Source file `child_order.ml`

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open Common

let json_of_order product_code order side size : Json.t =
  match order with
  | Limit price ->
      `Assoc
        [
          ("product_code", `String product_code);
          ("child_order_type", `String "LIMIT");
          ("price", `String (string_of_float price));
          ("side", `String (string_of_side side));
          ("size", `String (string_of_float size));
        ]
  | Market ->
      `Assoc
        [
          ("product_code", `String product_code);
          ("child_order_type", `String "MARKET");
          ("side", `String (string_of_side side));
          ("size", `String (string_of_float size));
        ]

type placed_order = {
  (* 発注済みの注文 *)
  id : int;
  (*"child_order_id": "JOR20150707-084555-022523",*)
  product_code : string;
  side : side;
  child_order_type : order_type;
  (*"average_price": 30000,*)
  size : float;
  child_order_state : string; (*"ACTIVE"とか"COMPLETED"とか*)
  (*"expire_date": "2015-07-14T07:25:52",*)
  child_order_date : Datetime.t;
      (*"2015-07-07T08:45:53"*)
      (*"child_order_acceptance_id": "JRF20150707-084552-031927",*)
      (* "outstanding_size": 0,*)
      (*"cancel_size": 0,*)
      (*"executed_size": 0.1,*)
      (*"total_commission": 0,*)
      (*"time_in_force": "GTC"*)
}

let order_of_json json =
  let open Json.Util in
  let id = member "id" json |> to_int in
  let product_code = member "product_code" json |> to_string in
  let side = member "side" json |> to_string |> Common.side_of_string in
  let child_order_type_str = member "child_order_type" json |> to_string in
  let child_order_type =
    match child_order_type_str with
    | "LIMIT" ->
        let price = member "price" json |> to_float in
        Limit price
    | "MARKET" -> Market
    | other -> failwith (!%"order_of_json: '%s'" other)
  in
  let child_order_state = member "child_order_state" json |> to_string in
  let size = member "size" json |> to_float in
  let child_order_date =
    member "child_order_date" json |> to_string |> Datetime.from_string
  in
  {
    id;
    product_code;
    side;
    child_order_type;
    size;
    child_order_state;
    child_order_date;
  }

let orders_of_json json =
  let open Json.Util in
  to_list json |> List.map order_of_json