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transaq-connector
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Denis Tereshkin 2 years ago
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3 changed files with 140 additions and 227 deletions
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  1. 102
      src/HistoryProviderServer.hs
  2. 173
      src/TXMLConnector.hs
  3. 92
      src/TXMLConnector/Internal.hs

102
src/HistoryProviderServer.hs
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@ -12,51 +12,48 @@ module HistoryProviderServer @@ -12,51 +12,48 @@ module HistoryProviderServer
, withHistoryProviderServer
) where
import ATrade.Logging (Message,
Severity (Debug, Info, Warning),
log)
import ATrade.Types (Bar (..), BarTimeframe (..),
TickerId, toDouble)
import Colog (HasLog (getLogAction, setLogAction),
LogAction (LogAction, unLogAction))
import Control.Concurrent (ThreadId, forkIO)
import Control.Concurrent.STM (TVar, atomically, newTVarIO,
putTMVar, readTVarIO, takeTMVar,
writeTVar)
import Control.Concurrent.STM.TMVar (TMVar)
import Control.Exception (bracket)
import Control.Monad (forM_, void)
import Control.Monad.Extra (whileM)
import Control.Monad.IO.Class (MonadIO (liftIO))
import Control.Monad.Reader (MonadReader, asks)
import Control.Monad.Trans.Reader (ReaderT (runReaderT))
import Data.Aeson (FromJSON (..), eitherDecode,
withObject, (.:))
import qualified Data.Aeson.KeyMap as KM
import Data.Aeson.Types as Aeson
import Data.Attoparsec.Text as Attoparsec
import Data.Binary.Put (putDoublele, putWord64le, runPut)
import qualified Data.ByteString as B
import qualified Data.ByteString.Lazy as BL
import qualified Data.List as L
import Data.List.NonEmpty (NonEmpty ((:|)))
import qualified Data.Text as T
import Data.Text.Encoding (encodeUtf8)
import Data.Time (Day, UTCTime (UTCTime),
fromGregorianValid)
import Data.Time.Clock (diffUTCTime, getCurrentTime,
secondsToDiffTime)
import Data.Time.Clock.POSIX (utcTimeToPOSIXSeconds)
import Prelude hiding (log)
import System.ZMQ4 (Context, Router (Router), bind,
close, receive, receiveMulti,
sendMulti, socket, withSocket)
import TickerInfoServer (TickerInfoServerHandle,
getAllTickers)
import TXMLConnector (TXMLConnectorHandle, makeRequest)
import TXMLConnector.Internal (HistoryRequest (..),
HistoryResponse (..),
Request (..), Response (..))
import ATrade.Logging (Message,
Severity (Debug, Info, Warning),
log)
import ATrade.Types (Bar (..), BarTimeframe (..),
TickerId, toDouble)
import Colog (HasLog (getLogAction, setLogAction),
LogAction (LogAction, unLogAction))
import Control.Concurrent (ThreadId, forkIO)
import Control.Concurrent.STM (TVar, atomically, newTVarIO,
readTVarIO, writeTVar)
import Control.Exception (bracket)
import Control.Monad (forM_, void)
import Control.Monad.Extra (whileM)
import Control.Monad.IO.Class (MonadIO (liftIO))
import Control.Monad.Reader (MonadReader, asks)
import Control.Monad.Trans.Reader (ReaderT (runReaderT))
import Data.Aeson (eitherDecode)
import qualified Data.Aeson.KeyMap as KM
import Data.Aeson.Types as Aeson
import Data.Attoparsec.Text as Attoparsec hiding (count)
import Data.Binary.Put (putDoublele, putWord64le, runPut)
import qualified Data.ByteString as B
import qualified Data.ByteString.Lazy as BL
import qualified Data.List as L
import Data.List.NonEmpty (NonEmpty ((:|)))
import qualified Data.Text as T
import Data.Text.Encoding (encodeUtf8)
import Data.Time (UTCTime (UTCTime),
fromGregorianValid)
import Data.Time.Clock (diffUTCTime, getCurrentTime,
secondsToDiffTime)
import Data.Time.Clock.POSIX (utcTimeToPOSIXSeconds)
import Prelude hiding (log)
import System.ZMQ4 (Context, Router (Router), bind,
close, receiveMulti, sendMulti,
socket)
import TickerInfoServer (TickerInfoServerHandle,
getAllTickers)
import TXMLConnector (TXMLConnectorHandle, makeRequest)
import TXMLConnector.Internal (HistoryRequest (..),
HistoryResponse (..), Request (..),
Response (..))
