Execution layer for algorithmic trading
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.

56 lines
2.0 KiB

{-# LANGUAGE FlexibleContexts #-}
{-# LANGUAGE OverloadedStrings #-}
module ATrade.Driver.Junction.BrokerService
(
BrokerService,
mkBrokerService,
submitOrder,
cancelOrder,
getNotifications
) where
import qualified ATrade.Broker.Client as Bro
import ATrade.Broker.Protocol (Notification (..))
import ATrade.Logging (Message, logDebug)
import ATrade.Types (Order (..), OrderId)
import Colog (WithLog)
import Control.Monad.IO.Class (MonadIO (liftIO))
import Control.Monad.Reader.Class (MonadReader)
import Data.IORef (IORef, atomicModifyIORef',
newIORef)
import qualified Data.Map.Strict as M
import qualified Data.Text as T
data BrokerService =
BrokerService
{
broker :: Bro.BrokerClientHandle,
orderMap :: IORef (M.Map OrderId T.Text),
orderIdCounter :: IORef OrderId
}
mkBrokerService :: Bro.BrokerClientHandle -> IORef (M.Map OrderId T.Text) -> IO BrokerService
mkBrokerService h om = BrokerService h om <$> newIORef 1
submitOrder :: (MonadIO m, WithLog env Message m, MonadReader env m) => BrokerService -> T.Text -> Order -> m OrderId
submitOrder service identity order = do
oid <- nextOrderId service
logDebug "BrokerService" $ "New order, id: " <> (T.pack . show) oid
liftIO $ atomicModifyIORef' (orderMap service) (\s -> (M.insert oid identity s, ()))
_ <- liftIO $ Bro.submitOrder (broker service) order { orderId = oid }
return oid
where
nextOrderId srv = liftIO $ atomicModifyIORef' (orderIdCounter srv) (\s -> (s + 1, s))
cancelOrder :: BrokerService -> OrderId -> IO ()
cancelOrder service oid = do
_ <- Bro.cancelOrder (broker service) oid
return ()
getNotifications :: BrokerService -> IO [Notification]
getNotifications service = do
v <- Bro.getNotifications (broker service)
case v of
Left _ -> return []
Right n -> return n