MKT

- draft

market.go

@@ -1,8 +1,9 @@
 package sentio
 
 import (
-	"context"
 	"errors"
+	"fmt"
+	"strings"
 	"time"
 )
 
@@ -12,24 +13,74 @@ var (
 )
 
 type Market interface {
+	Clock() Clock
+	IsOpen() bool
+	Cooldown() uint8
+
 	Connect(done chan struct{}) (chan MarketConnection, error)
-	Subscribe(symbol string) error
+	Subscribe(symbols ...string) error
 
-	IsMarketOpened() bool
-	Time() Clock
+	Account() (MarketAccount, error)
 
-	Buy(ctx context.Context, symbol string, ratio float64) (float64, Order, error)
-	Sell(ctx context.Context, symbol string, ratio float64) (float64, Order, error)
-	CancelOrder(id string) error
+	CreateOrder(symbol string, quantity uint, sl float64) (Order, error)
+	UpdateOrder(orderID string, sl float64) error
+	CloseOrder(orderID string) (Order, error)
 
-	Orders() ([]Order, error)
+	Order(orderID string, nested bool) (Order, error)
+	Orders(criteria OrderListCriteria) ([]Order, error)
 	Portfolio() (Portfolio, error)
 	PortfolioHistory() ([]PortfolioRecord, error)
-
+	Quotes(symbols ...string) (map[string]Quote, error)
 	HistoricalBars(symbol string, interval time.Duration, from *time.Time) ([]Bar, error)
-	Quote(symbol string) (*Quote, error)
+}
 
-	Account() (MarketAccount, error)
-	MaxBudget() float64
-	Cooldown() uint8
+type OrderListCriteria struct {
+	Status  string
+	Limit   uint
+	Symbols []string
+	After   *time.Time
+	Until   *time.Time
+	Nested  bool
+	Side    *string
+}
+
+func (criteria OrderListCriteria) Values() map[string]string {
+	var values = make(map[string]string)
+
+	if criteria.Limit < 1 {
+		criteria.Limit = 500
+	}
+
+	if s := strings.TrimSpace(criteria.Status); s != "" {
+		values["status"] = s
+	}
+
+	if criteria.Symbols != nil && len(criteria.Symbols) > 0 {
+		values["symbols"] = strings.Join(criteria.Symbols, ",")
+	}
+
+	if criteria.After == nil {
+		t := time.Now().Add(-time.Hour * 24).Round(time.Hour * 24)
+		criteria.After = &t
+	}
+
+	if criteria.Until != nil && !criteria.Until.IsZero() {
+		values["until"] = criteria.Until.Format(time.RFC3339)
+	}
+
+	if criteria.Nested {
+		values["nested"] = "true"
+	} else {
+		values["nested"] = "false"
+	}
+
+	if criteria.Side != nil {
+		values["side"] = *criteria.Side
+	}
+
+	values["limit"] = fmt.Sprintf("%d", criteria.Limit)
+	values["after"] = criteria.After.Format(time.RFC3339)
+	values["direction"] = "asc"
+
+	return values
 }

mkt.go

@@ -1,26 +0,0 @@
-package sentio
-
-import (
-	"time"
-)
-
-type MKT interface {
-	IsOpen() bool
-	Cooldown() uint8
-
-	Connect(done chan struct{}) (chan MarketConnection, error)
-	Subscribe(symbols ...string) error
-
-	Account() (MarketAccount, error)
-
-	CreateOrder(symbol string, quantity uint, sl float64) (Order, error)
-	UpdateOrder(orderID string, sl float64) error
-	CloseOrder(orderID string) (Order, error)
-
-	Order(orderID string, nested bool) (Order, error)
-	Orders(status string, from time.Time, until time.Time, nested bool) ([]Order, error)
-	Portfolio() (Portfolio, error)
-	PortfolioHistory() ([]PortfolioRecord, error)
-	Quotes(symbols ...string) (map[string]Quote, error)
-	HistoricalBars(symbol string, interval time.Duration, from *time.Time) ([]Bar, error)
-}

strategy.go

@@ -20,12 +20,12 @@ type Strategy interface {
 type StrategyOrder struct {
 	Symbol string      `yaml:"symbol"`
 	Action OrderAction `yaml:"action"`
-	Ratio  float64     `yaml:"ratio"`
+	Size   float64     `yaml:"size"`
 }
 
 func CompareStrategyOrders(a, b StrategyOrder) int {
 	if a.Action == b.Action {
-		return cmp.Compare(b.Ratio, a.Ratio)
+		return cmp.Compare(b.Size, a.Size)
 	}
 
 	if OrderSell == a.Action {