add path to files

a0s · Aug 24, 2020 · 3583a94 · 3583a94
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diff --git a/README.md b/README.md
@@ -15,15 +15,21 @@ Releases
 
 * docker image with amd64, arm64, armv6 and armv7 manifests: [a00s/tinkoff-invest-dumper](https://hub.docker.com/repository/docker/a00s/tinkoff-invest-dumper)
 
-Run as binary
--------------
+Options
+-------
 
 ```shell script
 tinkoff-invest-dumper --help                                                                                                                                             ruby-2.7.1
-  -depth int
-        depth of orderbook (default 1)
-  -tickers string
-        list of tickers
+  -candle string
+        list of tickers to subscribe for candles
+  -candleInterval string
+        interval of candles: 1min,2min,3min,5min,10min,15min,30min,hour,2hour,4hour,day,week,month (default "1min")
+  -orderbook string
+        list of tickers to subscribe for orderbooks
+  -orderbook-depth int
+        depth of orderbook: from 1 to 20 (default 20)
+  -path string
+        path to storage dir (default ".")
   -token string
         your sandbox's token
   -version
@@ -34,33 +40,42 @@ Run as Docker image
 -------------------
 
 ```shell script
-docker run --rm -it a00s/tinkoff-invest-dumper --help
-Usage of /app/tinkoff-invest-dumper:
-  -depth int
-    	depth of orderbook (default 1)
-  -tickers string
-    	list of tickers
-  -token string
-    	your sandbox's token
-  -version
-      show version info
+docker run \
+  --rm -it \
+  --env TOKEN=$TINKOFF_SANDBOX \
+  --volume `pwd`/data:/data \
+  a00s/tinkoff-invest-dumper \
+    --token "$TOKEN" \
+    --path /data \
+    --candle NVDA,MSFT,TSLA \
+    --orderbook NVDA,MSFT,TSLA
 ```
 
 Example
 -------
 
-`tinkoff-invest-dumper -token "$TINKOFF_SANDBOX" -tickers NVDA,MSFT,TSLA -depth 5`
+`tinkoff-invest-dumper -token "$TINKOFF_SANDBOX" -candle NVDA,MSFT,TSLA -orderbook NVDA,MSFT,TSLA -orderbook-depth 2`
 
 ```
-2020/08/22 00:01:55 Subscribed MSFT BBG000BPH459
-2020/08/22 00:01:55 Subscribed TSLA BBG000N9MNX3
-2020/08/22 00:01:55 Subscribed NVDA BBG000BBJQV0
+2020/08/24 12:49:15 Subscribed to orderbook NVDA BBG000BBJQV0
+2020/08/24 12:49:15 Subscribed to orderbook MSFT BBG000BPH459
+2020/08/24 12:49:15 Subscribed to orderbook TSLA BBG000N9MNX3
+2020/08/24 12:49:15 Subscribed to candles NVDA BBG000BBJQV0
+2020/08/24 12:49:15 Subscribed to candles MSFT BBG000BPH459
+2020/08/24 12:49:15 Subscribed to candles TSLA BBG000N9MNX3
+```
+
+`tail -f NVDA_orderbook`
+
+```json
+{"a":[[514.31,75],[514.71,6]],"b":[[514.3,6],[514.25,10]],"figi":"BBG000BBJQV0","lt":"2020-08-24T12:49:24.866749+03:00","t":"2020-08-24T09:49:24.850272182Z","ticker":"NVDA"}
+{"a":[[514.31,75],[514.71,6]],"b":[[514.3,6],[514.25,10]],"figi":"BBG000BBJQV0","lt":"2020-08-24T12:49:25.225449+03:00","t":"2020-08-24T09:49:25.26326835Z","ticker":"NVDA"}
+{"a":[[514.31,75],[514.71,6]],"b":[[514.3,6],[514.25,10]],"figi":"BBG000BBJQV0","lt":"2020-08-24T12:49:25.480208+03:00","t":"2020-08-24T09:49:25.50689026Z","ticker":"NVDA"}
 ```
 
-`tail -f NVDA`
+`tail -f NVDA_candles`
 
