api

package
v0.0.0-...-db7d511 Latest Latest
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 Go to latest Published: Apr 13, 2019 License: MIT Imports: 6 Imported by: 6

Documentation

Overview

Package api contains definitions for the client and transports

Index

Constants

View Source 
const (
	FAK           OrderType = "FAK"
	FOK                     = "FOK"
	LIMIT                   = "LIMIT"
	STOP_LIMIT              = "STOP_LIMIT"
	STOP_TRAILING           = "STOP_TRAILING"
	OCO                     = "OCO"
)

Variables

This section is empty.

Functions

This section is empty.

Types

type AccountOrder 

type AccountOrder struct {
	Accno   int64 `json:"accno"`
	OrderId int64 `json:"orderid,omitempty"` // Only when modifying existing

	// Mandatory
	Identifier string    `json:"identifier"`
	MarketId   int64     `json:"market_id"`
	Price      float64   `json:"price"`
	Volume     int64     `json:"volume,omitempty"`
	Side       OrderSide `json:"side"`

	// Omited == LIMIT
	OrderType OrderType `json:"order_type,omitempty"`

	// Special
	Currency            string          `json:"currency,omitempty"`
	ValidUntil          string          `json:"valid_until,omitempty"`
	OpenVolume          int64           `json:"open_volume,omitempty"`
	Reference           string          `json:"reference,omitempty"`
	ActivationCondition OrderCondition  `json:"activation_condition,omitempty"`
	TriggerCondition    OrderTriggerDir `json:"trigger_condition,omitempty"`
	TriggerValue        float64         `json:"trigger_value,omitempty"`
}

func (AccountOrder) Apply 

func (ao AccountOrder) Apply(b *RequestBuilder) (ret *RequestBuilder)

type ApiClient 

type ApiClient struct {
	// contains filtered or unexported fields
}

func NewApiClient 

func NewApiClient(ph TransportHandler) *ApiClient

func (*ApiClient) Account 

func (ac *ApiClient) Account(accno int64) (res swagger.AccountInfo, err error)

func (*ApiClient) AccountLedgers 

func (ac *ApiClient) AccountLedgers(accno int64) (res swagger.LedgerInformation, err error)

func (*ApiClient) AccountOrders 

func (ac *ApiClient) AccountOrders(accno int64) (res []swagger.Order, err error)

func (*ApiClient) AccountPositions 

func (ac *ApiClient) AccountPositions(accno int64) (res []swagger.Position, err error)

func (*ApiClient) AccountTrades 

func (ac *ApiClient) AccountTrades(accno int64) (res []swagger.Trade, err error)

func (*ApiClient) Accounts 

func (ac *ApiClient) Accounts() (res []swagger.Account, err error)

func (*ApiClient) ActivateOrder 

func (ac *ApiClient) ActivateOrder(accno, id int64) (res swagger.OrderReply, err error)

func (*ApiClient) Countries 

func (ac *ApiClient) Countries(countries ...string) (res []swagger.Country, err error)

func (*ApiClient) CreateOrder 

func (ac *ApiClient) CreateOrder(order *AccountOrder) (res swagger.OrderReply, err error)

func (*ApiClient) CreateSimpleOrder 

func (ac *ApiClient) CreateSimpleOrder(accno int64, identifier string, market int64,
	price float64, vol int64, side string) (res swagger.OrderReply, err error)

func (*ApiClient) CustomRequest 

func (ac *ApiClient) CustomRequest(command string) (rb *RequestBuilder)

Custom

func (*ApiClient) DeleteOrder 

func (ac *ApiClient) DeleteOrder(accno, id int64) (res swagger.OrderReply, err error)

func (*ApiClient) FeedStatus 

func (ac *ApiClient) FeedStatus() (res map[string]interface{}, err error)

func (*ApiClient) FeedSub 

func (ac *ApiClient) FeedSub(typ, id, mark string) (res map[string]interface{}, err error)

