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feat: implement websocket client for quotes
Signed-off-by: Marek Cermak <[email protected]>
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,90 @@ | ||
| // Package market defines HTTP and a Websocket client for the FMP API. | ||
| package market | ||
|
|
||
| import ( | ||
| "context" | ||
| "errors" | ||
| "log/slog" | ||
| "sync" | ||
|
|
||
| "github.com/gorilla/websocket" | ||
| "go.tradeforge.dev/background/manager" | ||
|
|
||
| "go.tradeforge.dev/fmp/client/rest" | ||
| "go.tradeforge.dev/fmp/model" | ||
| ) | ||
|
|
||
| type HTTPClientConfig struct { | ||
| ApiKey string `validate:"required" env:"FMP_API_KEY"` | ||
| } | ||
|
|
||
| // HTTPClient defines a client to the Polygon REST API. | ||
| type HTTPClient struct { | ||
| QuoteClient | ||
| TickerClient | ||
| EventClient | ||
| } | ||
|
|
||
| // NewHTTPClient returns a new HTTP client with the specified API key and config. | ||
| func NewHTTPClient( | ||
| config HTTPClientConfig, | ||
| logger *slog.Logger, | ||
| ) *HTTPClient { | ||
| c := rest.New( | ||
| config.ApiKey, | ||
| logger, | ||
| ) | ||
|
|
||
| return &HTTPClient{ | ||
| QuoteClient: QuoteClient{ | ||
| Client: c, | ||
| }, | ||
| TickerClient: TickerClient{ | ||
| Client: c, | ||
| }, | ||
| EventClient: EventClient{ | ||
| Client: c, | ||
| }, | ||
| } | ||
| } | ||
|
|
||
| type WebsocketClientConfig struct { | ||
| ApiKey string `validate:"required" env:"FMP_API_KEY"` | ||
| } | ||
|
|
||
| func NewWebsocketClient( | ||
| ctx context.Context, | ||
| config WebsocketClientConfig, | ||
| logger *slog.Logger, | ||
| ) (*WebsocketClient, error) { | ||
| if ctx.Done() != nil { | ||
| return nil, errors.New("context is already cancelled") | ||
| } | ||
| return &WebsocketClient{ | ||
| ctx: ctx, | ||
| config: config, | ||
| logger: logger, | ||
| manager: manager.New(ctx, manager.WithCancelOnError(), manager.WithFirstError()), | ||
|
|
||
| events: make(chan model.WebsocketMesssage), | ||
| quotes: make(chan model.WebsocketQuote), | ||
| }, nil | ||
| } | ||
|
|
||
| type WebsocketClient struct { | ||
| ctx context.Context | ||
| config WebsocketClientConfig | ||
| logger *slog.Logger | ||
|
|
||
| manager *manager.Manager | ||
|
|
||
| connectOnce sync.Once | ||
| connectionLock sync.Mutex | ||
| connection *websocket.Conn | ||
|
|
||
| subscribedQuotesLock sync.RWMutex | ||
| subscribedQuotes map[string]struct{} | ||
|
|
||
| events chan model.WebsocketMesssage | ||
| quotes chan model.WebsocketQuote | ||
| } | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,77 +1,77 @@ | ||
| package market | ||
|
|
||
| import ( | ||
| "context" | ||
| "fmt" | ||
| "net/http" | ||
|
|
||
| "go.tradeforge.dev/fmp/client/rest" | ||
| "go.tradeforge.dev/fmp/model" | ||
| ) | ||
|
|
||
| const ( | ||
| GetRealTimeQuotePath = "/api/v3/stock/full/real-time-price/:symbol" | ||
| GetFullPricePath = "/api/v3/quote/:symbol" | ||
| GetPriceChangePath = "/api/v3/stock-price-target/:symbol" | ||
|
|
||
| BatchGetRealTimeQuotePath = "/api/v3/stock/full/real-time-price/:symbols" | ||
| BatchGetFullPricePath = "/api/v3/quote/:symbols" | ||
| ) | ||
|
|
||
| type QuoteClient struct { | ||
| *rest.Client | ||
| } | ||
|
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| func (qc *QuoteClient) GetFullPrice(ctx context.Context, params *model.GetFullPriceParams, opts ...model.RequestOption) (response *model.GetFullPriceResponse, err error) { | ||
| var res []model.GetFullPriceResponse | ||
| _, err = qc.Call(ctx, http.MethodGet, GetFullPricePath, params, &res, opts...) | ||
| if err != nil { | ||
| return nil, err | ||
| } | ||
| if len(res) != 1 { | ||
| return nil, fmt.Errorf("expected response of length 1, got %d", len(res)) | ||
| } | ||
| return &res[0], nil | ||
| } | ||
|
|
||
| func (qc *QuoteClient) BatchGetFullPrice(ctx context.Context, params *model.BatchGetFullPriceParams, opts ...model.RequestOption) (model.BatchGetFullPriceResponse, error) { | ||
| var res model.BatchGetFullPriceResponse | ||
| _, err := qc.Call(ctx, http.MethodGet, BatchGetFullPricePath, params, &res, opts...) | ||
| return res, err | ||
| } | ||
|
|
||
| func (qc *QuoteClient) GetPriceChange(ctx context.Context, params *model.GetPriceChangeParams, opts ...model.RequestOption) (response *model.GetPriceChangeResponse, err error) { | ||
| var res []model.GetPriceChangeResponse | ||
| _, err = qc.Call(ctx, http.MethodGet, GetPriceChangePath, params, &res, opts...) | ||
| if err != nil { | ||
| return nil, err | ||
| } | ||
| if len(res) != 1 { | ||
| return nil, fmt.Errorf("expected response of length 1, got %d", len(res)) | ||
| } | ||
| return &res[0], nil | ||
| } | ||
|
|
||
| func (qc *QuoteClient) BatchGetPriceChange(ctx context.Context, params *model.BatchGetPriceChangeParams, opts ...model.RequestOption) ([]model.GetPriceChangeResponse, error) { | ||
| var res []model.GetPriceChangeResponse | ||
| _, err := qc.Call(ctx, http.MethodGet, BatchGetRealTimeQuotePath, params, &res, opts...) | ||
| return res, err | ||
| } | ||
|
|
||
| func (qc *QuoteClient) GetRealTimeQuote(ctx context.Context, params *model.GetRealTimeQuoteParams, opts ...model.RequestOption) (response *model.GetRealTimeQuoteResponse, err error) { | ||
| var res []model.GetRealTimeQuoteResponse | ||
| _, err = qc.Call(ctx, http.MethodGet, GetRealTimeQuotePath, params, &res, opts...) | ||
| if err != nil { | ||
| return nil, err | ||
| } | ||
| if len(res) != 1 { | ||
| return nil, fmt.Errorf("expected response of length 1, got %d", len(res)) | ||
| } | ||
| return &res[0], nil | ||
| } | ||
|
|
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| func (qc *QuoteClient) BatchGetRealTimeQuote(ctx context.Context, params *model.BatchGetRealTimeQuoteParams, opts ...model.RequestOption) (model.BatchGetRealTimeQuoteResponse, error) { | ||
| var res model.BatchGetRealTimeQuoteResponse | ||
| _, err := qc.Call(ctx, http.MethodGet, BatchGetRealTimeQuotePath, params, &res, opts...) | ||
| return res, err | ||
| } |
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