Documentation ¶
Index ¶
Constants ¶
View Source
const ( TopicTrade = "trade" TopicOrderBookL2 = "orderBookL2" TopicPosition = "position" TopicExecution = "execution" TopicOrderBookL225 = "orderBookL2_25" TopicOrder = "order" TopicTradeBin1m = "tradeBin1m" TopicMargin = "margin" )
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type Execution ¶
type Execution struct { Account int64 `json:"account"` AvgPx float64 `json:"avgPx"` ClOrdID string `json:"clOrdID"` ClOrdLinkID string `json:"clOrdLinkID"` Commission float64 `json:"commission"` ContingencyType string `json:"contingencyType"` CumQty int64 `json:"cumQty"` Currency string `json:"currency"` DisplayQty int64 `json:"displayQty"` ExDestination string `json:"exDestination"` ExecComm int64 `json:"execComm"` ExecCost int64 `json:"execCost"` ExecID string `json:"execID"` ExecInst string `json:"execInst"` ExecType string `json:"execType"` ForeignNotional float64 `json:"foreignNotional"` HomeNotional float64 `json:"homeNotional"` LastLiquidityInd string `json:"lastLiquidityInd"` LastMkt string `json:"lastMkt"` LastPx float64 `json:"lastPx"` LastQty int64 `json:"lastQty"` LeavesQty int64 `json:"leavesQty"` MultiLegReportingType string `json:"multiLegReportingType"` OrdRejReason string `json:"ordRejReason"` OrdStatus string `json:"ordStatus"` OrdType string `json:"ordType"` OrderID string `json:"orderID"` OrderQty int64 `json:"orderQty"` PegOffsetValue float64 `json:"pegOffsetValue"` PegPriceType string `json:"pegPriceType"` Price float64 `json:"price"` SettlCurrency string `json:"settlCurrency"` Side string `json:"side"` SimpleCumQty float64 `json:"simpleCumQty"` SimpleLeavesQty float64 `json:"simpleLeavesQty"` SimpleOrderQty float64 `json:"simpleOrderQty"` StopPx float64 `json:"stopPx"` Symbol string `json:"symbol"` Text string `json:"text"` TimeInForce string `json:"timeInForce"` Timestamp time.Time `json:"timestamp"` TradePublishIndicator string `json:"tradePublishIndicator"` TransactTime time.Time `json:"transactTime"` TrdMatchID string `json:"trdMatchID"` Triggered string `json:"triggered"` UnderlyingLastPx float64 `json:"underlyingLastPx"` WorkingIndicator bool `json:"workingIndicator"` }
type Instrument ¶
type Instrument struct { AskPrice float64 `json:"askPrice"` BankruptLimitDownPrice float64 `json:"bankruptLimitDownPrice"` BankruptLimitUpPrice float64 `json:"bankruptLimitUpPrice"` BidPrice float64 `json:"bidPrice"` BuyLeg string `json:"buyLeg"` CalcInterval time.Time `json:"calcInterval"` Capped bool `json:"capped"` ClosingTimestamp time.Time `json:"closingTimestamp"` Deleverage bool `json:"deleverage"` Expiry time.Time `json:"expiry"` FairBasis float64 `json:"fairBasis"` FairBasisRate float64 `json:"fairBasisRate"` FairMethod string `json:"fairMethod"` FairPrice float64 `json:"fairPrice"` ForeignNotional24h float64 `json:"foreignNotional24h"` Front time.Time `json:"front"` FundingBaseSymbol string `json:"fundingBaseSymbol"` FundingInterval time.Time `json:"fundingInterval"` FundingPremiumSymbol string `json:"fundingPremiumSymbol"` FundingQuoteSymbol string `json:"fundingQuoteSymbol"` FundingRate float64 `json:"fundingRate"` FundingTimestamp time.Time `json:"fundingTimestamp"` HasLiquidity bool `json:"hasLiquidity"` HighPrice float64 `json:"highPrice"` HomeNotional24h float64 `json:"homeNotional24h"` ImpactAskPrice float64 `json:"impactAskPrice"` ImpactBidPrice float64 `json:"impactBidPrice"` ImpactMidPrice float64 `json:"impactMidPrice"` IndicativeFundingRate float64 `json:"indicativeFundingRate"` IndicativeSettlePrice float64 `json:"indicativeSettlePrice"` IndicativeTaxRate float64 `json:"indicativeTaxRate"` InitMargin float64 `json:"initMargin"` InsuranceFee float64 `json:"insuranceFee"` InverseLeg string `json:"inverseLeg"` IsInverse bool `json:"isInverse"` IsQuanto bool `json:"isQuanto"` LastChangePcnt float64 `json:"lastChangePcnt"` LastPrice float64 `json:"lastPrice"` LastPriceProtected float64 `json:"lastPriceProtected"` LastTickDirection string `json:"lastTickDirection"` Limit float64 `json:"limit"` LimitDownPrice float64 `json:"limitDownPrice"` LimitUpPrice float64 `json:"limitUpPrice"` Listing time.Time `json:"listing"` LotSize int64 `json:"lotSize"` LowPrice float64 `json:"lowPrice"` MaintMargin float64 `json:"maintMargin"` MakerFee