Issue #731 - The OptionFeed enum added and now it can be specified …

…for latest/snapshot requests.

(cherry picked from commit bdce3fd)

.editorconfig

@@ -21,7 +21,7 @@ dotnet_naming_symbols.private_static_methods.required_modifiers = static
 # Define the 'private_methods_style' naming style
 dotnet_naming_style.private_methods_style.capitalization = camel_case
 
-# Define the 'private_methods_underscored' naming rule
+# Define the 'private_methods_rule' naming rule
 dotnet_naming_rule.private_methods_rule.symbols = private_methods
 dotnet_naming_rule.private_methods_rule.style = private_methods_style
 dotnet_naming_rule.private_methods_rule.severity = error

Alpaca.Markets.Tests/AlpacaOptionsDataClientTest.Snapshots.cs

@@ -9,7 +9,8 @@ public async Task ListSnapshotsAsyncWorks()
 
         mock.AddCryptoSnapshotsExpectation(PathPrefix, _symbols);
 
-        var snapshots = await mock.Client.ListSnapshotsAsync(_symbols);
+        var snapshots = await mock.Client.ListSnapshotsAsync(
+            new LatestOptionsDataRequest(_symbols));
 
         Assert.NotNull(snapshots);
         Assert.NotEmpty(snapshots);
@@ -28,7 +29,8 @@ public async Task GetOptionChainAsyncWorks()
 
         mock.AddOptionChainExpectation(PathPrefix, _symbols);
 
-        var snapshots = await mock.Client.GetOptionChainAsync("AAPL");
+        var snapshots = await mock.Client.GetOptionChainAsync(
+            new OptionChainRequest("AAPL"));
 
         Assert.NotNull(snapshots);
         Assert.NotEmpty(snapshots);

Alpaca.Markets.Tests/AlpacaOptionsDataClientTest.cs

@@ -57,7 +57,8 @@ public async Task ListLatestQuotesAsyncWorks()
 
         mock.AddLatestQuotesExpectation(PathPrefix, _symbols);
 
-        var quotes = await mock.Client.ListLatestQuotesAsync(_symbols);
+        var quotes = await mock.Client.ListLatestQuotesAsync(
+            new LatestOptionsDataRequest(_symbols));
 
         Assert.NotNull(quotes);
         Assert.NotEmpty(quotes);
@@ -77,7 +78,8 @@ public async Task ListLatestTradesAsyncWorks()
 
         mock.AddLatestTradesExpectation(PathPrefix, _symbols);
 
-        var trades = await mock.Client.ListLatestTradesAsync(_symbols);
+        var trades = await mock.Client.ListLatestTradesAsync(
+            new LatestOptionsDataRequest(_symbols));
 
         Assert.NotNull(trades);
         Assert.NotEmpty(trades);

Alpaca.Markets.sln.DotSettings

@@ -27,6 +27,7 @@
 	<s:Boolean x:Key="/Default/UserDictionary/Words/=marginable/@EntryIndexedValue">True</s:Boolean>
 	<s:Boolean x:Key="/Default/UserDictionary/Words/=Numerics/@EntryIndexedValue">True</s:Boolean>
 	<s:Boolean x:Key="/Default/UserDictionary/Words/=Onboarding/@EntryIndexedValue">True</s:Boolean>
+	<s:Boolean x:Key="/Default/UserDictionary/Words/=OPRA/@EntryIndexedValue">True</s:Boolean>
 	<s:Boolean x:Key="/Default/UserDictionary/Words/=orderbooks/@EntryIndexedValue">True</s:Boolean>
 	<s:Boolean x:Key="/Default/UserDictionary/Words/=OTOCO/@EntryIndexedValue">True</s:Boolean>
 	<s:Boolean x:Key="/Default/UserDictionary/Words/=Ratelimit/@EntryIndexedValue">True</s:Boolean>

