use crate::common::client::{base_url, RestClient, DATA_V2_MAX_LIMIT};
use crate::data::enums::{CryptoFeed, TimeFrame};
use crate::data::models::*;
use crate::error::AlpacaError;
use chrono::{DateTime, Utc};
use serde::Serialize;
use std::collections::HashMap;
#[derive(Debug, Clone, Serialize, Default)]
struct CryptoBarsParams {
pub symbols: String,
pub timeframe: String,
#[serde(skip_serializing_if = "Option::is_none")]
pub start: Option<DateTime<Utc>>,
#[serde(skip_serializing_if = "Option::is_none")]
pub end: Option<DateTime<Utc>>,
#[serde(skip_serializing_if = "Option::is_none")]
pub limit: Option<u32>,
#[serde(skip_serializing_if = "Option::is_none")]
pub sort: Option<String>,
#[serde(skip_serializing_if = "Option::is_none")]
pub loc: Option<CryptoFeed>,
#[serde(skip_serializing_if = "Option::is_none")]
pub page_token: Option<String>,
}
#[derive(Debug, Clone, Serialize, Default)]
struct CryptoQuotesParams {
pub symbols: String,
#[serde(skip_serializing_if = "Option::is_none")]
pub start: Option<DateTime<Utc>>,
#[serde(skip_serializing_if = "Option::is_none")]
pub end: Option<DateTime<Utc>>,
#[serde(skip_serializing_if = "Option::is_none")]
pub limit: Option<u32>,
#[serde(skip_serializing_if = "Option::is_none")]
pub sort: Option<String>,
#[serde(skip_serializing_if = "Option::is_none")]
pub page_token: Option<String>,
}
#[derive(Debug, Clone, Serialize, Default)]
struct CryptoLatestParams {
pub symbols: String,
#[serde(skip_serializing_if = "Option::is_none")]
pub loc: Option<CryptoFeed>,
}
#[derive(Debug, Clone, Serialize, Default)]
struct CryptoSnapshotParams {
pub symbols: String,
#[serde(skip_serializing_if = "Option::is_none")]
pub loc: Option<CryptoFeed>,
}
#[derive(Default)]
pub struct CryptoBarsRequest {
pub symbols: Vec<String>,
pub timeframe: Option<TimeFrame>,
pub start: Option<DateTime<Utc>>,
pub end: Option<DateTime<Utc>>,
pub limit: Option<u32>,
pub sort: Option<String>,
pub loc: Option<CryptoFeed>,
}
#[derive(Default)]
pub struct CryptoQuotesRequest {
pub symbols: Vec<String>,
pub start: Option<DateTime<Utc>>,
pub end: Option<DateTime<Utc>>,
pub limit: Option<u32>,
pub sort: Option<String>,
}
#[derive(Default)]
pub struct CryptoLatestRequest {
pub symbols: Vec<String>,
pub loc: Option<CryptoFeed>,
}
#[derive(Default)]
pub struct CryptoSnapshotRequest {
pub symbols: Vec<String>,
pub loc: Option<CryptoFeed>,
}
#[derive(serde::Deserialize)]
struct PagedBars {
bars: Option<HashMap<String, Vec<Bar>>>,
next_page_token: Option<String>,
}
#[derive(serde::Deserialize)]
struct PagedQuotes {
quotes: Option<HashMap<String, Vec<Quote>>>,
next_page_token: Option<String>,
}
#[derive(serde::Deserialize)]
struct PagedTrades {
trades: Option<HashMap<String, Vec<Trade>>>,
next_page_token: Option<String>,
}
#[derive(serde::Deserialize)]
struct LatestBarsResp { bars: Option<HashMap<String, Bar>> }
#[derive(serde::Deserialize)]
struct LatestQuotesResp { quotes: Option<HashMap<String, Quote>> }
#[derive(serde::Deserialize)]
struct LatestTradesResp { trades: Option<HashMap<String, Trade>> }
#[derive(serde::Deserialize)]
struct LatestOrderbooksResp { orderbooks: Option<HashMap<String, Orderbook>> }
#[derive(serde::Deserialize)]
struct CryptoSnapshotsResp {
snapshots: Option<HashMap<String, Snapshot>>,
#[serde(flatten)]
direct: Option<HashMap<String, Snapshot>>,
}
#[derive(Clone)]
pub struct CryptoHistoricalDataClient {
client: RestClient,
}
impl CryptoHistoricalDataClient {
pub fn new(api_key: Option<&str>, secret_key: Option<&str>) -> Result<Self, AlpacaError> {
Ok(Self {
client: RestClient::new(
api_key.map(str::to_string),
secret_key.map(str::to_string),
None,
base_url::DATA.to_string(),
"v1beta3".to_string(),
false,
)?,
})
}
fn syms(symbols: &[String]) -> String {
symbols.join(",")
}
