tigeropen 0.3.0

老虎证券 OpenAPI Rust SDK
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
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
//! QuoteClient 测试模块。
//! 使用 wiremock mock HTTP 响应,验证各行情方法的请求构造(snake_case)和响应解析(typed)。

use super::*;
use std::sync::OnceLock;
use std::time::Duration;
use wiremock::matchers::method;
use wiremock::{Mock, MockServer, ResponseTemplate};

use rsa::pkcs8::{EncodePrivateKey, LineEnding};
use rsa::RsaPrivateKey;

use crate::client::http_client::HttpClient;
use crate::config::client_config::ClientConfig;
use crate::model::quote::{
    CorporateActionRequest, FinancialDailyRequest, FinancialReportRequest, FutureKlineRequest,
    MarketScannerRequest,
};

fn cached_test_private_key() -> &'static str {
    static KEY: OnceLock<String> = OnceLock::new();
    KEY.get_or_init(|| {
        let mut rng = rand::thread_rng();
        let private_key = RsaPrivateKey::new(&mut rng, 2048).expect("生成密钥失败");
        private_key
            .to_pkcs8_pem(LineEnding::LF)
            .expect("编码 PKCS#8 PEM 失败")
            .to_string()
    })
}

fn test_config(server_url: &str) -> ClientConfig {
    ClientConfig {
        tiger_id: "test_tiger_id".to_string(),
        private_key: cached_test_private_key().to_string(),
        account: "DU123456".to_string(),
        license: None,
        language: crate::model::enums::Language::ZhCn,
        timezone: None,
        timeout: Duration::from_secs(5),
        token: None,
        token_refresh_duration: None,
        server_url: server_url.to_string(),
        quote_server_url: server_url.to_string(),
        tiger_public_key: "".to_string(),
        device_id: "".to_string(),
    }
}

async fn mock_success_server(data: &str) -> MockServer {
    let mock_server = MockServer::start().await;
    let response_body = format!(
        r#"{{"code":0,"message":"success","data":{},"timestamp":1700000000}}"#,
        data
    );
    Mock::given(method("POST"))
        .respond_with(ResponseTemplate::new(200).set_body_string(response_body))
        .mount(&mock_server)
        .await;
    mock_server
}

async fn mock_error_server(code: i32, message: &str) -> MockServer {
    let mock_server = MockServer::start().await;
    let response_body = format!(
        r#"{{"code":{},"message":"{}","data":null,"timestamp":1700000000}}"#,
        code, message
    );
    Mock::given(method("POST"))
        .respond_with(ResponseTemplate::new(200).set_body_string(response_body))
        .mount(&mock_server)
        .await;
    mock_server
}

fn biz_of(req: &wiremock::Request) -> serde_json::Value {
    let v: serde_json::Value = serde_json::from_slice(&req.body).unwrap();
    let s = v["biz_content"].as_str().unwrap();
    serde_json::from_str(s).unwrap()
}

// ========== typed response 测试 ==========

#[tokio::test]
async fn test_get_market_state_parses_typed() {
    let server =
        mock_success_server(r#"[{"market":"US","marketStatus":"Trading","status":"TRADING","openTime":"09:30"}]"#)
            .await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);

    let states = qc.get_market_state("US").await.unwrap();
    assert_eq!(states.len(), 1);
    assert_eq!(states[0].market, "US");
    assert_eq!(states[0].market_status, "Trading");
    assert_eq!(states[0].open_time, "09:30");
}

#[tokio::test]
async fn test_get_brief_parses_typed() {
    let server = mock_success_server(
        r#"[{"symbol":"AAPL","latestPrice":150.0,"askPrice":150.1,"askSize":100,"volume":1000000}]"#,
    )
    .await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);

    let briefs = qc.get_brief(&["AAPL"]).await.unwrap();
    assert_eq!(briefs.len(), 1);
    assert_eq!(briefs[0].symbol, "AAPL");
    assert_eq!(briefs[0].latest_price, 150.0);
    assert_eq!(briefs[0].ask_price, 150.1);
}

#[tokio::test]
async fn test_get_kline_parses_typed() {
    let server = mock_success_server(
        r#"[{"symbol":"AAPL","period":"day","items":[{"time":1700000000,"open":150.0,"close":151.0,"high":152.0,"low":149.0,"volume":1000}]}]"#,
    )
    .await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);

    let kline = qc.get_kline("AAPL", "day").await.unwrap();
    assert_eq!(kline.len(), 1);
    assert_eq!(kline[0].symbol, "AAPL");
    assert_eq!(kline[0].items.len(), 1);
    assert_eq!(kline[0].items[0].open, 150.0);
}