Alpaca.Markets/AlpacaOptionsDataClient.cs

@@ -23,49 +23,47 @@ public Task<IReadOnlyDictionary<String, String>> ListExchangesAsync(
             "meta/exchanges", RateLimitHandler, cancellationToken);
 
     public Task<IReadOnlyDictionary<String, IQuote>> ListLatestQuotesAsync(
-        IEnumerable<String> symbols,
+        LatestOptionsDataRequest request,
         CancellationToken cancellationToken = default) =>
         getLatestAsync<IQuote, JsonOptionQuote>(
-            symbols.EnsureNotNull(), "quotes/latest", data => data.Quotes, cancellationToken);
+            request.EnsureNotNull().Validate(), "quotes/latest", data => data.Quotes, cancellationToken);
 
     public Task<IReadOnlyDictionary<String, ITrade>> ListLatestTradesAsync(
-        IEnumerable<String> symbols,
+        LatestOptionsDataRequest request,
         CancellationToken cancellationToken = default) =>
         getLatestAsync<ITrade, JsonOptionTrade>(
-            symbols.EnsureNotNull(), "trades/latest", data => data.Trades, cancellationToken);
+            request.EnsureNotNull().Validate(), "trades/latest", data => data.Trades, cancellationToken);
 
     public Task<IReadOnlyDictionary<String, ISnapshot>> ListSnapshotsAsync(
-        IEnumerable<String> symbols,
+        LatestOptionsDataRequest request,
         CancellationToken cancellationToken = default) =>
         getLatestAsync<ISnapshot, JsonOptionSnapshot>(
-            symbols.EnsureNotNull(), "snapshots", data => data.Snapshots, cancellationToken);
+            request.EnsureNotNull().Validate(), "snapshots", data => data.Snapshots, cancellationToken);
 
     public Task<IReadOnlyDictionary<String, ISnapshot>> GetOptionChainAsync(
-        String underlyingSymbol,
+        OptionChainRequest request,
         CancellationToken cancellationToken = default) =>
         getLatestAsync<ISnapshot, JsonOptionSnapshot>(
-            [], $"snapshots/{underlyingSymbol.EnsureNotNull()}", data => data.Snapshots, cancellationToken);
+            request.EnsureNotNull().Validate(), data => data.Snapshots, cancellationToken);
 
     private async Task<IReadOnlyDictionary<String, TApi>> getLatestAsync<TApi, TJson>(
-        IEnumerable<String> symbols,
+        LatestOptionsDataRequest request,
         String lastPathSegment,
         Func<JsonLatestData, Dictionary<String, TJson>> itemsSelector,
         CancellationToken cancellationToken)
         where TJson : TApi, ISymbolMutable =>
         await HttpClient.GetAsync(
-            await getUriBuilderAsync(symbols, lastPathSegment).ConfigureAwait(false),
-            itemsSelector, withSymbol<TApi, TJson>,
-            RateLimitHandler, cancellationToken).ConfigureAwait(false);
+            await request.GetUriBuilderAsync(HttpClient, lastPathSegment).ConfigureAwait(false),
+            itemsSelector, withSymbol<TApi, TJson>, RateLimitHandler, cancellationToken).ConfigureAwait(false);
 
-    private async ValueTask<UriBuilder> getUriBuilderAsync(
-        IEnumerable<String> symbols,
-        String lastPathSegment) =>
-        new UriBuilder(HttpClient.BaseAddress!)
-        {
-            Query = await new QueryBuilder()
-                .AddParameter("symbols", symbols.ToList())
-                .AsStringAsync().ConfigureAwait(false)
-        }.AppendPath(lastPathSegment);
+    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)

Alpaca.Markets/Enums/OptionsFeed.cs

@@ -0,0 +1,22 @@
+namespace Alpaca.Markets;
+
+/// <summary>
+/// Supported options feed for Alpaca REST API.
+/// </summary>
+[JsonConverter(typeof(StringEnumConverter))]
+public enum OptionsFeed
+{
+    /// <summary>
+    /// Options Price Reporting Authority.
+    /// </summary>
+    [UsedImplicitly]
+    [EnumMember(Value = "opra")]
+    Opra,
+
+    /// <summary>
+    /// Indicative options data.
+    /// </summary>
+    [UsedImplicitly]
+    [EnumMember(Value = "indicative")]
+    Indicative
+}

