feat: add support for retrieving historical data for Futures and Opti…

…ons (#3)

src/rest/futopt/client.ts

@@ -6,7 +6,8 @@ import { RestFutOptIntradayQuoteParams, quote } from './intraday/quote';
 import { RestFutOptIntradayCandlesParams, candles } from './intraday/candles';
 import { RestFutOptIntradayTradesParams, trades } from './intraday/trades';
 import { RestFutOptIntradayVolumesParams, volumes } from './intraday/volumes';
-
+import { RestFutOptHistoricalCandlesParams, candles as historicalCandles } from './historical/candles'
+import { RestFutOptHistoricalDailyParams, daily } from './historical/daily'
 
 
 
@@ -23,4 +24,12 @@ export class RestFutOptClient extends RestClient {
       volumes: (params: RestFutOptIntradayVolumesParams) => volumes(request, params),
     };
   }
+
+  get historical() {
+    const request = this.request;
+    return {
+      candles: (params: RestFutOptHistoricalCandlesParams) => historicalCandles(request, params),
+      daily: (params: RestFutOptHistoricalDailyParams) => daily(request, params),
+    };
+  }
 }

src/rest/futopt/historical/candles.ts

@@ -0,0 +1,33 @@
+import { RestClientRequest } from "../../client";
+
+export interface RestFutOptHistoricalCandlesParams {
+  symbol: string;
+  contractMonth?: string;
+  from?: string;
+  to?: string;
+  fields?: string;
+  timeframe?: string;
+}
+
+export interface RestFutOptHistoricalCandlesResponse {
+  symbol: string;
+  contractMonth?: string;
+  exchange: string;
+  timeframe: string;
+  data: Array<{
+    date: string;
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    volume: number;
+    turnover: number;
+    change: number;
+  }>;
+}
+
+
+export const candles = (request: RestClientRequest, params: RestFutOptHistoricalCandlesParams) => {
+  const { symbol, ...options } = params;
+  return request(`historical/candles/${symbol}`, options) as Promise<RestFutOptHistoricalCandlesResponse>;
+}

src/rest/futopt/historical/daily.ts

@@ -0,0 +1,32 @@
+import { RestClientRequest } from "../../client";
+
+export interface RestFutOptHistoricalDailyParams {
+  symbol: string;
+  date?: string;
+  afterhours?: boolean;
+}
+
+export interface RestFutOptHistoricalDailyResponse {
+  date: string;
+  symbol: string;
+  exchange: string;
+  session: string;
+  data: Array<{
+    contractMonth: string;
+    openPrice: number;
+    highPrice: number;
+    lowPrice: number;
+    closePrice: number;
+    change: number;
+    changePercent: number;
+    volume: number;
+    volumeSpread: number;
+    openInterest: number;
+    settlementPrice: number;
+  }>;
+}
+
+export const daily = (request: RestClientRequest, params: RestFutOptHistoricalDailyParams) => {
+  const { symbol, ...options } = params;
+  return request(`historical/daily/${symbol}`, options) as Promise<RestFutOptHistoricalDailyResponse>;
+}

test/rest-client.spec.ts

@@ -337,53 +337,224 @@ describe('RestClient', () => {
         const client = new RestClient({ apiKey: 'api-key' });
         const futopt = client.futopt as RestFutOptClient;
         expect(futopt.intraday).toBeDefined();
-        expect(futopt.intraday).toHaveProperty('contracts');
         expect(futopt.intraday).toHaveProperty('products');
+        expect(futopt.intraday).toHaveProperty('tickers');
+        expect(futopt.intraday).toHaveProperty('ticker');
+        expect(futopt.intraday).toHaveProperty('quote');
+        expect(futopt.intraday).toHaveProperty('candles');
+        expect(futopt.intraday).toHaveProperty('trades');
+        expect(futopt.intraday).toHaveProperty('volumes');
       });
 
-      describe('.contracts()', () => {
+      describe('.products()', () => {
         it('should request with api key', async () => {
           const client = new RestClient({ apiKey: 'api-key' });
           const futopt = client.futopt as RestFutOptClient;
-          await futopt.intraday.contracts({ type: 'FUTURE' });
+          await futopt.intraday.products({ type: 'FUTURE' });
           expect(fetch).toBeCalledWith(
-            'https://api.fugle.tw/marketdata/v1.0/futopt/intraday/contracts?type=FUTURE',
+            'https://api.fugle.tw/marketdata/v1.0/futopt/intraday/products?type=FUTURE',
             { headers: { 'X-API-KEY': 'api-key' } },
           );
         });
 
         it('should request with bearer token', async () => {
           const client = new RestClient({ bearerToken: 'bearer-token' });
           const futopt = client.futopt as RestFutOptClient;
-          await futopt.intraday.contracts({ type: 'FUTURE' });
+          await futopt.intraday.products({ type: 'FUTURE' });
           expect(fetch).toBeCalledWith(
-            'https://api.fugle.tw/marketdata/v1.0/futopt/intraday/contracts?type=FUTURE',
+            'https://api.fugle.tw/marketdata/v1.0/futopt/intraday/products?type=FUTURE',
             { headers: { 'Authorization': 'Bearer bearer-token' } },
           );
         });
       });
 
