Issue #745 - The new OptionSnapshotRequest class added and used for…

… the `ListSnapshotsAsync` method (breaking change). (cherry picked from commit be7b14e)
alpacahq · May 10, 2024 · 2b8295d · 2b8295d
1 parent 0161128
commit 2b8295d
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Showing 9 changed files with 147 additions and 26 deletions.
diff --git a/Alpaca.Markets.Tests/AlpacaOptionsDataClientTest.Snapshots.cs b/Alpaca.Markets.Tests/AlpacaOptionsDataClientTest.Snapshots.cs
@@ -10,14 +10,15 @@ public async Task ListSnapshotsAsyncWorks()
         mock.AddCryptoSnapshotsExpectation(PathPrefix, _symbols);
 
         var snapshots = await mock.Client.ListSnapshotsAsync(
-            new LatestOptionsDataRequest(_symbols));
+            new OptionSnapshotRequest(_symbols));
 
         Assert.NotNull(snapshots);
-        Assert.NotEmpty(snapshots);
+        Assert.NotNull(snapshots.Items);
+        Assert.NotEmpty(snapshots.Items);
 
         foreach (var symbol in _symbols)
         {
-            var snapshot = snapshots[symbol];
+            var snapshot = snapshots.Items[symbol];
             validate(snapshot, symbol);
         }
     }
@@ -33,11 +34,12 @@ public async Task GetOptionChainAsyncWorks()
             new OptionChainRequest("AAPL"));
 
         Assert.NotNull(snapshots);
-        Assert.NotEmpty(snapshots);
+        Assert.NotNull(snapshots.Items);
+        Assert.NotEmpty(snapshots.Items);
 
         foreach (var symbol in _symbols)
         {
-            var snapshot = snapshots[symbol];
+            var snapshot = snapshots.Items[symbol];
             validate(snapshot, symbol);
         }
     }

diff --git a/Alpaca.Markets/AlpacaOptionsDataClient.cs b/Alpaca.Markets/AlpacaOptionsDataClient.cs
@@ -34,17 +34,19 @@ public Task<IReadOnlyDictionary<String, ITrade>> ListLatestTradesAsync(
         getLatestAsync<ITrade, JsonOptionTrade>(
             request.EnsureNotNull().Validate(), "trades/latest", data => data.Trades, cancellationToken);
 
-    public Task<IReadOnlyDictionary<String, ISnapshot>> ListSnapshotsAsync(
-        LatestOptionsDataRequest request,
+    public async Task<IDictionaryPage<ISnapshot>> ListSnapshotsAsync(
+        OptionSnapshotRequest request,
         CancellationToken cancellationToken = default) =>
-        getLatestAsync<ISnapshot, JsonOptionSnapshot>(
-            request.EnsureNotNull().Validate(), "snapshots", data => data.Snapshots, cancellationToken);
+        await HttpClient.GetAsync<IDictionaryPage<ISnapshot>, JsonOptionsSnapshotData>(
+            await request.GetUriBuilderAsync(HttpClient).ConfigureAwait(false),
+            RateLimitHandler, cancellationToken).ConfigureAwait(false);
 
-    public Task<IReadOnlyDictionary<String, ISnapshot>> GetOptionChainAsync(
+    public async Task<IDictionaryPage<ISnapshot>> GetOptionChainAsync(
         OptionChainRequest request,
         CancellationToken cancellationToken = default) =>
-        getLatestAsync<ISnapshot, JsonOptionSnapshot>(
-            request.EnsureNotNull().Validate(), data => data.Snapshots, cancellationToken);
+        await HttpClient.GetAsync<IDictionaryPage<ISnapshot>, JsonOptionsSnapshotData>(
+            await request.GetUriBuilderAsync(HttpClient).ConfigureAwait(false),
+            RateLimitHandler, cancellationToken).ConfigureAwait(false);
 
     private async Task<IReadOnlyDictionary<String, TApi>> getLatestAsync<TApi, TJson>(
         LatestOptionsDataRequest request,
@@ -56,15 +58,6 @@ await HttpClient.GetAsync(
             await request.GetUriBuilderAsync(HttpClient, lastPathSegment).ConfigureAwait(false),
             itemsSelector, withSymbol<TApi, TJson>, RateLimitHandler, cancellationToken).ConfigureAwait(false);
 
