sdk

package module
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README

OpenAPI Go SDK

GoDoc

Данный проект представляет собой инструментарий на языке Go для работы с OpenAPI Тинькофф Инвестиции, который можно использовать для создания торговых роботов.

Начало работы

Где взять токен аутентификации?

В разделе инвестиций вашего личного кабинета tinkoff . Далее:

  • Перейдите в настройки
  • Проверьте, что функция “Подтверждение сделок кодом” отключена
  • Выпустите токен для торговли на бирже и режима “песочницы” (sandbox)
  • Скопируйте токен и сохраните, токен отображается только один раз, просмотреть его позже не получится, тем не менее вы можете выпускать неограниченное количество токенов

Документация

Документацию непосредственно по OpenAPI можно найти по ссылке.

Быстрый старт

Для непосредственного взаимодействия с OpenAPI нужно создать клиента. Клиенты разделены на streaming и rest.

Примеры использования SDK находятся в директории examples

У меня есть вопрос

Основной репозиторий с документацией — в нем вы можете задать вопрос в Issues и получать информацию о релизах в Releases. Если возникают вопросы по данному SDK, нашёлся баг или есть предложения по улучшению, то можно задать его в Issues

Documentation

Overview

Package sdk provides REST and Stream clients for Tinkoff Invest OpenAPI. More documentation https://api-invest.tinkoff.ru/openapi/docs/.

Index

Constants

View Source 
const (
	// RestAPIURL contains main api url for tinkoff invest api.
	RestAPIURL = "https://api-invest.tinkoff.ru/openapi"
	// MaxTimeout for provider request.
	MaxTimeout = time.Second * 30
)
View Source 
const DefaultAccount = "" // Номер счета (по умолчанию - Тинькофф)
View Source 
const DefaultPingPeriod = 54 * time.Second
View Source 
const DefaultPongWait = 60 * time.Second
View Source 
const MaxOrderbookDepth = 20
View Source 
const StreamingApiURL = "wss://api-invest.tinkoff.ru/openapi/md/v1/md-openapi/ws"

Variables

View Source 
var (
	ErrDepth    = fmt.Errorf("invalid depth. Should be in interval 0 < x <= %d", MaxOrderbookDepth)
	ErrNotFound = errors.New("not found")
)

Errors.

View Source 
var ErrForbidden = errors.New("invalid token")
View Source 
var ErrUnauthorized = errors.New("token not provided")

Functions

This section is empty.

Types

type Account 

type Account struct {
	Type AccountType `json:"brokerAccountType"`
	ID   string      `json:"brokerAccountId"`
}

type AccountType 

type AccountType string
const (
	AccountTinkoff    AccountType = "Tinkoff"
	AccountTinkoffIIS AccountType = "TinkoffIis"
)

type BuildOption 

type BuildOption func(*RestClient)

BuildOption build options for rest client.

func WithProvider 

func WithProvider(p Provider) BuildOption

WithProvider build rest client by custom provider client.

func WithURL 

func WithURL(url string) BuildOption

WithURL build rest client by custom api url.

type Candle 

type Candle struct {
	FIGI       string         `json:"figi"`
	Interval   CandleInterval `json:"interval"`
	OpenPrice  float64        `json:"o"`
	ClosePrice float64        `json:"c"`
	HighPrice  float64        `json:"h"`
	LowPrice   float64        `json:"l"`
	Volume     float64        `json:"v"`
	TS         time.Time      `json:"time"`
}

type CandleEvent 

type CandleEvent struct {
	FullEvent
	Candle Candle `json:"payload"`
}

type CandleInterval 

type CandleInterval string
const (
	CandleInterval1Min   CandleInterval = "1min"
	CandleInterval2Min   CandleInterval = "2min"
	CandleInterval3Min   CandleInterval = "3min"
	CandleInterval5Min   CandleInterval = "5min"
	CandleInterval10Min  CandleInterval = "10min"
	CandleInterval15Min  CandleInterval = "15min"
	CandleInterval30Min  CandleInterval = "30min"
	CandleInterval1Hour  CandleInterval = "hour"
	CandleInterval2Hour  CandleInterval = "2hour"
	CandleInterval4Hour  CandleInterval = "4hour"
	CandleInterval1Day   CandleInterval = "day"
	CandleInterval1Week  CandleInterval = "week"
	CandleInterval1Month CandleInterval = "month"
)

