Issue #745 - The new OptionSnapshotRequest class now has a proper p…

…agination support logic.

Alpaca.Markets.Tests/AlpacaOptionsDataClientTest.Snapshots.cs

@@ -8,7 +8,7 @@ public async Task ListSnapshotsAsyncWorks()
         using var mock = mockClientsFactory.GetAlpacaOptionsDataClientMock();
 
         // TODO: olegra - create special method for option snapshots
-        mock.AddCryptoSnapshotsExpectation(PathPrefix, _symbols);
+        mock.AddOptionSnapshotsExpectation(PathPrefix, _symbols);
 
         var snapshots = await mock.Client.ListSnapshotsAsync(
             new OptionSnapshotRequest(_symbols));
@@ -58,6 +58,14 @@ private static void validate(
         Assert.True(snapshot.Trade.Validate(symbol));
         Assert.True(snapshot.Quote.Validate(symbol));
 
-        // TODO: add validation for greeks and IV
+        Assert.NotNull(snapshot.ImpliedVolatility);
+        Assert.True(snapshot.ImpliedVolatility > 0.0M);
+
+        Assert.NotNull(snapshot.Greeks);
+        Assert.NotNull(snapshot.Greeks.Delta);
+        Assert.NotNull(snapshot.Greeks.Gamma);
+        Assert.NotNull(snapshot.Greeks.Theta);
+        Assert.NotNull(snapshot.Greeks.Vega);
+        Assert.NotNull(snapshot.Greeks.Rho);
     }
 }

Alpaca.Markets.Tests/HistoricalDataHelpers.cs

@@ -6,6 +6,7 @@ namespace Alpaca.Markets.Tests;
 [SuppressMessage("ReSharper", "ParameterOnlyUsedForPreconditionCheck.Global")]
 [SuppressMessage("ReSharper", "ParameterOnlyUsedForPreconditionCheck.Local")]
 #pragma warning restore IDE0079 // Remove unnecessary suppression
+[SuppressMessage("Usage", "xUnit1047:Avoid using TheoryDataRow arguments that might not be serializable")]
 internal static class HistoricalDataHelpers
 {
     private static readonly String _condition = Guid.NewGuid().ToString("D");
@@ -34,6 +35,8 @@ internal static class HistoricalDataHelpers
 
     private const Decimal Volume = 1_000M;
 
+    private const Decimal Greeks = 0.01M;
+
     private const String Bars = "bars";
 
     private const Decimal Size = 42M;
@@ -113,11 +116,17 @@ internal static void AddCryptoSnapshotsExpectation(
             new JProperty("snapshots", new JObject(
                 symbols.Select(name => new JProperty(name, createSnapshot()))))));
 
+    internal static void AddOptionSnapshotsExpectation(
+        this IMock mock, String pathPrefix, IEnumerable<String> symbols) =>
+        mock.AddGet($"{pathPrefix}/snapshots", new JObject(
+            new JProperty("snapshots", new JObject(
+                symbols.Select(name => new JProperty(name, createOptionSnapshot()))))));
+
     internal static void AddOptionChainExpectation(
         this IMock mock, String pathPrefix, IEnumerable<String> symbols) =>
         mock.AddGet($"{pathPrefix}/snapshots/*", new JObject(
             new JProperty("snapshots", new JObject(
-                symbols.Select(name => new JProperty(name, createSnapshot()))))));
+                symbols.Select(name => new JProperty(name, createOptionSnapshot()))))));
 
     internal static void AddOrderBooksExpectation(
         this IMock mock, String pathPrefix, IEnumerable<String> symbols) =>
@@ -439,4 +448,20 @@ private static JObject createSnapshot(
             new JProperty("minuteBar", CreateBar()),
             new JProperty("dailyBar", CreateBar()),
             new JProperty("symbol", symbol));
+
+    private static JObject createOptionSnapshot() =>
+        new(
+            new JProperty("latestQuote", CreateQuote()),
+            new JProperty("latestTrade", CreateTrade()),
+            new JProperty("impliedVolatility", Volume),
+            new JProperty("greeks", createGreeks()),
+            new JProperty("symbol", String.Empty));
+
+    private static JObject createGreeks() =>
+        new(
+            new JProperty("delta", Greeks),
+            new JProperty("gamma", Greeks),
+            new JProperty("theta", Greeks),
+            new JProperty("vega", Greeks),
+            new JProperty("rho", Greeks));
 }

Alpaca.Markets.Tests/RequestValidationTest.cs

@@ -99,6 +99,24 @@ public void PortfolioHistoryRequestEmptySymbolValidationWorks() =>
             }
             .WithInterval(new Interval<DateTime>(DateTime.Today, DateTime.Today)));
 
