tickserver/api/lmaxapi/markinfo/symbol.go

package markinfo

import "fmt"
import "math"

const (
	EURUSD = iota
	GBPUSD
	USDJPY
	USDCHF
	AUDUSD
	USDCAD
	NZDUSD
	EURGBP
	EURJPY
	EURCHF
	EURAUD
	EURCAD
	GBPCHF
	GBPJPY
	CHFJPY
	CADJPY
	AUDJPY
	AUDCAD
	USDMXN
	AUDNZD
	XAGUSD
	XAUUSD
	OILUSD
	USDTRY
	GBPAUD //from lmax symbol list
	GBPCAD
	EURCZK
	GBPCZK
	USDCZK
	EURDKK
	GBPDKK
	USDDKK
	EURHKD
	GBPHKD
	USDHKD
	EURHUF
	GBPHUF
	USDHUF
	EURMXN
	GBPMXN
	EURNOK
	GBPNOK
	USDNOK
	EURNZD
	GBPNZD
	EURPLN
	GBPPLN
	USDPLN
	EURSEK
	GBPSEK
	USDSEK
	EURSGD
	GBPSGD
	USDSGD
	EURTRY
	GBPTRY
	EURZAR
	GBPZAR
	USDZAR
	NZDJPY
	AUDCHF
	CADCHF
	NZDCAD
	NZDCHF
	NZDSGD
	SGDJPY
	CurrencyCount
	UK100
	WS30
	SPX
	NDX
	GDAXI
	FCHI
	JAPEN225
	STOXX50E
	AEX
	CLQ2
	CLU2
	CLV2
	LCOQ2
	LCOU2
	LCOV2
	GCQ2
	LGON2
	LGOQ2
	LGOU2
	FXCount
	SH000300
	IFMI
	FuturesCount
	SymbolCount
)

var symbolMap map[string]int
var symbols = map[int]string{
	EURUSD:       "EURUSD",
	GBPUSD:       "GBPUSD",
	USDJPY:       "USDJPY",
	USDCHF:       "USDCHF",
	AUDUSD:       "AUDUSD",
	USDCAD:       "USDCAD",
	NZDUSD:       "NZDUSD",
	EURGBP:       "EURGBP",
	EURJPY:       "EURJPY",
	EURCHF:       "EURCHF",
	EURAUD:       "EURAUD",
	EURCAD:       "EURCAD",
	GBPCHF:       "GBPCHF",
	GBPJPY:       "GBPJPY",
	CHFJPY:       "CHFJPY",
	CADJPY:       "CADJPY",
	AUDJPY:       "AUDJPY",
	AUDCAD:       "AUDCAD",
	USDMXN:       "USDMXN",
	AUDNZD:       "AUDNZD",
	XAGUSD:       "XAGUSD",
	XAUUSD:       "XAUUSD",
	OILUSD:       "OILUSD",
	USDTRY:       "USDTRY",
	GBPAUD:       "GBPAUD",
	GBPCAD:       "GBPCAD",
	EURCZK:       "EURCZK",
	GBPCZK:       "GBPCZK",
	USDCZK:       "USDCZK",
	EURDKK:       "EURDKK",
	GBPDKK:       "GBPDKK",
	USDDKK:       "USDDKK",
	EURHKD:       "EURHKD",
	GBPHKD:       "GBPHKD",
	USDHKD:       "USDHKD",
	EURHUF:       "EURHUF",
	GBPHUF:       "GBPHUF",
	USDHUF:       "USDHUF",
	EURMXN:       "EURMXN",
	GBPMXN:       "GBPMXN",
	EURNOK:       "EURNOK",
	GBPNOK:       "GBPNOK",
	USDNOK:       "USDNOK",
	EURNZD:       "EURNZD",
	GBPNZD:       "GBPNZD",
	EURPLN:       "EURPLN",
	GBPPLN:       "GBPPLN",
	USDPLN:       "USDPLN",
	EURSEK:       "EURSEK",
	GBPSEK:       "GBPSEK",
	USDSEK:       "USDSEK",
	EURSGD:       "EURSGD",
	GBPSGD:       "GBPSGD",
	USDSGD:       "USDSGD",
	EURTRY:       "EURTRY",
	GBPTRY:       "GBPTRY",
	EURZAR:       "EURZAR",
	GBPZAR:       "GBPZAR",
	USDZAR:       "USDZAR",
	NZDJPY:       "NZDJPY",
	AUDCHF:       "AUDCHF",
	CADCHF:       "CADCHF",
	NZDCAD:       "NZDCAD",
	NZDCHF:       "NZDCHF",
	NZDSGD:       "NZDSGD",
	SGDJPY:       "SGDJPY",
	UK100:        "UK100",
	WS30:         "WS30",
	SPX:          "SPX",
	NDX:          "NDX",
	GDAXI:        "GDAXI",
	FCHI:         "FCHI",
	JAPEN225:     "JAPEN225",
	STOXX50E:     "STOXX50E",
	AEX:          "AEX",
	CLQ2:         "CLQ2",
	CLU2:         "CLU2",
	CLV2:         "CLV2",
	LCOQ2:        "LCOQ2",
	LCOU2:        "LCOU2",
	LCOV2:        "LCOV2",
	GCQ2:         "GCQ2",
	LGON2:        "LGON2",
	LGOQ2:        "LGOQ2",
	LGOU2:        "LGOU2",
	FXCount:      "FXCount",
	SH000300:     "SH000300",
	IFMI:         "IFMI",
	FuturesCount: "FuturesCount",
	SymbolCount:  "SymbolCount",
}

