valentineus/overnight-trading-bot
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seventh version

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This commit is contained in:
Valentin Popov
2026-06-08 11:11:50 +00:00
parent 8a552dec56
commit ebea17b411
11 changed files with 511 additions and 138 deletions
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internal/tinvest/sandbox.go
+38 -27
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@@ -4,9 +4,9 @@ import (
"context"
"time"
"github.com/russianinvestments/invest-api-go-sdk/investgo"
pb "github.com/russianinvestments/invest-api-go-sdk/proto"
"github.com/shopspring/decimal"
"google.golang.org/protobuf/types/known/timestamppb"
"overnight-trading-bot/internal/domain"
"overnight-trading-bot/internal/money"
@@ -16,7 +16,7 @@ const sandboxEndpoint = "sandbox-invest-public-api.tinkoff.ru:443"
type SandboxGateway struct {
*RealGateway
sandbox *investgo.SandboxServiceClient
sandboxPB pb.SandboxServiceClient
}
func NewSandboxGateway(ctx context.Context, opts Options) (*SandboxGateway, error) {
@@ -27,7 +27,7 @@ func NewSandboxGateway(ctx context.Context, opts Options) (*SandboxGateway, erro
}
return &SandboxGateway{
RealGateway: realGateway,
sandbox: realGateway.client.NewSandboxServiceClient(),
sandboxPB: pb.NewSandboxServiceClient(realGateway.client.Conn),
}, nil
}
@@ -43,9 +43,9 @@ func (g *SandboxGateway) PostLimitOrder(ctx context.Context, accountID, instrume
if err != nil {
return domain.Order{}, err
}
resp, err := requestWithTimeout(ctx, g.requestTimeout, func() (*investgo.PostOrderResponse, error) {
return retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.PostOrderResponse, error) {
return g.sandbox.PostSandboxOrder(&investgo.PostOrderRequest{
resp, err := requestWithTimeout(ctx, g.requestTimeout, func(callCtx context.Context) (*pb.PostOrderResponse, error) {
return retryValue(callCtx, g.retryAttempts, g.retryBackoff, func() (*pb.PostOrderResponse, error) {
return g.sandboxPB.PostSandboxOrder(callCtx, &pb.PostOrderRequest{
InstrumentId: instrumentUID,
Quantity: lots,
Price: quotation,
@@ -61,16 +61,19 @@ func (g *SandboxGateway) PostLimitOrder(ctx context.Context, accountID, instrume
if err != nil {
return domain.Order{}, err
}
return orderFromPostResponse(resp.PostOrderResponse, accountID, clientOrderID, side, price), nil
return orderFromPostResponse(resp, accountID, clientOrderID, side, price), nil
}
func (g *SandboxGateway) CancelOrder(ctx context.Context, accountID, orderID string) error {
if err := ctx.Err(); err != nil {
return err
}
_, err := requestWithTimeout(ctx, g.requestTimeout, func() (struct{}, error) {
return struct{}{}, withRetry(ctx, g.retryAttempts, g.retryBackoff, func() error {
_, err := g.sandbox.CancelSandboxOrder(accountID, orderID)
_, err := requestWithTimeout(ctx, g.requestTimeout, func(callCtx context.Context) (struct{}, error) {
return struct{}{}, withRetry(callCtx, g.retryAttempts, g.retryBackoff, func() error {
_, err := g.sandboxPB.CancelSandboxOrder(callCtx, &pb.CancelOrderRequest{
AccountId: accountID,
OrderId: orderID,
})
return err
})
})
@@ -81,24 +84,28 @@ func (g *SandboxGateway) GetOrderState(ctx context.Context, accountID, orderID s
if err := ctx.Err(); err != nil {
return domain.Order{}, err
}
resp, err := requestWithTimeout(ctx, g.requestTimeout, func() (*investgo.GetOrderStateResponse, error) {
return retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.GetOrderStateResponse, error) {
return g.sandbox.GetSandboxOrderState(accountID, orderID)
resp, err := requestWithTimeout(ctx, g.requestTimeout, func(callCtx context.Context) (*pb.OrderState, error) {
return retryValue(callCtx, g.retryAttempts, g.retryBackoff, func() (*pb.OrderState, error) {
return g.sandboxPB.GetSandboxOrderState(callCtx, &pb.GetOrderStateRequest{
AccountId: accountID,
OrderId: orderID,
PriceType: pb.PriceType_PRICE_TYPE_CURRENCY,
})
})
})
if err != nil {
return domain.Order{}, err
}
return orderFromState(resp.OrderState, accountID), nil
return orderFromState(resp, accountID), nil
}
func (g *SandboxGateway) GetActiveOrders(ctx context.Context, accountID string) ([]domain.Order, error) {
if err := ctx.Err(); err != nil {
return nil, err
}
resp, err := requestWithTimeout(ctx, g.requestTimeout, func() (*investgo.GetOrdersResponse, error) {
return retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.GetOrdersResponse, error) {
return g.sandbox.GetSandboxOrders(accountID)
resp, err := requestWithTimeout(ctx, g.requestTimeout, func(callCtx context.Context) (*pb.GetOrdersResponse, error) {
return retryValue(callCtx, g.retryAttempts, g.retryBackoff, func() (*pb.GetOrdersResponse, error) {
return g.sandboxPB.GetSandboxOrders(callCtx, &pb.GetOrdersRequest{AccountId: accountID})
})
})
if err != nil {
@@ -116,32 +123,36 @@ func (g *SandboxGateway) GetPortfolio(ctx context.Context, accountID string) (do
if err := ctx.Err(); err != nil {
return domain.Portfolio{}, err
}
resp, err := requestWithTimeout(ctx, g.requestTimeout, func() (*investgo.PortfolioResponse, error) {
return retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.PortfolioResponse, error) {
return g.sandbox.GetSandboxPortfolio(accountID, pb.PortfolioRequest_RUB)
resp, err := requestWithTimeout(ctx, g.requestTimeout, func(callCtx context.Context) (*pb.PortfolioResponse, error) {
return retryValue(callCtx, g.retryAttempts, g.retryBackoff, func() (*pb.PortfolioResponse, error) {
currency := pb.PortfolioRequest_RUB
return g.sandboxPB.GetSandboxPortfolio(callCtx, &pb.PortfolioRequest{
AccountId: accountID,
Currency: &currency,
})
})
})
if err != nil {
return domain.Portfolio{}, err
}
return portfolioFromResponse(resp.PortfolioResponse)
return portfolioFromResponse(resp, g.lotForInstrument)
}
func (g *SandboxGateway) GetOperations(ctx context.Context, accountID string, from, to time.Time) ([]domain.Operation, error) {
if err := ctx.Err(); err != nil {
return nil, err
}
resp, err := requestWithTimeout(ctx, g.requestTimeout, func() (*investgo.OperationsResponse, error) {
return retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.OperationsResponse, error) {
return g.sandbox.GetSandboxOperations(&investgo.GetOperationsRequest{
resp, err := requestWithTimeout(ctx, g.requestTimeout, func(callCtx context.Context) (*pb.OperationsResponse, error) {
return retryValue(callCtx, g.retryAttempts, g.retryBackoff, func() (*pb.OperationsResponse, error) {
return g.sandboxPB.GetSandboxOperations(callCtx, &pb.OperationsRequest{
AccountId: accountID,
From: from,
To: to,
From: timestamppb.New(from),
To: timestamppb.New(to),
})
})
})
if err != nil {
return nil, err
}
return operationsFromResponse(resp.OperationsResponse), nil
return operationsFromResponse(resp), nil
}