#[derive(Debug, PartialEq, Default)]
pub enum TickType {
#[default]
Unknown = -1,
BidSize = 0,
Bid = 1,
Ask = 2,
AskSize = 3,
Last = 4,
LastSize = 5,
High = 6,
Low = 7,
Volume = 8,
Close = 9,
BidOption = 10,
AskOption = 11,
LastOption = 12,
ModelOption = 13,
Open = 14,
Low13Week = 15,
High13Week = 16,
Low26Week = 17,
High26Week = 18,
Low52Week = 19,
High52Week = 20,
AvgVolume = 21,
OpenInterest = 22,
OptionHistoricalVol = 23,
OptionImpliedVol = 24,
OptionBidExch = 25,
OptionAskExch = 26,
OptionCallOpenInterest = 27,
OptionPutOpenInterest = 28,
OptionCallVolume = 29,
OptionPutVolume = 30,
IndexFuturePremium = 31,
BidExch = 32,
AskExch = 33,
AuctionVolume = 34,
AuctionPrice = 35,
AuctionImbalance = 36,
MarkPrice = 37,
BidEfpComputation = 38,
AskEfpComputation = 39,
LastEfpComputation = 40,
OpenEfpComputation = 41,
HighEfpComputation = 42,
LowEfpComputation = 43,
CloseEfpComputation = 44,
LastTimestamp = 45,
Shortable = 46,
FundamentalRatios = 47,
RtVolume = 48,
Halted = 49,
BidYield = 50,
AskYield = 51,
LastYield = 52,
CustOptionComputation = 53,
TradeCount = 54,
TradeRate = 55,
VolumeRate = 56,
LastRthTrade = 57,
RtHistoricalVol = 58,
IbDividends = 59,
BondFactorMultiplier = 60,
RegulatoryImbalance = 61,
NewsTick = 62,
ShortTermVolume3Min = 63,
ShortTermVolume5Min = 64,
ShortTermVolume10Min = 65,
DelayedBid = 66,
DelayedAsk = 67,
DelayedLast = 68,
DelayedBidSize = 69,
DelayedAskSize = 70,
DelayedLastSize = 71,
DelayedHigh = 72,
DelayedLow = 73,
DelayedVolume = 74,
DelayedClose = 75,
DelayedOpen = 76,
RtTrdVolume = 77,
CreditmanMarkPrice = 78,
CreditmanSlowMarkPrice = 79,
DelayedBidOption = 80,
DelayedAskOption = 81,
DelayedLastOption = 82,
DelayedModelOption = 83,
LastExch = 84,
LastRegTime = 85,
FuturesOpenInterest = 86,
AvgOptVolume = 87,
DelayedLastTimestamp = 88,
ShortableShares = 89,
DelayedHalted = 90,
Reuters2MutualFunds = 91,
EtfNavClose = 92,
EtfNavPriorClose = 93,
EtfNavBid = 94,
EtfNavAsk = 95,
EtfNavLast = 96,
EtfFrozenNavLast = 97,
EtfNavHigh = 98,
EtfNavLow = 99,
SocialMarketAnalytics = 100,
EstimatedIpoMidpoint = 101,
FinalIpoLast = 102,
DelayedYieldBid = 103,
DelayedYieldAsk = 104,
}
impl From<i32> for TickType {
fn from(value: i32) -> Self {
match value {
-1 => Self::Unknown,
0 => Self::BidSize,
1 => Self::Bid,
2 => Self::Ask,
3 => Self::AskSize,
4 => Self::Last,
5 => Self::LastSize,
6 => Self::High,
7 => Self::Low,
8 => Self::Volume,
9 => Self::Close,
10 => Self::BidOption,
11 => Self::AskOption,
12 => Self::LastOption,
13 => Self::ModelOption,
14 => Self::Open,
15 => Self::Low13Week,
16 => Self::High13Week,
17 => Self::Low26Week,
18 => Self::High26Week,
19 => Self::Low52Week,
20 => Self::High52Week,
21 => Self::AvgVolume,
22 => Self::OpenInterest,
23 => Self::OptionHistoricalVol,
24 => Self::OptionImpliedVol,
25 => Self::OptionBidExch,
26 => Self::OptionAskExch,
27 => Self::OptionCallOpenInterest,
28 => Self::OptionPutOpenInterest,
29 => Self::OptionCallVolume,
30 => Self::OptionPutVolume,
31 => Self::IndexFuturePremium,
32 => Self::BidExch,
33 => Self::AskExch,
34 => Self::AuctionVolume,
35 => Self::AuctionPrice,
