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exchanges

package module

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Versions in this module

v0

v0.0.8

Oct 8, 2020

v0.0.7

Oct 8, 2020

v0.0.6

Oct 7, 2020

v0.0.5

Oct 7, 2020

v0.0.4

Oct 4, 2020

v0.0.3

Oct 2, 2020

v0.0.2

Sep 30, 2020

v0.0.1

Sep 30, 2020

Changes in this version

+ const ContractTypeM1

+ const ContractTypeNone

+ const ContractTypeQ1

+ const ContractTypeQ2

+ const ContractTypeW1

+ const ContractTypeW2

+ const PERIOD_12H

+ const PERIOD_15MIN

+ const PERIOD_1DAY

+ const PERIOD_1H

+ const PERIOD_1MIN

+ const PERIOD_1MONTH

+ const PERIOD_1WEEK

+ const PERIOD_1YEAR

+ const PERIOD_2H

+ const PERIOD_30MIN

+ const PERIOD_3DAY

+ const PERIOD_3H

+ const PERIOD_3MIN

+ const PERIOD_4H

+ const PERIOD_5MIN

+ const PERIOD_60MIN

+ const PERIOD_6H

+ const PERIOD_8H

+ const SimEventDeal

+ const SimEventKey

+ const SimEventOrder

+ var ErrApiKeysRequired = errors.New("api keys required")

+ var ErrInvalidAmount = errors.New("amount is not valid")

+ var ErrNotImplemented = errors.New("not implement")

+ var ErrWebSocketDisabled = errors.New("websocket disabled")

+ type ApiOption func(p *Parameters)

+ func ApiAccessKeyOption(accessKey string) ApiOption

+ func ApiApiURLOption(apiURL string) ApiOption

+ func ApiDebugModeOption(debugMode bool) ApiOption

+ func ApiHttpClientOption(httpClient *http.Client) ApiOption

+ func ApiPassPhraseOption(passPhrase string) ApiOption

+ func ApiProxyURLOption(proxyURL string) ApiOption

+ func ApiSecretKeyOption(secretKey string) ApiOption

+ func ApiTestnetOption(testnet bool) ApiOption

+ func ApiWebSocketOption(enabled bool) ApiOption

+ func ApiWsURLOption(wsURL string) ApiOption

+ type Balance struct

+ Available float64

+ Equity float64

+ Margin float64

+ RealizedPnl float64

+ UnrealisedPnl float64

+ type Direction int

+ const Buy

+ const CloseBuy

+ const CloseSell

+ const Sell

+ func (d Direction) String() string

+ type Exchange interface

+ AmendOrder func(symbol string, id string, price float64, size float64, opts ...OrderOption) (result *Order, err error)

+ CancelAllOrders func(symbol string, opts ...OrderOption) (err error)

+ CancelOrder func(symbol string, id string, opts ...OrderOption) (result *Order, err error)

+ CloseLong func(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error)

+ CloseShort func(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error)

+ GetBalance func(currency string) (result *Balance, err error)

+ GetContractID func() (symbol string, err error)

+ GetName func() (name string)

+ GetOpenOrders func(symbol string, opts ...OrderOption) (result []*Order, err error)

+ GetOrder func(symbol string, id string, opts ...OrderOption) (result *Order, err error)

+ GetOrderBook func(symbol string, depth int) (result *OrderBook, err error)

+ GetPositions func(symbol string) (result []*Position, err error)

+ GetRecords func(symbol string, period string, from int64, end int64, limit int) (records []*Record, err error)

+ GetTime func() (tm int64, err error)

+ OpenLong func(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error)

+ OpenShort func(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error)

+ PlaceOrder func(symbol string, direction Direction, orderType OrderType, price float64, ...) (result *Order, err error)

+ SetContractType func(currencyPair string, contractType string) (err error)

+ SetLeverRate func(value float64) (err error)

+ SubscribeLevel2Snapshots func(market Market, callback func(ob *OrderBook)) error

+ SubscribeOrders func(market Market, callback func(orders []*Order)) error

+ SubscribePositions func(market Market, callback func(positions []*Position)) error

