ig_client/presentation/

market.rs

use crate::application::models::market::{MarketNavigationResponse, MarketNode};
use crate::application::services::MarketService;
use crate::error::AppError;
use crate::presentation::serialization::{string_as_bool_opt, string_as_float_opt};
use crate::session::interface::IgSession;
use lightstreamer_rs::subscription::ItemUpdate;
use serde::{Deserialize, Serialize};
use std::collections::HashMap;
use std::fmt;
use std::pin::Pin;
use tracing::{debug, error, info};

/// Represents the current state of a market
#[derive(Debug, Serialize, Deserialize, Clone, PartialEq, Default)]
#[serde(rename_all = "UPPERCASE")]
pub enum MarketState {
    /// Market is closed for trading
    Closed,
    /// Market is offline and not available
    #[default]
    Offline,
    /// Market is open and available for trading
    Tradeable,
    /// Market is in edit mode
    Edit,
    /// Market is in auction phase
    Auction,
    /// Market is in auction phase but editing is not allowed
    AuctionNoEdit,
    /// Market is temporarily suspended
    Suspended,
}

/// Representation of market data received from the IG Markets streaming API
#[derive(Debug, Clone, Serialize, Deserialize, Default)]
pub struct MarketData {
    /// Name of the item this data belongs to
    pub item_name: String,
    /// Position of the item in the subscription
    pub item_pos: i32,
    /// All market fields
    pub fields: MarketFields,
    /// Fields that have changed in this update
    pub changed_fields: MarketFields,
    /// Whether this is a snapshot or an update
    pub is_snapshot: bool,
}

impl MarketData {
    /// Converts an ItemUpdate from the Lightstreamer API to a MarketData object
    ///
    /// # Arguments
    /// * `item_update` - The ItemUpdate received from the Lightstreamer API
    ///
    /// # Returns
    /// * `Result<Self, String>` - The converted MarketData or an error message
    pub fn from_item_update(item_update: &ItemUpdate) -> Result<Self, String> {
        // Extract the item_name, defaulting to an empty string if None
        let item_name = item_update.item_name.clone().unwrap_or_default();

        // Convert item_pos from usize to i32
        let item_pos = item_update.item_pos as i32;

        // Extract is_snapshot
        let is_snapshot = item_update.is_snapshot;

        // Convert fields
        let fields = Self::create_market_fields(&item_update.fields)?;

        // Convert changed_fields by first creating a HashMap<String, Option<String>>
        let mut changed_fields_map: HashMap<String, Option<String>> = HashMap::new();
        for (key, value) in &item_update.changed_fields {
            changed_fields_map.insert(key.clone(), Some(value.clone()));
        }
        let changed_fields = Self::create_market_fields(&changed_fields_map)?;

        Ok(MarketData {
            item_name,
            item_pos,
            fields,
            changed_fields,
            is_snapshot,
        })
    }

    /// Helper method to create MarketFields from a HashMap of field values
    ///
    /// # Arguments
    /// * `fields_map` - HashMap containing field names and their string values
    ///
    /// # Returns
    /// * `Result<MarketFields, String>` - The parsed MarketFields or an error message
    fn create_market_fields(
        fields_map: &HashMap<String, Option<String>>,
    ) -> Result<MarketFields, String> {
        // Helper function to safely get a field value
        let get_field = |key: &str| -> Option<String> { fields_map.get(key).cloned().flatten() };

        // Parse market state
        let market_state = match get_field("MARKET_STATE").as_deref() {
            Some("closed") => Some(MarketState::Closed),
            Some("offline") => Some(MarketState::Offline),
            Some("tradeable") => Some(MarketState::Tradeable),
            Some("edit") => Some(MarketState::Edit),
            Some("auction") => Some(MarketState::Auction),
            Some("auction_no_edit") => Some(MarketState::AuctionNoEdit),
            Some("suspended") => Some(MarketState::Suspended),
            Some(unknown) => return Err(format!("Unknown market state: {unknown}")),
            None => None,
        };

        // Parse boolean field
        let market_delay = match get_field("MARKET_DELAY").as_deref() {
            Some("0") => Some(false),
            Some("1") => Some(true),
            Some(val) => return Err(format!("Invalid MARKET_DELAY value: {val}")),
            None => None,
        };

