Issue #745 - Added new methods GetOptionChainAsyncAsAsyncEnumerable…

… and `ListSnapshotsAsAsyncEnumerable` into the Extensions package.

(cherry picked from commit 476e681)

Alpaca.Markets.Extensions.Tests/AlpacaOptionsDataClientTest.Bars.cs

@@ -85,5 +85,4 @@ private static JArray createBarsList() =>
         new JProperty("h", Price),
         new JProperty("c", Price),
         new JProperty("v", Volume));
-
 }

Alpaca.Markets.Extensions.Tests/AlpacaOptionsDataClientTest.Snapshots.cs

@@ -0,0 +1,54 @@
+namespace Alpaca.Markets.Extensions.Tests;
+
+public sealed partial class AlpacaOptionsDataClientTest
+{
+    [Fact]
+    public async Task GetOptionChainAsAsyncEnumerableWorks()
+    {
+        using var mock = mockClientsFactory.GetAlpacaOptionsDataClientMock();
+
+        addPaginatedResponses(mock, addSingleContractPageExpectation);
+
+        var counter = await validateList(
+            mock.Client.GetOptionChainAsyncAsAsyncEnumerable(
+                new OptionChainRequest(Stock)));
+
+        Assert.NotEqual(0, counter);
+    }
+
+    [Fact]
+    public async Task ListSnapshotsAsAsyncEnumerableWorks()
+    {
+        using var mock = mockClientsFactory.GetAlpacaOptionsDataClientMock();
+
+        addPaginatedResponses(mock, addSingleSnapshotPageExpectation);
+
+        var counter = await validateList(
+            mock.Client.ListSnapshotsAsAsyncEnumerable(
+                new OptionSnapshotRequest(_symbols)));
+
+        Assert.NotEqual(0, counter);
+    }
+
+    private static void addSingleContractPageExpectation(
+        MockClient<AlpacaOptionsDataClientConfiguration, IAlpacaOptionsDataClient> mock,
+        String? token = null) =>
+        addSingleContractOrSnapshotPageExpectation(mock, "/*", token);
+
+    private static void addSingleSnapshotPageExpectation(
+        MockClient<AlpacaOptionsDataClientConfiguration, IAlpacaOptionsDataClient> mock,
+        String? token = null) =>
+        addSingleContractOrSnapshotPageExpectation(mock, String.Empty, token);
+
+    private static void addSingleContractOrSnapshotPageExpectation(
+        MockClient<AlpacaOptionsDataClientConfiguration, IAlpacaOptionsDataClient> mock,
+        String urlPathLastSegment,
+        String? token = null) =>
+        mock.AddGet($"/v1beta1/options/snapshots{urlPathLastSegment}", new JObject(
+            new JProperty("snapshots", new JObject(
+                _symbols.Select(symbol => new JProperty(symbol, createSnapshot())).OfType<Object>().ToArray())),
+            new JProperty("next_page_token", token)));
+
+    private static JObject createSnapshot() => new(
+        new JProperty("impliedVolatility", Price));
+}

Alpaca.Markets.Extensions.Tests/AlpacaOptionsDataClientTest.cs

@@ -1,6 +1,9 @@
+using System.Diagnostics.CodeAnalysis;
+
 namespace Alpaca.Markets.Extensions.Tests;
 
 [Collection("MockEnvironment")]
+[SuppressMessage("Usage", "xUnit1047:Avoid using TheoryDataRow arguments that might not be serializable")]
 public sealed partial class AlpacaOptionsDataClientTest(
     MockClientsFactoryFixture mockClientsFactory)
 {

