longport/quote/
types.rs

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    /// S&P 500 Index
287    SPXIndex,
288    /// CBOE Volatility Index
289    VIXIndex,
290}
291
292/// The basic information of securities
293#[derive(Debug, Serialize, Deserialize)]
294pub struct SecurityStaticInfo {
295    /// Security code
296    pub symbol: String,
297    /// Security name (zh-CN)
298    pub name_cn: String,
299    /// Security name (en)
300    pub name_en: String,
301    /// Security name (zh-HK)
302    pub name_hk: String,
303    /// Exchange which the security belongs to
304    pub exchange: String,
305    /// Trading currency
306    pub currency: String,
307    /// Lot size
308    pub lot_size: i32,
309    /// Total shares
310    pub total_shares: i64,
311    /// Circulating shares
312    pub circulating_shares: i64,
313    /// HK shares (only HK stocks)
314    pub hk_shares: i64,
315    /// Earnings per share
316    pub eps: Decimal,
317    /// Earnings per share (TTM)
318    pub eps_ttm: Decimal,
319    /// Net assets per share
320    pub bps: Decimal,
321    /// Dividend yield
322    pub dividend_yield: Decimal,
323    /// Types of supported derivatives
324    pub stock_derivatives: DerivativeType,
325    /// Board
326    pub board: SecurityBoard,
327}
328
329impl TryFrom<quote::StaticInfo> for SecurityStaticInfo {
330    type Error = Error;
331
332    fn try_from(resp: quote::StaticInfo) -> Result<Self> {
333        Ok(SecurityStaticInfo {
334            symbol: resp.symbol,
335            name_cn: resp.name_cn,
336            name_en: resp.name_en,
337            name_hk: resp.name_hk,
338            exchange: resp.exchange,
339            currency: resp.currency,
340            lot_size: resp.lot_size,
341            total_shares: resp.total_shares,
342            circulating_shares: resp.circulating_shares,
343            hk_shares: resp.hk_shares,
344            eps: resp.eps.parse().unwrap_or_default(),
345            eps_ttm: resp.eps_ttm.parse().unwrap_or_default(),
346            bps: resp.bps.parse().unwrap_or_default(),
347            dividend_yield: resp.dividend_yield.parse().unwrap_or_default(),
348            stock_derivatives: resp.stock_derivatives.into_iter().fold(
349                DerivativeType::empty(),
350                |acc, value| match value {
351                    1 => acc | DerivativeType::OPTION,
352                    2 => acc | DerivativeType::WARRANT,
353                    _ => acc,
354                },
355            ),
356            board: resp.board.parse().unwrap_or(SecurityBoard::Unknown),
357        })
358    }
359}
360
361/// Real-time quote
362#[derive(Debug, Clone, Serialize, Deserialize)]
363pub struct RealtimeQuote {
364    /// Security code
365    pub symbol: String,
366    /// Latest price
367    pub last_done: Decimal,
368    /// Open
369    pub open: Decimal,
370    /// High
371    pub high: Decimal,
372    /// Low
373    pub low: Decimal,
374    /// Time of latest price
375    pub timestamp: OffsetDateTime,
376    /// Volume
377    pub volume: i64,
378    /// Turnover
379    pub turnover: Decimal,
380    /// Security trading status
381    pub trade_status: TradeStatus,
382}
383
384/// Quote of US pre/post market
385#[derive(Debug, Clone, Serialize, Deserialize)]
386pub struct PrePostQuote {
387    /// Latest price
388    pub last_done: Decimal,
389    /// Time of latest price
390    #[serde(with = "time::serde::rfc3339")]
391    pub timestamp: OffsetDateTime,
392    /// Volume
393    pub volume: i64,
394    /// Turnover
395    pub turnover: Decimal,
396    /// High
397    pub high: Decimal,
398    /// Low
399    pub low: Decimal,
400    /// Close of the last trade session
401    pub prev_close: Decimal,
402}
403
404impl TryFrom<quote::PrePostQuote> for PrePostQuote {
405    type Error = Error;
406
407    fn try_from(quote: quote::PrePostQuote) -> Result<Self> {
408        Ok(Self {
409            last_done: quote.last_done.parse().unwrap_or_default(),
410            timestamp: OffsetDateTime::from_unix_timestamp(quote.timestamp)
411                .map_err(|err| Error::parse_field_error("timestamp", err))?,
412            volume: quote.volume,
413            turnover: quote.turnover.parse().unwrap_or_default(),
414            high: quote.high.parse().unwrap_or_default(),
415            low: quote.low.parse().unwrap_or_default(),
416            prev_close: quote.prev_close.parse().unwrap_or_default(),
417        })
418    }
419}
420
421/// Quote of securitity
422#[derive(Debug, Clone, Serialize, Deserialize)]
423pub struct SecurityQuote {
424    /// Security code
425    pub symbol: String,
426    /// Latest price
427    pub last_done: Decimal,
428    /// Yesterday's close
429    pub prev_close: Decimal,
430    /// Open
431    pub open: Decimal,
432    /// High
433    pub high: Decimal,
434    /// Low
435    pub low: Decimal,
436    /// Time of latest price
437    #[serde(with = "time::serde::rfc3339")]
438    pub timestamp: OffsetDateTime,
439    /// Volume
440    pub volume: i64,
441    /// Turnover
442    pub turnover: Decimal,
443    /// Security trading status
444    pub trade_status: TradeStatus,
445    /// Quote of US pre market
446    pub pre_market_quote: Option<PrePostQuote>,
447    /// Quote of US post market
448    pub post_market_quote: Option<PrePostQuote>,
449    /// Quote of US overnight market
450    pub overnight_quote: Option<PrePostQuote>,
451}
452
453impl TryFrom<quote::SecurityQuote> for SecurityQuote {
454    type Error = Error;
455
456    fn try_from(quote: quote::SecurityQuote) -> Result<Self> {
457        Ok(Self {
458            symbol: quote.symbol,
459            last_done: quote.last_done.parse().unwrap_or_default(),
460            prev_close: quote.prev_close.parse().unwrap_or_default(),
461            open: quote.open.parse().unwrap_or_default(),
462            high: quote.high.parse().unwrap_or_default(),
463            low: quote.low.parse().unwrap_or_default(),
464            timestamp: OffsetDateTime::from_unix_timestamp(quote.timestamp)
465                .map_err(|err| Error::parse_field_error("timestamp", err))?,
466            volume: quote.volume,
467            turnover: quote.turnover.parse().unwrap_or_default(),
468            trade_status: TradeStatus::try_from(quote.trade_status).unwrap_or_default(),
469            pre_market_quote: quote.pre_market_quote.map(TryInto::try_into).transpose()?,
470            post_market_quote: quote.post_market_quote.map(TryInto::try_into).transpose()?,
471            overnight_quote: quote.over_night_quote.map(TryInto::try_into).transpose()?,
472        })
473    }
474}
475
476/// Option type
477#[derive(Debug, Copy, Clone, Hash, Eq, PartialEq, EnumString, Serialize, Deserialize)]
478pub enum OptionType {
479    /// Unknown
480    Unknown,
481    /// American
482    #[strum(serialize = "A")]
483    American,
484    /// Europe
485    #[strum(serialize = "U")]
486    Europe,
487}
488
489/// Option direction
490#[derive(Debug, Copy, Clone, Hash, Eq, PartialEq, EnumString, Serialize, Deserialize)]
491pub enum OptionDirection {
492    /// Unknown
493    Unknown,
494    /// Put
495    #[strum(serialize = "P")]
496    Put,
497    /// Call
498    #[strum(serialize = "C")]
499    Call,
500}
501
502/// Quote of option
503#[derive(Debug, Clone, Serialize, Deserialize)]
504pub struct OptionQuote {
505    /// Security code
506    pub symbol: String,
507    /// Latest price
508    pub last_done: Decimal,
509    /// Yesterday's close
510    pub prev_close: Decimal,
511    /// Open
512    pub open: Decimal,
513    /// High
514    pub high: Decimal,
515    /// Low
