alpaca_data/crypto/
response.rs

1use std::collections::HashMap;
2
3use crate::{Error, transport::pagination::PaginatedResponse};
4
5use super::{Bar, Orderbook, Quote, Snapshot, Trade};
6
7#[derive(Clone, Debug, Default, PartialEq, serde::Deserialize)]
8pub struct BarsResponse {
9    pub bars: HashMap<String, Vec<Bar>>,
10    pub next_page_token: Option<String>,
11}
12
13#[derive(Clone, Debug, Default, PartialEq, serde::Deserialize)]
14pub struct QuotesResponse {
15    pub quotes: HashMap<String, Vec<Quote>>,
16    pub next_page_token: Option<String>,
17}
18
19#[derive(Clone, Debug, Default, PartialEq, serde::Deserialize)]
20pub struct TradesResponse {
21    pub trades: HashMap<String, Vec<Trade>>,
22    pub next_page_token: Option<String>,
23}
24
25#[derive(Clone, Debug, Default, PartialEq, serde::Deserialize)]
26pub struct LatestBarsResponse {
27    pub bars: HashMap<String, Bar>,
28}
29
30#[derive(Clone, Debug, Default, PartialEq, serde::Deserialize)]
31pub struct LatestQuotesResponse {
32    pub quotes: HashMap<String, Quote>,
33}
34
35#[derive(Clone, Debug, Default, PartialEq, serde::Deserialize)]
36pub struct LatestTradesResponse {
37    pub trades: HashMap<String, Trade>,
38}
39
40#[derive(Clone, Debug, Default, PartialEq, serde::Deserialize)]
41pub struct LatestOrderbooksResponse {
42    pub orderbooks: HashMap<String, Orderbook>,
43}
44
45#[derive(Clone, Debug, Default, PartialEq, serde::Deserialize)]
46pub struct SnapshotsResponse {
47    pub snapshots: HashMap<String, Snapshot>,
48}
49
50fn merge_batch_page<Item>(
51    current: &mut HashMap<String, Vec<Item>>,
52    next: HashMap<String, Vec<Item>>,
53) {
54    for (symbol, mut items) in next {
55        current.entry(symbol).or_default().append(&mut items);
56    }
57}
58
59impl PaginatedResponse for BarsResponse {
60    fn next_page_token(&self) -> Option<&str> {
61        self.next_page_token.as_deref()
62    }
63
64    fn merge_page(&mut self, next: Self) -> Result<(), Error> {
65        merge_batch_page(&mut self.bars, next.bars);
66        self.next_page_token = next.next_page_token;
67        Ok(())
68    }
69
70    fn clear_next_page_token(&mut self) {
71        self.next_page_token = None;
72    }
73}
74
75impl PaginatedResponse for QuotesResponse {
76    fn next_page_token(&self) -> Option<&str> {
77        self.next_page_token.as_deref()
78    }
79
80    fn merge_page(&mut self, next: Self) -> Result<(), Error> {
81        merge_batch_page(&mut self.quotes, next.quotes);
82        self.next_page_token = next.next_page_token;
83        Ok(())
84    }
85
86    fn clear_next_page_token(&mut self) {
87        self.next_page_token = None;
88    }
89}
90
91impl PaginatedResponse for TradesResponse {
92    fn next_page_token(&self) -> Option<&str> {
93        self.next_page_token.as_deref()
94    }
95
96    fn merge_page(&mut self, next: Self) -> Result<(), Error> {
97        merge_batch_page(&mut self.trades, next.trades);
98        self.next_page_token = next.next_page_token;
99        Ok(())
100    }
101
102    fn clear_next_page_token(&mut self) {
103        self.next_page_token = None;
104    }
105}
106
107#[cfg(test)]
108mod tests {
109    use std::collections::HashMap;
110
111    use crate::transport::pagination::PaginatedResponse;
112
113    use super::{
114        Bar, BarsResponse, LatestBarsResponse, LatestOrderbooksResponse, LatestTradesResponse,
115        QuotesResponse, SnapshotsResponse, TradesResponse,
116    };
117
118    #[test]
119    fn historical_responses_deserialize_official_wrapper_shapes() {
120        let bars: BarsResponse = serde_json::from_str(
121            r#"{"bars":{"BTC/USD":[{"c":66926.1935,"h":66946.85,"l":66920.6075,"n":0,"o":66942.46,"t":"2026-04-04T00:00:00Z","v":0.02821505,"vw":66933.72875}]},"next_page_token":"page-2"}"#,
