longport/quote/
types.rs

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1use longport_candlesticks::CandlestickComponents;
2use longport_proto::quote::{self, Period, TradeStatus};
3use num_enum::{FromPrimitive, IntoPrimitive, TryFromPrimitive};
4use rust_decimal::Decimal;
5use serde::{Deserialize, Serialize};
6use strum_macros::{Display, EnumString};
7use time::{Date, OffsetDateTime, Time};
8
9use crate::{
10    Error, Market, Result,
11    quote::{SubFlags, utils::parse_date},
12    serde_utils,
13};
14
15/// Trade session type
16#[derive(Debug, Default, Copy, Clone, Hash, Eq, PartialEq, Serialize, Deserialize)]
17pub enum TradeSession {
18    /// Intraday
19    #[default]
20    Intraday,
21    /// Pre-market
22    Pre,
23    /// Post-market
24    Post,
25    /// Overnight
26    Overnight,
27}
28
29impl longport_candlesticks::TradeSessionType for TradeSession {
30    #[inline]
31    fn kind(&self) -> longport_candlesticks::TradeSessionKind {
32        match self {
33            TradeSession::Intraday => longport_candlesticks::TRADE_SESSION_INTRADAY,
34            TradeSession::Pre => longport_candlesticks::TRADE_SESSION_PRE,
35            TradeSession::Post => longport_candlesticks::TRADE_SESSION_POST,
36            TradeSession::Overnight => longport_candlesticks::TRADE_SESSION_OVERNIGHT,
37        }
38    }
39}
40
41impl From<longport_proto::quote::TradeSession> for TradeSession {
42    #[inline]
43    fn from(value: longport_proto::quote::TradeSession) -> Self {
44        match value {
45            longport_proto::quote::TradeSession::NormalTrade => Self::Intraday,
46            longport_proto::quote::TradeSession::PreTrade => Self::Pre,
47            longport_proto::quote::TradeSession::PostTrade => Self::Post,
48            longport_proto::quote::TradeSession::OvernightTrade => Self::Overnight,
49        }
50    }
51}
52
53/// Subscription
54#[derive(Debug, Clone)]
55pub struct Subscription {
56    /// Security code
57    pub symbol: String,
58    /// Subscription flags
59    pub sub_types: SubFlags,
60    /// Candlesticks
61    pub candlesticks: Vec<Period>,
62}
63
64/// Depth
65#[derive(Debug, Clone, Serialize, Deserialize)]
66pub struct Depth {
67    /// Position
68    pub position: i32,
69    /// Price
70    pub price: Option<Decimal>,
71    /// Volume
72    pub volume: i64,
73    /// Number of orders
74    pub order_num: i64,
75}
76
77impl TryFrom<quote::Depth> for Depth {
78    type Error = Error;
79
80    fn try_from(depth: quote::Depth) -> Result<Self> {
81        Ok(Self {
82            position: depth.position,
83            price: depth.price.parse().ok(),
84            volume: depth.volume,
85            order_num: depth.order_num,
86        })
87    }
88}
89
90/// Brokers
91#[derive(Debug, Clone, Serialize, Deserialize)]
92pub struct Brokers {
93    /// Position
94    pub position: i32,
95    /// Broker IDs
96    pub broker_ids: Vec<i32>,
97}
98
99impl From<quote::Brokers> for Brokers {
100    fn from(brokers: quote::Brokers) -> Self {
101        Self {
102            position: brokers.position,
103            broker_ids: brokers.broker_ids,
104        }
105    }
106}
107
108/// Trade direction
109#[derive(Debug, FromPrimitive, Copy, Clone, Hash, Eq, PartialEq, Serialize, Deserialize)]
110#[repr(i32)]
111pub enum TradeDirection {
112    /// Neutral
113    #[num_enum(default)]
114    Neutral = 0,
115    /// Down
116    Down = 1,
117    /// Up
118    Up = 2,
119}
120
121/// Trade
122#[derive(Debug, Clone, Serialize, Deserialize)]
123pub struct Trade {
124    /// Price
125    pub price: Decimal,
126    /// Volume
127    pub volume: i64,
128    /// Time of trading
129    #[serde(with = "time::serde::rfc3339")]
130    pub timestamp: OffsetDateTime,
131    /// Trade type
132    ///
133    /// HK
134    ///
135    /// - `*` - Overseas trade
136    /// - `D` - Odd-lot trade
137    /// - `M` - Non-direct off-exchange trade
138    /// - `P` - Late trade (Off-exchange previous day)
139    /// - `U` - Auction trade
140    /// - `X` - Direct off-exchange trade
141    /// - `Y` - Automatch internalized
142    /// - `<empty string>` -  Automatch normal
143    ///
144    /// US
145    ///
146    /// - `<empty string>` - Regular sale
147    /// - `A` - Acquisition
148    /// - `B` - Bunched trade
149    /// - `D` - Distribution
150    /// - `F` - Intermarket sweep
151    /// - `G` - Bunched sold trades
152    /// - `H` - Price variation trade
153    /// - `I` - Odd lot trade
154    /// - `K` - Rule 155 trde(NYSE MKT)
155    /// - `M` - Market center close price
156    /// - `P` - Prior reference price
157    /// - `Q` - Market center open price
158    /// - `S` - Split trade
159    /// - `V` - Contingent trade
160    /// - `W` - Average price trade
161    /// - `X` - Cross trade
162    /// - `1` - Stopped stock(Regular trade)
163    pub trade_type: String,
164    /// Trade direction
165    pub direction: TradeDirection,
166    /// Trade session
167    pub trade_session: TradeSession,
168}
169
170impl TryFrom<quote::Trade> for Trade {
171    type Error = Error;
172
173    fn try_from(trade: quote::Trade) -> Result<Self> {
174        Ok(Self {
175            price: trade.price.parse().unwrap_or_default(),
176            volume: trade.volume,
177            timestamp: OffsetDateTime::from_unix_timestamp(trade.timestamp)
178                .map_err(|err| Error::parse_field_error("timestamp", err))?,
179            trade_type: trade.trade_type,
180            direction: trade.direction.into(),
181            trade_session: longport_proto::quote::TradeSession::try_from(trade.trade_session)
182                .unwrap_or_default()
183                .into(),
184        })
185    }
186}
187
188impl longport_candlesticks::TradeType for Trade {
189    type PriceType = Decimal;
190    type VolumeType = i64;
191    type TurnoverType = Decimal;
192    type TradeSessionType = TradeSession;
193
194    #[inline]
195    fn time(&self) -> OffsetDateTime {
196        self.timestamp
197    }
198
199    #[inline]
200    fn price(&self) -> Self::PriceType {
201        self.price
202    }
203
204    #[inline]
205    fn volume(&self) -> Self::VolumeType {
206        self.volume
207    }
208
209    #[inline]
210    fn turnover(&self, lot_size: i32) -> Self::TurnoverType {
211        self.price * Decimal::from(self.volume * lot_size as i64)
212    }
213
214    #[inline]
215    fn trade_session(&self) -> TradeSession {
216        self.trade_session
217    }
218}
219
220bitflags::bitflags! {
221    /// Derivative type
222    #[derive(Debug, Copy, Clone, Serialize,Deserialize)]
223    pub struct DerivativeType: u8 {
224        /// US stock options
225        const OPTION = 0x1;
226
227        /// HK warrants
228        const WARRANT = 0x2;
229    }
230}
231
232/// Security board
233#[derive(Debug, Copy, Clone, Hash, Eq, PartialEq, EnumString, Display, Serialize, Deserialize)]
234#[allow(clippy::upper_case_acronyms)]
235pub enum SecurityBoard {
236    /// Unknown
237    Unknown,
238    /// US Main Board
239    USMain,
240    /// US Pink Board
241    USPink,
242    /// Dow Jones Industrial Average
243    USDJI,
244    /// Nasdsaq Index
245    USNSDQ,
246    /// US Industry Board
247    USSector,
248    /// US Option
249    USOption,
250    /// US Sepecial Option
251    USOptionS,
252    /// Hong Kong Equity Securities
253    HKEquity,
254    /// HK PreIPO Security
255    HKPreIPO,
256    /// HK Warrant
257    HKWarrant,
258    /// Hang Seng Index
259    HKHS,
260    /// HK Industry Board
261    HKSector,
262    /// SH Main Board(Connect)
263    SHMainConnect,
264    /// SH Main Board(Non Connect)
265    SHMainNonConnect,
266    /// SH Science and Technology Innovation Board
267    SHSTAR,
268    /// CN Index
269    CNIX,
270    /// CN Industry Board
271    CNSector,
272    /// SZ Main Board(Connect)
273    SZMainConnect,
274    /// SZ Main Board(Non Connect)
275    SZMainNonConnect,
276    /// SZ Gem Board(Connect)
277    SZGEMConnect,
278    /// SZ Gem Board(Non Connect)
279    SZGEMNonConnect,
280    /// SG Main Board
281    SGMain,
282    /// Singapore Straits Index
283    STI,
284    /// SG Industry Board
285    SGSector,
286}
287
288/// The basic information of securities
289#[derive(Debug, Serialize, Deserialize)]
290pub struct SecurityStaticInfo {
291    /// Security code
292    pub symbol: String,
293    /// Security name (zh-CN)
294    pub name_cn: String,
295    /// Security name (en)
296    pub name_en: String,
297    /// Security name (zh-HK)
298    pub name_hk: String,
299    /// Exchange which the security belongs to
300    pub exchange: String,
301    /// Trading currency
302    pub currency: String,
303    /// Lot size
304    pub lot_size: i32,
305    /// Total shares
306    pub total_shares: i64,
307    /// Circulating shares
308    pub circulating_shares: i64,
309    /// HK shares (only HK stocks)
310    pub hk_shares: i64,
