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use chrono::{DateTime, Utc}; use futures::{stream, StreamExt}; use itertools::Itertools; pub mod api; pub mod common; pub mod csv; pub mod request; pub mod streamer; pub mod symbol; pub use crate::{api::*, common::*, request::*}; const MAX_SYMBOL_SUMMARY_BATCH_SIZE: usize = 500; const PARALLEL_REQUESTS: usize = 10; pub async fn accounts() -> Result<Vec<accounts::Item>, RequestError> { let url = "customers/me/accounts"; let response: api::Response<accounts::Response> = request(url, "") .await? .json() .await .map_err(|e| map_decode_err(e, url, None))?; Ok(response.data.items) } pub async fn watchlists() -> Result<Vec<watchlists::Item>, RequestError> { let url = "watchlists"; let response: api::Response<watchlists::Response> = request(url, "") .await? .json() .await .map_err(|e| map_decode_err(e, url, None))?; Ok(response.data.items) } pub async fn public_watchlists() -> Result<Vec<watchlists::Item>, RequestError> { let url = "public-watchlists"; let response: api::Response<watchlists::Response> = request(url, "") .await? .json() .await .map_err(|e| map_decode_err(e, url, None))?; Ok(response.data.items) } pub async fn positions(account: &accounts::Account) -> Result<Vec<positions::Item>, RequestError> { let url = format!("accounts/{}/positions", account.account_number); let response: api::Response<positions::Response> = request(&url, "").await?.json().await.map_err(|e| { log::error!("Error deserializing {}: {:?}", url, e); RequestError::FailedRequest { e, url: url.to_string(), } })?; Ok(response.data.items) } pub async fn transactions( account: &accounts::Account, start_date: DateTime<Utc>, end_date: DateTime<Utc>, prev_pagination: Option<Pagination>, ) -> Result<Option<(Vec<transactions::Item>, Option<Pagination>)>, RequestError> { 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, end_date, page_offset ); let response: api::Response<transactions::Response> = request(&url, ¶meters) .await? .json() .await .map_err(|e| map_decode_err(e, &url, Some(¶meters)))?; Ok(Some((response.data.items, response.pagination))) } pub async fn market_metrics(symbols: &[String]) -> Result<Vec<market_metrics::Item>, RequestError> { let mut 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>, RequestError> = request(url_path, params_string) .await? .json() .await .map_err(|e| map_decode_err(e, url_path, Some(params_string))); response }, )) .buffered(PARALLEL_REQUESTS) .collect::<Vec<_>>() .await; let mut json = vec![]; for result in results.drain(..) { json.append(&mut result?.data.items); } Ok(json) } pub async fn option_chains(symbol: &str) -> Result<Vec<option_chains::Item>, RequestError> { let url = format!("option-chains/{}/nested", symbol); let response: api::Response<option_chains::Response> = request(&url, "") .await? .json() .await .map_err(|e| map_decode_err(e, &url, None))?; Ok(response.data.items) } fn map_decode_err(e: reqwest::Error, url: &str, params: Option<&str>) -> RequestError { let url_string = if let Some(params) = params { format!("{}?{}", url, params) } else { url.to_string() }; RequestError::Decode { e, url: url_string } }