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https://github.com/luxfi/broker.git
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zeekay
86afa4ba31
Sibling to alpaca provider. Runs in parallel with standalone Alpaca using independent ALPACA_OMNISUB_* env vars. Full Provider interface plus per-sub positions, omnibus-routed transfers, batch journals + reverse-batch for trade reversals, omnibus snapshot for reconciliation. 19 tests.
82 lines
2.5 KiB
Go
82 lines
2.5 KiB
Go
package alpaca_omnisub
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import (
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"context"
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"encoding/json"
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"net/http"
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"github.com/luxfi/broker/pkg/types"
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)
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// OmnibusSnapshot is the end-of-day reconciliation snapshot for the
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// omnibus master account. It includes the aggregate cash, equity,
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// buying power, and all positions held at the omnibus level.
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type OmnibusSnapshot struct {
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AccountID string `json:"account_id"`
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Cash string `json:"cash"`
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Equity string `json:"equity"`
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BuyingPower string `json:"buying_power"`
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PortfolioValue string `json:"portfolio_value"`
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Positions []types.Position `json:"positions"`
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}
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// GetOmnibusSnapshot returns the current state of the omnibus master
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// for end-of-day reconciliation. This is the aggregate across all
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// sub-accounts and should match the sum of per-sub positions + cash.
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func (p *Provider) GetOmnibusSnapshot(ctx context.Context) (*OmnibusSnapshot, error) {
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tData, _, err := p.do(ctx, http.MethodGet, "/v1/trading/accounts/"+p.cfg.OmnibusAccountID+"/account", nil)
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if err != nil {
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return nil, err
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}
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var ta struct {
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Cash string `json:"cash"`
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Equity string `json:"equity"`
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BuyingPower string `json:"buying_power"`
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PortfolioValue string `json:"portfolio_value"`
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}
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if err := json.Unmarshal(tData, &ta); err != nil {
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return nil, err
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}
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pData, _, err := p.do(ctx, http.MethodGet, "/v1/trading/accounts/"+p.cfg.OmnibusAccountID+"/positions", nil)
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if err != nil {
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return nil, err
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}
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var rawPositions []struct {
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Symbol string `json:"symbol"`
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Qty string `json:"qty"`
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AvgEntryPrice string `json:"avg_entry_price"`
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MarketValue string `json:"market_value"`
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CurrentPrice string `json:"current_price"`
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UnrealizedPL string `json:"unrealized_pl"`
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Side string `json:"side"`
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AssetClass string `json:"asset_class"`
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}
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if err := json.Unmarshal(pData, &rawPositions); err != nil {
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return nil, err
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}
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positions := make([]types.Position, len(rawPositions))
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for i, rp := range rawPositions {
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positions[i] = types.Position{
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Symbol: rp.Symbol,
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Qty: rp.Qty,
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AvgEntryPrice: rp.AvgEntryPrice,
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MarketValue: rp.MarketValue,
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CurrentPrice: rp.CurrentPrice,
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UnrealizedPL: rp.UnrealizedPL,
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Side: rp.Side,
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AssetClass: rp.AssetClass,
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}
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}
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return &OmnibusSnapshot{
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AccountID: p.cfg.OmnibusAccountID,
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Cash: ta.Cash,
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Equity: ta.Equity,
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BuyingPower: ta.BuyingPower,
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PortfolioValue: ta.PortfolioValue,
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Positions: positions,
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}, nil
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}
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