Alpaca.Markets.Extensions/Pagination/AlpacaOptionsDataClientExtensions.cs

@@ -0,0 +1,197 @@
+namespace Alpaca.Markets.Extensions;
+
+/// <summary>
+/// Set of extension methods for the <see cref="IAlpacaOptionsDataClient"/> interface.
+/// </summary>
+public static class AlpacaOptionsDataClientExtensions
+{
+    /// <summary>
+    /// Gets all option snapshots from Alpaca REST API endpoint as async enumerable stream.
+    /// </summary>
+    /// <param name="client">The <see cref="IAlpacaOptionsDataClient"/> object instance.</param>
+    /// <param name="request">Account activities request parameters.</param>
+    /// <exception cref="RequestValidationException">
+    /// The <paramref name="request"/> argument contains invalid data or some required data is missing, unable to create a valid HTTP request.
+    /// </exception>
+    /// <exception cref="HttpRequestException">
+    /// The request failed due to an underlying issue such as network connectivity, DNS failure, server certificate validation or timeout.
+    /// </exception>
+    /// <exception cref="RestClientErrorException">
+    /// The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.
+    /// </exception>
+    /// <exception cref="SocketException">
+    /// The initial TPC socket connection failed due to an underlying low-level network connectivity issue.
+    /// </exception>
+    /// <exception cref="TaskCanceledException">
+    /// .NET Core and .NET 5 and later only: The request failed due to timeout.
+    /// </exception>
+    /// <exception cref="ArgumentNullException">
+    /// The <paramref name="client"/> or <paramref name="request"/> argument is <c>null</c>.
+    /// </exception>
+    /// <returns>Option contacts' snapshots obtained page by page.</returns>
+    [UsedImplicitly]
+    [CLSCompliant(false)]
+    public static IAsyncEnumerable<IOptionSnapshot> ListSnapshotsAsAsyncEnumerable(
+        this IAlpacaOptionsDataClient client,
+        OptionSnapshotRequest request) =>
+        ListSnapshotsAsAsyncEnumerable(client, request, CancellationToken.None);
+
+    /// <summary>
+    /// Gets all option snapshots from Alpaca REST API endpoint as async enumerable stream.
+    /// </summary>
+    /// <param name="client">The <see cref="IAlpacaOptionsDataClient"/> object instance.</param>
+    /// <param name="request">Account activities request parameters.</param>
+    /// <param name="cancellationToken">A cancellation token that can be used by other objects or threads to receive notice of cancellation.</param>
+    /// <exception cref="RequestValidationException">
+    /// The <paramref name="request"/> argument contains invalid data or some required data is missing, unable to create a valid HTTP request.
+    /// </exception>
+    /// <exception cref="HttpRequestException">
+    /// The request failed due to an underlying issue such as network connectivity, DNS failure, server certificate validation or timeout.
+    /// </exception>
+    /// <exception cref="RestClientErrorException">
+    /// The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.
+    /// </exception>
+    /// <exception cref="SocketException">
+    /// The initial TPC socket connection failed due to an underlying low-level network connectivity issue.
+    /// </exception>
+    /// <exception cref="TaskCanceledException">
+    /// .NET Core and .NET 5 and later only: The request failed due to timeout.
+    /// </exception>
+    /// <exception cref="ArgumentNullException">
+    /// The <paramref name="client"/> or <paramref name="request"/> argument is <c>null</c>.
+    /// </exception>
+    /// <returns>Option contacts' snapshots obtained page by page.</returns>
+    [UsedImplicitly]
+    [CLSCompliant(false)]
+    public static IAsyncEnumerable<IOptionSnapshot> ListSnapshotsAsAsyncEnumerable(
+        this IAlpacaOptionsDataClient client,
+        OptionSnapshotRequest request,
+        CancellationToken cancellationToken) =>
+        getAllOptionSnapshotsPages(client.EnsureNotNull(),
+            getRequestWithoutPageToken(request.EnsureNotNull()), cancellationToken);
+
+    /// <summary>
+    /// Gets all option snapshots from Alpaca REST API endpoint as async enumerable stream.
+    /// </summary>
+    /// <param name="client">The <see cref="IAlpacaOptionsDataClient"/> object instance.</param>
+    /// <param name="request">Account activities request parameters.</param>
+    /// <exception cref="RequestValidationException">
+    /// The <paramref name="request"/> argument contains invalid data or some required data is missing, unable to create a valid HTTP request.
+    /// </exception>
+    /// <exception cref="HttpRequestException">
+    /// The request failed due to an underlying issue such as network connectivity, DNS failure, server certificate validation or timeout.
+    /// </exception>
+    /// <exception cref="RestClientErrorException">
+    /// The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.
+    /// </exception>
+    /// <exception cref="SocketException">
+    /// The initial TPC socket connection failed due to an underlying low-level network connectivity issue.
+    /// </exception>