data HistoryProviderServerHandle =
HistoryProviderServerHandle
@ -76,17 +73,6 @@ data Period = @@ -76,17 +73,6 @@ data Period =
PeriodMonth
deriving (Eq, Show)
parsePeriod :: T.Text -> Maybe Period
parsePeriod "M1" = Just Period1Min
parsePeriod "M5" = Just Period5Min
parsePeriod "M15" = Just Period15Min
parsePeriod "M30" = Just Period30Min
parsePeriod "H1" = Just PeriodHour
parsePeriod "D" = Just PeriodDay
parsePeriod "W" = Just PeriodWeek
parsePeriod "M" = Just PeriodMonth
parsePeriod _ = Nothing
periodToSeconds :: Period -> Int
periodToSeconds Period1Min = 60
periodToSeconds Period5Min = 60 * 5
@ -237,13 +223,13 @@ workThread = do @@ -237,13 +223,13 @@ workThread = do
Right request -> do
response <- handleRequest sender request
sendResponseWithDelimiter sock sender response
Left err -> log Warning "HistoryProviderServer.WorkThread" $ "Unable to parse request"
Left _ -> log Warning "HistoryProviderServer.WorkThread" "Unable to parse request"
(sender:rawRq:_) ->
case eitherDecode $ BL.fromStrict rawRq of
Right request -> do
response <- handleRequest sender request
sendResponse sock sender response
Left err -> log Warning "HistoryProviderServer.WorkThread" $ "Unable to parse request"
Left _ -> log Warning "HistoryProviderServer.WorkThread" "Unable to parse request"
_ -> log Warning "HistoryProviderServer.WorkThread" "Unable to parse request"
liftIO $ readTVarIO runVar
liftIO $ close sock

173
src/TXMLConnector.hs
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@ -13,8 +13,12 @@ module TXMLConnector @@ -13,8 +13,12 @@ module TXMLConnector
, makeBrokerBackend
) where
import ATrade.Broker.Backend (BrokerBackend (..),
BrokerBackendNotification (..))
import ATrade.Logging (Message, Severity (..), log,
logWith)
import ATrade.QuoteSource.Server (QuoteSourceServerData (..))
import ATrade.Types (Order, OrderId)
import Colog (HasLog (getLogAction, setLogAction),
LogAction (LogAction, unLogAction))
import Config (SubscriptionConfig (SubscriptionConfig),
@ -23,6 +27,7 @@ import Config (SubscriptionConfig (Subscriptio @@ -23,6 +27,7 @@ import Config (SubscriptionConfig (Subscriptio
transaqLogPath, transaqLogin,
transaqPassword, transaqPort)
import Control.Concurrent (ThreadId, forkIO, threadDelay)
import Control.Concurrent.BoundedChan (BoundedChan)
import Control.Concurrent.STM (TVar, atomically, modifyTVar',
newEmptyTMVar, newEmptyTMVarIO,
newTVarIO, orElse, putTMVar,
@ -33,89 +38,30 @@ import Control.Concurrent.STM (TVar, atomically, modifyTVar', @@ -33,89 +38,30 @@ import Control.Concurrent.STM (TVar, atomically, modifyTVar',
import Control.Concurrent.STM.TBQueue (TBQueue, flushTBQueue,
newTBQueue, readTBQueue,
writeTBQueue)
import Control.Concurrent.STM.TMVar (TMVar)
import Control.Monad (forM_, forever, void, when)
import Control.Monad.Extra (whileM)
import Control.Monad.IO.Class (MonadIO (liftIO))
import Control.Monad.Reader (ReaderT (runReaderT))
import Control.Monad.Reader.Class (MonadReader)
import qualified Data.Bimap as BM
import qualified Data.Map.Strict as M
import Data.Maybe (mapMaybe)
import qualified Data.Text as T
import Data.Time.Clock (UTCTime, getCurrentTime)
import qualified Deque.Strict as D
import GHC.Exts (IsList (..))
