An implementation of trengin.Broker using Tinkoff Invest API for creating automated trading robots.
- Opens position, changes stop loss and take profit, closes position.
- Tracks open position.
- Supports multiple open positions at the same time.
- Commission in position is approximate.
Create a new Tinkoff object using constructor New. Pass Tinkoff Client and user account identifier.
package main
import (
"context"
"log"
"github.com/evsamsonov/trengin/v2"
"github.com/russianinvestments/invest-api-go-sdk/investgo"
"go.uber.org/zap"
tnkbroker "github.com/evsamsonov/tinkoff-broker/v2"
)
func main() {
ctx := context.Background()
tinkoffConfig := investgo.Config{
EndPoint: "invest-public-api.tinkoff.ru:443",
Token: "[tinkoff-token]",
AccountId: "[account-id]",
}
tinkoffClient, err := investgo.NewClient(ctx, tinkoffConfig, zap.NewNop().Sugar())
if err != nil {
log.Fatal("Failed to create tinkoff client", zap.Error(err))
}
tinkoffBroker, err := tnkbroker.New(
tinkoffClient,
"[account-id]",
// options...
)
if err != nil {
log.Fatal("Failed to create tinkoff broker")
}
tradingEngine := trengin.New(&Strategy{}, tinkoffBroker)
if err = tradingEngine.Run(context.Background()); err != nil {
log.Fatal("Trading engine crashed")
}
}
type Strategy struct{}
func (s *Strategy) Run(ctx context.Context, actions trengin.Actions) error { panic("implement me") }See more details in trengin documentation.
You can configure Tinkoff to use Option
| Methods | Returns Option which |
|---|---|
WithLogger |
Sets logger. The default logger is no-op Logger. |
WithProtectiveSpread |
Sets protective spread in percent for executing orders. The default value is 1%. |
WithTradeStreamRetryTimeout |
Defines retry timeout on trade stream error. |
WithTradeStreamPingWaitDuration |
Defines duration how long we wait for ping before reconnection. |
Use tinkoff-checkup for checking the ability to trade with a specific token, instrument and account.
go install github.com/evsamsonov/tinkoff-broker/v2/cmd/tinkoff-checkup@latesttinkoff-checkup [ACCOUNT_ID] [INSTRUMENT_FIGI] [-v]| Flag | Description |
|---|---|
-v |
Print logger output |
Makefile tasks are required docker and golang.
$ make help
doc Run doc server using docker
lint Run golang lint using docker
pre-push Run golang lint and test
test Run tests
generate Run go generate