-      describe('.products()', () => {
+      describe('.tickers()', () => {
         it('should request with api key', async () => {
           const client = new RestClient({ apiKey: 'api-key' });
           const futopt = client.futopt as RestFutOptClient;
-          await futopt.intraday.products({ type: 'FUTURE' });
+          await futopt.intraday.tickers({ type: 'FUTURE' });
           expect(fetch).toBeCalledWith(
-            'https://api.fugle.tw/marketdata/v1.0/futopt/intraday/products?type=FUTURE',
+            'https://api.fugle.tw/marketdata/v1.0/futopt/intraday/tickers?type=FUTURE',
             { headers: { 'X-API-KEY': 'api-key' } },
           );
         });
 
         it('should request with bearer token', async () => {
           const client = new RestClient({ bearerToken: 'bearer-token' });
           const futopt = client.futopt as RestFutOptClient;
-          await futopt.intraday.products({ type: 'FUTURE' });
+          await futopt.intraday.tickers({ type: 'FUTURE' });
           expect(fetch).toBeCalledWith(
-            'https://api.fugle.tw/marketdata/v1.0/futopt/intraday/products?type=FUTURE',
+            'https://api.fugle.tw/marketdata/v1.0/futopt/intraday/tickers?type=FUTURE',
+            { headers: { 'Authorization': 'Bearer bearer-token' } },
+          );
+        });
+      });
+
+
+      describe('.ticker()', () => {
+        it('should request with api key', async () => {
+          const client = new RestClient({ apiKey: 'api-key' });
+          const futopt = client.futopt as RestFutOptClient;
+          await futopt.intraday.ticker({ symbol: 'TXFH4' });
+          expect(fetch).toBeCalledWith(
+            'https://api.fugle.tw/marketdata/v1.0/futopt/intraday/ticker/TXFH4',
+            { headers: { 'X-API-KEY': 'api-key' } },
+          );
+        });
+
+        it('should request with bearer token', async () => {
+          const client = new RestClient({ bearerToken: 'bearer-token' });
+          const futopt = client.futopt as RestFutOptClient;
+          await futopt.intraday.ticker({ symbol: 'TXFH4' });
+          expect(fetch).toBeCalledWith(
+            'https://api.fugle.tw/marketdata/v1.0/futopt/intraday/ticker/TXFH4',
+            { headers: { 'Authorization': 'Bearer bearer-token' } },
+          );
+        });
+      });
+
+      describe('.quote()', () => {
+        it('should request with api key', async () => {
+          const client = new RestClient({ apiKey: 'api-key' });
+          const futopt = client.futopt as RestFutOptClient;
+          await futopt.intraday.quote({ symbol: 'TXFH4' });
+          expect(fetch).toBeCalledWith(
+            'https://api.fugle.tw/marketdata/v1.0/futopt/intraday/quote/TXFH4',
+            { headers: { 'X-API-KEY': 'api-key' } },
+          );
+        });
+
+        it('should request with bearer token', async () => {
+          const client = new RestClient({ bearerToken: 'bearer-token' });
+          const futopt = client.futopt as RestFutOptClient;
+          await futopt.intraday.quote({ symbol: 'TXFH4' });
+          expect(fetch).toBeCalledWith(
+            'https://api.fugle.tw/marketdata/v1.0/futopt/intraday/quote/TXFH4',
+            { headers: { 'Authorization': 'Bearer bearer-token' } },
+          );
+        });
+      });
+
+      describe('.candles()', () => {
+        it('should request with api key', async () => {
+          const client = new RestClient({ apiKey: 'api-key' });
+          const futopt = client.futopt as RestFutOptClient;
+          await futopt.intraday.candles({ symbol: 'TXFH4' });
+          expect(fetch).toBeCalledWith(
+            'https://api.fugle.tw/marketdata/v1.0/futopt/intraday/candles/TXFH4',
+            { headers: { 'X-API-KEY': 'api-key' } },
+          );
+        });
+
+        it('should request with bearer token', async () => {
+          const client = new RestClient({ bearerToken: 'bearer-token' });
+          const futopt = client.futopt as RestFutOptClient;
+          await futopt.intraday.candles({ symbol: 'TXFH4' });
+          expect(fetch).toBeCalledWith(
+            'https://api.fugle.tw/marketdata/v1.0/futopt/intraday/candles/TXFH4',
+            { headers: { 'Authorization': 'Bearer bearer-token' } },
+          );
+        });
+      });
+
+      describe('.trades()', () => {
