version 1.0.1

global update of  rusquant version

Author: arbuzovv

.DS_Store

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+^.*\.Rproj$
+^\.Rproj\.user$
+^cran-comments\.md$

.Rbuildignore

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+# rusquant 1.0.1
+
+* add trading API from Tinkoff, Alor, Finam
+* add source Tinkoff to getDividends
+* add source Moex - getSymbols.Moex
+* add source MarketWatch - getSymbols.MarketWatch
+* fix problems with getFinam
+* add new source to getSymbolList
+* add getSymbols from brokers Alor,Tinkoff
+* clean code functions and optimize
+
+
+# rusquant 0.4.2
+
+* loadSymbolList renamed to getSymbolList
+* all datasources now from big letter (Mfd,Alor,Investing,Finam,Poloniex)
+* getSymbolList function added "Investing" instruments
+* fix getOptionChain for download option desk
+* delete old datasources without access (rogovindex, dividends from troika)
+
+# rusquant 0.4.1
+
+* loadSymbolList function added "Finam" instruments
+* Add "market"" parameter to getSymbols function
+* More flexible version of downloading from "Finam"
+* getDividends changed type of downloading for long history
+* getInvesting from investing.com
+
+
+# rusquant 0.4.0
+
+* Add function Connect for connection to exchanges
+* Add function checkConnection
+* Add function getBalance
+* Add function getOrders for downloading account orders
+* Add function Order for for creation object Order
+* Add function openOrder
+* Add function cancelOrder
+
+# rusquant 0.3.9
+
+* Add function loadSymbolList for downloading availible symbols
+* Add help for function loadSymbolList
+* Add additional exchanges to function getOrderbook
+* Add additional exchanges to function getTradelog
+
+# rusquant 0.3.8
+
+* Add function getOrderbook for downloading order book snapshots from Poloniex
+* Add function getTradelog for downloading trades from Poloniex
+* Poloniex output of data now in standart format OHLCV
+* Change help of function getSymbols
+

NEWS.md

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-cancelOrder <- function(Connection, OrderID) 
+#' @title Cancel an order on a broker/exchange platform
+#'
+#' @description This function cancels an existing order on a specified broker or exchange platform
+#'
+#' @param src character string, the name of the broker/exchange platform, e.g. "tinkoff", "finam", "alor"
+#' @param api.key character string, the API key required for authentication
+#' @param orderId character string, the ID of the order to be cancelled
+#' @param clientId character string, the ID of the client account
+#' @param board character string, the name of the exchange board, required for some platforms
+#' @param live logical, whether to execute the order in a live environment, default is TRUE
+#' @param verbose logical, whether to print the HTTP response message, default is TRUE
+#' @return character string, the response message from the HTTP request
+#' @note Not for the faint of heart. All profits and losses related are yours and yours alone. If you don't like it, write it yourself.
+#' @examples
+#' cancelOrder(src = 'Finam',api.key = 'finam_token',orderId = 'otderID',clientId = 'your cliend id')
+#' @export
+
+cancelOrder = function(src = '',api.key = '',orderId = '',clientId = '',board = '', live = TRUE,verbose=TRUE)
 {
-    url <- paste0("https://hft-api.lykke.com/api/Orders/",OrderID, "/Cancel")
-	resp <- httr::POST(url,
-                     httr::add_headers(`api-key` = conn$key),
-                     encode = "json")					
-    return(resp)
+  ## choose broker/exchange
+  if(src == 'tinkoff')
+  {
+    url <- "https://invest-public-api.tinkoff.ru/rest/"
+    endpoint <- "tinkoff.public.invest.api.contract.v1.OrdersService/CancelOrder"
+    full_url <- paste0(url, endpoint)
+    body <- list(accountId=clientId,
+                 orderId = orderId)
+    headers <- c("Authorization" = paste("Bearer", api.key))
+    response <- POST(full_url, body = body, encode = "json", add_headers(headers))
+
+    if(response$status_code==200)
+    {
+      json_response <- content(response, "text", encoding = "UTF-8")
+      data_result <- fromJSON(json_response)[[1]]
+      return(data_result)
+    }
+    if(response$status_code!=200)
+      if(verbose) return(content(response, as = "parsed"))
+  }
+
+  if(src == 'finam')
+  {
+    url = 'https://trade-api.finam.ru'
+    endpoint = '/api/v1/orders/'
+    full_url <- paste0(url, endpoint)
+
+    body = list(
+      clientId = clientId,
+      transactionId = as.integer(orderId))
+
+
+    headers = c('X-Api-Key' =  api.key)
+    response <- DELETE(full_url, query = body, add_headers(headers))
+    if(response$status_code==200)
+    {
+      json_response <- content(response, "text", encoding = "UTF-8")
+      data_result <- fromJSON(json_response)[[1]]
+      return(data_result)
+    }
+    if(response$status_code!=200)
+      if(verbose) return(content(response, as = "parsed"))
+  }
+  if(src == 'alor')
+  {
+    jwt_token = POST(paste0('https://oauth.alor.ru/refresh?token=',api.key))
+    jwt_token <- fromJSON(content(jwt_token, "text"))$AccessToken
+    headers <- c("Authorization" = paste0("Bearer ", jwt_token))
+
+    full_url = paste0('https://api.alor.ru/commandapi/warptrans/TRADE/v2/client/orders/',orderId,'?portfolio=',clientId,'&exchange=',board)
+    response <- DELETE(full_url, encode = "json", add_headers(headers))
+
+    if(response$status_code==200)
+    {
+      data_result <- content(response, "text", encoding = "UTF-8")
+      return(data_result)
+    }
+    if(response$status_code!=200)
+      if(verbose) return(content(response, as = "parsed"))
+  }
 }
+
+