+ SubscribeTrades func(market Market, callback func(trades []*Trade)) error

+ type Item struct

+ Amount float64

+ Price float64

+ type Market struct

+ Symbol string

+ type Order struct

+ Amount float64

+ AvgPrice float64

+ ClientOId string

+ Commission float64

+ Direction Direction

+ FilledAmount float64

+ ID string

+ Pnl float64

+ PostOnly bool

+ Price float64

+ ReduceOnly bool

+ Status OrderStatus

+ StopPx float64

+ Symbol string

+ Time time.Time

+ Type OrderType

+ UpdateTime time.Time

+ func (o *Order) IsOpen() bool

+ type OrderBook struct

+ Asks []Item

+ Bids []Item

+ Symbol string

+ Time time.Time

+ func (o *OrderBook) Ask() (result Item)

+ func (o *OrderBook) AskAvePrice(size float64) float64

+ func (o *OrderBook) AskPrice() (result float64)

+ func (o *OrderBook) Bid() (result Item)

+ func (o *OrderBook) BidAvePrice(size float64) float64

+ func (o *OrderBook) BidPrice() (result float64)

+ func (o *OrderBook) MatchAsks(size float64) (filledSize float64, avgPrice float64)

+ func (o *OrderBook) MatchBids(size float64) (filledSize float64, avgPrice float64)

+ func (o *OrderBook) MatchOrderbook(size float64, ob []Item) (filledSize float64, avgPrice float64)

+ func (o *OrderBook) Price() float64

+ func (o *OrderBook) Table() string

+ type OrderOption func(p *OrderParameter)

+ func OrderStopOption(stop bool) OrderOption

+ type OrderParameter struct

+ Stop bool

+ func ParseOrderParameter(opts ...OrderOption) *OrderParameter

+ type OrderStatus int

+ const OrderStatusCancelPending

+ const OrderStatusCancelled

+ const OrderStatusCreated

+ const OrderStatusFilled

+ const OrderStatusNew

+ const OrderStatusPartiallyFilled

+ const OrderStatusRejected

+ const OrderStatusTriggered

+ const OrderStatusUntriggered

+ func (s OrderStatus) String() string

+ type OrderType int

+ const OrderTypeLimit

+ const OrderTypeMarket

+ const OrderTypeStopLimit

+ const OrderTypeStopMarket

+ func (t OrderType) String() string

+ type Parameters struct

+ AccessKey string

+ ApiURL string

+ DebugMode bool

+ HttpClient *http.Client

+ Passphrase string

+ ProxyURL string

+ SecretKey string

+ Testnet bool

+ WebSocket bool

+ WsURL string

+ type PlaceOrderOption func(p *PlaceOrderParameter)

+ func OrderBasePriceOption(basePrice float64) PlaceOrderOption

+ func OrderClientOIdOption(clientOId string) PlaceOrderOption

+ func OrderPostOnlyOption(postOnly bool) PlaceOrderOption

+ func OrderPriceTypeOption(priceType string) PlaceOrderOption

+ func OrderReduceOnlyOption(reduceOnly bool) PlaceOrderOption

+ func OrderStopPxOption(stopPx float64) PlaceOrderOption

+ type PlaceOrderParameter struct

+ BasePrice float64

+ ClientOId string

+ PostOnly bool

+ PriceType string

+ ReduceOnly bool

+ StopPx float64

+ func ParsePlaceOrderParameter(opts ...PlaceOrderOption) *PlaceOrderParameter

+ type Position struct

+ AvgPrice float64

+ OpenPrice float64

+ OpenTime time.Time

+ Profit float64

+ Size float64

+ Symbol string

+ func (p *Position) IsLong() bool

+ func (p *Position) IsOpen() bool

+ func (p *Position) IsShort() bool

+ func (p *Position) Side() Direction

+ type Record struct

+ Close float64

+ High float64

+ Low float64

+ Open float64

+ Symbol string

+ Timestamp time.Time

+ Volume float64

+ type Trade struct

+ Amount float64

+ Direction Direction

+ ID string

+ Price float64

+ Symbol string

+ Ts int64

+ type TradeMode int

+ const TradeModeBacktest

+ const TradeModeLiveTrading

+ const TradeModePaperTrading

+ func (t TradeMode) String() string

+ type WSEvent int

+ const WSEventBalance

+ const WSEventDisconnected

+ const WSEventError

+ const WSEventL2Snapshot

+ const WSEventOrder

+ const WSEventPosition

+ const WSEventReconnected

+ const WSEventTrade

+ type WebSocket interface

+ SubscribeLevel2Snapshots func(market Market, callback func(ob *OrderBook)) error

+ SubscribeOrders func(market Market, callback func(orders []Order)) error

+ SubscribePositions func(market Market, callback func(positions []Position)) error

+ SubscribeTrades func(market Market, callback func(trades []Trade)) error