stat_request_options.go

package moexiss

import (
	"net/url"
	"strconv"
	"strings"
)

// TradingSession represents a type of trading sessions for intermediate day summary
// of MoEx ISS API
type TradingSession uint8

// These constants represent possible values of TradingSession
const (
	TradingSessionUndefined  TradingSession = 0
	TradingSessionMain       TradingSession = 1
	TradingSessionAdditional TradingSession = 2
	TradingSessionTotal      TradingSession = 3
)

// String representations of TradingSession values
func (ts TradingSession) String() string {
	return strconv.Itoa(int(ts))
}

// getTradingSession returns TradingSession from a passed string
func getTradingSession(value string) TradingSession {
	switch value {
	case "1":
		return TradingSessionMain
	case "2":
		return TradingSessionAdditional
	case "3":
		return TradingSessionTotal
	default:
		return TradingSessionUndefined
	}
}

// StatRequestOptions contains options which can be used as arguments
// for building requests to get intermediate day summary.
// MoEx ISS API docs: https://iss.moex.com/iss/reference/823
type StatRequestOptions struct {
	TradingSessionType TradingSession // `tradingsession` query parameter in url.URL
	TickerIds          []string       // `securities` query parameter in url.URL
	BoardId            []string       // `boardid` query parameter in url.URL
}

// StatReqOptionsBuilder represents a builder of StatRequestOptions struct
type StatReqOptionsBuilder struct {
	options *StatRequestOptions
}

// NewStatReqOptionsBuilder is a constructor of StatReqOptionsBuilder
func NewStatReqOptionsBuilder() *StatReqOptionsBuilder {
	return &StatReqOptionsBuilder{options: &StatRequestOptions{}}
}

// Build builds StatRequestOptions from StatReqOptionsBuilder
func (b *StatReqOptionsBuilder) Build() *StatRequestOptions {
	return b.options
}

// TypeTradingSession sets a type of trading session parameter to a request
// It allows to show data only for the required session.
func (b *StatReqOptionsBuilder) TypeTradingSession(ts TradingSession) *StatReqOptionsBuilder {
	b.options.TradingSessionType = ts
	return b
}

// AddTicker adds a ticker to a request
// It allows to show data only for the required tickers.
// No more than 10 tickers.
func (b *StatReqOptionsBuilder) AddTicker(ticker string) *StatReqOptionsBuilder {
	b.options.TickerIds = append(b.options.TickerIds, ticker)
	return b
}

// AddBoard adds a board to a request
// Filter the output by trading mode.
// No more than 10 boards.
func (b *StatReqOptionsBuilder) AddBoard(boardId string) *StatReqOptionsBuilder {
	b.options.BoardId = append(b.options.BoardId, boardId)
	return b
}

// addStatRequestOptions sets parameters into *url.URL
// from StatRequestOptions struct and returns it back
func addStatRequestOptions(url *url.URL, options *StatRequestOptions) *url.URL {
	q := url.Query()
	q.Set("iss.meta", "off")
	q.Set("iss.json", "extended")
	if options == nil {
		url.RawQuery = q.Encode()
		return url
	}

	trType := options.TradingSessionType
	if trType != TradingSessionUndefined &&
		(trType == TradingSessionMain ||
			trType == TradingSessionAdditional ||
			trType == TradingSessionTotal) {
		q.Set("tradingsession", trType.String())
	}
	limit := 10
	if len(options.TickerIds) > 0 {
		addArrayParams(&q, "securities", options.TickerIds, limit)
	}
	if len(options.BoardId) > 0 {
		addArrayParams(&q, "boardid", options.BoardId, limit)
	}
	url.RawQuery = q.Encode()
	return url
}

func addArrayParams(q *url.Values, key string, values []string, limit int) {
	bld := strings.Builder{}
	counter := 0
	for _, value := range values {
		if value == "" {
			continue
		}
		counter++
		if counter > limit {
			break
		}
		if counter > 1 {
			bld.WriteString(",")
		}
		bld.WriteString(value)
	}
	if bld.Len() == 0 {
		return
	}
	str := bld.String()
	q.Set(key, str)
}