Alpa.Models.Quote (AlpaEx v1.0.3)

View Source

Quote (NBBO) data model for market data.

Summary

Functions

Parse quote data from API response.

Parse multiple quotes from API response.

Types

t()

@type t() :: %Alpa.Models.Quote{
  ask_exchange: String.t() | nil,
  ask_price: Decimal.t() | nil,
  ask_size: integer() | nil,
  bid_exchange: String.t() | nil,
  bid_price: Decimal.t() | nil,
  bid_size: integer() | nil,
  conditions: [String.t()] | nil,
  symbol: String.t() | nil,
  tape: String.t() | nil,
  timestamp: DateTime.t() | nil
}

Functions

from_map(data, symbol \\ nil)

@spec from_map(map(), String.t() | nil) :: t()

Parse quote data from API response.

from_response(data)

@spec from_response(map()) :: %{required(String.t()) => [t()]} | [t()]

Parse multiple quotes from API response.