Alpaca.Markets/Helpers/OpenClose.cs

@@ -32,11 +32,13 @@ internal OpenClose(
     /// <summary>
     /// Gets open time in EST time zone.
     /// </summary>
+    // ReSharper disable once AutoPropertyCanBeMadeGetOnly.Global
     public DateTimeOffset OpenEst { get; init; }
 
     /// <summary>
     /// Gets close time in EST time zone.
     /// </summary>
+    // ReSharper disable once AutoPropertyCanBeMadeGetOnly.Global
     public DateTimeOffset CloseEst { get; init; }
 
     /// <summary>

Alpaca.Markets/Interfaces/IAlpacaOptionsDataClient.cs

@@ -34,8 +34,11 @@ Task<IReadOnlyDictionary<String, String>> ListExchangesAsync(
     /// <summary>
     /// Gets most recent quotes for several option contracts from Alpaca REST API endpoint.
     /// </summary>
-    /// <param name="symbols">Option contracts symbol names list.</param>
+    /// <param name="request">Option contracts latest data request.</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>
@@ -49,19 +52,22 @@ Task<IReadOnlyDictionary<String, String>> ListExchangesAsync(
     /// .NET Core and .NET 5 and later only: The request failed due to timeout.
     /// </exception>
     /// <exception cref="ArgumentNullException">
-    /// The <paramref name="symbols"/> argument is <c>null</c>.
+    /// The <paramref name="request"/> argument is <c>null</c>.
     /// </exception>
     /// <returns>Read-only dictionary with the latest quotes information.</returns>
     [UsedImplicitly]
     Task<IReadOnlyDictionary<String, IQuote>> ListLatestQuotesAsync(
-        IEnumerable<String> symbols,
+        LatestOptionsDataRequest request,
         CancellationToken cancellationToken = default);
 
     /// <summary>
     /// Gets most recent trades for several option contracts from Alpaca REST API endpoint.
     /// </summary>
-    /// <param name="symbols">Option contracts symbol names list.</param>
+    /// <param name="request">Option contracts latest data request.</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>
@@ -75,19 +81,22 @@ Task<IReadOnlyDictionary<String, IQuote>> ListLatestQuotesAsync(
     /// .NET Core and .NET 5 and later only: The request failed due to timeout.
     /// </exception>
     /// <exception cref="ArgumentNullException">
-    /// The <paramref name="symbols"/> argument is <c>null</c>.
+    /// The <paramref name="request"/> argument is <c>null</c>.
     /// </exception>
     /// <returns>Read-only dictionary with the latest trades information.</returns>
     [UsedImplicitly]
     Task<IReadOnlyDictionary<String, ITrade>> ListLatestTradesAsync(
-        IEnumerable<String> symbols,
+        LatestOptionsDataRequest request,
         CancellationToken cancellationToken = default);
 
     /// <summary>
     /// Gets current snapshot (latest trade/quote) for several option contracts from Alpaca REST API endpoint.
     /// </summary>
-    /// <param name="symbols">Option contracts symbol names list.</param>
+    /// <param name="request">Option contracts latest data request.</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>
@@ -101,19 +110,22 @@ Task<IReadOnlyDictionary<String, ITrade>> ListLatestTradesAsync(
     /// .NET Core and .NET 5 and later only: The request failed due to timeout.
     /// </exception>
     /// <exception cref="ArgumentNullException">
-    /// The <paramref name="symbols"/> argument is <c>null</c>.
+    /// The <paramref name="request"/> argument is <c>null</c>.
     /// </exception>
     /// <returns>Read-only dictionary with the current snapshot information.</returns>
     [UsedImplicitly]
     Task<IReadOnlyDictionary<String, ISnapshot>> ListSnapshotsAsync(
-        IEnumerable<String> symbols,
+        LatestOptionsDataRequest request,
         CancellationToken cancellationToken = default);
 
