alpaca_data/options/
request.rs

1use crate::Error;
2use crate::common::query::QueryWriter;
3use crate::common::validate::{validate_required_symbol, validate_required_symbols};
4use crate::transport::pagination::PaginatedRequest;
5
6use super::{ContractType, OptionsFeed, Sort, TickType, TimeFrame};
7
8#[derive(Clone, Debug, Default)]
9pub struct BarsRequest {
10    pub symbols: Vec<String>,
11    pub timeframe: TimeFrame,
12    pub start: Option<String>,
13    pub end: Option<String>,
14    pub limit: Option<u32>,
15    pub sort: Option<Sort>,
16    pub page_token: Option<String>,
17}
18
19#[derive(Clone, Debug, Default)]
20pub struct TradesRequest {
21    pub symbols: Vec<String>,
22    pub start: Option<String>,
23    pub end: Option<String>,
24    pub limit: Option<u32>,
25    pub sort: Option<Sort>,
26    pub page_token: Option<String>,
27}
28
29#[derive(Clone, Debug, Default)]
30pub struct LatestQuotesRequest {
31    pub symbols: Vec<String>,
32    pub feed: Option<OptionsFeed>,
33}
34
35#[derive(Clone, Debug, Default)]
36pub struct LatestTradesRequest {
37    pub symbols: Vec<String>,
38    pub feed: Option<OptionsFeed>,
39}
40
41#[derive(Clone, Debug, Default)]
42pub struct SnapshotsRequest {
43    pub symbols: Vec<String>,
44    pub feed: Option<OptionsFeed>,
45    pub limit: Option<u32>,
46    pub page_token: Option<String>,
47}
48
49#[derive(Clone, Debug, Default)]
50pub struct ChainRequest {
51    pub underlying_symbol: String,
52    pub feed: Option<OptionsFeed>,
53    pub r#type: Option<ContractType>,
54    pub strike_price_gte: Option<f64>,
55    pub strike_price_lte: Option<f64>,
56    pub expiration_date: Option<String>,
57    pub expiration_date_gte: Option<String>,
58    pub expiration_date_lte: Option<String>,
59    pub root_symbol: Option<String>,
60    pub updated_since: Option<String>,
61    pub limit: Option<u32>,
62    pub page_token: Option<String>,
63}
64
65#[derive(Clone, Debug, Default)]
66pub struct ConditionCodesRequest {
67    pub ticktype: TickType,
68}
69
70impl BarsRequest {
71    pub(crate) fn validate(&self) -> Result<(), Error> {
72        validate_option_symbols(&self.symbols)?;
73        validate_limit(self.limit, 1, 10_000)
74    }
75
76    pub(crate) fn to_query(self) -> Vec<(String, String)> {
77        let mut query = QueryWriter::default();
78        query.push_csv("symbols", self.symbols);
79        query.push_opt("timeframe", Some(self.timeframe));
80        query.push_opt("start", self.start);
81        query.push_opt("end", self.end);
82        query.push_opt("limit", self.limit);
83        query.push_opt("page_token", self.page_token);
84        query.push_opt("sort", self.sort);
85        query.finish()
86    }
87}
88
89impl TradesRequest {
90    pub(crate) fn validate(&self) -> Result<(), Error> {
91        validate_option_symbols(&self.symbols)?;
92        validate_limit(self.limit, 1, 10_000)
93    }
94
95    pub(crate) fn to_query(self) -> Vec<(String, String)> {
96        let mut query = QueryWriter::default();
97        query.push_csv("symbols", self.symbols);
98        query.push_opt("start", self.start);
99        query.push_opt("end", self.end);
100        query.push_opt("limit", self.limit);
101        query.push_opt("page_token", self.page_token);
102        query.push_opt("sort", self.sort);
103        query.finish()
104    }
105}
106
107impl LatestQuotesRequest {
108    pub(crate) fn validate(&self) -> Result<(), Error> {
109        validate_option_symbols(&self.symbols)
110    }
111
112    #[allow(dead_code)]
113    pub(crate) fn to_query(self) -> Vec<(String, String)> {
114        latest_query(self.symbols, self.feed)
115    }
116}
117
118impl LatestTradesRequest {
119    pub(crate) fn validate(&self) -> Result<(), Error> {
120        validate_option_symbols(&self.symbols)
121    }
122
123    #[allow(dead_code)]
124    pub(crate) fn to_query(self) -> Vec<(String, String)> {
125        latest_query(self.symbols, self.feed)
126    }
127}
128
129impl SnapshotsRequest {
130    pub(crate) fn validate(&self) -> Result<(), Error> {
131        validate_option_symbols(&self.symbols)?;
132        validate_limit(self.limit, 1, 1_000)
133    }
134
135    #[allow(dead_code)]
136    pub(crate) fn to_query(self) -> Vec<(String, String)> {
137        let mut query = QueryWriter::default();
138        query.push_csv("symbols", self.symbols);
139        query.push_opt("feed", self.feed);
140        query.push_opt("limit", self.limit);
141        query.push_opt("page_token", self.page_token);
142        query.finish()
143    }
144}
145
146impl ChainRequest {
147    pub(crate) fn validate(&self) -> Result<(), Error> {
148        validate_required_symbol(&self.underlying_symbol, "underlying_symbol")?;
149        validate_limit(self.limit, 1, 1_000)
150    }
151
152    #[allow(dead_code)]
153    pub(crate) fn to_query(self) -> Vec<(String, String)> {
154        let mut query = QueryWriter::default();
155        query.push_opt("feed", self.feed);