 ```json
-{"event":{"event":"orderbook","time":"2020-08-21T21:00:53.397580821Z","payload":{"figi":"BBG000BBJQV0","depth":5,"bids":[[507,6],[506.84,53],[506.8,100],[506.75,75],[506.74,10]],"asks":[[507.19,196],[507.2,52],[507.28,75],[507.29,301],[507.35,10]]}},"ticker":"NVDA","time":"2020-08-22T00:00:53.384211+03:00"}
-{"event":{"event":"orderbook","time":"2020-08-21T21:01:55.105348328Z","payload":{"figi":"BBG000BBJQV0","depth":5,"bids":[[507,6],[506.84,53],[506.8,100],[506.75,75],[506.74,10]],"asks":[[507.19,196],[507.2,15],[507.28,75],[507.29,301],[507.35,10]]}},"ticker":"NVDA","time":"2020-08-22T00:01:55.089803+03:00"}
-{"event":{"event":"orderbook","time":"2020-08-21T21:02:50.885678541Z","payload":{"figi":"BBG000BBJQV0","depth":5,"bids":[[507,6],[506.84,53],[506.8,100],[506.75,75],[506.74,10]],"asks":[[507.19,196],[507.2,15],[507.28,75],[507.29,301],[507.35,10]]}},"ticker":"NVDA","time":"2020-08-22T00:02:50.869458+03:00"}
+{"c":514.48,"figi":"BBG000BBJQV0","h":514.71,"i":"1min","l":514.48,"lt":"2020-08-24T12:49:15.203217+03:00","o":514.5,"t":"2020-08-24T09:49:15.241791397Z","ticker":"NVDA","ts":"2020-08-24T09:49:00Z","v":11}
+{"c":514.48,"figi":"BBG000BBJQV0","h":514.71,"i":"1min","l":514.48,"lt":"2020-08-24T12:49:19.747036+03:00","o":514.5,"t":"2020-08-24T09:49:19.786563182Z","ticker":"NVDA","ts":"2020-08-24T09:49:00Z","v":13}
 ```
diff --git a/main.go b/main.go
@@ -15,7 +15,7 @@ var (
 	path  = flag.String("path", ".", "path to storage dir")
 
 	orderbook      = flag.String("orderbook", "", "list of tickers to subscribe for orderbooks")
-	orderbookDepth = flag.Int("orderbook-depth", 1, "depth of orderbook")
+	orderbookDepth = flag.Int("orderbook-depth", 20, "depth of orderbook: from 1 to 20")
 
 	candle         = flag.String("candle", "", "list of tickers to subscribe for candles")
 	candleInterval = flag.String("candleInterval", "1min", "interval of candles: 1min,2min,3min,5min,10min,15min,30min,hour,2hour,4hour,day,week,month")

diff --git a/main_scope.go b/main_scope.go
@@ -181,12 +181,13 @@ func (s *mainScope) orderbookWriter(ch eventChannel, filePath string) {
 	for wrappedEvent := range ch {
 		event := wrappedEvent.event.(sdk.OrderBookEvent)
 		row := map[string]interface{}{
-			"ticker":     wrappedEvent.ticker,
-			"figi":       figi(event.OrderBook.FIGI),
-			"time":       event.Time,
-			"local_time": wrappedEvent.time.Format(time.RFC3339Nano),
-			"bids":       event.OrderBook.Bids,
-			"asks":       event.OrderBook.Asks,
+			"ticker": wrappedEvent.ticker,
+			"figi":   figi(event.OrderBook.FIGI),
+
+			"t":  event.Time,
+			"lt": wrappedEvent.time.Format(time.RFC3339Nano),
+			"b":  event.OrderBook.Bids,
+			"a":  event.OrderBook.Asks,
 		}
 
 		jsonBytes, err := json.Marshal(row)
@@ -216,18 +217,18 @@ func (s *mainScope) candleWriter(ch eventChannel, filePath string) {
 	for wrappedEvent := range ch {
 		event := wrappedEvent.event.(sdk.CandleEvent)
 		row := map[string]interface{}{
-			"ticker":     wrappedEvent.ticker,
-			"figi":       figi(event.Candle.FIGI),
-			"time":       event.Time,
-			"local_time": wrappedEvent.time.Format(time.RFC3339Nano),
-
-			"o":     event.Candle.OpenPrice,
-			"c":     event.Candle.ClosePrice,
-			"h":     event.Candle.HighPrice,
-			"l":     event.Candle.LowPrice,
-			"v":     event.Candle.Volume,
-			"time2": event.Candle.TS,
-			"i":     event.Candle.Interval,
+			"ticker": wrappedEvent.ticker,
+			"figi":   figi(event.Candle.FIGI),
+
+			"t":  event.Time,
+			"lt": wrappedEvent.time.Format(time.RFC3339Nano),
+			"o":  event.Candle.OpenPrice,
+			"c":  event.Candle.ClosePrice,
+			"h":  event.Candle.HighPrice,
+			"l":  event.Candle.LowPrice,
+			"v":  event.Candle.Volume,
+			"ts": event.Candle.TS,
+			"i":  event.Candle.Interval,
 		}
 
 		jsonBytes, err := json.Marshal(row)
@@ -249,7 +250,7 @@ func (s *mainScope) initDiskWriters() {
 		figi := figi(instrument.FIGI)
 
 		if _, ok := findTicker(s.orderbookTickers, ticker); ok {
-			filePath, err := filepath.Abs(filepath.Join(*path, string(ticker), "_orderbook"))
+			filePath, err := filepath.Abs(filepath.Join(*path, fmt.Sprintf("%s%s", string(ticker), "_orderbook")))
 			if err != nil {
 				s.logger.Fatalln(err)
 			}
@@ -258,7 +259,7 @@ func (s *mainScope) initDiskWriters() {
 		}
 
 		if _, ok := findTicker(s.candleTickers, ticker); ok {
-			filePath, err := filepath.Abs(filepath.Join(*path, string(ticker), "_candles"))
+			filePath, err := filepath.Abs(filepath.Join(*path, fmt.Sprintf("%s%s", string(ticker), "_candles")))
 			if err != nil {
 				s.logger.Fatalln(err)
 			}
@@ -286,10 +287,13 @@ func (s *mainScope) allTickers() []ticker {
 	return keys
 }
 
-func listToTickers(flag string) (tickers []ticker) {
-	flagArr := strings.Split(flag, ",")
-	for _, str := range flagArr {
-		tickers = append(tickers, ticker(str))
+func listToTickers(flag string) []ticker {
+	var tickers []ticker
+	flags := strings.Split(flag, ",")
+	for _, f := range flags {
+		if f != "" {
+			tickers = append(tickers, ticker(f))
+		}
 	}
 	return tickers
 }