#[tokio::test]
async fn test_get_quote_depth_parses_typed() {
    let server = mock_success_server(
        r#"[{"symbol":"AAPL","asks":[{"price":150.0,"count":1,"volume":100}],"bids":[{"price":149.5,"count":1,"volume":200}]}]"#,
    )
    .await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);

    let d = qc.get_quote_depth("AAPL", "US").await.unwrap();
    assert_eq!(d.len(), 1);
    assert_eq!(d[0].symbol, "AAPL");
    assert_eq!(d[0].asks[0].price, 150.0);
    assert_eq!(d[0].bids[0].volume, 200);
}

#[tokio::test]
async fn test_grab_quote_permission_parses_typed() {
    let server = mock_success_server(r#"[{"name":"usStockQuote","expireAt":1700000000}]"#).await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);

    let ps = qc.grab_quote_permission().await.unwrap();
    assert_eq!(ps.len(), 1);
    assert_eq!(ps[0].name, "usStockQuote");
    assert_eq!(ps[0].expire_at, 1700000000);
}

#[tokio::test]
async fn test_get_corporate_action_flattens_grouped() {
    let server = mock_success_server(
        r#"{"AAPL":[{"symbol":"AAPL","market":"US","actionType":"DIVIDEND","executeDate":"2025-01-01","amount":0.25}]}"#,
    )
    .await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);

    let actions = qc
        .get_corporate_action(CorporateActionRequest {
            symbols: vec!["AAPL".into()],
            market: "US".into(),
            action_type: "DIVIDEND".into(),
            ..Default::default()
        })
        .await
        .unwrap();
    assert_eq!(actions.len(), 1);
    assert_eq!(actions[0].symbol, "AAPL");
    assert_eq!(actions[0].action_type, "DIVIDEND");
    assert_eq!(actions[0].amount, 0.25);
}

#[tokio::test]
async fn test_get_capital_distribution_option_some() {
    let server = mock_success_server(
        r#"{"symbol":"AAPL","netInflow":1000.0,"inAll":2000.0,"inBig":500.0}"#,
    )
    .await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);

    let cd = qc.get_capital_distribution("AAPL", "US").await.unwrap();
    let cd = cd.expect("should have data");
    assert_eq!(cd.symbol, "AAPL");
    assert_eq!(cd.net_inflow, 1000.0);
}

#[tokio::test]
async fn test_market_scanner_typed() {
    let server = mock_success_server(
        r#"{"page":0,"totalPage":1,"totalCount":1,"pageSize":10,"items":[{"symbol":"AAPL","market":"US"}]}"#,
    )
    .await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);

    let res = qc
        .market_scanner(MarketScannerRequest {
            market: "US".into(),
            page: Some(0),
            page_size: Some(10),
            ..Default::default()
        })
        .await
        .unwrap();
    let res = res.expect("scanner should return data");
    assert_eq!(res.total_count, 1);
    assert_eq!(res.items.len(), 1);
    assert_eq!(res.items[0].symbol, "AAPL");
}

// ========== 请求参数(snake_case wire format) 测试 ==========

#[tokio::test]
async fn test_get_market_state_sends_snake_case_and_method() {
    let server = mock_success_server(r#"[]"#).await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);
    let _ = qc.get_market_state("US").await;

    let received = server.received_requests().await.unwrap();
    let req_body: serde_json::Value = serde_json::from_slice(&received[0].body).unwrap();
    assert_eq!(req_body["method"].as_str().unwrap(), "market_state");
    let biz = biz_of(&received[0]);
    assert_eq!(biz["market"].as_str().unwrap(), "US");
}

#[tokio::test]
async fn test_get_brief_uses_method_brief() {
    let server = mock_success_server(r#"[]"#).await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);
    let _ = qc.get_brief(&["AAPL"]).await;

    let received = server.received_requests().await.unwrap();
    let req: serde_json::Value = serde_json::from_slice(&received[0].body).unwrap();
    assert_eq!(req["method"].as_str().unwrap(), "brief");
}

#[tokio::test]
async fn test_get_future_contracts_sends_exchange_code() {
    let server = mock_success_server(r#"[]"#).await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);
    let _ = qc.get_future_contracts("CME").await;

    let received = server.received_requests().await.unwrap();
    let req: serde_json::Value = serde_json::from_slice(&received[0].body).unwrap();
    assert_eq!(req["method"].as_str().unwrap(), "future_contract_by_exchange_code");
    let biz = biz_of(&received[0]);
    assert_eq!(biz["exchange_code"].as_str().unwrap(), "CME");
}