36 => Self::AuctionImbalance,
37 => Self::MarkPrice,
38 => Self::BidEfpComputation,
39 => Self::AskEfpComputation,
40 => Self::LastEfpComputation,
41 => Self::OpenEfpComputation,
42 => Self::HighEfpComputation,
43 => Self::LowEfpComputation,
44 => Self::CloseEfpComputation,
45 => Self::LastTimestamp,
46 => Self::Shortable,
47 => Self::FundamentalRatios,
48 => Self::RtVolume,
49 => Self::Halted,
50 => Self::BidYield,
51 => Self::AskYield,
52 => Self::LastYield,
53 => Self::CustOptionComputation,
54 => Self::TradeCount,
55 => Self::TradeRate,
56 => Self::VolumeRate,
57 => Self::LastRthTrade,
58 => Self::RtHistoricalVol,
59 => Self::IbDividends,
60 => Self::BondFactorMultiplier,
61 => Self::RegulatoryImbalance,
62 => Self::NewsTick,
63 => Self::ShortTermVolume3Min,
64 => Self::ShortTermVolume5Min,
65 => Self::ShortTermVolume10Min,
66 => Self::DelayedBid,
67 => Self::DelayedAsk,
68 => Self::DelayedLast,
69 => Self::DelayedBidSize,
70 => Self::DelayedAskSize,
71 => Self::DelayedLastSize,
72 => Self::DelayedHigh,
73 => Self::DelayedLow,
74 => Self::DelayedVolume,
75 => Self::DelayedClose,
76 => Self::DelayedOpen,
77 => Self::RtTrdVolume,
78 => Self::CreditmanMarkPrice,
79 => Self::CreditmanSlowMarkPrice,
80 => Self::DelayedBidOption,
81 => Self::DelayedAskOption,
82 => Self::DelayedLastOption,
83 => Self::DelayedModelOption,
84 => Self::LastExch,
85 => Self::LastRegTime,
86 => Self::FuturesOpenInterest,
87 => Self::AvgOptVolume,
88 => Self::DelayedLastTimestamp,
89 => Self::ShortableShares,
90 => Self::DelayedHalted,
91 => Self::Reuters2MutualFunds,
92 => Self::EtfNavClose,
93 => Self::EtfNavPriorClose,
94 => Self::EtfNavBid,
95 => Self::EtfNavAsk,
96 => Self::EtfNavLast,
97 => Self::EtfFrozenNavLast,
98 => Self::EtfNavHigh,
99 => Self::EtfNavLow,
100 => Self::SocialMarketAnalytics,
101 => Self::EstimatedIpoMidpoint,
102 => Self::FinalIpoLast,
103 => Self::DelayedYieldBid,
104 => Self::DelayedYieldAsk,
_ => Self::Unknown,
}
}
}
impl From<&str> for TickType {
fn from(value: &str) -> Self {
match value {
"bidSize" => Self::BidSize,
"bidPrice" => Self::Bid,
"askPrice" => Self::Ask,
"askSize" => Self::AskSize,
"lastPrice" => Self::Last,
"lastSize" => Self::LastSize,
"high" => Self::High,
"low" => Self::Low,
"volume" => Self::Volume,
"close" => Self::Close,
"bidOptComp" => Self::BidOption,
"askOptComp" => Self::AskOption,
"lastOptComp" => Self::LastOption,
"modelOptComp" => Self::ModelOption,
"open" => Self::Open,
"13WeekLow" => Self::Low13Week,
"13WeekHigh" => Self::High13Week,
"26WeekLow" => Self::Low26Week,
"26WeekHigh" => Self::High26Week,
"52WeekLow" => Self::Low52Week,
"52WeekHigh" => Self::High52Week,
"AvgVolume" => Self::AvgVolume,
"OpenInterest" => Self::OpenInterest,
"OptionHistoricalVolatility" => Self::OptionHistoricalVol,
"OptionImpliedVolatility" => Self::OptionImpliedVol,
"OptionBidExchStr" => Self::OptionBidExch,
"OptionAskExchStr" => Self::OptionAskExch,
"OptionCallOpenInterest" => Self::OptionCallOpenInterest,
"OptionPutOpenInterest" => Self::OptionPutOpenInterest,
"OptionCallVolume" => Self::OptionCallVolume,
"OptionPutVolume" => Self::OptionPutVolume,