Feeds

func (*ApiClient) FeedSubNews 

func (ac *ApiClient) FeedSubNews(source int64) (res map[string]interface{}, err error)

func (*ApiClient) FeedUnsub 

func (ac *ApiClient) FeedUnsub(subId string) (res map[string]string, err error)

func (*ApiClient) GetTransport 

func (ac *ApiClient) GetTransport() TransportHandler

func (*ApiClient) Indicators 

func (ac *ApiClient) Indicators(indicators ...string) (res []swagger.Indicator, err error)

func (*ApiClient) InstrumentLeverages 

func (ac *ApiClient) InstrumentLeverages(id int64, instrument_type, instrument_group_type string) (res []swagger.Instrument, err error)

func (*ApiClient) InstrumentLookup 

func (ac *ApiClient) InstrumentLookup(typ, instrument string) (res []swagger.Instrument, err error)
func (ac *ApiClient) InstrumentLeverageFilters(pathMap{id int64})(res swagger.,err error) {
  err = ac.build(InstrumentLeverageFiltersCmd). &)
  return
}

func (ac *ApiClient) InstrumentOptionPairs(pathMap{id int64})(res swagger.,err error) {
  err = ac.build(InstrumentOptionPairsCmd). &)
  return
}

func (ac *ApiClient) InstrumentOptionPairFilters(pathMap{id int64})(res swagger.,err error) {
  err = ac.build(InstrumentOptionPairFiltersCmd). &)
  return
}

The lookup_type is isin_code_currency_market_id or market_id_identifier

func (*ApiClient) InstrumentSearch 

func (ac *ApiClient) InstrumentSearch(query string) (res []swagger.Instrument, err error)

func (*ApiClient) InstrumentSearchStream 

func (ac *ApiClient) InstrumentSearchStream(query, types string, fuzzy bool) (ret chan swagger.Instrument)

The advanced instrument search will page, and return the results in a chan. Ignoring error for now

func (*ApiClient) InstrumentTypes 

func (ac *ApiClient) InstrumentTypes() (res []swagger.InstrumentType, err error)

func (*ApiClient) InstrumentUnderlyings 

func (ac *ApiClient) InstrumentUnderlyings(typ, currency string) (res []swagger.Instrument, err error)
func (ac *ApiClient) InstrumentType(pathMap{pathMap{"Type",fmtInt}})(res swagger.,err error) {
  err = ac.build(InstrumentTypeCmd). &)
  return
}

func (*ApiClient) Instruments 

func (ac *ApiClient) Instruments(ids ...int64) (res []swagger.Instrument, err error)

func (*ApiClient) List 

func (ac *ApiClient) List(id int64) (res []swagger.Instrument, err error)

func (*ApiClient) Lists 

func (ac *ApiClient) Lists() (res []swagger.List, err error)

func (*ApiClient) Market 

func (ac *ApiClient) Market(ids ...int64) (res []swagger.Market, err error)

func (*ApiClient) NewsSources 

func (ac *ApiClient) NewsSources() (res []swagger.NewsSource, err error)
func (ac *ApiClient) SearchNews()(res swagger.,err error) {
  err = ac.build(SearchNewsCmd). &)
  return
}

func (ac *ApiClient) News(pathMap{ids []int64})(res swagger.,err error) {
  err = ac.build(NewsCmd). &)
  return
}

func (*ApiClient) RealtimeAccess 

func (ac *ApiClient) RealtimeAccess() (res []swagger.RealtimeAccess, err error)

func (*ApiClient) Session 

func (ac *ApiClient) Session() (res swagger.Login, err error)

func (*ApiClient) TickSize 

func (ac *ApiClient) TickSize(ids ...int64) (res []swagger.TicksizeTable, err error)

func (*ApiClient) TickSizes 

func (ac *ApiClient) TickSizes() (res []swagger.TicksizeTable, err error)

func (*ApiClient) TradableDay 

func (ac *ApiClient) TradableDay(ids ...string) (res []swagger.IntradayGraph, err error)

func (*ApiClient) TradableInfo 

func (ac *ApiClient) TradableInfo(ids ...string) (res []swagger.TradableInfo, err error)

func (*ApiClient) TradableTrades 

func (ac *ApiClient) TradableTrades(ids ...string) (res []swagger.PublicTrades, err error)

func (*ApiClient) UpdateOrder 

func (ac *ApiClient) UpdateOrder(accno, id int64) (res swagger.OrderReply, err error)

type ErrorHolder 

type ErrorHolder struct {
	Status  ErrorStatus `json:"status,omitempty"`
	Message string      `json:"message,omitempty"`
}

func (*ErrorHolder) Error 

func (eh *ErrorHolder) Error() string

type ErrorStatus 

type ErrorStatus int64

type OrderCondition 

type OrderCondition string

type OrderSide 

type OrderSide string

func (OrderSide) Buy 

func (os OrderSide) Buy() OrderSide

func (OrderSide) Sell 

func (os OrderSide) Sell() OrderSide

type OrderTriggerDir 

type OrderTriggerDir string

type OrderType 

type OrderType string

type Params 

type Params map[string]string

func (Params) Pluck 

func (p Params) Pluck(keys ...string) (res []string)

