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lib/alpa/models/trade.ex
defmodule Alpa.Models.Trade do
@moduledoc """
Trade data model for market data.
"""
use TypedStruct
typedstruct do
field :symbol, String.t()
field :timestamp, DateTime.t()
field :price, Decimal.t()
field :size, integer()
field :exchange, String.t()
field :id, integer()
field :conditions, [String.t()]
field :tape, String.t()
field :update, String.t()
end
@doc """
Parse trade 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"]),
price: parse_decimal(data["p"]),
size: data["s"],
exchange: data["x"],
id: data["i"],
conditions: data["c"],
tape: data["z"],
update: data["u"]
}
end
@doc """
Parse multiple trades from API response.
"""
@spec from_response(map()) :: %{String.t() => [t()]} | [t()]
def from_response(%{"trades" => trades}) when is_map(trades) do
Map.new(trades, fn {symbol, trade_list} ->
{symbol, Enum.map(trade_list, &from_map(&1, symbol))}
end)
end
def from_response(%{"trades" => trades}) when is_list(trades) do
Enum.map(trades, &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