156        query.push_opt("type", self.r#type);
157        query.push_opt("strike_price_gte", self.strike_price_gte);
158        query.push_opt("strike_price_lte", self.strike_price_lte);
159        query.push_opt("expiration_date", self.expiration_date);
160        query.push_opt("expiration_date_gte", self.expiration_date_gte);
161        query.push_opt("expiration_date_lte", self.expiration_date_lte);
162        query.push_opt("root_symbol", self.root_symbol);
163        query.push_opt("updated_since", self.updated_since);
164        query.push_opt("limit", self.limit);
165        query.push_opt("page_token", self.page_token);
166        query.finish()
167    }
168}
169
170impl ConditionCodesRequest {
171    pub(crate) fn ticktype(&self) -> &'static str {
172        self.ticktype.as_str()
173    }
174}
175
176impl PaginatedRequest for BarsRequest {
177    fn with_page_token(&self, page_token: Option<String>) -> Self {
178        let mut next = self.clone();
179        next.page_token = page_token;
180        next
181    }
182}
183
184impl PaginatedRequest for TradesRequest {
185    fn with_page_token(&self, page_token: Option<String>) -> Self {
186        let mut next = self.clone();
187        next.page_token = page_token;
188        next
189    }
190}
191
192impl PaginatedRequest for SnapshotsRequest {
193    fn with_page_token(&self, page_token: Option<String>) -> Self {
194        let mut next = self.clone();
195        next.page_token = page_token;
196        next
197    }
198}
199
200impl PaginatedRequest for ChainRequest {
201    fn with_page_token(&self, page_token: Option<String>) -> Self {
202        let mut next = self.clone();
203        next.page_token = page_token;
204        next
205    }
206}
207
208#[allow(dead_code)]
209fn latest_query(symbols: Vec<String>, feed: Option<OptionsFeed>) -> Vec<(String, String)> {
210    let mut query = QueryWriter::default();
211    query.push_csv("symbols", symbols);
212    query.push_opt("feed", feed);
213    query.finish()
214}
215
216fn validate_option_symbols(symbols: &[String]) -> Result<(), Error> {
217    if symbols.is_empty() {
218        return validate_required_symbols(symbols);
219    }
220
221    if symbols.len() > 100 {
222        return Err(Error::InvalidRequest(
223            "symbols must contain at most 100 contract symbols".into(),
224        ));
225    }
226
227    validate_required_symbols(symbols)
228}
229
230fn validate_limit(limit: Option<u32>, min: u32, max: u32) -> Result<(), Error> {
231    if let Some(limit) = limit {
232        if !(min..=max).contains(&limit) {
233            return Err(Error::InvalidRequest(format!(
234                "limit must be between {min} and {max}"
235            )));
236        }
237    }
238
239    Ok(())
240}
241
242#[cfg(test)]
243mod tests {
244    use crate::Error;
245
246    use super::{
247        BarsRequest, ChainRequest, ConditionCodesRequest, ContractType, LatestQuotesRequest,
248        LatestTradesRequest, OptionsFeed, SnapshotsRequest, Sort, TickType, TimeFrame,
249        TradesRequest,
250    };
251
252    #[test]
253    fn bars_request_serializes_official_query_words() {
254        let query = BarsRequest {
255            symbols: vec!["AAPL260406C00180000".into(), "AAPL260406C00185000".into()],
256            timeframe: TimeFrame::from("1Day"),
257            start: Some("2026-04-01T00:00:00Z".into()),
258            end: Some("2026-04-03T00:00:00Z".into()),
259            limit: Some(2),
260            sort: Some(Sort::Asc),
261            page_token: Some("page-2".into()),
262        }
263        .to_query();
264
265        assert_eq!(
266            query,
267            vec![
268                (
269                    "symbols".to_string(),
270                    "AAPL260406C00180000,AAPL260406C00185000".to_string(),
271                ),
272                ("timeframe".to_string(), "1Day".to_string()),
273                ("start".to_string(), "2026-04-01T00:00:00Z".to_string()),
274                ("end".to_string(), "2026-04-03T00:00:00Z".to_string()),
275                ("limit".to_string(), "2".to_string()),
276                ("page_token".to_string(), "page-2".to_string()),
277                ("sort".to_string(), "asc".to_string()),
278            ]
279        );
280    }
281
282    #[test]
283    fn trades_request_serializes_official_query_words() {
284        let query = TradesRequest {
285            symbols: vec!["AAPL260406C00180000".into()],
286            start: Some("2026-04-02T13:39:00Z".into()),
287            end: Some("2026-04-02T13:40:00Z".into()),
288            limit: Some(1),
289            sort: Some(Sort::Desc),
290            page_token: Some("page-3".into()),
291        }
292        .to_query();
293
294        assert_eq!(
295            query,
296            vec![
297                ("symbols".to_string(), "AAPL260406C00180000".to_string()),
298                ("start".to_string(), "2026-04-02T13:39:00Z".to_string()),