func (Params) Sprintf 

func (p Params) Sprintf(format string, keys ...string) string

func (Params) SubParams 

func (p Params) SubParams(keys ...string) (res Params)

type Request 

type Request struct {
	Command RequestCommand `json:"cmd"`
	Args    Params         `json:"args,omitempty"`
}

func NewRequest 

func NewRequest(command RequestCommand, params map[string]string) (req *Request, err error)

func (*Request) Encode 

func (req *Request) Encode() ([]byte, error)

type RequestArgumentInfo 

type RequestArgumentInfo struct {
	Name        string   `json:"name"`
	Description string   `json:"desc,omitempty"`
	Options     []string `json:"opts,omitempty"`
	Optional    bool     `json:"optional,omitempty"`

	Address string `json:"address,omitempty"` // Optional.  Use when the command is located on none standard topic
}

type RequestBuilder 

type RequestBuilder struct {
	// contains filtered or unexported fields
}

func (*RequestBuilder) Exec 

func (rb *RequestBuilder) Exec(res interface{}) error

func (*RequestBuilder) F 

func (rb *RequestBuilder) F(key string, val float64) *RequestBuilder

func (*RequestBuilder) FA 

func (rb *RequestBuilder) FA(key string, val []float64) *RequestBuilder

func (*RequestBuilder) I 

func (rb *RequestBuilder) I(key string, val int64) *RequestBuilder

func (*RequestBuilder) IA 

func (rb *RequestBuilder) IA(key string, val []int64) *RequestBuilder

func (*RequestBuilder) Price 

func (rb *RequestBuilder) Price(key string, val float64) *RequestBuilder

func (*RequestBuilder) S 

func (rb *RequestBuilder) S(key, val string) *RequestBuilder

func (*RequestBuilder) V 

func (rb *RequestBuilder) V(key string, val interface{}) *RequestBuilder

type RequestCommand 

type RequestCommand string
const (
	// Internally used.  A well behaving transport should return the commands it can handle
	TransportRespondsToCmd RequestCommand = "TransportRespondsTo"

	SessionCmd                     RequestCommand = "Session"
	AccountsCmd                    RequestCommand = "Accounts"
	AccountCmd                     RequestCommand = "Account"
	AccountLedgersCmd              RequestCommand = "AccountLedgers"
	AccountOrdersCmd               RequestCommand = "AccountOrders"
	CreateOrderCmd                 RequestCommand = "CreateOrder"
	ActivateOrderCmd               RequestCommand = "ActivateOrder"
	UpdateOrderCmd                 RequestCommand = "UpdateOrder"
	DeleteOrderCmd                 RequestCommand = "DeleteOrder"
	AccountPositionsCmd            RequestCommand = "AccountPositions"
	AccountTradesCmd               RequestCommand = "AccountTrades"
	CountriesCmd                   RequestCommand = "Countries"
	IndicatorsCmd                  RequestCommand = "Indicators"
	InstrumentsCmd                 RequestCommand = "Instruments"
	InstrumentSearchCmd            RequestCommand = "InstrumentSearch"
	InstrumentLookupCmd            RequestCommand = "InstrumentLookup"
	InstrumentLeveragesCmd         RequestCommand = "InstrumentLeverages"
	InstrumentLeverageFiltersCmd   RequestCommand = "InstrumentLeverageFilters"
	InstrumentOptionPairsCmd       RequestCommand = "InstrumentOptionPairs"
	InstrumentOptionPairFiltersCmd RequestCommand = "InstrumentOptionPairFilters"
	InstrumentSectorsCmd           RequestCommand = "InstrumentSectors"
	InstrumentSectorCmd            RequestCommand = "InstrumentSector"
	InstrumentTypesCmd             RequestCommand = "InstrumentTypes"
	InstrumentUnderlyingsCmd       RequestCommand = "InstrumentUnderlyings"
	ListsCmd                       RequestCommand = "Lists"
	ListCmd                        RequestCommand = "List"
	MarketCmd                      RequestCommand = "Market"
	SearchNewsCmd                  RequestCommand = "SearchNews"
	NewsCmd                        RequestCommand = "News"
	NewsSourcesCmd                 RequestCommand = "NewsSources"
	RealtimeAccessCmd              RequestCommand = "RealtimeAccess"
	TickSizesCmd                   RequestCommand = "TickSizes"
	TickSizeCmd                    RequestCommand = "TickSize"
	TradableInfoCmd                RequestCommand = "TradableInfo"
	TradableIntradayCmd            RequestCommand = "TradableIntraday"
	TradableTradesCmd              RequestCommand = "TradableTrades"