type Currency 

type Currency string
const (
	RUB Currency = "RUB"
	USD Currency = "USD"
	EUR Currency = "EUR"
	TRY Currency = "TRY"
	JPY Currency = "JPY"
	CNY Currency = "CNY"
	CHF Currency = "CHF"
	GBP Currency = "GBP"
	HKD Currency = "HKD"
)

type CurrencyBalance 

type CurrencyBalance struct {
	Currency Currency `json:"currency"`
	Balance  float64  `json:"balance"`
	Blocked  float64  `json:"blocked"`
}

type Error 

type Error struct {
	RequestID string `json:"request_id,omitempty"`
	Error     string `json:"error"`
}

type ErrorEvent 

type ErrorEvent struct {
	FullEvent
	Error Error `json:"payload"`
}

type Event 

type Event struct {
	Name string `json:"event"`
}

type FullEvent 

type FullEvent struct {
	Name string    `json:"event"`
	Time time.Time `json:"time"`
}

type Instrument 

type Instrument struct {
	FIGI              string         `json:"figi"`
	Ticker            string         `json:"ticker"`
	ISIN              string         `json:"isin"`
	Name              string         `json:"name"`
	MinPriceIncrement float64        `json:"minPriceIncrement"`
	Lot               int            `json:"lot"`
	Currency          Currency       `json:"currency"`
	Type              InstrumentType `json:"type"`
}

type InstrumentInfo 

type InstrumentInfo struct {
	FIGI              string        `json:"figi"`
	TradeStatus       TradingStatus `json:"trade_status"`
	MinPriceIncrement float64       `json:"min_price_increment"`
	Lot               float64       `json:"lot"`
	AccruedInterest   float64       `json:"accrued_interest,omitempty"`
	LimitUp           float64       `json:"limit_up,omitempty"`
	LimitDown         float64       `json:"limit_down,omitempty"`
}

type InstrumentInfoEvent 

type InstrumentInfoEvent struct {
	FullEvent
	Info InstrumentInfo `json:"payload"`
}

type InstrumentType 

type InstrumentType string
const (
	InstrumentTypeStock    InstrumentType = "Stock"
	InstrumentTypeCurrency InstrumentType = "Currency"
	InstrumentTypeBond     InstrumentType = "Bond"
	InstrumentTypeEtf      InstrumentType = "Etf"
)

type Logger 

type Logger interface {
	Printf(format string, args ...interface{})
}

type MoneyAmount 

type MoneyAmount struct {
	Currency Currency `json:"currency"`
	Value    float64  `json:"value"`
}

type Operation 

type Operation struct {
	ID               string          `json:"id"`
	Status           OperationStatus `json:"status"`
	Trades           []Trade         `json:"trades"`
	Commission       MoneyAmount     `json:"commission"`
	Currency         Currency        `json:"currency"`
	Payment          float64         `json:"payment"`
	Price            float64         `json:"price"`
	Quantity         int             `json:"quantity"`
	QuantityExecuted int             `json:"quantityExecuted"`
	FIGI             string          `json:"figi"`
	InstrumentType   InstrumentType  `json:"instrumentType"`
	IsMarginCall     bool            `json:"isMarginCall"`
	DateTime         time.Time       `json:"date"`
	OperationType    OperationType   `json:"operationType"`
}

type OperationStatus 

type OperationStatus string
const (
	OperationStatusDone     OperationStatus = "Done"
	OperationStatusDecline  OperationStatus = "Decline"
	OperationStatusProgress OperationStatus = "Progress"
)

type OperationType 

type OperationType string
const (
	BUY                             OperationType = "Buy"
	SELL                            OperationType = "Sell"
	OperationTypeBrokerCommission   OperationType = "BrokerCommission"
	OperationTypeExchangeCommission OperationType = "ExchangeCommission"
	OperationTypeServiceCommission  OperationType = "ServiceCommission"
	OperationTypeMarginCommission   OperationType = "MarginCommission"
	OperationTypeOtherCommission    OperationType = "OtherCommission"
	OperationTypePayIn              OperationType = "PayIn"
	OperationTypePayOut             OperationType = "PayOut"
	OperationTypeTax                OperationType = "Tax"
	OperationTypeTaxLucre           OperationType = "TaxLucre"
	OperationTypeTaxDividend        OperationType = "TaxDividend"
	OperationTypeTaxCoupon          OperationType = "TaxCoupon"
	OperationTypeTaxBack            OperationType = "TaxBack"
	OperationTypeRepayment          OperationType = "Repayment"
	OperationTypePartRepayment      OperationType = "PartRepayment"
	OperationTypeCoupon             OperationType = "Coupon"
	OperationTypeDividend           OperationType = "Dividend"
	OperationTypeSecurityIn         OperationType = "SecurityIn"
	OperationTypeSecurityOut        OperationType = "SecurityOut"
	OperationTypeBuyCard            OperationType = "BuyCard"
)