299                ("end".to_string(), "2026-04-02T13:40:00Z".to_string()),
300                ("limit".to_string(), "1".to_string()),
301                ("page_token".to_string(), "page-3".to_string()),
302                ("sort".to_string(), "desc".to_string()),
303            ]
304        );
305    }
306
307    #[test]
308    fn latest_requests_serialize_official_query_words() {
309        let quotes_query = LatestQuotesRequest {
310            symbols: vec!["AAPL260406C00180000".into()],
311            feed: Some(OptionsFeed::Indicative),
312        }
313        .to_query();
314        assert_eq!(
315            quotes_query,
316            vec![
317                ("symbols".to_string(), "AAPL260406C00180000".to_string()),
318                ("feed".to_string(), "indicative".to_string()),
319            ]
320        );
321
322        let trades_query = LatestTradesRequest {
323            symbols: vec!["AAPL260406C00180000".into(), "AAPL260406C00185000".into()],
324            feed: Some(OptionsFeed::Opra),
325        }
326        .to_query();
327        assert_eq!(
328            trades_query,
329            vec![
330                (
331                    "symbols".to_string(),
332                    "AAPL260406C00180000,AAPL260406C00185000".to_string(),
333                ),
334                ("feed".to_string(), "opra".to_string()),
335            ]
336        );
337    }
338
339    #[test]
340    fn snapshot_requests_serialize_official_query_words() {
341        let query = SnapshotsRequest {
342            symbols: vec!["AAPL260406C00180000".into(), "AAPL260406C00185000".into()],
343            feed: Some(OptionsFeed::Indicative),
344            limit: Some(2),
345            page_token: Some("page-2".into()),
346        }
347        .to_query();
348
349        assert_eq!(
350            query,
351            vec![
352                (
353                    "symbols".to_string(),
354                    "AAPL260406C00180000,AAPL260406C00185000".to_string(),
355                ),
356                ("feed".to_string(), "indicative".to_string()),
357                ("limit".to_string(), "2".to_string()),
358                ("page_token".to_string(), "page-2".to_string()),
359            ]
360        );
361    }
362
363    #[test]
364    fn chain_request_serializes_official_query_words() {
365        let query = ChainRequest {
366            underlying_symbol: "AAPL".into(),
367            feed: Some(OptionsFeed::Indicative),
368            r#type: Some(ContractType::Call),
369            strike_price_gte: Some(180.0),
370            strike_price_lte: Some(200.0),
371            expiration_date: Some("2026-04-06".into()),
372            expiration_date_gte: Some("2026-04-06".into()),
373            expiration_date_lte: Some("2026-04-13".into()),
374            root_symbol: Some("AAPL".into()),
375            updated_since: Some("2026-04-02T19:30:00Z".into()),
376            limit: Some(3),
377            page_token: Some("page-3".into()),
378        }
379        .to_query();
380
381        assert_eq!(
382            query,
383            vec![
384                ("feed".to_string(), "indicative".to_string()),
385                ("type".to_string(), "call".to_string()),
386                ("strike_price_gte".to_string(), "180".to_string()),
387                ("strike_price_lte".to_string(), "200".to_string()),
388                ("expiration_date".to_string(), "2026-04-06".to_string()),
389                ("expiration_date_gte".to_string(), "2026-04-06".to_string()),
390                ("expiration_date_lte".to_string(), "2026-04-13".to_string()),
391                ("root_symbol".to_string(), "AAPL".to_string()),
392                (
393                    "updated_since".to_string(),
394                    "2026-04-02T19:30:00Z".to_string()
395                ),
396                ("limit".to_string(), "3".to_string()),
397                ("page_token".to_string(), "page-3".to_string()),
398            ]
399        );
400    }
401
402    #[test]
403    fn condition_codes_request_uses_official_ticktype_word() {
404        let trade = ConditionCodesRequest {
405            ticktype: TickType::Trade,
406        };
407        assert_eq!(trade.ticktype(), "trade");
408
409        let quote = ConditionCodesRequest {
410            ticktype: TickType::Quote,
411        };
412        assert_eq!(quote.ticktype(), "quote");
413    }
414
415    #[test]
416    fn requests_reject_empty_or_oversized_symbol_lists() {
417        let empty_errors = [
418            BarsRequest::default()
419                .validate()
420                .expect_err("bars symbols must be required"),
421            TradesRequest::default()
422                .validate()
423                .expect_err("trades symbols must be required"),
424            LatestQuotesRequest::default()
425                .validate()
426                .expect_err("latest quotes symbols must be required"),