311    /// Earnings per share
312    pub eps: Decimal,
313    /// Earnings per share (TTM)
314    pub eps_ttm: Decimal,
315    /// Net assets per share
316    pub bps: Decimal,
317    /// Dividend yield
318    pub dividend_yield: Decimal,
319    /// Types of supported derivatives
320    pub stock_derivatives: DerivativeType,
321    /// Board
322    pub board: SecurityBoard,
323}
324
325impl TryFrom<quote::StaticInfo> for SecurityStaticInfo {
326    type Error = Error;
327
328    fn try_from(resp: quote::StaticInfo) -> Result<Self> {
329        Ok(SecurityStaticInfo {
330            symbol: resp.symbol,
331            name_cn: resp.name_cn,
332            name_en: resp.name_en,
333            name_hk: resp.name_hk,
334            exchange: resp.exchange,
335            currency: resp.currency,
336            lot_size: resp.lot_size,
337            total_shares: resp.total_shares,
338            circulating_shares: resp.circulating_shares,
339            hk_shares: resp.hk_shares,
340            eps: resp.eps.parse().unwrap_or_default(),
341            eps_ttm: resp.eps_ttm.parse().unwrap_or_default(),
342            bps: resp.bps.parse().unwrap_or_default(),
343            dividend_yield: resp.dividend_yield.parse().unwrap_or_default(),
344            stock_derivatives: resp.stock_derivatives.into_iter().fold(
345                DerivativeType::empty(),
346                |acc, value| match value {
347                    1 => acc | DerivativeType::OPTION,
348                    2 => acc | DerivativeType::WARRANT,
349                    _ => acc,
350                },
351            ),
352            board: resp.board.parse().unwrap_or(SecurityBoard::Unknown),
353        })
354    }
355}
356
357/// Real-time quote
358#[derive(Debug, Clone, Serialize, Deserialize)]
359pub struct RealtimeQuote {
360    /// Security code
361    pub symbol: String,
362    /// Latest price
363    pub last_done: Decimal,
364    /// Open
365    pub open: Decimal,
366    /// High
367    pub high: Decimal,
368    /// Low
369    pub low: Decimal,
370    /// Time of latest price
371    pub timestamp: OffsetDateTime,
372    /// Volume
373    pub volume: i64,
374    /// Turnover
375    pub turnover: Decimal,
376    /// Security trading status
377    pub trade_status: TradeStatus,
378}
379
380/// Quote of US pre/post market
381#[derive(Debug, Clone, Serialize, Deserialize)]
382pub struct PrePostQuote {
383    /// Latest price
384    pub last_done: Decimal,
385    /// Time of latest price
386    #[serde(with = "time::serde::rfc3339")]
387    pub timestamp: OffsetDateTime,
388    /// Volume
389    pub volume: i64,
390    /// Turnover
391    pub turnover: Decimal,
392    /// High
393    pub high: Decimal,
394    /// Low
395    pub low: Decimal,
396    /// Close of the last trade session
397    pub prev_close: Decimal,
398}
399
400impl TryFrom<quote::PrePostQuote> for PrePostQuote {
401    type Error = Error;
402
403    fn try_from(quote: quote::PrePostQuote) -> Result<Self> {
404        Ok(Self {
405            last_done: quote.last_done.parse().unwrap_or_default(),
406            timestamp: OffsetDateTime::from_unix_timestamp(quote.timestamp)
407                .map_err(|err| Error::parse_field_error("timestamp", err))?,
408            volume: quote.volume,
409            turnover: quote.turnover.parse().unwrap_or_default(),
410            high: quote.high.parse().unwrap_or_default(),
411            low: quote.low.parse().unwrap_or_default(),
412            prev_close: quote.prev_close.parse().unwrap_or_default(),
413        })
414    }
415}
416
417/// Quote of securitity
418#[derive(Debug, Clone, Serialize, Deserialize)]
419pub struct SecurityQuote {
420    /// Security code
421    pub symbol: String,
422    /// Latest price
423    pub last_done: Decimal,
424    /// Yesterday's close
425    pub prev_close: Decimal,
426    /// Open
427    pub open: Decimal,
428    /// High
429    pub high: Decimal,
430    /// Low
431    pub low: Decimal,
432    /// Time of latest price
433    #[serde(with = "time::serde::rfc3339")]
434    pub timestamp: OffsetDateTime,
435    /// Volume
436    pub volume: i64,
437    /// Turnover
438    pub turnover: Decimal,
439    /// Security trading status
440    pub trade_status: TradeStatus,
441    /// Quote of US pre market
442    pub pre_market_quote: Option<PrePostQuote>,
443    /// Quote of US post market
444    pub post_market_quote: Option<PrePostQuote>,
445    /// Quote of US overnight market
446    pub overnight_quote: Option<PrePostQuote>,
447}
448
449impl TryFrom<quote::SecurityQuote> for SecurityQuote {
450    type Error = Error;
451
452    fn try_from(quote: quote::SecurityQuote) -> Result<Self> {
453        Ok(Self {
454            symbol: quote.symbol,
455            last_done: quote.last_done.parse().unwrap_or_default(),
456            prev_close: quote.prev_close.parse().unwrap_or_default(),
457            open: quote.open.parse().unwrap_or_default(),
458            high: quote.high.parse().unwrap_or_default(),
459            low: quote.low.parse().unwrap_or_default(),
460            timestamp: OffsetDateTime::from_unix_timestamp(quote.timestamp)
461                .map_err(|err| Error::parse_field_error("timestamp", err))?,
462            volume: quote.volume,
463            turnover: quote.turnover.parse().unwrap_or_default(),
464            trade_status: TradeStatus::try_from(quote.trade_status).unwrap_or_default(),
465            pre_market_quote: quote.pre_market_quote.map(TryInto::try_into).transpose()?,
466            post_market_quote: quote.post_market_quote.map(TryInto::try_into).transpose()?,
467            overnight_quote: quote.over_night_quote.map(TryInto::try_into).transpose()?,
468        })
469    }
470}
471
472/// Option type
473#[derive(Debug, Copy, Clone, Hash, Eq, PartialEq, EnumString, Serialize, Deserialize)]
474pub enum OptionType {
475    /// Unknown
476    Unknown,
477    /// American
478    #[strum(serialize = "A")]
479    American,
480    /// Europe
481    #[strum(serialize = "U")]
482    Europe,
483}
484
485/// Option direction
486#[derive(Debug, Copy, Clone, Hash, Eq, PartialEq, EnumString, Serialize, Deserialize)]
487pub enum OptionDirection {
488    /// Unknown
489    Unknown,
490    /// Put
491    #[strum(serialize = "P")]
492    Put,
493    /// Call
494    #[strum(serialize = "C")]
495    Call,
496}
497
498/// Quote of option
499#[derive(Debug, Clone, Serialize, Deserialize)]
500pub struct OptionQuote {
501    /// Security code
502    pub symbol: String,
503    /// Latest price
504    pub last_done: Decimal,
505    /// Yesterday's close
506    pub prev_close: Decimal,
507    /// Open
508    pub open: Decimal,
509    /// High
510    pub high: Decimal,
511    /// Low
512    pub low: Decimal,
513    /// Time of latest price
514    #[serde(with = "time::serde::rfc3339")]
515    pub timestamp: OffsetDateTime,
516    /// Volume
517    pub volume: i64,
518    /// Turnover
519    pub turnover: Decimal,
520    /// Security trading status
521    pub trade_status: TradeStatus,
522    /// Implied volatility
523    pub implied_volatility: Decimal,
524    /// Number of open positions
525    pub open_interest: i64,
526    /// Exprity date
527    pub expiry_date: Date,
528    /// Strike price
529    pub strike_price: Decimal,
530    /// Contract multiplier
531    pub contract_multiplier: Decimal,
532    /// Option type
533    pub contract_type: OptionType,
534    /// Contract size
535    pub contract_size: Decimal,
536    /// Option direction
537    pub direction: OptionDirection,
538    /// Underlying security historical volatility of the option
539    pub historical_volatility: Decimal,
540    /// Underlying security symbol of the option
541    pub underlying_symbol: String,
542}
543
544impl TryFrom<quote::OptionQuote> for OptionQuote {
545    type Error = Error;
546
547    fn try_from(quote: quote::OptionQuote) -> Result<Self> {
548        let option_extend = quote.option_extend.unwrap_or_default();
549
550        Ok(Self {
551            symbol: quote.symbol,
552            last_done: quote.last_done.parse().unwrap_or_default(),
553            prev_close: quote.prev_close.parse().unwrap_or_default(),
554            open: quote.open.parse().unwrap_or_default(),
555            high: quote.high.parse().unwrap_or_default(),
556            low: quote.low.parse().unwrap_or_default(),
557            timestamp: OffsetDateTime::from_unix_timestamp(quote.timestamp)
558                .map_err(|err| Error::parse_field_error("timestamp", err))?,
559            volume: quote.volume,
560            turnover: quote.turnover.parse().unwrap_or_default(),
561            trade_status: TradeStatus::try_from(quote.trade_status).unwrap_or_default(),
562            implied_volatility: option_extend.implied_volatility.parse().unwrap_or_default(),
563            open_interest: option_extend.open_interest,
