110 lines
3.4 KiB
Go
110 lines
3.4 KiB
Go
package tinvest
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import (
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"context"
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"time"
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"github.com/shopspring/decimal"
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"overnight-trading-bot/internal/domain"
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)
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type PaperGateway struct {
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market Gateway
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fake *FakeGateway
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}
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func NewPaperGateway(market Gateway) *PaperGateway {
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return &PaperGateway{market: market, fake: NewFakeGateway()}
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}
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func (g *PaperGateway) Fake() *FakeGateway {
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if g.fake == nil {
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g.fake = NewFakeGateway()
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}
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return g.fake
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}
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func (g *PaperGateway) GetInstrument(ctx context.Context, ticker, classCode string) (domain.Instrument, error) {
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if g.market != nil {
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return g.market.GetInstrument(ctx, ticker, classCode)
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}
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return g.Fake().GetInstrument(ctx, ticker, classCode)
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}
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func (g *PaperGateway) GetCandles(ctx context.Context, instrumentUID string, interval string, from, to time.Time) ([]domain.Candle, error) {
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if g.market != nil {
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return g.market.GetCandles(ctx, instrumentUID, interval, from, to)
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}
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return g.Fake().GetCandles(ctx, instrumentUID, interval, from, to)
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}
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func (g *PaperGateway) GetTradingDays(ctx context.Context, exchange string, from, to time.Time) ([]time.Time, error) {
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if g.market != nil {
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return g.market.GetTradingDays(ctx, exchange, from, to)
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}
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return g.Fake().GetTradingDays(ctx, exchange, from, to)
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}
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func (g *PaperGateway) GetOrderBook(ctx context.Context, instrumentUID string, depth int32) (domain.OrderBook, error) {
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if g.market != nil {
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return g.market.GetOrderBook(ctx, instrumentUID, depth)
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}
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return g.Fake().GetOrderBook(ctx, instrumentUID, depth)
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}
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func (g *PaperGateway) GetTradingStatus(ctx context.Context, instrumentUID string) (domain.TradingStatus, error) {
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if g.market != nil {
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return g.market.GetTradingStatus(ctx, instrumentUID)
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}
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return g.Fake().GetTradingStatus(ctx, instrumentUID)
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}
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func (g *PaperGateway) PostLimitOrder(ctx context.Context, accountID, instrumentUID string, side domain.Side, lots int64, price decimal.Decimal, clientOrderID string) (domain.Order, error) {
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return g.Fake().PostLimitOrder(ctx, accountID, instrumentUID, side, lots, price, clientOrderID)
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}
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func (g *PaperGateway) CancelOrder(ctx context.Context, accountID, orderID string) error {
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return g.Fake().CancelOrder(ctx, accountID, orderID)
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}
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func (g *PaperGateway) GetOrderState(ctx context.Context, accountID, orderID string) (domain.Order, error) {
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order, err := g.Fake().GetOrderState(ctx, accountID, orderID)
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if err != nil {
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return domain.Order{}, err
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}
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if !paperOrderCanFill(order) {
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return order, nil
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}
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book, err := g.GetOrderBook(ctx, order.InstrumentUID, 20)
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if err != nil {
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return domain.Order{}, err
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}
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return g.Fake().SimulateOrderBookFill(orderID, book)
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}
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func (g *PaperGateway) GetActiveOrders(ctx context.Context, accountID string) ([]domain.Order, error) {
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return g.Fake().GetActiveOrders(ctx, accountID)
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}
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func (g *PaperGateway) GetPortfolio(ctx context.Context, accountID string) (domain.Portfolio, error) {
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return g.Fake().GetPortfolio(ctx, accountID)
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}
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func (g *PaperGateway) GetOperations(ctx context.Context, accountID string, from, to time.Time) ([]domain.Operation, error) {
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return g.Fake().GetOperations(ctx, accountID, from, to)
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}
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func (g *PaperGateway) GetServerTime(ctx context.Context) (time.Time, error) {
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if g.market != nil {
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return g.market.GetServerTime(ctx)
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}
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return g.Fake().GetServerTime(ctx)
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}
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func paperOrderCanFill(order domain.Order) bool {
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return order.Status == domain.OrderStatusSent ||
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order.Status == domain.OrderStatusPartiallyFilled ||
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order.Status == domain.OrderStatusNew
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}
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