acidbath

README

AcidBath

Name

This project is titled after Twisted Individual's "Acid Bath" Check out his other drum and bass tracks here:

[Spotify] (https://play.spotify.com/artist/1yJkKFH5pD56kG4ryEWk2H)

[SoundCloud] (https://soundcloud.com/twisted-individual)

Description

In short, this project is infrastructure code to connect with brokerages (currently only TD Ameritrade) to stream quotes and act on those streaming quotes. There's a whole lot of real time event processing between go routines. This code base is very much in an alpha phase. It has tons of places where it needs to improve, but it is in a functional state, since my main objective has been to get something working and crank out features. Currently the only brokerage firm supported is TD Ameritrade; however, the code does try to abstract brokers. The API isn't solid yet and is very subject to change, as I only created it suit my immediate needs.

Application is basically architected in these packages

               Web Layer                   Interface
  +---------------+------------+       +-----------------------+---------------------------------------+
  |               |            | +---> |    /broker/generic    |   /broker/tdapi                       |
  |  /web         |            |       |                       |   /broker/<implementation>            |
  |               | /handlers  |       +---------------------------------------------------------------+
  |               |            |       |   /eventproc/generic  |   /eventproc/reference                |
  |               |            | +---> |                       |   /eventproc/<your implementation>    |
  +---------------+------------+       +-----------------------+---------------------------------------+

                         +                                +                        +
                         |                                |                        |
                         |                                |                        |
                         v                                v                        v
                                          Common Stuff
                  +----------------------------+----------------------------------------------------------+
                  |                       /lib + misc reusable stuff                                      |
                  |                       /dm - data model components                                     |
                  +---------------------------+-----------------------------------------------------------+

At a very high level, the application works like the following diagram.

                                                   Acid Bath
+---------------------------------------------------------------------------------------------------------------------------------+   +----------+
| All the HTTP Handlers execute                                                                                                   |   |          |
| in their own go routine                                               +------------------------------------------------------------>+TD        |
|                                                                       |                                                         |   |          |
|                  +----------+ +-----------> +-----------------------+ |                               This code runs in own     |   |          |
|                  | /login   |               | tdapi.Login()         | +                               go routine until          |   |          |
|                  +----------+ <-----------+ +-----------------------+                                 end signal arrives        |   |          |
|                                                                                                      +---------------------+    |   |          |
|                  +----------+ +-----------> +-----------------------+                                |                     |    |   |          |
|                  | /reqData |               | tdapi.Stream()        | +---->  go streamData() +----> |  parseData(stream)  | <------+TD Stream |
|                  +----------+ <-----------+ +-----------------------+ <----+                         |                     |    |   |          |
|                                                                                                +---> +---------+-----------+    |   |          |
|                  +----------+ +-----------> +-----------------------+   1                      |               |                |   |          |
|                  | /logout  |               | tdapi.Logout()        | +---->  endChan <+ true  +               | execute for    |   |          |
|                  +----------+ <-----------+ +-----------------------+ |                                        v each "packet"  |   |          |
|                                                                       |                                +-------+---------+      |   |          |
|                                                                       |                                | event processor |      |   |          |
|                                                                       | 2                              +-----------------+      |   |          |
|                                                                       |                                                         |   |          |
|                                                                       +------------------------------------------------------------>+TD        |
|                                                                                                                                 |   |          |
|                                                                                                                                 |   |          |
+---------------------------------------------------------------------------------------------------------------------------------+   +----------+

The API aims to be safe for concurrent access. So you can call it from HTTP handlers (or anywhere you like). After you request to stream quotes, there will be a brand new go routine created for the sole purpose of parsing the binary data stream coming from TD. As each "packet" of data is parsed, the parsing function executes a callback function to notify all the interested parties that some data has arrived. This is where people can stick their own functionality in, and do something interesting like display the new quote, or even do something wild like send an order to the broker

Install/Running

• You need a TDA account and access to their API.
• Get the code

go get github.com/marklaczynski/acidbath

• Generate some certificates for https access

go run /usr/local/go/src/crypto/tls/generate_cert.go --host localhost
cp *.pem github.com/marklaczynski/acidbath/web/certificates

• Populate the source id in the td config file, which is provided by TDA

github.com/marklaczynski/acidbath/broker/tdapi/config/tdconfig.json 
{
"sourceid": "<sourceid here>",
"version": "1"
}

• Run the applicaiton

go run acidbath.go 

or

go build acidbath.go
./acidbath

• point browser to

https://localhost:1111

Thanks

This project uses the following external projects

1. [Gorilla MUX] (https://github.com/gorilla/mux)

1. [Go Statistics] (https://github.com/grd/statistics)

1. [AngularJS] (https://angularjs.org/)

1. [Bootstrap] (http://getbootstrap.com/)