Comissions support

src/ATrade/Broker/Protocol.hs

@@ -121,6 +121,7 @@ data TradeSinkMessage = TradeSinkHeartBeat | TradeSinkTrade {
   tsCurrency :: T.Text,
   tsOperation :: Operation,
   tsExecutionTime :: UTCTime,
+  tsCommission :: Double,
   tsSignalId :: SignalId
 } deriving (Show, Eq)
 
@@ -133,6 +134,7 @@ mkTradeMessage trade = TradeSinkTrade {
   tsCurrency = tradeVolumeCurrency trade,
   tsOperation = tradeOperation trade,
   tsExecutionTime = tradeTimestamp trade,
+  tsCommission = toDouble $ tradeCommission trade,
   tsSignalId = tradeSignalId trade
 }
   where
@@ -182,6 +184,7 @@ instance ToJSON TradeSinkMessage where
     "volume-currency" .= tsCurrency,
     "operation" .= tsOperation,
     "execution-time" .= formatTimestamp tsExecutionTime,
+    "commission" .= tsCommission,
     "strategy" .= strategyId tsSignalId,
     "signal-id" .= signalName tsSignalId,
     "comment" .= comment tsSignalId]]
@@ -201,6 +204,7 @@ instance FromJSON TradeSinkMessage where
           vol <- v .: "volume"
           cur <- v .: "volume-currency"
           op <- v .: "operation"
+          commission <- v .:? "commission" .!= 0
           extime <- v .: "execution-time" >>= parseTimestamp
           strategy <- v .: "strategy"
           sid <- v .: "signal-id"
@@ -214,5 +218,6 @@ instance FromJSON TradeSinkMessage where
             tsCurrency = cur,
             tsOperation = op,
             tsExecutionTime = extime,
+            tsCommission = commission,
             tsSignalId = SignalId strategy sid com }
         _ -> fail "Should've been trade object"

src/ATrade/Broker/Server.hs

@@ -140,7 +140,9 @@ brokerServerThread state = finally brokerServerThread' cleanup
                 lastPackMap <- lastPacket <$> readIORef state
                 case shouldResend sqnum peerId lastPackMap of
                   Just response -> do
+                    debugM "Broker.Server" $ "Resending packet for peerId: " ++ show peerId
                     sendMessage sock peerId response -- Resend
+                    atomicMapIORef state (\s -> s { lastPacket = M.delete peerId (lastPacket s)})
                   Nothing -> do
                     -- Handle incoming request, send response
                     response <- handleMessage peerId request

src/ATrade/Broker/TradeSinks/TelegramTradeSink.hs

@@ -65,6 +65,7 @@ sinkThread apitoken chatId killMv chan = do
       tsCurrency = tradeVolumeCurrency trade,
       tsOperation = tradeOperation trade,
       tsExecutionTime = tradeTimestamp trade,
+      tsCommission = toDouble (tradeCommission trade),
       tsSignalId = tradeSignalId trade
     }
 

src/ATrade/Broker/TradeSinks/ZMQTradeSink.hs

@@ -71,6 +71,7 @@ sinkThread ctx tradeSinkEp killMv chan = whileM_ (not <$> wasKilled) $
       tsCurrency = tradeVolumeCurrency trade,
       tsOperation = tradeOperation trade,
       tsExecutionTime = tradeTimestamp trade,
+      tsCommission = toDouble (tradeCommission trade),
       tsSignalId = tradeSignalId trade
     }
 

src/ATrade/Price.hs

@@ -1,4 +1,5 @@
 {-# LANGUAGE MultiWayIf #-}
+{-# LANGUAGE OverloadedStrings #-}
 
 module ATrade.Price (
   Price(..),
@@ -16,6 +17,9 @@ import Data.Ratio
 import Data.Aeson
 import Data.Scientific
 
+import qualified Data.Text as T
+import Text.Printf
+
 data Price = Price {
   priceQuants :: !Int64
 } deriving (Eq, Ord)
@@ -76,5 +80,5 @@ instance Fractional Price where
   a / b = fromDouble $ toDouble a / toDouble b
 
 instance Show Price where
-  show = show . toDouble
+  show = printf "%.8f" . toDouble