alpaca_data/options/
response.rs

1use std::collections::HashMap;
2
3use crate::{Error, transport::pagination::PaginatedResponse};
4
5use super::{Bar, 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 TradesResponse {
15    pub trades: HashMap<String, Vec<Trade>>,
16    pub next_page_token: Option<String>,
17}
18
19#[derive(Clone, Debug, Default, PartialEq, serde::Deserialize)]
20pub struct LatestQuotesResponse {
21    pub quotes: HashMap<String, Quote>,
22}
23
24#[derive(Clone, Debug, Default, PartialEq, serde::Deserialize)]
25pub struct LatestTradesResponse {
26    pub trades: HashMap<String, Trade>,
27}
28
29#[derive(Clone, Debug, Default, PartialEq, serde::Deserialize)]
30pub struct SnapshotsResponse {
31    pub snapshots: HashMap<String, Snapshot>,
32    pub next_page_token: Option<String>,
33}
34
35#[derive(Clone, Debug, Default, PartialEq, serde::Deserialize)]
36pub struct ChainResponse {
37    pub snapshots: HashMap<String, Snapshot>,
38    pub next_page_token: Option<String>,
39}
40
41pub type ConditionCodesResponse = HashMap<String, String>;
42
43pub type ExchangeCodesResponse = HashMap<String, String>;
44
45fn merge_batch_page<Item>(
46    current: &mut HashMap<String, Vec<Item>>,
47    next: HashMap<String, Vec<Item>>,
48) {
49    for (symbol, mut items) in next {
50        current.entry(symbol).or_default().append(&mut items);
51    }
52}
53
54fn merge_snapshot_page(
55    operation: &'static str,
56    current: &mut HashMap<String, Snapshot>,
57    next: HashMap<String, Snapshot>,
58) -> Result<(), Error> {
59    for (symbol, snapshot) in next {
60        if current.insert(symbol.clone(), snapshot).is_some() {
61            return Err(Error::Pagination(format!(
62                "{operation} received duplicate symbol across pages: {symbol}"
63            )));
64        }
65    }
66
67    Ok(())
68}
69
70impl PaginatedResponse for BarsResponse {
71    fn next_page_token(&self) -> Option<&str> {
72        self.next_page_token.as_deref()
73    }
74
75    fn merge_page(&mut self, next: Self) -> Result<(), Error> {
76        merge_batch_page(&mut self.bars, next.bars);
77        self.next_page_token = next.next_page_token;
78        Ok(())
79    }
80
81    fn clear_next_page_token(&mut self) {
82        self.next_page_token = None;
83    }
84}
85
86impl PaginatedResponse for TradesResponse {
87    fn next_page_token(&self) -> Option<&str> {
88        self.next_page_token.as_deref()
89    }
90
91    fn merge_page(&mut self, next: Self) -> Result<(), Error> {
92        merge_batch_page(&mut self.trades, next.trades);
93        self.next_page_token = next.next_page_token;
94        Ok(())
95    }
96
97    fn clear_next_page_token(&mut self) {
98        self.next_page_token = None;
99    }
100}
101
102impl PaginatedResponse for SnapshotsResponse {
103    fn next_page_token(&self) -> Option<&str> {
104        self.next_page_token.as_deref()
105    }
106
107    fn merge_page(&mut self, next: Self) -> Result<(), Error> {
108        merge_snapshot_page("options.snapshots", &mut self.snapshots, next.snapshots)?;
109        self.next_page_token = next.next_page_token;
110        Ok(())
111    }
112
113    fn clear_next_page_token(&mut self) {
114        self.next_page_token = None;
115    }
116}
117
118impl PaginatedResponse for ChainResponse {
119    fn next_page_token(&self) -> Option<&str> {
120        self.next_page_token.as_deref()
121    }
122
123    fn merge_page(&mut self, next: Self) -> Result<(), Error> {
124        merge_snapshot_page("options.chain", &mut self.snapshots, next.snapshots)?;
125        self.next_page_token = next.next_page_token;
126        Ok(())
127    }
128
129    fn clear_next_page_token(&mut self) {
130        self.next_page_token = None;
131    }
132}
133
134#[cfg(test)]
135mod tests {
136    use std::collections::HashMap;
137
138    use super::{
139        Bar, BarsResponse, ChainResponse, ConditionCodesResponse, ExchangeCodesResponse,
140        LatestQuotesResponse, LatestTradesResponse, SnapshotsResponse, Trade, TradesResponse,
141    };
142    use crate::{Error, transport::pagination::PaginatedResponse};
143
144    #[test]
145    fn historical_responses_deserialize_official_wrapper_shapes() {
146        let bars: BarsResponse = serde_json::from_str(
147            r#"{"bars":{"AAPL260406C00180000":[{"c":70.97,"h":71.21,"l":70.97,"n":2,"o":71.21,"t":"2026-04-02T04:00:00Z","v":2,"vw":71.09}]},"next_page_token":"page-2"}"#,
148        )
149        .expect("bars response should deserialize");
150        assert_eq!(bars.next_page_token.as_deref(), Some("page-2"));
151        assert_eq!(
152            bars.bars
153                .get("AAPL260406C00180000")
154                .map(Vec::len)
155                .unwrap_or_default(),
156            1
157        );
