longport

type Api interface {
	Method
	OrderApi
	AssetApi
	// 连接行情 websocket
	ConnQuote() QuoteConn
	// 连接交易 websocket
	ConnTrade() TradeConn
}

type AssetApi interface {
	// 获取账户资金, 参数: 币种(可选)
	GetCash(c ...Currency) (*Cash, error)
	// 获取股票持仓, 参数: 股票代码(可选)，使用 ticker.region 格式，例如：AAPL.US
	GetStock(symbols ...string) (*Stocks, error)
}

type BaseOrder struct {
	Symbol          string    `json:"symbol,omitempty"`           // required
	OrderType       OrderType `json:"order_type,omitempty"`       // required
	Side            OrderSide `json:"side,omitempty"`             // required
	TriggerPrice    string    `json:"trigger_price,omitempty"`    // LIT / MIT Order Required
	LimitOffset     string    `json:"limit_offset,omitempty"`     // TSLPAMT / TSLPPCT Order Required
	TrailingAmount  string    `json:"trailing_amount,omitempty"`  // TSLPAMT / TSMAMT Order Required
	TrailingPercent string    `json:"trailing_percent,omitempty"` // TSLPPCT / TSMAPCT Order Required
	Remark          string    `json:"remark,omitempty"`
}

type BuyLimitReq struct {
	Symbol    string    `json:"symbol,omitempty"`
	OrderType OrderType `json:"order_type,omitempty"`
	Side      OrderSide `json:"side,omitempty"`
}

type BuyLimitRsp struct {
	CashMaxQty   string `json:"cash_max_qty"`
	MarginMaxQty string `json:"margin_max_qty"`
}

type Cash struct {
	List []struct {
		TotalCash              decimal.Decimal `json:"total_cash"`
		MaxFinanceAmount       decimal.Decimal `json:"max_finance_amount"`
		RemainingFinanceAmount decimal.Decimal `json:"remaining_finance_amount"`
		RiskLevel              string          `json:"risk_level"`
		MarginCall             string          `json:"margin_call"`
		Currency               string          `json:"currency"`
		NetAssets              decimal.Decimal `json:"net_assets"`
		InitMargin             decimal.Decimal `json:"init_margin"`
		MaintenanceMargin      decimal.Decimal `json:"maintenance_margin"`
		BuyPower               decimal.Decimal `json:"buy_power"`
		CashInfos              []struct {
			WithdrawCash  decimal.Decimal `json:"withdraw_cash"`
			AvailableCash decimal.Decimal `json:"available_cash"`
			FrozenCash    decimal.Decimal `json:"frozen_cash"`
			SettlingCash  decimal.Decimal `json:"settling_cash"`
			Currency      Currency        `json:"currency"`
		} `json:"cash_infos"`
		FrozenTransactionFees []struct {
			Currency             Currency        `json:"currency"`
			FrozenTransactionFee decimal.Decimal `json:"frozen_transaction_fee"`
		} `json:"frozen_transaction_fees"`
	} `json:"list"`
}

type CommonOrder struct {
	*BaseOrder
	StockName string `json:"stock_name,omitempty"`

	Quantity         decimal.Decimal `json:"quantity,omitempty"`
	ExecutedQuantity decimal.Decimal `json:"executed_quantity,omitempty"`
	ExecutedPrice    decimal.Decimal `json:"executed_price,omitempty"`
	Price            string          `json:"price,omitempty"`

	OrderID  string `json:"order_id,omitempty"`
	Currency string `json:"currency,omitempty"`

	Status        OrderStatus   `json:"status,omitempty"`
	TriggerStatus TriggerStatus `json:"trigger_status,omitempty"`

	SubmittedAt UnixTime `json:"submitted_at,omitempty"`
	UpdatedAt   UnixTime `json:"updated_at,omitempty"`

	Msg       string `json:"msg,omitempty"`
	Tag       string `json:"tag,omitempty"`
	TriggerAt string `json:"trigger_at,omitempty"`
}

type Currency string

type HistoryQuery struct {
	*OrderQuery
	Start int64
	End   int64
}

type Longport struct {
	Host        string `json:"host,omitempty"`
	AppKey      string `json:"app_key,omitempty"`
	AppSecret   string `json:"app_secret,omitempty"`
	AccessToken string `json:"access_token,omitempty"`
}

type Market string

type Method interface {
	Get(path string, rsp any, params url.Values) error
	Put(path string, body, rsp any) error
	Post(path string, body, rsp any) error
	Delete(path string, body, rsp any) error
}