+    /// <exception cref="TaskCanceledException">
+    /// .NET Core and .NET 5 and later only: The request failed due to timeout.
+    /// </exception>
+    /// <exception cref="ArgumentNullException">
+    /// The <paramref name="client"/> or <paramref name="request"/> argument is <c>null</c>.
+    /// </exception>
+    /// <returns>Option contacts' snapshots obtained page by page.</returns>
+    [UsedImplicitly]
+    [CLSCompliant(false)]
+    public static IAsyncEnumerable<IOptionSnapshot> GetOptionChainAsyncAsAsyncEnumerable(
+        this IAlpacaOptionsDataClient client,
+        OptionChainRequest request) =>
+        GetOptionChainAsyncAsAsyncEnumerable(client, request, CancellationToken.None);
+
+    /// <summary>
+    /// Gets all option snapshots from Alpaca REST API endpoint as async enumerable stream.
+    /// </summary>
+    /// <param name="client">The <see cref="IAlpacaOptionsDataClient"/> object instance.</param>
+    /// <param name="request">Account activities request parameters.</param>
+    /// <param name="cancellationToken">A cancellation token that can be used by other objects or threads to receive notice of cancellation.</param>
+    /// <exception cref="RequestValidationException">
+    /// The <paramref name="request"/> argument contains invalid data or some required data is missing, unable to create a valid HTTP request.
+    /// </exception>
+    /// <exception cref="HttpRequestException">
+    /// The request failed due to an underlying issue such as network connectivity, DNS failure, server certificate validation or timeout.
+    /// </exception>
+    /// <exception cref="RestClientErrorException">
+    /// The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.
+    /// </exception>
+    /// <exception cref="SocketException">
+    /// The initial TPC socket connection failed due to an underlying low-level network connectivity issue.
+    /// </exception>
+    /// <exception cref="TaskCanceledException">
+    /// .NET Core and .NET 5 and later only: The request failed due to timeout.
+    /// </exception>
+    /// <exception cref="ArgumentNullException">
+    /// The <paramref name="client"/> or <paramref name="request"/> argument is <c>null</c>.
+    /// </exception>
+    /// <returns>Option contacts' snapshots obtained page by page.</returns>
+    [UsedImplicitly]
+    [CLSCompliant(false)]
+    public static IAsyncEnumerable<IOptionSnapshot> GetOptionChainAsyncAsAsyncEnumerable(
+        this IAlpacaOptionsDataClient client,
+        OptionChainRequest request,
+        CancellationToken cancellationToken) =>
+        getAllOptionSnapshotsPages(client.EnsureNotNull(),
+            getRequestWithoutPageToken(request.EnsureNotNull()), cancellationToken);
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    private static OptionSnapshotRequest getRequestWithoutPageToken(
+        OptionSnapshotRequest request) =>
+        new(request.Symbols)
+        {
+            //Pagination = { Size = Pagination.MaxPageSize },
+            OptionsFeed = request.OptionsFeed
+        };
+
+    private static async IAsyncEnumerable<IOptionSnapshot> getAllOptionSnapshotsPages(
+        IAlpacaOptionsDataClient client,
+        OptionSnapshotRequest request,
+        [EnumeratorCancellation] CancellationToken cancellationToken)
+    {
+        do
+        {
+            var page = await client.ListSnapshotsAsync(request, cancellationToken).ConfigureAwait(false);
+
+            foreach (var item in page.Items)
+            {
+                yield return item.Value;
+            }
+
+            request.Pagination.Token = page.NextPageToken ?? String.Empty;
+        } while (!String.IsNullOrEmpty(request.Pagination.Token));
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    private static OptionChainRequest getRequestWithoutPageToken(
+        OptionChainRequest request) =>
+        new(request.UnderlyingSymbol)
+        {
+            ExpirationDateGreaterThanOrEqualTo = request.ExpirationDateGreaterThanOrEqualTo,
+            ExpirationDateLessThanOrEqualTo = request.ExpirationDateLessThanOrEqualTo,
+            StrikePriceGreaterThanOrEqualTo = request.StrikePriceGreaterThanOrEqualTo,
+            StrikePriceLessThanOrEqualTo = request.StrikePriceLessThanOrEqualTo,
+            ExpirationDateEqualTo = request.ExpirationDateEqualTo,
+            Pagination = { Size = Pagination.MaxPageSize },
+            OptionType = request.OptionType,
+            RootSymbol = request.RootSymbol
+        };
+
+    private static async IAsyncEnumerable<IOptionSnapshot> getAllOptionSnapshotsPages(
+        IAlpacaOptionsDataClient client,
+        OptionChainRequest request,
+        [EnumeratorCancellation] CancellationToken cancellationToken)
+    {
+        do
+        {
+            var page = await client.GetOptionChainAsync(request, cancellationToken).ConfigureAwait(false);
+
+            foreach (var item in page.Items)
+            {
+                yield return item.Value;
+            }
+
+            request.Pagination.Token = page.NextPageToken ?? String.Empty;
+        } while (!String.IsNullOrEmpty(request.Pagination.Token));
+    }
+}