564            expiry_date: parse_date(&option_extend.expiry_date)
565                .map_err(|err| Error::parse_field_error("expiry_date", err))?,
566            strike_price: option_extend.strike_price.parse().unwrap_or_default(),
567            contract_multiplier: option_extend
568                .contract_multiplier
569                .parse()
570                .unwrap_or_default(),
571            contract_type: option_extend.contract_type.parse().unwrap_or_default(),
572            contract_size: option_extend.contract_size.parse().unwrap_or_default(),
573            direction: option_extend.direction.parse().unwrap_or_default(),
574            historical_volatility: option_extend
575                .historical_volatility
576                .parse()
577                .unwrap_or_default(),
578            underlying_symbol: option_extend.underlying_symbol,
579        })
580    }
581}
582
583/// Warrant type
584#[derive(
585    Debug,
586    Copy,
587    Clone,
588    Hash,
589    Eq,
590    PartialEq,
591    EnumString,
592    IntoPrimitive,
593    TryFromPrimitive,
594    Serialize,
595    Deserialize,
596)]
597#[repr(i32)]
598pub enum WarrantType {
599    /// Unknown
600    Unknown = -1,
601    /// Call
602    Call = 0,
603    /// Put
604    Put = 1,
605    /// Bull
606    Bull = 2,
607    /// Bear
608    Bear = 3,
609    /// Inline
610    Inline = 4,
611}
612
613/// Quote of warrant
614#[derive(Debug, Clone, Serialize, Deserialize)]
615pub struct WarrantQuote {
616    /// Security code
617    pub symbol: String,
618    /// Latest price
619    pub last_done: Decimal,
620    /// Yesterday's close
621    pub prev_close: Decimal,
622    /// Open
623    pub open: Decimal,
624    /// High
625    pub high: Decimal,
626    /// Low
627    pub low: Decimal,
628    /// Time of latest price
629    #[serde(with = "time::serde::rfc3339")]
630    pub timestamp: OffsetDateTime,
631    /// Volume
632    pub volume: i64,
633    /// Turnover
634    pub turnover: Decimal,
635    /// Security trading status
636    pub trade_status: TradeStatus,
637    /// Implied volatility
638    pub implied_volatility: Decimal,
639    /// Exprity date
640    pub expiry_date: Date,
641    /// Last tradalbe date
642    pub last_trade_date: Date,
643    /// Outstanding ratio
644    pub outstanding_ratio: Decimal,
645    /// Outstanding quantity
646    pub outstanding_quantity: i64,
647    /// Conversion ratio
648    pub conversion_ratio: Decimal,
649    /// Warrant type
650    pub category: WarrantType,
651    /// Strike price
652    pub strike_price: Decimal,
653    /// Upper bound price
654    pub upper_strike_price: Decimal,
655    /// Lower bound price
656    pub lower_strike_price: Decimal,
657    /// Call price
658    pub call_price: Decimal,
659    /// Underlying security symbol of the warrant
660    pub underlying_symbol: String,
661}
662
663impl TryFrom<quote::WarrantQuote> for WarrantQuote {
664    type Error = Error;
665
666    fn try_from(quote: quote::WarrantQuote) -> Result<Self> {
667        let warrant_extend = quote.warrant_extend.unwrap_or_default();
668
669        Ok(Self {
670            symbol: quote.symbol,
671            last_done: quote.last_done.parse().unwrap_or_default(),
672            prev_close: quote.prev_close.parse().unwrap_or_default(),
673            open: quote.open.parse().unwrap_or_default(),
674            high: quote.high.parse().unwrap_or_default(),
675            low: quote.low.parse().unwrap_or_default(),
676            timestamp: OffsetDateTime::from_unix_timestamp(quote.timestamp)
677                .map_err(|err| Error::parse_field_error("timestamp", err))?,
678            volume: quote.volume,
679            turnover: quote.turnover.parse().unwrap_or_default(),
680            trade_status: TradeStatus::try_from(quote.trade_status).unwrap_or_default(),
681            implied_volatility: warrant_extend
682                .implied_volatility
683                .parse()
684                .unwrap_or_default(),
685            expiry_date: parse_date(&warrant_extend.expiry_date)
686                .map_err(|err| Error::parse_field_error("expiry_date", err))?,
687            last_trade_date: parse_date(&warrant_extend.last_trade_date)
688                .map_err(|err| Error::parse_field_error("last_trade_date", err))?,
689            outstanding_ratio: warrant_extend.outstanding_ratio.parse().unwrap_or_default(),
690            outstanding_quantity: warrant_extend.outstanding_qty,
691            conversion_ratio: warrant_extend.conversion_ratio.parse().unwrap_or_default(),
692            category: warrant_extend.category.parse().unwrap_or_default(),
693            strike_price: warrant_extend.strike_price.parse().unwrap_or_default(),
694            upper_strike_price: warrant_extend
695                .upper_strike_price
696                .parse()
697                .unwrap_or_default(),
698            lower_strike_price: warrant_extend
699                .lower_strike_price
700                .parse()
701                .unwrap_or_default(),
702            call_price: warrant_extend.call_price.parse().unwrap_or_default(),
703            underlying_symbol: warrant_extend.underlying_symbol,
704        })
705    }
706}
707
708/// Security depth
709#[derive(Debug, Clone, Default, Serialize, Deserialize)]
710pub struct SecurityDepth {
711    /// Ask depth
712    pub asks: Vec<Depth>,
713    /// Bid depth
714    pub bids: Vec<Depth>,
715}
716
717/// Security brokers
718#[derive(Debug, Clone, Default, Serialize, Deserialize)]
719pub struct SecurityBrokers {
720    /// Ask brokers
721    pub ask_brokers: Vec<Brokers>,
722    /// Bid brokers
723    pub bid_brokers: Vec<Brokers>,
724}
725
726/// Participant info
727#[derive(Debug, Clone, Serialize, Deserialize)]
728pub struct ParticipantInfo {
729    /// Broker IDs
730    pub broker_ids: Vec<i32>,
731    /// Participant name (zh-CN)
732    pub name_cn: String,
733    /// Participant name (en)
734    pub name_en: String,
735    /// Participant name (zh-HK)
736    pub name_hk: String,
737}
738
739impl From<quote::ParticipantInfo> for ParticipantInfo {
740    fn from(info: quote::ParticipantInfo) -> Self {
741        Self {
742            broker_ids: info.broker_ids,
743            name_cn: info.participant_name_cn,
744            name_en: info.participant_name_en,
745            name_hk: info.participant_name_hk,
746        }
747    }
748}
749
750/// Intraday line
751#[derive(Debug, Clone, Serialize, Deserialize)]
752pub struct IntradayLine {
753    /// Close price of the minute
754    pub price: Decimal,
755    /// Start time of the minute
756    #[serde(with = "time::serde::rfc3339")]
757    pub timestamp: OffsetDateTime,
758    /// Volume
759    pub volume: i64,
760    /// Turnover
761    pub turnover: Decimal,
762    /// Average price
763    pub avg_price: Decimal,
764}
765
766impl TryFrom<quote::Line> for IntradayLine {
767    type Error = Error;
768
769    fn try_from(value: quote::Line) -> Result<Self> {
770        Ok(Self {
771            price: value.price.parse().unwrap_or_default(),
772            timestamp: OffsetDateTime::from_unix_timestamp(value.timestamp)
773                .map_err(|err| Error::parse_field_error("timestamp", err))?,
774            volume: value.volume,
775            turnover: value.turnover.parse().unwrap_or_default(),
776            avg_price: value.avg_price.parse().unwrap_or_default(),
777        })
778    }
779}
780
781/// Candlestick
782#[derive(Debug, Copy, Clone, Serialize, Deserialize)]
783pub struct Candlestick {
784    /// Close price
785    pub close: Decimal,
786    /// Open price
787    pub open: Decimal,
788    /// Low price
789    pub low: Decimal,
790    /// High price
791    pub high: Decimal,
792    /// Volume
793    pub volume: i64,
794    /// Turnover
795    pub turnover: Decimal,
796    /// Timestamp
797    #[serde(with = "time::serde::rfc3339")]
798    pub timestamp: OffsetDateTime,
799    /// Trade session
800    pub trade_session: TradeSession,
801}
802
803impl TryFrom<quote::Candlestick> for Candlestick {
804    type Error = Error;
805
806    fn try_from(value: quote::Candlestick) -> Result<Self> {
807        Ok(Self {
808            close: value.close.parse().unwrap_or_default(),
809            open: value.open.parse().unwrap_or_default(),
810            low: value.low.parse().unwrap_or_default(),
811            high: value.high.parse().unwrap_or_default(),
812            volume: value.volume,
813            turnover: value.turnover.parse().unwrap_or_default(),
814            timestamp: OffsetDateTime::from_unix_timestamp(value.timestamp)
815                .map_err(|err| Error::parse_field_error("timestamp", err))?,
816            trade_session: longport_proto::quote::TradeSession::try_from(value.trade_session)
817                .map_err(|err| Error::parse_field_error("trade_session", err))?
