tdbe 0.11.0

/// Calendar day. Market open/close schedule.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct CalendarDay {
    pub date: i32,
    pub is_open: i32,
    pub open_time: i32,
    pub close_time: i32,
    pub status: i32,
}

/// End-of-day tick. Full EOD snapshot with OHLC + quote.
///
/// All price fields are decoded to `f64` during parsing.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct EodTick {
    pub ms_of_day: i32,
    pub ms_of_day2: i32,
    pub open: f64,
    pub high: f64,
    pub low: f64,
    pub close: f64,
    pub volume: i64,
    pub count: i64,
    pub bid_size: i32,
    pub bid_exchange: i32,
    pub bid: f64,
    pub bid_condition: i32,
    pub ask_size: i32,
    pub ask_exchange: i32,
    pub ask: f64,
    pub ask_condition: i32,
    pub date: i32,
    /// Contract expiration (YYYYMMDD). Populated on wildcard queries, 0 otherwise.
    pub expiration: i32,
    /// Contract strike price (decoded to `f64`).
    pub strike: f64,
    /// Contract right (C=67, P=80 ASCII). 0 on single-contract queries.
    pub right: i32,
}

/// Greeks tick. Full set of option greeks.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct GreeksTick {
    pub ms_of_day: i32,
    pub implied_volatility: f64,
    pub delta: f64,
    pub gamma: f64,
    pub theta: f64,
    pub vega: f64,
    pub rho: f64,
    pub iv_error: f64,
    pub vanna: f64,
    pub charm: f64,
    pub vomma: f64,
    pub veta: f64,
    pub speed: f64,
    pub zomma: f64,
    pub color: f64,
    pub ultima: f64,
    pub d1: f64,
    pub d2: f64,
    pub dual_delta: f64,
    pub dual_gamma: f64,
    pub epsilon: f64,
    pub lambda: f64,
    pub vera: f64,
    pub date: i32,
    pub expiration: i32,
    pub strike: f64,
    pub right: i32,
}

/// Interest rate tick.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct InterestRateTick {
    pub ms_of_day: i32,
    pub rate: f64,
    pub date: i32,
}

/// Implied volatility tick.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct IvTick {
    pub ms_of_day: i32,
    pub implied_volatility: f64,
    pub iv_error: f64,
    pub date: i32,
    pub expiration: i32,
    pub strike: f64,
    pub right: i32,
}

/// Market value tick — quoted bid/ask/price for a symbol.
///
/// All price fields are decoded to `f64` during parsing.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct MarketValueTick {
    pub ms_of_day: i32,
    pub market_bid: f64,
    pub market_ask: f64,
    pub market_price: f64,
    pub date: i32,
    pub expiration: i32,
    pub strike: f64,
    pub right: i32,
}

/// OHLC tick. Aggregated bar data.
///
/// All price fields are decoded to `f64` during parsing.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct OhlcTick {
    pub ms_of_day: i32,
    pub open: f64,
    pub high: f64,
    pub low: f64,
    pub close: f64,
    pub volume: i64,
    pub count: i64,
    pub date: i32,
    pub expiration: i32,
    pub strike: f64,
    pub right: i32,
}

/// Open interest tick.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct OpenInterestTick {
    pub ms_of_day: i32,
    pub open_interest: i32,
    pub date: i32,
    pub expiration: i32,
    pub strike: f64,
    pub right: i32,
}

/// Option contract specification.
#[must_use]
#[derive(Debug, Clone)]
pub struct OptionContract {
    pub root: String,
    pub expiration: i32,
    pub strike: f64,
    pub right: i32,
}

/// Price tick. Generic price data point.
///
/// Price is decoded to `f64` during parsing.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct PriceTick {
    pub ms_of_day: i32,
    pub price: f64,
    pub date: i32,
}

/// Quote tick. NBBO quote data.
///
/// All price fields are decoded to `f64` during parsing.
/// `midpoint` is computed as `(bid + ask) / 2.0` at parse time.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct QuoteTick {
    pub ms_of_day: i32,
    pub bid_size: i32,
    pub bid_exchange: i32,
    pub bid: f64,
    pub bid_condition: i32,
    pub ask_size: i32,
    pub ask_exchange: i32,
    pub ask: f64,
    pub ask_condition: i32,
    pub date: i32,
    pub expiration: i32,
    pub strike: f64,
    pub right: i32,
    /// Pre-computed midpoint: `(bid + ask) / 2.0`.
    pub midpoint: f64,
}