427            LatestTradesRequest::default()
428                .validate()
429                .expect_err("latest trades symbols must be required"),
430            SnapshotsRequest::default()
431                .validate()
432                .expect_err("snapshots symbols must be required"),
433        ];
434
435        for error in empty_errors {
436            assert!(matches!(
437                error,
438                Error::InvalidRequest(message)
439                    if message.contains("symbols") && message.contains("empty")
440            ));
441        }
442
443        let symbols = (0..101)
444            .map(|index| format!("AAPL260406C{:08}", index))
445            .collect::<Vec<_>>();
446
447        let oversized_errors = [
448            BarsRequest {
449                symbols: symbols.clone(),
450                ..BarsRequest::default()
451            }
452            .validate()
453            .expect_err("bars symbols over one hundred must fail"),
454            LatestQuotesRequest {
455                symbols: symbols.clone(),
456                ..LatestQuotesRequest::default()
457            }
458            .validate()
459            .expect_err("latest quotes symbols over one hundred must fail"),
460            SnapshotsRequest {
461                symbols,
462                ..SnapshotsRequest::default()
463            }
464            .validate()
465            .expect_err("snapshots symbols over one hundred must fail"),
466        ];
467
468        for error in oversized_errors {
469            assert!(matches!(
470                error,
471                Error::InvalidRequest(message)
472                    if message.contains("symbols") && message.contains("100")
473            ));
474        }
475    }
476
477    #[test]
478    fn oversized_symbol_lists_still_win_before_blank_entry_errors() {
479        let mut symbols = (0..101)
480            .map(|index| format!("AAPL260406C{:08}", index))
481            .collect::<Vec<_>>();
482        symbols[100] = "   ".into();
483
484        let error = LatestQuotesRequest {
485            symbols,
486            ..LatestQuotesRequest::default()
487        }
488        .validate()
489        .expect_err("mixed invalid symbol lists should still report the options cap first");
490
491        assert!(matches!(
492            error,
493            Error::InvalidRequest(message)
494                if message.contains("symbols") && message.contains("100")
495        ));
496    }
497
498    #[test]
499    fn chain_request_rejects_blank_underlying_symbols() {
500        let errors = [
501            ChainRequest::default()
502                .validate()
503                .expect_err("chain underlying symbol must be required"),
504            ChainRequest {
505                underlying_symbol: "   ".into(),
506                ..ChainRequest::default()
507            }
508            .validate()
509            .expect_err("chain underlying symbol must reject whitespace-only input"),
510        ];
511
512        for error in errors {
513            assert!(matches!(
514                error,
515                Error::InvalidRequest(message)
516                    if message.contains("underlying_symbol") && message.contains("invalid")
517            ));
518        }
519    }
520
521    #[test]
522    fn requests_reject_limits_outside_documented_ranges() {
523        let errors = [
524            BarsRequest {
525                symbols: vec!["AAPL260406C00180000".into()],
526                limit: Some(0),
527                ..BarsRequest::default()
528            }
529            .validate()
530            .expect_err("bars limit below one must fail"),
531            TradesRequest {
532                symbols: vec!["AAPL260406C00180000".into()],
533                limit: Some(10_001),
534                ..TradesRequest::default()
535            }
536            .validate()
537            .expect_err("trades limit above ten thousand must fail"),
538            SnapshotsRequest {
539                symbols: vec!["AAPL260406C00180000".into()],
540                limit: Some(0),
541                ..SnapshotsRequest::default()
542            }
543            .validate()
544            .expect_err("snapshots limit below one must fail"),
545            ChainRequest {
546                underlying_symbol: "AAPL".into(),
547                limit: Some(1_001),
548                ..ChainRequest::default()
549            }
550            .validate()
551            .expect_err("chain limit above one thousand must fail"),
552        ];
553
554        let expected_maxima = ["10000", "10000", "1000", "1000"];
555        for (error, expected_max) in errors.into_iter().zip(expected_maxima) {
556            assert!(matches!(
557                error,
558                Error::InvalidRequest(message)
559                    if message.contains("limit") && message.contains(expected_max)
560            ));
561        }
562    }
563}