Initial functional commit
This commit is contained in:
Options Vamp
492
futures.go
Normal file
492
futures.go
Normal file
@@ -0,0 +1,492 @@
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package tastytrade
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import (
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"encoding/json"
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"fmt"
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"net/url"
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)
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type FutureETFEquivalent struct {
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Symbol string `json:"symbol"`
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ShareQuantity int `json:"share-quantity"`
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}
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type FutureProduct struct {
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RootSymbol string `json:"root-symbol"`
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Code string `json:"code"`
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Description string `json:"description"`
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ClearingCode string `json:"clearing-code"`
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ClearingExchangeCode string `json:"clearing-exchange-code"`
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ClearportCode string `json:"clearport-code"`
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LegacyCode string `json:"legacy-code"`
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Exchange string `json:"exchange"`
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LegacyExchangeCode string `json:"legacy-exchange-code"`
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ProductType string `json:"product-type"`
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ListedMonths []string `json:"listed-months"`
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ActiveMonths []string `json:"active-months"`
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NotionalMultiplier string `json:"notional-multiplier"`
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TickSize string `json:"tick-size"`
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DisplayFactor string `json:"display-factor"`
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StreamerExchangeCode string `json:"streamer-exchange-code"`
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SmallNotional bool `json:"small-notional"`
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BackMonthFirstCalendarSymbol bool `json:"back-month-first-calendar-symbol"`
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FirstNotice bool `json:"first-notice"`
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CashSettled bool `json:"cash-settled"`
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SecurityGroup string `json:"security-group"`
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MarketSector string `json:"market-sector"`
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Roll struct {
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Name string `json:"name"`
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ActiveCount int `json:"active-count"`
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CashSettled bool `json:"cash-settled"`
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BusinessDaysOffset int `json:"business-days-offset"`
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FirstNotice bool `json:"first-notice"`
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} `json:"roll"`
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}
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type TickSize struct {
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Value string `json:"value"`
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Threshold string `json:"threshold,omitempty"`
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Symbol string `json:"symbol,omitempty"`
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}
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type Future struct {
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Symbol string `json:"symbol"`
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ProductCode string `json:"product-code"`
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ContractSize string `json:"contract-size"`
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TickSize string `json:"tick-size"`
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NotionalMultiplier string `json:"notional-multiplier"`
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MainFraction string `json:"main-fraction"`
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SubFraction string `json:"sub-fraction"`
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DisplayFactor string `json:"display-factor"`
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LastTradeDate string `json:"last-trade-date"`
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ExpirationDate string `json:"expiration-date"`
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ClosingOnlyDate string `json:"closing-only-date"`
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Active bool `json:"active"`
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ActiveMonth bool `json:"active-month"`
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NextActiveMonth bool `json:"next-active-month"`
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IsClosingOnly bool `json:"is-closing-only"`
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StopsTradingAt string `json:"stops-trading-at"`
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ExpiresAt string `json:"expires-at"`
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ProductGroup string `json:"product-group"`
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Exchange string `json:"exchange"`
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RollTargetSymbol string `json:"roll-target-symbol"`
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StreamerExchangeCode string `json:"streamer-exchange-code"`
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StreamerSymbol string `json:"streamer-symbol"`
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BackMonthFirstCalendarSymbol bool `json:"back-month-first-calendar-symbol"`
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IsTradeable bool `json:"is-tradeable"`
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FutureETFEquivalent FutureETFEquivalent `json:"future-etf-equivalent"`
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FutureProduct FutureProduct `json:"future-product"`
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TickSizes []TickSize `json:"tick-sizes"`
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OptionTickSizes []TickSize `json:"option-tick-sizes"`
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SpreadTickSizes []TickSize `json:"spread-tick-sizes"`
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}
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type FuturesQueryResponse struct {
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Data struct {
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Items []Future `json:"items"`
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} `json:"data"`
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}
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type FuturesQueryParams struct {
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Symbol []string `json:"symbol"`
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ProductCode []string `json:"product-code"`
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}
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type FutureResponse struct {
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Data Future `json:"data"`
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Context string `json:"context"`
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}
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type FutureOptionProduct struct {
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RootSymbol string `json:"root-symbol"`
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CashSettled bool `json:"cash-settled"`
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Code string `json:"code"`
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LegacyCode string `json:"legacy-code"`
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ClearportCode string `json:"clearport-code"`
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ClearingCode string `json:"clearing-code"`
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ClearingExchangeCode string `json:"clearing-exchange-code"`
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ClearingPriceMultiplier string `json:"clearing-price-multiplier"`
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DisplayFactor string `json:"display-factor"`
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Exchange string `json:"exchange"`
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ProductType string `json:"product-type"`
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ExpirationType string `json:"expiration-type"`