818                .into(),
819        })
820    }
821}
822
823impl longport_candlesticks::CandlestickType for Candlestick {
824    type PriceType = Decimal;
825    type VolumeType = i64;
826    type TurnoverType = Decimal;
827    type TradeSessionType = TradeSession;
828
829    #[inline]
830    fn new(
831        components: CandlestickComponents<
832            Self::PriceType,
833            Self::VolumeType,
834            Self::TurnoverType,
835            Self::TradeSessionType,
836        >,
837    ) -> Self {
838        Self {
839            timestamp: components.time,
840            open: components.open,
841            high: components.high,
842            low: components.low,
843            close: components.close,
844            volume: components.volume,
845            turnover: components.turnover,
846            trade_session: components.trade_session,
847        }
848    }
849
850    #[inline]
851    fn time(&self) -> OffsetDateTime {
852        self.timestamp
853    }
854
855    #[inline]
856    fn set_time(&mut self, time: OffsetDateTime) {
857        self.timestamp = time;
858    }
859
860    #[inline]
861    fn open(&self) -> Self::PriceType {
862        self.open
863    }
864
865    #[inline]
866    fn set_open(&mut self, open: Self::PriceType) {
867        self.open = open;
868    }
869
870    #[inline]
871    fn high(&self) -> Self::PriceType {
872        self.high
873    }
874
875    #[inline]
876    fn set_high(&mut self, high: Self::PriceType) {
877        self.high = high;
878    }
879
880    #[inline]
881    fn low(&self) -> Self::PriceType {
882        self.low
883    }
884
885    #[inline]
886    fn set_low(&mut self, low: Self::PriceType) {
887        self.low = low;
888    }
889
890    #[inline]
891    fn close(&self) -> Self::PriceType {
892        self.close
893    }
894
895    #[inline]
896    fn set_close(&mut self, close: Self::PriceType) {
897        self.close = close;
898    }
899
900    #[inline]
901    fn volume(&self) -> Self::VolumeType {
902        self.volume
903    }
904
905    #[inline]
906    fn set_volume(&mut self, volume: Self::VolumeType) {
907        self.volume = volume;
908    }
909
910    #[inline]
911    fn turnover(&self) -> Self::TurnoverType {
912        self.turnover
913    }
914
915    #[inline]
916    fn set_turnover(&mut self, turnover: Self::TurnoverType) {
917        self.turnover = turnover;
918    }
919
920    #[inline]
921    fn trade_session(&self) -> Self::TradeSessionType {
922        self.trade_session
923    }
924}
925
926/// Strike price info
927#[derive(Debug, Clone, Serialize, Deserialize)]
928pub struct StrikePriceInfo {
929    /// Strike price
930    pub price: Decimal,
931    /// Security code of call option
932    pub call_symbol: String,
933    /// Security code of put option
934    pub put_symbol: String,
935    /// Is standard
936    pub standard: bool,
937}
938
939impl TryFrom<quote::StrikePriceInfo> for StrikePriceInfo {
940    type Error = Error;
941
942    fn try_from(value: quote::StrikePriceInfo) -> Result<Self> {
943        Ok(Self {
944            price: value.price.parse().unwrap_or_default(),
945            call_symbol: value.call_symbol,
946            put_symbol: value.put_symbol,
947            standard: value.standard,
948        })
949    }
950}
951
952/// Issuer info
953#[derive(Debug, Clone, Serialize, Deserialize)]
954pub struct IssuerInfo {
955    /// Issuer ID
956    pub issuer_id: i32,
957    /// Issuer name (zh-CN)
958    pub name_cn: String,
959    /// Issuer name (en)
960    pub name_en: String,
961    /// Issuer name (zh-HK)
962    pub name_hk: String,
963}
964
965impl From<quote::IssuerInfo> for IssuerInfo {
966    fn from(info: quote::IssuerInfo) -> Self {
967        Self {
968            issuer_id: info.id,
969            name_cn: info.name_cn,
970            name_en: info.name_en,
971            name_hk: info.name_hk,
972        }
973    }
974}
975
976/// Sort order type
977#[derive(Debug, Copy, Clone, Hash, Eq, PartialEq, IntoPrimitive)]
978#[repr(i32)]
979pub enum SortOrderType {
980    /// Ascending
981    Ascending = 0,
982    /// Descending
983    Descending = 1,
984}
985
986/// Warrant sort by
987#[derive(Debug, Copy, Clone, Hash, Eq, PartialEq, IntoPrimitive)]
988#[repr(i32)]
989pub enum WarrantSortBy {
990    /// Last done
991    LastDone = 0,
992    /// Change rate
993    ChangeRate = 1,
994    /// Change value
995    ChangeValue = 2,
996    /// Volume
997    Volume = 3,
998    /// Turnover
999    Turnover = 4,
1000    /// Expiry date
1001    ExpiryDate = 5,
1002    /// Strike price
1003    StrikePrice = 6,
1004    /// Upper strike price
1005    UpperStrikePrice = 7,
1006    /// Lower strike price
1007    LowerStrikePrice = 8,
1008    /// Outstanding quantity
1009    OutstandingQuantity = 9,
1010    /// Outstanding ratio
1011    OutstandingRatio = 10,
1012    /// Premium
1013    Premium = 11,
1014    /// In/out of the bound
1015    ItmOtm = 12,
1016    /// Implied volatility
1017    ImpliedVolatility = 13,
1018    /// Greek value Delta
1019    Delta = 14,
1020    /// Call price
1021    CallPrice = 15,
1022    /// Price interval from the call price
1023    ToCallPrice = 16,
1024    /// Effective leverage
1025    EffectiveLeverage = 17,
1026    /// Leverage ratio
1027    LeverageRatio = 18,
1028    /// Conversion ratio
1029    ConversionRatio = 19,
1030    /// Breakeven point
1031    BalancePoint = 20,
1032    /// Status
1033    Status = 21,
1034}
1035
1036/// Filter warrant expiry date type
1037#[allow(non_camel_case_types)]
1038#[derive(Debug, Copy, Clone, Hash, Eq, PartialEq, IntoPrimitive)]
1039#[repr(i32)]
1040pub enum FilterWarrantExpiryDate {
1041    /// Less than 3 months
1042    LT_3 = 1,
1043    /// 3 - 6 months
1044    Between_3_6 = 2,
1045    /// 6 - 12 months
1046    Between_6_12 = 3,
1047    /// Greater than 12 months
1048    GT_12 = 4,
1049}
1050
1051/// Filter warrant in/out of the bounds type
1052#[allow(non_camel_case_types)]
1053#[derive(Debug, Copy, Clone, Hash, Eq, PartialEq, IntoPrimitive)]
1054#[repr(i32)]
1055pub enum FilterWarrantInOutBoundsType {
1056    /// In bounds
1057    In = 1,
1058    /// Out bounds
1059    Out = 2,
1060}
1061
1062/// Warrant status
1063#[derive(
1064    Debug, Copy, Clone, Hash, Eq, PartialEq, IntoPrimitive, TryFromPrimitive, Serialize, Deserialize,
1065)]
1066#[repr(i32)]
1067pub enum WarrantStatus {
1068    /// Suspend
1069    Suspend = 2,
1070    /// Prepare List
1071    PrepareList = 3,
1072    /// Normal
1073    Normal = 4,
1074}
1075
1076/// Warrant info
1077#[derive(Debug, Clone, Serialize, Deserialize)]
1078pub struct WarrantInfo {
1079    /// Security code
1080    pub symbol: String,
1081    /// Warrant type
1082    pub warrant_type: WarrantType,
1083    /// Security name
1084    pub name: String,
1085    /// Latest price
1086    pub last_done: Decimal,
1087    /// Quote change rate
1088    pub change_rate: Decimal,
1089    /// Quote change
1090    pub change_value: Decimal,
1091    /// Volume
1092    pub volume: i64,
1093    /// Turnover
1094    pub turnover: Decimal,
1095    /// Expiry date
1096    pub expiry_date: Date,
1097    /// Strike price
1098    pub strike_price: Option<Decimal>,
1099    /// Upper strike price
1100    pub upper_strike_price: Option<Decimal>,
1101    /// Lower strike price
1102    pub lower_strike_price: Option<Decimal>,
1103    /// Outstanding quantity
1104    pub outstanding_qty: i64,
1105    /// Outstanding ratio
1106    pub outstanding_ratio: Decimal,
1107    /// Premium
1108    pub premium: Decimal,
1109    /// In/out of the bound
1110    pub itm_otm: Option<Decimal>,
1111    /// Implied volatility
1112    pub implied_volatility: Option<Decimal>,
1113    /// Delta
1114    pub delta: Option<Decimal>,
1115    /// Call price
1116    pub call_price: Option<Decimal>,
1117    /// Price interval from the call price
1118    pub to_call_price: Option<Decimal>,
1119    /// Effective leverage
1120    pub effective_leverage: Option<Decimal>,
1121    /// Leverage ratio
1122    pub leverage_ratio: Decimal,
1123    /// Conversion ratio
1124    pub conversion_ratio: Option<Decimal>,
1125    /// Breakeven point
1126    pub balance_point: Option<Decimal>,
1127    /// Status
1128    pub status: WarrantStatus,
1129}
1130
1131impl TryFrom<quote::FilterWarrant> for WarrantInfo {
1132    type Error = Error;
1133
1134    fn try_from(info: quote::FilterWarrant) -> Result<Self> {
1135        let r#type = WarrantType::try_from(info.r#type)
1136            .map_err(|err| Error::parse_field_error("type", err))?;
1137
1138        match r#type {
1139            WarrantType::Unknown => unreachable!(),
1140            WarrantType::Call | WarrantType::Put => Ok(Self {
1141                symbol: info.symbol,
1142                warrant_type: r#type,
1143                name: info.name,
1144                last_done: info.last_done.parse().unwrap_or_default(),
1145                change_rate: info.change_rate.parse().unwrap_or_default(),
1146                change_value: info.change_val.parse().unwrap_or_default(),
1147                volume: info.volume,
1148                turnover: info.turnover.parse().unwrap_or_default(),
1149                expiry_date: parse_date(&info.expiry_date)
1150                    .map_err(|err| Error::parse_field_error("expiry_date", err))?,
1151                strike_price: Some(info.last_done.parse().unwrap_or_default()),
1152                upper_strike_price: None,
