defmodule Alpa.Models.Bar do @moduledoc """ OHLCV bar data model for market data. """ use TypedStruct typedstruct do field :symbol, String.t() field :timestamp, DateTime.t() field :open, Decimal.t() field :high, Decimal.t() field :low, Decimal.t() field :close, Decimal.t() field :volume, integer() field :trade_count, integer() field :vwap, Decimal.t() end @doc """ Parse bar data from API response. """ @spec from_map(map(), String.t() | nil) :: t() def from_map(data, symbol \\ nil) when is_map(data) do %__MODULE__{ symbol: symbol || data["S"], timestamp: parse_datetime(data["t"]), open: parse_decimal(data["o"]), high: parse_decimal(data["h"]), low: parse_decimal(data["l"]), close: parse_decimal(data["c"]), volume: data["v"], trade_count: data["n"], vwap: parse_decimal(data["vw"]) } end @doc """ Parse multiple bars from API response. """ @spec from_response(map()) :: %{String.t() => [t()]} | [t()] | map() def from_response(%{"bars" => nil}), do: %{} def from_response(%{"bars" => bars}) when is_map(bars) do Map.new(bars, fn {symbol, bar_list} -> {symbol, Enum.map(bar_list, &from_map(&1, symbol))} end) end def from_response(%{"bars" => bars}) when is_list(bars) do Enum.map(bars, &from_map/1) end def from_response(data), do: data defp parse_decimal(nil), do: nil defp parse_decimal(value) when is_binary(value), do: Decimal.new(value) defp parse_decimal(value) when is_integer(value), do: Decimal.new(value) defp parse_decimal(value) when is_float(value), do: Decimal.from_float(value) defp parse_datetime(nil), do: nil defp parse_datetime(value) when is_binary(value) do case DateTime.from_iso8601(value) do {:ok, dt, _offset} -> dt _ -> nil end end end