virtual_security

README

kabus-virtual-security

kabuステーションで使うことを想定した仮想証券会社

Documentation

Index

• Variables
• type CancelOrderRequest
• type ComparisonOperator
  • func (e ComparisonOperator) CompareFloat64(a, b float64) bool
• type Contract
• type ExchangeType
• type OrderResult
• type OrderStatus
  • func (e OrderStatus) IsCancelable() bool
  • func (e OrderStatus) IsContractable() bool
  • func (e OrderStatus) IsFixed() bool
• type OrderSummary
• type PriceKind
• type RegisterPriceRequest
• type Session
• type Side
• type StockExecutionCondition
  • func (e StockExecutionCondition) IsContractableAfternoonSession() bool
  • func (e StockExecutionCondition) IsContractableAfternoonSessionClosing() bool
  • func (e StockExecutionCondition) IsContractableMorningSession() bool
  • func (e StockExecutionCondition) IsContractableMorningSessionClosing() bool
  • func (e StockExecutionCondition) IsFunari() bool
  • func (e StockExecutionCondition) IsLimitOrder() bool
  • func (e StockExecutionCondition) IsMarketOrder() bool
  • func (e StockExecutionCondition) IsStop() bool
• type StockOrder
• type StockOrderRequest
• type StockPosition
• type StockStopCondition
• type UpdatedOrders
• type VirtualSecurity
  • func NewVirtualSecurity() VirtualSecurity

Variables

var (
	NilArgumentError               = errors.New("nil argument error")
	NoDataError                    = errors.New("no data error")
	ExpiredDataError               = errors.New("expired data error")
	NotEnoughOwnedQuantityError    = errors.New("not enough owned quantity error")
	NotEnoughHoldQuantityError     = errors.New("not enough hold quantity error")
	UncancellableOrderError        = errors.New("uncancellable order error")
	InvalidSideError               = errors.New("invalid side error")
	InvalidExecutionConditionError = errors.New("invalid execution condition error")
	InvalidSymbolCodeError         = errors.New("invalid symbol code error")
	InvalidQuantityError           = errors.New("invalid quantity error")
	InvalidLimitPriceError         = errors.New("invalid limit price error")
	InvalidExpiredError            = errors.New("invalid expired error")
	InvalidStopConditionError      = errors.New("invalid stop condition error")
	InvalidTimeError               = errors.New("invalid time error")
	InvalidExchangeTypeError       = errors.New("invalid exchange type error")
)

Types

type CancelOrderRequest

type CancelOrderRequest struct {
	OrderCode string // 取消対象の注文コード
}

CancelOrderRequest - 注文の取り消しリクエスト

type ComparisonOperator

type ComparisonOperator string

ComparisonOperator - 比較演算子

const (
	ComparisonOperatorUnspecified                    = ""   // 未指定
	ComparisonOperatorGT          ComparisonOperator = "gt" // より大きい
	ComparisonOperatorGE          ComparisonOperator = "ge" // 以上
	ComparisonOperatorEQ          ComparisonOperator = "eq" // 等しい
	ComparisonOperatorLE          ComparisonOperator = "le" // 以下
	ComparisonOperatorLT          ComparisonOperator = "lt" // 未満
	ComparisonOperatorNE          ComparisonOperator = "ne" // 等しくない
)

func (ComparisonOperator) CompareFloat64

func (e ComparisonOperator) CompareFloat64(a, b float64) bool

type Contract

type Contract struct {
	ContractCode string
	OrderCode    string
	PositionCode string
	Price        float64
	Quantity     float64
	ContractedAt time.Time
}

Contract - 約定

type ExchangeType

type ExchangeType string

ExchangeType - 市場種別

const (
	ExchangeTypeUnspecified ExchangeType = ""       // 未指定
	ExchangeTypeStock       ExchangeType = "stock"  // 株式現物
	ExchangeTypeMargin      ExchangeType = "margin" // 株式信用
	ExchangeTypeFuture      ExchangeType = "future" // 先物
)