1153                lower_strike_price: None,
1154                outstanding_qty: info.outstanding_qty.parse().unwrap_or_default(),
1155                outstanding_ratio: info.outstanding_ratio.parse().unwrap_or_default(),
1156                premium: info.premium.parse().unwrap_or_default(),
1157                itm_otm: Some(info.last_done.parse().unwrap_or_default()),
1158                implied_volatility: Some(info.last_done.parse().unwrap_or_default()),
1159                delta: Some(info.last_done.parse().unwrap_or_default()),
1160                call_price: None,
1161                to_call_price: None,
1162                effective_leverage: Some(info.last_done.parse().unwrap_or_default()),
1163                leverage_ratio: info.leverage_ratio.parse().unwrap_or_default(),
1164                conversion_ratio: Some(info.last_done.parse().unwrap_or_default()),
1165                balance_point: Some(info.last_done.parse().unwrap_or_default()),
1166                status: WarrantStatus::try_from(info.status)
1167                    .map_err(|err| Error::parse_field_error("state", err))?,
1168            }),
1169            WarrantType::Bull | WarrantType::Bear => Ok(Self {
1170                symbol: info.symbol,
1171                warrant_type: r#type,
1172                name: info.name,
1173                last_done: info.last_done.parse().unwrap_or_default(),
1174                change_rate: info.change_rate.parse().unwrap_or_default(),
1175                change_value: info.change_val.parse().unwrap_or_default(),
1176                volume: info.volume,
1177                turnover: info.turnover.parse().unwrap_or_default(),
1178                expiry_date: parse_date(&info.expiry_date)
1179                    .map_err(|err| Error::parse_field_error("expiry_date", err))?,
1180                strike_price: Some(info.last_done.parse().unwrap_or_default()),
1181                upper_strike_price: None,
1182                lower_strike_price: None,
1183                outstanding_qty: info.outstanding_qty.parse().unwrap_or_default(),
1184                outstanding_ratio: info.outstanding_ratio.parse().unwrap_or_default(),
1185                premium: info.premium.parse().unwrap_or_default(),
1186                itm_otm: Some(info.last_done.parse().unwrap_or_default()),
1187                implied_volatility: None,
1188                delta: None,
1189                call_price: Some(info.call_price.parse().unwrap_or_default()),
1190                to_call_price: Some(info.to_call_price.parse().unwrap_or_default()),
1191                effective_leverage: None,
1192                leverage_ratio: info.leverage_ratio.parse().unwrap_or_default(),
1193                conversion_ratio: Some(info.last_done.parse().unwrap_or_default()),
1194                balance_point: Some(info.last_done.parse().unwrap_or_default()),
1195                status: WarrantStatus::try_from(info.status)
1196                    .map_err(|err| Error::parse_field_error("state", err))?,
1197            }),
1198            WarrantType::Inline => Ok(Self {
1199                symbol: info.symbol,
1200                warrant_type: r#type,
1201                name: info.name,
1202                last_done: info.last_done.parse().unwrap_or_default(),
1203                change_rate: info.change_rate.parse().unwrap_or_default(),
1204                change_value: info.change_val.parse().unwrap_or_default(),
1205                volume: info.volume,
1206                turnover: info.turnover.parse().unwrap_or_default(),
1207                expiry_date: parse_date(&info.expiry_date)
1208                    .map_err(|err| Error::parse_field_error("expiry_date", err))?,
1209                strike_price: None,
1210                upper_strike_price: Some(info.upper_strike_price.parse().unwrap_or_default()),
1211                lower_strike_price: Some(info.lower_strike_price.parse().unwrap_or_default()),
1212                outstanding_qty: info.outstanding_qty.parse().unwrap_or_default(),
1213                outstanding_ratio: info.outstanding_ratio.parse().unwrap_or_default(),
1214                premium: info.premium.parse().unwrap_or_default(),
1215                itm_otm: None,
1216                implied_volatility: None,
1217                delta: None,
1218                call_price: None,
1219                to_call_price: None,
1220                effective_leverage: None,
1221                leverage_ratio: info.leverage_ratio.parse().unwrap_or_default(),
1222                conversion_ratio: None,
1223                balance_point: None,
1224                status: WarrantStatus::try_from(info.status)
1225                    .map_err(|err| Error::parse_field_error("state", err))?,
1226            }),
1227        }
1228    }
1229}
1230
1231/// The information of trading session
1232#[derive(Debug, Clone, Serialize, Deserialize)]
1233pub struct TradingSessionInfo {
1234    /// Being trading time
1235    pub begin_time: Time,
1236    /// End trading time
1237    pub end_time: Time,
1238    /// Trading session
1239    pub trade_session: TradeSession,
1240}
1241
1242impl TryFrom<quote::TradePeriod> for TradingSessionInfo {
1243    type Error = Error;
1244
1245    fn try_from(value: quote::TradePeriod) -> Result<Self> {
1246        #[inline]
1247        fn parse_time(value: i32) -> ::std::result::Result<Time, time::error::ComponentRange> {
1248            Time::from_hms(((value / 100) % 100) as u8, (value % 100) as u8, 0)
1249        }
1250
1251        Ok(Self {
1252            begin_time: parse_time(value.beg_time)
1253                .map_err(|err| Error::parse_field_error("beg_time", err))?,
1254            end_time: parse_time(value.end_time)
1255                .map_err(|err| Error::parse_field_error("end_time", err))?,
1256            trade_session: longport_proto::quote::TradeSession::try_from(value.trade_session)
1257                .unwrap_or_default()
1258                .into(),
1259        })
1260    }
1261}
1262
1263/// Market trading session
1264#[derive(Debug, Clone, Serialize, Deserialize)]
1265pub struct MarketTradingSession {
1266    /// Market
1267    pub market: Market,
1268    /// Trading session
1269    pub trade_sessions: Vec<TradingSessionInfo>,
1270}
1271
1272impl TryFrom<quote::MarketTradePeriod> for MarketTradingSession {
1273    type Error = Error;
1274
1275    fn try_from(value: quote::MarketTradePeriod) -> Result<Self> {
1276        Ok(Self {
1277            market: value.market.parse().unwrap_or_default(),
1278            trade_sessions: value
1279                .trade_session
1280                .into_iter()
1281                .map(TryInto::try_into)
1282                .collect::<Result<Vec<_>>>()?,
1283        })
1284    }
1285}
1286
1287/// Market trading days
1288#[derive(Debug, Clone, Serialize, Deserialize)]
1289pub struct MarketTradingDays {
1290    /// Trading days
1291    pub trading_days: Vec<Date>,
1292    /// Half trading days
1293    pub half_trading_days: Vec<Date>,
1294}
1295
1296/// Capital flow line
1297#[derive(Debug, Clone, Serialize, Deserialize)]
1298pub struct CapitalFlowLine {
1299    /// Inflow capital data
1300    pub inflow: Decimal,
1301    /// Time
1302    pub timestamp: OffsetDateTime,
1303}
1304
1305impl TryFrom<quote::capital_flow_intraday_response::CapitalFlowLine> for CapitalFlowLine {
1306    type Error = Error;
1307
1308    fn try_from(value: quote::capital_flow_intraday_response::CapitalFlowLine) -> Result<Self> {
1309        Ok(Self {
1310            inflow: value.inflow.parse().unwrap_or_default(),
1311            timestamp: OffsetDateTime::from_unix_timestamp(value.timestamp)
1312                .map_err(|err| Error::parse_field_error("timestamp", err))?,
1313        })
1314    }
1315}
1316
1317/// Capital distribution
1318#[derive(Debug, Clone, Default, Serialize, Deserialize)]
1319pub struct CapitalDistribution {
1320    /// Large order
1321    pub large: Decimal,
1322    /// Medium order
1323    pub medium: Decimal,
1324    /// Small order
1325    pub small: Decimal,
1326}
1327
1328impl TryFrom<quote::capital_distribution_response::CapitalDistribution> for CapitalDistribution {
1329    type Error = Error;
1330
1331    fn try_from(value: quote::capital_distribution_response::CapitalDistribution) -> Result<Self> {
1332        Ok(Self {
1333            large: value.large.parse().unwrap_or_default(),
1334            medium: value.medium.parse().unwrap_or_default(),
1335            small: value.small.parse().unwrap_or_default(),
1336        })
1337    }
1338}
1339
1340/// Capital distribution response
1341#[derive(Debug, Clone, Serialize, Deserialize)]
1342pub struct CapitalDistributionResponse {
1343    /// Time
1344    pub timestamp: OffsetDateTime,
1345    /// Inflow capital data
1346    pub capital_in: CapitalDistribution,
1347    /// Outflow capital data
1348    pub capital_out: CapitalDistribution,
1349}
1350
1351impl TryFrom<quote::CapitalDistributionResponse> for CapitalDistributionResponse {
1352    type Error = Error;
1353
1354    fn try_from(value: quote::CapitalDistributionResponse) -> Result<Self> {
1355        Ok(Self {
1356            timestamp: OffsetDateTime::from_unix_timestamp(value.timestamp)
1357                .map_err(|err| Error::parse_field_error("timestamp", err))?,
1358            capital_in: value
1359                .capital_in
1360                .map(TryInto::try_into)
1361                .transpose()?
