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optionChainGet.go
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optionChainGet.go
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package flux
import (
"context"
"encoding/json"
"fmt"
"time"
"github.com/Jeffail/gabs/v2"
)
// OptionChainGetRequestSignature is the parameter for an option chain request
type OptionChainGetRequestSignature struct {
// ticker for option chain get request
Underlying string
// filter for specific option chain to get
Filter OptionChainGetFilter
// internal use only
UniqueID string
}
// OptionChainGetFilter is the sub-parameter for filtering an option chain
type OptionChainGetFilter struct {
StrikeQuantity int64 `json:"strikeQuantity,omitempty"`
SeriesNames []string `json:"seriesNames,omitempty"`
}
func (o *OptionChainGetRequestSignature) shortName() string {
return fmt.Sprintf("OPTIONCHAINGET#%s@%v", o.Underlying, o.Filter.SeriesNames)
}
type optionChainPairs struct {
Strike float64 `json:"strike"`
CallSymbol string `json:"callSymbol"`
PutSymbol string `json:"putSymbol"`
CallDisplaySymbol string `json:"callDisplaySymbol"`
PutDisplaySymbol string `json:"putDisplaySymbol"`
}
// OptionChainSeries are individual series from the option chain get response
type OptionChainSeries struct {
Expiration string `json:"expiration"`
ExpirationString string `json:"expirationString"`
FractionalType string `json:"fractionalType"`
OptionPairs []optionChainPairs `json:"optionPairs"`
Spc float64 `json:"spc"`
Name string `json:"name"`
Contract string `json:"contract"`
ContractDisplay string `json:"contractDisplay"`
DaysToExpiration int `json:"daysToExpiration"`
SettlementType string `json:"settlementType"`
}
// OptionChainGetStoredCache is an object containing what is returned from an option chain request
type OptionChainGetStoredCache struct {
OptionSeries []OptionChainSeries `json:"optionSeries"`
Service string `json:"service"`
RequestID string `json:"requestId"`
RequestVer int `json:"requestVer"`
}
type optionChainGetWrapper struct {
Op string `json:"op"`
Path string `json:"path"`
Value OptionChainGetStoredCache `json:"value"`
}
// RequestOptionChainGet requests to get an option chain with the input being the OptionChainGetRequestSignature
func (s *Session) RequestOptionChainGet(spec OptionChainGetRequestSignature) (*[]OptionChainSeries, error) {
uniqueID := fmt.Sprintf("%s-%d", spec.shortName(), s.OptionChainGetRequestVers[spec.shortName()])
spec.UniqueID = uniqueID
payload := gatewayRequestLoad{
Payload: []gatewayRequest{
{
Header: gatewayHeader{
Service: "option_chain/get",
Ver: int(s.OptionChainGetRequestVers[spec.shortName()]),
ID: spec.UniqueID,
},
Params: gatewayParams{
UnderlyingSymbol: spec.Underlying,
Filter: &spec.Filter,
},
},
},
}
s.OptionChainGetRequestVers[spec.shortName()]++
s.sendJSON(payload)
internalChannel := make(chan storedCache)
ctx, ctxCancel := context.WithTimeout(context.Background(), time.Second)
defer ctxCancel()
go func() {
for {
select {
case recvPayload := <-s.TransactionChannel:
if recvPayload.OptionChainGet.RequestID == spec.UniqueID {
internalChannel <- recvPayload
return
}
case <-ctx.Done():
return
}
}
}()
select {
case recvPayload := <-internalChannel:
return &recvPayload.OptionChainGet.OptionSeries, nil
case <-ctx.Done():
return nil, ErrNotReceivedInTime
}
}
func (s *Session) optionChainGetHandler(msg []byte, patch *gabs.Container) {
patchBody := patch.S("body", "patches", "0")
rID := patch.Search("header", "id").String()
rID = rID[1 : len(rID)-1]
var state optionChainGetWrapper
err := json.Unmarshal(patchBody.Bytes(), &state)
if err != nil {
return
}
state.Value.RequestID = rID
s.CurrentState.OptionChainGet = state.Value
s.TransactionChannel <- s.CurrentState
}