type OrderResult

type OrderResult struct {
	OrderCode string // 注文コード
}

OrderResult - 注文結果

type OrderStatus

type OrderStatus string

OrderStatus - 注文状態

const (
	OrderStatusUnspecified OrderStatus = ""          // 未指定
	OrderStatusNew         OrderStatus = "new"       // 新規
	OrderStatusWait        OrderStatus = "wait"      // 待機
	OrderStatusInOrder     OrderStatus = "in_order"  // 注文中
	OrderStatusPart        OrderStatus = "part"      // 部分約定
	OrderStatusDone        OrderStatus = "done"      // 全約定
	OrderStatusInCancel    OrderStatus = "in_cancel" // 取消中
	OrderStatusCanceled    OrderStatus = "canceled"  // 取消済み
)

func (OrderStatus) IsCancelable

func (e OrderStatus) IsCancelable() bool

func (OrderStatus) IsContractable

func (e OrderStatus) IsContractable() bool

func (OrderStatus) IsFixed

func (e OrderStatus) IsFixed() bool

type OrderSummary

type OrderSummary struct {
	OrderCode    string
	SymbolCode   string       // 銘柄コード
	ExchangeType ExchangeType // 市場種別
	Status       OrderStatus
}

OrderSummary - 注文概要

type PriceKind

type PriceKind string

PriceKind - 価格種別

const (
	PriceKindUnspecified       PriceKind = ""                    // 未指定
	PriceKindOpening           PriceKind = "opening"             // 寄り
	PriceKindRegular           PriceKind = "regular"             // ザラバ
	PriceKindClosing           PriceKind = "closing"             // 引け
	PriceKindOpeningAndClosing PriceKind = "opening_and_closing" // 寄りでかつ引け
)

type RegisterPriceRequest

type RegisterPriceRequest struct {
	ExchangeType ExchangeType // 市場種別
	SymbolCode   string       // 銘柄コード
	Price        float64      // 価格
	PriceTime    time.Time    // 価格日時
	Ask          float64      // 買気配値
	AskTime      time.Time    // 買気配日時
	Bid          float64      // 売気配値
	BidTime      time.Time    // 売気配日時
}

RegisterPriceRequest - 銘柄価格のリクエスト

type Session

type Session string

Session - セッション

const (
	SessionUnspecified Session = ""          // 未指定
	SessionMorning     Session = "morning"   // 前場
	SessionAfternoon   Session = "afternoon" // 後場
)

type Side

type Side string

Side - 売買方向

const (
	SideUnspecified Side = ""     // 未指定
	SideBuy         Side = "buy"  // 買い
	SideSell        Side = "sell" // 売り
)

type StockExecutionCondition

type StockExecutionCondition string

StockExecutionCondition - 執行条件

const (
	StockExecutionConditionUnspecified StockExecutionCondition = ""                                  // 未指定
	StockExecutionConditionMO          StockExecutionCondition = "market_order"                      // 成行
	StockExecutionConditionMOMO        StockExecutionCondition = "market_order_on_morning_opening"   // 寄成(前場)
	StockExecutionConditionMOAO        StockExecutionCondition = "market_order_on_afternoon_opening" // 寄成(後場)
	StockExecutionConditionMOMC        StockExecutionCondition = "market_order_on_morning_closing"   // 引成(前場)
	StockExecutionConditionMOAC        StockExecutionCondition = "market_order_on_afternoon_closing" // 引成(後場)
	StockExecutionConditionIOCMO       StockExecutionCondition = "ioc_market_order"                  // IOC成行
	StockExecutionConditionLO          StockExecutionCondition = "limit_order"                       // 指値
	StockExecutionConditionLOMO        StockExecutionCondition = "limit_order_on_morning_opening"    // 寄指(前場)
	StockExecutionConditionLOAO        StockExecutionCondition = "limit_order_on_afternoon_opening"  // 寄指(後場)
	StockExecutionConditionLOMC        StockExecutionCondition = "limit_order_on_morning_closing"    // 引指(前場)
	StockExecutionConditionLOAC        StockExecutionCondition = "limit_order_on_afternoon_closing"  // 引指(後場)
	StockExecutionConditionIOCLO       StockExecutionCondition = "ioc_limit_order"                   // IOC指値
	StockExecutionConditionFunariM     StockExecutionCondition = "funari_on_morning"                 // 不成(前場)
	StockExecutionConditionFunariA     StockExecutionCondition = "funari_on_afternoon"               // 不成(後場)
	StockExecutionConditionStop        StockExecutionCondition = "stop"                              // 逆指値
)

