use crate::common::client::{base_url, RestClient, DATA_V2_MAX_LIMIT};
use crate::data::enums::{OptionsFeed, TimeFrame};
use crate::data::models::*;
use crate::error::AlpacaError;
use chrono::{DateTime, NaiveDate, Utc};
use serde::Serialize;
use std::collections::HashMap;
#[derive(Debug, Clone, Serialize, Default)]
struct OptionBarsParams {
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 feed: Option<OptionsFeed>,
#[serde(skip_serializing_if = "Option::is_none")]
pub currency: Option<String>,
#[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 OptionTradesParams {
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 feed: Option<OptionsFeed>,
#[serde(skip_serializing_if = "Option::is_none")]
pub currency: Option<String>,
#[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 OptionLatestParams {
pub symbols: String,
#[serde(skip_serializing_if = "Option::is_none")]
pub feed: Option<OptionsFeed>,
#[serde(skip_serializing_if = "Option::is_none")]
pub currency: Option<String>,
}
#[derive(Debug, Clone, Serialize, Default)]
struct OptionSnapshotParams {
pub symbols: String,
#[serde(skip_serializing_if = "Option::is_none")]
pub feed: Option<OptionsFeed>,
#[serde(skip_serializing_if = "Option::is_none")]
pub currency: Option<String>,
#[serde(skip_serializing_if = "Option::is_none")]
pub updated_since: Option<DateTime<Utc>>,
#[serde(skip_serializing_if = "Option::is_none")]
pub page_token: Option<String>,
#[serde(skip_serializing_if = "Option::is_none")]
pub limit: Option<u32>,
#[serde(skip_serializing_if = "Option::is_none")]
pub expiration_date: Option<NaiveDate>,
#[serde(skip_serializing_if = "Option::is_none")]
pub strike_price_gte: Option<String>,
#[serde(skip_serializing_if = "Option::is_none")]
pub strike_price_lte: Option<String>,
#[serde(skip_serializing_if = "Option::is_none")]
pub contract_type: Option<String>,
}
#[derive(Default)]
pub struct OptionBarsRequest {
pub symbols: Vec<String>,
pub timeframe: Option<TimeFrame>,
pub start: Option<DateTime<Utc>>,
pub end: Option<DateTime<Utc>>,
pub limit: Option<u32>,
pub feed: Option<OptionsFeed>,
pub currency: Option<String>,
pub sort: Option<String>,
}
#[derive(Default)]
pub struct OptionTradesRequest {
pub symbols: Vec<String>,
pub start: Option<DateTime<Utc>>,
pub end: Option<DateTime<Utc>>,
pub limit: Option<u32>,
pub feed: Option<OptionsFeed>,
pub currency: Option<String>,
pub sort: Option<String>,
}
#[derive(Default)]
pub struct OptionLatestRequest {
pub symbols: Vec<String>,
pub feed: Option<OptionsFeed>,
pub currency: Option<String>,
}
#[derive(Default)]
pub struct OptionSnapshotRequest {
pub symbols: Vec<String>,
pub feed: Option<OptionsFeed>,
pub currency: Option<String>,
pub updated_since: Option<DateTime<Utc>>,
pub limit: Option<u32>,
pub expiration_date: Option<NaiveDate>,
}
pub struct OptionChainRequest {
pub underlying_symbol: String,
pub feed: Option<OptionsFeed>,
}
#[derive(serde::Deserialize)]
struct PagedBars {
bars: Option<HashMap<String, Vec<Bar>>>,
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 LatestQuotesResp { quotes: Option<HashMap<String, Quote>> }
#[derive(serde::Deserialize)]
struct LatestTradesResp { trades: Option<HashMap<String, Trade>> }
#[derive(serde::Deserialize)]
struct OptionSnapshotsResp {
snapshots: Option<HashMap<String, OptionsSnapshot>>,
next_page_token: Option<String>,
#[serde(flatten)]
direct: Option<HashMap<String, OptionsSnapshot>>,
}
#[derive(Clone)]
pub struct OptionHistoricalDataClient {
client: RestClient,
}
impl OptionHistoricalDataClient {
