fugle-marketdata-core 0.7.3

Internal kernel for the Fugle market data SDK. End users should depend on `fugle-marketdata` instead.
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149

//! FutOpt (Futures and Options) market data endpoints
//!
//! This module provides REST API clients for TAIFEX futures and options market data.
//!
//! # Endpoints
//!
//! ## Intraday (Real-time)
//! - `/futopt/intraday/quote/{symbol}` - Real-time quote data
//! - `/futopt/intraday/ticker/{symbol}` - Contract information
//! - `/futopt/intraday/tickers` - Batch ticker info
//! - `/futopt/intraday/candles/{symbol}` - OHLC candles
//! - `/futopt/intraday/trades/{symbol}` - Trade history
//! - `/futopt/intraday/volumes/{symbol}` - Volume data
//! - `/futopt/intraday/products` - Available products
//!
//! ## Historical
//! - `/futopt/historical/candles/{symbol}` - Historical OHLC candles
//! - `/futopt/historical/daily/{symbol}` - Daily historical data
//!
//! # Example
//!
//! ```no_run
//! use marketdata_core::{RestClient, Auth};
//!
//! let client = RestClient::new(Auth::SdkToken("my-token".to_string()));
//!
//! // Get quote for a futures contract
//! let quote = client.futopt().intraday().quote().symbol("TXFC4").send()?;
//!
//! // Get after-hours quote
//! let ah_quote = client.futopt().intraday().quote()
//!     .symbol("TXFC4")
//!     .after_hours()
//!     .send()?;
//!
//! // Get historical candles
//! let candles = client.futopt().historical().candles()
//!     .symbol("TXFC4")
//!     .from("2024-01-01")
//!     .to("2024-01-31")
//!     .timeframe("D")
//!     .send()?;
//!
//! # Ok::<(), marketdata_core::MarketDataError>(())
//! ```

pub mod historical;
pub mod intraday;

use super::client::RestClient;

/// FutOpt market data client
///
/// Provides access to futures and options market data endpoints.
pub struct FutOptClient<'a> {
    pub(crate) client: &'a RestClient,
}

impl<'a> FutOptClient<'a> {
    /// Access intraday (real-time) endpoints
    ///
    /// # Example
    /// ```
    /// use marketdata_core::{RestClient, Auth};
    ///
    /// let client = RestClient::new(Auth::SdkToken("my-token".to_string()));
    /// let intraday = client.futopt().intraday();
    /// ```
    pub fn intraday(&self) -> FutOptIntradayClient<'a> {
        FutOptIntradayClient {
            client: self.client,
        }
    }

    /// Access historical endpoints
    ///
    /// # Example
    /// ```
    /// use marketdata_core::{RestClient, Auth};
    ///
    /// let client = RestClient::new(Auth::SdkToken("my-token".to_string()));
    /// let historical = client.futopt().historical();
    /// ```
    pub fn historical(&self) -> FutOptHistoricalClient<'a> {
        FutOptHistoricalClient {
            client: self.client,
        }
    }
}

/// FutOpt intraday (real-time) endpoints client
///
/// Provides access to real-time market data for futures and options contracts.
pub struct FutOptIntradayClient<'a> {
    pub(crate) client: &'a RestClient,
}

/// FutOpt historical endpoints client
///
/// Provides access to historical market data for futures and options contracts.
pub struct FutOptHistoricalClient<'a> {
    pub(crate) client: &'a RestClient,
}

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

    #[test]
    fn test_futopt_client_creation() {
        let client = RestClient::new(Auth::SdkToken("test".to_string()));
        let futopt = FutOptClient { client: &client };
        assert_eq!(
            futopt.client.get_base_url(),
            "https://api.fugle.tw/marketdata/v1.0"
        );
    }

    #[test]
    fn test_futopt_intraday_client_creation() {
        let client = RestClient::new(Auth::SdkToken("test".to_string()));
        let futopt = FutOptClient { client: &client };
        let intraday = futopt.intraday();
        assert_eq!(
            intraday.client.get_base_url(),
            "https://api.fugle.tw/marketdata/v1.0"
        );
    }

    #[test]
    fn test_futopt_historical_client_creation() {
        let client = RestClient::new(Auth::SdkToken("test".to_string()));
        let futopt = FutOptClient { client: &client };
        let historical = futopt.historical();
        assert_eq!(
            historical.client.get_base_url(),
            "https://api.fugle.tw/marketdata/v1.0"
        );
    }

    #[test]
    fn test_futopt_client_chaining() {
        let client = RestClient::new(Auth::SdkToken("test".to_string()));
        let _intraday = FutOptClient { client: &client }.intraday();
        let _historical = FutOptClient { client: &client }.historical();
        // Compilation success proves chaining works
    }
}