tnkbroker

README

tinkoff-broker

An implementation of trengin.Broker using Tinkoff Invest API for creating automated trading robots.

Features

• Opens position, changes stop loss and take profit, closes position.
• Tracks open position.
• Supports multiple open positions at the same time.
• Commission in position is approximate.

How to use

Create a new Tinkoff object using constructor New. Pass full-access token, user account identifier, FIGI of a trading instrument.

package main

import (
	"context"
	"log"

	tnkbroker "github.com/evsamsonov/tinkoff-broker"
	"github.com/evsamsonov/trengin/v2"
)

func main() {
	tinkoffBroker, err := tnkbroker.New(
		"tinkoff-token",
		"123",
		"BBG004730N88",
		// options...
	)
	if err != nil {
		log.Fatal("Failed to create tinkoff broker")
	}
	
	tradingEngine := trengin.New(&Strategy{}, tinkoffBroker)
	if err = tradingEngine.Run(context.Background()); err != nil {
		log.Fatal("Trading engine crashed")
	}
}

type Strategy struct{}
func (s *Strategy) Run(ctx context.Context, actions Actions) error { panic("implement me") }

See more details in trengin documentation.

Option

You can configure Tinkoff to use Option

Methods	Returns Option which
WithLogger	Sets logger. The default logger is no-op Logger.
WithAppName	Sets x-app-name.
WithProtectiveSpread	Sets protective spread in percent for executing orders. The default value is 1%.
WithTradeStreamRetryTimeout	Defines retry timeout on trade stream error.
WithTradeStreamPingWaitDuration	Defines duration how long we wait for ping before reconnection.

Checkup

Use tinkoff-checkup for checking the ability to trade with a specific token, instrument and account.

How to install

go install github.com/evsamsonov/tinkoff-broker/cmd/tinkoff-checkup@latest

How to use

tinkoff-checkup [ACCOUNT_ID] [INSTRUMENT_FIGI] [-v]

Flag	Description
-v	Print logger output

Development

Makefile

Makefile tasks are required docker and golang.

$ make help    
doc                            Run doc server using docker
lint                           Run golang lint using docker
pre-push                       Run golang lint and test
test                           Run tests

Documentation

Overview

Package tnkbroker implements trengin.Broker using Tinkoff Invest API. Supports multiple open positions at the same time. Commission in position is approximate.

Index

• type Money
• type MoneyValue
  • func NewMoneyValue(v Money) *MoneyValue
  • func NewZeroMoneyValue() *MoneyValue
  • func (v *MoneyValue) ToFloat() float64
• type Option
  • func WithAppName(appName string) Option
  • func WithLogger(logger *zap.Logger) Option
  • func WithProtectiveSpread(protectiveSpread float64) Option
  • func WithTradeStreamPingWaitDuration(duration time.Duration) Option
  • func WithTradeStreamRetryTimeout(timeout time.Duration) Option
• type Tinkoff
  • func New(token, accountID string, opts ...Option) (*Tinkoff, error)
  • func (t *Tinkoff) ChangeConditionalOrder(ctx context.Context, action trengin.ChangeConditionalOrderAction) (trengin.Position, error)
  • func (t *Tinkoff) ClosePosition(ctx context.Context, action trengin.ClosePositionAction) (trengin.Position, error)
  • func (t *Tinkoff) OpenPosition(ctx context.Context, action trengin.OpenPositionAction) (trengin.Position, trengin.PositionClosed, error)
  • func (t *Tinkoff) Run(ctx context.Context) error
• type ZeroMoney
  • func (*ZeroMoney) GetNano() int32
  • func (*ZeroMoney) GetUnits() int64

Types

type Money

type Money interface {
	GetUnits() int64
	GetNano() int32
}

type MoneyValue

type MoneyValue struct {
	Money
}

func NewMoneyValue

func NewMoneyValue(v Money) *MoneyValue

func NewZeroMoneyValue

func NewZeroMoneyValue() *MoneyValue

func (*MoneyValue) ToFloat

func (v *MoneyValue) ToFloat() float64

type Option

type Option func(*Tinkoff)

func WithAppName

func WithAppName(appName string) Option

WithAppName returns Option which sets x-app-name

func WithLogger

func WithLogger(logger *zap.Logger) Option

WithLogger returns Option which sets logger. The default logger is no-op Logger

func WithProtectiveSpread

func WithProtectiveSpread(protectiveSpread float64) Option

WithProtectiveSpread returns Option which sets protective spread in percent for executing orders. The default value is 1%

func WithTradeStreamPingWaitDuration

func WithTradeStreamPingWaitDuration(duration time.Duration) Option

WithTradeStreamPingWaitDuration returns Option which defines duration how long we wait for ping before reconnection

func WithTradeStreamRetryTimeout

func WithTradeStreamRetryTimeout(timeout time.Duration) Option

WithTradeStreamRetryTimeout returns Option which defines retry timeout on trade stream error

type Tinkoff

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

func New

func New(token, accountID string, opts ...Option) (*Tinkoff, error)

New creates a new Tinkoff object. It takes full-access token, user account identifier.

func (*Tinkoff) ChangeConditionalOrder

func (t *Tinkoff) ChangeConditionalOrder(
	ctx context.Context,
	action trengin.ChangeConditionalOrderAction,
) (trengin.Position, error)

ChangeConditionalOrder changes stop loss and take profit of current position. It returns updated position.

func (*Tinkoff) ClosePosition

func (t *Tinkoff) ClosePosition(ctx context.Context, action trengin.ClosePositionAction) (trengin.Position, error)

ClosePosition closes current position and returns closed position.

func (*Tinkoff) OpenPosition

func (t *Tinkoff) OpenPosition(
	ctx context.Context,
	action trengin.OpenPositionAction,
) (trengin.Position, trengin.PositionClosed, error)

OpenPosition opens position, returns new position and channel for tracking position closing.

func (*Tinkoff) Run

func (t *Tinkoff) Run(ctx context.Context) error

Run starts to track an open positions

type ZeroMoney

type ZeroMoney struct{}

func (*ZeroMoney) GetNano

func (*ZeroMoney) GetNano() int32

func (*ZeroMoney) GetUnits

func (*ZeroMoney) GetUnits() int64