valentineus/overnight-trading-bot
1
Fork 0
Code Issues Pull Requests 1 Actions Releases Activity

sixth version

Browse Source
This commit is contained in:
Valentin Popov
2026-06-08 09:41:20 +00:00
parent 2d57c4ff1f
commit 8a552dec56
25 changed files with 545 additions and 130 deletions
Download Patch File Download Diff File Expand all files Collapse all files
internal/tinvest/real.go
+84 -58
View File
@@ -23,24 +23,26 @@ import (
)
type Options struct {
Token string
AccountID string
Endpoint string
AppName string
RetryCount int
RetryBackoff time.Duration
Logger *slog.Logger
Token string
AccountID string
Endpoint string
AppName string
RequestTimeout time.Duration
RetryCount int
RetryBackoff time.Duration
Logger *slog.Logger
}
type RealGateway struct {
client *investgo.Client
instruments *investgo.InstrumentsServiceClient
marketData *investgo.MarketDataServiceClient
orders *investgo.OrdersServiceClient
operations *investgo.OperationsServiceClient
users *investgo.UsersServiceClient
retryAttempts int
retryBackoff time.Duration
client *investgo.Client
instruments *investgo.InstrumentsServiceClient
marketData *investgo.MarketDataServiceClient
orders *investgo.OrdersServiceClient
operations *investgo.OperationsServiceClient
users *investgo.UsersServiceClient
requestTimeout time.Duration
retryAttempts int
retryBackoff time.Duration
}
func NewRealGateway(ctx context.Context, opts Options) (*RealGateway, error) {
@@ -58,14 +60,15 @@ func NewRealGateway(ctx context.Context, opts Options) (*RealGateway, error) {
return nil, err
}
return &RealGateway{
client: client,
instruments: client.NewInstrumentsServiceClient(),
marketData: client.NewMarketDataServiceClient(),
orders: client.NewOrdersServiceClient(),
operations: client.NewOperationsServiceClient(),
users: client.NewUsersServiceClient(),
retryAttempts: opts.RetryCount,
retryBackoff: opts.RetryBackoff,
client: client,
instruments: client.NewInstrumentsServiceClient(),
marketData: client.NewMarketDataServiceClient(),
orders: client.NewOrdersServiceClient(),
operations: client.NewOperationsServiceClient(),
users: client.NewUsersServiceClient(),
requestTimeout: opts.RequestTimeout,
retryAttempts: opts.RetryCount,
retryBackoff: opts.RetryBackoff,
}, nil
}
@@ -80,8 +83,10 @@ func (g *RealGateway) GetInstrument(ctx context.Context, ticker, classCode strin
if err := ctx.Err(); err != nil {
return domain.Instrument{}, err
}
resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.EtfResponse, error) {
return g.instruments.EtfByTicker(ticker, classCode)
resp, err := requestWithTimeout(ctx, g.requestTimeout, func() (*investgo.EtfResponse, error) {
return retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.EtfResponse, error) {
return g.instruments.EtfByTicker(ticker, classCode)
})
})
if err != nil {
return domain.Instrument{}, err
@@ -108,8 +113,10 @@ func (g *RealGateway) GetCandles(ctx context.Context, instrumentUID string, inte
if err := ctx.Err(); err != nil {
return nil, err
}
resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.GetCandlesResponse, error) {
return g.marketData.GetCandles(instrumentUID, candleInterval(interval), from, to, pb.GetCandlesRequest_CANDLE_SOURCE_EXCHANGE, 0)
resp, err := requestWithTimeout(ctx, g.requestTimeout, func() (*investgo.GetCandlesResponse, error) {
return retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.GetCandlesResponse, error) {
return g.marketData.GetCandles(instrumentUID, candleInterval(interval), from, to, pb.GetCandlesRequest_CANDLE_SOURCE_EXCHANGE, 0)
})
})
if err != nil {
return nil, err
@@ -136,8 +143,10 @@ func (g *RealGateway) GetOrderBook(ctx context.Context, instrumentUID string, de
if err := ctx.Err(); err != nil {
return domain.OrderBook{}, err
}
resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.GetOrderBookResponse, error) {
return g.marketData.GetOrderBook(instrumentUID, depth)
resp, err := requestWithTimeout(ctx, g.requestTimeout, func() (*investgo.GetOrderBookResponse, error) {
return retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.GetOrderBookResponse, error) {
return g.marketData.GetOrderBook(instrumentUID, depth)
})
})
if err != nil {
return domain.OrderBook{}, err
@@ -155,8 +164,10 @@ func (g *RealGateway) GetTradingStatus(ctx context.Context, instrumentUID string
if err := ctx.Err(); err != nil {
return domain.TradingStatusUnknown, err
}
resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.GetTradingStatusResponse, error) {
return g.marketData.GetTradingStatus(instrumentUID)
resp, err := requestWithTimeout(ctx, g.requestTimeout, func() (*investgo.GetTradingStatusResponse, error) {
return retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.GetTradingStatusResponse, error) {
return g.marketData.GetTradingStatus(instrumentUID)
})
})
