183 lines
5.5 KiB
Go
183 lines
5.5 KiB
Go
package tinvest
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import (
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"context"
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"errors"
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"sync"
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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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var ErrNotFound = errors.New("not found")
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type Gateway interface {
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GetInstrument(ctx context.Context, ticker, classCode string) (domain.Instrument, error)
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GetCandles(ctx context.Context, instrumentUID string, interval string, from, to time.Time) ([]domain.Candle, error)
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GetOrderBook(ctx context.Context, instrumentUID string, depth int32) (domain.OrderBook, error)
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GetTradingStatus(ctx context.Context, instrumentUID string) (domain.TradingStatus, error)
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PostLimitOrder(ctx context.Context, accountID, instrumentUID string, side domain.Side, lots int64, price decimal.Decimal, clientOrderID string) (domain.Order, error)
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CancelOrder(ctx context.Context, accountID, orderID string) error
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GetOrderState(ctx context.Context, accountID, orderID string) (domain.Order, error)
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GetActiveOrders(ctx context.Context, accountID string) ([]domain.Order, error)
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GetPortfolio(ctx context.Context, accountID string) (domain.Portfolio, error)
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GetOperations(ctx context.Context, accountID string, from, to time.Time) ([]domain.Operation, error)
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GetServerTime(ctx context.Context) (time.Time, error)
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}
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type FakeGateway struct {
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mu sync.Mutex
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Instruments map[string]domain.Instrument
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Candles map[string][]domain.Candle
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OrderBooks map[string]domain.OrderBook
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Statuses map[string]domain.TradingStatus
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Orders map[string]domain.Order
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Portfolio domain.Portfolio
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Operations []domain.Operation
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ServerTime time.Time
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}
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func NewFakeGateway() *FakeGateway {
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return &FakeGateway{
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Instruments: make(map[string]domain.Instrument),
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Candles: make(map[string][]domain.Candle),
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OrderBooks: make(map[string]domain.OrderBook),
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Statuses: make(map[string]domain.TradingStatus),
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Orders: make(map[string]domain.Order),
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Portfolio: domain.Portfolio{
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Equity: decimal.NewFromInt(100_000),
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Cash: decimal.NewFromInt(100_000),
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CheckedAt: time.Now().UTC(),
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},
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}
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}
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func (f *FakeGateway) GetInstrument(_ context.Context, ticker, classCode string) (domain.Instrument, error) {
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f.mu.Lock()
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defer f.mu.Unlock()
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for _, instrument := range f.Instruments {
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if instrument.Ticker == ticker && instrument.ClassCode == classCode {
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return instrument, nil
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}
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}
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return domain.Instrument{}, ErrNotFound
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}
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func (f *FakeGateway) GetCandles(_ context.Context, instrumentUID string, _ string, from, to time.Time) ([]domain.Candle, error) {
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f.mu.Lock()
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defer f.mu.Unlock()
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var out []domain.Candle
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for _, candle := range f.Candles[instrumentUID] {
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if !candle.TradeDate.Before(from) && !candle.TradeDate.After(to) {
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out = append(out, candle)
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}
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}
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return out, nil
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}
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func (f *FakeGateway) GetOrderBook(_ context.Context, instrumentUID string, _ int32) (domain.OrderBook, error) {
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f.mu.Lock()
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defer f.mu.Unlock()
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book, ok := f.OrderBooks[instrumentUID]
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if !ok {
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return domain.OrderBook{}, ErrNotFound
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}
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return book, nil
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}
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func (f *FakeGateway) GetTradingStatus(_ context.Context, instrumentUID string) (domain.TradingStatus, error) {
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f.mu.Lock()
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defer f.mu.Unlock()
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status, ok := f.Statuses[instrumentUID]
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if !ok {
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return domain.TradingStatusNormal, nil
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}
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return status, nil
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}
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func (f *FakeGateway) PostLimitOrder(_ context.Context, accountID, instrumentUID string, side domain.Side, lots int64, price decimal.Decimal, clientOrderID string) (domain.Order, error) {
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f.mu.Lock()
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defer f.mu.Unlock()
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order := domain.Order{
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ClientOrderID: clientOrderID,
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BrokerOrderID: "fake-" + clientOrderID,
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AccountIDHash: accountID,
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InstrumentUID: instrumentUID,
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Side: side,
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OrderType: domain.OrderTypeLimit,
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LimitPrice: price,
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QuantityLots: lots,
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Status: domain.OrderStatusSent,
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RawStateJSON: "{}",
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CreatedAt: time.Now().UTC(),
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UpdatedAt: time.Now().UTC(),
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}
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f.Orders[order.BrokerOrderID] = order
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return order, nil
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}
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func (f *FakeGateway) CancelOrder(_ context.Context, _ string, orderID string) error {
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f.mu.Lock()
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defer f.mu.Unlock()
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order, ok := f.Orders[orderID]
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if !ok {
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return ErrNotFound
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}
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order.Status = domain.OrderStatusCancelled
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order.UpdatedAt = time.Now().UTC()
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f.Orders[orderID] = order
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return nil
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}
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func (f *FakeGateway) GetOrderState(_ context.Context, _ string, orderID string) (domain.Order, error) {
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f.mu.Lock()
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defer f.mu.Unlock()
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order, ok := f.Orders[orderID]
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if !ok {
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return domain.Order{}, ErrNotFound
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}
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return order, nil
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}
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func (f *FakeGateway) GetActiveOrders(_ context.Context, _ string) ([]domain.Order, error) {
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f.mu.Lock()
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defer f.mu.Unlock()
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out := make([]domain.Order, 0)
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for _, order := range f.Orders {
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if order.Status == domain.OrderStatusSent || order.Status == domain.OrderStatusPartiallyFilled {
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out = append(out, order)
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}
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}
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return out, nil
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}
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func (f *FakeGateway) GetPortfolio(_ context.Context, _ string) (domain.Portfolio, error) {
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f.mu.Lock()
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defer f.mu.Unlock()
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f.Portfolio.CheckedAt = time.Now().UTC()
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return f.Portfolio, nil
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}
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func (f *FakeGateway) GetOperations(_ context.Context, _ string, from, to time.Time) ([]domain.Operation, error) {
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f.mu.Lock()
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defer f.mu.Unlock()
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var out []domain.Operation
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for _, op := range f.Operations {
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if !op.ExecutedAt.Before(from) && !op.ExecutedAt.After(to) {
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out = append(out, op)
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}
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}
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return out, nil
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}
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func (f *FakeGateway) GetServerTime(context.Context) (time.Time, error) {
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f.mu.Lock()
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defer f.mu.Unlock()
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if f.ServerTime.IsZero() {
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return time.Now().UTC(), nil
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}
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return f.ServerTime, nil
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}
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