Support for libatrade-0.8.0.0

robocom-zero.cabal

@@ -28,7 +28,7 @@ library
                      , ATrade.Driver.Real
                      , ATrade.Driver.Backtest
   build-depends:       base >= 4.7 && < 5
-                     , libatrade
+                     , libatrade == 0.8.0.0
                      , text
                      , text-icu
                      , errors

src/ATrade/Driver/Real/QuoteSourceThread.hs

@@ -32,13 +32,16 @@ startQuoteSourceThread ctx qsEp strategy eventChan agg tickFilter = forkIO $ do
       stopQuoteSourceClient qs
       debugM "Strategy" "Quotesource client: stop")
     (\_ -> forever $ do
-      tick <- readChan tickChan
+      qdata <- readChan tickChan
-      when (goodTick tick) $ do
+      case qdata of
-        writeChan eventChan (NewTick tick)
+        QDTick tick -> when (goodTick tick) $ do
-        aggValue <- readIORef agg
+          writeChan eventChan (NewTick tick)
-        case handleTick tick aggValue of
+          aggValue <- readIORef agg
-          (Just bar, !newAggValue) -> writeChan eventChan (NewBar bar) >> writeIORef agg newAggValue
+          case handleTick tick aggValue of
-          (Nothing, !newAggValue) -> writeIORef agg newAggValue)
+            (Just bar, !newAggValue) -> writeChan eventChan (NewBar bar) >> writeIORef agg newAggValue
+            (Nothing, !newAggValue) -> writeIORef agg newAggValue
+        QDBar (tf, bar) -> return () -- TODO
+    )
   where
     goodTick tick = tickFilter tick &&
       (datatype tick /= LastTradePrice || (datatype tick == LastTradePrice && volume tick > 0))