import Prelude hiding (log)
import Text.XML.Light.Input (parseXML)
import Text.XML.Light.Types (Content (Elem),
Element (elName),
QName (qName))
import TickTable (TickTable, insertTick,
lookupTick, newTickTable)
import Transaq (AllTradesTrade (..),
Candle (..), ClientData (..),
CommandChangePass (..),
CommandConnect (..),
CommandDisconnect (CommandDisconnect),
CommandGetHistoryData (CommandGetHistoryData),
CommandServerStatus (..),
CommandSubscribe (..),
ConnectionState (Disconnected),
Language (LanguageEn),
MarketInfo (..),
OrderNotification (..),
OrderStatus (..),
Quotation (..),
ResponseAllTrades (ResponseAllTrades),
ResponseCandleKinds (ResponseCandleKinds),
ResponseCandles (..),
ResponseCandlesStatus (StatusPending),
ResponseClient (ResponseClient),
ResponseMarkets (ResponseMarkets),
ResponseOrders (ResponseOrders),
ResponseQuotations (ResponseQuotations),
ResponseQuotes (ResponseQuotes),
ResponseResult (..),
ResponseSecurities (ResponseSecurities),
ResponseTrades (ResponseTrades),
Security (..), SecurityId (..),
TradeNotification (..),
TransaqCommand (toXml),
TransaqResponse (..),
TransaqResponse (..),
TransaqResponseC (fromXml),
UnfilledAction (..),
kCandleKindId, kPeriod, state)
import TickerInfoServer (TickerInfoServerHandle)
import TickTable (newTickTable)
import Transaq (TransaqResponse)
import TXML (LogLevel, MonadTXML,
freeCallback, initialize,
sendCommand, setCallback)
import ATrade.Broker.Backend (BrokerBackend (..),
BrokerBackendNotification (..))
import ATrade.QuoteSource.Server (QuoteSourceServerData (..))
import ATrade.Types (Bar (..),
BarTimeframe (unBarTimeframe),
DataType (BestBid, BestOffer, LastTradePrice),
Order (..), OrderId,
OrderPrice (..),
OrderState (..), Tick (..),
TickerId, Trade (..),
fromDouble, toDouble)
import qualified ATrade.Types as AT
import Colog.Monad (WithLog)
import Control.Applicative ((<|>))
import Control.Concurrent.BoundedChan (BoundedChan, writeChan)
import Control.Concurrent.STM.TMVar (TMVar)
import Control.Error (headMay)
import Control.Monad.IO.Class (MonadIO (liftIO))
import Control.Monad.Reader (ReaderT (runReaderT))
import Control.Monad.Reader.Class (MonadReader, asks)
import Data.Int (Int64)
import qualified Data.Map.Strict as M
import Data.Time.Clock (UTCTime, diffUTCTime,
getCurrentTime)
import FSM (FSMCallback (..),
FSMState (isTerminalState),
makeFsm, runFsm)
import GHC.Exts (IsList (..))
import Prelude hiding (log)
import TickerInfoServer (TickerInfo (..),
TickerInfoServerHandle,
putTickerInfo)
import qualified Transaq
initialize, sendCommand,
setCallback)
import qualified TXML
import TXMLConnector.Internal (BrokerState (..),
ConnectionStage (..), Env (..),
@ -128,10 +74,10 @@ import qualified Win32.TXML as TXMLImpl @@ -128,10 +74,10 @@ import qualified Win32.TXML as TXMLImpl
import qualified Linux.TXML as TXMLImpl
#endif
data ConnectionParams =
ConnectionParams
{
cpLogin :: T.Text
{ cpLogin :: T.Text
, cpPassword :: T.Text
, cpHost :: T.Text
, cpPort :: Int
@ -142,8 +88,7 @@ data ConnectionParams = @@ -142,8 +88,7 @@ data ConnectionParams =
data TXMLConnectorHandle =
TXMLConnectorHandle
{
threadId :: ThreadId
{ threadId :: ThreadId
, notificationQueue :: TBQueue TransaqResponse
, hRequestVar :: TMVar Request
, hResponseVar :: TMVar (TMVar Response)
@ -165,71 +110,69 @@ instance HasLog Env Message App where @@ -165,71 +110,69 @@ instance HasLog Env Message App where
getLogAction env = LogAction { unLogAction = liftIO . (unLogAction . logger $ env) }
setLogAction _ env = env -- fuck it
start ::
LogAction IO Message
-> TransaqConnectorConfig
-> BoundedChan QuoteSourceServerData
-> TickerInfoServerHandle
-> IO TXMLConnectorHandle
start logger config qssChannel tisH = do
logWith logger Info "TXMLConnector" "Starting"
notificationQueue <- atomically $ newTBQueue 50000
start logger' config' qssChannel' tisH = do
logWith logger' Info "TXMLConnector" "Starting"
notificationQueue' <- atomically $ newTBQueue 50000