type Order 

type Order struct {
	ID            string        `json:"orderId"`
	FIGI          string        `json:"figi"`
	Operation     OperationType `json:"operation"`
	Status        OrderStatus   `json:"status"`
	RequestedLots int           `json:"requestedLots"`
	ExecutedLots  int           `json:"executedLots"`
	Type          OrderType     `json:"type"`
	Price         float64       `json:"price"`
}

type OrderBook 

type OrderBook struct {
	FIGI  string          `json:"figi"`
	Depth int             `json:"depth"`
	Bids  []PriceQuantity `json:"bids"`
	Asks  []PriceQuantity `json:"asks"`
}

type OrderBookEvent 

type OrderBookEvent struct {
	FullEvent
	OrderBook OrderBook `json:"payload"`
}

type OrderStatus 

type OrderStatus string
const (
	OrderStatusNew            OrderStatus = "New"
	OrderStatusPartiallyFill  OrderStatus = "PartiallyFill"
	OrderStatusFill           OrderStatus = "Fill"
	OrderStatusCancelled      OrderStatus = "Cancelled"
	OrderStatusReplaced       OrderStatus = "Replaced"
	OrderStatusPendingCancel  OrderStatus = "PendingCancel"
	OrderStatusRejected       OrderStatus = "Rejected"
	OrderStatusPendingReplace OrderStatus = "PendingReplace"
	OrderStatusPendingNew     OrderStatus = "PendingNew"
)

type OrderType 

type OrderType string
const (
	OrderTypeLimit  OrderType = "Limit"
	OrderTypeMarket OrderType = "Market"
)

type PingPongConfig 

type PingPongConfig struct {
	// contains filtered or unexported fields
}

type PlacedOrder 

type PlacedOrder struct {
	ID            string        `json:"orderId"`
	Operation     OperationType `json:"operation"`
	Status        OrderStatus   `json:"status"`
	RejectReason  string        `json:"rejectReason"`
	RequestedLots int           `json:"requestedLots"`
	ExecutedLots  int           `json:"executedLots"`
	Commission    MoneyAmount   `json:"commission"`
	Message       string        `json:"message,omitempty"`
}

type Portfolio 

type Portfolio struct {
	Positions  []PositionBalance
	Currencies []CurrencyBalance
}

type PositionBalance 

type PositionBalance struct {
	FIGI                      string         `json:"figi"`
	Ticker                    string         `json:"ticker"`
	ISIN                      string         `json:"isin"`
	InstrumentType            InstrumentType `json:"instrumentType"`
	Balance                   float64        `json:"balance"`
	Blocked                   float64        `json:"blocked"`
	Lots                      int            `json:"lots"`
	ExpectedYield             MoneyAmount    `json:"expectedYield"`
	AveragePositionPrice      MoneyAmount    `json:"averagePositionPrice"`
	AveragePositionPriceNoNkd MoneyAmount    `json:"averagePositionPriceNoNkd"`
	Name                      string         `json:"name"`
}

type PriceQuantity 

type PriceQuantity [2]float64 // 0 - price, 1 - quantity

type Provider 

type Provider interface {
	Get(ctx context.Context, url string, token string, unmarshal interface{}) error
	Post(ctx context.Context, url string, token string, payload, unmarshal interface{}) error
}

Provider interface for change provider client.

type RestClient 

type RestClient struct {
	// contains filtered or unexported fields
}

RestClient provide to rest methods from tinkoff invest api.

func NewRestClient 

func NewRestClient(token string, options ...BuildOption) *RestClient

NewRestClient build rest client by option.

func NewRestClientCustom 

func NewRestClientCustom(token, apiURL string) *RestClient

NewRestClientCustom for backward compatibility only. Deprecated: have to use NewRestClient by options.

func (*RestClient) Accounts 

func (c *RestClient) Accounts(ctx context.Context) ([]Account, error)

Accounts see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/user/get_user_accounts.

func (*RestClient) Bonds 

func (c *RestClient) Bonds(ctx context.Context) ([]Instrument, error)

Bonds see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/market/get_market_bonds.

