Add decimal volume type and update trades, aggs and snapshot to use it.

rest/models/aggs.go

@@ -172,16 +172,17 @@ func (p GetDailyOpenCloseAggParams) WithAdjusted(q bool) *GetDailyOpenCloseAggPa
 // GetDailyOpenCloseAggResponse is the response for the GetDailyOpenCloseAgg method.
 type GetDailyOpenCloseAggResponse struct {
 	BaseResponse
-	Symbol     string  `json:"symbol,omitempty"`
-	From       string  `json:"from,omitempty"`
-	Open       float64 `json:"open,omitempty"`
-	High       float64 `json:"high,omitempty"`
-	Low        float64 `json:"low,omitempty"`
-	Close      float64 `json:"close,omitempty"`
-	Volume     float64 `json:"volume,omitempty"`
-	AfterHours float64 `json:"afterHours,omitempty"`
-	PreMarket  float64 `json:"preMarket,omitempty"`
-	OTC        bool    `json:"otc,omitempty"`
+	Symbol        string        `json:"symbol,omitempty"`
+	From          string        `json:"from,omitempty"`
+	Open          float64       `json:"open,omitempty"`
+	High          float64       `json:"high,omitempty"`
+	Low           float64       `json:"low,omitempty"`
+	Close         float64       `json:"close,omitempty"`
+	Volume        float64       `json:"volume,omitempty"`
+	DecimalVolume DecimalVolume `json:"decimal_volume,omitempty"`
+	AfterHours    float64       `json:"afterHours,omitempty"`
+	PreMarket     float64       `json:"preMarket,omitempty"`
+	OTC           bool          `json:"otc,omitempty"`
 }
 
 // GetPreviousCloseAggParams is the set of parameters for the GetPreviousCloseAgg method.

rest/models/decimal_volume.go

@@ -0,0 +1,15 @@
+package models
+
+import (
+	"strconv"
+)
+
+type DecimalVolume string
+
+func (dv DecimalVolume) Float64() (float64, error) {
+	return strconv.ParseFloat(string(dv), 64)
+}
+
+func (dv DecimalVolume) String() string {
+	return string(dv)
+}

rest/models/decimal_volume_test.go

@@ -0,0 +1,44 @@
+package models
+
+import (
+	"testing"
+
+	"github.com/stretchr/testify/assert"
+)
+
+func TestDecimalVolume_Float64(t *testing.T) {
+	tests := []struct {
+		name    string
+		dv      DecimalVolume
+		want    float64
+		wantErr assert.ErrorAssertionFunc
+	}{
+		{"dv 2.5", DecimalVolume("2.5"), 2.5, assert.NoError},
+		{"dv invalid", DecimalVolume("2.b"), 0, assert.Error},
+		{"dv high precision", DecimalVolume("2.323233223223223223322"), 2.323233223223223, assert.NoError},
+	}
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			got, err := tt.dv.Float64()
+			if !tt.wantErr(t, err, "Float64()") {
+				return
+			}
+			assert.Equalf(t, tt.want, got, "Float64()")
+		})
+	}
+}
+
+func TestDecimalVolume_String(t *testing.T) {
+	tests := []struct {
+		name string
+		dv   DecimalVolume
+		want string
+	}{
+		{"dv 2.5", DecimalVolume("2.5"), "2.5"},
+	}
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			assert.Equalf(t, tt.want, tt.dv.String(), "String()")
+		})
+	}
+}

rest/models/snapshot.go

@@ -491,8 +491,9 @@ type SnapshotLastMinute struct {
 	Transactions int64   `json:"transactions,omitempty"`
 	Open         float64 `json:"open,omitempty"`
 	Volume       float64 `json:"volume,omitempty"`
-	VWAP         float64 `json:"vwap,omitempty"`
-	LastUpdated  int64   `json:"last_updated,omitempty"`
+	//TODO: check if this need a decimal_volume
+	VWAP        float64 `json:"vwap,omitempty"`
+	LastUpdated int64   `json:"last_updated,omitempty"`
 }
 
 // SnapshotLastQuote contains all the information that might come back in the last_quote attribute of a SnapshotResponse.
@@ -509,15 +510,16 @@ type SnapshotLastQuote struct {
 