1362                .unwrap_or_default(),
1363            capital_out: value
1364                .capital_out
1365                .map(TryInto::try_into)
1366                .transpose()?
1367                .unwrap_or_default(),
1368        })
1369    }
1370}
1371
1372/// Watchlist security
1373#[derive(Debug, Clone, Serialize, Deserialize)]
1374pub struct WatchlistSecurity {
1375    /// Security symbol
1376    pub symbol: String,
1377    /// Market
1378    pub market: Market,
1379    /// Security name
1380    pub name: String,
1381    /// Watched price
1382    #[serde(with = "serde_utils::decimal_opt_empty_is_none")]
1383    pub watched_price: Option<Decimal>,
1384    /// Watched time
1385    #[serde(
1386        serialize_with = "time::serde::rfc3339::serialize",
1387        deserialize_with = "serde_utils::timestamp::deserialize"
1388    )]
1389    pub watched_at: OffsetDateTime,
1390}
1391
1392/// Watchlist group
1393#[derive(Debug, Clone, Serialize, Deserialize)]
1394pub struct WatchlistGroup {
1395    /// Group id
1396    #[serde(with = "serde_utils::int64_str")]
1397    pub id: i64,
1398    /// Group name
1399    pub name: String,
1400    /// Securities
1401    pub securities: Vec<WatchlistSecurity>,
1402}
1403
1404/// An request for create watchlist group
1405#[derive(Debug, Clone)]
1406pub struct RequestCreateWatchlistGroup {
1407    /// Group name
1408    pub name: String,
1409    /// Securities
1410    pub securities: Option<Vec<String>>,
1411}
1412
1413impl RequestCreateWatchlistGroup {
1414    /// Create a new request for create watchlist group
1415    pub fn new(name: impl Into<String>) -> Self {
1416        Self {
1417            name: name.into(),
1418            securities: None,
1419        }
1420    }
1421
1422    /// Set securities to the request
1423    pub fn securities<I, T>(self, securities: I) -> Self
1424    where
1425        I: IntoIterator<Item = T>,
1426        T: Into<String>,
1427    {
1428        Self {
1429            securities: Some(securities.into_iter().map(Into::into).collect()),
1430            ..self
1431        }
1432    }
1433}
1434
1435/// Securities update mode
1436#[derive(Debug, Copy, Clone, Default, Serialize)]
1437#[serde(rename_all = "lowercase")]
1438pub enum SecuritiesUpdateMode {
1439    /// Add securities
1440    Add,
1441    /// Remove securities
1442    Remove,
1443    /// Replace securities
1444    #[default]
1445    Replace,
1446}
1447
1448/// An request for update watchlist group
1449#[derive(Debug, Clone)]
1450pub struct RequestUpdateWatchlistGroup {
1451    /// Group id
1452    pub id: i64,
1453    /// Group name
1454    pub name: Option<String>,
1455    /// Securities
1456    pub securities: Option<Vec<String>>,
1457    /// Securities Update mode
1458    pub mode: SecuritiesUpdateMode,
1459}
1460
1461impl RequestUpdateWatchlistGroup {
1462    /// Create a new request for update watchlist group
1463    #[inline]
1464    pub fn new(id: i64) -> Self {
1465        Self {
1466            id,
1467            name: None,
1468            securities: None,
1469            mode: SecuritiesUpdateMode::default(),
1470        }
1471    }
1472
1473    /// Set group name to the request
1474    pub fn name(self, name: impl Into<String>) -> Self {
1475        Self {
1476            name: Some(name.into()),
1477            ..self
1478        }
1479    }
1480
1481    /// Set securities to the request
1482    pub fn securities<I, T>(self, securities: I) -> Self
1483    where
1484        I: IntoIterator<Item = T>,
1485        T: Into<String>,
1486    {
1487        Self {
1488            securities: Some(securities.into_iter().map(Into::into).collect()),
1489            ..self
1490        }
1491    }
1492
1493    /// Set securities update mode to the request
1494    pub fn mode(self, mode: SecuritiesUpdateMode) -> Self {
1495        Self { mode, ..self }
1496    }
1497}
1498
1499/// Calc index
1500#[derive(Debug, Copy, Clone, Eq, PartialEq)]
1501pub enum CalcIndex {
1502    /// Latest price
1503    LastDone,
1504    /// Change value
1505    ChangeValue,
1506    /// Change rate
1507    ChangeRate,
1508    /// Volume
1509    Volume,
1510    /// Turnover
1511    Turnover,
1512    /// Year-to-date change ratio
1513    YtdChangeRate,
1514    /// Turnover rate
1515    TurnoverRate,
1516    /// Total market value
1517    TotalMarketValue,
1518    /// Capital flow
1519    CapitalFlow,
1520    /// Amplitude
1521    Amplitude,
1522    /// Volume ratio
1523    VolumeRatio,
1524    /// PE (TTM)
1525    PeTtmRatio,
1526    /// PB
1527    PbRatio,
1528    /// Dividend ratio (TTM)
1529    DividendRatioTtm,
1530    /// Five days change ratio
1531    FiveDayChangeRate,
1532    /// Ten days change ratio
1533    TenDayChangeRate,
1534    /// Half year change ratio
1535    HalfYearChangeRate,
1536    /// Five minutes change ratio
1537    FiveMinutesChangeRate,
1538    /// Expiry date
1539    ExpiryDate,
1540    /// Strike price
1541    StrikePrice,
1542    /// Upper bound price
1543    UpperStrikePrice,
1544    /// Lower bound price
1545    LowerStrikePrice,
1546    /// Outstanding quantity
1547    OutstandingQty,
1548    /// Outstanding ratio
1549    OutstandingRatio,
1550    /// Premium
1551    Premium,
1552    /// In/out of the bound
1553    ItmOtm,
1554    /// Implied volatility
1555    ImpliedVolatility,
1556    /// Warrant delta
1557    WarrantDelta,
1558    /// Call price
1559    CallPrice,
1560    /// Price interval from the call price
1561    ToCallPrice,
1562    /// Effective leverage
1563    EffectiveLeverage,
1564    /// Leverage ratio
1565    LeverageRatio,
1566    /// Conversion ratio
1567    ConversionRatio,
1568    /// Breakeven point
1569    BalancePoint,
1570    /// Open interest
1571    OpenInterest,
1572    /// Delta
1573    Delta,
1574    /// Gamma
1575    Gamma,
1576    /// Theta
1577    Theta,
1578    /// Vega
1579    Vega,
1580    /// Rho
1581    Rho,
1582}
1583
1584impl From<CalcIndex> for longport_proto::quote::CalcIndex {
1585    fn from(value: CalcIndex) -> Self {
1586        use longport_proto::quote::CalcIndex::*;
1587
1588        match value {
1589            CalcIndex::LastDone => CalcindexLastDone,
1590            CalcIndex::ChangeValue => CalcindexChangeVal,
1591            CalcIndex::ChangeRate => CalcindexChangeRate,
1592            CalcIndex::Volume => CalcindexVolume,
1593            CalcIndex::Turnover => CalcindexTurnover,
1594            CalcIndex::YtdChangeRate => CalcindexYtdChangeRate,
1595            CalcIndex::TurnoverRate => CalcindexTurnoverRate,
1596            CalcIndex::TotalMarketValue => CalcindexTotalMarketValue,
1597            CalcIndex::CapitalFlow => CalcindexCapitalFlow,
1598            CalcIndex::Amplitude => CalcindexAmplitude,
1599            CalcIndex::VolumeRatio => CalcindexVolumeRatio,
1600            CalcIndex::PeTtmRatio => CalcindexPeTtmRatio,
1601            CalcIndex::PbRatio => CalcindexPbRatio,
1602            CalcIndex::DividendRatioTtm => CalcindexDividendRatioTtm,
1603            CalcIndex::FiveDayChangeRate => CalcindexFiveDayChangeRate,
1604            CalcIndex::TenDayChangeRate => CalcindexTenDayChangeRate,
1605            CalcIndex::HalfYearChangeRate => CalcindexHalfYearChangeRate,
1606            CalcIndex::FiveMinutesChangeRate => CalcindexFiveMinutesChangeRate,
1607            CalcIndex::ExpiryDate => CalcindexExpiryDate,
1608            CalcIndex::StrikePrice => CalcindexStrikePrice,
1609            CalcIndex::UpperStrikePrice => CalcindexUpperStrikePrice,
1610            CalcIndex::LowerStrikePrice => CalcindexLowerStrikePrice,
1611            CalcIndex::OutstandingQty => CalcindexOutstandingQty,
1612            CalcIndex::OutstandingRatio => CalcindexOutstandingRatio,
1613            CalcIndex::Premium => CalcindexPremium,
1614            CalcIndex::ItmOtm => CalcindexItmOtm,
1615            CalcIndex::ImpliedVolatility => CalcindexImpliedVolatility,
1616            CalcIndex::WarrantDelta => CalcindexWarrantDelta,