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SettlementDelayDays int `json:"settlement-delay-days"`
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IsRollover bool `json:"is-rollover"`
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MarketSector string `json:"market-sector"`
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}
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type FutureProductsResponse struct {
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Data struct {
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Items []FutureProduct `json:"items"`
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} `json:"data"`
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Context string `json:"context"`
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}
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type FutureProductResponse struct {
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Data FutureProduct `json:"data"`
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Context string `json:"context"`
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}
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type FuturesOptionExpirationNested struct {
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UnderlyingSymbol string `json:"underlying-symbol"`
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RootSymbol string `json:"root-symbol"`
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OptionRootSymbol string `json:"option-root-symbol"`
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OptionContractSymbol string `json:"option-contract-symbol"`
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Asset string `json:"asset"`
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ExpirationDate string `json:"expiration-date"`
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DaysToExpiration int `json:"days-to-expiration"`
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ExpirationType string `json:"expiration-type"`
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SettlementType string `json:"settlement-type"`
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NotionalValue string `json:"notional-value"`
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DisplayFactor string `json:"display-factor"`
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StrikeFactor string `json:"strike-factor"`
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StopsTradingAt string `json:"stops-trading-at"`
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ExpiresAt string `json:"expires-at"`
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TickSizes []TickSize `json:"tick-sizes"`
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Strikes []StrikeNested `json:"strikes"`
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}
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type OptionChain struct {
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UnderlyingSymbol string `json:"underlying-symbol"`
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RootSymbol string `json:"root-symbol"`
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ExerciseStyle string `json:"exercise-style"`
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Expirations []FuturesOptionExpirationNested `json:"expirations"`
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}
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type FutureOptionChainsNestedData struct {
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Futures []Future `json:"futures"`
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OptionChains []OptionChain `json:"option-chains"`
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}
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type FutureOptionChainsNestedResponse struct {
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Data FutureOptionChainsNestedData `json:"data"`
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Context string `json:"context"`
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}
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type FutureOption struct {
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Symbol string `json:"symbol"`
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UnderlyingSymbol string `json:"underlying-symbol"`
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ProductCode string `json:"product-code"`
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ExpirationDate string `json:"expiration-date"`
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RootSymbol string `json:"root-symbol"`
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OptionRootSymbol string `json:"option-root-symbol"`
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StrikePrice string `json:"strike-price"`
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Exchange string `json:"exchange"`
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ExchangeSymbol string `json:"exchange-symbol"`
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StreamerSymbol string `json:"streamer-symbol"`
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OptionType string `json:"option-type"`
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ExerciseStyle string `json:"exercise-style"`
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IsVanilla bool `json:"is-vanilla"`
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IsPrimaryDeliverable bool `json:"is-primary-deliverable"`
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FuturePriceRatio string `json:"future-price-ratio"`
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Multiplier string `json:"multiplier"`
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UnderlyingCount string `json:"underlying-count"`
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IsConfirmed bool `json:"is-confirmed"`
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NotionalValue string `json:"notional-value"`
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DisplayFactor string `json:"display-factor"`
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SecurityExchange string `json:"security-exchange"`
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SxID string `json:"sx-id"`
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SettlementType string `json:"settlement-type"`
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StrikeFactor string `json:"strike-factor"`
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MaturityDate string `json:"maturity-date"`
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IsExercisableWeekly bool `json:"is-exercisable-weekly"`
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LastTradeTime string `json:"last-trade-time"`
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DaysToExpiration int `json:"days-to-expiration"`
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IsClosingOnly bool `json:"is-closing-only"`
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Active bool `json:"active"`
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StopsTradingAt string `json:"stops-trading-at"`
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ExpiresAt string `json:"expires-at"`
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FutureOptionProduct FutureOptionProduct `json:"future-option-product"`
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}
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type FutureOptionChainsDetailedResponse struct {
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Data struct {
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Items []FutureOption `json:"items"`
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} `json:"data"`
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Context string `json:"context"`
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}
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type FutureOptionsDetailedResponse struct {
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Data struct {
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Items []FutureOption `json:"items"`
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} `json:"data"`
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Context string `json:"context"`
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}
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type FutureOptionProductsResponse struct {
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Data struct {
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Items []FutureOptionProduct `json:"items"`
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} `json:"data"`
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Context string `json:"context"`
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}
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type FutureOptionProductDetailedResponse struct {
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Data FutureOptionProduct `json:"data"`
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Context string `json:"context"`
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}
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type FutureOptionsQueryParams struct {
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Symbol []string `json:"symbol"`
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OptionRootSymbol string `json:"option-root-symbol"`
