20 stable releases
2.32.3 | Oct 5, 2024 |
---|---|
2.31.0 | Jul 5, 2024 |
2.29.0 | Mar 24, 2024 |
2.27.2 | Sep 22, 2023 |
0.15.0 |
|
#6 in Finance
385 downloads per month
115KB
3K
SLoC
rust-tinkoff-invest
development stage: BETA
DO NOT use for production
API reference
get accounts
use tinkoff_invest::TinkoffInvest;
#[tokio::main()]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
let token = "...";
let mut tinkoff = TinkoffInvest::new(token.into()).await?;
let accounts = tinkoff.accounts().await?;
println!("accounts: {:?}", accounts);
Ok(())
}
get market instruments
use tinkoff_invest::{enums::InstrumentType, TinkoffInvest};
#[tokio::main()]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
let token = "...";
let mut tinkoff = TinkoffInvest::new(token.into()).await?;
let market_instruments = tinkoff
.market_instruments(InstrumentType::Share)
.await?;
println!("{:?}", market_instruments);
Ok(())
}
get candlesticks
use tinkoff_invest::{enums::CandlestickInterval, extra::chrono, types::Figi, TinkoffInvest};
#[tokio::main()]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
let token = "...";
let mut tinkoff = TinkoffInvest::new(token.into()).await?;
let figi = Figi::from("BBG004730N88");
let from = chrono::NaiveDate::from_ymd(2020, 1, 10);
let to = chrono::NaiveDate::from_ymd(2020, 1, 11);
let candlesticks = tinkoff
.candlesticks(&figi, CandlestickInterval::Min, from.into(), to.into())
.await?;
println!("{:?}", candlesticks);
Ok(())
}
get order book
use tinkoff_invest::{types::Figi, TinkoffInvest};
#[tokio::main()]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
let token = "...";
let mut tinkoff = TinkoffInvest::new(token.into()).await?;
let figi = Figi::from("BBG004730N88");
let order_book = tinkoff.order_book(&figi, 10).await?;
println!("{:?}", order_book);
Ok(())
}
get operations
use tinkoff_invest::{enums::OperationState, extra::chrono, types::Figi, TinkoffInvest};
#[tokio::main()]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
let token = "...";
let mut tinkoff = TinkoffInvest::new(token.into()).await?;
let accounts = tinkoff.accounts().await?;
let first_account = accounts.get(0).unwrap().clone();
tinkoff.set_account(Some(first_account));
let figi = Figi::from("BBG004730N88");
let from = chrono::NaiveDate::from_ymd(2020, 1, 1);
let to = chrono::NaiveDate::from_ymd(2023, 1, 1);
let operations = tinkoff
.operations(&figi, OperationState::Unspecified, from.into(), to.into())
.await?;
println!("{:?}", operations);
Ok(())
}
get portfolio
use tinkoff_invest::TinkoffInvest;
#[tokio::main()]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
let token = "...";
let mut tinkoff = TinkoffInvest::new(token.into()).await?;
let accounts = tinkoff.accounts().await?;
let first_account = accounts.get(0).unwrap().clone();
tinkoff.set_account(Some(first_account));
let portfolio = tinkoff.portfolio().await?;
println!("{:?}", portfolio);
Ok(())
}
Streams
Market Data Stream
use tinkoff_invest::enums::{CandlestickInterval, MarketDataStreamData};
use tinkoff_invest::streams::MarketDataStreamBuilder;
use tinkoff_invest::types::Figi;
use tinkoff_invest::TinkoffInvest;
async fn market_data_handler(market_data: MarketDataStreamData) {
println!("market data: {:?}", market_data);
}
#[tokio::main()]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
let token = "...";
let tinkoff = TinkoffInvest::new(token.into()).await?;
let market_data_stream_builder = MarketDataStreamBuilder::from(&tinkoff);
let mut market_data_stream = market_data_stream_builder.build().await?;
market_data_stream
.subscribe_candlesticks(&[&Figi::from("BBG004730N88")], &CandlestickInterval::Min)
.await?;
let mut broadcast_receiver = market_data_stream.subscribe();
tokio::spawn(async move {
while let MarketDataStreamData::Candlestick(candlestick) = broadcast_receiver.recv().await.unwrap() {
println!("{:?}", candlestick);
}
});
market_data_stream.task.await?;
Ok(())
}
Cached Market Instruments
example
use tinkoff_invest::{
enums::{ClassCode, InstrumentType},
types::{Figi, Ticker},
CachedMarketInstruments, TinkoffInvest,
};
#[tokio::main()]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
let token = "...";
let mut tinkoff = TinkoffInvest::new(token.into()).await?;
let market_instruments = tinkoff
.market_instruments(InstrumentType::Share)
.await?;
let cached_market_instruments = CachedMarketInstruments::from(market_instruments);
// find by figi
{
let figi = Figi::from("BBG004730N88");
let market_instrument = cached_market_instruments.by_figi(&figi).unwrap();
println!("{:?}", market_instrument);
}
// find by class code and ticker
{
let class_code_ticker = (ClassCode::TQBR, Ticker::from("SBER"));
let market_instrument = cached_market_instruments
.by_class_code_and_ticker(&class_code_ticker)
.unwrap();
println!("{:?}", market_instrument);
}
// find by ticker
{
let ticker = Ticker::from("SBER");
let market_instrument = cached_market_instruments.by_ticker(&ticker).unwrap();
println!("{:?}", market_instrument);
}
Ok(())
}
Cached Orderbook
use std::sync::Arc;
use std::time::Duration;
use tinkoff_invest::cached::CachedOrderbooks;
use tinkoff_invest::enums::MarketDataStreamData;
use tinkoff_invest::streams::MarketDataStreamBuilder;
use tinkoff_invest::types::Uid;
use tinkoff_invest::TinkoffInvest;
use tokio::sync::RwLock;
#[tokio::main()]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
let token = "...";
let tinkoff = TinkoffInvest::new(token.into()).await?;
let market_data_stream_builder = MarketDataStreamBuilder::from(&tinkoff);
let mut market_data_stream = market_data_stream_builder.build().await?;
market_data_stream
.subscribe_orderbook(&[Uid::from("e6123145-9665-43e0-8413-cd61b8aa9b13")], 10)
.await?;
let mut broadcast_receiver = market_data_stream.subscribe();
let cached_orderbooks = Arc::new(RwLock::new(CachedOrderbooks::new()));
let write_thread_cached_orderbooks = cached_orderbooks.clone();
tokio::spawn(async move {
loop {
match broadcast_receiver.recv().await {
Ok(MarketDataStreamData::Orderbook(orderbook)) => {
write_thread_cached_orderbooks.write().await.add(orderbook);
}
Err(error) => {
println!("error: {}", error);
}
_ => {}
}
}
});
let read_thread_cached_orderbooks = cached_orderbooks.clone();
tokio::spawn(async move {
loop {
tokio::time::sleep(Duration::from_secs(5)).await;
let lock_guard = read_thread_cached_orderbooks.read().await;
let orderbook = lock_guard.get(&Uid::from("e6123145-9665-43e0-8413-cd61b8aa9b13"));
println!("orderbook: {:?}", orderbook);
}
}).await?;
Ok(())
}
Dependencies
~14–23MB
~419K SLoC