516    pub low: Decimal,
517    /// Time of latest price
518    #[serde(with = "time::serde::rfc3339")]
519    pub timestamp: OffsetDateTime,
520    /// Volume
521    pub volume: i64,
522    /// Turnover
523    pub turnover: Decimal,
524    /// Security trading status
525    pub trade_status: TradeStatus,
526    /// Implied volatility
527    pub implied_volatility: Decimal,
528    /// Number of open positions
529    pub open_interest: i64,
530    /// Exprity date
531    pub expiry_date: Date,
532    /// Strike price
533    pub strike_price: Decimal,
534    /// Contract multiplier
535    pub contract_multiplier: Decimal,
536    /// Option type
537    pub contract_type: OptionType,
538    /// Contract size
539    pub contract_size: Decimal,
540    /// Option direction
541    pub direction: OptionDirection,
542    /// Underlying security historical volatility of the option
543    pub historical_volatility: Decimal,
544    /// Underlying security symbol of the option
545    pub underlying_symbol: String,
546}
547
548impl TryFrom<quote::OptionQuote> for OptionQuote {
549    type Error = Error;
550
551    fn try_from(quote: quote::OptionQuote) -> Result<Self> {
552        let option_extend = quote.option_extend.unwrap_or_default();
553
554        Ok(Self {
555            symbol: quote.symbol,
556            last_done: quote.last_done.parse().unwrap_or_default(),
557            prev_close: quote.prev_close.parse().unwrap_or_default(),
558            open: quote.open.parse().unwrap_or_default(),
559            high: quote.high.parse().unwrap_or_default(),
560            low: quote.low.parse().unwrap_or_default(),
561            timestamp: OffsetDateTime::from_unix_timestamp(quote.timestamp)
562                .map_err(|err| Error::parse_field_error("timestamp", err))?,
563            volume: quote.volume,
564            turnover: quote.turnover.parse().unwrap_or_default(),
565            trade_status: TradeStatus::try_from(quote.trade_status).unwrap_or_default(),
566            implied_volatility: option_extend.implied_volatility.parse().unwrap_or_default(),
567            open_interest: option_extend.open_interest,
568            expiry_date: parse_date(&option_extend.expiry_date)
569                .map_err(|err| Error::parse_field_error("expiry_date", err))?,
570            strike_price: option_extend.strike_price.parse().unwrap_or_default(),
571            contract_multiplier: option_extend
572                .contract_multiplier
573                .parse()
574                .unwrap_or_default(),
575            contract_type: option_extend.contract_type.parse().unwrap_or_default(),
576            contract_size: option_extend.contract_size.parse().unwrap_or_default(),
577            direction: option_extend.direction.parse().unwrap_or_default(),
578            historical_volatility: option_extend
579                .historical_volatility
580                .parse()
581                .unwrap_or_default(),
582            underlying_symbol: option_extend.underlying_symbol,
583        })
584    }
585}
586
587/// Warrant type
588#[derive(
589    Debug,
590    Copy,
591    Clone,
592    Hash,
593    Eq,
594    PartialEq,
595    EnumString,
596    IntoPrimitive,
597    TryFromPrimitive,
598    Serialize,
599    Deserialize,
600)]
601#[repr(i32)]
602pub enum WarrantType {
603    /// Unknown
604    Unknown = -1,
605    /// Call
606    Call = 0,
607    /// Put
608    Put = 1,
609    /// Bull
610    Bull = 2,
611    /// Bear
612    Bear = 3,
613    /// Inline
614    Inline = 4,
615}
616
617/// Quote of warrant
618#[derive(Debug, Clone, Serialize, Deserialize)]
619pub struct WarrantQuote {
620    /// Security code
621    pub symbol: String,
622    /// Latest price
623    pub last_done: Decimal,
624    /// Yesterday's close
625    pub prev_close: Decimal,
626    /// Open
627    pub open: Decimal,
628    /// High
629    pub high: Decimal,
630    /// Low
631    pub low: Decimal,
632    /// Time of latest price
633    #[serde(with = "time::serde::rfc3339")]
634    pub timestamp: OffsetDateTime,
635    /// Volume
636    pub volume: i64,
637    /// Turnover
638    pub turnover: Decimal,
639    /// Security trading status
640    pub trade_status: TradeStatus,
641    /// Implied volatility
642    pub implied_volatility: Decimal,
643    /// Exprity date
644    pub expiry_date: Date,
645    /// Last tradalbe date
646    pub last_trade_date: Date,
647    /// Outstanding ratio
648    pub outstanding_ratio: Decimal,
649    /// Outstanding quantity
650    pub outstanding_quantity: i64,
651    /// Conversion ratio
652    pub conversion_ratio: Decimal,
653    /// Warrant type
654    pub category: WarrantType,
655    /// Strike price
656    pub strike_price: Decimal,
657    /// Upper bound price
658    pub upper_strike_price: Decimal,
659    /// Lower bound price
660    pub lower_strike_price: Decimal,
661    /// Call price
662    pub call_price: Decimal,
663    /// Underlying security symbol of the warrant
664    pub underlying_symbol: String,
665}
666
667impl TryFrom<quote::WarrantQuote> for WarrantQuote {
668    type Error = Error;
669
670    fn try_from(quote: quote::WarrantQuote) -> Result<Self> {
671        let warrant_extend = quote.warrant_extend.unwrap_or_default();
672
673        Ok(Self {
674            symbol: quote.symbol,
675            last_done: quote.last_done.parse().unwrap_or_default(),
676            prev_close: quote.prev_close.parse().unwrap_or_default(),
677            open: quote.open.parse().unwrap_or_default(),
678            high: quote.high.parse().unwrap_or_default(),
679            low: quote.low.parse().unwrap_or_default(),
680            timestamp: OffsetDateTime::from_unix_timestamp(quote.timestamp)
681                .map_err(|err| Error::parse_field_error("timestamp", err))?,
682            volume: quote.volume,
683            turnover: quote.turnover.parse().unwrap_or_default(),
684            trade_status: TradeStatus::try_from(quote.trade_status).unwrap_or_default(),
685            implied_volatility: warrant_extend
686                .implied_volatility
687                .parse()
688                .unwrap_or_default(),
689            expiry_date: parse_date(&warrant_extend.expiry_date)
690                .map_err(|err| Error::parse_field_error("expiry_date", err))?,
691            last_trade_date: parse_date(&warrant_extend.last_trade_date)
692                .map_err(|err| Error::parse_field_error("last_trade_date", err))?,
693            outstanding_ratio: warrant_extend.outstanding_ratio.parse().unwrap_or_default(),
694            outstanding_quantity: warrant_extend.outstanding_qty,
695            conversion_ratio: warrant_extend.conversion_ratio.parse().unwrap_or_default(),
696            category: warrant_extend.category.parse().unwrap_or_default(),
697            strike_price: warrant_extend.strike_price.parse().unwrap_or_default(),
698            upper_strike_price: warrant_extend
699                .upper_strike_price
700                .parse()
701                .unwrap_or_default(),
702            lower_strike_price: warrant_extend
703                .lower_strike_price
704                .parse()
705                .unwrap_or_default(),
706            call_price: warrant_extend.call_price.parse().unwrap_or_default(),
707            underlying_symbol: warrant_extend.underlying_symbol,
708        })
709    }
710}
711
712/// Security depth
713#[derive(Debug, Clone, Default, Serialize, Deserialize)]
714pub struct SecurityDepth {
715    /// Ask depth
716    pub asks: Vec<Depth>,
717    /// Bid depth
718    pub bids: Vec<Depth>,
719}
720
721/// Security brokers