tickTable <- newTickTable
requestVar <- newEmptyTMVarIO
responseVar <- newEmptyTMVarIO
currentCandles <- newTVarIO []
serverConnected <- liftIO $ newTVarIO StageConnection
candleKindMap <- newTVarIO M.empty
requestTimestamp <- getCurrentTime >>= newTVarIO
requestVar' <- newEmptyTMVarIO
responseVar' <- newEmptyTMVarIO
currentCandles' <- newTVarIO []
serverConnected' <- liftIO $ newTVarIO StageConnection
candleKindMap' <- newTVarIO M.empty
requestTimestamp' <- getCurrentTime >>= newTVarIO
orderMap <- newTVarIO M.empty
notificationCallback <- newTVarIO Nothing
orderTransactionIdMap <- newTVarIO BM.empty
pendingOrders <- newTVarIO (fromList [])
runVar <- newEmptyTMVarIO
timerVar <- newEmptyTMVarIO
let brokerState =
runVar' <- newEmptyTMVarIO
timerVar' <- newEmptyTMVarIO
let brokerState' =
BrokerState
{
bsOrderTransactionIdMap = orderTransactionIdMap
{ bsOrderTransactionIdMap = orderTransactionIdMap
, bsNotificationCallback = notificationCallback
, bsOrderMap = orderMap
, bsPendingOrders = pendingOrders
}
let env =
Env
{
qssChannel = qssChannel
{ qssChannel = qssChannel'
, tisHandle = tisH
, requestVar = requestVar
, responseVar = responseVar
, requestTimestamp = requestTimestamp
, currentCandles = currentCandles
, requestVar = requestVar'
, responseVar = responseVar'
, requestTimestamp = requestTimestamp'
, currentCandles = currentCandles'
, tickMap = tickTable
, transaqQueue = notificationQueue
, logger = logger
, config = config
, serverConnected = serverConnected
, candleKindMap = candleKindMap
, brokerState = brokerState
, runVar = runVar
, timerVar = timerVar
, transaqQueue = notificationQueue'
, logger = logger'
, config = config'
, serverConnected = serverConnected'
, candleKindMap = candleKindMap'
, brokerState = brokerState'
, runVar = runVar'
, timerVar = timerVar'
}
threadId <- forkIO $ (runReaderT . unApp) workThread env
workThreadId <- forkIO $ (runReaderT . unApp) workThread env
return $ TXMLConnectorHandle
{
threadId = threadId
, notificationQueue = notificationQueue
, hRequestVar = requestVar
, hResponseVar = responseVar
, hRequestTimestamp = requestTimestamp
{ threadId = workThreadId
, notificationQueue = notificationQueue'
, hRequestVar = requestVar'
, hResponseVar = responseVar'
, hRequestTimestamp = requestTimestamp'
, hNotificationCallback = notificationCallback
, hRunVar = runVar
, hRunVar = runVar'
}
stop :: TXMLConnectorHandle -> IO ()
stop h = atomically $ putTMVar (hRunVar h) ()
brSubmitOrder :: TXMLConnectorHandle -> Order -> IO ()
brSubmitOrder h order = void $ makeRequest h (RequestSubmitOrder order)
@ -240,8 +183,8 @@ brSetNotificationCallback :: TXMLConnectorHandle -> Maybe (BrokerBackendNotifica @@ -240,8 +183,8 @@ brSetNotificationCallback :: TXMLConnectorHandle -> Maybe (BrokerBackendNotifica
brSetNotificationCallback h cb = atomically $ writeTVar (hNotificationCallback h) cb
makeBrokerBackend :: TXMLConnectorHandle -> T.Text -> BrokerBackend
makeBrokerBackend h account =
BrokerBackend [account] (brSetNotificationCallback h) (brSubmitOrder h) (brCancelOrder h) (TXMLConnector.stop h)
makeBrokerBackend h accountId =
BrokerBackend [accountId] (brSetNotificationCallback h) (brSubmitOrder h) (brCancelOrder h) (TXMLConnector.stop h)
makeRequest :: TXMLConnectorHandle -> Request -> IO Response
makeRequest h request = do

92
src/TXMLConnector/Internal.hs
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@ -1,8 +1,7 @@ @@ -1,8 +1,7 @@
{-# LANGUAGE BangPatterns #-}
{-# LANGUAGE DuplicateRecordFields #-}
{-# LANGUAGE FlexibleContexts #-}
{-# LANGUAGE GeneralizedNewtypeDeriving #-}
{-# LANGUAGE MultiParamTypeClasses #-}
{-# LANGUAGE BangPatterns #-}
{-# LANGUAGE DuplicateRecordFields #-}
{-# LANGUAGE FlexibleContexts #-}
{-# LANGUAGE MultiParamTypeClasses #-}
module TXMLConnector.Internal
(
@ -16,10 +15,8 @@ module TXMLConnector.Internal @@ -16,10 +15,8 @@ module TXMLConnector.Internal
, HistoryResponse(..)