pub async fn get_crypto_bars(&self, req: &CryptoBarsRequest) -> Result<BarSet, AlpacaError> {
let tf = req.timeframe.clone().unwrap_or_else(TimeFrame::day).value();
let mut params = CryptoBarsParams {
symbols: Self::syms(&req.symbols),
timeframe: tf,
start: req.start,
end: req.end,
limit: Some(req.limit.unwrap_or(DATA_V2_MAX_LIMIT)),
sort: req.sort.clone(),
loc: req.loc.clone(),
page_token: None,
};
let mut result: BarSet = HashMap::new();
loop {
let resp: PagedBars = self.client.get("/crypto/us/bars", Some(¶ms)).await?;
if let Some(bars) = resp.bars {
for (sym, b) in bars { result.entry(sym).or_default().extend(b); }
}
match resp.next_page_token {
Some(t) if !t.is_empty() => params.page_token = Some(t),
_ => break,
}
}
Ok(result)
}
pub async fn get_crypto_quotes(&self, req: &CryptoQuotesRequest) -> Result<QuoteSet, AlpacaError> {
let mut params = CryptoQuotesParams {
symbols: Self::syms(&req.symbols),
start: req.start,
end: req.end,
limit: Some(req.limit.unwrap_or(DATA_V2_MAX_LIMIT)),
sort: req.sort.clone(),
page_token: None,
};
let mut result: QuoteSet = HashMap::new();
loop {
let resp: PagedQuotes = self.client.get("/crypto/us/quotes", Some(¶ms)).await?;
if let Some(quotes) = resp.quotes {
for (sym, q) in quotes { result.entry(sym).or_default().extend(q); }
}
match resp.next_page_token {
Some(t) if !t.is_empty() => params.page_token = Some(t),
_ => break,
}
}
Ok(result)
}
pub async fn get_crypto_trades(&self, req: &CryptoQuotesRequest) -> Result<TradeSet, AlpacaError> {
let mut params = CryptoQuotesParams {
symbols: Self::syms(&req.symbols),
start: req.start,
end: req.end,
limit: Some(req.limit.unwrap_or(DATA_V2_MAX_LIMIT)),
sort: req.sort.clone(),
page_token: None,
};
let mut result: TradeSet = HashMap::new();
loop {
let resp: PagedTrades = self.client.get("/crypto/us/trades", Some(¶ms)).await?;
if let Some(trades) = resp.trades {
for (sym, t) in trades { result.entry(sym).or_default().extend(t); }
}
match resp.next_page_token {
Some(t) if !t.is_empty() => params.page_token = Some(t),
_ => break,
}
}
Ok(result)
}
pub async fn get_crypto_latest_trade(&self, req: &CryptoLatestRequest) -> Result<LatestTradeSet, AlpacaError> {
let params = CryptoLatestParams { symbols: Self::syms(&req.symbols), loc: req.loc.clone() };
let resp: LatestTradesResp = self.client.get("/crypto/us/latest/trades", Some(¶ms)).await?;
Ok(resp.trades.unwrap_or_default())
}
pub async fn get_crypto_latest_quote(&self, req: &CryptoLatestRequest) -> Result<LatestQuoteSet, AlpacaError> {
let params = CryptoLatestParams { symbols: Self::syms(&req.symbols), loc: req.loc.clone() };
let resp: LatestQuotesResp = self.client.get("/crypto/us/latest/quotes", Some(¶ms)).await?;
Ok(resp.quotes.unwrap_or_default())
}
pub async fn get_crypto_latest_bar(&self, req: &CryptoLatestRequest) -> Result<LatestBarSet, AlpacaError> {
let params = CryptoLatestParams { symbols: Self::syms(&req.symbols), loc: req.loc.clone() };
let resp: LatestBarsResp = self.client.get("/crypto/us/latest/bars", Some(¶ms)).await?;
Ok(resp.bars.unwrap_or_default())
}
pub async fn get_crypto_latest_orderbook(&self, req: &CryptoLatestRequest) -> Result<LatestOrderbookSet, AlpacaError> {
let params = CryptoLatestParams { symbols: Self::syms(&req.symbols), loc: req.loc.clone() };
let resp: LatestOrderbooksResp = self.client.get("/crypto/us/latest/orderbooks", Some(¶ms)).await?;
Ok(resp.orderbooks.unwrap_or_default())
}
pub async fn get_crypto_snapshot(&self, req: &CryptoSnapshotRequest) -> Result<SnapshotSet, AlpacaError> {
let params = CryptoSnapshotParams { symbols: Self::syms(&req.symbols), loc: req.loc.clone() };
let resp: CryptoSnapshotsResp = self.client.get("/crypto/us/snapshots", Some(¶ms)).await?;
Ok(resp.snapshots.or(resp.direct).unwrap_or_default())
}
}