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market.go
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market.go
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package kiteapi
import (
"fmt"
"net/http"
"net/url"
"time"
"github.com/gocarina/gocsv"
"github.com/google/go-querystring/query"
)
type quoteParams struct {
Instruments []string `url:"i"`
}
type OHLC struct {
Open float64 `json:"open"`
High float64 `json:"high"`
Low float64 `json:"low"`
Close float64 `json:"close"`
}
type DepthItem struct {
Price float64 `json:"price"`
Quantity int `json:"quantity"`
Orders int `json:"orders"`
}
type Depth struct {
Buy []DepthItem `json:"buy"`
Sell []DepthItem `json:"sell"`
}
// Quote represents the full quote response.
type Quote map[string]struct {
InstrumentToken int `json:"instrument_token"`
Timestamp Time `json:"timestamp"`
LastPrice float64 `json:"last_price"`
LastQuantity int `json:"last_quantity"`
LastTradeTime Time `json:"last_trade_time"`
AveragePrice float64 `json:"average_price"`
Volume int `json:"volume"`
BuyQuantity int `json:"buy_quantity"`
SellQuantity int `json:"sell_quantity"`
OHLC OHLC `json:"ohlc"`
NetChange float64 `json:"net_change"`
OI float64 `json:"oi"`
OIDayHigh float64 `json:"oi_day_high"`
OIDayLow float64 `json:"oi_day_low"`
LowerCircuitLimit float64 `json:"lower_circuit_limit"`
UpperCircuitLimit float64 `json:"upper_circuit_limit"`
Depth Depth `json:"depth"`
}
// QuoteOHLC represents OHLC quote response.
type QuoteOHLC map[string]struct {
InstrumentToken int `json:"instrument_token"`
LastPrice float64 `json:"last_price"`
OHLC OHLC `json:"ohlc"`
}
// QuoteLTP represents last price quote response.
type QuoteLTP map[string]struct {
InstrumentToken int `json:"instrument_token"`
LastPrice float64 `json:"last_price"`
}
// HistoricalData represents individual historical data response.
type HistoricalData struct {
Date Time `json:"date"`
Open float64 `json:"open"`
High float64 `json:"high"`
Low float64 `json:"Low"`
Close float64 `json:"close"`
Volume int `json:"volume"`
OI int `json:"oi"`
}
type historicalDataReceived struct {
Candles [][]interface{} `json:"candles"`
}
type historicalDataParams struct {
FromDate string `url:"from"`
ToDate string `url:"to"`
Continuous int `url:"continuous"`
OI int `url:"oi"`
InstrumentToken int `url:"instrument_token"`
Interval string `url:"interval"`
}
// Instrument represents individual instrument response.
type Instrument struct {
InstrumentToken int `csv:"instrument_token"`
ExchangeToken int `csv:"exchange_token"`
Tradingsymbol string `csv:"tradingsymbol"`
Name string `csv:"name"`
LastPrice float64 `csv:"last_price"`
Expiry Time `csv:"expiry"`
StrikePrice float64 `csv:"strike"`
TickSize float64 `csv:"tick_size"`
LotSize float64 `csv:"lot_size"`
InstrumentType string `csv:"instrument_type"`
Segment string `csv:"segment"`
Exchange string `csv:"exchange"`
}
// Instruments represents list of instruments.
type Instruments []Instrument
// MFInstrument represents individual mutualfund instrument response.
type MFInstrument struct {
Tradingsymbol string `csv:"tradingsymbol"`
Name string `csv:"name"`
LastPrice float64 `csv:"last_price"`
AMC string `csv:"amc"`
PurchaseAllowed bool `csv:"purchase_allowed"`
RedemtpionAllowed bool `csv:"redemption_allowed"`
MinimumPurchaseAmount float64 `csv:"minimum_purchase_amount"`
PurchaseAmountMultiplier float64 `csv:"purchase_amount_multiplier"`
MinimumAdditionalPurchaseAmount float64 `csv:"additional_purchase_multiple"`
MinimumRedemptionQuantity float64 `csv:"minimum_redemption_quantity"`
RedemptionQuantityMultiplier float64 `csv:"redemption_quantity_multiplier"`
DividendType string `csv:"dividend_type"`
SchemeType string `csv:"scheme_type"`
Plan string `csv:"plan"`
SettlementType string `csv:"settlement_type"`
LastPriceDate Time `csv:"last_price_date"`
}
// MFInstruments represents list of mutualfund instruments.
type MFInstruments []MFInstrument
// GetQuote gets map of quotes for given instruments in the format of `exchange:tradingsymbol`.
func (c *Client) GetQuote(instruments ...string) (Quote, error) {
var (
err error
quotes Quote
params url.Values
qParams quoteParams
)
qParams = quoteParams{
Instruments: instruments,
}
if params, err = query.Values(qParams); err != nil {
return quotes, NewError(InputError, fmt.Sprintf("Error decoding order params: %v", err), nil)
}
err = c.doEnvelope(http.MethodGet, URIGetQuote, params, nil, "es)
return quotes, err
}
// GetLTP gets map of LTP quotes for given instruments in the format of `exchange:tradingsymbol`.