"IndexFuturePremium" => Self::IndexFuturePremium,
"bidExch" => Self::BidExch,
"askExch" => Self::AskExch,
"auctionVolume" => Self::AuctionVolume,
"auctionPrice" => Self::AuctionPrice,
"auctionImbalance" => Self::AuctionImbalance,
"markPrice" => Self::MarkPrice,
"bidEFP" => Self::BidEfpComputation,
"askEFP" => Self::AskEfpComputation,
"lastEFP" => Self::LastEfpComputation,
"openEFP" => Self::OpenEfpComputation,
"highEFP" => Self::HighEfpComputation,
"lowEFP" => Self::LowEfpComputation,
"closeEFP" => Self::CloseEfpComputation,
"lastTimestamp" => Self::LastTimestamp,
"shortable" => Self::Shortable,
"fundamentals" => Self::FundamentalRatios,
"RTVolume" => Self::RtVolume,
"halted" => Self::Halted,
"bidYield" => Self::BidYield,
"askYield" => Self::AskYield,
"lastYield" => Self::LastYield,
"custOptComp" => Self::CustOptionComputation,
"trades" => Self::TradeCount,
"trades/min" => Self::TradeRate,
"volume/min" => Self::VolumeRate,
"lastRTHTrade" => Self::LastRthTrade,
"RTHistoricalVol" => Self::RtHistoricalVol,
"IBDividends" => Self::IbDividends,
"bondFactorMultiplier" => Self::BondFactorMultiplier,
"regulatoryImbalance" => Self::RegulatoryImbalance,
"newsTick" => Self::NewsTick,
"shortTermVolume3Min" => Self::ShortTermVolume3Min,
"shortTermVolume5Min" => Self::ShortTermVolume5Min,
"shortTermVolume10Min" => Self::ShortTermVolume10Min,
"delayedBid" => Self::DelayedBid,
"delayedAsk" => Self::DelayedAsk,
"delayedLast" => Self::DelayedLast,
"delayedBidSize" => Self::DelayedBidSize,
"delayedAskSize" => Self::DelayedAskSize,
"delayedLastSize" => Self::DelayedLastSize,
"delayedHigh" => Self::DelayedHigh,
"delayedLow" => Self::DelayedLow,
"delayedVolume" => Self::DelayedVolume,
"delayedClose" => Self::DelayedClose,
"delayedOpen" => Self::DelayedOpen,
"rtTrdVolume" => Self::RtTrdVolume,
"creditmanMarkPrice" => Self::CreditmanMarkPrice,
"creditmanSlowMarkPrice" => Self::CreditmanSlowMarkPrice,
"delayedBidOptComp" => Self::DelayedBidOption,
"delayedAskOptComp" => Self::DelayedAskOption,
"delayedLastOptComp" => Self::DelayedLastOption,
"delayedModelOptComp" => Self::DelayedModelOption,
"lastExchange" => Self::LastExch,
"lastRegTime" => Self::LastRegTime,
"futuresOpenInterest" => Self::FuturesOpenInterest,
"avgOptVolume" => Self::AvgOptVolume,
"delayedLastTimestamp" => Self::DelayedLastTimestamp,
"shortableShares" => Self::ShortableShares,
"delayedHalted" => Self::DelayedHalted,
"reuters2MutualFunds" => Self::Reuters2MutualFunds,
"etfNavClose" => Self::EtfNavClose,
"etfNavPriorClose" => Self::EtfNavPriorClose,
"etfNavBid" => Self::EtfNavBid,
"etfNavAsk" => Self::EtfNavAsk,
"etfNavLast" => Self::EtfNavLast,
"etfFrozenNavLast" => Self::EtfFrozenNavLast,
"etfNavHigh" => Self::EtfNavHigh,
"etfNavLow" => Self::EtfNavLow,
"socialMarketAnalytics" => Self::SocialMarketAnalytics,
"estimatedIPOMidpoint" => Self::EstimatedIpoMidpoint,
"finalIPOLast" => Self::FinalIpoLast,
"delayedYieldBid" => Self::DelayedYieldBid,
"delayedYieldAsk" => Self::DelayedYieldAsk,
_ => Self::Unknown,
}
}
}
#[cfg(test)]
mod test {
#[cfg(test)]
use super::*;
#[test]