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ExpirationDate string `json:"expiration-date"`
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OptionType string `json:"option-type"`
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StrikePrice float64 `json:"strike-price"`
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}
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type FutureOptionDetailedResponse struct {
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Data FutureOption `json:"data"`
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Context string `json:"context"`
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}
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// QueryFutures retrieves a list of futures
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func (api *TastytradeAPI) QueryFutures(params *FuturesQueryParams) (FuturesQueryResponse, error) {
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urlVal := fmt.Sprintf("%s/instruments/futures", api.host)
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if params != nil {
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queryParams := url.Values{}
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for _, symbol := range params.Symbol {
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queryParams.Add("symbol[]", symbol)
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}
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for _, productCode := range params.ProductCode {
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queryParams.Add("product-code[]", productCode)
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}
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urlVal = fmt.Sprintf("%s?%s", urlVal, queryParams.Encode())
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}
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data, err := api.fetchData(urlVal)
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if err != nil {
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return FuturesQueryResponse{}, err
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}
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var response FuturesQueryResponse
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jsonData, err := json.Marshal(data)
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if err != nil {
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return FuturesQueryResponse{}, err
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}
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err = json.Unmarshal(jsonData, &response)
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if err != nil {
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return FuturesQueryResponse{}, err
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}
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return response, nil
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}
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// GetFuture retrieves data for a specific future symbol
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func (api *TastytradeAPI) GetFuture(symbol string) (FutureResponse, error) {
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urlVal := fmt.Sprintf("%s/instruments/futures/%s", api.host, url.PathEscape(symbol))
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data, err := api.fetchData(urlVal)
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if err != nil {
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return FutureResponse{}, err
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}
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var response FutureResponse
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jsonData, err := json.Marshal(data)
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if err != nil {
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return FutureResponse{}, err
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}
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err = json.Unmarshal(jsonData, &response)
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if err != nil {
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return FutureResponse{}, err
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}
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return response, nil
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}
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// ListFutureProducts retrieves a list of future products
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func (api *TastytradeAPI) ListFutureProducts() (FutureProductsResponse, error) {
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urlVal := fmt.Sprintf("%s/instruments/future-products", api.host)
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data, err := api.fetchData(urlVal)
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if err != nil {
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return FutureProductsResponse{}, err
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}
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var response FutureProductsResponse
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jsonData, err := json.Marshal(data)
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if err != nil {
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return FutureProductsResponse{}, err
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}
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err = json.Unmarshal(jsonData, &response)
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if err != nil {
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return FutureProductsResponse{}, err
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}
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return response, nil
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}
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// GetFutureProduct retrieves data for a specific future product
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func (api *TastytradeAPI) GetFutureProduct(exchange string, symbol string) (FutureProductResponse, error) {
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urlVal := fmt.Sprintf("%s/instruments/future-products/%s/%s", api.host, exchange, url.PathEscape(symbol))
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data, err := api.fetchData(urlVal)
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if err != nil {
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return FutureProductResponse{}, err
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}
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var response FutureProductResponse
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jsonData, err := json.Marshal(data)
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if err != nil {
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return FutureProductResponse{}, err
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}
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err = json.Unmarshal(jsonData, &response)
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if err != nil {
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return FutureProductResponse{}, err
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}
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return response, nil
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}
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// ListFutureOptionChainsNested retrieves nested future option chain data for a specific symbol
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func (api *TastytradeAPI) ListFutureOptionChainsNested(symbol string) (FutureOptionChainsNestedResponse, error) {
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urlVal := fmt.Sprintf("%s/futures-option-chains/%s/nested", api.host, symbol)
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data, err := api.fetchData(urlVal)
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if err != nil {
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return FutureOptionChainsNestedResponse{}, err
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}
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var response FutureOptionChainsNestedResponse
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jsonData, err := json.Marshal(data)
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if err != nil {
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return FutureOptionChainsNestedResponse{}, err
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}
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err = json.Unmarshal(jsonData, &response)
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if err != nil {
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return FutureOptionChainsNestedResponse{}, err
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}
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return response, nil
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}
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// ListFutureOptionChainsDetailed retrieves detailed future option chain data for a specific symbol
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func (api *TastytradeAPI) ListFutureOptionChainsDetailed(symbol string) (FutureOptionChainsDetailedResponse, error) {