func (c *Client) GetLTP(instruments ...string) (QuoteLTP, error) {
var (
err error
quotes QuoteLTP
params url.Values
qParams quoteParams
)
qParams = quoteParams{
Instruments: instruments,
}
if params, err = query.Values(qParams); err != nil {
return quotes, NewError(InputError, fmt.Sprintf("Error decoding order params: %v", err), nil)
}
err = c.doEnvelope(http.MethodGet, URIGetQuote, params, nil, "es)
return quotes, err
}
// GetOHLC gets map of OHLC quotes for given instruments in the format of `exchange:tradingsymbol`.
func (c *Client) GetOHLC(instruments ...string) (QuoteOHLC, error) {
var (
err error
quotes QuoteOHLC
params url.Values
qParams quoteParams
)
qParams = quoteParams{
Instruments: instruments,
}
if params, err = query.Values(qParams); err != nil {
return quotes, NewError(InputError, fmt.Sprintf("Error decoding order params: %v", err), nil)
}
err = c.doEnvelope(http.MethodGet, URIGetQuote, params, nil, "es)
return quotes, err
}
func (c *Client) formatHistoricalData(inp historicalDataReceived) ([]HistoricalData, error) {
var data []HistoricalData
for _, i := range inp.Candles {
var (
ds string
open float64
high float64
low float64
close float64
volume int
oi int
ok bool
)
if ds, ok = i[0].(string); !ok {
return data, NewError(GeneralError, fmt.Sprintf("Error decoding response `date`: %v", i[0]), nil)
}
if open, ok = i[1].(float64); !ok {
return data, NewError(GeneralError, fmt.Sprintf("Error decoding response `open`: %v", i[1]), nil)
}
if high, ok = i[2].(float64); !ok {
return data, NewError(GeneralError, fmt.Sprintf("Error decoding response `high`: %v", i[2]), nil)
}
if low, ok = i[3].(float64); !ok {
return data, NewError(GeneralError, fmt.Sprintf("Error decoding response `low`: %v", i[3]), nil)
}
if close, ok = i[4].(float64); !ok {
return data, NewError(GeneralError, fmt.Sprintf("Error decoding response `close`: %v", i[4]), nil)
}
// Assert volume
v, ok := i[5].(float64)
if !ok {
return data, NewError(GeneralError, fmt.Sprintf("Error decoding response `volume`: %v", i[5]), nil)
}
volume = int(v)
if len(i) > 6 {
o, ok := i[6].(float64)
if !ok {
return data, NewError(GeneralError, fmt.Sprintf("Error decoding response `oi`: %v", i[6]), nil)
}
oi = int(o)
}
// Parse string to date
d, err := time.Parse("2006-01-02T15:04:05-0700", ds)
if err != nil {
return data, NewError(GeneralError, fmt.Sprintf("Error decoding response: %v", err), nil)
}
data = append(data, HistoricalData{
Date: Time{d},
Open: open,
High: high,
Low: low,
Close: close,
Volume: volume,
OI: oi,
})
}
return data, nil
}
// GetHistoricalData gets list of historical data.
func (c *Client) GetHistoricalData(instrumentToken int, interval string, fromDate time.Time, toDate time.Time, continuous bool, oi bool) ([]HistoricalData, error) {
var (
err error
data []HistoricalData
params url.Values
inpParams historicalDataParams
)
inpParams.InstrumentToken = instrumentToken
inpParams.Interval = interval
inpParams.FromDate = fromDate.Format("2006-01-02 15:04:05")
inpParams.ToDate = toDate.Format("2006-01-02 15:04:05")
inpParams.Continuous = 0
inpParams.OI = 0
if continuous {
inpParams.Continuous = 1
}
if oi {
inpParams.OI = 1
}
if params, err = query.Values(inpParams); err != nil {
return data, NewError(InputError, fmt.Sprintf("Error decoding order params: %v", err), nil)
}
var resp historicalDataReceived
if err := c.doEnvelope(http.MethodGet, fmt.Sprintf(URIGetHistorical, instrumentToken, interval), params, nil, &resp); err != nil {
return data, err
}
return c.formatHistoricalData(resp)
}
func (c *Client) parseInstruments(data interface{}, url string, params url.Values) error {
var (
err error
resp HTTPResponse
)
// Get CSV response
if resp, err = c.do(http.MethodGet, url, params, nil); err != nil {
return err
}
// Unmarshal CSV response to instruments
if err = gocsv.UnmarshalBytes(resp.Body, data); err != nil {
return NewError(GeneralError, fmt.Sprintf("Error parsing csv response: %v", err), nil)
}
return nil
}
// GetInstruments retrives list of instruments.
func (c *Client) GetInstruments() (Instruments, error) {
var instruments Instruments
err := c.parseInstruments(&instruments, URIGetInstruments, nil)
return instruments, err
}
// GetInstrumentsByExchange retrives list of instruments for a given exchange.
func (c *Client) GetInstrumentsByExchange(exchange string) (Instruments, error) {
var instruments Instruments
err := c.parseInstruments(&instruments, fmt.Sprintf(URIGetInstrumentsExchange, exchange), nil)
return instruments, err
}
// GetMFInstruments retrives list of mutualfund instruments.
func (c *Client) GetMFInstruments() (MFInstruments, error) {
var instruments MFInstruments
err := c.parseInstruments(&instruments, URIGetMFInstruments, nil)
return instruments, err
}