ForexBookResponse>>> GetBookAsync(string symbol);
+
+        Task<ApiResponse<List<ForexQuoteResponse>>> GetQuoteAsync(string symbol);
+
+        Task<ApiResponse<List<ForexHistoricalQuoteResponse>>> GetHistoricalQuoteAsync(string symbol, HistoricalPricingPeriod period);
+    }
+}

FinancialModelingPrepApi/Abstractions/Futures/IFuturesMarketProvider.cs

@@ -0,0 +1,14 @@
+using MatthiWare.FinancialModelingPrep.Model;
+using MatthiWare.FinancialModelingPrep.Model.Futures;
+using System.Collections.Generic;
+using System.Threading.Tasks;
+
+namespace MatthiWare.FinancialModelingPrep.Abstractions.Futures
+{
+    public interface IFuturesMarketProvider
+    {
+        Task<ApiResponse<List<FuturesQuoteResponse>>> GetQuoteAsync(string symbol);
+
+        Task<ApiResponse<List<FuturesHistoricalQuoteResponse>>> GetHistoricalQuoteAsync(string symbol, HistoricalPricingPeriod period);
+    }
+}

FinancialModelingPrepApi/Abstractions/IFinancialModelingPrepApiClient.cs

@@ -1,7 +1,10 @@
 using MatthiWare.FinancialModelingPrep.Abstractions.AdvancedData;
 using MatthiWare.FinancialModelingPrep.Abstractions.Calendars;
 using MatthiWare.FinancialModelingPrep.Abstractions.CompanyValuation;
+using MatthiWare.FinancialModelingPrep.Abstractions.Crypto;
+using MatthiWare.FinancialModelingPrep.Abstractions.Forex;
 using MatthiWare.FinancialModelingPrep.Abstractions.Fund;
+using MatthiWare.FinancialModelingPrep.Abstractions.Futures;
 using MatthiWare.FinancialModelingPrep.Abstractions.InstitutionalFund;
 using MatthiWare.FinancialModelingPrep.Abstractions.MarketIndexes;
 using MatthiWare.FinancialModelingPrep.Abstractions.Statistics;
@@ -61,6 +64,16 @@ public interface IFinancialModelingPrepApiClient
         /// </summary>
         ICryptoMarketProvider Crypto { get; }
 
+        /// <summary>
+        /// Forex related enpoints
+        /// </summary>
+        IForexMarketProvider Forex { get; }
+
+        /// <summary>
+        /// Futures related enpoints
+        /// </summary>
+        IFuturesMarketProvider Futures { get; }
+
         /// <summary>
         /// ETF/Mutual Fund related enpoints
         /// </summary>

FinancialModelingPrepApi/Abstractions/Model/ICurrentQuote.cs

@@ -0,0 +1,74 @@
+using System;
+using System.Text.Json.Serialization;
+
+namespace MatthiWare.FinancialModelingPrep.Abstractions.Model
+{
+    public interface ICurrentQuote
+    {
+        [JsonPropertyName("symbol")]
+        public string Symbol { get; set; }
+
+        [JsonPropertyName("name")]
+        public string Name { get; set; }
+
+        [JsonPropertyName("exchange")]
+        public string Exchange { get; set; }
+
+        [JsonPropertyName("open")]
+        public double? Open { get; set; }
+
+        [JsonPropertyName("price")]
+        public double? Price { get; set; }
+
+        [JsonPropertyName("previousclose")]
+        public double? PreviousClose { get; set; }
+
+        [JsonPropertyName("daylow")]
+        public double? DayLow { get; set; }
+
+        [JsonPropertyName("dayhigh")]
+        public double? DayHigh { get; set; }
+
+        [JsonPropertyName("yearlow")]
+        public double? YearlyLow { get; set; }
+
+        [JsonPropertyName("yearhigh")]
+        public double? YearlyHigh { get; set; }
+
+        [JsonPropertyName("priceavg50")]
+        public double? PriceAvg50 { get; set; }
+
+        [JsonPropertyName("priceavg200")]
+        public double? PriceAvg200 { get; set; }
+
+        [JsonPropertyName("change")]
+        public double? Change { get; set; }
+
+        [JsonPropertyName("changespercentage")]
+        public double? ChangesPercentage { get; set; }
+
+        [JsonPropertyName("timestamp")]
+        public long? Timestamp { get; set; }
+        [JsonPropertyName("volume")]
+        public double? Volume { get; set; }
+        [JsonPropertyName("avgVolume")]
+        public double? AvgVolume { get; set; }
+
+        // Not used by Forex or Futures.
+
+        [JsonPropertyName("eps")]
+        public double? Eps { get; set; }
+
+        [JsonPropertyName("pe")]
+        public double? Pe { get; set; }
+
+        [JsonPropertyName("earningsAnnouncement")]
+        public string? EarningsAnnouncement { get; set; }
+
+        [JsonPropertyName("sharesOutstanding")]
+        public double? SharesOutstanding { get; set; }
+
+        [JsonPropertyName("marketCap")]
+        public double? MarketCap { get; set; }
+    }
+}