722#[derive(Debug, Clone, Default, Serialize, Deserialize)]
723pub struct SecurityBrokers {
724    /// Ask brokers
725    pub ask_brokers: Vec<Brokers>,
726    /// Bid brokers
727    pub bid_brokers: Vec<Brokers>,
728}
729
730/// Participant info
731#[derive(Debug, Clone, Serialize, Deserialize)]
732pub struct ParticipantInfo {
733    /// Broker IDs
734    pub broker_ids: Vec<i32>,
735    /// Participant name (zh-CN)
736    pub name_cn: String,
737    /// Participant name (en)
738    pub name_en: String,
739    /// Participant name (zh-HK)
740    pub name_hk: String,
741}
742
743impl From<quote::ParticipantInfo> for ParticipantInfo {
744    fn from(info: quote::ParticipantInfo) -> Self {
745        Self {
746            broker_ids: info.broker_ids,
747            name_cn: info.participant_name_cn,
748            name_en: info.participant_name_en,
749            name_hk: info.participant_name_hk,
750        }
751    }
752}
753
754/// Intraday line
755#[derive(Debug, Clone, Serialize, Deserialize)]
756pub struct IntradayLine {
757    /// Close price of the minute
758    pub price: Decimal,
759    /// Start time of the minute
760    #[serde(with = "time::serde::rfc3339")]
761    pub timestamp: OffsetDateTime,
762    /// Volume
763    pub volume: i64,
764    /// Turnover
765    pub turnover: Decimal,
766    /// Average price
767    pub avg_price: Decimal,
768}
769
770impl TryFrom<quote::Line> for IntradayLine {
771    type Error = Error;
772
773    fn try_from(value: quote::Line) -> Result<Self> {
774        Ok(Self {
775            price: value.price.parse().unwrap_or_default(),
776            timestamp: OffsetDateTime::from_unix_timestamp(value.timestamp)
777                .map_err(|err| Error::parse_field_error("timestamp", err))?,
778            volume: value.volume,
779            turnover: value.turnover.parse().unwrap_or_default(),
780            avg_price: value.avg_price.parse().unwrap_or_default(),
781        })
782    }
783}
784
785/// Candlestick
786#[derive(Debug, Copy, Clone, Serialize, Deserialize)]
787pub struct Candlestick {
788    /// Close price
789    pub close: Decimal,
790    /// Open price
791    pub open: Decimal,
792    /// Low price
793    pub low: Decimal,
794    /// High price
795    pub high: Decimal,
796    /// Volume
797    pub volume: i64,
798    /// Turnover
799    pub turnover: Decimal,
800    /// Timestamp
801    #[serde(with = "time::serde::rfc3339")]
802    pub timestamp: OffsetDateTime,
803    /// Trade session
804    pub trade_session: TradeSession,
805    open_updated: bool,
806}
807
808impl TryFrom<quote::Candlestick> for Candlestick {
809    type Error = Error;
810
811    fn try_from(value: quote::Candlestick) -> Result<Self> {
812        Ok(Self {
813            close: value.close.parse().unwrap_or_default(),
814            open: value.open.parse().unwrap_or_default(),
815            low: value.low.parse().unwrap_or_default(),
816            high: value.high.parse().unwrap_or_default(),
817            volume: value.volume,
818            turnover: value.turnover.parse().unwrap_or_default(),
819            timestamp: OffsetDateTime::from_unix_timestamp(value.timestamp)
820                .map_err(|err| Error::parse_field_error("timestamp", err))?,
821            trade_session: longport_proto::quote::TradeSession::try_from(value.trade_session)
822                .map_err(|err| Error::parse_field_error("trade_session", err))?
823                .into(),
824            open_updated: true,
825        })
826    }
827}
828
829impl longport_candlesticks::CandlestickType for Candlestick {
830    type PriceType = Decimal;
831    type VolumeType = i64;
832    type TurnoverType = Decimal;
833    type TradeSessionType = TradeSession;
834
835    #[inline]
836    fn new(
837        components: CandlestickComponents<
838            Self::PriceType,
839            Self::VolumeType,
840            Self::TurnoverType,
841            Self::TradeSessionType,
842        >,
843    ) -> Self {
844        Self {
845            timestamp: components.time,
846            open: components.open,
847            high: components.high,
848            low: components.low,
849            close: components.close,
850            volume: components.volume,
851            turnover: components.turnover,
852            trade_session: components.trade_session,
853            open_updated: components.open_updated,
854        }
855    }
856
857    #[inline]
858    fn time(&self) -> OffsetDateTime {
859        self.timestamp
860    }
861
862    #[inline]
863    fn set_time(&mut self, time: OffsetDateTime) {
864        self.timestamp = time;
865    }
866
867    #[inline]
868    fn open(&self) -> Self::PriceType {
869        self.open
870    }
871
872    #[inline]
873    fn set_open(&mut self, open: Self::PriceType) {
874        self.open = open;
875    }
876
877    #[inline]
878    fn high(&self) -> Self::PriceType {
879        self.high
880    }
881
882    #[inline]
883    fn set_high(&mut self, high: Self::PriceType) {
884        self.high = high;
885    }
886
887    #[inline]
888    fn low(&self) -> Self::PriceType {
889        self.low
890    }
891
892    #[inline]
893    fn set_low(&mut self, low: Self::PriceType) {
894        self.low = low;
895    }
896
897    #[inline]
898    fn close(&self) -> Self::PriceType {
899        self.close
900    }
901
902    #[inline]
903    fn set_close(&mut self, close: Self::PriceType) {
904        self.close = close;
905    }
906
907    #[inline]
908    fn volume(&self) -> Self::VolumeType {
909        self.volume
910    }
911
912    #[inline]
913    fn set_volume(&mut self, volume: Self::VolumeType) {
914        self.volume = volume;
915    }
916
917    #[inline]
918    fn turnover(&self) -> Self::TurnoverType {
919        self.turnover
920    }
921
922    #[inline]
923    fn set_turnover(&mut self, turnover: Self::TurnoverType) {
924        self.turnover = turnover;
925    }
926
927    #[inline]
928    fn trade_session(&self) -> Self::TradeSessionType {
929        self.trade_session
930    }
931
932    #[inline]
933    fn set_open_updated(&mut self, updated: bool) {
934        self.open_updated = updated;
935    }
936
937    #[inline]
938    fn open_updated(&self) -> bool {
939        self.open_updated
940    }
941}
942
943/// Strike price info
944#[derive(Debug, Clone, Serialize, Deserialize)]
945pub struct StrikePriceInfo {
946    /// Strike price
947    pub price: Decimal,
948    /// Security code of call option
949    pub call_symbol: String,
950    /// Security code of put option
951    pub put_symbol: String,
952    /// Is standard
953    pub standard: bool,
954}
955
956impl TryFrom<quote::StrikePriceInfo> for StrikePriceInfo {
957    type Error = Error;
958
959    fn try_from(value: quote::StrikePriceInfo) -> Result<Self> {
960        Ok(Self {
961            price: value.price.parse().unwrap_or_default(),
962            call_symbol: value.call_symbol,
963            put_symbol: value.put_symbol,
964            standard: value.standard,
965        })
966    }
967}
968
969/// Issuer info
970#[derive(Debug, Clone, Serialize, Deserialize)]
971pub struct IssuerInfo {
972    /// Issuer ID
973    pub issuer_id: i32,
974    /// Issuer name (zh-CN)
975    pub name_cn: String,
976    /// Issuer name (en)
977    pub name_en: String,
978    /// Issuer name (zh-HK)
979    pub name_hk: String,
980}
981
982impl From<quote::IssuerInfo> for IssuerInfo {
983    fn from(info: quote::IssuerInfo) -> Self {
984        Self {
985            issuer_id: info.id,
986            name_cn: info.name_cn,
987            name_en: info.name_en,