func (*RestClient) Candles 

func (c *RestClient) Candles(ctx context.Context, from, to time.Time, interval CandleInterval, figi string) ([]Candle, error)

Candles see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/market/get_market_candles.

func (*RestClient) Currencies 

func (c *RestClient) Currencies(ctx context.Context) ([]Instrument, error)

Currencies see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/market/get_market_currencies.

func (*RestClient) CurrenciesPortfolio 

func (c *RestClient) CurrenciesPortfolio(ctx context.Context, accountID string) ([]CurrencyBalance, error)

CurrenciesPortfolio see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/portfolio/get_portfolio_currencies.

func (*RestClient) ETFs 

func (c *RestClient) ETFs(ctx context.Context) ([]Instrument, error)

ETFs see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/market/get_market_etfs.

func (*RestClient) InstrumentByFIGI 

func (c *RestClient) InstrumentByFIGI(ctx context.Context, figi string) (Instrument, error)

InstrumentByFIGI see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/market/get_market_search_by_figi.

func (*RestClient) InstrumentByTicker 

func (c *RestClient) InstrumentByTicker(ctx context.Context, ticker string) ([]Instrument, error)

InstrumentByTicker see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/market/get_market_search_by_ticker.

func (*RestClient) LimitOrder 

func (c *RestClient) LimitOrder(
	ctx context.Context,
	accountID, figi string,
	lots int,
	operation OperationType,
	price float64,
) (PlacedOrder, error)

LimitOrder see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/orders/post_orders_limit_order.

func (*RestClient) MarketOrder 

func (c *RestClient) MarketOrder(ctx context.Context, accountID, figi string, lots int, operation OperationType) (PlacedOrder, error)

MarketOrder see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/orders/post_orders_market_order.

func (*RestClient) Operations 

func (c *RestClient) Operations(ctx context.Context, accountID string, from, to time.Time, figi string) ([]Operation, error)

Operations see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/operations/get_operations.

func (*RestClient) OrderCancel 

func (c *RestClient) OrderCancel(ctx context.Context, accountID, id string) error

OrderCancel see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/orders/post_orders_cancel.

func (*RestClient) Orderbook 

func (c *RestClient) Orderbook(ctx context.Context, depth int, figi string) (RestOrderBook, error)

Orderbook see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/market/get_market_orderbook.

func (*RestClient) Orders 

func (c *RestClient) Orders(ctx context.Context, accountID string) ([]Order, error)

Orders see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/orders/get_orders.

func (*RestClient) Portfolio 

func (c *RestClient) Portfolio(ctx context.Context, accountID string) (Portfolio, error)

Portfolio contains calls two method for get portfolio info.

func (*RestClient) PositionsPortfolio 

func (c *RestClient) PositionsPortfolio(ctx context.Context, accountID string) ([]PositionBalance, error)

PositionsPortfolio see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/portfolio/get_portfolio.

func (*RestClient) Stocks 

func (c *RestClient) Stocks(ctx context.Context) ([]Instrument, error)

Stocks see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/market/get_market_stocks.

type RestOrderBook 

type RestOrderBook struct {
	FIGI              string              `json:"figi"`
	Depth             int                 `json:"depth"`
	Bids              []RestPriceQuantity `json:"bids"`
	Asks              []RestPriceQuantity `json:"asks"`
	TradeStatus       TradingStatus       `json:"tradeStatus"`
	MinPriceIncrement float64             `json:"minPriceIncrement"`
	LastPrice         float64             `json:"lastPrice,omitempty"`
	ClosePrice        float64             `json:"closePrice,omitempty"`
	LimitUp           float64             `json:"limitUp,omitempty"`
	LimitDown         float64             `json:"limitDown,omitempty"`
	FaceValue         float64             `json:"faceValue,omitempty"`
}

type RestPriceQuantity 

type RestPriceQuantity struct {
	Price    float64 `json:"price"`
	Quantity float64 `json:"quantity"`
}

type SandboxRestClient 

type SandboxRestClient struct {
	*RestClient
}

SandboxRestClient rest client for sandbox tinkoff invest.

func NewSandboxRestClient 

func NewSandboxRestClient(token string) *SandboxRestClient

NewSandboxRestClient returns new SandboxRestClient by token.

func NewSandboxRestClientCustom 

func NewSandboxRestClientCustom(token, apiURL string) *SandboxRestClient

NewSandboxRestClientCustom returns new custom SandboxRestClient by token and api url.