122        )
123        .expect("bars response should deserialize");
124        assert_eq!(bars.next_page_token.as_deref(), Some("page-2"));
125        assert_eq!(
126            bars.bars.get("BTC/USD").map(Vec::len).unwrap_or_default(),
127            1
128        );
129
130        let quotes: QuotesResponse = serde_json::from_str(
131            r#"{"quotes":{"BTC/USD":[{"ap":67005.5,"as":1.26733,"bp":66894.8,"bs":2.56753,"t":"2026-04-04T00:00:04.184229364Z"}]},"next_page_token":"page-3"}"#,
132        )
133        .expect("quotes response should deserialize");
134        assert_eq!(quotes.next_page_token.as_deref(), Some("page-3"));
135        assert_eq!(
136            quotes
137                .quotes
138                .get("BTC/USD")
139                .map(Vec::len)
140                .unwrap_or_default(),
141            1
142        );
143
144        let trades: TradesResponse = serde_json::from_str(
145            r#"{"trades":{"BTC/USD":[{"i":5536632919737126473,"p":66969.687,"s":0.000073,"t":"2026-04-04T00:01:02.445726428Z","tks":"B"}]},"next_page_token":"page-4"}"#,
146        )
147        .expect("trades response should deserialize");
148        assert_eq!(trades.next_page_token.as_deref(), Some("page-4"));
149        assert_eq!(
150            trades
151                .trades
152                .get("BTC/USD")
153                .map(Vec::len)
154                .unwrap_or_default(),
155            1
156        );
157    }
158
159    #[test]
160    fn historical_merge_combines_symbol_buckets_and_clears_next_page_token() {
161        let mut first = BarsResponse {
162            bars: HashMap::from([(
163                "BTC/USD".into(),
164                vec![Bar {
165                    t: Some("2026-04-04T00:00:00Z".into()),
166                    ..Bar::default()
167                }],
168            )]),
169            next_page_token: Some("page-2".into()),
170        };
171        let second = BarsResponse {
172            bars: HashMap::from([(
173                "ETH/USD".into(),
174                vec![Bar {
175                    t: Some("2026-04-04T00:00:00Z".into()),
176                    ..Bar::default()
177                }],
178            )]),
179            next_page_token: None,
180        };
181
182        first
183            .merge_page(second)
184            .expect("merge should combine pages without error");
185        first.clear_next_page_token();
186
187        assert_eq!(first.next_page_token, None);
188        assert_eq!(first.bars.len(), 2);
189    }
190
191    #[test]
192    fn quote_and_trade_merge_append_more_items() {
193        let mut quotes = QuotesResponse {
194            quotes: HashMap::from([(
195                "BTC/USD".into(),
196                vec![super::Quote {
197                    t: Some("2026-04-04T00:00:04.184229364Z".into()),
198                    ..super::Quote::default()
199                }],
200            )]),
201            next_page_token: Some("page-2".into()),
202        };
203        quotes
204            .merge_page(QuotesResponse {
205                quotes: HashMap::from([(
206                    "BTC/USD".into(),
207                    vec![super::Quote {
208                        t: Some("2026-04-04T00:00:05.184229364Z".into()),
209                        ..super::Quote::default()
210                    }],
211                )]),
212                next_page_token: None,
213            })
214            .expect("quote merge should append items");
215        assert_eq!(
216            quotes
217                .quotes
218                .get("BTC/USD")
219                .map(Vec::len)
220                .unwrap_or_default(),
221            2