1617            CalcIndex::CallPrice => CalcindexCallPrice,
1618            CalcIndex::ToCallPrice => CalcindexToCallPrice,
1619            CalcIndex::EffectiveLeverage => CalcindexEffectiveLeverage,
1620            CalcIndex::LeverageRatio => CalcindexLeverageRatio,
1621            CalcIndex::ConversionRatio => CalcindexConversionRatio,
1622            CalcIndex::BalancePoint => CalcindexBalancePoint,
1623            CalcIndex::OpenInterest => CalcindexOpenInterest,
1624            CalcIndex::Delta => CalcindexDelta,
1625            CalcIndex::Gamma => CalcindexGamma,
1626            CalcIndex::Theta => CalcindexTheta,
1627            CalcIndex::Vega => CalcindexVega,
1628            CalcIndex::Rho => CalcindexRho,
1629        }
1630    }
1631}
1632
1633/// Security calc index response
1634#[derive(Debug, Clone, Serialize, Deserialize)]
1635pub struct SecurityCalcIndex {
1636    /// Security code
1637    pub symbol: String,
1638    /// Latest price
1639    pub last_done: Option<Decimal>,
1640    /// Change value
1641    pub change_value: Option<Decimal>,
1642    /// Change ratio
1643    pub change_rate: Option<Decimal>,
1644    /// Volume
1645    pub volume: Option<i64>,
1646    /// Turnover
1647    pub turnover: Option<Decimal>,
1648    /// Year-to-date change ratio
1649    pub ytd_change_rate: Option<Decimal>,
1650    /// Turnover rate
1651    pub turnover_rate: Option<Decimal>,
1652    /// Total market value
1653    pub total_market_value: Option<Decimal>,
1654    /// Capital flow
1655    pub capital_flow: Option<Decimal>,
1656    /// Amplitude
1657    pub amplitude: Option<Decimal>,
1658    /// Volume ratio
1659    pub volume_ratio: Option<Decimal>,
1660    /// PE (TTM)
1661    pub pe_ttm_ratio: Option<Decimal>,
1662    /// PB
1663    pub pb_ratio: Option<Decimal>,
1664    /// Dividend ratio (TTM)
1665    pub dividend_ratio_ttm: Option<Decimal>,
1666    /// Five days change ratio
1667    pub five_day_change_rate: Option<Decimal>,
1668    /// Ten days change ratio
1669    pub ten_day_change_rate: Option<Decimal>,
1670    /// Half year change ratio
1671    pub half_year_change_rate: Option<Decimal>,
1672    /// Five minutes change ratio
1673    pub five_minutes_change_rate: Option<Decimal>,
1674    /// Expiry date
1675    pub expiry_date: Option<Date>,
1676    /// Strike price
1677    pub strike_price: Option<Decimal>,
1678    /// Upper bound price
1679    pub upper_strike_price: Option<Decimal>,
1680    /// Lower bound price
1681    pub lower_strike_price: Option<Decimal>,
1682    /// Outstanding quantity
1683    pub outstanding_qty: Option<i64>,
1684    /// Outstanding ratio
1685    pub outstanding_ratio: Option<Decimal>,
1686    /// Premium
1687    pub premium: Option<Decimal>,
1688    /// In/out of the bound
1689    pub itm_otm: Option<Decimal>,
1690    /// Implied volatility
1691    pub implied_volatility: Option<Decimal>,
1692    /// Warrant delta
1693    pub warrant_delta: Option<Decimal>,
1694    /// Call price
1695    pub call_price: Option<Decimal>,
1696    /// Price interval from the call price
1697    pub to_call_price: Option<Decimal>,
1698    /// Effective leverage
1699    pub effective_leverage: Option<Decimal>,
1700    /// Leverage ratio
1701    pub leverage_ratio: Option<Decimal>,
1702    /// Conversion ratio
1703    pub conversion_ratio: Option<Decimal>,
1704    /// Breakeven point
1705    pub balance_point: Option<Decimal>,
1706    /// Open interest
1707    pub open_interest: Option<i64>,
1708    /// Delta
1709    pub delta: Option<Decimal>,
1710    /// Gamma
1711    pub gamma: Option<Decimal>,
1712    /// Theta
1713    pub theta: Option<Decimal>,
1714    /// Vega
1715    pub vega: Option<Decimal>,
1716    /// Rho
1717    pub rho: Option<Decimal>,
1718}
1719
1720impl SecurityCalcIndex {
1721    pub(crate) fn from_proto(
1722        resp: longport_proto::quote::SecurityCalcIndex,
1723        indexes: &[CalcIndex],
1724    ) -> Self {
1725        let mut output = SecurityCalcIndex {
1726            symbol: resp.symbol,
1727            last_done: None,
1728            change_value: None,
1729            change_rate: None,
1730            volume: None,
1731            turnover: None,
1732            ytd_change_rate: None,
1733            turnover_rate: None,
1734            total_market_value: None,
1735            capital_flow: None,
1736            amplitude: None,
1737            volume_ratio: None,
1738            pe_ttm_ratio: None,
1739            pb_ratio: None,
1740            dividend_ratio_ttm: None,
1741            five_day_change_rate: None,
1742            ten_day_change_rate: None,
1743            half_year_change_rate: None,
1744            five_minutes_change_rate: None,
1745            expiry_date: None,
1746            strike_price: None,
1747            upper_strike_price: None,
1748            lower_strike_price: None,
1749            outstanding_qty: None,
1750            outstanding_ratio: None,
1751            premium: None,
1752            itm_otm: None,
1753            implied_volatility: None,
1754            warrant_delta: None,
1755            call_price: None,
1756            to_call_price: None,
1757            effective_leverage: None,
1758            leverage_ratio: None,
1759            conversion_ratio: None,
1760            balance_point: None,
1761            open_interest: None,
1762            delta: None,
1763            gamma: None,
1764            theta: None,
1765            vega: None,
1766            rho: None,
1767        };
1768
1769        for index in indexes {
1770            match index {
1771                CalcIndex::LastDone => output.last_done = resp.last_done.parse().ok(),
1772                CalcIndex::ChangeValue => output.change_value = resp.change_val.parse().ok(),
1773                CalcIndex::ChangeRate => output.change_rate = resp.change_rate.parse().ok(),
1774                CalcIndex::Volume => output.volume = Some(resp.volume),
1775                CalcIndex::Turnover => output.turnover = resp.turnover.parse().ok(),
1776                CalcIndex::YtdChangeRate => {
1777                    output.ytd_change_rate = resp.ytd_change_rate.parse().ok()
1778                }
1779                CalcIndex::TurnoverRate => output.turnover_rate = resp.turnover_rate.parse().ok(),
1780                CalcIndex::TotalMarketValue => {
1781                    output.total_market_value = resp.total_market_value.parse().ok()
1782                }
1783                CalcIndex::CapitalFlow => output.capital_flow = resp.capital_flow.parse().ok(),
1784                CalcIndex::Amplitude => output.amplitude = resp.amplitude.parse().ok(),
1785                CalcIndex::VolumeRatio => output.volume_ratio = resp.volume_ratio.parse().ok(),
1786                CalcIndex::PeTtmRatio => output.pe_ttm_ratio = resp.pe_ttm_ratio.parse().ok(),
1787                CalcIndex::PbRatio => output.pb_ratio = resp.pb_ratio.parse().ok(),
1788                CalcIndex::DividendRatioTtm => {
1789                    output.dividend_ratio_ttm = resp.dividend_ratio_ttm.parse().ok()
1790                }
1791                CalcIndex::FiveDayChangeRate => {
1792                    output.five_day_change_rate = resp.five_day_change_rate.parse().ok()
1793                }
1794                CalcIndex::TenDayChangeRate => {
1795                    output.ten_day_change_rate = resp.ten_day_change_rate.parse().ok()
1796                }
1797                CalcIndex::HalfYearChangeRate => {
1798                    output.half_year_change_rate = resp.half_year_change_rate.parse().ok()
1799                }
1800                CalcIndex::FiveMinutesChangeRate => {
1801                    output.five_minutes_change_rate = resp.five_minutes_change_rate.parse().ok()
1802                }
1803                CalcIndex::ExpiryDate => output.expiry_date = parse_date(&resp.expiry_date).ok(),
1804                CalcIndex::StrikePrice => output.strike_price = resp.strike_price.parse().ok(),
