112 lines
2.8 KiB
Go
112 lines
2.8 KiB
Go
package tradesignal
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import (
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"encoding/json"
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"errors"
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"fmt"
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"strings"
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"aiaa-notification-service/internal/cache"
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"aiaa-notification-service/internal/config"
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)
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var ErrInvalidSignal = errors.New("invalid signal")
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var ErrPositionStore = errors.New("position store")
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type Converter struct {
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overrides map[string]config.StrategyOverride
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positions *Tracker
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}
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func NewConverter(overrides map[string]config.StrategyOverride) *Converter {
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return NewConverterWithCache(overrides, nil)
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}
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func NewConverterWithCache(overrides map[string]config.StrategyOverride, c *cache.Cache) *Converter {
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return &Converter{
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overrides: overrides,
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positions: NewTrackerWithStore(newRedisStore(c)),
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}
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}
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func (c *Converter) Convert(body []byte) (string, map[string]interface{}, error) {
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var sig Signal
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if err := json.Unmarshal(body, &sig); err != nil {
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return "", nil, fmt.Errorf("%w: %v", ErrInvalidSignal, err)
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}
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if strings.TrimSpace(sig.Action) == "" {
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if strings.TrimSpace(sig.RawMessage) == "" {
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return "", nil, fmt.Errorf("%w: missing action", ErrInvalidSignal)
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}
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data, err := toData(body, &sig)
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if err != nil {
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return "", nil, err
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}
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return "trade.message", data, nil
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}
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out := Apply(&sig, c.overrideFor(sig.StrategyCode))
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snap, err := c.positions.Apply(out)
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if err != nil {
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return "", nil, fmt.Errorf("%w: %v", ErrPositionStore, err)
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}
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var opts FormatOptions
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if avg, ok := avgPriceFor(snap, out); ok {
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opts.AvgPrice = &avg
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}
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text := Format(out, opts)
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data, err := toData(body, out)
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if err != nil {
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return "", nil, err
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}
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data["formatted"] = text
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if opts.AvgPrice != nil {
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data["avgPrice"] = *opts.AvgPrice
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}
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return "trade." + strings.ToLower(out.Action), data, nil
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}
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// avgPriceFor prefers the tracked average and falls back to the upstream
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// totalAvgPx when the tracker never saw the position open.
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func avgPriceFor(snap Snapshot, sig *Signal) (float64, bool) {
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if snap.HasAvg {
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return snap.AvgPrice, true
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}
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if sig.TotalAvgPx != nil && *sig.TotalAvgPx > 0 {
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return *sig.TotalAvgPx, true
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}
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return 0, false
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}
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func (c *Converter) overrideFor(code string) *config.StrategyOverride {
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if c == nil || len(c.overrides) == 0 || code == "" {
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return nil
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}
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// viper lower-cases nested map keys, so match case-insensitively.
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if override, ok := c.overrides[code]; ok {
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return &override
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}
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if override, ok := c.overrides[strings.ToLower(code)]; ok {
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return &override
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}
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return nil
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}
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func toData(body []byte, sig *Signal) (map[string]interface{}, error) {
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data := make(map[string]interface{})
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if err := json.Unmarshal(body, &data); err != nil {
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return nil, err
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}
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raw, err := json.Marshal(sig)
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if err != nil {
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return nil, err
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}
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overlay := make(map[string]interface{})
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if err := json.Unmarshal(raw, &overlay); err != nil {
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return nil, err
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}
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for k, v := range overlay {
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data[k] = v
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}
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return data, nil
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}
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