+    [Fact]
+    public void OptionContactsRequestExpirationDateValidationWorks() =>
+        validate(new OptionContractsRequest
+        {
+            ExpirationDateGreaterThanOrEqualTo = DateOnly.FromDateTime(DateTime.Today),
+            ExpirationDateLessThanOrEqualTo = DateOnly.FromDateTime(DateTime.Today),
+            ExpirationDateEqualTo = DateOnly.FromDateTime(DateTime.Today),
+        });
+
+    [Fact]
+    public void OptionChainRequestExpirationDateValidationWorks() =>
+        validate(new OptionChainRequest(Symbol)
+        {
+            ExpirationDateGreaterThanOrEqualTo = DateOnly.FromDateTime(DateTime.Today),
+            ExpirationDateLessThanOrEqualTo = DateOnly.FromDateTime(DateTime.Today),
+            ExpirationDateEqualTo = DateOnly.FromDateTime(DateTime.Today),
+        });
+
     [Fact]
     public void CalendarRequestConstructorWorks()
     {
@@ -134,7 +152,7 @@ public void ListOrdersRequestWithSymbolsWorks()
         Assert.NotNull(request.Symbols);
         Assert.Empty(request.Symbols);
 
-        request.WithSymbols(new[] { Symbol });
+        request.WithSymbols([Symbol]);
 
         Assert.NotNull(request.Symbols);
         Assert.NotEmpty(request.Symbols);

Alpaca.Markets/AlpacaOptionsDataClient.cs

@@ -38,14 +38,14 @@ public async Task<IDictionaryPage<IOptionSnapshot>> ListSnapshotsAsync(
         OptionSnapshotRequest request,
         CancellationToken cancellationToken = default) =>
         await HttpClient.GetAsync<IDictionaryPage<IOptionSnapshot>, JsonOptionsSnapshotData>(
-            await request.GetUriBuilderAsync(HttpClient).ConfigureAwait(false),
+            await request.EnsureNotNull().Validate().GetUriBuilderAsync(HttpClient).ConfigureAwait(false),
             RateLimitHandler, cancellationToken).ConfigureAwait(false);
 
     public async Task<IDictionaryPage<IOptionSnapshot>> GetOptionChainAsync(
         OptionChainRequest request,
         CancellationToken cancellationToken = default) =>
         await HttpClient.GetAsync<IDictionaryPage<IOptionSnapshot>, JsonOptionsSnapshotData>(
-            await request.GetUriBuilderAsync(HttpClient).ConfigureAwait(false),
+            await request.EnsureNotNull().Validate().GetUriBuilderAsync(HttpClient).ConfigureAwait(false),
             RateLimitHandler, cancellationToken).ConfigureAwait(false);
 
     private async Task<IReadOnlyDictionary<String, TApi>> getLatestAsync<TApi, TJson>(

Alpaca.Markets/Parameters/OptionSnapshotRequest.cs

@@ -31,11 +31,17 @@ public OptionSnapshotRequest(
     [ExcludeFromCodeCoverage]
     public OptionsFeed? OptionsFeed { get; set; }
 
+    /// <summary>
+    /// Gets the pagination parameters for the request (page size and token).
+    /// </summary>
+    [UsedImplicitly]
+    public Pagination Pagination { get; } = new();
+
     internal async ValueTask<UriBuilder> GetUriBuilderAsync(
         HttpClient httpClient) =>
         new UriBuilder(httpClient.BaseAddress!)
         {
-            Query = await new QueryBuilder()
+            Query = await Pagination.QueryBuilder
                 .AddParameter("symbols", Symbols.ToList())
                 .AddParameter("feed", OptionsFeed)
                 .AsStringAsync().ConfigureAwait(false)

Alpaca.Markets/PublicAPI.Shipped.txt

@@ -1101,6 +1101,7 @@ Alpaca.Markets.OptionSnapshotRequest
 Alpaca.Markets.OptionSnapshotRequest.OptionsFeed.get -> Alpaca.Markets.OptionsFeed?
 Alpaca.Markets.OptionSnapshotRequest.OptionsFeed.set -> void
 Alpaca.Markets.OptionSnapshotRequest.OptionSnapshotRequest(System.Collections.Generic.IEnumerable<string!>! symbols) -> void
+Alpaca.Markets.OptionSnapshotRequest.Pagination.get -> Alpaca.Markets.Pagination!
 Alpaca.Markets.OptionSnapshotRequest.Symbols.get -> System.Collections.Generic.IReadOnlyCollection<string!>!
 Alpaca.Markets.OptionStyle
 Alpaca.Markets.OptionStyle.American = 0 -> Alpaca.Markets.OptionStyle