        // Helper function to parse float values
        let parse_float = |key: &str| -> Result<Option<f64>, String> {
            match get_field(key) {
                Some(val) if !val.is_empty() => val
                    .parse::<f64>()
                    .map(Some)
                    .map_err(|_| format!("Failed to parse {key} as float: {val}")),
                _ => Ok(None),
            }
        };

        Ok(MarketFields {
            mid_open: parse_float("MID_OPEN")?,
            high: parse_float("HIGH")?,
            offer: parse_float("OFFER")?,
            change: parse_float("CHANGE")?,
            market_delay,
            low: parse_float("LOW")?,
            bid: parse_float("BID")?,
            change_pct: parse_float("CHANGE_PCT")?,
            market_state,
            update_time: get_field("UPDATE_TIME"),
        })
    }
}

impl fmt::Display for MarketData {
    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
        let json = serde_json::to_string(self).map_err(|_| fmt::Error)?;
        write!(f, "{json}")
    }
}

impl From<&ItemUpdate> for MarketData {
    fn from(item_update: &ItemUpdate) -> Self {
        Self::from_item_update(item_update).unwrap_or_else(|_| MarketData {
            item_name: String::new(),
            item_pos: 0,
            fields: MarketFields::default(),
            changed_fields: MarketFields::default(),
            is_snapshot: false,
        })
    }
}

/// Fields containing market price and status information
#[derive(Debug, Clone, Serialize, Deserialize, Default, PartialEq)]
pub struct MarketFields {
    /// The mid-open price of the market
    #[serde(rename = "MID_OPEN")]
    #[serde(with = "string_as_float_opt")]
    #[serde(default)]
    pub mid_open: Option<f64>,

    /// The highest price reached by the market in the current trading session
    #[serde(rename = "HIGH")]
    #[serde(with = "string_as_float_opt")]
    #[serde(default)]
    pub high: Option<f64>,

    /// The current offer (ask) price of the market
    #[serde(rename = "OFFER")]
    #[serde(with = "string_as_float_opt")]
    #[serde(default)]
    pub offer: Option<f64>,

    /// The absolute price change since the previous close
    #[serde(rename = "CHANGE")]
    #[serde(with = "string_as_float_opt")]
    #[serde(default)]
    pub change: Option<f64>,

    /// Indicates if there is a delay in market data
    #[serde(rename = "MARKET_DELAY")]
    #[serde(with = "string_as_bool_opt")]
    #[serde(default)]
    pub market_delay: Option<bool>,

    /// The lowest price reached by the market in the current trading session
    #[serde(rename = "LOW")]
    #[serde(with = "string_as_float_opt")]
    #[serde(default)]
    pub low: Option<f64>,

    /// The current bid price of the market
    #[serde(rename = "BID")]
    #[serde(with = "string_as_float_opt")]
    #[serde(default)]
    pub bid: Option<f64>,

    /// The percentage price change since the previous close
    #[serde(rename = "CHANGE_PCT")]
    #[serde(with = "string_as_float_opt")]
    #[serde(default)]
    pub change_pct: Option<f64>,

    /// The current state of the market (e.g., Tradeable, Closed, etc.)
    #[serde(rename = "MARKET_STATE")]
    #[serde(default)]
    pub market_state: Option<MarketState>,

    /// The timestamp of the last market update
    #[serde(rename = "UPDATE_TIME")]
    #[serde(default)]
    pub update_time: Option<String>,
}

use once_cell::sync::Lazy;
use std::sync::Arc;
use tokio::sync::Semaphore;

// Global semaphore to limit concurrency in API requests
// This ensures that rate limits are not exceeded
static API_SEMAPHORE: Lazy<Arc<Semaphore>> = Lazy::new(|| Arc::new(Semaphore::new(1)));