988            name_hk: info.name_hk,
989        }
990    }
991}
992
993/// Sort order type
994#[derive(Debug, Copy, Clone, Hash, Eq, PartialEq, IntoPrimitive)]
995#[repr(i32)]
996pub enum SortOrderType {
997    /// Ascending
998    Ascending = 0,
999    /// Descending
1000    Descending = 1,
1001}
1002
1003/// Warrant sort by
1004#[derive(Debug, Copy, Clone, Hash, Eq, PartialEq, IntoPrimitive)]
1005#[repr(i32)]
1006pub enum WarrantSortBy {
1007    /// Last done
1008    LastDone = 0,
1009    /// Change rate
1010    ChangeRate = 1,
1011    /// Change value
1012    ChangeValue = 2,
1013    /// Volume
1014    Volume = 3,
1015    /// Turnover
1016    Turnover = 4,
1017    /// Expiry date
1018    ExpiryDate = 5,
1019    /// Strike price
1020    StrikePrice = 6,
1021    /// Upper strike price
1022    UpperStrikePrice = 7,
1023    /// Lower strike price
1024    LowerStrikePrice = 8,
1025    /// Outstanding quantity
1026    OutstandingQuantity = 9,
1027    /// Outstanding ratio
1028    OutstandingRatio = 10,
1029    /// Premium
1030    Premium = 11,
1031    /// In/out of the bound
1032    ItmOtm = 12,
1033    /// Implied volatility
1034    ImpliedVolatility = 13,
1035    /// Greek value Delta
1036    Delta = 14,
1037    /// Call price
1038    CallPrice = 15,
1039    /// Price interval from the call price
1040    ToCallPrice = 16,
1041    /// Effective leverage
1042    EffectiveLeverage = 17,
1043    /// Leverage ratio
1044    LeverageRatio = 18,
1045    /// Conversion ratio
1046    ConversionRatio = 19,
1047    /// Breakeven point
1048    BalancePoint = 20,
1049    /// Status
1050    Status = 21,
1051}
1052
1053/// Filter warrant expiry date type
1054#[allow(non_camel_case_types)]
1055#[derive(Debug, Copy, Clone, Hash, Eq, PartialEq, IntoPrimitive)]
1056#[repr(i32)]
1057pub enum FilterWarrantExpiryDate {
1058    /// Less than 3 months
1059    LT_3 = 1,
1060    /// 3 - 6 months
1061    Between_3_6 = 2,
1062    /// 6 - 12 months
1063    Between_6_12 = 3,
1064    /// Greater than 12 months
1065    GT_12 = 4,
1066}
1067
1068/// Filter warrant in/out of the bounds type
1069#[allow(non_camel_case_types)]
1070#[derive(Debug, Copy, Clone, Hash, Eq, PartialEq, IntoPrimitive)]
1071#[repr(i32)]
1072pub enum FilterWarrantInOutBoundsType {
1073    /// In bounds
1074    In = 1,
1075    /// Out bounds
1076    Out = 2,
1077}
1078
1079/// Warrant status
1080#[derive(
1081    Debug, Copy, Clone, Hash, Eq, PartialEq, IntoPrimitive, TryFromPrimitive, Serialize, Deserialize,
1082)]
1083#[repr(i32)]
1084pub enum WarrantStatus {
1085    /// Suspend
1086    Suspend = 2,
1087    /// Prepare List
1088    PrepareList = 3,
1089    /// Normal
1090    Normal = 4,
1091}
1092
1093/// Warrant info
1094#[derive(Debug, Clone, Serialize, Deserialize)]
1095pub struct WarrantInfo {
1096    /// Security code
1097    pub symbol: String,
1098    /// Warrant type
1099    pub warrant_type: WarrantType,
1100    /// Security name
1101    pub name: String,
1102    /// Latest price
1103    pub last_done: Decimal,
1104    /// Quote change rate
1105    pub change_rate: Decimal,
1106    /// Quote change
1107    pub change_value: Decimal,
1108    /// Volume
1109    pub volume: i64,
1110    /// Turnover
1111    pub turnover: Decimal,
1112    /// Expiry date
1113    pub expiry_date: Date,
1114    /// Strike price
1115    pub strike_price: Option<Decimal>,
1116    /// Upper strike price
1117    pub upper_strike_price: Option<Decimal>,
1118    /// Lower strike price
1119    pub lower_strike_price: Option<Decimal>,
1120    /// Outstanding quantity
1121    pub outstanding_qty: i64,
1122    /// Outstanding ratio
1123    pub outstanding_ratio: Decimal,
1124    /// Premium
1125    pub premium: Decimal,
1126    /// In/out of the bound
1127    pub itm_otm: Option<Decimal>,
1128    /// Implied volatility
1129    pub implied_volatility: Option<Decimal>,
1130    /// Delta
1131    pub delta: Option<Decimal>,
1132    /// Call price
1133    pub call_price: Option<Decimal>,
1134    /// Price interval from the call price
1135    pub to_call_price: Option<Decimal>,
1136    /// Effective leverage
1137    pub effective_leverage: Option<Decimal>,
1138    /// Leverage ratio
1139    pub leverage_ratio: Decimal,
1140    /// Conversion ratio
1141    pub conversion_ratio: Option<Decimal>,
1142    /// Breakeven point
1143    pub balance_point: Option<Decimal>,
1144    /// Status
1145    pub status: WarrantStatus,
1146}
1147
1148impl TryFrom<quote::FilterWarrant> for WarrantInfo {
1149    type Error = Error;
1150
1151    fn try_from(info: quote::FilterWarrant) -> Result<Self> {
1152        let r#type = WarrantType::try_from(info.r#type)
1153            .map_err(|err| Error::parse_field_error("type", err))?;
1154
1155        match r#type {
1156            WarrantType::Unknown => unreachable!(),
1157            WarrantType::Call | WarrantType::Put => Ok(Self {
1158                symbol: info.symbol,
1159                warrant_type: r#type,
1160                name: info.name,
1161                last_done: info.last_done.parse().unwrap_or_default(),
1162                change_rate: info.change_rate.parse().unwrap_or_default(),
1163                change_value: info.change_val.parse().unwrap_or_default(),
1164                volume: info.volume,
1165                turnover: info.turnover.parse().unwrap_or_default(),
1166                expiry_date: parse_date(&info.expiry_date)
1167                    .map_err(|err| Error::parse_field_error("expiry_date", err))?,
1168                strike_price: Some(info.last_done.parse().unwrap_or_default()),
1169                upper_strike_price: None,
1170                lower_strike_price: None,
1171                outstanding_qty: info.outstanding_qty.parse().unwrap_or_default(),
1172                outstanding_ratio: info.outstanding_ratio.parse().unwrap_or_default(),
1173                premium: info.premium.parse().unwrap_or_default(),
1174                itm_otm: Some(info.last_done.parse().unwrap_or_default()),
1175                implied_volatility: Some(info.last_done.parse().unwrap_or_default()),
1176                delta: Some(info.last_done.parse().unwrap_or_default()),
1177                call_price: None,
1178                to_call_price: None,
1179                effective_leverage: Some(info.last_done.parse().unwrap_or_default()),
1180                leverage_ratio: info.leverage_ratio.parse().unwrap_or_default(),
1181                conversion_ratio: Some(info.last_done.parse().unwrap_or_default()),
1182                balance_point: Some(info.last_done.parse().unwrap_or_default()),
1183                status: WarrantStatus::try_from(info.status)
1184                    .map_err(|err| Error::parse_field_error("state", err))?,
1185            }),
1186            WarrantType::Bull | WarrantType::Bear => Ok(Self {
1187                symbol: info.symbol,
1188                warrant_type: r#type,
1189                name: info.name,
1190                last_done: info.last_done.parse().unwrap_or_default(),
1191                change_rate: info.change_rate.parse().unwrap_or_default(),
1192                change_value: info.change_val.parse().unwrap_or_default(),
1193                volume: info.volume,
1194                turnover: info.turnover.parse().unwrap_or_default(),
1195                expiry_date: parse_date(&info.expiry_date)
1196                    .map_err(|err| Error::parse_field_error("expiry_date", err))?,
1197                strike_price: Some(info.last_done.parse().unwrap_or_default()),
1198                upper_strike_price: None,
1199                lower_strike_price: None,