type ModifyOrder struct {
	OrderID         string          `json:"order_id,omitempty"`
	Quantity        decimal.Decimal `json:"quantity,omitempty"`
	Price           string          `json:"price,omitempty"`
	TriggerPrice    string          `json:"trigger_price,omitempty"`
	LimitOffset     decimal.Decimal `json:"limit_offset,omitempty"`
	TrailingAmount  string          `json:"trailing_amount,omitempty"`
	TrailingPercent string          `json:"trailing_percent,omitempty"`
	Remark          string          `json:"remark,omitempty"`
}

type Order struct {
	*CommonOrder
	LastDone    string   `json:"last_done,omitempty"`
	TimeInForce TimeType `json:"time_in_force,omitempty"`
	ExpireDate  string   `json:"expire_date,omitempty"`
	OutsideRth  string   `json:"outside_rth,omitempty"`
}

type OrderApi interface {
	// 获取历史订单
	ListHistoryOrder(query HistoryQuery) (*Orders, error)
	// 获取今日订单
	ListTodayOrder(query OrderQuery) (*Orders, error)
	//预估最大购买数量
	MaxOrderNum(req BuyLimitReq) (*BuyLimitRsp, error)
	// 提交订单
	SubmitOrder(req SubmitOrder) (*OrderRsp, error)
	// 修改订单
	ModifyOrder(modify ModifyOrder) error
	// 撤销订单
	CancelOrder(orderId string) error
}

type OrderEvent struct {
	Event string `json:"event,omitempty"`
	Data  struct {
		AccountNo string `json:"account_no,omitempty"`
		LastShare string `json:"last_share,omitempty"`
		LastPrice string `json:"last_price,omitempty"`

		SubmittedPrice    decimal.Decimal `json:"submitted_price,omitempty"`
		SubmittedQuantity decimal.Decimal `json:"submitted_quantity,omitempty"`
		*CommonOrder
	} `json:"data"`
}

type OrderQuery struct {
	Symbol string
	Side   OrderSide
	Market Market
	Status []OrderStatus
}

type OrderRsp struct {
	OrderID string `json:"order_id"`
}

type OrderSide string

type OrderStatus string

type OrderType string

type Orders struct {
	Orders  []Order `json:"orders"`
	HasMore bool    `json:"has_more"`
}

type QuoteConn interface {
	// 可自定义执行 quotev1.Command 命令
	Rpc(cmd quotev1.Command, req proto.Message, rsp proto.Message) error

	// 注册实时价格回调函数
	OnPushQuote(func(*quotev1.PushQuote))
	// 注册实时盘口回调函数
	OnPushDepth(func(*quotev1.PushDepth))
	// 注册实时经纪队列回调函数
	OnPushBrokers(func(*quotev1.PushBrokers))
	// 注册实时成交明细回调函数
	OnPushTrade(func(*quotev1.PushTrade))
	// 订阅行情数据, 建议注册回调函数后调用
	Subscribe(req *quotev1.SubscribeRequest) (*quotev1.SubscriptionResponse, error)
	//取消订阅行情数据
	Unsubscribe(req *quotev1.UnsubscribeRequest) error
	// 获取已订阅标的行情
	ListSubscription() (*quotev1.SubscriptionResponse, error)

	// 查询交易时间段
	QueryMarketTradePeriod() (*quotev1.MarketTradePeriodResponse, error)
	// 查询标的基础信息
	QuerySymbolStaticInfo(symbols ...string) (*quotev1.SecurityStaticInfoResponse, error)
	// 获取标的实时行情
	QuerySymbolQuote(symbols ...string) (*quotev1.SecurityQuoteResponse, error)
}

type Stock struct {
	Symbol            string          `json:"symbol"`
	SymbolName        string          `json:"symbol_name"`
	Currency          Currency        `json:"currency"`
	Quantity          decimal.Decimal `json:"quantity"`
	Market            Market          `json:"market"`
	AvailableQuantity decimal.Decimal `json:"available_quantity"`
	CostPrice         decimal.Decimal `json:"cost_price,omitempty"`
	InitQuantity      decimal.Decimal `json:"init_quantity"`
}

type Stocks struct {
	List []struct {
		AccountChannel string  `json:"account_channel"`
		StockInfo      []Stock `json:"stock_info"`
	} `json:"list"`
}

type SubmitOrder struct {
	*BaseOrder
	TimeInForce       TimeType        `json:"time_in_force,omitempty"`      // required
	ExpireDate        string          `json:"expire_date,omitempty"`        // required when time_in_force is GTD
	SubmittedQuantity decimal.Decimal `json:"submitted_quantity,omitempty"` // required
	SubmittedPrice    string          `json:"submitted_price,omitempty"`    // LO / ELO / ALO / ODD / LIT Order Required
}

type TimeType string

type TradeConn interface {
	// 订阅
	Subscribe(func(*OrderEvent)) error
	// 取消订阅
	Unsubscribe() error
}

type TriggerStatus string

type UnixTime time.Time