func (*SandboxRestClient) Clear 

func (c *SandboxRestClient) Clear(ctx context.Context, accountID string) error

Clear see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/sandbox/post_sandbox_clear.

func (*SandboxRestClient) Register 

func (c *SandboxRestClient) Register(ctx context.Context, accountType AccountType) (Account, error)

Register see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/sandbox/post_sandbox_register.

func (*SandboxRestClient) Remove 

func (c *SandboxRestClient) Remove(ctx context.Context, accountID string) error

Remove see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/sandbox/post_sandbox_remove.

func (*SandboxRestClient) SetCurrencyBalance 

func (c *SandboxRestClient) SetCurrencyBalance(ctx context.Context, accountID string, currency Currency, balance float64) error

SetCurrencyBalance see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/sandbox/post_sandbox_currencies_balance.

func (*SandboxRestClient) SetPositionsBalance 

func (c *SandboxRestClient) SetPositionsBalance(ctx context.Context, accountID, figi string, balance float64) error

SetPositionsBalance see docs https://tinkoffcreditsystems.github.io/invest-openapi/swagger-ui/#/sandbox/post_sandbox_positions_balance.

type StreamingClient 

type StreamingClient struct {
	// contains filtered or unexported fields
}

func NewStreamingClient 

func NewStreamingClient(logger Logger, token string) (*StreamingClient, error)

func NewStreamingClientCustom 

func NewStreamingClientCustom(logger Logger, token, apiURL string) (*StreamingClient, error)

func NewStreamingClientCustomPingPong 

func NewStreamingClientCustomPingPong(logger Logger, token, apiURL string, pingPongCfg *PingPongConfig) (*StreamingClient, error)

func (*StreamingClient) Close 

func (c *StreamingClient) Close() error

func (*StreamingClient) RunReadLoop 

func (c *StreamingClient) RunReadLoop(fn func(event interface{}) error) error

func (*StreamingClient) SubscribeCandle 

func (c *StreamingClient) SubscribeCandle(figi string, interval CandleInterval, requestID string) error

func (*StreamingClient) SubscribeInstrumentInfo 

func (c *StreamingClient) SubscribeInstrumentInfo(figi, requestID string) error

func (*StreamingClient) SubscribeOrderbook 

func (c *StreamingClient) SubscribeOrderbook(figi string, depth int, requestID string) error

func (*StreamingClient) UnsubscribeCandle 

func (c *StreamingClient) UnsubscribeCandle(figi string, interval CandleInterval, requestID string) error

func (*StreamingClient) UnsubscribeInstrumentInfo 

func (c *StreamingClient) UnsubscribeInstrumentInfo(figi, requestID string) error

func (*StreamingClient) UnsubscribeOrderbook 

func (c *StreamingClient) UnsubscribeOrderbook(figi string, depth int, requestID string) error

type Trade 

type Trade struct {
	ID       string    `json:"tradeId"`
	DateTime time.Time `json:"date"`
	Price    float64   `json:"price"`
	Quantity int       `json:"quantity"`
}

type TradingError 

type TradingError struct {
	TrackingID string `json:"trackingId"`
	Status     string `json:"status"`
	Hint       string
	Payload    struct {
		Message string `json:"message"`
		Code    string `json:"code"`
	} `json:"payload"`
}

TradingError contains error info from tinkoff invest.

func (TradingError) Error 

func (t TradingError) Error() string

Error for implements error.

func (TradingError) InvalidTokenSpace 

func (t TradingError) InvalidTokenSpace() bool

InvalidTokenSpace for check error.

func (TradingError) NotEnoughBalance 

func (t TradingError) NotEnoughBalance() bool

NotEnoughBalance for check error.

type TradingStatus 

type TradingStatus string
const (
	BreakInTrading               TradingStatus = "BreakInTrading"
	NormalTrading                TradingStatus = "NormalTrading"
	NotAvailableForTrading       TradingStatus = "NotAvailableForTrading"
	ClosingAuction               TradingStatus = "ClosingAuction"
	ClosingPeriod                TradingStatus = "ClosingPeriod"
	DarkPoolAuction              TradingStatus = "DarkPoolAuction"
	DiscreteAuction              TradingStatus = "DiscreteAuction"
	OpeningPeriod                TradingStatus = "OpeningPeriod"
	OpeningAuctionPeriod         TradingStatus = "OpeningAuctionPeriod"
	TradingAtClosingAuctionPrice TradingStatus = "TradingAtClosingAuctionPrice"
)

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