var symbolUnit map[string]float64
var symbolUnitInt = map[int]float64{
	EURUSD:   0.00001,
	GBPUSD:   0.00001,
	USDJPY:   0.001,
	USDCHF:   0.00001,
	AUDUSD:   0.00001,
	USDCAD:   0.00001,
	NZDUSD:   0.00001,
	EURGBP:   0.00001,
	EURJPY:   0.001,
	EURCHF:   0.00001,
	EURAUD:   0.00001,
	EURCAD:   0.00001,
	GBPCHF:   0.00001,
	GBPJPY:   0.001,
	CHFJPY:   0.001,
	CADJPY:   0.001,
	AUDJPY:   0.001,
	AUDCAD:   0.00001,
	USDMXN:   0.00001,
	AUDNZD:   0.00001,
	XAGUSD:   0.001,
	XAUUSD:   0.001,
	OILUSD:   0.001,
	USDTRY:   0.00001,
	GBPAUD:   0.00001,
	GBPCAD:   0.00001,
	EURCZK:   0.0001,
	GBPCZK:   0.0001,
	USDCZK:   0.0001,
	EURDKK:   0.00001,
	GBPDKK:   0.00001,
	USDDKK:   0.00001,
	EURHKD:   0.00001,
	GBPHKD:   0.00001,
	USDHKD:   0.00001,
	EURHUF:   0.001,
	GBPHUF:   0.001,
	USDHUF:   0.001,
	EURMXN:   0.00001,
	GBPMXN:   0.00001,
	EURNOK:   0.00001,
	GBPNOK:   0.00001,
	USDNOK:   0.00001,
	EURNZD:   0.00001,
	GBPNZD:   0.00001,
	EURPLN:   0.00001,
	GBPPLN:   0.00001,
	USDPLN:   0.00001,
	EURSEK:   0.00001,
	GBPSEK:   0.00001,
	USDSEK:   0.00001,
	EURSGD:   0.00001,
	GBPSGD:   0.00001,
	USDSGD:   0.00001,
	EURTRY:   0.00001,
	GBPTRY:   0.00001,
	EURZAR:   0.00001,
	GBPZAR:   0.00001,
	USDZAR:   0.00001,
	NZDJPY:   0.001,
	AUDCHF:   0.00001,
	CADCHF:   0.00001,
	NZDCAD:   0.00001,
	NZDCHF:   0.00001,
	NZDSGD:   0.00001,
	SGDJPY:   0.001,
	UK100:    0.1,
	WS30:     0.1,
	SPX:      0.1,
	NDX:      0.1,
	GDAXI:    0.1,
	FCHI:     0.1,
	JAPEN225: 1.0,
	STOXX50E: 0.1,
	AEX:      0.1,
	CLQ2:     0.1,
	CLU2:     0.1,
	CLV2:     0.1,
	LCOQ2:    0.1,
	LCOU2:    0.1,
	LCOV2:    0.1,
	GCQ2:     0.1,
	LGON2:    0.1,
	LGOQ2:    0.1,
	LGOU2:    0.1,
	SH000300: 0.01,
	IFMI:     0.01,
}

