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
use chrono::{DateTime, TimeZone, Utc};
use futures::{stream, StreamExt};
use itertools::Itertools;

pub mod api;
pub mod common;
mod constants;
pub mod csv;
pub mod errors;
pub mod request;
pub mod streamer;
pub mod symbol;

use crate::errors::*;
pub use crate::{api::*, request::*};

const MAX_SYMBOL_SUMMARY_BATCH_SIZE: usize = 500;
const PARALLEL_REQUESTS: usize = 10;

pub async fn accounts() -> Result<Vec<accounts::Item>, ApiError> {
    let url = "customers/me/accounts";
    let response: api::Response<accounts::Response> =
        deserialize_response(request(url, "").await?).await?;
    Ok(response.data.items)
}

pub async fn watchlists() -> Result<Vec<watchlists::Item>, ApiError> {
    let url = "watchlists";
    let response: api::Response<watchlists::Response> =
        deserialize_response(request(url, "").await?).await?;
    Ok(response.data.items)
}

pub async fn public_watchlists() -> Result<Vec<watchlists::Item>, ApiError> {
    let url = "public-watchlists";
    let response: api::Response<watchlists::Response> =
        deserialize_response(request(url, "").await?).await?;
    Ok(response.data.items)
}

pub async fn positions(account: &accounts::Account) -> Result<Vec<positions::Item>, ApiError> {
    let url = format!("accounts/{}/positions", account.account_number);
    let response: api::Response<positions::Response> =
        deserialize_response(request(&url, "").await?).await?;
    Ok(response.data.items)
}

pub async fn transactions<Tz: TimeZone>(
    account: &accounts::Account,
    start_date: DateTime<Tz>,
    end_date: DateTime<Tz>,
    prev_pagination: Option<Pagination>,
) -> Result<Option<(Vec<transactions::Item>, Option<Pagination>)>, ApiError> {
    let page_offset = if let Some(api::Pagination {
        page_offset,
        total_pages,
        ..
    }) = prev_pagination
    {
        if page_offset + 1 >= total_pages {
            return Ok(None);
        }
        page_offset + 1
    } else {
        0
    };

    let url = format!("accounts/{}/transactions", account.account_number);
    let parameters = format!(
        "start-date={}&end-date={}&page-offset={}",
        start_date.with_timezone(&Utc),
        end_date.with_timezone(&Utc),
        page_offset
    );
    let response: api::Response<transactions::Response> =
        deserialize_response(request(&url, &parameters).await?).await?;

    Ok(Some((response.data.items, response.pagination)))
}

pub async fn market_metrics(symbols: &[String]) -> Result<Vec<market_metrics::Item>, ApiError> {
    let results = stream::iter(symbols.chunks(MAX_SYMBOL_SUMMARY_BATCH_SIZE).map(
        |batch| async move {
            let symbols = batch.iter().cloned().join(",");

            let url_path = "market-metrics";
            let params_string = &format!("symbols={}", symbols);
            let response: Result<api::Response<market_metrics::Response>, ApiError> =
                deserialize_response(request(url_path, params_string).await?).await;

            response
        },
    ))
    .buffered(PARALLEL_REQUESTS)
    .collect::<Vec<_>>()
    .await;

    let mut json = vec![];
    for result in results.into_iter() {
        json.append(&mut result?.data.items);
    }

    Ok(json)
}

pub async fn option_chains(symbol: &str) -> Result<Vec<option_chains::Item>, ApiError> {
    let url = format!("option-chains/{}/nested", symbol);
    let response: api::Response<option_chains::Response> =
        deserialize_response(request(&url, "").await?).await?;
    Ok(response.data.items)
}

async fn deserialize_response<T>(response: reqwest::Response) -> Result<T, ApiError>
where
    T: serde::de::DeserializeOwned,
{
    let url = response.url().clone();
    let bytes = response
        .bytes()
        .await
        .map_err(|e| RequestError::FailedRequest {
            e,
            url: request::obfuscate_account_url(&url),
        })?;

    let de = &mut serde_json::Deserializer::from_slice(&bytes);
    let result: Result<T, _> = serde_path_to_error::deserialize(de);
    result.map_err(|e| ApiError::Decode {
        e: Box::new(e),
        url: request::obfuscate_account_url(&url),
    })
}