order.go

package go5paisa

import (
	"bytes"
	"encoding/json"
	"errors"
	"io/ioutil"
	"strconv"
	"time"
)

// OrderValidity is the enum type
type OrderValidity int

const (
	//Day is valid for just a single day
	Day OrderValidity = 0
	// GTD is a type of order that is active until its specified date, unless it has already been fulfilled or cancelled.
	GTD = 1
	// GTC stays open until it is canceled
	GTC = 2
	// IOC is an order to buy or sell a security that attempts to execute all or part immediately and then cancels any unfilled portion of the order
	IOC = 3
	// EOS is exclusive to the BSE segment. It is an order to buy or sell a security that automatically expires, if not executed by 3:30 pm.
	EOS = 4
	// FOK is to execute a transaction immediately and completely or not at all
	FOK = 6
)

// Exchanges
const (
	NSE = "N"
	BSE = "B"
	MCX = "M"
)

// Exchange Segments
const (
	CASH       = "C"
	DERIVATIVE = "D"
	CURRENCY   = "U"
)

//Order Types
const (
	BUY  = "BUY"
	SELL = "MSELL"
)

//Order placed after hours
const (
	AFTERMARKET = "Y"
	NORMAL      = "N"
)

// Order to be placed
type Order struct {
	ClientCode         string        `json:"ClientCode"`      // Client code for whom order is being placed.
	OrderFor           string        `json:"OrderFor"`        // P- Place (Fresh ), M-Modify, C- Cancel Order
	Exchange           string        `json:"Exchange"`        // Exchange in which order has been placed. N- NSE, B- BSE, M-MCX
	ExchangeSegment    string        `json:"ExchangeType"`    // Exchange segment. C-Cash, D-Derivative, U - Currency
	Price              float32       `json:"Price"`           // Rate at which client wants to Buy / Sell the stock.(Price=0 for at market order)
	OrderID            int           `json:"OrderID"`         // It is an incremental number for each order after login.
	OrderType          string        `json:"OrderType"`       // Client want to buy or sell Buy/MSell
	Qty                int           `json:"Qty"`             // Total quantity client want to buy or sell (In Case Of Derivative Send Market Lot in Qty)
	OrderDateTime      string        `json:"OrderDateTime"`   // Local date at which order has been placed.
	ScripCode          int           `json:"ScripCode"`       // Scrip Code of the requested order.
	AtMarket           bool          `json:"AtMarket"`        // Specifies where the order placed is at market or Limit Order. Send False for Limit Order and True for At Market Order.
	RemoteOrderID      string        `json:"RemoteOrderID"`   // This will be unique ID for each order created by you.
	ExchangeOrderID    int           `json:"ExchOrderID"`     // This is order reference number generated by exchange for an order. Send 0 for fresh order and for modify cancel send the exchange order id received from exchange.
	DisclosedQty       int           `json:"DisQty"`          // Quantity exposed in the exchange. Disclosed quantity is never larger than order quantity.
	IsStopLossOrder    bool          `json:"IsStopLossOrder"` // This will be the trigger price. This will be set when user want to place stop loss order. (For Buy Stop loss, Trigger price should not be greater than Limit Price. And for Sell Stop Loss Order Trigger Price should not be less than Limit Price)
	IsVTD              bool          `json:"IsVTD"`           // True=Valid for day
	IsIOCOrder         bool          `json:"IOCOrder"`        // Send False in case order is not IOC
	IsIntraday         bool          `json:"IsIntraday"`      // For Intraday order send this flag as True and for Delivery order send it as False
	PublicIP           string        `json:"PublicIP"`
	AHPlaced           string        `json:"AHPlaced"`           //	Y-in case order placed after market closed whereas N- in case of Normal Market time Order
	ValidTillDate      string        `json:"ValidTillDate"`      // Order Validity Date For VTD (GTD in Case of Commodity) Order should not be today’s or earlier date. Date should be in Range of 45 days from next Day
	OrderValidity      OrderValidity `json:"iOrderValidity"`     // Enum of OrderValidity
	TradedQty          int           `json:"TradedQty"`          // Pass the traded qty. For placing fresh order, value should be 0. For modification/cancellation, send the actual traded qty. Incorrect value would lead to order rejection.
	OrderRequesterCode string        `json:"OrderRequesterCode"` // Client code
	AppSource          int64         `json:"AppSource"`          // App source generated at the time of registration
}

type orderPayload struct {
	Head *payloadHead `json:"head"`
	Body *Order       `json:"body"`
}

type RMSResponse struct {
	ClientCode      string `json:"ClientCode"`
	BrokerOrderID   int32  `json:"BrokerOrderID"`
	LocalOrderID    int16  `json:"LocalOrderID"`
	ExchangeOrderID string `json:"ExchOrderID"`
	Exchange        string `json:"Exch"`
	ExchangeType    string `json:"ExchType"`
	RMSResponseCode int    `json:"RMSResponseCode"`
	Status          int    `json:"Status"`
	Message         string `json:"Message"`
	Time            string `json:"Time"`
	ScripCode       int    `json:"ScripCode"`
}

