libxc

Documentation

Overview

This code is available on the terms of the project LICENSE.md file, also available online at https://blueoakcouncil.org/license/1.0.0.

Index

• Constants
• Variables
• func IsValidCexName(cexName string) bool
• type BalanceUpdate
• type CEX
  • func NewCEX(cexName string, cfg *CEXConfig) (CEX, error)
• type CEXConfig
• type DepositData
• type ExchangeBalance
• type Market
• type MarketDay
• type MarketMatch
• type Status
• type Trade

Constants

const (
	Binance   = "Binance"
	BinanceUS = "BinanceUS"
)

Variables

var (
	ErrWithdrawalPending = errors.New("withdrawal pending")
	ErrUnsyncedOrderbook = errors.New("orderbook not synced")
)

Functions

func IsValidCexName

func IsValidCexName(cexName string) bool

IsValidCEXName returns whether or not a cex name is supported.

Types

type BalanceUpdate

type BalanceUpdate struct {
	AssetID uint32           `json:"assetID"`
	Balance *ExchangeBalance `json:"balance"`
}

type CEX

type CEX interface {
	dex.Connector
	// Balance returns the balance of an asset at the CEX.
	Balance(assetID uint32) (*ExchangeBalance, error)
	// Balances returns the balances of known assets on the CEX.
	Balances(ctx context.Context) (map[uint32]*ExchangeBalance, error)
	// CancelTrade cancels a trade on the CEX.
	CancelTrade(ctx context.Context, baseID, quoteID uint32, tradeID string) error
	// MatchedMarkets returns the list of markets at the CEX.
	MatchedMarkets(ctx context.Context) ([]*MarketMatch, error)
	// Markets returns the list of markets at the CEX.
	Markets(ctx context.Context) (map[string]*Market, error)
	// SubscribeMarket subscribes to order book updates on a market. This must
	// be called before calling VWAP.
	SubscribeMarket(ctx context.Context, baseID, quoteID uint32) error
	// SubscribeTradeUpdates returns a channel that the caller can use to
	// listen for updates to a trade's status. When the subscription ID
	// returned from this function is passed as the updaterID argument to
	// Trade, then updates to the trade will be sent on the updated channel
	// returned from this function.
	SubscribeTradeUpdates() (updates <-chan *Trade, unsubscribe func(), subscriptionID int)
	// Trade executes a trade on the CEX. updaterID takes a subscriptionID
	// returned from SubscribeTradeUpdates.
	Trade(ctx context.Context, baseID, quoteID uint32, sell bool, rate, qty uint64, subscriptionID int) (*Trade, error)
	// UnsubscribeMarket unsubscribes from order book updates on a market.
	UnsubscribeMarket(baseID, quoteID uint32) error
	// VWAP returns the volume weighted average price for a certain quantity
	// of the base asset on a market. The sell parameter specifies the side of
	// the market on which to get the average price. SubscribeMarket must be
	// called, and the market must be synced before results can be expected.
	VWAP(baseID, quoteID uint32, sell bool, qty uint64) (vwap, extrema uint64, filled bool, err error)
	// MidGap returns the mid-gap price for an order book.
	MidGap(baseID, quoteID uint32) uint64
	// GetDepositAddress returns a deposit address for an asset.
	GetDepositAddress(ctx context.Context, assetID uint32) (string, error)
	// ConfirmDeposit is an async function that calls onConfirm when the status
	// of a deposit has been confirmed.
	ConfirmDeposit(ctx context.Context, deposit *DepositData) (bool, uint64)
	// Withdraw withdraws funds from the CEX to a certain address. onComplete
	// is called with the actual amount withdrawn (amt - fees) and the
	// transaction ID of the withdrawal.
	Withdraw(ctx context.Context, assetID uint32, amt uint64, address string) (string, error)
	// ConfirmWithdrawal checks whether a withdrawal has been completed. If the
	// withdrawal has not yet been sent, ErrWithdrawalPending is returned.
	ConfirmWithdrawal(ctx context.Context, withdrawalID string, assetID uint32) (uint64, string, error)
	// TradeStatus returns the current status of a trade.
	TradeStatus(ctx context.Context, id string, baseID, quoteID uint32) (*Trade, error)
	// Book generates the CEX's current view of a market's orderbook.
	Book(baseID, quoteID uint32) (buys, sells []*core.MiniOrder, _ error)
}

CEX implements a set of functions that can be used to interact with a centralized exchange's spot trading API. All rates and quantities when interacting with the CEX interface will adhere to the standard rates and quantities of the DEX.

func NewCEX

func NewCEX(cexName string, cfg *CEXConfig) (CEX, error)

NewCEX creates a new CEX.

type CEXConfig

type CEXConfig struct {
	Net       dex.Network
	APIKey    string
	SecretKey string
	Logger    dex.Logger
	Notify    func(interface{})
}

type DepositData

type DepositData struct {
	AssetID            uint32
	AmountConventional float64
	TxID               string
}

type ExchangeBalance

type ExchangeBalance struct {
	Available uint64 `json:"available"`
	Locked    uint64 `json:"locked"`
}

ExchangeBalance holds the available and locked balances of an asset on a CEX.

type Market

type Market struct {
	BaseID           uint32     `json:"baseID"`
	QuoteID          uint32     `json:"quoteID"`
	Day              *MarketDay `json:"day"`
	BaseMinWithdraw  uint64     `json:"baseMinWithdraw"`
	QuoteMinWithdraw uint64     `json:"quoteMinWithdraw"`
}

Market is the base and quote assets of a market on a CEX.

type MarketDay

type MarketDay struct {
	Vol            float64 `json:"vol"`
	QuoteVol       float64 `json:"quoteVol"`
	PriceChange    float64 `json:"priceChange"`
	PriceChangePct float64 `json:"priceChangePct"`
	AvgPrice       float64 `json:"avgPrice"`
	LastPrice      float64 `json:"lastPrice"`
	OpenPrice      float64 `json:"openPrice"`
	HighPrice      float64 `json:"highPrice"`
	LowPrice       float64 `json:"lowPrice"`
}

type MarketMatch

type MarketMatch struct {
	BaseID  uint32 `json:"baseID"`
	QuoteID uint32 `json:"quoteID"`
	// MarketID is the id used by DCRDEX.
	MarketID string `json:"marketID"`
	// Slug is a market identifier used by the cex.
	Slug string `json:"slug"`
}

MarketMatch is a market for which both assets are supported by Bison Wallet.

type Status

type Status struct {
	Markets  map[string]*Market          `json:"markets"`
	Balances map[uint32]*ExchangeBalance `json:"balances"`
}

type Trade

type Trade struct {
	ID          string
	Sell        bool
	Qty         uint64
	Rate        uint64
	BaseID      uint32
	QuoteID     uint32
	BaseFilled  uint64
	QuoteFilled uint64
	Complete    bool // cancelled or filled
}

Trade represents a trade made on a CEX.