Alpaca.Markets.Extensions/PublicAPI.Shipped.txt

@@ -4,6 +4,7 @@ Alpaca.Markets.Extensions.AlpacaDataClientExtensions
 Alpaca.Markets.Extensions.AlpacaDataStreamingClientExtensions
 Alpaca.Markets.Extensions.AlpacaDataSubscriptionExtensions
 Alpaca.Markets.Extensions.AlpacaNewsStreamingClientExtensions
+Alpaca.Markets.Extensions.AlpacaOptionsDataClientExtensions
 Alpaca.Markets.Extensions.AlpacaServiceCollectionExtensions
 Alpaca.Markets.Extensions.AlpacaStreamingClientExtensions
 Alpaca.Markets.Extensions.AlpacaTradingClientExtensions
@@ -80,6 +81,10 @@ static Alpaca.Markets.Extensions.AlpacaNewsStreamingClientExtensions.SubscribeNe
 static Alpaca.Markets.Extensions.AlpacaNewsStreamingClientExtensions.SubscribeNewsAsync(this Alpaca.Markets.IAlpacaNewsStreamingClient! client, System.Collections.Generic.IEnumerable<string!>! symbols) -> System.Threading.Tasks.ValueTask<Alpaca.Markets.Extensions.IDisposableAlpacaDataSubscription<Alpaca.Markets.INewsArticle!>!>
 static Alpaca.Markets.Extensions.AlpacaNewsStreamingClientExtensions.WithReconnect(this Alpaca.Markets.IAlpacaNewsStreamingClient! client) -> Alpaca.Markets.IAlpacaNewsStreamingClient!
 static Alpaca.Markets.Extensions.AlpacaNewsStreamingClientExtensions.WithReconnect(this Alpaca.Markets.IAlpacaNewsStreamingClient! client, Alpaca.Markets.Extensions.ReconnectionParameters! parameters) -> Alpaca.Markets.IAlpacaNewsStreamingClient!
+static Alpaca.Markets.Extensions.AlpacaOptionsDataClientExtensions.GetOptionChainAsyncAsAsyncEnumerable(this Alpaca.Markets.IAlpacaOptionsDataClient! client, Alpaca.Markets.OptionChainRequest! request) -> System.Collections.Generic.IAsyncEnumerable<Alpaca.Markets.IOptionSnapshot!>!
+static Alpaca.Markets.Extensions.AlpacaOptionsDataClientExtensions.GetOptionChainAsyncAsAsyncEnumerable(this Alpaca.Markets.IAlpacaOptionsDataClient! client, Alpaca.Markets.OptionChainRequest! request, System.Threading.CancellationToken cancellationToken) -> System.Collections.Generic.IAsyncEnumerable<Alpaca.Markets.IOptionSnapshot!>!
+static Alpaca.Markets.Extensions.AlpacaOptionsDataClientExtensions.ListSnapshotsAsAsyncEnumerable(this Alpaca.Markets.IAlpacaOptionsDataClient! client, Alpaca.Markets.OptionSnapshotRequest! request) -> System.Collections.Generic.IAsyncEnumerable<Alpaca.Markets.IOptionSnapshot!>!
+static Alpaca.Markets.Extensions.AlpacaOptionsDataClientExtensions.ListSnapshotsAsAsyncEnumerable(this Alpaca.Markets.IAlpacaOptionsDataClient! client, Alpaca.Markets.OptionSnapshotRequest! request, System.Threading.CancellationToken cancellationToken) -> System.Collections.Generic.IAsyncEnumerable<Alpaca.Markets.IOptionSnapshot!>!
 static Alpaca.Markets.Extensions.AlpacaTradingClientExtensions.GetCalendarForSingleDayAsync(this Alpaca.Markets.IAlpacaTradingClient! client, System.DateOnly date, System.Threading.CancellationToken cancellationToken = default(System.Threading.CancellationToken)) -> System.Threading.Tasks.Task<Alpaca.Markets.IIntervalCalendar?>!
 static Alpaca.Markets.Extensions.AlpacaTradingClientExtensions.GetClockCachedAsync(this Alpaca.Markets.IAlpacaTradingClient! client) -> System.Threading.Tasks.ValueTask<Alpaca.Markets.IClock!>
 static Alpaca.Markets.Extensions.AlpacaTradingClientExtensions.GetClockCachedAsync(this Alpaca.Markets.IAlpacaTradingClient! client, System.Threading.CancellationToken cancellationToken) -> System.Threading.Tasks.ValueTask<Alpaca.Markets.IClock!>

