tickserver/api/lmaxapi/response/Instrument.go

package response

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

type CommercialInfo struct {
	AggressiveCommissionPerContract float64 `xml:"aggressiveCommissionPerContract"`
	PassiveCommissionPerContract    float64 `xml:"passiveCommissionPerContract"`
	FundingPremiumPercentage        float64 `xml:"fundingPremiumPercentage"`
	FundingReductionPercentage      float64 `xml:"fundingReductionPercentage"`
	FundingBaseRate                 string  `xml:"fundingBaseRate"`
}

type Instrument struct {
	Id          int64       `xml:"id"`
	Name        string      `xml:"name"`
    StartTime   *time.Time  `xml:"-"`
    StartTimeStr string     `xml:"startTime"`
	OpenOffset   int        `xml:"tradingHours>openingOffset"`
	CloseOffset  int        `xml:"tradingHours>closingOffset"`
	TimeZone     string     `xml:"tradingHours>timezone"`
    MarginRate   float64    `xml:"margin"`
	Currency     string     `xml:"currency"`
	UnitPrice    float64    `xml:"unitPrice"`
    MinimumOrderQuantity float64 `xml:"minimumOrderQuantity"`
    OrderQuantityIncrement float64 `xml:"orderQuantityIncrement"`
    MinimumPrice float64  `xml:"minimumPrice"`
    MaximumPrice float64  `xml:"maximumPrice"`
    TrustedSpread float64 `xml:"trustedSpread"`
	PriceIncrement float64 `xml:"priceIncrement"`
    StopBuffer     bool     `xml:"stopBuffer"`
	AssetClass string `xml:"assetClass"`
	Isin       string `xml:"underlyingIsin"`
	Symbol     string `xml:"symbol"`
	MaximumPosition float64 `xml:"maximumPositionThreshold"`
	AggressiveCommissionRate        float64 `xml:"aggressiveCommissionRate"`
	PassiveCommissionRate           float64 `xml:"passiveCommissionRate"`
	MinimumCommission               float64 `xml:"minimumCommission"`
	LongSwapPoints                  float64 `xml:"longSwapPoints"`
	ShortSwapPoints                 float64 `xml:"shortSwapPoints"`
	DailyInterestRateBasis          int     `xml:"dailyInterestRateBasis"`
	UnitOfMeasure string  `xml:"contractUnitOfMeasure"`
	ContractSize  float64 `xml:"contractSize"`
	TradingDays []string   `xml:"tradingDays>tradingDay"`
	VolatilityBandPercentage float64 `xml:"retailVolatilityBandPercentage"`
}

type Instruments struct {
    XMLName xml.Name   `xml:"res"`
    Header
    Data []*Instrument `xml:"body>instruments>instrument"`
    HasMoreResults bool `xml:"body>hasMoreResults"`
}

func NewInstrument(data []byte) *Instrument {
    r := Instrument{}
    err := xml.Unmarshal(data, &r)
    if err != nil {
        log.Println(err)
        return nil
    }
    t , err := time.Parse("2006-01-02T15:04:05", r.StartTimeStr)
    if err != nil {
        log.Println(err)
        return nil
    }
    r.StartTime = &t
    r.MarginRate = r.MarginRate / 100
    return &r
}

func NewInstruments(data string) *Instruments {
    r := Instruments{}
    err := xml.Unmarshal([]byte(data), &r)
    if err != nil {
        log.Println(err)
        return nil
    }
    for i := 0; i < len(r.Data); i++ {
        t , err := time.Parse("2006-01-02T15:04:05", r.Data[i].StartTimeStr)
        if err != nil {
            log.Println(err)
            return nil
        }
        r.Data[i].StartTime = &t
        r.Data[i].MarginRate = r.Data[i].MarginRate / 100
    }
    return &r
}

type ExchangeRateEvent struct {
	XMLName xml.Name `xml:"exchangeRate"`
	From  string   `xml:"from"`
	To    string   `xml:"to"`
    Buy   float64  `xml:"buy"`
    Sell  float64  `xml:"sell"`
    Wallet float64 `xml:"-"`
}

func NewExchangeRateEvent(data string) *ExchangeRateEvent {
	r := &ExchangeRateEvent{}
	err := xml.Unmarshal([]byte(data), r)
    if err != nil {
        return nil
    }
    return r
}