fn test_from_i32_all_values() {
let test_cases = vec![
(-1, TickType::Unknown),
(0, TickType::BidSize),
(1, TickType::Bid),
(2, TickType::Ask),
(3, TickType::AskSize),
(4, TickType::Last),
(5, TickType::LastSize),
(6, TickType::High),
(7, TickType::Low),
(8, TickType::Volume),
(9, TickType::Close),
(10, TickType::BidOption),
(11, TickType::AskOption),
(12, TickType::LastOption),
(13, TickType::ModelOption),
(14, TickType::Open),
(15, TickType::Low13Week),
(16, TickType::High13Week),
(17, TickType::Low26Week),
(18, TickType::High26Week),
(19, TickType::Low52Week),
(20, TickType::High52Week),
(21, TickType::AvgVolume),
(22, TickType::OpenInterest),
(23, TickType::OptionHistoricalVol),
(24, TickType::OptionImpliedVol),
(25, TickType::OptionBidExch),
(26, TickType::OptionAskExch),
(27, TickType::OptionCallOpenInterest),
(28, TickType::OptionPutOpenInterest),
(29, TickType::OptionCallVolume),
(30, TickType::OptionPutVolume),
(31, TickType::IndexFuturePremium),
(32, TickType::BidExch),
(33, TickType::AskExch),
(34, TickType::AuctionVolume),
(35, TickType::AuctionPrice),
(36, TickType::AuctionImbalance),
(37, TickType::MarkPrice),
(38, TickType::BidEfpComputation),
(39, TickType::AskEfpComputation),
(40, TickType::LastEfpComputation),
(41, TickType::OpenEfpComputation),
(42, TickType::HighEfpComputation),
(43, TickType::LowEfpComputation),
(44, TickType::CloseEfpComputation),
(45, TickType::LastTimestamp),
(46, TickType::Shortable),
(47, TickType::FundamentalRatios),
(48, TickType::RtVolume),
(49, TickType::Halted),
(50, TickType::BidYield),
(51, TickType::AskYield),
(52, TickType::LastYield),
(53, TickType::CustOptionComputation),
(54, TickType::TradeCount),
(55, TickType::TradeRate),
(56, TickType::VolumeRate),
(57, TickType::LastRthTrade),
(58, TickType::RtHistoricalVol),
(59, TickType::IbDividends),
(60, TickType::BondFactorMultiplier),
(61, TickType::RegulatoryImbalance),
(62, TickType::NewsTick),
(63, TickType::ShortTermVolume3Min),
(64, TickType::ShortTermVolume5Min),
(65, TickType::ShortTermVolume10Min),
(66, TickType::DelayedBid),
(67, TickType::DelayedAsk),
(68, TickType::DelayedLast),
(69, TickType::DelayedBidSize),
(70, TickType::DelayedAskSize),
(71, TickType::DelayedLastSize),
(72, TickType::DelayedHigh),
(73, TickType::DelayedLow),
(74, TickType::DelayedVolume),
(75, TickType::DelayedClose),
(76, TickType::DelayedOpen),
(77, TickType::RtTrdVolume),
(78, TickType::CreditmanMarkPrice),
(79, TickType::CreditmanSlowMarkPrice),
(80, TickType::DelayedBidOption),
(81, TickType::DelayedAskOption),
(82, TickType::DelayedLastOption),
(83, TickType::DelayedModelOption),
(84, TickType::LastExch),
(85, TickType::LastRegTime),
(86, TickType::FuturesOpenInterest),
(87, TickType::AvgOptVolume),
(88, TickType::DelayedLastTimestamp),
(89, TickType::ShortableShares),
(90, TickType::DelayedHalted),
(91, TickType::Reuters2MutualFunds),
(92, TickType::EtfNavClose),
(93, TickType::EtfNavPriorClose),
(94, TickType::EtfNavBid),
(95, TickType::EtfNavAsk),
(96, TickType::EtfNavLast),
(97, TickType::EtfFrozenNavLast),
(98, TickType::EtfNavHigh),
(99, TickType::EtfNavLow),
