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Add corporate actions #272

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Mar 25, 2024
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Add corporate actions #272

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18 changes: 18 additions & 0 deletions examples/marketdata/marketdata.go
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Original file line number Diff line number Diff line change
Expand Up @@ -10,6 +10,8 @@ import (
"text/tabwriter"
"time"

"cloud.google.com/go/civil"

"github.com/alpacahq/alpaca-trade-api-go/v3/marketdata"
)

Expand Down Expand Up @@ -169,6 +171,21 @@ func optionChain() {
printSnaps(puts)
}

func corporateActions() {
cas, err := marketdata.GetCorporateActions(marketdata.GetCorporateActionsRequest{
Symbols: []string{"TSLA"},
Types: []string{"forward_split"},
Start: civil.Date{Year: 2018, Month: 1, Day: 1},
})
if err != nil {
panic(err)
}
fmt.Println("TSLA forward splits:")
for _, split := range cas.ForwardSplits {
fmt.Printf(" - %+v\n", split)
}
}

type example struct {
Name string
Func func()
Expand All @@ -184,6 +201,7 @@ func main() {
{Name: "auctions", Func: auctions},
{Name: "crypto_quote", Func: cryptoQuote},
{Name: "option_chain", Func: optionChain},
{Name: "corporate_actions", Func: corporateActions},
}
for {
fmt.Println("Examples: ")
Expand Down
136 changes: 136 additions & 0 deletions marketdata/entities.go
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Original file line number Diff line number Diff line change
Expand Up @@ -227,6 +227,137 @@ type News struct {
Symbols []string `json:"symbols"`
}

type ReverseSplit struct {
Symbol string `json:"symbol"`
NewRate float64 `json:"new_rate"`
OldRate float64 `json:"old_rate"`
ProcessDate civil.Date `json:"process_date"`
ExDate civil.Date `json:"ex_date"`
RecordDate *civil.Date `json:"record_date,omitempty"`
PayableDate *civil.Date `json:"payable_date,omitempty"`
}

type ForwardSplit struct {
Symbol string `json:"symbol"`
NewRate float64 `json:"new_rate"`
OldRate float64 `json:"old_rate"`
ProcessDate civil.Date `json:"process_date"`
ExDate civil.Date `json:"ex_date"`
RecordDate *civil.Date `json:"record_date,omitempty"`
PayableDate *civil.Date `json:"payable_date,omitempty"`
DueBillRedemptionDate *civil.Date `json:"due_bill_redemption_date,omitempty"`
}

type UnitSplit struct {
NewSymbol string `json:"new_symbol"`
NewRate float64 `json:"new_rate"`
OldSymbol string `json:"old_symbol"`
OldRate float64 `json:"old_rate"`
AlternateSymbol string `json:"alternate_symbol"`
AlternateRate float64 `json:"alternate_rate"`
ProcessDate civil.Date `json:"process_date"`
EffectiveDate civil.Date `json:"effective_date"`
PayableDate *civil.Date `json:"payable_date,omitempty"`
}

type CashDividend struct {
Symbol string `json:"symbol"`
Rate float64 `json:"rate"`
Foreign bool `json:"foreign"`
Special bool `json:"special"`
ProcessDate civil.Date `json:"process_date"`
ExDate civil.Date `json:"ex_date"`
RecordDate *civil.Date `json:"record_date,omitempty"`
PayableDate *civil.Date `json:"payable_date,omitempty"`
DueBillOffDate *civil.Date `json:"due_bill_off_date,omitempty"`
DueBillOnDate *civil.Date `json:"due_bill_on_date,omitempty"`
}

type CashMerger struct {
AcquirerSymbol *string `json:"acquirer_symbol,omitempty"`
AcquireeSymbol string `json:"acquiree_symbol"`
Rate float64 `json:"rate"`
ProcessDate civil.Date `json:"process_date"`
EffectiveDate civil.Date `json:"effective_date"`
PayableDate *civil.Date `json:"payable_date,omitempty"`
}