Alpaca.Markets.Tests/AlpacaTradingClientTest.Orders.cs

@@ -97,6 +97,7 @@ public async Task PostBuyOrderAsyncWorks()
         var order = await mock.Client.PostOrderAsync(
             MarketOrder.Buy(Stock, OrderQuantity.Fractional(FractionalQuantity))
                 .WithClientOrderId(Guid.NewGuid().ToString("D"))
+                .WithPositionIntent(PositionIntent.BuyToOpen)
                 .WithDuration(TimeInForce.Gtc)
                 .WithExtendedHours(true));
 

Alpaca.Markets.Tests/RequestValidationTest.cs

@@ -105,7 +105,7 @@ public void OptionContactsRequestExpirationDateValidationWorks() =>
         {
             ExpirationDateGreaterThanOrEqualTo = DateOnly.FromDateTime(DateTime.Today),
             ExpirationDateLessThanOrEqualTo = DateOnly.FromDateTime(DateTime.Today),
-            ExpirationDateEqualTo = DateOnly.FromDateTime(DateTime.Today),
+            ExpirationDateEqualTo = DateOnly.FromDateTime(DateTime.Today)
         });
 
     [Fact]
@@ -114,7 +114,7 @@ public void OptionChainRequestExpirationDateValidationWorks() =>
         {
             ExpirationDateGreaterThanOrEqualTo = DateOnly.FromDateTime(DateTime.Today),
             ExpirationDateLessThanOrEqualTo = DateOnly.FromDateTime(DateTime.Today),
-            ExpirationDateEqualTo = DateOnly.FromDateTime(DateTime.Today),
+            ExpirationDateEqualTo = DateOnly.FromDateTime(DateTime.Today)
         });
 
     [Fact]