goetna

package module
v1.1.2 Latest Latest
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 Go to latest Published: Sep 4, 2025 License: LGPL-2.1 Imports: 23 Imported by: 0

README

goetna

ETNA API client

Documentation

Index

Constants

View Source 
const (
	ConnectTimeout    = 20 // the amount of seconds to wait for connection and authentication
	WSReconnInterval  = 12 // base period in seconds for the reconnect period calculation
	WSMaxSilentPeriod = 30 // maximum period of silence, seconds
)
View Source 
const NASDAQ = "NASDAQ"

Variables

View Source 
var BaseSchedules = map[string]schema.MarketSchedule{
	"NGS": {
		MonOpen:  14400,
		MonClose: 34199,
		RegOpen:  34200,
		RegClose: 56700,
		EvnOpen:  57600,
		EvnClose: 72000,
		GateOpen: 29400,
		Delta:    -14400,
	},
}

BaseSchedules contains the time of morning, regular and evening trading sessions

View Source 
var DefaultConfig = defaultConfig()
View Source 
var NasdaqMICs = map[string]struct{}{
	"NMS":  {},
	"NGS":  {},
	"NCM":  {},
	"NDQ":  {},
	"NFI":  {},
	"NASD": {},
}

Functions

This section is empty.

Types

type ConnHandler 

type ConnHandler func(name string)

type ConnState 

type ConnState uint32

type DisconnHandler 

type DisconnHandler func(code int, text string) error

type EtnaConfig 

type EtnaConfig struct {
	RestUrlPub, RestUrlNonRTH, RestUrlPriv string
	WSUrlPub, WSUrlPubFMP, WSUrlPriv       string
	RestTimeout                            time.Duration
	WSPingTimeout                          time.Duration
	WSMaxSilentPeriod                      int64 // Maximum period of silence, seconds
}

type EtnaREST 

type EtnaREST struct {
	// contains filtered or unexported fields
}

func NewEtnaREST 

func NewEtnaREST(apiKey, nonRTHToken string, login, passwd []byte, isPrivate bool, logger Logger) (*EtnaREST, error)

func (*EtnaREST) CancelOrder 

func (api *EtnaREST) CancelOrder(ctx context.Context, accId uint32, orderId uint64) error

CancelOrder cancels an existing order for a specific account.

func (*EtnaREST) GetAvailableExchanges 

func (api *EtnaREST) GetAvailableExchanges(ctx context.Context) ([]string, error)

GetAvailableExchanges retrieves the list of user's available exchanges.

func (*EtnaREST) GetBalance 

func (api *EtnaREST) GetBalance(ctx context.Context, accId uint32) (sch.TradingBalance, error)

GetBalance retrieves a trading balancedata for the authenticated user.

func (*EtnaREST) GetBalanceHistory 

func (api *EtnaREST) GetBalanceHistory(ctx context.Context, accId uint32,
	fromTs, tillTs string) ([]sch.BalanceHistoryValue, error)

GetBalanceHistory retrieves a slice of sch.TradingBalanceValue for the specified account of authenticated user.

func (*EtnaREST) GetBars 

func (api *EtnaREST) GetBars(ctx context.Context, params *sch.ReqBars) ([]sch.BarHist, error)

GetBars retrieves historical bar data for a security based on the provided parameters. It validates the timeframe and makes a PUT request to the history API.

func (*EtnaREST) GetOrder 

func (api *EtnaREST) GetOrder(ctx context.Context, accId uint32, orderId uint64) (sch.Order, error)

GetOrder retrieves details for a specific order within an account.

func (*EtnaREST) GetOrders 

func (api *EtnaREST) GetOrders(ctx context.Context, accId uint32, active bool) ([]sch.Order, error)

GetOrders retrieves a list of orders for a specific account. Supports filtering for active orders and returns them sorted by creation date.

func (*EtnaREST) GetPositions 

func (api *EtnaREST) GetPositions(ctx context.Context, accId uint32) ([]sch.Position, error)

GetPositions retrieves a slice of positions for the authenticated user.

func (*EtnaREST) GetSecurity 

func (api *EtnaREST) GetSecurity(ctx context.Context, symbol string) (sch.Security, error)

GetSecurity retrieves details for a specific security by its symbol.

func (*EtnaREST) GetStreamers 

func (api *EtnaREST) GetStreamers(ctx context.Context, isFMP bool) (sch.Streamers, error)

GetStreamers retrieves a list of streamers from the API.

func (*EtnaREST) GetTransfers 

func (api *EtnaREST) GetTransfers(ctx context.Context, accId uint32) ([]sch.Transfer, error)

func (*EtnaREST) GetUser 

func (api *EtnaREST) GetUser(ctx context.Context) (sch.UserInfo, error)

GetUser retrieves the authenticated user's information.

func (*EtnaREST) GetUserAccounts 

func (api *EtnaREST) GetUserAccounts(ctx context.Context) ([]sch.Account, error)

GetUserAccounts retrieves a slice of user accounts for the authenticated user.

func (*EtnaREST) GetUserSettings 

func (api *EtnaREST) GetUserSettings(ctx context.Context) (sch.UserTradingSettings, error)

GetUserSettings retrieves the authenticated user's trading settings.