 // SnapshotLastTrade contains all the information that might come back in the last_trade attribute of a SnapshotResponse.
 type SnapshotLastTrade struct {
-	Timestamp            int64   `json:"sip_timestamp,omitempty"`
-	ParticipantTimestamp int64   `json:"participant_timestamp,omitempty"`
-	Conditions           []int32 `json:"conditions,omitempty"`
-	Price                float64 `json:"price,omitempty"`
-	Size                 uint32  `json:"size,omitempty"`
-	Exchange             int32   `json:"exchange,omitempty"`
-	Timeframe            string  `json:"timeframe,omitempty"`
-	ID                   string  `json:"id,omitempty"`
-	LastUpdated          int64   `json:"last_updated,omitempty"`
+	Timestamp            int64         `json:"sip_timestamp,omitempty"`
+	ParticipantTimestamp int64         `json:"participant_timestamp,omitempty"`
+	Conditions           []int32       `json:"conditions,omitempty"`
+	Price                float64       `json:"price,omitempty"`
+	Size                 uint32        `json:"size,omitempty"`
+	DecimalSize          DecimalVolume `json:"decimal_size,omitempty"`
+	Exchange             int32         `json:"exchange,omitempty"`
+	Timeframe            string        `json:"timeframe,omitempty"`
+	ID                   string        `json:"id,omitempty"`
+	LastUpdated          int64         `json:"last_updated,omitempty"`
 }
 
 // Session contains all the information that might come back in the Session attribute of a SnapshotResponseModel or SummaryResult.
@@ -536,9 +538,10 @@ type Session struct {
 	Open                        float64 `json:"open,omitempty"`
 	PreviousClose               float64 `json:"previous_close,omitempty"`
 	Volume                      float64 `json:"volume,omitempty"`
-	Price                       float64 `json:"price,omitempty"`
-	LastUpdated                 int64   `json:"last_updated,omitempty"`
-	VWAP                        float64 `json:"vwap,omitempty"`
+	//TODO: check if this need a decimal volume
+	Price       float64 `json:"price,omitempty"`
+	LastUpdated int64   `json:"last_updated,omitempty"`
+	VWAP        float64 `json:"vwap,omitempty"`
 }
 
 // Details contains all the information that might come back in the details attribute of a SnapshotResponse.

rest/models/trades.go

@@ -98,18 +98,19 @@ type GetLastCryptoTradeResponse struct {
 
 // Trade contains trade data for a specified ticker symbol.
 type Trade struct {
-	Conditions           []int32 `json:"conditions,omitempty"`
-	Correction           int     `json:"correction,omitempty"`
-	Exchange             int     `json:"exchange,omitempty"`
-	ID                   string  `json:"id,omitempty"`
-	ParticipantTimestamp Nanos   `json:"participant_timestamp,omitempty"`
-	Price                float64 `json:"price,omitempty"`
-	SequenceNumber       int64   `json:"sequence_number,omitempty"`
-	SipTimestamp         Nanos   `json:"sip_timestamp,omitempty"`
-	Size                 float64 `json:"size,omitempty"`
-	Tape                 int32   `json:"tape,omitempty"`
-	TrfID                int     `json:"trf_id,omitempty"`
-	TrfTimestamp         Nanos   `json:"trf_timestamp,omitempty"`
+	Conditions           []int32       `json:"conditions,omitempty"`
+	Correction           int           `json:"correction,omitempty"`
+	Exchange             int           `json:"exchange,omitempty"`
+	ID                   string        `json:"id,omitempty"`
+	ParticipantTimestamp Nanos         `json:"participant_timestamp,omitempty"`
+	Price                float64       `json:"price,omitempty"`
+	SequenceNumber       int64         `json:"sequence_number,omitempty"`
+	SipTimestamp         Nanos         `json:"sip_timestamp,omitempty"`
+	Size                 float64       `json:"size,omitempty"`
+	DecimalSize          DecimalVolume `json:"decimal_size,omitempty"`
+	Tape                 int32         `json:"tape,omitempty"`
+	TrfID                int           `json:"trf_id,omitempty"`
+	TrfTimestamp         Nanos         `json:"trf_timestamp,omitempty"`
 }
 
 // LastTrade is the most recent trade for a specified ticker.

rest/trades_test.go

@@ -30,6 +30,7 @@ func TestListTrades(t *testing.T) {
 	"sequence_number": 1063,
 	"sip_timestamp": 1517562000016036600,
 	"size": 100,
+	"decimal_size": "100.0",
 	"tape": 3
 }`
 
@@ -45,6 +46,7 @@ func TestListTrades(t *testing.T) {
 	"sequence_number": 1064,
 	"sip_timestamp": 1517562000016038100,
 	"size": 100,
+	"decimal_size": "100.233456",
 	"tape": 3
 }`