#[tokio::test]
async fn test_get_future_real_time_quote_sends_contract_codes() {
    let server = mock_success_server(r#"[]"#).await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);
    let _ = qc.get_future_real_time_quote(&["CL2609"]).await;

    let received = server.received_requests().await.unwrap();
    let biz = biz_of(&received[0]);
    assert_eq!(biz["contract_codes"][0].as_str().unwrap(), "CL2609");
}

#[tokio::test]
async fn test_get_future_kline_snake_case_wire() {
    let server = mock_success_server(r#"[]"#).await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);
    let _ = qc
        .get_future_kline(FutureKlineRequest {
            contract_codes: vec!["CL2609".into()],
            period: "day".into(),
            begin_time: -1,
            end_time: -1,
            limit: None,
            page_token: None,
        })
        .await;

    let received = server.received_requests().await.unwrap();
    let biz = biz_of(&received[0]);
    assert!(biz.get("contract_codes").is_some());
    assert!(biz.get("begin_time").is_some());
    assert!(biz.get("end_time").is_some());
    assert!(biz.get("contractCodes").is_none());
    assert!(biz.get("beginTime").is_none());
}

#[tokio::test]
async fn test_get_financial_daily_wire_snake_case() {
    let server = mock_success_server(r#"[]"#).await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);
    let _ = qc
        .get_financial_daily(FinancialDailyRequest {
            symbols: vec!["AAPL".into()],
            market: "US".into(),
            fields: vec!["shares_outstanding".into()],
            begin_date: "2025-01-01".into(),
            end_date: "2025-01-31".into(),
        })
        .await;

    let received = server.received_requests().await.unwrap();
    let biz = biz_of(&received[0]);
    assert!(biz.get("begin_date").is_some());
    assert!(biz.get("end_date").is_some());
    assert!(biz.get("beginDate").is_none());
}

#[tokio::test]
async fn test_get_financial_report_wire_snake_case() {
    let server = mock_success_server(r#"[]"#).await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);
    let _ = qc
        .get_financial_report(FinancialReportRequest {
            symbols: vec!["AAPL".into()],
            market: "US".into(),
            fields: vec!["total_revenue".into()],
            period_type: "Annual".into(),
            ..Default::default()
        })
        .await;

    let received = server.received_requests().await.unwrap();
    let biz = biz_of(&received[0]);
    assert_eq!(biz["period_type"].as_str().unwrap(), "Annual");
    assert!(biz.get("periodType").is_none());
}

#[tokio::test]
async fn test_get_option_chain_sends_expiry_ms() {
    let server = mock_success_server(r#"[]"#).await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);
    let _ = qc.get_option_chain("AAPL", "2024-01-19").await;

    let received = server.received_requests().await.unwrap();
    let biz = biz_of(&received[0]);
    let basic = &biz["option_basic"][0];
    assert_eq!(basic["symbol"].as_str().unwrap(), "AAPL");
    // 2024-01-19 UTC = 1705622400000
    assert_eq!(basic["expiry"].as_i64().unwrap(), 1705622400000);
}

#[tokio::test]
async fn test_get_option_brief_parses_identifier() {
    let server = mock_success_server(r#"[]"#).await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);
    let _ = qc.get_option_brief(&["AAPL 240119C00150000"]).await;

    let received = server.received_requests().await.unwrap();
    let biz = biz_of(&received[0]);
    let basic = &biz["option_basic"][0];
    assert_eq!(basic["symbol"].as_str().unwrap(), "AAPL");
    assert_eq!(basic["right"].as_str().unwrap(), "CALL");
    assert_eq!(basic["strike"].as_f64().unwrap(), 150.0);
    // 2024-01-19 UTC millis
    assert_eq!(basic["expiry"].as_i64().unwrap(), 1705622400000);
}

#[tokio::test]
async fn test_get_option_kline_uses_option_query_key() {
    let server = mock_success_server(r#"[]"#).await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);
    let _ = qc.get_option_kline("AAPL 240119C00150000", "day").await;

    let received = server.received_requests().await.unwrap();
    let biz = biz_of(&received[0]);
    assert!(biz.get("option_query").is_some());
    assert_eq!(biz["option_query"][0]["period"].as_str().unwrap(), "day");
}

#[tokio::test]
async fn test_get_future_exchange_sends_sec_type_fut() {
    let server = mock_success_server(r#"[]"#).await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);
    let _ = qc.get_future_exchange().await;

    let received = server.received_requests().await.unwrap();
    let biz = biz_of(&received[0]);
    assert_eq!(biz["sec_type"].as_str().unwrap(), "FUT");
}

#[tokio::test]
async fn test_quote_api_error() {
    let server = mock_error_server(2100, "行情查询失败").await;
    let http = HttpClient::new(test_config(&server.uri()));
    let qc = QuoteClient::new(&http);
    assert!(qc.get_market_state("US").await.is_err());
}