-
Notifications
You must be signed in to change notification settings - Fork 3
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
- Loading branch information
Showing
6 changed files
with
428 additions
and
339 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,197 @@ | ||
| package eventer | ||
|
|
||
| import ( | ||
| sdk "github.com/TinkoffCreditSystems/invest-openapi-go-sdk" | ||
| "math/rand" | ||
| "reflect" | ||
| "time" | ||
| dict "tinkoff-invest-dumper/dictionary" | ||
| ) | ||
|
|
||
| type Logger interface { | ||
| Fatalln(v ...interface{}) | ||
| } | ||
|
|
||
| type Dictionary interface { | ||
| GetFIGIByTicker(t dict.Ticker) (dict.Figi, error) | ||
| GetTickerByFIGI(figi dict.Figi) (dict.Ticker, error) | ||
| } | ||
|
|
||
| type OrderbookEvent struct { | ||
| Figi dict.Figi | ||
| Ticker dict.Ticker | ||
| LocalTime time.Time | ||
| Event sdk.OrderBookEvent | ||
| } | ||
|
|
||
| type CandleEvent struct { | ||
| Figi dict.Figi | ||
| Ticker dict.Ticker | ||
| LocalTime time.Time | ||
| Event sdk.CandleEvent | ||
| } | ||
|
|
||
| type EventReceiver struct { | ||
| streamingClient *sdk.StreamingClient | ||
| logger Logger | ||
| dictionary Dictionary | ||
|
|
||
| orderbooks map[dict.Ticker][]chan OrderbookEvent | ||
| candles map[dict.Ticker][]chan CandleEvent | ||
| } | ||
|
|
||
| func NewEventReceiver(lg Logger, sc *sdk.StreamingClient, dc Dictionary, ) *EventReceiver { | ||
| return &EventReceiver{ | ||
| streamingClient: sc, | ||
| logger: lg, | ||
| dictionary: dc, | ||
| orderbooks: make(map[dict.Ticker][]chan OrderbookEvent), | ||
| candles: make(map[dict.Ticker][]chan CandleEvent), | ||
| } | ||
| } | ||
|
|
||
| func (l *EventReceiver) SubscribeToOrderbook(ticker dict.Ticker, depth int) chan OrderbookEvent { | ||
| _, ok := l.orderbooks[ticker] | ||
| if !ok { | ||
| figi, err := l.dictionary.GetFIGIByTicker(ticker) | ||
| if err != nil { | ||
| l.logger.Fatalln("new subscription to orderbook:", err) | ||
| } | ||
|
|
||
| err = l.streamingClient.SubscribeOrderbook(string(figi), depth, requestID()) | ||
| if err != nil { | ||
| l.logger.Fatalln("new subscription to orderbook:", err) | ||
| } | ||
| l.orderbooks[ticker] = []chan OrderbookEvent{} | ||
| } | ||
|
|
||
| ch := make(chan OrderbookEvent) | ||
| l.orderbooks[ticker] = append(l.orderbooks[ticker], ch) | ||
| return ch | ||
| } | ||
|
|
||
| func (l *EventReceiver) SubscribeToCandle(ticker dict.Ticker, interval string) chan CandleEvent { | ||
| _, ok := l.candles[ticker] | ||
| if !ok { | ||
| figi, err := l.dictionary.GetFIGIByTicker(ticker) | ||
| if err != nil { | ||
| l.logger.Fatalln("new candle subscription:", err) | ||
| } | ||
|
|
||
| err = l.streamingClient.SubscribeCandle(string(figi), sdk.CandleInterval(interval), requestID()) | ||
| if err != nil { | ||
| l.logger.Fatalln("new candle subscription:", err) | ||
| } | ||
| l.candles[ticker] = []chan CandleEvent{} | ||
| } | ||
|
|
||
| ch := make(chan CandleEvent) | ||
| l.candles[ticker] = append(l.candles[ticker], ch) | ||
| return ch | ||
| } | ||
|
|
||
| func (l *EventReceiver) WrapOrderbookEvent(e sdk.OrderBookEvent) *OrderbookEvent { | ||
