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https://github.com/lukewilson2002/autotrader.git
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64 lines
3.1 KiB
Go
64 lines
3.1 KiB
Go
package autotrader
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import (
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"errors"
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"time"
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)
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type OrderType string
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const (
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MarketOrder OrderType = "MARKET"
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LimitOrder OrderType = "LIMIT"
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StopOrder OrderType = "STOP"
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)
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var (
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ErrCancelFailed = errors.New("cancel failed")
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ErrSymbolNotFound = errors.New("symbol not found")
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ErrInvalidStopLoss = errors.New("invalid stop loss")
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ErrInvalidTakeProfit = errors.New("invalid take profit")
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)
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type Order interface {
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Cancel() error // Cancel attempts to cancel the order and returns an error if it fails. If the error is nil, the order was canceled.
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Fulfilled() bool // Fulfilled returns true if the order has been filled with the broker and a position is active.
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Id() string // Id returns the unique identifier of the order by the broker.
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Leverage() float64 // Leverage returns the leverage of the order.
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Position() Position // Position returns the position of the order. If the order has not been filled, nil is returned.
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Price() float64 // Price returns the price of the symbol at the time the order was placed.
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Symbol() string // Symbol returns the symbol name of the order.
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StopLoss() float64 // StopLoss returns the stop loss price of the order.
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TakeProfit() float64 // TakeProfit returns the take profit price of the order.
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Time() time.Time // Time returns the time the order was placed.
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Type() OrderType // Type returns the type of order.
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Units() float64 // Units returns the number of units purchased or sold by the order.
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}
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type Position interface {
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Close() error // Close attempts to close the position and returns an error if it fails. If the error is nil, the position was closed.
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Closed() bool // Closed returns true if the position has been closed with the broker.
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EntryPrice() float64 // EntryPrice returns the price of the symbol at the time the position was opened.
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Id() string // Id returns the unique identifier of the position by the broker.
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Leverage() float64 // Leverage returns the leverage of the position.
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PL() float64 // PL returns the profit or loss of the position.
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Symbol() string // Symbol returns the symbol name of the position.
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StopLoss() float64 // StopLoss returns the stop loss price of the position.
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TakeProfit() float64 // TakeProfit returns the take profit price of the position.
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Time() time.Time // Time returns the time the position was opened.
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Units() float64 // Units returns the number of units purchased or sold by the position.
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}
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type Broker interface {
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// Candles returns a dataframe of candles for the given symbol, frequency, and count by querying the broker.
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Candles(symbol string, frequency string, count int) (*DataFrame, error)
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MarketOrder(symbol string, units float64, stopLoss, takeProfit float64) (Order, error)
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NAV() float64 // NAV returns the net asset value of the account.
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// Orders returns a slice of orders that have been placed with the broker. If an order has been canceled or
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// filled, it will not be returned.
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Orders() []Order
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// Positions returns a slice of positions that are currently open with the broker. If a position has been
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// closed, it will not be returned.
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Positions() []Position
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}
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