+        it('should request with api key', async () => {
+          const client = new RestClient({ apiKey: 'api-key' });
+          const futopt = client.futopt as RestFutOptClient;
+          await futopt.intraday.trades({ symbol: 'TXFH4' });
+          expect(fetch).toBeCalledWith(
+            'https://api.fugle.tw/marketdata/v1.0/futopt/intraday/trades/TXFH4',
+            { headers: { 'X-API-KEY': 'api-key' } },
+          );
+        });
+
+        it('should request with bearer token', async () => {
+          const client = new RestClient({ bearerToken: 'bearer-token' });
+          const futopt = client.futopt as RestFutOptClient;
+          await futopt.intraday.trades({ symbol: 'TXFH4' });
+          expect(fetch).toBeCalledWith(
+            'https://api.fugle.tw/marketdata/v1.0/futopt/intraday/trades/TXFH4',
+            { headers: { 'Authorization': 'Bearer bearer-token' } },
+          );
+        });
+      });
+
+      describe('.volumes()', () => {
+        it('should request with api key', async () => {
+          const client = new RestClient({ apiKey: 'api-key' });
+          const futopt = client.futopt as RestFutOptClient;
+          await futopt.intraday.volumes({ symbol: 'TXFH4' });
+          expect(fetch).toBeCalledWith(
+            'https://api.fugle.tw/marketdata/v1.0/futopt/intraday/volumes/TXFH4',
+            { headers: { 'X-API-KEY': 'api-key' } },
+          );
+        });
+
+        it('should request with bearer token', async () => {
+          const client = new RestClient({ bearerToken: 'bearer-token' });
+          const futopt = client.futopt as RestFutOptClient;
+          await futopt.intraday.volumes({ symbol: 'TXFH4' });
+          expect(fetch).toBeCalledWith(
+            'https://api.fugle.tw/marketdata/v1.0/futopt/intraday/volumes/TXFH4',
+            { headers: { 'Authorization': 'Bearer bearer-token' } },
+          );
+        });
+      });
+    });
+
+    describe('.historical', () => {
+      it('should contain futopt historical api endpoints', () => {
+        const client = new RestClient({ apiKey: 'api-key' });
+        const futopt = client.futopt as RestFutOptClient;
+        expect(futopt.historical).toBeDefined();
+        expect(futopt.historical).toHaveProperty('candles');
+        expect(futopt.historical).toHaveProperty('daily');
+      });
+
+      describe('.candles()', () => {
+        it('should request with api key', async () => {
+          const client = new RestClient({ apiKey: 'api-key' });
+          const futopt = client.futopt as RestFutOptClient;
+          await futopt.historical.candles({ symbol: 'TXFH4' });
+          expect(fetch).toBeCalledWith(
+            'https://api.fugle.tw/marketdata/v1.0/futopt/historical/candles/TXFH4',
+            { headers: { 'X-API-KEY': 'api-key' } },
+          );
+        });
+
+        it('should request with bearer token', async () => {
+          const client = new RestClient({ bearerToken: 'bearer-token' });
+          const futopt = client.futopt as RestFutOptClient;
+          await futopt.historical.candles({ symbol: 'TXFH4' });
+          expect(fetch).toBeCalledWith(
+            'https://api.fugle.tw/marketdata/v1.0/futopt/historical/candles/TXFH4',
+            { headers: { 'Authorization': 'Bearer bearer-token' } },
+          );
+        });
+      });
+
+      describe('.daily()', () => {
+        it('should request with api key', async () => {
+          const client = new RestClient({ apiKey: 'api-key' });
+          const futopt = client.futopt as RestFutOptClient;
+          await futopt.historical.daily({ symbol: 'TXFH4' });
+          expect(fetch).toBeCalledWith(
+            'https://api.fugle.tw/marketdata/v1.0/futopt/historical/daily/TXFH4',
+            { headers: { 'X-API-KEY': 'api-key' } },
+          );
+        });
+
+        it('should request with bearer token', async () => {
+          const client = new RestClient({ bearerToken: 'bearer-token' });
+          const futopt = client.futopt as RestFutOptClient;
+          await futopt.historical.daily({ symbol: 'TXFH4' });
+          expect(fetch).toBeCalledWith(
+            'https://api.fugle.tw/marketdata/v1.0/futopt/historical/daily/TXFH4',
             { headers: { 'Authorization': 'Bearer bearer-token' } },
           );
         });
       });
     });
+
   });
 });