-    private async Task<IReadOnlyDictionary<String, TApi>> getLatestAsync<TApi, TJson>(
-        OptionChainRequest request,
-        Func<JsonLatestData, Dictionary<String, TJson>> itemsSelector,
-        CancellationToken cancellationToken)
-        where TJson : TApi, ISymbolMutable =>
-        await HttpClient.GetAsync(
-            await request.GetUriBuilderAsync(HttpClient).ConfigureAwait(false),
-            itemsSelector, withSymbol<TApi, TJson>, RateLimitHandler, cancellationToken).ConfigureAwait(false);
-
     private static TApi withSymbol<TApi, TJson>(
         KeyValuePair<String, TJson> kvp)
         where TJson : TApi, ISymbolMutable

diff --git a/Alpaca.Markets/Helpers/DebuggerDisplayExtensions.cs b/Alpaca.Markets/Helpers/DebuggerDisplayExtensions.cs
@@ -11,6 +11,10 @@ internal static String ToDebuggerDisplayString<TItem>(
         this IMultiPage<TItem> page) =>
         $"{nameof(IPage<TItem>)}<{typeof(TItem).Name}> {{ Count = {page.Items.Count}, NextPageToken = \"{page.NextPageToken}\" }}";
 
+    internal static String ToDebuggerDisplayString<TItem>(
+        this IDictionaryPage<TItem> page) =>
+        $"{nameof(IDictionaryPage<TItem>)}<{typeof(TItem).Name}> {{ Count = {page.Items.Count}, NextPageToken = \"{page.NextPageToken}\" }}";
+
     internal static String ToDebuggerDisplayString(
         this IBar bar) =>
         $"{nameof(IBar)} {{ TimeUtc = {bar.TimeUtc:O}, Symbol = \"{bar.Symbol}\", Open = {bar.Open}, High = {bar.High}, Low = {bar.Low}, Close = {bar.Close} }}";

diff --git a/Alpaca.Markets/Interfaces/IAlpacaOptionsDataClient.cs b/Alpaca.Markets/Interfaces/IAlpacaOptionsDataClient.cs
@@ -114,8 +114,8 @@ Task<IReadOnlyDictionary<String, ITrade>> ListLatestTradesAsync(
     /// </exception>
     /// <returns>Read-only dictionary with the current snapshot information.</returns>
     [UsedImplicitly]
-    Task<IReadOnlyDictionary<String, ISnapshot>> ListSnapshotsAsync(
-        LatestOptionsDataRequest request,
+    Task<IDictionaryPage<ISnapshot>> ListSnapshotsAsync(
+        OptionSnapshotRequest request,
         CancellationToken cancellationToken = default);
 
