tickserver/api/lmaxapi/request/HistoricRequest.go

package request

import (
	"bytes"
	"encoding/xml"
	"time"
)

func (this *TopOfBookHistoricMarketDataRequest) Url() string {
	return "/secure/read/marketData/requestHistoricMarketData"
}

type TopOfBookHistoricMarketDataRequest struct {
	XMLName       xml.Name `xml:"req" json:"-"`
	InstructionId string   `xml:"body>instructionId" json:"instructionId"`
	InstrumentId  int64    `xml:"body>orderBookId" json:"instrumentId"`
	From          int64    `xml:"body>from" json:"from"`
	To            int64    `xml:"body>to" json:"to"`
	Option        []string `xml:"body>orderBook>options>option" json:"option"`
	Depth         int32    `xml:"body>orderBook>depth" json:"depth"`
	Format        string   `xml:"body>orderBook>format" json:"format"`
}

func (this *TopOfBookHistoricMarketDataRequest) GetRequestData() *bytes.Buffer {
	data, _ := xml.Marshal(this)
	return bytes.NewBuffer(data)
}

func NewTopOfBookHistoricRequest(instructionId string, instrumentId int64,
	from time.Time, to time.Time, format string) *TopOfBookHistoricMarketDataRequest {
	return &TopOfBookHistoricMarketDataRequest{
		InstructionId: instructionId,
		InstrumentId:  instrumentId, From: from.Unix() * 1000, To: to.Unix() * 1000,
		Option: []string{"BID", "ASK"}, Depth: 1,
		Format: format}
}

type AggregateHistoricMarketDataRequest struct {
	XMLName       xml.Name `xml:"req" json:"-"`
	InstructionId string   `xml:"body>instructionId" json:"instructionId"`
	InstrumentId  int64    `xml:"body>orderBookId" json:"instrumentId"`
	From          int64    `xml:"body>from" json:"from"`
	To            int64    `xml:"body>to" json:"to"`
	Option        []string `xml:"body>aggregate>options>option" json:"option"`
	Resolution    string   `xml:"body>aggregate>resolution" json:"resolution"`
	Depth         int      `xml:"body>aggregate>depth" json:"depth"`
	Format        string   `xml:"body>aggregate>format" json:"format"`
}

func (this *AggregateHistoricMarketDataRequest) Url() string {
	return "/secure/read/marketData/requestHistoricMarketData"
}

func (this *AggregateHistoricMarketDataRequest) GetRequestData() *bytes.Buffer {
	output, _ := xml.Marshal(this)
	return bytes.NewBuffer(output)
}

func NewAggregateHistoricRequest(instructionId string, instrumentId int64, from time.Time, to time.Time,
	format string, resolution string, option []string) *AggregateHistoricMarketDataRequest {
	return &AggregateHistoricMarketDataRequest{
		InstructionId: instructionId,
		InstrumentId:  instrumentId,
		From:          from.Unix() * 1000, To: to.Unix() * 1000, Format: format,
		Resolution: resolution, Option: option, Depth: 1}
}