1200                outstanding_qty: info.outstanding_qty.parse().unwrap_or_default(),
1201                outstanding_ratio: info.outstanding_ratio.parse().unwrap_or_default(),
1202                premium: info.premium.parse().unwrap_or_default(),
1203                itm_otm: Some(info.last_done.parse().unwrap_or_default()),
1204                implied_volatility: None,
1205                delta: None,
1206                call_price: Some(info.call_price.parse().unwrap_or_default()),
1207                to_call_price: Some(info.to_call_price.parse().unwrap_or_default()),
1208                effective_leverage: None,
1209                leverage_ratio: info.leverage_ratio.parse().unwrap_or_default(),
1210                conversion_ratio: Some(info.last_done.parse().unwrap_or_default()),
1211                balance_point: Some(info.last_done.parse().unwrap_or_default()),
1212                status: WarrantStatus::try_from(info.status)
1213                    .map_err(|err| Error::parse_field_error("state", err))?,
1214            }),
1215            WarrantType::Inline => Ok(Self {
1216                symbol: info.symbol,
1217                warrant_type: r#type,
1218                name: info.name,
1219                last_done: info.last_done.parse().unwrap_or_default(),
1220                change_rate: info.change_rate.parse().unwrap_or_default(),
1221                change_value: info.change_val.parse().unwrap_or_default(),
1222                volume: info.volume,
1223                turnover: info.turnover.parse().unwrap_or_default(),
1224                expiry_date: parse_date(&info.expiry_date)
1225                    .map_err(|err| Error::parse_field_error("expiry_date", err))?,
1226                strike_price: None,
1227                upper_strike_price: Some(info.upper_strike_price.parse().unwrap_or_default()),
1228                lower_strike_price: Some(info.lower_strike_price.parse().unwrap_or_default()),
1229                outstanding_qty: info.outstanding_qty.parse().unwrap_or_default(),
1230                outstanding_ratio: info.outstanding_ratio.parse().unwrap_or_default(),
1231                premium: info.premium.parse().unwrap_or_default(),
1232                itm_otm: None,
1233                implied_volatility: None,
1234                delta: None,
1235                call_price: None,
1236                to_call_price: None,
1237                effective_leverage: None,
1238                leverage_ratio: info.leverage_ratio.parse().unwrap_or_default(),
1239                conversion_ratio: None,
1240                balance_point: None,
1241                status: WarrantStatus::try_from(info.status)
1242                    .map_err(|err| Error::parse_field_error("state", err))?,
1243            }),
1244        }
1245    }
1246}
1247
1248/// The information of trading session
1249#[derive(Debug, Clone, Serialize, Deserialize)]
1250pub struct TradingSessionInfo {
1251    /// Being trading time
1252    pub begin_time: Time,
1253    /// End trading time
1254    pub end_time: Time,
1255    /// Trading session
1256    pub trade_session: TradeSession,
1257}
1258
1259impl TryFrom<quote::TradePeriod> for TradingSessionInfo {
1260    type Error = Error;
1261
1262    fn try_from(value: quote::TradePeriod) -> Result<Self> {
1263        #[inline]
1264        fn parse_time(value: i32) -> ::std::result::Result<Time, time::error::ComponentRange> {
1265            Time::from_hms(((value / 100) % 100) as u8, (value % 100) as u8, 0)
1266        }
1267
1268        Ok(Self {
1269            begin_time: parse_time(value.beg_time)
1270                .map_err(|err| Error::parse_field_error("beg_time", err))?,
1271            end_time: parse_time(value.end_time)
1272                .map_err(|err| Error::parse_field_error("end_time", err))?,
1273            trade_session: longport_proto::quote::TradeSession::try_from(value.trade_session)
1274                .unwrap_or_default()
1275                .into(),
1276        })
1277    }
1278}
1279
1280/// Market trading session
1281#[derive(Debug, Clone, Serialize, Deserialize)]
1282pub struct MarketTradingSession {
1283    /// Market
1284    pub market: Market,
1285    /// Trading session
1286    pub trade_sessions: Vec<TradingSessionInfo>,
1287}
1288
1289impl TryFrom<quote::MarketTradePeriod> for MarketTradingSession {
1290    type Error = Error;
1291
1292    fn try_from(value: quote::MarketTradePeriod) -> Result<Self> {
1293        Ok(Self {
1294            market: value.market.parse().unwrap_or_default(),
1295            trade_sessions: value
1296                .trade_session
1297                .into_iter()
1298                .map(TryInto::try_into)
1299                .collect::<Result<Vec<_>>>()?,
1300        })
1301    }
1302}
1303
1304/// Market trading days
1305#[derive(Debug, Clone, Serialize, Deserialize)]
1306pub struct MarketTradingDays {
1307    /// Trading days
1308    pub trading_days: Vec<Date>,
1309    /// Half trading days
1310    pub half_trading_days: Vec<Date>,
1311}
1312
1313/// Capital flow line
1314#[derive(Debug, Clone, Serialize, Deserialize)]
1315pub struct CapitalFlowLine {
1316    /// Inflow capital data
1317    pub inflow: Decimal,
1318    /// Time
1319    pub timestamp: OffsetDateTime,
1320}
1321
1322impl TryFrom<quote::capital_flow_intraday_response::CapitalFlowLine> for CapitalFlowLine {
1323    type Error = Error;
1324
1325    fn try_from(value: quote::capital_flow_intraday_response::CapitalFlowLine) -> Result<Self> {
1326        Ok(Self {
1327            inflow: value.inflow.parse().unwrap_or_default(),
1328            timestamp: OffsetDateTime::from_unix_timestamp(value.timestamp)
1329                .map_err(|err| Error::parse_field_error("timestamp", err))?,
1330        })
1331    }
1332}
1333
1334/// Capital distribution
1335#[derive(Debug, Clone, Default, Serialize, Deserialize)]
1336pub struct CapitalDistribution {
1337    /// Large order
1338    pub large: Decimal,
1339    /// Medium order
1340    pub medium: Decimal,
1341    /// Small order
1342    pub small: Decimal,
1343}
1344
1345impl TryFrom<quote::capital_distribution_response::CapitalDistribution> for CapitalDistribution {
1346    type Error = Error;
1347
1348    fn try_from(value: quote::capital_distribution_response::CapitalDistribution) -> Result<Self> {
1349        Ok(Self {
1350            large: value.large.parse().unwrap_or_default(),
1351            medium: value.medium.parse().unwrap_or_default(),
1352            small: value.small.parse().unwrap_or_default(),
1353        })
1354    }
1355}
1356
1357/// Capital distribution response
1358#[derive(Debug, Clone, Serialize, Deserialize)]
1359pub struct CapitalDistributionResponse {
1360    /// Time
1361    pub timestamp: OffsetDateTime,
1362    /// Inflow capital data
1363    pub capital_in: CapitalDistribution,
1364    /// Outflow capital data
1365    pub capital_out: CapitalDistribution,
1366}
1367
1368impl TryFrom<quote::CapitalDistributionResponse> for CapitalDistributionResponse {
1369    type Error = Error;
1370
1371    fn try_from(value: quote::CapitalDistributionResponse) -> Result<Self> {
1372        Ok(Self {
1373            timestamp: OffsetDateTime::from_unix_timestamp(value.timestamp)
1374                .map_err(|err| Error::parse_field_error("timestamp", err))?,
1375            capital_in: value
1376                .capital_in
1377                .map(TryInto::try_into)
1378                .transpose()?
1379                .unwrap_or_default(),
1380            capital_out: value
1381                .capital_out
1382                .map(TryInto::try_into)
1383                .transpose()?