func (*EtnaREST) ModifyUser 

func (api *EtnaREST) ModifyUser(ctx context.Context) error

func (*EtnaREST) PlaceOrder 

func (api *EtnaREST) PlaceOrder(ctx context.Context, accId uint32, params *sch.OrderParams) (sch.Order, error)

PlaceOrder submits a new order for a specific account. It automatically sets default values for TimeInforce and ExtendedHours if not provided.

func (*EtnaREST) RecoverStreamerSession 

func (api *EtnaREST) RecoverStreamerSession(ctx context.Context, sessType sch.WSSessionType) (sch.SessionId, error)

RecoverStreamerSession attempts to recover a streamer session of the specified type.

func (*EtnaREST) RegisterUser 

func (api *EtnaREST) RegisterUser(ctx context.Context, params *sch.ReqUserRegister) (sch.UserInfo, error)

func (*EtnaREST) ReplaceOrder 

func (api *EtnaREST) ReplaceOrder(ctx context.Context, accId uint32, orderId uint64,
	params *sch.OrderParams) (sch.Order, error)

ReplaceOrder modifies an existing order for a specific account.

func (*EtnaREST) UpdateUserPasswd 

func (api *EtnaREST) UpdateUserPasswd(ctx context.Context) error

type EtnaWS 

type EtnaWS struct {
	WSClient

	QuotesChan    chan sch.EtnaQuote
	BarsChan      chan sch.Bar
	BalanceChan   chan sch.TradingBalance
	PositionsChan chan sch.Position
	OrdersChan    chan sch.Order
	// contains filtered or unexported fields
}

func NewEtnaWS 

func NewEtnaWS(name, url string, login, passwd []byte, userSessId, streamSessId sch.SessionId,
	logger Logger, hdlConn ConnHandler, hdlDisconn DisconnHandler) *EtnaWS

NewEtnaWS creates the instance of EtnaWS, connects it to th e `baseUrl` and starts receive and ping goroutines.

func (*EtnaWS) Subscribe 

func (ws *EtnaWS) Subscribe(topic string, keys string) error

Subscribe sends a subscription request for a specific topic and keys. It checks for an existing connection and prevents duplicate subscriptions.

func (*EtnaWS) Unsubscribe 

func (ws *EtnaWS) Unsubscribe(topic string, keys string) error

Unsubscribe sends an unsubscription request for a specific topic and keys. It checks for an existing connection and the presence of the subscription before sending the unsubscribe command.

type FmpWS added in v1.1.2 

type FmpWS struct {
	WSClient

	QuotesChan chan sch.FmpQuote
	// contains filtered or unexported fields
}

func NewFmpWS added in v1.1.2 

func NewFmpWS(name string, fmpKey string, logger Logger, hdlConn ConnHandler, hdlDisconn DisconnHandler) *FmpWS

NewFmpWS creates the instance of FmpWS

func (*FmpWS) Subscribe added in v1.1.2 

func (ws *FmpWS) Subscribe(key string) error

Subscribe sends a subscription request for a specific topic and keys. It checks for an existing connection and prevents duplicate subscriptions.

func (*FmpWS) Unsubscribe added in v1.1.2 

func (ws *FmpWS) Unsubscribe(key string) error

Unsubscribe sends an unsubscription request for a specific topic and keys. It checks for an existing connection and the presence of the subscription before sending the unsubscribe command.

type Logger 

type Logger interface {
	Info(format string, v ...any)
	Debug(format string, v ...any)
	Error(format string, v ...any)
	Fatal(format string, v ...any)
}

func ColouredLogger 

func ColouredLogger(name string) Logger

type MessageHandler added in v1.1.2 

type MessageHandler func(topic string, dec *gjson.Decoder) error

type StdLogger 

type StdLogger struct {
	// contains filtered or unexported fields
}

func (StdLogger) Debug 

func (l StdLogger) Debug(format string, v ...any)

func (StdLogger) Error 

func (l StdLogger) Error(format string, v ...any)

func (StdLogger) Fatal 

func (l StdLogger) Fatal(format string, v ...any)

func (StdLogger) Info 

func (l StdLogger) Info(format string, v ...any)

type WSClient added in v1.1.2 

type WSClient struct {
	// contains filtered or unexported fields
}

func NewWSClient added in v1.1.2 

func NewWSClient(name string, logger Logger, hdlConn ConnHandler, hdlDisconn DisconnHandler) WSClient

func (*WSClient) IsOperational added in v1.1.2 

func (ws *WSClient) IsOperational() bool

IsOperational returns the current connection status of the WebSocket client.

Returns: 

true if the client is currently connected, false otherwise.

func (*WSClient) SetConnectFunc added in v1.1.2 

func (ws *WSClient) SetConnectFunc(f func() error)

func (*WSClient) SetMessageHandler added in v1.1.2 

func (ws *WSClient) SetMessageHandler(h MessageHandler)

func (*WSClient) SetTopicFunc added in v1.1.2 

func (ws *WSClient) SetTopicFunc(f func(data []byte) (string, error))

func (*WSClient) Start added in v1.1.2 

func (ws *WSClient) Start() error

Start initiates the WebSocket connection and starts background processes for receiving messages.

func (*WSClient) Stop added in v1.1.2 

func (ws *WSClient) Stop()

Source Files

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