sentio/market.go

package sentio

import (
	"errors"
	"fmt"
	"strings"
	"time"
)

var (
	ErrMarketClosed  = errors.New("market is closed")
	ErrTooSmallOrder = errors.New("too small order size")
)

type Market interface {
	Clock() Clock
	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(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)
}

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
}