1384                .unwrap_or_default(),
1385        })
1386    }
1387}
1388
1389/// Watchlist security
1390#[derive(Debug, Clone, Serialize, Deserialize)]
1391pub struct WatchlistSecurity {
1392    /// Security symbol
1393    pub symbol: String,
1394    /// Market
1395    pub market: Market,
1396    /// Security name
1397    pub name: String,
1398    /// Watched price
1399    #[serde(with = "serde_utils::decimal_opt_empty_is_none")]
1400    pub watched_price: Option<Decimal>,
1401    /// Watched time
1402    #[serde(
1403        serialize_with = "time::serde::rfc3339::serialize",
1404        deserialize_with = "serde_utils::timestamp::deserialize"
1405    )]
1406    pub watched_at: OffsetDateTime,
1407}
1408
1409/// Watchlist group
1410#[derive(Debug, Clone, Serialize, Deserialize)]
1411pub struct WatchlistGroup {
1412    /// Group id
1413    #[serde(with = "serde_utils::int64_str")]
1414    pub id: i64,
1415    /// Group name
1416    pub name: String,
1417    /// Securities
1418    pub securities: Vec<WatchlistSecurity>,
1419}
1420
1421/// An request for create watchlist group
1422#[derive(Debug, Clone)]
1423pub struct RequestCreateWatchlistGroup {
1424    /// Group name
1425    pub name: String,
1426    /// Securities
1427    pub securities: Option<Vec<String>>,
1428}
1429
1430impl RequestCreateWatchlistGroup {
1431    /// Create a new request for create watchlist group
1432    pub fn new(name: impl Into<String>) -> Self {
1433        Self {
1434            name: name.into(),
1435            securities: None,
1436        }
1437    }
1438
1439    /// Set securities to the request
1440    pub fn securities<I, T>(self, securities: I) -> Self
1441    where
1442        I: IntoIterator<Item = T>,
1443        T: Into<String>,
1444    {
1445        Self {
1446            securities: Some(securities.into_iter().map(Into::into).collect()),
1447            ..self
1448        }
1449    }
1450}
1451
1452/// Securities update mode
1453#[derive(Debug, Copy, Clone, Default, Serialize)]
1454#[serde(rename_all = "lowercase")]
1455pub enum SecuritiesUpdateMode {
1456    /// Add securities
1457    Add,
1458    /// Remove securities
1459    Remove,
1460    /// Replace securities
1461    #[default]
1462    Replace,
1463}
1464
1465/// An request for update watchlist group
1466#[derive(Debug, Clone)]
1467pub struct RequestUpdateWatchlistGroup {
1468    /// Group id
1469    pub id: i64,
1470    /// Group name
1471    pub name: Option<String>,
1472    /// Securities
1473    pub securities: Option<Vec<String>>,
1474    /// Securities Update mode
1475    pub mode: SecuritiesUpdateMode,
1476}
1477
1478impl RequestUpdateWatchlistGroup {
1479    /// Create a new request for update watchlist group
1480    #[inline]
1481    pub fn new(id: i64) -> Self {
1482        Self {
1483            id,
1484            name: None,
1485            securities: None,
1486            mode: SecuritiesUpdateMode::default(),
1487        }
1488    }
1489
1490    /// Set group name to the request
1491    pub fn name(self, name: impl Into<String>) -> Self {
1492        Self {
1493            name: Some(name.into()),
1494            ..self
1495        }
1496    }
1497
1498    /// Set securities to the request
1499    pub fn securities<I, T>(self, securities: I) -> Self
1500    where
1501        I: IntoIterator<Item = T>,
1502        T: Into<String>,
1503    {
1504        Self {
1505            securities: Some(securities.into_iter().map(Into::into).collect()),
1506            ..self
1507        }
1508    }
1509
1510    /// Set securities update mode to the request
1511    pub fn mode(self, mode: SecuritiesUpdateMode) -> Self {
1512        Self { mode, ..self }
1513    }
1514}
1515
1516/// Calc index
1517#[derive(Debug, Copy, Clone, Eq, PartialEq)]
1518pub enum CalcIndex {
1519    /// Latest price
1520    LastDone,
1521    /// Change value
1522    ChangeValue,
1523    /// Change rate
1524    ChangeRate,
1525    /// Volume
1526    Volume,
1527    /// Turnover
1528    Turnover,
1529    /// Year-to-date change ratio
1530    YtdChangeRate,
1531    /// Turnover rate
1532    TurnoverRate,
1533    /// Total market value
1534    TotalMarketValue,
1535    /// Capital flow
1536    CapitalFlow,
1537    /// Amplitude
1538    Amplitude,
1539    /// Volume ratio
1540    VolumeRatio,
1541    /// PE (TTM)
1542    PeTtmRatio,
1543    /// PB
1544    PbRatio,
1545    /// Dividend ratio (TTM)
1546    DividendRatioTtm,
1547    /// Five days change ratio
1548    FiveDayChangeRate,
1549    /// Ten days change ratio
1550    TenDayChangeRate,
1551    /// Half year change ratio
1552    HalfYearChangeRate,
1553    /// Five minutes change ratio
1554    FiveMinutesChangeRate,
1555    /// Expiry date
1556    ExpiryDate,
1557    /// Strike price
1558    StrikePrice,
1559    /// Upper bound price
1560    UpperStrikePrice,
1561    /// Lower bound price
1562    LowerStrikePrice,
1563    /// Outstanding quantity
1564    OutstandingQty,
1565    /// Outstanding ratio
1566    OutstandingRatio,
1567    /// Premium
1568    Premium,
1569    /// In/out of the bound
1570    ItmOtm,
1571    /// Implied volatility
1572    ImpliedVolatility,
1573    /// Warrant delta
1574    WarrantDelta,
1575    /// Call price
1576    CallPrice,
1577    /// Price interval from the call price
1578    ToCallPrice,
1579    /// Effective leverage
1580    EffectiveLeverage,
1581    /// Leverage ratio
1582    LeverageRatio,
1583    /// Conversion ratio
1584    ConversionRatio,
1585    /// Breakeven point
1586    BalancePoint,
1587    /// Open interest
1588    OpenInterest,
1589    /// Delta
1590    Delta,
1591    /// Gamma
1592    Gamma,
1593    /// Theta
1594    Theta,
1595    /// Vega
1596    Vega,
1597    /// Rho
1598    Rho,
1599}
1600
1601impl From<CalcIndex> for longport_proto::quote::CalcIndex {
1602    fn from(value: CalcIndex) -> Self {
1603        use longport_proto::quote::CalcIndex::*;
1604
1605        match value {
1606            CalcIndex::LastDone => CalcindexLastDone,
1607            CalcIndex::ChangeValue => CalcindexChangeVal,
1608            CalcIndex::ChangeRate => CalcindexChangeRate,
1609            CalcIndex::Volume => CalcindexVolume,
1610            CalcIndex::Turnover => CalcindexTurnover,
1611            CalcIndex::YtdChangeRate => CalcindexYtdChangeRate,
1612            CalcIndex::TurnoverRate => CalcindexTurnoverRate,
1613            CalcIndex::TotalMarketValue => CalcindexTotalMarketValue,
1614            CalcIndex::CapitalFlow => CalcindexCapitalFlow,
1615            CalcIndex::Amplitude => CalcindexAmplitude,
1616            CalcIndex::VolumeRatio => CalcindexVolumeRatio,
1617            CalcIndex::PeTtmRatio => CalcindexPeTtmRatio,
1618            CalcIndex::PbRatio => CalcindexPbRatio,
1619            CalcIndex::DividendRatioTtm => CalcindexDividendRatioTtm,
1620            CalcIndex::FiveDayChangeRate => CalcindexFiveDayChangeRate,
1621            CalcIndex::TenDayChangeRate => CalcindexTenDayChangeRate,
1622            CalcIndex::HalfYearChangeRate => CalcindexHalfYearChangeRate,
1623            CalcIndex::FiveMinutesChangeRate => CalcindexFiveMinutesChangeRate,
1624            CalcIndex::ExpiryDate => CalcindexExpiryDate,
1625            CalcIndex::StrikePrice => CalcindexStrikePrice,
1626            CalcIndex::UpperStrikePrice => CalcindexUpperStrikePrice,
1627            CalcIndex::LowerStrikePrice => CalcindexLowerStrikePrice,
1628            CalcIndex::OutstandingQty => CalcindexOutstandingQty,
1629            CalcIndex::OutstandingRatio => CalcindexOutstandingRatio,
1630            CalcIndex::Premium => CalcindexPremium,
1631            CalcIndex::ItmOtm => CalcindexItmOtm,
1632            CalcIndex::ImpliedVolatility => CalcindexImpliedVolatility,
1633            CalcIndex::WarrantDelta => CalcindexWarrantDelta,
1634            CalcIndex::CallPrice => CalcindexCallPrice,
1635            CalcIndex::ToCallPrice => CalcindexToCallPrice,