	FeedSubCmd    RequestCommand = "FeedSubscribe"
	FeedUnsubCmd  RequestCommand = "FeedUnsubscribe"
	FeedStatusCmd RequestCommand = "FeedStatus"

	FeedLastCmd RequestCommand = "FeedLast"
)

The commands that we support. Will be mapped in the low level TransportHandler

type RequestCommandInfo 

type RequestCommandInfo struct {
	Command    RequestCommand                        `json:"cmd"`
	Desc       string                                `json:"desc,omitempty"`
	Arguments  []RequestArgumentInfo                 `json:"args,omitempty"`
	TimeToLive int64                                 `json:"ttl,omitempty"`
	HandlerFn  func(Params) (json.RawMessage, error) `json:"-"` // If implemented, we can
}

Is used as return struct for TransportRespondsToCmd

func (*RequestCommandInfo) AddArgument 

func (rci *RequestCommandInfo) AddArgument(name string) *RequestCommandInfo

For builder pattern

func (*RequestCommandInfo) AddFullArgument 

func (rci *RequestCommandInfo) AddFullArgument(name, desc string, opts []string, optional bool) *RequestCommandInfo

For builder pattern

func (*RequestCommandInfo) AddOptArgument 

func (rci *RequestCommandInfo) AddOptArgument(name string) *RequestCommandInfo

For builder pattern

func (*RequestCommandInfo) Description 

func (rci *RequestCommandInfo) Description(desc string) *RequestCommandInfo

For builder pattern

func (*RequestCommandInfo) GetArgumentNames 

func (rci *RequestCommandInfo) GetArgumentNames() (res []string)

func (*RequestCommandInfo) Handler 

func (rci *RequestCommandInfo) Handler(fun func(Params) (json.RawMessage, error)) *RequestCommandInfo

For builder pattern

func (*RequestCommandInfo) TTL 

func (rci *RequestCommandInfo) TTL(ttl int64) *RequestCommandInfo

For builder pattern

func (*RequestCommandInfo) TTLHours 

func (rci *RequestCommandInfo) TTLHours(hours int64) *RequestCommandInfo

For builder pattern

type RequestCommandTransport 

type RequestCommandTransport map[RequestCommand]*RequestCommandInfo

func (RequestCommandTransport) AddCommand 

func (rct RequestCommandTransport) AddCommand(name string) *RequestCommandInfo

func (RequestCommandTransport) Preform 

func (rct RequestCommandTransport) Preform(req *Request) (res Response)

type Response 

type Response struct {
	Error   *ErrorHolder    `json:"error,omitempty"`   // Error, if any. nil if not
	Payload json.RawMessage `json:"payload,omitempty"` // Response payload as JSON
}

func (*Response) Fail 

func (ar *Response) Fail(status ErrorStatus, msg string)

func (*Response) IsError 

func (ar *Response) IsError() bool

func (*Response) Marshal 

func (ar *Response) Marshal(ob interface{}) (err error)

func (*Response) String 

func (ar *Response) String() string

func (*Response) Success 

func (ar *Response) Success(res interface{})

func (*Response) Unmarshal 

func (ar *Response) Unmarshal(ob interface{}) error

type Transport 

type Transport func(*Request) Response

Invoke the request. If there is an error, it should be set in the response struct

func (Transport) Preform 

func (p Transport) Preform(req *Request) Response

Let the func implement the handler

type TransportCacheHandler 

type TransportCacheHandler interface {
	Handle(RequestCommandInfo, TransportHandler, *Request) Response
}

type TransportCacheHandlerFn 

type TransportCacheHandlerFn func(RequestCommandInfo, TransportHandler, *Request) Response

func (TransportCacheHandlerFn) Handle 

func (tchf TransportCacheHandlerFn) Handle(rci RequestCommandInfo, th TransportHandler, r *Request) Response

type TransportHandler 

type TransportHandler interface {
	Preform(*Request) Response
}

type TransportRouter 

type TransportRouter struct {
	// contains filtered or unexported fields
}

func NewCachedTransportRouter 

func NewCachedTransportRouter(ch TransportCacheHandler, transports ...TransportHandler) (tr *TransportRouter, err error)

func NewTransportRouter 

func NewTransportRouter(transports ...TransportHandler) (tr *TransportRouter, err error)

func (*TransportRouter) AddTransportHandler 

func (tr *TransportRouter) AddTransportHandler(th TransportHandler) (err error)

func (TransportRouter) Preform 

func (tr TransportRouter) Preform(req *Request) (res Response)

Source Files

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