You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
61 lines
1.8 KiB
61 lines
1.8 KiB
7 years ago
|
{-# LANGUAGE OverloadedStrings #-}
|
||
|
|
|
||
|
|
module ATrade.Quotes.QTIS
|
||
|
|
(
|
||
|
|
TickerInfo(..),
|
||
|
|
qtisGetTickersInfo,
|
||
|
|
qtisGetTickersInfo'
|
||
|
|
) where
|
||
|
|
|
||
|
|
import ATrade.Types
|
||
|
|
import Control.Monad
|
||
|
|
import Data.Aeson
|
||
|
|
import Data.Maybe
|
||
|
|
import qualified Data.ByteString.Char8 as BC8
|
||
|
|
import qualified Data.ByteString.Lazy as BL
|
||
|
|
import qualified Data.Text as T
|
||
|
|
import System.ZMQ4
|
||
|
|
import System.Log.Logger
|
||
|
|
|
||
|
|
data TickerInfo = TickerInfo {
|
||
|
|
tiTicker :: T.Text,
|
||
|
|
tiLotSize :: Integer,
|
||
|
|
tiTickSize :: Price
|
||
|
|
} deriving (Show, Eq)
|
||
|
|
|
||
|
|
instance FromJSON TickerInfo where
|
||
|
|
parseJSON = withObject "object" (\obj ->
|
||
|
|
TickerInfo <$>
|
||
|
|
obj .: "ticker" <*>
|
||
|
|
obj .: "lot_size" <*>
|
||
|
|
obj .: "tick_size")
|
||
|
|
|
||
|
|
instance ToJSON TickerInfo where
|
||
|
|
toJSON ti = object [ "ticker" .= tiTicker ti,
|
||
|
|
"lot_size" .= tiLotSize ti,
|
||
|
|
"tick_size" .= tiTickSize ti ]
|
||
|
|
|
||
|
|
qtisGetTickersInfo' :: T.Text -> [TickerId] -> IO [TickerInfo]
|
||
|
|
qtisGetTickersInfo' endpoint tickers = withContext (\ctx -> qtisGetTickersInfo ctx endpoint tickers)
|
||
|
|
|
||
|
|
qtisGetTickersInfo :: Context -> T.Text -> [TickerId] -> IO [TickerInfo]
|
||
|
|
qtisGetTickersInfo ctx endpoint tickers =
|
||
|
|
withSocket ctx Req (\sock -> do
|
||
|
|
debugM "QTIS" $ "Connecting to: " ++ T.unpack endpoint
|
||
|
|
connect sock $ T.unpack endpoint
|
||
|
|
catMaybes <$> forM tickers (\tickerId -> do
|
||
|
|
debugM "QTIS" $ "Requesting: " ++ T.unpack tickerId
|
||
|
|
send sock [] $ BL.toStrict (tickerRequest tickerId)
|
||
|
|
response <- receiveMulti sock
|
||
|
|
let r = parseResponse response
|
||
|
|
debugM "QTIS" $ "Got response: " ++ show r
|
||
|
|
return r))
|
||
|
|
where
|
||
|
|
tickerRequest tickerId = encode $ object ["ticker" .= tickerId]
|
||
|
|
parseResponse :: [BC8.ByteString] -> Maybe TickerInfo
|
||
|
|
parseResponse (header:payload:_) = if header == "OK"
|
||
|
|
then decode $ BL.fromStrict payload
|
||
|
|
else Nothing
|
||
|
|
parseResponse _ = Nothing
|
||
|
|
|