tastytrade/metrics.go

package tastytrade

import (
	"encoding/json"
	"fmt"
	"net/url"
)

type DividendInfo struct {
	OccuredDate	string  `json:"occurred-date"`
	Amount		float32 `json:"amount"`
}

type MarketMetricDividendResponse struct {
	Data struct {
		Items []DividendInfo `json:"items"`
	}
	Context string `json:"context"`
}

type EarningsInfo struct {
	OccuredDate	string `json:"occurred-date"`
	EPS		float32 `json:"eps"`
}

type MarketMetricEarningResponse struct {
	Data struct {
		Items []EarningsInfo `json:"items"`
	}
	Context string `json:"context"`
}

type MarketMetricInfo struct {
	Symbol                           string   `json:"symbol"`
	ImpliedVolatilityIndex           float32   `json:"implied-volatility-index"`
	ImpliedVolatilityIndex5DayChange float32   `json:"implied-volatility-index-5-day-change"`
	ImpliedVolatilityRank            float32   `json:"implied-volatility-rank"`
	ImpliedVolatilityPercentile      float32   `json:"implied-volatility-percentile"`
	Liquidity                        float32   `json:"liquidity"`
	LiquidityRank                    float32   `json:"liquidity-rank"`
	LiquidityRating                  int32   `json:"liquidity-rating"`
	OptionExpirationImpliedVolatilities []struct {
		ExpirationDate string `json:"expiration-date"`
		SettlementType string `json:"settlement-type"`
		OptionChainType string `json:"option-chain-type"`
		ImpliedVolatility float64 `json:"implied-volatility"`
	} `json:"option-expiration-implied-volatilities"`
}

type MarketMetricResponse struct {
	Data struct {
		Items []MarketMetricInfo `json:"items"`
	}
	Context string `json:"context"`
}

func (api *TastytradeAPI) GetMarketMetricInfo(symbol string) (MarketMetricResponse, error) {
	urlVal := fmt.Sprintf("%s/market-metrics/%s", api.host, url.PathEscape(symbol))
	data, err := api.fetchData(urlVal)
	if err != nil {
		return MarketMetricResponse{}, err
	}

	var response MarketMetricResponse
	jsonData, err := json.Marshal(data)
	if err != nil {
		return MarketMetricResponse{}, err
	}

	err = json.Unmarshal(jsonData, &response)
	if err != nil {
		return MarketMetricResponse{}, err
	}

	return response, nil
}