var symbolIdBookId map[int]int
var bookIdSymbolId = map[int]int{
	4008:   AUDJPY,
	4007:   AUDUSD,
	4009:   CHFJPY,
	4016:   EURAUD,
	4015:   EURCAD,
	4011:   EURCHF,
	4003:   EURGBP,
	4006:   EURJPY,
	4001:   EURUSD,
	4017:   GBPAUD,
	4014:   GBPCAD,
	4012:   GBPCHF,
	4005:   GBPJPY,
	4002:   GBPUSD,
	4013:   USDCAD,
	4010:   USDCHF,
	4004:   USDJPY,
	100479: EURCZK,
	100481: GBPCZK,
	100483: USDCZK,
	100485: EURDKK,
	100487: GBPDKK,
	100489: USDDKK,
	100491: EURHKD,
	100493: GBPHKD,
	100495: USDHKD,
	100497: EURHUF,
	100499: GBPHUF,
	100501: USDHUF,
	100503: EURMXN,
	100505: GBPMXN,
	100507: USDMXN,
	100509: EURNOK,
	100511: GBPNOK,
	100513: USDNOK,
	100515: EURNZD,
	100517: GBPNZD,
	100519: EURPLN,
	100521: GBPPLN,
	100523: USDPLN,
	100525: EURSEK,
	100527: GBPSEK,
	100529: USDSEK,
	100531: EURSGD,
	100533: GBPSGD,
	100535: USDSGD,
	100537: EURTRY,
	100539: GBPTRY,
	100541: USDTRY,
	100543: EURZAR,
	100545: GBPZAR,
	100547: USDZAR,
	100613: NZDUSD,
	100615: AUDNZD,
	100617: NZDJPY,
	100619: AUDCHF,
	100667: AUDCAD,
	100671: CADCHF,
	100669: CADJPY,
	100673: NZDCAD,
	100675: NZDCHF,
	100677: NZDSGD,
	100678: SGDJPY,
	100089: UK100,
	100091: WS30,
	100093: SPX,
	100095: NDX,
	100097: GDAXI,
	100099: FCHI,
	100101: STOXX50E,
	100103: AEX,
	100105: JAPEN225,
	100637: XAUUSD,
	100639: XAGUSD,
	100699: CLQ2,
	100705: CLU2,
	100711: CLV2,
	100697: LCOQ2,
	100703: LCOU2,
	100709: LCOV2,
	100659: GCQ2,
	100695: LGON2,
	100701: LGOQ2,
	100707: LGOU2,
}

func init() {
	//symbol map
	symbolMap = make(map[string]int)
	for k, v := range symbols {
		symbolMap[v] = k
	}
	//symbolIdBookId
	symbolIdBookId = make(map[int]int)
	for k, v := range bookIdSymbolId {
		symbolIdBookId[v] = k
	}
	//单位初始化
	symbolUnit = make(map[string]float64)
	for k, v := range symbolUnitInt {
		symbolUnit[symbols[k]] = v
	}
}