) where
import ATrade.Logging (Message, Severity (..), log,
logWith)
import Colog (HasLog (getLogAction, setLogAction),
LogAction (LogAction, unLogAction))
import ATrade.Logging (Message, Severity (..), log)
import Colog (HasLog, LogAction (LogAction))
import Config (SubscriptionConfig (SubscriptionConfig),
TransaqConnectorConfig (..),
transaqHost, transaqLogLevel,
@ -36,7 +33,7 @@ import Control.Concurrent.STM (TVar, atomically, modifyTVar', @@ -36,7 +33,7 @@ import Control.Concurrent.STM (TVar, atomically, modifyTVar',
import Control.Concurrent.STM.TBQueue (TBQueue, flushTBQueue,
newTBQueue, readTBQueue,
writeTBQueue)
import Control.Monad (forever, void, when)
import Control.Monad (forM_, forever, void, when)
import Control.Monad.Extra (whileM)
import qualified Data.Bimap as BM
import Data.Maybe (mapMaybe)
@ -103,7 +100,6 @@ import Control.Applicative ((<|>)) @@ -103,7 +100,6 @@ import Control.Applicative ((<|>))
import Control.Concurrent.BoundedChan (BoundedChan, writeChan)
import Control.Concurrent.STM.TMVar (TMVar)
import Control.Error (headMay)
import Control.Monad (forM_)
import Control.Monad.IO.Class (MonadIO (liftIO))
import Control.Monad.Reader (ReaderT (runReaderT))
import Control.Monad.Reader.Class (MonadReader, asks)
@ -199,9 +195,6 @@ data HistoryResponse = @@ -199,9 +195,6 @@ data HistoryResponse =
}
deriving (Show, Eq)
newtype RespCallback =
RespCallback { unCallback :: T.Text -> IO Bool }
workThread :: (MonadIO m,
MonadReader Env m,
MonadTXML m,
@ -213,9 +206,8 @@ workThread = do @@ -213,9 +206,8 @@ workThread = do
Left str -> log Error "TXMLConnector.WorkThread" $ "Unable to initialize TXML" <> str
Right _ -> do
queue <- asks transaqQueue
logger' <- asks logger
rc <- setCallback (parseAndWrite queue)
case rc of
rc' <- setCallback (parseAndWrite queue)
case rc' of
Nothing -> log Error "TXMLConnector.WorkThread" "Unable to set callback"
Just cb -> do
serverConnectionState <- asks serverConnected
@ -273,10 +265,10 @@ handleTransaqData transaqData = do @@ -273,10 +265,10 @@ handleTransaqData transaqData = do
liftIO $ forM_ ticks (writeChan qssChan . QSSTick)
liftIO $ forM_ ticks (insertTick tm)
pure Nothing
TransaqResponseQuotations (ResponseQuotations quotations) -> do
TransaqResponseQuotations (ResponseQuotations quotations') -> do
qssChan <- asks qssChannel
now <- liftIO getCurrentTime
let ticks = concatMap (quotationToTicks now) quotations
let ticks = concatMap (quotationToTicks now) quotations'
liftIO $ forM_ ticks (writeChan qssChan . QSSTick)
liftIO $ forM_ ticks (insertTick tm)
pure Nothing
@ -293,8 +285,7 @@ handleTransaqData transaqData = do @@ -293,8 +285,7 @@ handleTransaqData transaqData = do
liftIO $ atomically $ do
candles <- readTVar cur
putTMVar tmvar $ ResponseHistory $ HistoryResponse
{
hrBars = (candleToBar $ cSecurity respCandle) <$> (cCandles respCandle <> candles)
{ hrBars = (candleToBar $ cSecurity respCandle) <$> (cCandles respCandle <> candles)
, hrMoreData = False
}
_ -> log Warning "TXMLConnector.WorkThread" "Incoming candles without response var"
@ -308,7 +299,7 @@ handleTransaqData transaqData = do @@ -308,7 +299,7 @@ handleTransaqData transaqData = do
log Info "TXMLConnector.WorkThread" $ "Incoming securities: " <> (T.pack . show . length) securities
forM_ tickerInfos (log Debug "TXMLConnector.WorkThread" . T.pack . show . tiTicker)
forM_ tickerInfos (liftIO . putTickerInfo tisH)
