alpaca_api_client 0.8.0

use crate::request;
use serde::Deserialize;
use std::collections::HashMap;

#[derive(Deserialize, Debug)]
pub struct StockTrade {
    pub t: String,      // Timestamp
    pub x: String,      // Exchange
    pub p: f64,         // Price
    pub s: i32,         // Size
    pub c: Vec<String>, // Condition
    pub i: i32,         // Id
    pub z: String,      // Condition
}

pub type HistoricalTrades = HashMap<String, Vec<StockTrade>>;
pub type LatestTrades = HashMap<String, StockTrade>;

#[derive(Deserialize, Debug)]
pub struct HistoricalTradesResponse {
    trades: HistoricalTrades,
    next_page_token: Option<String>,
}

#[derive(Deserialize, Debug)]
pub struct LatestTradesResponse {
    trades: LatestTrades,
}

pub struct HistoricalTradesQuery<'a> {
    url: &'a str,
    symbols: Vec<&'a str>,
    start: Option<&'a str>,
    end: Option<&'a str>,
    feed: Option<&'a str>,
    currency: Option<&'a str>,
    limit: Option<i32>,
    asof: Option<&'a str>,
    sort_asc: bool,
    sort_desc: bool,
}

pub struct LatestTradesQuery<'a> {
    url: &'a str,
    symbols: Vec<&'a str>,
    feed: Option<&'a str>,
    currency: Option<&'a str>,
}

impl<'a> HistoricalTradesQuery<'a> {
    pub fn new(symbols: Vec<&'a str>) -> Self {
        Self {
            url: "https://data.alpaca.markets/v2/stocks/trades",
            symbols,
            start: None,
            end: None,
            feed: None,
            currency: None,
            limit: None,
            asof: None,
            sort_asc: false,
            sort_desc: false,
        }
    }

    pub fn start(mut self, start: &'a str) -> Self {
        self.start = Some(start);
        self
    }

    pub fn end(mut self, end: &'a str) -> Self {
        self.end = Some(end);
        self
    }

    pub fn feed(mut self, feed: &'a str) -> Self {
        self.feed = Some(feed);
        self
    }

    pub fn currency(mut self, currency: &'a str) -> Self {
        self.currency = Some(currency);
        self
    }

    pub fn limit(mut self, limit: i32) -> Self {
        self.limit = Some(limit);
        self
    }

    pub fn asof(mut self, asof: &'a str) -> Self {
        self.asof = Some(asof);
        self
    }

    pub fn sort_asc(mut self) -> Self {
        self.sort_asc = true;
        self.sort_desc = false;
        self
    }

    pub fn sort_desc(mut self) -> Self {
        self.sort_desc = true;
        self.sort_asc = false;
        self
    }

    fn build(&self) -> String {
        let mut query = format!("symbols={}", self.symbols.join(","));

        if let Some(start) = self.start {
            query.push_str(&format!("&start={}", start));
        }

        if let Some(end) = self.end {
            query.push_str(&format!("&end={}", end));
        }

        if let Some(feed) = self.feed {
            query.push_str(&format!("&feed={}", feed));
        }

        if let Some(currency) = self.currency {
            query.push_str(&format!("&currency={}", currency));
        }

        if let Some(limit) = self.limit {
            query.push_str(&format!("&limit={}", limit));
        }

        if let Some(asof) = self.asof {
            query.push_str(&format!("&asof={}", asof));
        }

        if self.sort_asc {
            query.push_str("&sort=asc");
        } else if self.sort_desc {
            query.push_str("&sort=desc");
        }

        format!("{}?{}", self.url, query)
    }

    pub fn send(&self) -> Result<HistoricalTrades, ureq::Error> {
        let route = self.build();
        let mut trades: HistoricalTrades = HashMap::new();
        let mut page_token = None;

        let mut i = 0;
        let data_limit = if let Some(limit) = self.limit {
            limit
        } else {
            1000
        };
        loop {
            if i >= data_limit {
                break;
            }

            // If a token exists, append to address
            let temp_address = match page_token {
                Some(token) => format!("{}&page_token={}", &route, &token),
                _ => route.clone(),
            };
            let response = request("GET", &temp_address).call()?;
            let response: HistoricalTradesResponse = response.into_body().read_json()?;

            // Add trades to collection
            for (symbol, trade) in response.trades {
                i += trade.len() as i32;
                trades.entry(symbol).or_insert(Vec::new()).extend(trade);
            }

            // If a token is in response, assign to page_token for next loop
            match response.next_page_token {
                Some(next_page_token) => page_token = Some(next_page_token.clone()),
                _ => break,
            }
        }

        Ok(trades)
    }
}

impl<'a> LatestTradesQuery<'a> {
    pub fn new(symbols: Vec<&'a str>) -> Self {
        Self {
            url: "https://data.alpaca.markets/v2/stocks/trades/latest",
            symbols,
            feed: None,
            currency: None,
        }
    }

    pub fn feed(mut self, feed: &'a str) -> Self {
        self.feed = Some(feed);
        self
    }

    pub fn currency(mut self, currency: &'a str) -> Self {
        self.currency = Some(currency);
        self
    }

    fn build(self) -> String {
        let mut query = format!("symbols={}", self.symbols.join(","));
        if let Some(feed) = self.feed {
            query.push_str(&format!("&feed={}", feed));
        }
        if let Some(currency) = self.currency {
            query.push_str(&format!("&currency={}", currency));
        }
        format!("{}?{}", self.url, query)
    }

    pub fn send(self) -> Result<LatestTrades, ureq::Error> {
        let route = self.build();
        let response = request("GET", &route).call()?;
        let response: LatestTradesResponse = response.into_body().read_json()?;
        Ok(response.trades)
    }
}

#[cfg(test)]
mod tests {
    use super::*;

    #[test]
    fn test_historical_trade_query() {
        let res = HistoricalTradesQuery::new(vec!["AAPL"])
            .feed("sip")
            .limit(10)
            .send()
            .unwrap();
        assert!(res.contains_key("AAPL"));
    }

    #[test]
    fn test_latest_trade_query() {
        let res = LatestTradesQuery::new(vec!["AAPL"]).send().unwrap();
        assert!(res.contains_key("AAPL"));
    }
}