func setDefaults(order *Order, c *Client) error {
	switch {
	// TODO: stronger check
	case order.Exchange == "":
		return &InvalidOrderError{
			Err: errors.New("Invalid exchange, valid exchange types are NSE, BSE and MCX "),
		}
	case order.OrderType == "":
		return &InvalidOrderError{
			Err: errors.New("Invalid Order type, valid order types are BUY and MSELL"),
		}
	case order.Qty == 0:
		return &InvalidOrderError{
			Err: errors.New("Invalid qty"),
		}
	case order.ScripCode == 0:
		return &InvalidOrderError{
			Err: errors.New("Invalid scrip code"),
		}

	default:
		if order.ExchangeSegment == "" {
			order.ExchangeSegment = CASH
		}
		if order.OrderFor == "P" {
			order.TradedQty = 0
			order.ExchangeOrderID = 0
		}
		if order.AHPlaced == "" {
			order.AHPlaced = NORMAL
		}
		if order.AtMarket == false && order.Price == 0 {
			order.AtMarket = true
		}
		order.ClientCode = c.clientCode
		order.OrderRequesterCode = c.clientCode
		order.PublicIP = "192.168.1.1"
		order.AppSource, _ = strconv.ParseInt(c.appConfig.config.AppSource, 10, 64)
		now := time.Now()
		timestamp := strconv.FormatInt(now.UTC().Unix(), 10)
		next := now.AddDate(0, 0, 1).UTC().Unix()
		order.OrderDateTime = "/Date(" + timestamp + ")/"
		order.ValidTillDate = "/Date(" + strconv.FormatInt(next, 10) + ")/"
		order.RemoteOrderID = "1"
	}

	return nil
}

func setDefaultsModifyOrCancel(order *Order, c *Client) error {
	switch {
	case order.ExchangeOrderID == 0:
		return &InvalidOrderError{
			Err: errors.New("Please specify exchange order ID to modify/cancel order"),
		}
	case order.Exchange == "":
		return &InvalidOrderError{
			Err: errors.New("Please specify the exchange. Valid exchange types are NSE, BSE and MCX "),
		}
	case order.TradedQty == 0:
		return &InvalidOrderError{
			Err: errors.New("Please specify the traded quantity to modify/cancel order"),
		}
	case order.ScripCode == 0:
		return &InvalidOrderError{
			Err: errors.New("Please specify the scrip code to modify/cancel order"),
		}

	default:
		if order.AHPlaced == "" {
			order.AHPlaced = NORMAL
		}
		if order.AtMarket == false && order.Price == 0 {
			order.AtMarket = true
		}
		if order.ExchangeSegment == "" {
			order.ExchangeSegment = CASH
		}
		order.Qty = order.TradedQty
		order.ClientCode = c.clientCode
		order.OrderRequesterCode = c.clientCode
		order.PublicIP = "192.168.1.1"
		order.AppSource, _ = strconv.ParseInt(c.appConfig.config.AppSource, 10, 64)
		now := time.Now()
		timestamp := strconv.FormatInt(now.UTC().Unix(), 10)
		next := now.AddDate(0, 0, 1).UTC().Unix()
		order.OrderDateTime = "/Date(" + timestamp + ")/"
		order.ValidTillDate = "/Date(" + strconv.FormatInt(next, 10) + ")/"
		order.RemoteOrderID = "1"
	}

	return nil
}

func orderRequest(rmsResponse RMSResponse, order *Order, c *Client) (RMSResponse, error) {
	c.appConfig.head.RequestCode = orderPlacementRequestCode
	payload := orderPayload{
		Head: c.appConfig.head,
		Body: order,
	}
	jsonValue, _ := json.Marshal(payload)
	res, err := c.connection.Post(baseURL+orderPlacementRoute, contentType, bytes.NewBuffer(jsonValue))
	if err != nil {
		return rmsResponse, err
	}
	defer res.Body.Close()
	resBody, err := ioutil.ReadAll(res.Body)
	if err != nil {
		return rmsResponse, err
	}
	parseResBody(resBody, &rmsResponse)
	if rmsResponse.RMSResponseCode != 0 {
		return rmsResponse, errors.New(rmsResponse.Message)
	}
	return rmsResponse, nil
}

// PlaceOrder places an order
func (c *Client) PlaceOrder(order Order) (RMSResponse, error) {
	var rmsResponse RMSResponse
	order.OrderFor = "P"
	err := setDefaults(&order, c)
	if err != nil {
		return rmsResponse, err
	}
	return orderRequest(rmsResponse, &order, c)
}

// ModifyOrder modifies an order
func (c *Client) ModifyOrder(order Order) (RMSResponse, error) {
	var rmsResponse RMSResponse
	order.OrderFor = "M"
	err := setDefaultsModifyOrCancel(&order, c)
	if err != nil {
		return rmsResponse, err
	}
	return orderRequest(rmsResponse, &order, c)
}

// CancelOrder cancels an order
func (c *Client) CancelOrder(order Order) (RMSResponse, error) {
	var rmsResponse RMSResponse
	order.OrderFor = "C"
	err := setDefaultsModifyOrCancel(&order, c)
	if err != nil {
		return rmsResponse, err
	}
	return orderRequest(rmsResponse, &order, c)
}