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urlVal := fmt.Sprintf("%s/futures-option-chains/%s", api.host, symbol)
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data, err := api.fetchData(urlVal)
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if err != nil {
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return FutureOptionChainsDetailedResponse{}, err
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}
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var response FutureOptionChainsDetailedResponse
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jsonData, err := json.Marshal(data)
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if err != nil {
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return FutureOptionChainsDetailedResponse{}, err
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}
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err = json.Unmarshal(jsonData, &response)
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if err != nil {
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return FutureOptionChainsDetailedResponse{}, err
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}
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return response, nil
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}
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// ListFutureOptions retrieves future option data for a specific symbol with query parameters
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func (api *TastytradeAPI) ListFutureOptions(params *FutureOptionsQueryParams) (FutureOptionsDetailedResponse, error) {
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urlVal := fmt.Sprintf("%s/instruments/future-options", api.host)
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if params != nil {
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queryParams := url.Values{}
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for _, symbol := range params.Symbol {
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queryParams.Add("symbol[]", symbol)
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}
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if params.OptionRootSymbol != "" {
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queryParams.Add("option-root-symbol", params.OptionRootSymbol)
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}
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if params.ExpirationDate != "" {
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queryParams.Add("expiration-date", params.ExpirationDate)
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}
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if params.OptionType != "" {
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queryParams.Add("option-type", params.OptionType)
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}
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if params.StrikePrice != 0 {
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queryParams.Add("strike-price", fmt.Sprintf("%.2f", params.StrikePrice))
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}
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urlVal = fmt.Sprintf("%s?%s", urlVal, queryParams.Encode())
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}
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data, err := api.fetchData(urlVal)
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if err != nil {
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return FutureOptionsDetailedResponse{}, err
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}
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var response FutureOptionsDetailedResponse
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jsonData, err := json.Marshal(data)
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if err != nil {
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return FutureOptionsDetailedResponse{}, err
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}
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err = json.Unmarshal(jsonData, &response)
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if err != nil {
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return FutureOptionsDetailedResponse{}, err
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}
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return response, nil
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}
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// GetFutureOption retrieves data for a specific future option symbol
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func (api *TastytradeAPI) GetFutureOption(symbol string) (FutureOptionDetailedResponse, error) {
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urlVal := fmt.Sprintf("%s/instruments/future-options/%s", api.host, url.PathEscape(symbol))
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data, err := api.fetchData(urlVal)
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if err != nil {
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return FutureOptionDetailedResponse{}, err
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}
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var response FutureOptionDetailedResponse
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jsonData, err := json.Marshal(data)
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if err != nil {
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return FutureOptionDetailedResponse{}, err
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}
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err = json.Unmarshal(jsonData, &response)
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if err != nil {
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return FutureOptionDetailedResponse{}, err
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}
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return response, nil
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}
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// ListFutureOptionProducts retrieves a list of future option products
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func (api *TastytradeAPI) ListFutureOptionProducts() (FutureOptionProductsResponse, error) {
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urlVal := fmt.Sprintf("%s/instruments/future-option-products", api.host)
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data, err := api.fetchData(urlVal)
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if err != nil {
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return FutureOptionProductsResponse{}, err
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}
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var response FutureOptionProductsResponse
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jsonData, err := json.Marshal(data)
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if err != nil {
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return FutureOptionProductsResponse{}, err
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}
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err = json.Unmarshal(jsonData, &response)
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if err != nil {
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return FutureOptionProductsResponse{}, err
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}
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return response, nil
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}
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// GetFutureOptionProduct retrieves data for a specific future option product
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func (api *TastytradeAPI) GetFutureOptionProduct(exchange string, rootSymbol string) (FutureOptionProductDetailedResponse, error) {
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urlVal := fmt.Sprintf("%s/instruments/future-option-products/%s/%s", api.host, exchange, rootSymbol)
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data, err := api.fetchData(urlVal)
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if err != nil {
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return FutureOptionProductDetailedResponse{}, err
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}
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var response FutureOptionProductDetailedResponse
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jsonData, err := json.Marshal(data)
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if err != nil {
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return FutureOptionProductDetailedResponse{}, err
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}
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||||
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err = json.Unmarshal(jsonData, &response)
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if err != nil {
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return FutureOptionProductDetailedResponse{}, err
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}
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return response, nil
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||||
}
|
||||
Reference in New Issue
Block a user