/// Function to recursively build the market hierarchy with rate limiting
///
/// This function builds the market hierarchy recursively, respecting
/// the API rate limits. It uses a semaphore to ensure that only
/// one request is made at a time, thus avoiding exceeding rate limits.
pub fn build_market_hierarchy<'a>(
    market_service: &'a impl MarketService,
    session: &'a IgSession,
    node_id: Option<&'a str>,
    depth: usize,
) -> Pin<Box<dyn Future<Output = Result<Vec<MarketNode>, AppError>> + 'a>> {
    Box::pin(async move {
        // Limit the depth to avoid infinite loops
        if depth > 7 {
            debug!("Reached maximum depth of 5, stopping recursion");
            return Ok(Vec::new());
        }

        // Acquire the semaphore to limit concurrency
        // This ensures that only one API request is made at a time
        let _permit = API_SEMAPHORE.clone().acquire_owned().await.unwrap();

        // The rate limiter will handle any necessary delays between requests
        // No explicit sleep calls are needed here

        // Get the nodes and markets at the current level
        let navigation: MarketNavigationResponse = match node_id {
            Some(id) => {
                debug!("Getting navigation node: {}", id);
                match market_service.get_market_navigation_node(session, id).await {
                    Ok(response) => {
                        debug!(
                            "Response received for node {}: {} nodes, {} markets",
                            id,
                            response.nodes.len(),
                            response.markets.len()
                        );
                        response
                    }
                    Err(e) => {
                        error!("Error getting node {}: {:?}", id, e);
                        // If we hit a rate limit, return empty results instead of failing
                        if matches!(e, AppError::RateLimitExceeded | AppError::Unexpected(_)) {
                            info!("Rate limit or API error encountered, returning partial results");
                            return Ok(Vec::new());
                        }
                        return Err(e);
                    }
                }
            }
            None => {
                debug!("Getting top-level navigation nodes");
                match market_service.get_market_navigation(session).await {
                    Ok(response) => {
                        debug!(
                            "Response received for top-level nodes: {} nodes, {} markets",
                            response.nodes.len(),
                            response.markets.len()
                        );
                        response
                    }
                    Err(e) => {
                        error!("Error getting top-level nodes: {:?}", e);
                        return Err(e);
                    }
                }
            }
        };

        let mut nodes = Vec::new();

        // Process all nodes at this level
        let nodes_to_process = navigation.nodes;

        // Release the semaphore before processing child nodes
        // This allows other requests to be processed while we wait
        // for recursive requests to complete
        drop(_permit);

        // Process nodes sequentially with rate limiting
        // This is important to respect the API rate limits
        // By processing nodes sequentially, we allow the rate limiter
        // to properly control the flow of requests
        for node in nodes_to_process.into_iter() {
            // Recursively get the children of this node
            match build_market_hierarchy(market_service, session, Some(&node.id), depth + 1).await {
                Ok(children) => {
                    info!("Adding node {} with {} children", node.name, children.len());
                    nodes.push(MarketNode {
                        id: node.id.clone(),
                        name: node.name.clone(),
                        children,
                        markets: Vec::new(),
                    });
                }
                Err(e) => {
                    error!("Error building hierarchy for node {}: {:?}", node.id, e);
                    // Continuar con otros nodos incluso si uno falla
                    if depth < 7 {
                        nodes.push(MarketNode {
                            id: node.id.clone(),
                            name: format!("{} (error: {})", node.name, e),
                            children: Vec::new(),
                            markets: Vec::new(),
                        });
                    }
                }
            }
        }

        // Process all markets in this node
        let markets_to_process = navigation.markets;
        for market in markets_to_process {
            debug!("Adding market: {}", market.instrument_name);
            nodes.push(MarketNode {
                id: market.epic.clone(),
                name: market.instrument_name.clone(),
                children: Vec::new(),
                markets: vec![market],
            });
        }

        Ok(nodes)
    })
}

/// Recursively extract all markets from the hierarchy into a flat list
pub fn extract_markets_from_hierarchy(
    nodes: &[MarketNode],
) -> Vec<crate::application::models::market::MarketData> {
    let mut all_markets = Vec::new();

    for node in nodes {
        // Add markets from this node
        all_markets.extend(node.markets.clone());

        // Recursively add markets from child nodes
        if !node.children.is_empty() {
            all_markets.extend(extract_markets_from_hierarchy(&node.children));
        }
    }

    all_markets
}