     /// <summary>
@@ -143,7 +143,7 @@ Task<IReadOnlyDictionary<String, ISnapshot>> ListSnapshotsAsync(
     /// </exception>
     /// <returns>Read-only dictionary with the current snapshot information.</returns>
     [UsedImplicitly]
-    Task<IReadOnlyDictionary<String, ISnapshot>> GetOptionChainAsync(
+    Task<IDictionaryPage<ISnapshot>> GetOptionChainAsync(
         OptionChainRequest request,
         CancellationToken cancellationToken = default);
 }
diff --git a/Alpaca.Markets/Interfaces/IDictionaryPage.cs b/Alpaca.Markets/Interfaces/IDictionaryPage.cs
@@ -0,0 +1,20 @@
+namespace Alpaca.Markets;
+
+/// <summary>
+/// Encapsulates single page response in Alpaca Data API v2.
+/// </summary>
+/// <typeparam name="TItem">Type of paged item (bar, trade or quote)</typeparam>
+public interface IDictionaryPage<TItem>
+{
+    /// <summary>
+    /// Gets the next page token for continuation. If value of this property
+    /// equals to <c>null</c> this page is the last one and no more data is available.
+    /// </summary>
+    [UsedImplicitly]
+    public String? NextPageToken { get; }
+
+    /// <summary>
+    /// Gets list of items for this response grouped by asset symbols.
+    /// </summary>
+    public IReadOnlyDictionary<String, TItem> Items { get; }
+}
diff --git a/Alpaca.Markets/Messages/JsonOptionSnapshotsData.cs b/Alpaca.Markets/Messages/JsonOptionSnapshotsData.cs
@@ -0,0 +1,45 @@
+namespace Alpaca.Markets;
+
+[SuppressMessage(
+    "Microsoft.Performance", "CA1812:Avoid uninstantiated internal classes",
+    Justification = "Object instances of this class will be created by Newtonsoft.JSON library.")]
+[DebuggerDisplay("{DebuggerDisplay,nq}", Type = nameof(IDictionaryPage<ISnapshot>) + "<" + nameof(ISnapshot) + ">")]
+internal sealed class JsonOptionsSnapshotData : IDictionaryPage<ISnapshot>
+{
+    [DebuggerBrowsable(DebuggerBrowsableState.Never)]
+    [JsonProperty(PropertyName = "snapshots", Required = Required.Default)]
+    public Dictionary<String, JsonOptionSnapshot> ItemsList { get; [ExcludeFromCodeCoverage] set; } = new();
+
+    [JsonProperty(PropertyName = "next_page_token", Required = Required.Default)]
+    public String? NextPageToken { get; set; }
+
+    [JsonIgnore]
+    public IReadOnlyDictionary<String, ISnapshot> Items { get; [ExcludeFromCodeCoverage] private set; }
+        = new Dictionary<String, ISnapshot>();
+
+    [OnDeserialized]
+    [UsedImplicitly]
+    internal void OnDeserializedMethod(
+        StreamingContext _) =>
+        Items = (ItemsList ?? []).ToDictionary(
+            kvp => kvp.Key,
+            withSymbol<ISnapshot, JsonOptionSnapshot>,
+            StringComparer.Ordinal);
+
+    [ExcludeFromCodeCoverage]
+    public override String ToString() =>
+        JsonConvert.SerializeObject(this);
+
+    [ExcludeFromCodeCoverage]
+    [DebuggerBrowsable(DebuggerBrowsableState.Never)]
+    private String DebuggerDisplay =>
+        this.ToDebuggerDisplayString();
+
+    private static TApi withSymbol<TApi, TJson>(
+        KeyValuePair<String, TJson> kvp)
+        where TJson : TApi, ISymbolMutable
+    {
+        kvp.Value.SetSymbol(kvp.Key);
+        return kvp.Value;
+    }
+}
diff --git a/Alpaca.Markets/Parameters/OptionSnapshotRequest.cs b/Alpaca.Markets/Parameters/OptionSnapshotRequest.cs
@@ -0,0 +1,49 @@
+namespace Alpaca.Markets;
+
+/// <summary>
+/// Encapsulates data for latest options data requests on Alpaca Data API v2.
+/// </summary>
+public sealed class OptionSnapshotRequest : Validation.IRequest
+{
+    private readonly HashSet<String> _symbols = new(StringComparer.Ordinal);
+
+    /// <summary>
+    /// Creates new instance of <see cref="OptionSnapshotRequest"/> object.
+    /// </summary>