(100, TickType::SocialMarketAnalytics),
(101, TickType::EstimatedIpoMidpoint),
(102, TickType::FinalIpoLast),
(103, TickType::DelayedYieldBid),
(104, TickType::DelayedYieldAsk),
(105, TickType::Unknown),
(-2, TickType::Unknown),
(1000, TickType::Unknown),
];
for (input, expected) in test_cases {
assert_eq!(TickType::from(input), expected, "Failed for input: {}", input);
}
}
#[test]
fn test_from_str_all_values() {
let test_cases = vec![
("bidSize", TickType::BidSize),
("bidPrice", TickType::Bid),
("askPrice", TickType::Ask),
("askSize", TickType::AskSize),
("lastPrice", TickType::Last),
("lastSize", TickType::LastSize),
("high", TickType::High),
("low", TickType::Low),
("volume", TickType::Volume),
("close", TickType::Close),
("bidOptComp", TickType::BidOption),
("askOptComp", TickType::AskOption),
("lastOptComp", TickType::LastOption),
("modelOptComp", TickType::ModelOption),
("open", TickType::Open),
("13WeekLow", TickType::Low13Week),
("13WeekHigh", TickType::High13Week),
("26WeekLow", TickType::Low26Week),
("26WeekHigh", TickType::High26Week),
("52WeekLow", TickType::Low52Week),
("52WeekHigh", TickType::High52Week),
("AvgVolume", TickType::AvgVolume),
("OpenInterest", TickType::OpenInterest),
("OptionHistoricalVolatility", TickType::OptionHistoricalVol),
("OptionImpliedVolatility", TickType::OptionImpliedVol),
("OptionBidExchStr", TickType::OptionBidExch),
("OptionAskExchStr", TickType::OptionAskExch),
("OptionCallOpenInterest", TickType::OptionCallOpenInterest),
("OptionPutOpenInterest", TickType::OptionPutOpenInterest),
("OptionCallVolume", TickType::OptionCallVolume),
("OptionPutVolume", TickType::OptionPutVolume),
("IndexFuturePremium", TickType::IndexFuturePremium),
("bidExch", TickType::BidExch),
("askExch", TickType::AskExch),
("auctionVolume", TickType::AuctionVolume),
("auctionPrice", TickType::AuctionPrice),
("auctionImbalance", TickType::AuctionImbalance),
("markPrice", TickType::MarkPrice),
("bidEFP", TickType::BidEfpComputation),
("askEFP", TickType::AskEfpComputation),
("lastEFP", TickType::LastEfpComputation),
("openEFP", TickType::OpenEfpComputation),
("highEFP", TickType::HighEfpComputation),
("lowEFP", TickType::LowEfpComputation),
("closeEFP", TickType::CloseEfpComputation),
("lastTimestamp", TickType::LastTimestamp),
("shortable", TickType::Shortable),
("fundamentals", TickType::FundamentalRatios),
("RTVolume", TickType::RtVolume),
("halted", TickType::Halted),
("bidYield", TickType::BidYield),
("askYield", TickType::AskYield),
("lastYield", TickType::LastYield),
("custOptComp", TickType::CustOptionComputation),
("trades", TickType::TradeCount),
("trades/min", TickType::TradeRate),
("volume/min", TickType::VolumeRate),
("lastRTHTrade", TickType::LastRthTrade),
("RTHistoricalVol", TickType::RtHistoricalVol),
("IBDividends", TickType::IbDividends),
("bondFactorMultiplier", TickType::BondFactorMultiplier),
("regulatoryImbalance", TickType::RegulatoryImbalance),
("newsTick", TickType::NewsTick),
("shortTermVolume3Min", TickType::ShortTermVolume3Min),
("shortTermVolume5Min", TickType::ShortTermVolume5Min),