1805                CalcIndex::UpperStrikePrice => {
1806                    output.upper_strike_price = resp.upper_strike_price.parse().ok()
1807                }
1808                CalcIndex::LowerStrikePrice => {
1809                    output.lower_strike_price = resp.lower_strike_price.parse().ok()
1810                }
1811                CalcIndex::OutstandingQty => output.outstanding_qty = Some(resp.outstanding_qty),
1812                CalcIndex::OutstandingRatio => {
1813                    output.outstanding_ratio = resp.outstanding_ratio.parse().ok()
1814                }
1815                CalcIndex::Premium => output.premium = resp.premium.parse().ok(),
1816                CalcIndex::ItmOtm => output.itm_otm = resp.itm_otm.parse().ok(),
1817                CalcIndex::ImpliedVolatility => {
1818                    output.implied_volatility = resp.implied_volatility.parse().ok()
1819                }
1820                CalcIndex::WarrantDelta => output.warrant_delta = resp.warrant_delta.parse().ok(),
1821                CalcIndex::CallPrice => output.call_price = resp.call_price.parse().ok(),
1822                CalcIndex::ToCallPrice => output.to_call_price = resp.to_call_price.parse().ok(),
1823                CalcIndex::EffectiveLeverage => {
1824                    output.effective_leverage = resp.effective_leverage.parse().ok()
1825                }
1826                CalcIndex::LeverageRatio => {
1827                    output.leverage_ratio = resp.leverage_ratio.parse().ok()
1828                }
1829                CalcIndex::ConversionRatio => {
1830                    output.conversion_ratio = resp.conversion_ratio.parse().ok()
1831                }
1832                CalcIndex::BalancePoint => output.balance_point = resp.balance_point.parse().ok(),
1833                CalcIndex::OpenInterest => output.open_interest = Some(resp.open_interest),
1834                CalcIndex::Delta => output.delta = resp.delta.parse().ok(),
1835                CalcIndex::Gamma => output.gamma = resp.gamma.parse().ok(),
1836                CalcIndex::Theta => output.theta = resp.theta.parse().ok(),
1837                CalcIndex::Vega => output.vega = resp.vega.parse().ok(),
1838                CalcIndex::Rho => output.rho = resp.rho.parse().ok(),
1839            }
1840        }
1841
1842        output
1843    }
1844}
1845
1846/// Security list category
1847#[derive(Debug, Copy, Clone, Hash, Eq, PartialEq, EnumString, Display)]
1848pub enum SecurityListCategory {
1849    /// Overnight
1850    Overnight,
1851}
1852
1853impl_serialize_for_enum_string!(SecurityListCategory);
1854
1855/// The basic information of securities
1856#[derive(Debug, Serialize, Deserialize)]
1857pub struct Security {
1858    /// Security code
1859    pub symbol: String,
1860    /// Security name (zh-CN)
1861    pub name_cn: String,
1862    /// Security name (en)
1863    pub name_en: String,
1864    /// Security name (zh-HK)
1865    pub name_hk: String,
1866}
1867
1868/// Quote package detail
1869#[derive(Debug, Clone)]
1870pub struct QuotePackageDetail {
1871    /// Key
1872    pub key: String,
1873    /// Name
1874    pub name: String,
1875    /// Description
1876    pub description: String,
1877    /// Start time
1878    pub start_at: OffsetDateTime,
1879    /// End time
1880    pub end_at: OffsetDateTime,
1881}
1882
1883impl TryFrom<quote::user_quote_level_detail::PackageDetail> for QuotePackageDetail {
1884    type Error = Error;
1885
1886    fn try_from(quote: quote::user_quote_level_detail::PackageDetail) -> Result<Self> {
1887        Ok(Self {
1888            key: quote.key,
1889            name: quote.name,
1890            description: quote.description,
1891            start_at: OffsetDateTime::from_unix_timestamp(quote.start)
1892                .map_err(|err| Error::parse_field_error("start_at", err))?,
1893            end_at: OffsetDateTime::from_unix_timestamp(quote.end)
1894                .map_err(|err| Error::parse_field_error("end_at", err))?,
1895        })
1896    }
1897}
1898
1899/// Trade sessions
1900#[derive(Debug, Clone, Copy, PartialEq, Eq)]
1901#[repr(i32)]
1902pub enum TradeSessions {
1903    /// Intraday
1904    Intraday = 0,
1905    /// All
1906    All = 100,
1907}
1908
1909impl TradeSessions {
1910    #[inline]
1911    pub(crate) fn contains(&self, session: TradeSession) -> bool {
1912        match self {
1913            TradeSessions::Intraday => session == TradeSession::Intraday,
1914            TradeSessions::All => true,
1915        }
1916    }
1917}
1918
1919/// Market temperature
1920#[derive(Debug, Clone, Serialize, Deserialize)]
1921pub struct MarketTemperature {
1922    /// Temperature value
1923    pub temperature: i32,
1924    /// Temperature description
1925    #[serde(default)]
1926    pub description: String,
1927    /// Market valuation
1928    pub valuation: i32,
1929    /// Market sentiment
1930    pub sentiment: i32,
1931    /// Time
1932    #[serde(
1933        serialize_with = "time::serde::rfc3339::serialize",
1934        deserialize_with = "serde_utils::timestamp::deserialize",
1935        alias = "updated_at"
1936    )]
1937    pub timestamp: OffsetDateTime,
1938}
1939
1940/// Data granularity
1941#[derive(Debug, Copy, Clone, Hash, Eq, PartialEq, EnumString, Display)]
1942pub enum Granularity {
1943    /// Unknown
1944    Unknown,
1945    /// Daily
1946    #[strum(serialize = "daily")]
1947    Daily,
1948    /// Weekly
1949    #[strum(serialize = "weekly")]
1950    Weekly,
1951    /// Monthly
1952    #[strum(serialize = "monthly")]
1953    Monthly,
1954}
1955
1956/// History market temperature response
1957#[derive(Debug, Clone, Serialize, Deserialize)]
1958pub struct HistoryMarketTemperatureResponse {
1959    /// Granularity
1960    #[serde(rename = "type")]
1961    pub granularity: Granularity,
1962    /// Records
1963    #[serde(rename = "list")]
1964    pub records: Vec<MarketTemperature>,
1965}
1966
1967impl_serde_for_enum_string!(Granularity);
1968impl_default_for_enum_string!(
1969    OptionType,
1970    OptionDirection,
1971    WarrantType,
1972    SecurityBoard,
1973    Granularity
1974);
1975
1976#[cfg(test)]
1977mod tests {
1978    use serde::Deserialize;
1979
1980    use crate::{Market, quote::WatchlistGroup};
1981
1982    #[test]
1983    fn watch_list() {
1984        #[derive(Debug, Deserialize)]
1985        struct Response {
1986            groups: Vec<WatchlistGroup>,
1987        }
1988
1989        let json = r#"
1990        {
1991            "groups": [
1992                {
1993                    "id": "1",
1994                    "name": "Test",
1995                    "securities": [
1996                        {
1997                            "symbol": "AAPL",
1998                            "market": "US",
1999                            "name": "Apple Inc.",
2000                            "watched_price": "150.0",
2001                            "watched_at": "1633036800"
2002                        }
2003                    ]
2004                }
2005            ]
2006        }
2007        "#;
2008
2009        let response: Response = serde_json::from_str(json).unwrap();
2010        assert_eq!(response.groups.len(), 1);
2011        assert_eq!(response.groups[0].id, 1);
2012        assert_eq!(response.groups[0].name, "Test");
2013        assert_eq!(response.groups[0].securities.len(), 1);
2014        assert_eq!(response.groups[0].securities[0].symbol, "AAPL");
2015        assert_eq!(response.groups[0].securities[0].market, Market::US);
2016        assert_eq!(response.groups[0].securities[0].name, "Apple Inc.");
2017        assert_eq!(
2018            response.groups[0].securities[0].watched_price,
2019            Some(decimal!(150.0))
2020        );
2021        assert_eq!(
2022            response.groups[0].securities[0].watched_at.unix_timestamp(),
2023            1633036800
2024        );
2025    }
2026}
longport/quote/types.rs

longport/quote/
types.rs