type StockMerger struct {
AcquirerSymbol string `json:"acquirer_symbol"`
AcquirerRate float64 `json:"acquirer_rate"`
AcquireeSymbol string `json:"acquiree_symbol"`
AcquireeRate float64 `json:"acquiree_rate"`
ProcessDate civil.Date `json:"process_date"`
EffectiveDate civil.Date `json:"effective_date"`
PayableDate *civil.Date `json:"payable_date,omitempty"`
}

type StockAndCashMerger struct {
AcquirerSymbol string `json:"acquirer_symbol"`
AcquirerRate float64 `json:"acquirer_rate"`
AcquireeSymbol string `json:"acquiree_symbol"`
AcquireeRate float64 `json:"acquiree_rate"`
CashRate float64 `json:"cash_rate"`
ProcessDate civil.Date `json:"process_date"`
EffectiveDate civil.Date `json:"effective_date"`
PayableDate *civil.Date `json:"payable_date,omitempty"`
}

type StockDividend struct {
Symbol string `json:"symbol"`
Rate float64 `json:"rate"`
ProcessDate civil.Date `json:"process_date"`
ExDate civil.Date `json:"ex_date"`
RecordDate *civil.Date `json:"record_date,omitempty"`
PayableDate *civil.Date `json:"payable_date,omitempty"`
}

type Redemption struct {
Symbol string `json:"symbol"`
Rate float64 `json:"rate"`
PayableDate *civil.Date `json:"payable_date,omitempty"`
ProcessDate civil.Date `json:"process_date"`
}

type SpinOff struct {
SourceSymbol string `json:"source_symbol"`
SourceRate float64 `json:"source_rate"`
NewSymbol string `json:"new_symbol"`
NewRate float64 `json:"new_rate"`
ProcessDate civil.Date `json:"process_date"`
ExDate civil.Date `json:"ex_date"`
PayableDate *civil.Date `json:"payable_date,omitempty"`
RecordDate *civil.Date `json:"record_date,omitempty"`
DueBillRedemptionDate *civil.Date `json:"due_bill_redemption_date,omitempty"`
}

type NameChange struct {
NewSymbol string `json:"new_symbol"`
OldSymbol string `json:"old_symbol"`
ProcessDate civil.Date `json:"process_date"`
}

type WorthlessRemoval struct {
Symbol string `json:"symbol"`
ProcessDate civil.Date `json:"process_date"`
}

// CorporateActions contains corporate actions grouped by type
type CorporateActions struct {
ReverseSplits []ReverseSplit `json:"reverse_splits,omitempty"`
ForwardSplits []ForwardSplit `json:"forward_splits,omitempty"`
UnitSplits []UnitSplit `json:"unit_splits,omitempty"`
CashDividends []CashDividend `json:"cash_dividends,omitempty"`
CashMergers []CashMerger `json:"cash_mergers,omitempty"`
StockMergers []StockMerger `json:"stock_mergers,omitempty"`
StockAndCashMergers []StockAndCashMerger `json:"stock_and_cash_mergers,omitempty"`
StockDividends []StockDividend `json:"stock_dividends,omitempty"`
Redemptions []Redemption `json:"redemptions,omitempty"`
SpinOffs []SpinOff `json:"spin_offs,omitempty"`
NameChanges []NameChange `json:"name_changes,omitempty"`
WorthlessRemovals []WorthlessRemoval `json:"worthless_removals,omitempty"`
}

// OptionTrade is an option trade that happened on the market
type OptionTrade struct {
Timestamp time.Time `json:"t"`
Expand Down Expand Up @@ -328,6 +459,11 @@ type newsResponse struct {
News []News `json:"news"`
}

type corporateActionsResponse struct {
NextPageToken *string `json:"next_page_token"`
CorporateActions CorporateActions `json:"corporate_actions"`
}

type multiOptionTradeResponse struct {
NextPageToken *string `json:"next_page_token"`
Trades map[string][]OptionTrade `json:"trades"`
Expand Down
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