1636            CalcIndex::EffectiveLeverage => CalcindexEffectiveLeverage,
1637            CalcIndex::LeverageRatio => CalcindexLeverageRatio,
1638            CalcIndex::ConversionRatio => CalcindexConversionRatio,
1639            CalcIndex::BalancePoint => CalcindexBalancePoint,
1640            CalcIndex::OpenInterest => CalcindexOpenInterest,
1641            CalcIndex::Delta => CalcindexDelta,
1642            CalcIndex::Gamma => CalcindexGamma,
1643            CalcIndex::Theta => CalcindexTheta,
1644            CalcIndex::Vega => CalcindexVega,
1645            CalcIndex::Rho => CalcindexRho,
1646        }
1647    }
1648}
1649
1650/// Security calc index response
1651#[derive(Debug, Clone, Serialize, Deserialize)]
1652pub struct SecurityCalcIndex {
1653    /// Security code
1654    pub symbol: String,
1655    /// Latest price
1656    pub last_done: Option<Decimal>,
1657    /// Change value
1658    pub change_value: Option<Decimal>,
1659    /// Change ratio
1660    pub change_rate: Option<Decimal>,
1661    /// Volume
1662    pub volume: Option<i64>,
1663    /// Turnover
1664    pub turnover: Option<Decimal>,
1665    /// Year-to-date change ratio
1666    pub ytd_change_rate: Option<Decimal>,
1667    /// Turnover rate
1668    pub turnover_rate: Option<Decimal>,
1669    /// Total market value
1670    pub total_market_value: Option<Decimal>,
1671    /// Capital flow
1672    pub capital_flow: Option<Decimal>,
1673    /// Amplitude
1674    pub amplitude: Option<Decimal>,
1675    /// Volume ratio
1676    pub volume_ratio: Option<Decimal>,
1677    /// PE (TTM)
1678    pub pe_ttm_ratio: Option<Decimal>,
1679    /// PB
1680    pub pb_ratio: Option<Decimal>,
1681    /// Dividend ratio (TTM)
1682    pub dividend_ratio_ttm: Option<Decimal>,
1683    /// Five days change ratio
1684    pub five_day_change_rate: Option<Decimal>,
1685    /// Ten days change ratio
1686    pub ten_day_change_rate: Option<Decimal>,
1687    /// Half year change ratio
1688    pub half_year_change_rate: Option<Decimal>,
1689    /// Five minutes change ratio
1690    pub five_minutes_change_rate: Option<Decimal>,
1691    /// Expiry date
1692    pub expiry_date: Option<Date>,
1693    /// Strike price
1694    pub strike_price: Option<Decimal>,
1695    /// Upper bound price
1696    pub upper_strike_price: Option<Decimal>,
1697    /// Lower bound price
1698    pub lower_strike_price: Option<Decimal>,
1699    /// Outstanding quantity
1700    pub outstanding_qty: Option<i64>,
1701    /// Outstanding ratio
1702    pub outstanding_ratio: Option<Decimal>,
1703    /// Premium
1704    pub premium: Option<Decimal>,
1705    /// In/out of the bound
1706    pub itm_otm: Option<Decimal>,
1707    /// Implied volatility
1708    pub implied_volatility: Option<Decimal>,
1709    /// Warrant delta
1710    pub warrant_delta: Option<Decimal>,
1711    /// Call price
1712    pub call_price: Option<Decimal>,
1713    /// Price interval from the call price
1714    pub to_call_price: Option<Decimal>,
1715    /// Effective leverage
1716    pub effective_leverage: Option<Decimal>,
1717    /// Leverage ratio
1718    pub leverage_ratio: Option<Decimal>,
1719    /// Conversion ratio
1720    pub conversion_ratio: Option<Decimal>,
1721    /// Breakeven point
1722    pub balance_point: Option<Decimal>,
1723    /// Open interest
1724    pub open_interest: Option<i64>,
1725    /// Delta
1726    pub delta: Option<Decimal>,
1727    /// Gamma
1728    pub gamma: Option<Decimal>,
1729    /// Theta
1730    pub theta: Option<Decimal>,
1731    /// Vega
1732    pub vega: Option<Decimal>,
1733    /// Rho
1734    pub rho: Option<Decimal>,
1735}
1736
1737impl SecurityCalcIndex {
1738    pub(crate) fn from_proto(
1739        resp: longport_proto::quote::SecurityCalcIndex,
1740        indexes: &[CalcIndex],
1741    ) -> Self {
1742        let mut output = SecurityCalcIndex {
1743            symbol: resp.symbol,
1744            last_done: None,
1745            change_value: None,
1746            change_rate: None,
1747            volume: None,
1748            turnover: None,
1749            ytd_change_rate: None,
1750            turnover_rate: None,
1751            total_market_value: None,
1752            capital_flow: None,
1753            amplitude: None,
1754            volume_ratio: None,
1755            pe_ttm_ratio: None,
1756            pb_ratio: None,
1757            dividend_ratio_ttm: None,
1758            five_day_change_rate: None,
1759            ten_day_change_rate: None,
1760            half_year_change_rate: None,
1761            five_minutes_change_rate: None,
1762            expiry_date: None,
1763            strike_price: None,
1764            upper_strike_price: None,
1765            lower_strike_price: None,
1766            outstanding_qty: None,
1767            outstanding_ratio: None,
1768            premium: None,
1769            itm_otm: None,
1770            implied_volatility: None,
1771            warrant_delta: None,
1772            call_price: None,
1773            to_call_price: None,
1774            effective_leverage: None,
1775            leverage_ratio: None,
1776            conversion_ratio: None,
1777            balance_point: None,
1778            open_interest: None,
1779            delta: None,
1780            gamma: None,
1781            theta: None,
1782            vega: None,
1783            rho: None,
1784        };
1785
1786        for index in indexes {
1787            match index {
1788                CalcIndex::LastDone => output.last_done = resp.last_done.parse().ok(),
1789                CalcIndex::ChangeValue => output.change_value = resp.change_val.parse().ok(),
1790                CalcIndex::ChangeRate => output.change_rate = resp.change_rate.parse().ok(),
1791                CalcIndex::Volume => output.volume = Some(resp.volume),
1792                CalcIndex::Turnover => output.turnover = resp.turnover.parse().ok(),
1793                CalcIndex::YtdChangeRate => {
1794                    output.ytd_change_rate = resp.ytd_change_rate.parse().ok()
1795                }
1796                CalcIndex::TurnoverRate => output.turnover_rate = resp.turnover_rate.parse().ok(),
1797                CalcIndex::TotalMarketValue => {
1798                    output.total_market_value = resp.total_market_value.parse().ok()
1799                }
1800                CalcIndex::CapitalFlow => output.capital_flow = resp.capital_flow.parse().ok(),
1801                CalcIndex::Amplitude => output.amplitude = resp.amplitude.parse().ok(),
1802                CalcIndex::VolumeRatio => output.volume_ratio = resp.volume_ratio.parse().ok(),
1803                CalcIndex::PeTtmRatio => output.pe_ttm_ratio = resp.pe_ttm_ratio.parse().ok(),
1804                CalcIndex::PbRatio => output.pb_ratio = resp.pb_ratio.parse().ok(),
1805                CalcIndex::DividendRatioTtm => {
1806                    output.dividend_ratio_ttm = resp.dividend_ratio_ttm.parse().ok()
1807                }
1808                CalcIndex::FiveDayChangeRate => {
1809                    output.five_day_change_rate = resp.five_day_change_rate.parse().ok()
1810                }
1811                CalcIndex::TenDayChangeRate => {
1812                    output.ten_day_change_rate = resp.ten_day_change_rate.parse().ok()
1813                }
1814                CalcIndex::HalfYearChangeRate => {
1815                    output.half_year_change_rate = resp.half_year_change_rate.parse().ok()
1816                }
1817                CalcIndex::FiveMinutesChangeRate => {
1818                    output.five_minutes_change_rate = resp.five_minutes_change_rate.parse().ok()
1819                }
1820                CalcIndex::ExpiryDate => output.expiry_date = parse_date(&resp.expiry_date).ok(),
1821                CalcIndex::StrikePrice => output.strike_price = resp.strike_price.parse().ok(),
1822                CalcIndex::UpperStrikePrice => {
