-
Notifications
You must be signed in to change notification settings - Fork 1
/
Copy pathprocess.go
175 lines (173 loc) · 5.78 KB
/
process.go
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
package main
import (
"fmt"
"github.com/kmlebedev/txmlconnector/client/commands"
log "github.com/sirupsen/logrus"
"strings"
"time"
)
func processTransaq() {
var status commands.ServerStatus
ticker := time.NewTicker(5 * time.Minute)
defer ticker.Stop()
for {
select {
case upd := <-tc.SecInfoUpdChan:
log.Infof("secInfoUpd %+v", upd)
case status = <-tc.ServerStatusChan:
switch status.Connected {
case "true":
log.Infof("server status is true")
if err := tc.SendCommand(commands.Command{
Id: "subscribe",
Quotations: quotations,
AllTrades: allTrades,
}); err != nil {
log.Error("SendCommand subscribe: ", err)
}
for _, secId := range getSecuritiesInfo {
if err := tc.SendCommand(commands.Command{
Id: "get_securities_info",
SecId: secId,
}); err != nil {
log.Error("SendCommand get_securities_info: ", err)
}
}
case "error":
log.Warnf("txmlconnector not connected %+v\n", status)
default:
log.Infof("Status %+v", status)
}
case <-ticker.C:
if status.Connected == "true" {
continue
}
if err := tc.Connect(); err != nil {
log.Error("reconnect", err)
}
case trades := <-tc.AllTradesChan:
for _, trade := range trades.Items {
if err := insertTrade(&trade); err != nil {
log.Errorf("trades async insert trade: %+v: %+v", trade, err)
}
}
case quotes := <-tc.QuotesChan:
{
for _, quote := range quotes.Items {
if err := insertQuote("e, "es.Time); err != nil {
log.Errorf("trades async insert quote: %+v: %+v", quote, err)
}
}
}
case secInfo := <-tc.SecInfoChan:
if err := insertSecInfo(&secInfo); err != nil {
log.Errorf("trades async insert secInfo: %+v: %+v", secInfo, err)
}
case resp := <-tc.ResponseChannel:
switch resp {
case "united_portfolio":
log.Infof(fmt.Sprintf("UnitedPortfolio: ```\n%+v\n```", tc.Data.UnitedPortfolio))
case "united_equity":
log.Infof(fmt.Sprintf("UnitedEquity: ```\n%+v\n```", tc.Data.UnitedEquity))
case "positions":
// Todo avoid overwrite if only change field
if tc.Data.Positions.UnitedLimits != nil && len(tc.Data.Positions.UnitedLimits) > 0 {
positions.UnitedLimits = tc.Data.Positions.UnitedLimits
}
if tc.Data.Positions.SecPositions != nil && len(tc.Data.Positions.SecPositions) > 0 {
positions.SecPositions = tc.Data.Positions.SecPositions
}
if tc.Data.Positions.FortsMoney != nil && len(tc.Data.Positions.FortsMoney) > 0 {
positions.FortsMoney = tc.Data.Positions.FortsMoney
}
if tc.Data.Positions.MoneyPosition != nil && len(tc.Data.Positions.MoneyPosition) > 0 {
positions.MoneyPosition = tc.Data.Positions.MoneyPosition
}
if tc.Data.Positions.FortsPosition != nil && len(tc.Data.Positions.FortsPosition) > 0 {
positions.FortsPosition = tc.Data.Positions.FortsPosition
}
if tc.Data.Positions.FortsCollaterals != nil && len(tc.Data.Positions.FortsCollaterals) > 0 {
positions.FortsCollaterals = tc.Data.Positions.FortsCollaterals
}
if tc.Data.Positions.SpotLimit != nil && len(tc.Data.Positions.SpotLimit) > 0 {
positions.SpotLimit = tc.Data.Positions.SpotLimit
}
if isAllTradesPositions {
for _, secPosition := range tc.Data.Positions.SecPositions {
allTrades.Items = append(allTrades.Items, secPosition.SecId)
}
}
log.Infof("Positions: \n%+v\n", tc.Data.Positions)
case "candles":
batch, _ := connect.PrepareBatch(ctx, ChCandlesInsertQuery)
dataCandleCountLock.Lock()
dataCandleCount = len(tc.Data.Candles.Items)
dataCandleCountLock.Unlock()
for _, candle := range tc.Data.Candles.Items {
candleDate, _ := time.Parse("02.01.2006 15:04:05", candle.Date)
if err := batch.Append(
fmt.Sprint(candleDate.Format("2006-01-02 15:04:05")),
tc.Data.Candles.SecCode,
uint8(tc.Data.Candles.Period),
float32(candle.Open),
float32(candle.Close),
float32(candle.High),
float32(candle.Low),
uint64(candle.Volume),
); err != nil {
log.Error(err)
}
}
if err := batch.Send(); err != nil {
log.Error(err)
}
case "quotations":
timeNow := time.Now()
batch, _ := connect.PrepareBatch(ctx, ChCandlesInsertQuery)
for _, quotation := range tc.Data.Quotations.Items {
quotationCandle, quotationCandleExist := quotationCandles[quotation.SecId]
if strings.HasSuffix(quotation.Time, ":00") && quotation.Last > 0 && quotationCandleExist {
if err := batch.Append(
fmt.Sprintf("%s %s", timeNow.Format("2006-01-02"), quotation.Time),
quotation.SecCode,
uint8(1),
float32(quotationCandles[quotation.SecId].Open),
float32(quotation.Last), // Close
float32(quotationCandles[quotation.SecId].High),
float32(quotationCandles[quotation.SecId].Low),
uint64(quotationCandles[quotation.SecId].Volume),
); err != nil {
log.Fatal(err)
}
quotationCandles[quotation.SecId] = commands.Candle{}
} else {
if quotationCandleExist {
if quotationCandle.Open == 0 && quotation.Open != 0 {
quotationCandle.Open = quotation.Open
}
if quotation.Last > quotationCandle.High {
quotationCandle.High = quotation.Last
}
if quotation.Last < quotationCandle.Low || quotationCandle.Low == 0 {
quotationCandle.Low = quotation.Last
}
quotationCandle.Volume += int64(quotation.Quantity)
} else {
quotationCandles[quotation.SecId] = commands.Candle{
Open: quotation.Last,
Low: quotation.Last,
High: quotation.Last,
Volume: int64(quotation.Quantity),
}
}
}
}
if err := batch.Send(); err != nil {
log.Error(err)
}
default:
log.Debugf(fmt.Sprintf("receive %s", resp))
}
}
}
}