instrument.go

package trade

type Instrument struct {
	id          int64
	symbol      string
	localSymbol string
	exchange    string
	currency    string
	bid         float64
	ask         float64
	last        float64
	engine      *Engine
	data        chan Reply
	ch          chan func()
	exit        chan bool
	hook        func(Reply)
}

func NewInstrument(engine *Engine, symbol string, exchange string, currency string) *Instrument {
	self := &Instrument{
		id:          0,
		symbol:      symbol,
		localSymbol: "",
		exchange:    exchange,
		currency:    currency,
		engine:      engine,
		data:        make(chan Reply),
		ch:          make(chan func()),
		exit:        make(chan bool),
	}

	go func() {
		for {
			select {
			case <-self.exit:
				return
			case req := <-engine.ch:
				req()
			case v := <-self.data:
				self.process(v)
			}
		}
	}()

	return self
}

func (self *Instrument) Symbol() string {
	ch := make(chan string)
	self.ch <- func() { ch <- self.symbol }
	return <-ch
}

/*
func (self *Instrument) Exchange() string         { return self.exchange }
func (self *Instrument) Currency() string         { return self.currency }
func (self *Instrument) Id() int64                { return self.id }
func (self *Instrument) SetId(id int64)           { self.id = id }
func (self *Instrument) LocalSymbol() string      { return self.localSymbol }
func (self *Instrument) Bid() float64             { return self.bid }
func (self *Instrument) Ask() float64             { return self.ask }
func (self *Instrument) Last() float64            { return self.last }
func (self *Instrument) SetHook(hook func(Reply)) { self.hook = hook }
*/

func (self *Instrument) process(v Reply) {
	switch v.(type) {
	case *TickPrice:
		v := v.(*TickPrice)
		// we want either last or bid and ask
		switch v.Type {
		case TickLast:
			self.last = v.Price
		case TickBid:
			self.bid = v.Price
		case TickAsk:
			self.ask = v.Price
		}
	}

	if self.hook != nil {
		self.hook(v)
	}
}