+    /// <param name="symbols">Options symbols list for data retrieval.</param>
+    /// <exception cref="ArgumentNullException">
+    /// The <paramref name="symbols"/> argument is <c>null</c>.
+    /// </exception>
+    public OptionSnapshotRequest(
+        IEnumerable<String> symbols) =>
+        _symbols.UnionWith(symbols.EnsureNotNull());
+
+    /// <summary>
+    /// Gets options symbols list for data retrieval.
+    /// </summary>
+    [UsedImplicitly]
+    public IReadOnlyCollection<String> Symbols => _symbols;
+
+    /// <summary>
+    /// Gets options feed for data retrieval.
+    /// </summary>
+    [UsedImplicitly]
+    [ExcludeFromCodeCoverage]
+    public OptionsFeed? OptionsFeed { get; set; }
+
+    internal async ValueTask<UriBuilder> GetUriBuilderAsync(
+        HttpClient httpClient) =>
+        new UriBuilder(httpClient.BaseAddress!)
+        {
+            Query = await new QueryBuilder()
+                .AddParameter("symbols", Symbols.ToList())
+                .AddParameter("feed", OptionsFeed)
+                .AsStringAsync().ConfigureAwait(false)
+        }.AppendPath("snapshots");
+
+    IEnumerable<RequestValidationException?> Validation.IRequest.GetExceptions()
+    {
+        yield return Symbols.TryValidateSymbolsList();
+        yield return Symbols.TryValidateSymbolName();
+    }
+}
diff --git a/Alpaca.Markets/PublicAPI.Shipped.txt b/Alpaca.Markets/PublicAPI.Shipped.txt
@@ -454,11 +454,9 @@ Alpaca.Markets.IAlpacaNewsStreamingClient
 Alpaca.Markets.IAlpacaNewsStreamingClient.GetNewsSubscription() -> Alpaca.Markets.IAlpacaDataSubscription<Alpaca.Markets.INewsArticle!>!
 Alpaca.Markets.IAlpacaNewsStreamingClient.GetNewsSubscription(string! symbol) -> Alpaca.Markets.IAlpacaDataSubscription<Alpaca.Markets.INewsArticle!>!
 Alpaca.Markets.IAlpacaOptionsDataClient
-Alpaca.Markets.IAlpacaOptionsDataClient.GetOptionChainAsync(Alpaca.Markets.OptionChainRequest! request, System.Threading.CancellationToken cancellationToken = default(System.Threading.CancellationToken)) -> System.Threading.Tasks.Task<System.Collections.Generic.IReadOnlyDictionary<string!, Alpaca.Markets.ISnapshot!>!>!
 Alpaca.Markets.IAlpacaOptionsDataClient.ListExchangesAsync(System.Threading.CancellationToken cancellationToken = default(System.Threading.CancellationToken)) -> System.Threading.Tasks.Task<System.Collections.Generic.IReadOnlyDictionary<string!, string!>!>!
 Alpaca.Markets.IAlpacaOptionsDataClient.ListLatestQuotesAsync(Alpaca.Markets.LatestOptionsDataRequest! request, System.Threading.CancellationToken cancellationToken = default(System.Threading.CancellationToken)) -> System.Threading.Tasks.Task<System.Collections.Generic.IReadOnlyDictionary<string!, Alpaca.Markets.IQuote!>!>!
 Alpaca.Markets.IAlpacaOptionsDataClient.ListLatestTradesAsync(Alpaca.Markets.LatestOptionsDataRequest! request, System.Threading.CancellationToken cancellationToken = default(System.Threading.CancellationToken)) -> System.Threading.Tasks.Task<System.Collections.Generic.IReadOnlyDictionary<string!, Alpaca.Markets.ITrade!>!>!
-Alpaca.Markets.IAlpacaOptionsDataClient.ListSnapshotsAsync(Alpaca.Markets.LatestOptionsDataRequest! request, System.Threading.CancellationToken cancellationToken = default(System.Threading.CancellationToken)) -> System.Threading.Tasks.Task<System.Collections.Generic.IReadOnlyDictionary<string!, Alpaca.Markets.ISnapshot!>!>!
 Alpaca.Markets.IAlpacaScreenerClient
 Alpaca.Markets.IAlpacaScreenerClient.GetTopMarketMoversAsync(int? numberOfLosersAndGainersInResponse = null, System.Threading.CancellationToken cancellationToken = default(System.Threading.CancellationToken)) -> System.Threading.Tasks.Task<Alpaca.Markets.IMarketMovers!>!
 Alpaca.Markets.IAlpacaStreamingClient