/// Combined trade + quote tick.
///
/// All price fields are decoded to `f64` during parsing.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct TradeQuoteTick {
    pub ms_of_day: i32,
    pub sequence: i32,
    pub ext_condition1: i32,
    pub ext_condition2: i32,
    pub ext_condition3: i32,
    pub ext_condition4: i32,
    pub condition: i32,
    pub size: i32,
    pub exchange: i32,
    pub price: f64,
    pub condition_flags: i32,
    pub price_flags: i32,
    pub volume_type: i32,
    pub records_back: i32,
    pub quote_ms_of_day: i32,
    pub bid_size: i32,
    pub bid_exchange: i32,
    pub bid: f64,
    pub bid_condition: i32,
    pub ask_size: i32,
    pub ask_exchange: i32,
    pub ask: f64,
    pub ask_condition: i32,
    pub date: i32,
    pub expiration: i32,
    pub strike: f64,
    pub right: i32,
}

/// Trade tick. Core unit of trade data.
///
/// Price is decoded to `f64` during parsing.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct TradeTick {
    pub ms_of_day: i32,
    pub sequence: i32,
    pub ext_condition1: i32,
    pub ext_condition2: i32,
    pub ext_condition3: i32,
    pub ext_condition4: i32,
    pub condition: i32,
    pub size: i32,
    pub exchange: i32,
    pub price: f64,
    pub condition_flags: i32,
    pub price_flags: i32,
    pub volume_type: i32,
    pub records_back: i32,
    pub date: i32,
    pub expiration: i32,
    pub strike: f64,
    pub right: i32,
}

// ─────────────────────────────────────────────────────────────────────────────
//  Contract identification helpers
// ─────────────────────────────────────────────────────────────────────────────

macro_rules! impl_contract_id {
    ($ty:ident) => {
        impl $ty {
            /// `true` when `right` == 'C' (ASCII 67).
            #[inline]
            pub fn is_call(&self) -> bool {
                self.right == 67
            }
            /// `true` when `right` == 'P' (ASCII 80).
            #[inline]
            pub fn is_put(&self) -> bool {
                self.right == 80
            }
            /// `true` when the server populated contract identification fields.
            #[inline]
            pub fn has_contract_id(&self) -> bool {
                self.expiration != 0
            }
        }
    };
}

impl_contract_id!(TradeTick);
impl_contract_id!(QuoteTick);
impl_contract_id!(OhlcTick);
impl_contract_id!(EodTick);
impl_contract_id!(OpenInterestTick);
impl_contract_id!(TradeQuoteTick);
impl_contract_id!(MarketValueTick);
impl_contract_id!(GreeksTick);
impl_contract_id!(IvTick);

// ─────────────────────────────────────────────────────────────────────────────
//  Hand-written impl blocks
// ─────────────────────────────────────────────────────────────────────────────

use crate::flags;

impl TradeTick {
    #[must_use]
    pub fn is_cancelled(&self) -> bool {
        flags::trade::CANCELLED_RANGE.contains(&self.condition)
    }

    #[must_use]
    pub fn trade_condition_no_last(&self) -> bool {
        self.condition_flags & flags::condition_flags::NO_LAST == flags::condition_flags::NO_LAST
    }

    #[must_use]
    pub fn price_condition_set_last(&self) -> bool {
        self.price_flags & flags::price_flags::SET_LAST == flags::price_flags::SET_LAST
    }

    #[must_use]
    pub fn is_incremental_volume(&self) -> bool {
        self.volume_type == flags::volume::INCREMENTAL
    }

    /// Regular trading hours: 9:30 AM - 4:00 PM ET.
    #[must_use]
    pub fn regular_trading_hours(&self) -> bool {
        (flags::trade::RTH_START_MS..=flags::trade::RTH_END_MS).contains(&self.ms_of_day)
    }

    #[must_use]
    pub fn is_seller(&self) -> bool {
        self.ext_condition1 == flags::trade::SELLER_CONDITION
    }
}

impl OptionContract {
    /// `true` when `right` == 'C' (ASCII 67).
    #[inline]
    pub fn is_call(&self) -> bool {
        self.right == 67
    }
    /// `true` when `right` == 'P' (ASCII 80).
    #[inline]
    pub fn is_put(&self) -> bool {
        self.right == 80
    }
}