Add multi-source bond quote probe fields and daily fallback (3d-20)

1 files changed, 25 insertions, 0 deletions

diff --git a/src/FundLab.Api/MarketData.fs b/src/FundLab.Api/MarketData.fs
index 82da1c9..e621740 100644
--- a/src/FundLab.Api/MarketData.fs
+++ b/src/FundLab.Api/MarketData.fs
@@ -45,6 +45,9 @@ type MarketDataBondQuotePayload =
         Code: string
         Name: string option
         Price: decimal option
+        CleanPrice: decimal option
+        AccruedInterest: decimal option
+        Date: DateOnly option
         MaturityDate: DateOnly option
     }
 
@@ -131,6 +134,16 @@ module MarketData =
         else
             Error(sprintf "payload property '%s' is required" name)
 
+    let private optionalProperty (root: JsonElement) (name: string) =
+        let mutable property = Unchecked.defaultof<JsonElement>
+
+        if root.ValueKind <> JsonValueKind.Object then
+            Error "payload root must be a JSON object"
+        elif root.TryGetProperty(name, &property) then
+            Ok(Some property)
+        else
+            Ok None
+
     let private requiredString (root: JsonElement) name =
         requiredProperty root name
         |> Result.bind (fun property ->
@@ -366,6 +379,15 @@ module MarketData =
                 let! name = optionalString quoteProperty "name"
                 let! priceProperty = requiredProperty quoteProperty "price"
                 let! price = optionalDecimal "price" priceProperty
+                let! cleanPrice =
+                    optionalProperty quoteProperty "clean_price"
+                    |> Result.bind (function Some property -> optionalDecimal "clean_price" property | None -> Ok None)
+                let! accruedInterest =
+                    optionalProperty quoteProperty "accrued_interest"
+                    |> Result.bind (function Some property -> optionalDecimal "accrued_interest" property | None -> Ok None)
+                let! date =
+                    optionalProperty quoteProperty "date"
+                    |> Result.bind (function Some property -> optionalIsoDate "date" property | None -> Ok None)
                 let! maturityProperty = requiredProperty quoteProperty "maturity_date"
                 let! maturityDate = optionalIsoDate "maturity_date" maturityProperty
 
@@ -377,6 +399,9 @@ module MarketData =
                         Code = codeProperty
                         Name = name
                         Price = price
+                        CleanPrice = cleanPrice
+                        AccruedInterest = accruedInterest
+                        Date = date
                         MaturityDate = maturityDate
                     }
             }