222        );
223
224        let mut trades = TradesResponse {
225            trades: HashMap::from([(
226                "BTC/USD".into(),
227                vec![super::Trade {
228                    t: Some("2026-04-04T00:01:02.445726428Z".into()),
229                    ..super::Trade::default()
230                }],
231            )]),
232            next_page_token: Some("page-3".into()),
233        };
234        trades
235            .merge_page(TradesResponse {
236                trades: HashMap::from([(
237                    "BTC/USD".into(),
238                    vec![super::Trade {
239                        t: Some("2026-04-04T00:01:03.445726428Z".into()),
240                        ..super::Trade::default()
241                    }],
242                )]),
243                next_page_token: None,
244            })
245            .expect("trade merge should append items");
246        assert_eq!(
247            trades
248                .trades
249                .get("BTC/USD")
250                .map(Vec::len)
251                .unwrap_or_default(),
252            2
253        );
254    }
255
256    #[test]
257    fn latest_responses_deserialize_official_wrapper_shapes() {
258        let latest_bars: LatestBarsResponse = serde_json::from_str(
259            r#"{"bars":{"BTC/USD":{"c":66800.79,"h":66817.1675,"l":66800.79,"n":0,"o":66812.172,"t":"2026-04-04T04:13:00Z","v":0.0,"vw":66808.97875}}}"#,
260        )
261        .expect("latest bars response should deserialize");
262        assert!(latest_bars.bars.contains_key("BTC/USD"));
263
264        let latest_trades: LatestTradesResponse = serde_json::from_str(
265            r#"{"trades":{"BTC/USD":{"i":519366231866950988,"p":66842.8,"s":0.000828,"t":"2026-04-04T04:12:55.361347989Z","tks":"B"}}}"#,
266        )
267        .expect("latest trades response should deserialize");
268        assert!(latest_trades.trades.contains_key("BTC/USD"));
269
270        let latest_orderbooks: LatestOrderbooksResponse = serde_json::from_str(
271            r#"{"orderbooks":{"BTC/USD":{"a":[{"p":66819.4,"s":1.28052},{"p":66847.8,"s":2.5525}],"b":[{"p":66763.431,"s":1.272},{"p":66743.135,"s":2.5795}],"t":"2026-04-04T04:14:35.581059122Z"}}}"#,
272        )
273        .expect("latest orderbooks response should deserialize");
274        assert!(latest_orderbooks.orderbooks.contains_key("BTC/USD"));
275    }
276
277    #[test]
278    fn snapshots_response_deserializes_official_wrapper_shape() {
279        let snapshots: SnapshotsResponse = serde_json::from_str(
280            r#"{"snapshots":{"BTC/USD":{"dailyBar":{"c":66800.79,"h":66975.1,"l":66772.66,"n":87,"o":66942.46,"t":"2026-04-04T00:00:00Z","v":0.029938953,"vw":66854.9651939408},"latestQuote":{"ap":66819.4,"as":1.28052,"bp":66763.431,"bs":1.272,"t":"2026-04-04T04:14:35.580241652Z"},"latestTrade":{"i":7456836641300628344,"p":66832.6,"s":0.000946,"t":"2026-04-04T04:14:32.161121311Z","tks":"B"},"minuteBar":{"c":66800.79,"h":66817.1675,"l":66800.79,"n":0,"o":66812.172,"t":"2026-04-04T04:13:00Z","v":0.0,"vw":66808.97875},"prevDailyBar":{"c":66961.45,"h":67293.2523,"l":66252.479,"n":549,"o":66887.805,"t":"2026-04-03T00:00:00Z","v":1.117036142,"vw":66779.3688392417}}}}"#,
281        )
282        .expect("snapshots response should deserialize");
283
284        let snapshot = snapshots
285            .snapshots
286            .get("BTC/USD")
287            .expect("snapshot response should include the symbol");
288        assert!(snapshot.latestTrade.is_some());
289        assert!(snapshot.latestQuote.is_some());
290        assert!(snapshot.minuteBar.is_some());
291        assert!(snapshot.dailyBar.is_some());
292        assert!(snapshot.prevDailyBar.is_some());
293    }
294}