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Elixir client library for the Alpaca Trading API. Supports trading, market data, and account management.

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lib/alpa/models/quote.ex

defmodule Alpa.Models.Quote do
@moduledoc """
Quote (NBBO) data model for market data.
"""
use TypedStruct
import Alpa.Helpers, only: [parse_decimal: 1, parse_datetime: 1]
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
end