const (
	DIRECT_RATES = iota
	INDIRECT_RATES
	CROSS_RATES
	FUTURES_RATES
)

func BookIdToSymbolId(bookId int) (symbolId int, err error) {
	if symbolId, ok := bookIdSymbolId[bookId]; ok {
		return symbolId, nil
	}
	return 0, fmt.Errorf("BookIdToSymbolId:: bookId %d error.", bookId)
}

func SymbolIdToBookId(symbolId int) (bookId int, err error) {
	if bookId, ok := symbolIdBookId[symbolId]; ok {
		return bookId, nil
	}
	return 0, fmt.Errorf("SymbolIdToBookId:: symbolId %d error.", symbolId)
}

func GetPoint(sid int, price1, price2 float64) (float64, error) {
	if sid < 0 || sid >= SymbolCount {
		return 0.0, fmt.Errorf("GetPoint symbolId %d not exist", sid)
	}
	correct := 1.0
	if sid == XAUUSD {
		correct = 10.0
	}
	offset := price1 - price2
	unit := symbolUnitInt[sid]
	ret := offset / (10 * unit * correct)
	return ret, nil
}

func PointCorrect(symbol string) float64 {
	if symbol == "XAUUSD" {
		return 10.0
	}
	if symbol == "XAGUSD" || symbol == "OILUSD" {
		return 1.0
	}
	return 1.0
}

func BaseCorrect(symbol string) float64 {
	if symbol == "XAUUSD" {
		return 1000.0
	}
	if symbol == "XAGUSD" || symbol == "OILUSD" {
		return 100.0
	}
	return 1.0
}

func SymbolType(symbol string) (t int, err error) {
	id, ok := symbolMap[symbol]
	if !ok {
		return 0, fmt.Errorf("SymbolGetType symbol %s not exist", symbol)
	}
	r := []rune(symbol)
	if string(r[0:3]) == "USD" {
		return INDIRECT_RATES, nil
	}
	if string(r[3:]) == "USD" {
		return DIRECT_RATES, nil
	}
	if id > FXCount && id < FuturesCount {
		return FUTURES_RATES, nil
	}
	return CROSS_RATES, nil
}

func SymbolPartId(symbol string, part int) (int, error) {
	var symbolPart string
	if len(symbol) != 6 {
		return -1, fmt.Errorf("SymbolPartId error symbol name %s", symbol)
	}
	r := []rune(symbol)
	if part == 1 {
		symbolPart = string(r[0:3])
	} else {
		symbolPart = string(r[3:])
	}
	symbolPart1 := symbolPart + "USD"
	if id, ok := symbolMap[symbolPart1]; ok {
		return id, nil
	}
	symbolPart1 = "USD" + symbolPart
	if id, ok := symbolMap[symbolPart1]; ok {
		return id, nil
	}
	return -1, fmt.Errorf("symbolPartId error symbol name %s not a cross symbol", symbol)
}

func SymbolUint(symbol string) (t float64, err error) {
	value, ok := symbolUnit[symbol]
	if !ok {
		return 0, fmt.Errorf("SymbolGetUint symbol %s not exist", symbol)
	}
	return value, nil
}

func SymbolPoint(symbol string) (t int, err error) {
	unit, err := SymbolUint(symbol)
	if err != nil {
		return 0, err
	}
	return -int(math.Log10(unit)), nil
}

func SymbolId(symbol string) (t int, err error) {
	value, ok := symbolMap[symbol]
	if !ok {
		return 0, fmt.Errorf("SymbolID symbol %s not exist", symbol)
	}
	return value, nil
}

func SymbolName(id int) (t string, err error) {
	value, ok := symbols[id]
	if !ok {
		return "", fmt.Errorf("SymbolName symbol_id %d not exist", id)
	}
	return value, nil
}

func SymbolMap() (t map[string]int) {
	return symbolMap
}