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(),
"v1beta1".to_string(),
false,
)?,
})
}
#[doc(hidden)]
pub fn new_with_url(api_key: &str, secret_key: &str, base_url: &str) -> Result<Self, AlpacaError> {
Ok(Self {
client: RestClient::new(
Some(api_key.to_string()),
Some(secret_key.to_string()),
None,
base_url.to_string(),
"v1beta1".to_string(),
false,
)?,
})
}
fn syms(symbols: &[String]) -> String {
symbols.join(",")
}
pub async fn get_option_bars(&self, req: &OptionBarsRequest) -> Result<BarSet, AlpacaError> {
let tf = req.timeframe.clone().unwrap_or_else(TimeFrame::day).value();
let mut params = OptionBarsParams {
symbols: Self::syms(&req.symbols),
timeframe: tf,
start: req.start,
end: req.end,
limit: Some(req.limit.unwrap_or(DATA_V2_MAX_LIMIT)),
feed: req.feed.clone(),
currency: req.currency.clone(),
sort: req.sort.clone(),
page_token: None,
};
let mut result: BarSet = HashMap::new();
loop {
let resp: PagedBars = self.client.get("/options/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_option_latest_quote(&self, req: &OptionLatestRequest) -> Result<LatestQuoteSet, AlpacaError> {
let params = OptionLatestParams {
symbols: Self::syms(&req.symbols),
feed: req.feed.clone(),
currency: req.currency.clone(),
};
let resp: LatestQuotesResp = self.client.get("/options/quotes/latest", Some(¶ms)).await?;
Ok(resp.quotes.unwrap_or_default())
}
pub async fn get_option_latest_trade(&self, req: &OptionLatestRequest) -> Result<LatestTradeSet, AlpacaError> {
let params = OptionLatestParams {
symbols: Self::syms(&req.symbols),
feed: req.feed.clone(),
currency: req.currency.clone(),
};
let resp: LatestTradesResp = self.client.get("/options/trades/latest", Some(¶ms)).await?;
Ok(resp.trades.unwrap_or_default())
}
pub async fn get_option_trades(&self, req: &OptionTradesRequest) -> Result<TradeSet, AlpacaError> {
let mut params = OptionTradesParams {
symbols: Self::syms(&req.symbols),
start: req.start,
end: req.end,
limit: Some(req.limit.unwrap_or(DATA_V2_MAX_LIMIT)),
feed: req.feed.clone(),
currency: req.currency.clone(),
sort: req.sort.clone(),
page_token: None,
};
let mut result: TradeSet = HashMap::new();
loop {
let resp: PagedTrades = self.client.get("/options/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_option_snapshot(&self, req: &OptionSnapshotRequest) -> Result<OptionsSnapshotSet, AlpacaError> {
let mut params = OptionSnapshotParams {
symbols: Self::syms(&req.symbols),
feed: req.feed.clone(),
currency: req.currency.clone(),
updated_since: req.updated_since,
limit: req.limit,
expiration_date: req.expiration_date,
page_token: None,
..Default::default()
};
let mut result: OptionsSnapshotSet = HashMap::new();
loop {
let resp: OptionSnapshotsResp = self.client.get("/options/snapshots", Some(¶ms)).await?;
let snaps = resp.snapshots.or(resp.direct).unwrap_or_default();
result.extend(snaps);
match resp.next_page_token {
Some(t) if !t.is_empty() => params.page_token = Some(t),
_ => break,
}
}
Ok(result)
}
pub async fn get_option_exchange_codes(&self) -> Result<serde_json::Value, AlpacaError> {
self.client
.get_raw("/options/meta/exchanges", None::<&()>)
.await
}
pub async fn get_option_chain(
&self,
underlying_symbol: &str,
feed: Option<OptionsFeed>,
) -> Result<serde_json::Value, AlpacaError> {
#[derive(serde::Serialize)]
struct Params {
underlying_symbols: String,
#[serde(skip_serializing_if = "Option::is_none")]
feed: Option<OptionsFeed>,
}
self.client
.get_raw(
"/options/snapshots",
Some(&Params {
underlying_symbols: underlying_symbol.to_string(),
feed,
}),
)
.await
}
}