Current section
Files
Jump to
Current section
Files
lib/alpa/models/bar.ex
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