     /// <summary>
     /// Gets option chain (snapshots list) for option contracts with same underlying symbol from Alpaca REST API endpoint.
     /// </summary>
-    /// <param name="underlyingSymbol">The financial instrument on which returned option contracts are based or derived.</param>
+    /// <param name="request">Option contracts latest data request.</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>
@@ -127,11 +139,11 @@ Task<IReadOnlyDictionary<String, ISnapshot>> ListSnapshotsAsync(
     /// .NET Core and .NET 5 and later only: The request failed due to timeout.
     /// </exception>
     /// <exception cref="ArgumentNullException">
-    /// The <paramref name="underlyingSymbol"/> argument is <c>null</c>.
+    /// The <paramref name="request"/> argument is <c>null</c>.
     /// </exception>
     /// <returns>Read-only dictionary with the current snapshot information.</returns>
     [UsedImplicitly]
     Task<IReadOnlyDictionary<String, ISnapshot>> GetOptionChainAsync(
-        String underlyingSymbol,
+        OptionChainRequest request,
         CancellationToken cancellationToken = default);
 }

Alpaca.Markets/Parameters/LatestOptionsDataRequest.cs

@@ -0,0 +1,50 @@
+namespace Alpaca.Markets;
+
+/// <summary>
+/// Encapsulates data for latest options data requests on Alpaca Data API v2.
+/// </summary>
+public sealed class LatestOptionsDataRequest : Validation.IRequest
+{
+    private readonly HashSet<String> _symbols = new(StringComparer.Ordinal);
+
+    /// <summary>
+    /// Creates new instance of <see cref="LatestOptionsDataRequest"/> 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 LatestOptionsDataRequest(
+        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,
+        String lastPathSegment) =>
+        new UriBuilder(httpClient.BaseAddress!)
+        {
+            Query = await new QueryBuilder()
+                .AddParameter("symbols", Symbols.ToList())
+                .AddParameter("feed", OptionsFeed)
+                .AsStringAsync().ConfigureAwait(false)
+        }.AppendPath(lastPathSegment);
+
+    IEnumerable<RequestValidationException?> Validation.IRequest.GetExceptions()
+    {
+        yield return Symbols.TryValidateSymbolsList();
+        yield return Symbols.TryValidateSymbolName();
+    }
+}

Alpaca.Markets/Parameters/OptionChainRequest.cs

@@ -0,0 +1,46 @@
+namespace Alpaca.Markets;
+
+/// <summary>
+/// Encapsulates data for latest options data requests on Alpaca Data API v2.
+/// </summary>
+public sealed class OptionChainRequest : Validation.IRequest
+{
+    /// <summary>
+    /// Creates new instance of <see cref="LatestOptionsDataRequest"/> object.
+    /// </summary>
+    /// <param name="underlyingSymbol">Option underlying symbol for data retrieval.</param>
+    /// <exception cref="ArgumentNullException">
+    /// The <paramref name="underlyingSymbol"/> argument is <c>null</c>.
+    /// </exception>
+    public OptionChainRequest(
+        String underlyingSymbol) =>
+        UnderlyingSymbol = underlyingSymbol.EnsureNotNull();
+
+    /// <summary>
+    /// Gets options symbols list for data retrieval.
+    /// </summary>
+    [UsedImplicitly]
+
+    public String UnderlyingSymbol { get; }
+
+    /// <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("feed", OptionsFeed)
+                .AsStringAsync().ConfigureAwait(false)
+        }.AppendPath($"snapshots/{UnderlyingSymbol}");
+
+    IEnumerable<RequestValidationException?> Validation.IRequest.GetExceptions()
+    {
+        yield return UnderlyingSymbol.TryValidateSymbolName();
+    }
+}