if err != nil {
return domain.TradingStatusUnknown, err
@@ -181,17 +192,19 @@ func (g *RealGateway) PostLimitOrder(ctx context.Context, accountID, instrumentU
if err != nil {
return domain.Order{}, err
}
resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.PostOrderResponse, error) {
return g.orders.PostOrder(&investgo.PostOrderRequest{
InstrumentId: instrumentUID,
Quantity: lots,
Price: quotation,
Direction: direction,
AccountId: accountID,
OrderType: pb.OrderType_ORDER_TYPE_LIMIT,
OrderId: clientOrderID,
TimeInForce: pb.TimeInForceType_TIME_IN_FORCE_DAY,
PriceType: pb.PriceType_PRICE_TYPE_CURRENCY,
resp, err := requestWithTimeout(ctx, g.requestTimeout, func() (*investgo.PostOrderResponse, error) {
return retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.PostOrderResponse, error) {
return g.orders.PostOrder(&investgo.PostOrderRequest{
InstrumentId: instrumentUID,
Quantity: lots,
Price: quotation,
Direction: direction,
AccountId: accountID,
OrderType: pb.OrderType_ORDER_TYPE_LIMIT,
OrderId: clientOrderID,
TimeInForce: pb.TimeInForceType_TIME_IN_FORCE_DAY,
PriceType: pb.PriceType_PRICE_TYPE_CURRENCY,
})
})
})
if err != nil {
@@ -204,18 +217,23 @@ func (g *RealGateway) CancelOrder(ctx context.Context, accountID, orderID string
if err := ctx.Err(); err != nil {
return err
}
return withRetry(ctx, g.retryAttempts, g.retryBackoff, func() error {
_, err := g.orders.CancelOrder(accountID, orderID, nil)
return err
_, err := requestWithTimeout(ctx, g.requestTimeout, func() (struct{}, error) {
return struct{}{}, withRetry(ctx, g.retryAttempts, g.retryBackoff, func() error {
_, err := g.orders.CancelOrder(accountID, orderID, nil)
return err
})
})
return err
}
func (g *RealGateway) GetOrderState(ctx context.Context, accountID, orderID string) (domain.Order, error) {
if err := ctx.Err(); err != nil {
return domain.Order{}, err
}
resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.GetOrderStateResponse, error) {
return g.orders.GetOrderState(accountID, orderID, pb.PriceType_PRICE_TYPE_CURRENCY, nil)
resp, err := requestWithTimeout(ctx, g.requestTimeout, func() (*investgo.GetOrderStateResponse, error) {
return retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.GetOrderStateResponse, error) {
return g.orders.GetOrderState(accountID, orderID, pb.PriceType_PRICE_TYPE_CURRENCY, nil)
})
})
if err != nil {
return domain.Order{}, err
@@ -227,8 +245,10 @@ func (g *RealGateway) GetActiveOrders(ctx context.Context, accountID string) ([]
if err := ctx.Err(); err != nil {
return nil, err
}
resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.GetOrdersResponse, error) {
return g.orders.GetOrders(accountID, nil)
resp, err := requestWithTimeout(ctx, g.requestTimeout, func() (*investgo.GetOrdersResponse, error) {
return retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.GetOrdersResponse, error) {
return g.orders.GetOrders(accountID, nil)
})
})
if err != nil {
return nil, err
@@ -245,8 +265,10 @@ func (g *RealGateway) GetPortfolio(ctx context.Context, accountID string) (domai
if err := ctx.Err(); err != nil {
return domain.Portfolio{}, err
}
resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.PortfolioResponse, error) {
return g.operations.GetPortfolio(accountID, pb.PortfolioRequest_RUB)
resp, err := requestWithTimeout(ctx, g.requestTimeout, func() (*investgo.PortfolioResponse, error) {
return retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.PortfolioResponse, error) {
return g.operations.GetPortfolio(accountID, pb.PortfolioRequest_RUB)
})
})
if err != nil {
return domain.Portfolio{}, err
@@ -258,11 +280,13 @@ func (g *RealGateway) GetOperations(ctx context.Context, accountID string, from,
if err := ctx.Err(); err != nil {
return nil, err
}
resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.OperationsResponse, error) {
return g.operations.GetOperations(&investgo.GetOperationsRequest{
AccountId: accountID,
From: from,
To: to,
resp, err := requestWithTimeout(ctx, g.requestTimeout, func() (*investgo.OperationsResponse, error) {
return retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.OperationsResponse, error) {
return g.operations.GetOperations(&investgo.GetOperationsRequest{
AccountId: accountID,
From: from,
To: to,
})
})
})
if err != nil {
@@ -319,8 +343,10 @@ func (g *RealGateway) GetServerTime(ctx context.Context) (time.Time, error) {
if err := ctx.Err(); err != nil {
return time.Time{}, err
}
resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.GetInfoResponse, error) {
return g.users.GetInfo()
resp, err := requestWithTimeout(ctx, g.requestTimeout, func() (*investgo.GetInfoResponse, error) {
return retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.GetInfoResponse, error) {
return g.users.GetInfo()
})
})
if err != nil {
return time.Time{}, err