("shortTermVolume10Min", TickType::ShortTermVolume10Min),
("delayedBid", TickType::DelayedBid),
("delayedAsk", TickType::DelayedAsk),
("delayedLast", TickType::DelayedLast),
("delayedBidSize", TickType::DelayedBidSize),
("delayedAskSize", TickType::DelayedAskSize),
("delayedLastSize", TickType::DelayedLastSize),
("delayedHigh", TickType::DelayedHigh),
("delayedLow", TickType::DelayedLow),
("delayedVolume", TickType::DelayedVolume),
("delayedClose", TickType::DelayedClose),
("delayedOpen", TickType::DelayedOpen),
("rtTrdVolume", TickType::RtTrdVolume),
("creditmanMarkPrice", TickType::CreditmanMarkPrice),
("creditmanSlowMarkPrice", TickType::CreditmanSlowMarkPrice),
("delayedBidOptComp", TickType::DelayedBidOption),
("delayedAskOptComp", TickType::DelayedAskOption),
("delayedLastOptComp", TickType::DelayedLastOption),
("delayedModelOptComp", TickType::DelayedModelOption),
("lastExchange", TickType::LastExch),
("lastRegTime", TickType::LastRegTime),
("futuresOpenInterest", TickType::FuturesOpenInterest),
("avgOptVolume", TickType::AvgOptVolume),
("delayedLastTimestamp", TickType::DelayedLastTimestamp),
("shortableShares", TickType::ShortableShares),
("delayedHalted", TickType::DelayedHalted),
("reuters2MutualFunds", TickType::Reuters2MutualFunds),
("etfNavClose", TickType::EtfNavClose),
("etfNavPriorClose", TickType::EtfNavPriorClose),
("etfNavBid", TickType::EtfNavBid),
("etfNavAsk", TickType::EtfNavAsk),
("etfNavLast", TickType::EtfNavLast),
("etfFrozenNavLast", TickType::EtfFrozenNavLast),
("etfNavHigh", TickType::EtfNavHigh),
("etfNavLow", TickType::EtfNavLow),
("socialMarketAnalytics", TickType::SocialMarketAnalytics),
("estimatedIPOMidpoint", TickType::EstimatedIpoMidpoint),
("finalIPOLast", TickType::FinalIpoLast),
("delayedYieldBid", TickType::DelayedYieldBid),
("delayedYieldAsk", TickType::DelayedYieldAsk),
("nonexistent", TickType::Unknown),
("", TickType::Unknown),
(" ", TickType::Unknown),
("BIDSIZE", TickType::Unknown),
("BidSize", TickType::Unknown),
];
for (input, expected) in test_cases {
assert_eq!(TickType::from(input), expected, "Failed for input: {}", input);
}
}
#[test]
fn test_default() {
assert_eq!(TickType::default(), TickType::Unknown);
}
#[test]
fn test_debug_output() {
assert_eq!(format!("{:?}", TickType::Bid), "Bid");
assert_eq!(format!("{:?}", TickType::AskSize), "AskSize");
assert_eq!(format!("{:?}", TickType::DelayedYieldAsk), "DelayedYieldAsk");
}
#[test]
fn test_partial_eq() {
assert_eq!(TickType::Last, TickType::Last);
assert_ne!(TickType::High, TickType::Low);
}
#[test]
fn test_edge_cases() {
assert_eq!(TickType::from(0), TickType::BidSize);
assert_eq!(TickType::from(104), TickType::DelayedYieldAsk);
assert_eq!(TickType::from(-2), TickType::Unknown);
assert_eq!(TickType::from(105), TickType::Unknown);
assert_eq!(TickType::from(""), TickType::Unknown);
assert_eq!(TickType::from(" "), TickType::Unknown);
}
#[test]
fn test_case_sensitivity() {
assert_eq!(TickType::from("BIDSIZE"), TickType::Unknown);
assert_eq!(TickType::from("bidSize"), TickType::BidSize);
assert_eq!(TickType::from("BidSize"), TickType::Unknown);
}
}