158
159        let trades: TradesResponse = serde_json::from_str(
160            r#"{"trades":{"AAPL260406C00180000":[{"c":"n","p":70.97,"s":1,"t":"2026-04-02T13:39:38.883488197Z","x":"I"}]},"next_page_token":"page-3"}"#,
161        )
162        .expect("trades response should deserialize");
163        assert_eq!(trades.next_page_token.as_deref(), Some("page-3"));
164        assert_eq!(
165            trades
166                .trades
167                .get("AAPL260406C00180000")
168                .map(Vec::len)
169                .unwrap_or_default(),
170            1
171        );
172    }
173
174    #[test]
175    fn historical_merge_combines_symbol_buckets_and_clears_next_page_token() {
176        let mut first = BarsResponse {
177            bars: HashMap::from([(
178                "AAPL260406C00180000".into(),
179                vec![Bar {
180                    t: Some("2026-04-02T04:00:00Z".into()),
181                    ..Bar::default()
182                }],
183            )]),
184            next_page_token: Some("page-2".into()),
185        };
186        let second = BarsResponse {
187            bars: HashMap::from([(
188                "AAPL260406C00185000".into(),
189                vec![Bar {
190                    t: Some("2026-04-02T04:00:00Z".into()),
191                    ..Bar::default()
192                }],
193            )]),
194            next_page_token: None,
195        };
196
197        first
198            .merge_page(second)
199            .expect("merge should combine pages without error");
200        first.clear_next_page_token();
201
202        assert_eq!(first.next_page_token, None);
203        assert_eq!(first.bars.len(), 2);
204    }
205
206    #[test]
207    fn historical_merge_accepts_multiple_trade_pages() {
208        let mut first = TradesResponse {
209            trades: HashMap::from([(
210                "AAPL260406C00180000".into(),
211                vec![Trade {
212                    t: Some("2026-04-02T13:39:17.488838508Z".into()),
213                    ..Trade::default()
214                }],
215            )]),
216            next_page_token: Some("page-2".into()),
217        };
218        let second = TradesResponse {
219            trades: HashMap::from([(
220                "AAPL260406C00180000".into(),
221                vec![Trade {
222                    t: Some("2026-04-02T13:39:38.883488197Z".into()),
223                    ..Trade::default()
224                }],
225            )]),
226            next_page_token: None,
227        };
228
229        first
230            .merge_page(second)
231            .expect("trade merge should append more items");
232
233        assert_eq!(
234            first
235                .trades
236                .get("AAPL260406C00180000")
237                .map(Vec::len)
238                .unwrap_or_default(),
239            2
240        );
241    }
242
243    #[test]
244    fn latest_responses_deserialize_official_wrapper_shapes() {
245        let quotes: LatestQuotesResponse = serde_json::from_str(
246            r#"{"quotes":{"AAPL260406C00180000":{"ap":77.75,"as":5,"ax":"A","bp":73.95,"bs":3,"bx":"N","c":" ","t":"2026-04-02T19:59:59.792862244Z"}}}"#,
247        )
248        .expect("latest quotes response should deserialize");
249        assert!(quotes.quotes.contains_key("AAPL260406C00180000"));
250
251        let trades: LatestTradesResponse = serde_json::from_str(
252            r#"{"trades":{"AAPL260406C00180000":{"c":"n","p":70.97,"s":1,"t":"2026-04-02T13:39:38.883488197Z","x":"I"}}}"#,
253        )
254        .expect("latest trades response should deserialize");
255        assert!(trades.trades.contains_key("AAPL260406C00180000"));
256    }
257
258    #[test]
259    fn condition_codes_response_deserializes_official_map_shape() {
260        let condition_codes: ConditionCodesResponse = serde_json::from_str(
261            r#"{"a":"SLAN - Single Leg Auction Non ISO","e":"SLFT - Single Leg Floor Trade"}"#,
262        )
263        .expect("condition codes response should deserialize");
264        assert_eq!(
265            condition_codes.get("a").map(String::as_str),
266            Some("SLAN - Single Leg Auction Non ISO")
267        );
268        assert_eq!(
269            condition_codes.get("e").map(String::as_str),
270            Some("SLFT - Single Leg Floor Trade")
271        );
272    }
273
274    #[test]
275    fn exchange_codes_response_deserializes_official_map_shape() {
276        let exchange_codes: ExchangeCodesResponse = serde_json::from_str(
277            r#"{"A":"AMEX - NYSE American","O":"OPRA - Options Price Reporting Authority"}"#,
278        )
279        .expect("exchange codes response should deserialize");
280        assert_eq!(
