brokerage_api/schwab/models/
market_data.rs

1use serde::Deserialize;
2use std::collections::HashMap;
3
4/// The top-level response for a quotes request is a map from symbol to quote data.
5pub type QuotesResponse = HashMap<String, Quote>;
6
7#[derive(Debug, Clone, Deserialize)]
8#[serde(rename_all = "camelCase")]
9pub struct Quote {
10    pub asset_type: String,
11    pub asset_main_type: String,
12    pub cusip: Option<String>,
13    pub symbol: String,
14    pub description: String,
15    pub quote: Option<EquityQuote>,
16    pub fundamental: Option<FundamentalData>,
17    pub extended: Option<ExtendedQuote>,
18    pub reference: Option<ReferenceData>,
19    pub regular: Option<RegularMarketData>,
20}
21
22#[derive(Debug, Clone, Deserialize)]
23#[serde(rename_all = "camelCase")]
24pub struct EquityQuote {
25    #[serde(rename = "52WeekHigh")]
26    pub fifty_two_week_high: f64,
27    #[serde(rename = "52WeekLow")]
28    pub fifty_two_week_low: f64,
29    pub ask_mic_id: String,
30    pub ask_price: f64,
31    pub ask_size: i64,
32    pub bid_mic_id: String,
33    pub bid_price: f64,
34    pub bid_size: i64,
35    pub close_price: f64,
36    pub high_price: f64,
37    pub last_mic_id: String,
38    pub last_price: f64,
39    pub last_size: i64,
40    pub low_price: f64,
41    pub mark: f64,
42    pub net_change: f64,
43    pub net_percent_change: f64,
44    pub open_price: f64,
45    pub quote_time_in_long: i64,
46    pub security_status: String,
47    pub total_volume: i64,
48    pub trade_time_in_long: i64,
49}
50
51#[derive(Debug, Clone, Deserialize)]
52#[serde(rename_all = "camelCase")]
53pub struct FundamentalData {
54    pub avg10_day_volume: i64,
55    pub avg1_year_volume: i64,
56    pub declaration_date: String,
57    pub div_amount: f64,
58    pub div_ex_date: String,
59    pub div_freq: i32,
60    pub div_pay_date: String,
61    pub div_yield: f64,
62    pub eps: f64,
63    pub exchange: String,
64    pub high52: f64,
65    pub last_earnings_date: String,
66    pub low52: f64,
67    pub market_cap: f64,
68    pub market_cap_float: f64,
69    pub pe_ratio: f64,
70    pub peg_ratio: f64,
71    pub pb_ratio: f64,
72    pub pr_ratio: f64,
73    pub pcf_ratio: f64,
74    pub gross_margin_ttm: f64,
75    pub net_profit_margin_ttm: f64,
76    pub operating_margin_ttm: f64,
77    pub return_on_equity: f64,
78    pub return_on_assets: f64,
79    pub return_on_investment: f64,
80    pub quick_ratio: f64,
81    pub current_ratio: f64,
82    pub interest_coverage: f64,
83    pub total_debt_to_capital: f64,
84    pub lt_debt_to_equity: f64,
85    pub total_debt_to_equity: f64,
86    pub revenue_per_share_ttm: f64,
87    pub book_value_per_share: f64,
88    pub short_int_to_float: f64,
89    pub short_int_day_to_cover: f64,
90    pub shares_outstanding: i64,
91    pub beta: f64,
92    pub volatility: f64,
93}
94
95#[derive(Debug, Clone, Deserialize)]
96#[serde(rename_all = "camelCase")]
97pub struct ExtendedQuote {
98    // Define fields for the "extended" object if needed
99}
100
101#[derive(Debug, Clone, Deserialize)]
102#[serde(rename_all = "camelCase")]
103pub struct ReferenceData {
104    // Define fields for the "reference" object if needed
105}
106
107#[derive(Debug, Clone, Deserialize)]
108#[serde(rename_all = "camelCase")]
109pub struct RegularMarketData {
110    // Define fields for the "regular" object if needed
111}
112
113/// A type alias for the complex nested map of expiration dates to strikes to contracts.
