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mirror of https://github.com/aclindsa/moneygo.git synced 2024-10-30 07:40:05 -04:00
moneygo/internal/handlers/prices.go

114 lines
3.0 KiB
Go

package handlers
import (
"gopkg.in/gorp.v1"
"time"
)
type Price struct {
PriceId int64
SecurityId int64
CurrencyId int64
Date time.Time
Value string // String representation of decimal price of Security in Currency units, suitable for passing to big.Rat.SetString()
RemoteId string // unique ID from source, for detecting duplicates
}
func InsertPriceTx(transaction *gorp.Transaction, p *Price) error {
err := transaction.Insert(p)
if err != nil {
return err
}
return nil
}
func CreatePriceIfNotExist(transaction *gorp.Transaction, price *Price) error {
if len(price.RemoteId) == 0 {
// Always create a new price if we can't match on the RemoteId
err := InsertPriceTx(transaction, price)
if err != nil {
return err
}
return nil
}
var prices []*Price
_, err := transaction.Select(&prices, "SELECT * from prices where SecurityId=? AND CurrencyId=? AND Date=? AND Value=?", price.SecurityId, price.CurrencyId, price.Date, price.Value)
if err != nil {
return err
}
if len(prices) > 0 {
return nil // price already exists
}
err = InsertPriceTx(transaction, price)
if err != nil {
return err
}
return nil
}
// Return the latest price for security in currency units before date
func GetLatestPrice(transaction *gorp.Transaction, security, currency *Security, date *time.Time) (*Price, error) {
var p Price
err := transaction.SelectOne(&p, "SELECT * from prices where SecurityId=? AND CurrencyId=? AND Date <= ? ORDER BY Date DESC LIMIT 1", security.SecurityId, currency.SecurityId, date)
if err != nil {
return nil, err
}
return &p, nil
}
// Return the earliest price for security in currency units after date
func GetEarliestPrice(transaction *gorp.Transaction, security, currency *Security, date *time.Time) (*Price, error) {
var p Price
err := transaction.SelectOne(&p, "SELECT * from prices where SecurityId=? AND CurrencyId=? AND Date >= ? ORDER BY Date ASC LIMIT 1", security.SecurityId, currency.SecurityId, date)
if err != nil {
return nil, err
}
return &p, nil
}
// Return the price for security in currency closest to date
func GetClosestPriceTx(transaction *gorp.Transaction, security, currency *Security, date *time.Time) (*Price, error) {
earliest, _ := GetEarliestPrice(transaction, security, currency, date)
latest, err := GetLatestPrice(transaction, security, currency, date)
// Return early if either earliest or latest are invalid
if earliest == nil {
return latest, err
} else if err != nil {
return earliest, nil
}
howlate := earliest.Date.Sub(*date)
howearly := date.Sub(latest.Date)
if howearly < howlate {
return latest, nil
} else {
return earliest, nil
}
}
func GetClosestPrice(db *DB, security, currency *Security, date *time.Time) (*Price, error) {
transaction, err := db.Begin()
if err != nil {
return nil, err
}
price, err := GetClosestPriceTx(transaction, security, currency, date)
if err != nil {
transaction.Rollback()
return nil, err
}
err = transaction.Commit()
if err != nil {
transaction.Rollback()
return nil, err
}
return price, nil
}