R/Connect.r

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+#' @title Get account information from a brokerage or exchange
+#'
+#' @description This function retrieves account information from a brokerage or exchange.
+#'
+#' @param src a character string specifying the brokerage or exchange. Can be one of "tinkoff" or "alor". Default is "tinkoff".
+#' @param api.key a character string representing the authorization key for the API.
+#' @param verbose a logical value indicating whether to print detailed information about the request/response. Default is FALSE.
+#'
+#' @return A list object with account information, or an error message if the request fails.
+#' @note Not for the faint of heart. All profits and losses related are yours and yours alone. If you don't like it, write it yourself.
+#' @author Vyacheslav Arbuzov
+#'
+#' @examples
+#' # get account information from tinkoff
+#' account_info <- getAccounts(src = "Tinkoff", api.key = "your_api_key")
+#'
+#' # get account information from alor
+#' account_info <- getAccounts(src = "Alor", api.key = "your_api_key")
+#'
+#' @export
+
+getAccounts = function(src='tinkoff',api.key = '', verbose = FALSE)
+{
+  src <- tolower(src)
+  if(src == 'tinkoff')
+  {
+  url <- "https://invest-public-api.tinkoff.ru/rest/"
+  endpoint <- "tinkoff.public.invest.api.contract.v1.UsersService/GetAccounts"
+  full_url <- paste0(url, endpoint)
+  body <- list(instrumentStatus= "INSTRUMENT_STATUS_UNSPECIFIED")
+  headers <- c("Authorization" = paste("Bearer", api.key))
+  response <- POST(full_url, body = body, encode = "json", add_headers(headers))
+
+  if(response$status_code==200)
+  {
+    json_response <- content(response, "text", encoding = "UTF-8")
+    data_result <- fromJSON(json_response)[[1]]
+    return(data_result)
+  }
+  if(response$status_code!=200)
+    if(verbose) return(content(response, as = "parsed"))
+}
+  if(src == 'alor')
+  {
+    jwt_token = POST(paste0('https://oauth.alor.ru/refresh?token=',api.key))
+    if(jwt_token$status_code==200)
+    {
+      jwt_token <- fromJSON(content(jwt_token, "text"))$AccessToken
+      jwt_info = jwt_split(jwt_token)
+      data_result = strsplit(jwt_info$payload$portfolios,' ')[[1]]
+      return(data_result)
+    }
+    if(jwt_token$status_code!=200)
+      if(verbose) return(content(jwt_token, as = "parsed"))
+  }
+}
+
+
+