FinancialModelingPrepApi/Abstractions/Model/IHistoricalQuote.cs

@@ -0,0 +1,35 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Text.Json.Serialization;
+using System.Threading.Tasks;
+
+namespace MatthiWare.FinancialModelingPrep.Abstractions.Model
+{
+    public interface IHistoricalQuote
+    {
+        [JsonPropertyName("date")]
+        public string Date { get; set; }
+
+        [JsonPropertyName("open")]
+        public double? Open { get; set; }
+
+        [JsonPropertyName("high")]
+        public double? High { get; set; }
+
+        [JsonPropertyName("low")]
+        public double? Low { get; set; }
+
+        [JsonPropertyName("close")]
+        public double Close { get; set; }
+
+        [JsonPropertyName("change")]
+        public double? Change { get; set; }
+        [JsonPropertyName("volume")]
+        public double Volume { get; set; }
+
+        [JsonPropertyName("changePercent")]
+        public double? ChangePercent { get; set; }
+    }
+}

FinancialModelingPrepApi/Abstractions/StockMarket/IStockMarketProvider.cs

@@ -7,9 +7,12 @@ namespace MatthiWare.FinancialModelingPrep.Abstractions.StockMarket
 {
     public interface IStockMarketProvider
     {
+        public Task<ApiResponse<List<IndexConstituentResponse>>> GetNasdaqConstituents();
+        public Task<ApiResponse<List<IndexConstituentResponse>>> GetSP500Constituents();
         public Task<ApiResponse<List<StockMarketSymbolResponse>>> GetMostActiveStocksAsync();
         public Task<ApiResponse<List<StockMarketSymbolResponse>>> GetBiggestGainerStocksAsync();
         public Task<ApiResponse<List<StockMarketSymbolResponse>>> GetBiggestLoserStocksAsync();
+        public Task<ApiResponse<StockDividendResponse>> GetStockHistoricalDividends(string symbol);
         public Task<ApiResponse<List<StockScreenerItem>>> StockScreener(int? marketCapMoreThan = null, int? marketCapLowerThan = null, decimal? priceMoreThan = null, decimal? priceLowerThan = null, 
             decimal? betaMoreThan = null, decimal? betaLowerThan = null, int? volumeMoreThan = null, int? volumeLowerThan = null, bool? isEtf = null, bool? isActivelyTraded = null, 
             Sector? sector = null, Industry? industry = null, Country? country = null, Exchange? exchange = null, int? limit = 30);

FinancialModelingPrepApi/Abstractions/StockTimeSeries/IStockTimeSeriesProvider.cs