makeSubscriptions cfg
_ <- makeSubscriptions cfg
pure Nothing
_ -> pure Nothing
where
@ -470,14 +461,13 @@ handleConnected = do @@ -470,14 +461,13 @@ handleConnected = do
_ -> pure Nothing
where
requestTimeout = 10
requestTimeoutValue = 10
checkRequestTimeout = do
now <- liftIO getCurrentTime
tsVar <- asks requestTimestamp
ts <- liftIO $ readTVarIO tsVar
when (now `diffUTCTime` ts >= requestTimeout) $ do
when (now `diffUTCTime` ts >= requestTimeoutValue) $ do
resp <- asks responseVar >>= liftIO . atomically . tryReadTMVar
case resp of
Just tmvar -> do
@ -551,17 +541,15 @@ handleGetInfo = do @@ -551,17 +541,15 @@ handleGetInfo = do
pure Nothing
_ -> pure Nothing
makeSubscriptions :: (MonadIO m,
MonadTXML m,
HasLog Env Message m) => TransaqConnectorConfig -> m (Either T.Text ())
makeSubscriptions config = sendCommand . toXml $ cmdSubscription config
makeSubscriptions :: (MonadTXML m) => TransaqConnectorConfig -> m (Either T.Text ())
makeSubscriptions = sendCommand . toXml . cmdSubscription
where
cmdSubscription config =
cmdSubscription config' =
CommandSubscribe
{
alltrades = fmap subscriptionToSecurityId (allTradesSubscriptions config),
quotations = fmap subscriptionToSecurityId (quotationsSubscriptions config),
quotes = fmap subscriptionToSecurityId (quotesSubscriptions config)
alltrades = fmap subscriptionToSecurityId (allTradesSubscriptions config'),
quotations = fmap subscriptionToSecurityId (quotationsSubscriptions config'),
quotes = fmap subscriptionToSecurityId (quotesSubscriptions config')
}
subscriptionToSecurityId (SubscriptionConfig brd code) = SecurityId brd code
@ -612,33 +600,30 @@ handleUnconnected = do @@ -612,33 +600,30 @@ handleUnconnected = do
allTradeToTick :: AllTradesTrade -> Tick
allTradeToTick att =
Tick
{
security = attBoard att <> "#" <> attSecCode att,
datatype = LastTradePrice,
timestamp = attTimestamp att,
value = fromDouble $ attPrice att,
volume = fromIntegral $ attQuantity att
{ security = attBoard att <> "#" <> attSecCode att
, datatype = LastTradePrice
, timestamp = attTimestamp att
, value = fromDouble $ attPrice att
, volume = fromIntegral $ attQuantity att
}
quotationToTicks :: UTCTime -> Quotation -> [Tick]
quotationToTicks timestamp q =
let security = qBoard q <> "#" <> qSeccode q in
quotationToTicks timestamp' q =
let security' = qBoard q <> "#" <> qSeccode q in
[
Tick
{
security = security,
datatype = BestBid,
timestamp = timestamp,
value = fromDouble $ qBid q,
volume = fromIntegral $ qQuantity q
{ security = security'
, datatype = BestBid
, timestamp = timestamp'
, value = fromDouble $ qBid q
, volume = fromIntegral $ qQuantity q
},
Tick
{
security = security,
datatype = BestOffer,
timestamp = timestamp,
value = fromDouble $ qOffer q,
volume = fromIntegral $ qQuantity q
{ security = security'
, datatype = BestOffer
, timestamp = timestamp'
, value = fromDouble $ qOffer q
, volume = fromIntegral $ qQuantity q
}]
securityToTickerInfo :: Security -> TickerInfo
@ -663,7 +648,6 @@ parseAccountId accId = case T.findIndex (== '#') accId of @@ -663,7 +648,6 @@ parseAccountId accId = case T.findIndex (== '#') accId of
Just ix -> Just (T.take ix accId, T.drop (ix + 1) accId)
Nothing -> Nothing
mkNewOrderCommand :: Order -> Maybe Transaq.CommandNewOrder
mkNewOrderCommand order =
case parseSecurityId (orderSecurity order) of

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