| figi := dict.Figi(e.OrderBook.FIGI) | ||
|
|
||
| ticker, err := l.dictionary.GetTickerByFIGI(figi) | ||
| if err != nil { | ||
| l.logger.Fatalln("create orderbook event:", err) | ||
| } | ||
|
|
||
| return &OrderbookEvent{ | ||
| Figi: figi, | ||
| Ticker: ticker, | ||
| LocalTime: time.Now(), | ||
| Event: e, | ||
| } | ||
| } | ||
|
|
||
| func (l *EventReceiver) WrapCandleEvent(e sdk.CandleEvent) *CandleEvent { | ||
| figi := dict.Figi(e.Candle.FIGI) | ||
|
|
||
| ticker, err := l.dictionary.GetTickerByFIGI(figi) | ||
| if err != nil { | ||
| l.logger.Fatalln("create candle event:", err) | ||
| } | ||
|
|
||
| return &CandleEvent{ | ||
| Figi: figi, | ||
| Ticker: ticker, | ||
| LocalTime: time.Now(), | ||
| Event: e, | ||
| } | ||
| } | ||
|
|
||
| func (l *EventReceiver) Start() { | ||
| for { | ||
| err := l.streamingClient.RunReadLoop(func(event interface{}) error { | ||
| switch sdkEvent := event.(type) { | ||
| case sdk.OrderBookEvent: | ||
| ob := l.WrapOrderbookEvent(sdkEvent) | ||
| channels, ok := l.orderbooks[ob.Ticker] | ||
| if !ok { | ||
| l.logger.Fatalln("event receiver unknown channel:", ob.Ticker) | ||
| } | ||
| for _, ch := range channels { | ||
| ch <- *ob | ||
| } | ||
|
|
||
| case sdk.CandleEvent: | ||
| cd := l.WrapCandleEvent(sdkEvent) | ||
| channels, ok := l.candles[cd.Ticker] | ||
| if !ok { | ||
| l.logger.Fatalln("event receiver unknown channel:", cd.Ticker) | ||
| } | ||
| for _, ch := range channels { | ||
| ch <- *cd | ||
| } | ||
|
|
||
| default: | ||
| l.logger.Fatalln("event receiver unsupported event type:", reflect.TypeOf(event)) | ||
| } | ||
|
|
||
| return nil | ||
| }) | ||
| if err != nil { | ||
| l.logger.Fatalln("event lister:", err) | ||
| } | ||
| } | ||
| } | ||
|
|
||
| func requestID() string { | ||
| var letterRunes = []rune("abcdefghijklmnopqrstuvwxyzABCDEFGHIJKLMNOPQRSTUVWXYZ") | ||
|
|
||
| b := make([]rune, 12) | ||
| for i := range b { | ||
| b[i] = letterRunes[rand.Intn(len(letterRunes))] | ||
| } | ||
|
|
||
| return string(b) | ||
| } | ||
|
|
||
| func init() { | ||
| rand.Seed(time.Now().UnixNano()) // for requestID | ||
| } | ||
| // | ||
| //func (s *mainScope) unsubscribeOrderbook(streamingClient *sdk.StreamingClient) { | ||
| // for _, ticker := range s.orderbookTickers { | ||
| // figi := s.dict.GetFIGIByTicker(ticker) | ||
| // err := streamingClient.UnsubscribeOrderbook(string(figi), config.Conf.OrderbookDepth, requestID()) | ||
| // if err != nil { | ||
| // s.logger.Fatalln(err) | ||
| // } | ||
| // s.logger.Println("Unsubscribed from orderbook", ticker, figi) | ||
| // } | ||
| //} | ||
| // | ||
| // | ||
| //func (s *mainScope) unsubscribeCandles(streamingClient *sdk.StreamingClient) { | ||
| // for _, ticker := range s.candleTickers { | ||
| // figi := s.dict.GetFIGIByTicker(ticker) | ||
| // err := streamingClient.UnsubscribeCandle(string(figi), sdk.CandleInterval(config.Conf.CandleInterval), requestID()) | ||
| // if err != nil { | ||
| // s.logger.Fatalln(err) | ||
| // } | ||
| // s.logger.Println("Unsubscribed from candles", ticker, figi) | ||
| // } | ||
| //} |
Oops, something went wrong.