1823                    output.upper_strike_price = resp.upper_strike_price.parse().ok()
1824                }
1825                CalcIndex::LowerStrikePrice => {
1826                    output.lower_strike_price = resp.lower_strike_price.parse().ok()
1827                }
1828                CalcIndex::OutstandingQty => output.outstanding_qty = Some(resp.outstanding_qty),
1829                CalcIndex::OutstandingRatio => {
1830                    output.outstanding_ratio = resp.outstanding_ratio.parse().ok()
1831                }
1832                CalcIndex::Premium => output.premium = resp.premium.parse().ok(),
1833                CalcIndex::ItmOtm => output.itm_otm = resp.itm_otm.parse().ok(),
1834                CalcIndex::ImpliedVolatility => {
1835                    output.implied_volatility = resp.implied_volatility.parse().ok()
1836                }
1837                CalcIndex::WarrantDelta => output.warrant_delta = resp.warrant_delta.parse().ok(),
1838                CalcIndex::CallPrice => output.call_price = resp.call_price.parse().ok(),
1839                CalcIndex::ToCallPrice => output.to_call_price = resp.to_call_price.parse().ok(),
1840                CalcIndex::EffectiveLeverage => {
1841                    output.effective_leverage = resp.effective_leverage.parse().ok()
1842                }
1843                CalcIndex::LeverageRatio => {
1844                    output.leverage_ratio = resp.leverage_ratio.parse().ok()
1845                }
1846                CalcIndex::ConversionRatio => {
1847                    output.conversion_ratio = resp.conversion_ratio.parse().ok()
1848                }
1849                CalcIndex::BalancePoint => output.balance_point = resp.balance_point.parse().ok(),
1850                CalcIndex::OpenInterest => output.open_interest = Some(resp.open_interest),
1851                CalcIndex::Delta => output.delta = resp.delta.parse().ok(),
1852                CalcIndex::Gamma => output.gamma = resp.gamma.parse().ok(),
1853                CalcIndex::Theta => output.theta = resp.theta.parse().ok(),
1854                CalcIndex::Vega => output.vega = resp.vega.parse().ok(),
1855                CalcIndex::Rho => output.rho = resp.rho.parse().ok(),
1856            }
1857        }
1858
1859        output
1860    }
1861}
1862
1863/// Security list category
1864#[derive(Debug, Copy, Clone, Hash, Eq, PartialEq, EnumString, Display)]
1865pub enum SecurityListCategory {
1866    /// Overnight
1867    Overnight,
1868}
1869
1870impl_serialize_for_enum_string!(SecurityListCategory);
1871
1872/// The basic information of securities
1873#[derive(Debug, Serialize, Deserialize)]
1874pub struct Security {
1875    /// Security code
1876    pub symbol: String,
1877    /// Security name (zh-CN)
1878    pub name_cn: String,
1879    /// Security name (en)
1880    pub name_en: String,
1881    /// Security name (zh-HK)
1882    pub name_hk: String,
1883}
1884
1885/// Quote package detail
1886#[derive(Debug, Clone)]
1887pub struct QuotePackageDetail {
1888    /// Key
1889    pub key: String,
1890    /// Name
1891    pub name: String,
1892    /// Description
1893    pub description: String,
1894    /// Start time
1895    pub start_at: OffsetDateTime,
1896    /// End time
1897    pub end_at: OffsetDateTime,
1898}
1899
1900impl TryFrom<quote::user_quote_level_detail::PackageDetail> for QuotePackageDetail {
1901    type Error = Error;
1902
1903    fn try_from(quote: quote::user_quote_level_detail::PackageDetail) -> Result<Self> {
1904        Ok(Self {
1905            key: quote.key,
1906            name: quote.name,
1907            description: quote.description,
1908            start_at: OffsetDateTime::from_unix_timestamp(quote.start)
1909                .map_err(|err| Error::parse_field_error("start_at", err))?,
1910            end_at: OffsetDateTime::from_unix_timestamp(quote.end)
1911                .map_err(|err| Error::parse_field_error("end_at", err))?,
1912        })
1913    }
1914}
1915
1916/// Trade sessions
1917#[derive(Debug, Clone, Copy, PartialEq, Eq)]
1918#[repr(i32)]
1919pub enum TradeSessions {
1920    /// Intraday
1921    Intraday = 0,
1922    /// All
1923    All = 100,
1924}
1925
1926impl TradeSessions {
1927    #[inline]
1928    pub(crate) fn contains(&self, session: TradeSession) -> bool {
1929        match self {
1930            TradeSessions::Intraday => session == TradeSession::Intraday,
1931            TradeSessions::All => true,
1932        }
1933    }
1934}
1935
1936/// Market temperature
1937#[derive(Debug, Clone, Serialize, Deserialize)]
1938pub struct MarketTemperature {
1939    /// Temperature value
1940    pub temperature: i32,
1941    /// Temperature description
1942    #[serde(default)]
1943    pub description: String,
1944    /// Market valuation
1945    pub valuation: i32,
1946    /// Market sentiment
1947    pub sentiment: i32,
1948    /// Time
1949    #[serde(
1950        serialize_with = "time::serde::rfc3339::serialize",
1951        deserialize_with = "serde_utils::timestamp::deserialize",
1952        alias = "updated_at"
1953    )]
1954    pub timestamp: OffsetDateTime,
1955}
1956
1957/// Data granularity
1958#[derive(Debug, Copy, Clone, Hash, Eq, PartialEq, EnumString, Display)]
1959pub enum Granularity {
1960    /// Unknown
1961    Unknown,
1962    /// Daily
1963    #[strum(serialize = "daily")]
1964    Daily,
1965    /// Weekly
1966    #[strum(serialize = "weekly")]
1967    Weekly,
1968    /// Monthly
1969    #[strum(serialize = "monthly")]
1970    Monthly,
1971}
1972
1973/// History market temperature response
1974#[derive(Debug, Clone, Serialize, Deserialize)]
1975pub struct HistoryMarketTemperatureResponse {
1976    /// Granularity
1977    #[serde(rename = "type")]
1978    pub granularity: Granularity,
1979    /// Records
1980    #[serde(rename = "list")]
1981    pub records: Vec<MarketTemperature>,
1982}
1983
1984impl_serde_for_enum_string!(Granularity);
1985impl_default_for_enum_string!(
1986    OptionType,
1987    OptionDirection,
1988    WarrantType,
1989    SecurityBoard,
1990    Granularity
1991);
1992
1993#[cfg(test)]
1994mod tests {
1995    use serde::Deserialize;
1996
1997    use crate::{Market, quote::WatchlistGroup};
1998
1999    #[test]
2000    fn watch_list() {
2001        #[derive(Debug, Deserialize)]
2002        struct Response {
2003            groups: Vec<WatchlistGroup>,
2004        }
2005
2006        let json = r#"
2007        {
2008            "groups": [
2009                {
2010                    "id": "1",
2011                    "name": "Test",
2012                    "securities": [
2013                        {
2014                            "symbol": "AAPL",
2015                            "market": "US",
2016                            "name": "Apple Inc.",
2017                            "watched_price": "150.0",
2018                            "watched_at": "1633036800"
2019                        }
2020                    ]
2021                }
2022            ]
2023        }
2024        "#;
2025
2026        let response: Response = serde_json::from_str(json).unwrap();
2027        assert_eq!(response.groups.len(), 1);
2028        assert_eq!(response.groups[0].id, 1);
2029        assert_eq!(response.groups[0].name, "Test");
2030        assert_eq!(response.groups[0].securities.len(), 1);
2031        assert_eq!(response.groups[0].securities[0].symbol, "AAPL");
2032        assert_eq!(response.groups[0].securities[0].market, Market::US);
2033        assert_eq!(response.groups[0].securities[0].name, "Apple Inc.");
2034        assert_eq!(
2035            response.groups[0].securities[0].watched_price,
2036            Some(decimal!(150.0))
2037        );
2038        assert_eq!(
2039            response.groups[0].securities[0].watched_at.unix_timestamp(),
2040            1633036800
2041        );
2042    }
2043}
longport/quote/types.rs

longport/quote/
types.rs