func (StockExecutionCondition) IsContractableAfternoonSession

func (e StockExecutionCondition) IsContractableAfternoonSession() bool

func (StockExecutionCondition) IsContractableAfternoonSessionClosing

func (e StockExecutionCondition) IsContractableAfternoonSessionClosing() bool

func (StockExecutionCondition) IsContractableMorningSession

func (e StockExecutionCondition) IsContractableMorningSession() bool

func (StockExecutionCondition) IsContractableMorningSessionClosing

func (e StockExecutionCondition) IsContractableMorningSessionClosing() bool

func (StockExecutionCondition) IsFunari

func (e StockExecutionCondition) IsFunari() bool

func (StockExecutionCondition) IsLimitOrder

func (e StockExecutionCondition) IsLimitOrder() bool

func (StockExecutionCondition) IsMarketOrder

func (e StockExecutionCondition) IsMarketOrder() bool

func (StockExecutionCondition) IsStop

func (e StockExecutionCondition) IsStop() bool

type StockOrder

type StockOrder struct {
	Code               string                  // 注文コード
	OrderStatus        OrderStatus             // 状態
	Side               Side                    // 売買方向
	ExecutionCondition StockExecutionCondition // 株式執行条件
	SymbolCode         string                  // 銘柄コード
	OrderQuantity      float64                 // 注文数量
	ContractedQuantity float64                 // 約定数量
	CanceledQuantity   float64                 // 取消数量
	LimitPrice         float64                 // 指値価格
	ExpiredAt          time.Time               // 有効期限
	StopCondition      *StockStopCondition     // 現物逆指値条件
	OrderedAt          time.Time               // 注文日時
	CanceledAt         time.Time               // 取消日時
	Contracts          []*Contract             // 約定一覧
	Message            string                  // メッセージ
	ClosePositionCode  string                  // 返済するポジションのコード
}

StockOrder - 現物注文

type StockOrderRequest

type StockOrderRequest struct {
	Side               Side                    // 売買方向
	ExecutionCondition StockExecutionCondition // 株式執行条件
	SymbolCode         string                  // 銘柄コード
	Quantity           float64                 // 注文数量
	LimitPrice         float64                 // 指値価格
	ExpiredAt          time.Time               // 有効期限
	StopCondition      *StockStopCondition     // 現物逆指値条件
	ClosePositionCode  string                  // 返済するポジションのコード
}

StockOrderRequest - 現物注文リクエスト

type StockPosition

type StockPosition struct {
	Code               string    // ポジションコード
	OrderCode          string    // 注文コード
	SymbolCode         string    // 銘柄コード
	Side               Side      // 売買方向
	ContractedQuantity float64   // 約定数量
	OwnedQuantity      float64   // 保有数量
	HoldQuantity       float64   // 拘束数量
	ContractedAt       time.Time // 約定日時
}

StockPosition - ポジション

type StockStopCondition

type StockStopCondition struct {
	StopPrice                  float64                 // 逆指値発動価格
	ComparisonOperator         ComparisonOperator      // 比較方法
	ExecutionConditionAfterHit StockExecutionCondition // 逆指値発動後注文条件
	LimitPriceAfterHit         float64                 // 逆指値発動後指値価格
	ActivatedAt                time.Time               // 逆指値条件が満たされた日時
	// contains filtered or unexported fields
}

StockStopCondition - 逆指値条件

type UpdatedOrders

type UpdatedOrders struct {
	Orders []OrderSummary // 更新された注文
}

UpdatedOrders - 更新された注文

type VirtualSecurity

type VirtualSecurity interface {
	RegisterPrice(symbolPrice RegisterPriceRequest) error      // 銘柄価格の登録
	StockOrder(order *StockOrderRequest) (*OrderResult, error) // 現物注文
	CancelStockOrder(cancelOrder *CancelOrderRequest) error    // 注文の取り消し
	StockOrders() ([]*StockOrder, error)                       // 現物注文一覧
	StockPositions() ([]*StockPosition, error)                 // 現物ポジション一覧
}

func NewVirtualSecurity

func NewVirtualSecurity() VirtualSecurity