third version
This commit is contained in:
+124
-4
@@ -1,10 +1,130 @@
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package tinvest
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import "context"
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import (
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"context"
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"time"
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"github.com/russianinvestments/invest-api-go-sdk/investgo"
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pb "github.com/russianinvestments/invest-api-go-sdk/proto"
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"github.com/shopspring/decimal"
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"overnight-trading-bot/internal/domain"
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"overnight-trading-bot/internal/money"
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)
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const sandboxEndpoint = "sandbox-invest-public-api.tinkoff.ru:443"
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func NewSandboxGateway(ctx context.Context, opts Options) (*RealGateway, error) {
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opts.Endpoint = sandboxEndpoint
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return NewRealGateway(ctx, opts)
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type SandboxGateway struct {
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*RealGateway
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sandbox *investgo.SandboxServiceClient
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}
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func NewSandboxGateway(ctx context.Context, opts Options) (*SandboxGateway, error) {
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opts.Endpoint = sandboxEndpoint
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realGateway, err := NewRealGateway(ctx, opts)
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if err != nil {
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return nil, err
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}
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return &SandboxGateway{
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RealGateway: realGateway,
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sandbox: realGateway.client.NewSandboxServiceClient(),
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}, nil
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}
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func (g *SandboxGateway) PostLimitOrder(ctx context.Context, accountID, instrumentUID string, side domain.Side, lots int64, price decimal.Decimal, clientOrderID string) (domain.Order, error) {
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if err := ctx.Err(); err != nil {
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return domain.Order{}, err
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}
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direction := pb.OrderDirection_ORDER_DIRECTION_BUY
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if side == domain.SideSell {
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direction = pb.OrderDirection_ORDER_DIRECTION_SELL
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}
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resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.PostOrderResponse, error) {
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return g.sandbox.PostSandboxOrder(&investgo.PostOrderRequest{
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InstrumentId: instrumentUID,
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Quantity: lots,
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Price: money.DecimalToQuotation(price),
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Direction: direction,
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AccountId: accountID,
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OrderType: pb.OrderType_ORDER_TYPE_LIMIT,
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OrderId: clientOrderID,
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TimeInForce: pb.TimeInForceType_TIME_IN_FORCE_DAY,
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PriceType: pb.PriceType_PRICE_TYPE_CURRENCY,
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})
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})
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if err != nil {
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return domain.Order{}, err
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}
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return orderFromPostResponse(resp.PostOrderResponse, accountID, clientOrderID, side, price), nil
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}
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func (g *SandboxGateway) CancelOrder(ctx context.Context, accountID, orderID string) error {
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if err := ctx.Err(); err != nil {
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return err
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}
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return withRetry(ctx, g.retryAttempts, g.retryBackoff, func() error {
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_, err := g.sandbox.CancelSandboxOrder(accountID, orderID)
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return err
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})
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}
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func (g *SandboxGateway) GetOrderState(ctx context.Context, accountID, orderID string) (domain.Order, error) {
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if err := ctx.Err(); err != nil {
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return domain.Order{}, err
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}
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resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.GetOrderStateResponse, error) {
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return g.sandbox.GetSandboxOrderState(accountID, orderID)
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})
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if err != nil {
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return domain.Order{}, err
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}
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return orderFromState(resp.OrderState, accountID), nil
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}
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func (g *SandboxGateway) GetActiveOrders(ctx context.Context, accountID string) ([]domain.Order, error) {
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if err := ctx.Err(); err != nil {
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return nil, err
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}
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resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.GetOrdersResponse, error) {
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return g.sandbox.GetSandboxOrders(accountID)
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})
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if err != nil {
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return nil, err
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}
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states := resp.GetOrders()
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out := make([]domain.Order, 0, len(states))
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for _, state := range states {
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out = append(out, orderFromState(state, accountID))
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}
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return out, nil
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}
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func (g *SandboxGateway) GetPortfolio(ctx context.Context, accountID string) (domain.Portfolio, error) {
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if err := ctx.Err(); err != nil {
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return domain.Portfolio{}, err
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}
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resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.PortfolioResponse, error) {
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return g.sandbox.GetSandboxPortfolio(accountID, pb.PortfolioRequest_RUB)
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})
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if err != nil {
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return domain.Portfolio{}, err
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}
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return portfolioFromResponse(resp.PortfolioResponse)
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}
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func (g *SandboxGateway) GetOperations(ctx context.Context, accountID string, from, to time.Time) ([]domain.Operation, error) {
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if err := ctx.Err(); err != nil {
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return nil, err
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}
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resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.OperationsResponse, error) {
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return g.sandbox.GetSandboxOperations(&investgo.GetOperationsRequest{
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AccountId: accountID,
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From: from,
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To: to,
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})
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})
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if err != nil {
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return nil, err
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}
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return operationsFromResponse(resp.OperationsResponse), nil
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}
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