diff --git a/Alpaca.Markets/PublicAPI.Unshipped.txt b/Alpaca.Markets/PublicAPI.Unshipped.txt
@@ -1,6 +1,11 @@
 #nullable enable
+Alpaca.Markets.IAlpacaOptionsDataClient.GetOptionChainAsync(Alpaca.Markets.OptionChainRequest! request, System.Threading.CancellationToken cancellationToken = default(System.Threading.CancellationToken)) -> System.Threading.Tasks.Task<Alpaca.Markets.IDictionaryPage<Alpaca.Markets.ISnapshot!>!>!
+Alpaca.Markets.IAlpacaOptionsDataClient.ListSnapshotsAsync(Alpaca.Markets.OptionSnapshotRequest! request, System.Threading.CancellationToken cancellationToken = default(System.Threading.CancellationToken)) -> System.Threading.Tasks.Task<Alpaca.Markets.IDictionaryPage<Alpaca.Markets.ISnapshot!>!>!
 Alpaca.Markets.IAlpacaTradingClient.ExerciseOptionsPositionByIdAsync(System.Guid contractId, System.Threading.CancellationToken cancellationToken = default(System.Threading.CancellationToken)) -> System.Threading.Tasks.Task<bool>!
 Alpaca.Markets.IAlpacaTradingClient.ExerciseOptionsPositionBySymbolAsync(string! symbol, System.Threading.CancellationToken cancellationToken = default(System.Threading.CancellationToken)) -> System.Threading.Tasks.Task<bool>!
+Alpaca.Markets.IDictionaryPage<TItem>
+Alpaca.Markets.IDictionaryPage<TItem>.Items.get -> System.Collections.Generic.IReadOnlyDictionary<string!, TItem>!
+Alpaca.Markets.IDictionaryPage<TItem>.NextPageToken.get -> string?
 Alpaca.Markets.LatestOptionsDataRequest
 Alpaca.Markets.LatestOptionsDataRequest.LatestOptionsDataRequest(System.Collections.Generic.IEnumerable<string!>! symbols) -> void
 Alpaca.Markets.LatestOptionsDataRequest.OptionsFeed.get -> Alpaca.Markets.OptionsFeed?
@@ -32,4 +37,9 @@ Alpaca.Markets.OptionContractsRequest.UnderlyingSymbols.get -> System.Collection
 Alpaca.Markets.OptionsFeed
 Alpaca.Markets.OptionsFeed.Indicative = 1 -> Alpaca.Markets.OptionsFeed
 Alpaca.Markets.OptionsFeed.Opra = 0 -> Alpaca.Markets.OptionsFeed
+Alpaca.Markets.OptionSnapshotRequest
+Alpaca.Markets.OptionSnapshotRequest.OptionsFeed.get -> Alpaca.Markets.OptionsFeed?
+Alpaca.Markets.OptionSnapshotRequest.OptionsFeed.set -> void
+Alpaca.Markets.OptionSnapshotRequest.OptionSnapshotRequest(System.Collections.Generic.IEnumerable<string!>! symbols) -> void
+Alpaca.Markets.OptionSnapshotRequest.Symbols.get -> System.Collections.Generic.IReadOnlyCollection<string!>!
 Alpaca.Markets.PortfolioHistoryRequest.WithInterval(Alpaca.Markets.Interval<System.DateTime> value) -> Alpaca.Markets.PortfolioHistoryRequest!