114pub type ExpirationMap = HashMap<String, HashMap<String, Vec<OptionContract>>>;
115
116#[derive(Debug, Clone, Deserialize, PartialEq)]
117#[serde(rename_all = "UPPERCASE")]
118pub enum PutCall {
119    Put,
120    Call,
121}
122
123#[derive(Debug, Clone, Deserialize)]
124#[serde(rename_all = "camelCase")]
125pub struct ChainsResponse {
126    pub symbol: String,
127    pub status: String,
128    pub underlying: Option<UnderlyingInfo>,
129    pub strategy: String,
130    pub interval: f64,
131    pub is_delayed: bool,
132    pub is_index: bool,
133    pub interest_rate: f64,
134    pub underlying_price: f64,
135    pub volatility: f64,
136    pub days_to_expiration: f64,
137    pub number_of_contracts: i64,
138    #[serde(rename = "callExpDateMap")]
139    pub call_exp_date_map: ExpirationMap,
140    #[serde(rename = "putExpDateMap")]
141    pub put_exp_date_map: ExpirationMap,
142}
143
144#[derive(Debug, Clone, Deserialize)]
145#[serde(rename_all = "camelCase")]
146pub struct UnderlyingInfo {
147    pub symbol: String,
148    pub description: String,
149    pub change: f64,
150    pub percent_change: f64,
151    pub close: f64,
152    pub quote_time: i64,
153    pub trade_time: i64,
154    pub bid: f64,
155    pub ask: f64,
156    pub last: f64,
157    pub mark: f64,
158    pub mark_change: f64,
159    pub mark_percent_change: f64,
160    pub bid_size: i64,
161    pub ask_size: i64,
162    pub high_price: f64,
163    pub low_price: f64,
164    pub open_price: f64,
165    pub total_volume: i64,
166    #[serde(rename = "52WeekHigh")]
167    pub fifty_two_week_high: f64,
168    #[serde(rename = "52WeekLow")]
169    pub fifty_two_week_low: f64,
170    pub delayed: bool,
171}
172
173#[derive(Debug, Clone, Deserialize)]
174#[serde(rename_all = "camelCase")]
175pub struct OptionContract {
176    #[serde(rename = "putCall")]
177    pub put_call: PutCall,
178    pub symbol: String,
179    pub description: String,
180    pub exchange_name: String,
181    pub bid: f64,
182    pub ask: f64,
183    pub last: f64,
184    pub mark: f64,
185    pub bid_size: i64,
186    pub ask_size: i64,
187    pub bid_ask_size: String,
188    pub last_size: i64,
189    pub high_price: f64,
190    pub low_price: f64,
191    pub open_price: f64,
192    pub close_price: f64,
193    pub total_volume: i64,
194    pub trade_date: Option<String>,
195    pub trade_time_in_long: i64,
196    pub quote_time_in_long: i64,
197    pub net_change: f64,
198    pub volatility: f64,
199    pub delta: f64,
200    pub gamma: f64,
201    pub theta: f64,
202    pub vega: f64,
203    pub rho: f64,
204    pub open_interest: i64,
205    pub time_value: f64,
206    pub theoretical_option_value: f64,
207    pub theoretical_volatility: f64,
208    pub strike_price: f64,
209    pub expiration_date: String,
210    pub days_to_expiration: i64,
211    pub expiration_type: String,
212    pub last_trading_day: i64,
213    pub multiplier: f64,
214    pub settlement_type: String,
215    pub deliverable_note: String,
216    pub in_the_money: bool,
217    pub is_penny_pilot: bool,
218}
219
220#[derive(Debug, Clone, Deserialize)]
221#[serde(rename_all = "camelCase")]
222pub struct PriceHistoryResponse {
223    pub candles: Vec<Candle>,
224    pub symbol: String,
225    pub empty: bool,
226}
227
228#[derive(Debug, Clone, Deserialize)]
229#[serde(rename_all = "camelCase")]
230pub struct Candle {
231    pub open: f64,
232    pub high: f64,
233    pub low: f64,
234    pub close: f64,
235    pub volume: i64,
236    /// Epoch milliseconds
237    pub datetime: i64,
238}
239
240/// The response for a movers request is a list of Mover objects.
241pub type MoversResponse = Vec<Mover>;
242
243#[derive(Debug, Clone, Deserialize)]
244#[serde(rename_all = "camelCase")]
245pub struct Mover {
246    pub change: f64,
247    pub description: String,
248    pub direction: String,
249    pub last: f64,
250    #[serde(rename = "percentChange")]
251    pub percent_change: f64,
252    pub symbol: String,
253    #[serde(rename = "totalVolume")]
254    pub total_volume: i64,
255}
256
257/// The response for an instruments request is a list of Instrument objects.
258pub type InstrumentsResponse = Vec<Instrument>;
259
260#[derive(Debug, Clone, Deserialize)]
261#[serde(rename_all = "camelCase")]
262pub struct Instrument {
263    pub cusip: String,
264    pub symbol: String,
265    pub description: String,
266    pub exchange: String,
267    pub asset_type: String,
268}
269
270/// The response for market hours is a map of market names to their hours.
271pub type MarketHoursResponse = HashMap<String, MarketHours>;
272
273#[derive(Debug, Clone, Deserialize)]
274#[serde(rename_all = "camelCase")]
275pub struct MarketHours {
276    pub date: String,
277    pub market_type: String,
278    pub exchange: Option<String>,
279    pub category: Option<String>,
280    pub product: String,
281    pub product_name: String,
282    pub is_open: bool,
283    #[serde(rename = "sessionHours")]
284    pub session_hours: Option<HashMap<String, Vec<MarketSession>>>,
285}
286
287#[derive(Debug, Clone, Deserialize)]
288#[serde(rename_all = "camelCase")]
289pub struct MarketSession {
290    pub start: String,
291    pub end: String,
292}
293
294#[derive(Debug, Clone, Deserialize)]
295#[serde(rename_all = "camelCase")]
296pub struct ExpirationChainResponse {
297    pub expiration_list: Vec<ExpirationDate>,
298    pub status: String,
299}
300
301#[derive(Debug, Clone, Deserialize)]
302#[serde(rename_all = "camelCase")]
303pub struct ExpirationDate {
304    pub expiration_date: String,
305    pub days_to_expiration: i32,
306    pub expiration_type: String,
307    pub standard: bool,
308}
brokerage_api/schwab/models/market_data.rs

brokerage_api/schwab/models/
market_data.rs