@@ -1,4 +1,5 @@
 using MatthiWare.FinancialModelingPrep.Model;
+using MatthiWare.FinancialModelingPrep.Model.StockMarket;
 using MatthiWare.FinancialModelingPrep.Model.StockTimeSeries;
 using System.Collections.Generic;
 using System.Threading.Tasks;
@@ -7,6 +8,12 @@ namespace MatthiWare.FinancialModelingPrep.Abstractions.StockTimeSeries
 {
     public interface IStockTimeSeriesProvider
     {
+        /// <summary>
+        /// Get the latest quote for given stock.
+        /// </summary>
+        /// <param name="symbol"></param>
+        /// <returns></returns>
+        public Task<ApiResponse<List<StockQuoteResponse>>> GetQuoteAsync(string symbol);
         /// <summary>
         /// Get Daily Historical Dividends
         /// </summary>
@@ -61,6 +68,6 @@ public interface IStockTimeSeriesProvider
         /// <param name="symbol">Ticker symbol</param>
         /// <param name="series">Time series</param>
         /// <returns><see cref="HistoricalPriceForLineChartResponse"/></returns>
-        Task<ApiResponse<List<HistoricalPriceForChartWithVolumeResponse>>> GetHistoricalPricesForChartWithVolume(string symbol, HistoricalChartSeries series);
+        Task<ApiResponse<List<HistoricalPriceForChartWithVolumeResponse>>> GetHistoricalPricesForChartWithVolume(string symbol, HistoricalPricingPeriod series);
     }
 }

FinancialModelingPrepApi/Core/AdvancedData/AdvancedDataProvider.cs

@@ -77,7 +77,51 @@ private async Task<ApiResponse<StandardIndustrialClassificationResponse>> GetSta
                 return ApiResponse.FromError<StandardIndustrialClassificationResponse>(result.Error);
             }
 
-            return ApiResponse.FromSucces(result.Data.First());
+            return ApiResponse.FromSuccess(result.Data.First());
+        }
+
+        public async Task<ApiResponse<List<CommitmentOfTradersResponse>>> GetCommitmentOfTradersReportAsync(string symbol)
+        {
+            const string url = "[version]/commitment_of_traders_report";
+
+            var pathParams = new NameValueCollection()
+                {
+                    { "version", ApiVersion.v4.ToString() }
+                };
+
+            var queryString = new QueryStringBuilder();
+            queryString.Add("symbol", symbol);
+
+            var result = await client.GetJsonAsync<List<CommitmentOfTradersResponse>>(url, pathParams, queryString);
+
+            if (result.HasError)
+            {
+                return ApiResponse.FromError<List<CommitmentOfTradersResponse>>(result.Error);
+            }
+
+            return ApiResponse.FromSuccess(result.Data);
+        }
+
+        public async Task<ApiResponse<List<FinancialScoreResponse>>> GetFinancialScoreAsync(string symbol)
+        {
+            const string url = "[version]/score";
+
+            var pathParams = new NameValueCollection()
+            {
+                { "version", ApiVersion.v4.ToString() }
+            };
+
+            var queryString = new QueryStringBuilder();
+            queryString.Add("symbol", symbol);
+
+            var result = await client.GetJsonAsync<List<FinancialScoreResponse>>(url, pathParams, queryString);
+
+            if (result.HasError)
+            {
+                return ApiResponse.FromError<List<FinancialScoreResponse>>(result.Error);
+            }
+
+            return ApiResponse.FromSuccess(result.Data);
         }
 
         public async Task<ApiResponse<CompanyPeersResponse>> GetStockPeersAsync(string symbol)
@@ -99,7 +143,7 @@ public async Task<ApiResponse<CompanyPeersResponse>> GetStockPeersAsync(string s
                 return ApiResponse.FromError<CompanyPeersResponse>(result.Error);
             }
 
-            return ApiResponse.FromSucces(result.Data.First());
+            return ApiResponse.FromSuccess(result.Data.First());
         }
 
         public Task<ApiResponse<List<SectorPEResponse>>> GetSectorsPriceEarningsRatioAsync(string date, string exchange)
@@ -156,7 +200,7 @@ public async Task<ApiResponse<SharesFloatResponse>> GetSharesFloatAsync(string s
                 return ApiResponse.FromError<SharesFloatResponse>(result.Error);
             }
 
