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//! Fetch time series stock data from [IEX](https://iexcloud.io/docs/), implements Publisher trait
///
/// Example - retrieves historical data for Apple's daily stock price:
/// Reference https://iexcloud.io/docs/api/#historical-prices
/// https://api.iex.cloud/v1/stock/AAPL/chart/2y?token=YOUR-TOKEN-HERE
///
/// Reference https://iexcloud.io/docs/core/HISTORICAL_PRICES
/// https://api.iex.cloud/v1/data/core/historical_prices/aapl?range=2y&token=YOUR-TOKEN-HERE
use chrono::NaiveDate;
use serde::{Deserialize, Serialize};
use url::Url;
use crate::{
client::{Interval, MarketSeries, Series},
errors::{MarketError, MarketResult},
publishers::Publisher,
rest_call::Client,
};
const BASE_URL: &str = "https://api.iex.cloud/v1/stock/";
/// Fetch time series stock data from [IEX](https://iexcloud.io/docs/), implements Publisher trait
#[derive(Debug, Default)]
pub struct Iex {
token: String,
requests: Vec<IexRequest>,
endpoints: Vec<url::Url>,
data: Vec<Vec<IexDailyPrices>>,
}
#[derive(Debug, Default)]
pub struct IexRequest {
symbol: String,
range: String,
}
impl Iex {
pub fn new(token: impl Into<String>) -> Self {
Iex {
token: token.into(),
..Default::default()
}
}
/// Request for daily series
pub fn daily_series(&mut self, symbol: impl Into<String>, range: impl Into<String>) -> () {
self.requests.push(IexRequest {
symbol: symbol.into(),
range: range.into(),
});
}
}
impl Publisher for Iex {
fn create_endpoint(&mut self) -> MarketResult<()> {
let base_url = Url::parse(BASE_URL)?;
self.endpoints = self
.requests
.iter()
.map(|request| {
let constructed_url = base_url
.join(&format!(
"{}/chart/{}?token={}",
request.symbol, request.range, self.token
))
.unwrap();
constructed_url
})
.collect();
// self.requests have to be consumed once used for creating the endpoints
self.requests.clear();
Ok(())
}
#[cfg(feature = "use-sync")]
fn get_data(&mut self) -> MarketResult<()> {
let rest_client = Client::new();
for endpoint in &self.endpoints {
let response = rest_client.get_data(endpoint)?;
let body = response.into_string()?;
let prices: Vec<IexDailyPrices> = serde_json::from_str(&body)?;
self.data.push(prices);
}
// self.endpoints have to be consumed once the data was downloaded for requested URL
self.endpoints.clear();
Ok(())
}
#[cfg(feature = "use-async")]
async fn get_data(&mut self) -> MarketResult<()> {
let client = Client::new();
for endpoint in &self.endpoints {
let response = client.get_data(endpoint).await?;
let body = response.text().await?;
let prices: Vec<IexDailyPrices> = serde_json::from_str(&body)?;
self.data.push(prices);
}
// self.endpoints have to be consumed once the data was downloaded for requested URL
self.endpoints.clear();
Ok(())
}
fn to_writer(&self, writer: impl std::io::Write) -> MarketResult<()> {
serde_json::to_writer(writer, &self.data).map_err(|err| {
MarketError::ToWriter(format!("Unable to write to writer, got the error: {}", err))
})?;
Ok(())
}
fn transform_data(&mut self) -> Vec<MarketResult<MarketSeries>> {
let mut result: Vec<MarketResult<MarketSeries>> = Vec::new();
let mut symbol = String::new();
for data in self.data.iter() {
let mut data_series: Vec<Series> = Vec::with_capacity(data.len());
for series in data.iter() {
let date: NaiveDate = match NaiveDate::parse_from_str(&series.date, "%Y-%m-%d") {
//.map_err(|e| {MarketError::ParsingError(format!("Unable to parse Date field: {}", e))
Ok(date) => date,
Err(err) => {
result.push(Err(MarketError::ParsingError(format!(
"Unable to parse Date field: {}",
err
))));
break;
}
};
data_series.push(Series {
date: date,
open: series.open,
close: series.close,
high: series.high,
low: series.low,
volume: series.volume as f32,
});
symbol = series.symbol.clone();
}
// sort the series by date
data_series.sort_by_key(|item| item.date);
result.push(Ok(MarketSeries {
symbol: symbol.clone(),
interval: Interval::Daily,
data: data_series,
}))
}
result
}
}
#[derive(Debug, Deserialize, Serialize)]
struct IexDailyPrices {
close: f32,
high: f32,
low: f32,
open: f32,
#[allow(dead_code)]
#[serde(rename(deserialize = "priceDate"))]
price_date: String,
#[allow(dead_code)]
symbol: String,
volume: u64,
#[allow(dead_code)]
id: String,
#[allow(dead_code)]
key: String,
#[allow(dead_code)]
subkey: String,
date: String,
#[allow(dead_code)]
updated: u64,
#[allow(dead_code)]
#[serde(rename(deserialize = "changeOverTime"))]
change_over_time: f32,
#[allow(dead_code)]
#[serde(rename(deserialize = "marketChangeOverTime"))]
market_change_over_time: f32,
#[allow(dead_code)]
#[serde(rename(deserialize = "uOpen"))]
u_open: f32,
#[allow(dead_code)]
#[serde(rename(deserialize = "uClose"))]
u_close: f32,
#[allow(dead_code)]
#[serde(rename(deserialize = "uHigh"))]
u_high: f32,
#[allow(dead_code)]
#[serde(rename(deserialize = "uLow"))]
u_low: f32,
#[allow(dead_code)]
#[serde(rename(deserialize = "uVolume"))]
u_volume: u64,
#[allow(dead_code)]
#[serde(rename(deserialize = "fOpen"))]
f_open: f32,
#[allow(dead_code)]
#[serde(rename(deserialize = "fClose"))]
f_close: f32,
#[allow(dead_code)]
#[serde(rename(deserialize = "fHigh"))]
f_high: f32,
#[allow(dead_code)]
#[serde(rename(deserialize = "fLow"))]
f_low: f32,
#[allow(dead_code)]
#[serde(rename(deserialize = "fVolume"))]
f_volume: u64,
#[allow(dead_code)]
label: String,
#[allow(dead_code)]
change: f32,
#[allow(dead_code)]
#[serde(rename(deserialize = "changePercent"))]
change_percent: f32,
}
// HistoricalPrice struct fields:
// close number Adjusted data for historical dates. Split adjusted only.
// high number Adjusted data for historical dates. Split adjusted only.
// low number Adjusted data for historical dates. Split adjusted only.
// open number Adjusted data for historical dates. Split adjusted only.
// symbol string Associated symbol or ticker
// volume number Adjusted data for historical dates. Split adjusted only.
// changeOverTime number Percent change of each interval relative to first value. Useful for comparing multiple stocks.
// marketChangeOverTime number Percent change of each interval relative to first value. 15 minute delayed consolidated data.
// uOpen number Unadjusted data for historical dates.
// uClose number Unadjusted data for historical dates.
// uHigh number Unadjusted data for historical dates.
// uLow number Unadjusted data for historical dates.
// uVolume number Unadjusted data for historical dates.
// fOpen number Fully adjusted for historical dates.
// fClose number Fully adjusted for historical dates.
// fHigh number Fully adjusted for historical dates.
// fLow number Fully adjusted for historical dates.
// fVolume number Fully adjusted for historical dates.
// label number A human readable format of the date depending on the range.
// change number Change from previous trading day.
// changePercent number Change percent from previous trading day.