defmodule Alpa.Models.Quote do @moduledoc """ Quote (NBBO) data model for market data. """ use TypedStruct typedstruct do field :symbol, String.t() field :timestamp, DateTime.t() field :ask_price, Decimal.t() field :ask_size, integer() field :ask_exchange, String.t() field :bid_price, Decimal.t() field :bid_size, integer() field :bid_exchange, String.t() field :conditions, [String.t()] field :tape, String.t() end @doc """ Parse quote 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"]), ask_price: parse_decimal(data["ap"]), ask_size: data["as"], ask_exchange: data["ax"], bid_price: parse_decimal(data["bp"]), bid_size: data["bs"], bid_exchange: data["bx"], conditions: data["c"], tape: data["z"] } end @doc """ Parse multiple quotes from API response. """ @spec from_response(map()) :: %{String.t() => [t()]} | [t()] def from_response(%{"quotes" => quotes}) when is_map(quotes) do Map.new(quotes, fn {symbol, quote_list} -> {symbol, Enum.map(quote_list, &from_map(&1, symbol))} end) end def from_response(%{"quotes" => quotes}) when is_list(quotes) do Enum.map(quotes, &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