-            return ApiResponse.FromSucces(result.Data.First());
+            return ApiResponse.FromSuccess(result.Data.First());
         }
 
         public Task<ApiResponse<List<ESGScoreResponse>>> GetESGScoreAsync(string symbol)

FinancialModelingPrepApi/Core/CompanyValuation/CompanyValuationProvider.cs

@@ -36,7 +36,7 @@ public async Task<ApiResponse<CompanyProfileResponse>> GetCompanyProfileAsync(st
                 return ApiResponse.FromError<CompanyProfileResponse>(result.Error);
             }
 
-            return ApiResponse.FromSucces(result.Data.First());
+            return ApiResponse.FromSuccess(result.Data.First());
         }
 
         public Task<ApiResponse<List<SymbolResponse>>> GetETFListAsync()
@@ -264,7 +264,7 @@ public async Task<ApiResponse<CompanyRatingResponse>> GetCompanyRatingAsync(stri
                 return ApiResponse.FromError<CompanyRatingResponse>(result.Error);
             }
 
-            return ApiResponse.FromSucces(result.Data.First());
+            return ApiResponse.FromSuccess(result.Data.First());
         }
 
         public Task<ApiResponse<List<CompanyRatingResponse>>> GetHistoricalCompanyRatingAsync(string symbol, int? limit = 140)
@@ -304,7 +304,7 @@ public async Task<ApiResponse<DCFResponse>> GetDiscountedCashFlowAsync(string sy
                 return ApiResponse.FromError<DCFResponse>(result.Error);
             }
 
-            return ApiResponse.FromSucces(result.Data.First());
+            return ApiResponse.FromSuccess(result.Data.First());
         }
 
         public Task<ApiResponse<List<HistoricalDCFResponse>>> GetHistoricalDiscountedCashFlowAsync(string symbol, Period period = Period.Annual)
@@ -364,7 +364,7 @@ public async Task<ApiResponse<RatiosTTMResponse>> GetRatiosTTMAsync(string symbo
                 return ApiResponse.FromError<RatiosTTMResponse>(result.Error);
             }
 
-            return ApiResponse.FromSucces(result.Data.First());
+            return ApiResponse.FromSuccess(result.Data.First());
         }
 
         public async Task<ApiResponse<KeyMetricsTTMResponse>> GetCompanyKeyMetricsTTMAsync(string symbol)
@@ -384,7 +384,7 @@ public async Task<ApiResponse<KeyMetricsTTMResponse>> GetCompanyKeyMetricsTTMAsy
                 return ApiResponse.FromError<KeyMetricsTTMResponse>(result.Error);
             }
 
-            return ApiResponse.FromSucces(result.Data.First());
+            return ApiResponse.FromSuccess(result.Data.First());
         }
 
         public Task<ApiResponse<List<KeyMetricsResponse>>> GetCompanyKeyMetricsAsync(string symbol, Period period = Period.Annual, int? limit = 130)
@@ -429,7 +429,7 @@ public async Task<ApiResponse<QuoteResponse>> GetQuoteAsync(string symbol)
                 return ApiResponse.FromError<QuoteResponse>(result.Error);
             }
 
-            return ApiResponse.FromSucces(result.Data.First());
+            return ApiResponse.FromSuccess(result.Data.First());
         }
 
         public Task<ApiResponse<List<QuoteResponse>>> GetQuotesAsync(IEnumerable<string> symbols)
@@ -482,7 +482,7 @@ public async Task<ApiResponse<MarketCapResponse>> GetMarketCapitalizationAsync(s
                 return ApiResponse.FromError<MarketCapResponse>(result.Error);
             }
 
-            return ApiResponse.FromSucces(result.Data.First());
+            return ApiResponse.FromSuccess(result.Data.First());
         }
 
         public Task<ApiResponse<List<MarketCapResponse>>> GetHistoricalMarketCapitalizationAsync(string symbol, int? limit = 100)