281            exchange_codes.get("A").map(String::as_str),
282            Some("AMEX - NYSE American")
283        );
284        assert_eq!(
285            exchange_codes.get("O").map(String::as_str),
286            Some("OPRA - Options Price Reporting Authority")
287        );
288    }
289
290    #[test]
291    fn snapshot_responses_deserialize_official_wrapper_shapes() {
292        let snapshots: SnapshotsResponse = serde_json::from_str(
293            r#"{"snapshots":{"AAPL260406C00180000":{"latestQuote":{"ap":77.75,"as":5,"ax":"A","bp":73.95,"bs":3,"bx":"N","c":" ","t":"2026-04-02T19:59:59.792862244Z"},"latestTrade":{"c":"n","p":70.97,"s":1,"t":"2026-04-02T13:39:38.883488197Z","x":"I"},"minuteBar":{"c":70.97,"h":71.21,"l":70.97,"n":2,"o":71.21,"t":"2026-04-02T13:39:00Z","v":2,"vw":71.09},"dailyBar":{"c":70.97,"h":71.21,"l":70.97,"n":2,"o":71.21,"t":"2026-04-02T04:00:00Z","v":2,"vw":71.09},"prevDailyBar":{"c":72.32,"h":72.32,"l":72.32,"n":1,"o":72.32,"t":"2026-04-01T04:00:00Z","v":1,"vw":72.32},"greeks":{"delta":0.0232,"gamma":0.0118,"rho":0.0005,"theta":-0.043,"vega":0.0127},"impliedVolatility":0.2006}},"next_page_token":"page-2"}"#,
294        )
295        .expect("snapshots response should deserialize");
296        assert_eq!(snapshots.next_page_token.as_deref(), Some("page-2"));
297        let snapshot = snapshots
298            .snapshots
299            .get("AAPL260406C00180000")
300            .expect("snapshots response should include the symbol");
301        assert!(snapshot.latestQuote.is_some());
302        assert!(snapshot.latestTrade.is_some());
303        assert!(snapshot.greeks.is_some());
304        assert_eq!(snapshot.impliedVolatility, Some(0.2006));
305
306        let chain: ChainResponse = serde_json::from_str(
307            r#"{"snapshots":{"AAPL260406C00185000":{"latestQuote":{"ap":72.85,"as":5,"ax":"X","bp":69.1,"bs":4,"bx":"S","c":" ","t":"2026-04-02T19:59:59.792862244Z"}}},"next_page_token":null}"#,
308        )
309        .expect("chain response should deserialize");
310        assert!(chain.snapshots.contains_key("AAPL260406C00185000"));
311        assert_eq!(chain.next_page_token, None);
312    }
313
314    #[test]
315    fn snapshot_merge_combines_distinct_symbol_pages_and_clears_next_page_token() {
316        let mut first = SnapshotsResponse {
317            snapshots: HashMap::from([(
318                "AAPL260406C00180000".into(),
319                serde_json::from_str(
320                    r#"{"latestQuote":{"ap":77.75,"as":5,"ax":"A","bp":73.95,"bs":3,"bx":"N","c":" ","t":"2026-04-02T19:59:59.792862244Z"}}"#,
321                )
322                .expect("first snapshot should deserialize"),
323            )]),
324            next_page_token: Some("page-2".into()),
325        };
326        let second = SnapshotsResponse {
327            snapshots: HashMap::from([(
328                "AAPL260406C00185000".into(),
329                serde_json::from_str(
330                    r#"{"latestQuote":{"ap":72.85,"as":5,"ax":"X","bp":69.1,"bs":4,"bx":"S","c":" ","t":"2026-04-02T19:59:59.792862244Z"}}"#,
331                )
332                .expect("second snapshot should deserialize"),
333            )]),
334            next_page_token: None,
335        };
336
337        first
338            .merge_page(second)
339            .expect("snapshots merge should combine distinct symbols");
340        first.clear_next_page_token();
341
342        assert_eq!(first.next_page_token, None);
343        assert_eq!(first.snapshots.len(), 2);
344    }
345
346    #[test]
347    fn snapshot_merge_rejects_duplicate_symbols_across_pages() {
348        let mut first = ChainResponse {
349            snapshots: HashMap::from([(
350                "AAPL260406C00180000".into(),
351                serde_json::from_str(
352                    r#"{"latestQuote":{"ap":77.75,"as":5,"ax":"A","bp":73.95,"bs":3,"bx":"N","c":" ","t":"2026-04-02T19:59:59.792862244Z"}}"#,
353                )
354                .expect("first snapshot should deserialize"),
355            )]),
356            next_page_token: Some("page-2".into()),
357        };
358        let second = ChainResponse {
359            snapshots: HashMap::from([(
360                "AAPL260406C00180000".into(),
361                serde_json::from_str(
362                    r#"{"latestQuote":{"ap":78.00,"as":1,"ax":"B","bp":74.00,"bs":2,"bx":"A","c":" ","t":"2026-04-02T20:00:00Z"}}"#,
363                )
364                .expect("duplicate snapshot should deserialize"),
365            )]),
366            next_page_token: None,
367        };
368
369        let error = first
370            .merge_page(second)
371            .expect_err("duplicate symbols should be rejected");
372        assert!(matches!(error, Error::Pagination(_)));
373    }
374}