float64 `json:"makerFee"` MarkMethod string `json:"markMethod"` MarkPrice float64 `json:"markPrice"` MaxOrderQty int64 `json:"maxOrderQty"` MaxPrice float64 `json:"maxPrice"` MidPrice float64 `json:"midPrice"` Multiplier int64 `json:"multiplier"` OpenInterest int64 `json:"openInterest"` OpenValue int64 `json:"openValue"` OpeningTimestamp time.Time `json:"openingTimestamp"` OptionMultiplier float64 `json:"optionMultiplier"` OptionStrikePcnt float64 `json:"optionStrikePcnt"` OptionStrikePrice float64 `json:"optionStrikePrice"` OptionStrikeRound float64 `json:"optionStrikeRound"` OptionUnderlyingPrice float64 `json:"optionUnderlyingPrice"` PositionCurrency string `json:"positionCurrency"` PrevClosePrice float64 `json:"prevClosePrice"` PrevPrice24h float64 `json:"prevPrice24h"` PrevTotalTurnover int64 `json:"prevTotalTurnover"` PrevTotalVolume int64 `json:"prevTotalVolume"` PublishInterval time.Time `json:"publishInterval"` PublishTime time.Time `json:"publishTime"` QuoteCurrency string `json:"quoteCurrency"` QuoteToSettleMultiplier int64 `json:"quoteToSettleMultiplier"` RebalanceInterval time.Time `json:"rebalanceInterval"` RebalanceTimestamp time.Time `json:"rebalanceTimestamp"` Reference string `json:"reference"` ReferenceSymbol string `json:"referenceSymbol"` RelistInterval time.Time `json:"relistInterval"` RiskLimit int64 `json:"riskLimit"` RiskStep int64 `json:"riskStep"` RootSymbol string `json:"rootSymbol"` SellLeg string `json:"sellLeg"` SessionInterval time.Time `json:"sessionInterval"` SettlCurrency string `json:"settlCurrency"` Settle time.Time `json:"settle"` SettledPrice float64 `json:"settledPrice"` SettlementFee float64 `json:"settlementFee"` State string `json:"state"` Symbol string `json:"symbol"` TakerFee float64 `json:"takerFee"` Taxed bool `json:"taxed"` TickSize float64 `json:"tickSize"` Timestamp time.Time `json:"timestamp"` TotalTurnover int64 `json:"totalTurnover"` TotalVolume int64 `json:"totalVolume"` Turnover int64 `json:"turnover"` Turnover24h int64 `json:"turnover24h"` Typ string `json:"typ"` Underlying string `json:"underlying"` UnderlyingSymbol string `json:"underlyingSymbol"` UnderlyingToPositionMultiplier int64 `json:"underlyingToPositionMultiplier"` UnderlyingToSettleMultiplier int64 `json:"underlyingToSettleMultiplier"` Volume int64 `json:"volume"` Volume24h int64 `json:"volume24h"` Vwap float64 `json:"vwap"` }
type Margin ¶
type Margin struct { Account int64 `json:"account"` Action string `json:"action"` Amount int64 `json:"amount"` AvailableMargin int64 `json:"availableMargin"` Commission float64 `json:"commission"` ConfirmedDebit int64 `json:"confirmedDebit"` Currency string `json:"currency"` ExcessMargin int64 `json:"excessMargin"` ExcessMarginPcnt float64 `json:"excessMarginPcnt"` GrossComm int64 `json:"grossComm"` GrossExecCost int64 `json:"grossExecCost"` GrossLastValue int64 `json:"grossLastValue"` GrossMarkValue int64 `json:"grossMarkValue"` GrossOpenCost int64 `json:"grossOpenCost"` GrossOpenPremium int64 `json:"grossOpenPremium"` IndicativeTax int64 `json:"indicativeTax"` InitMargin int64 `json:"initMargin"` MaintMargin int64 `json:"maintMargin"` MarginBalance int64 `json:"marginBalance"` MarginBalancePcnt float64 `json:"marginBalancePcnt"` MarginLeverage float64 `json:"marginLeverage"` MarginUsedPcnt float64 `json:"marginUsedPcnt"` PendingCredit int64 `json:"pendingCredit"` PendingDebit int64 `json:"pendingDebit"` PrevRealisedPnl int64 `json:"prevRealisedPnl"` PrevState string `json:"prevState"` PrevUnrealisedPnl int64 `json:"prevUnrealisedPnl"` RealisedPnl int64 `json:"realisedPnl"` RiskLimit int64 `json:"riskLimit"` RiskValue int64 `json:"riskValue"` SessionMargin int64 `json:"sessionMargin"` State string `json:"state"` SyntheticMargin int64 `json:"syntheticMargin"` TargetExcessMargin int64 `json:"targetExcessMargin"` TaxableMargin int64 `json:"taxableMargin"` Timestamp time.Time `json:"timestamp"` UnrealisedPnl int64 `json:"unrealisedPnl"` UnrealisedProfit int64 `json:"unrealisedProfit"` VarMargin int64 `json:"varMargin"` WalletBalance int64 `json:"walletBalance"` WithdrawableMargin int64 `json:"withdrawableMargin"` }
type Order ¶
type Order struct { Account int64 `json:"account"` AvgPx float64 `json:"avgPx"` ClOrdID string `json:"clOrdID"` ClOrdLinkID string `json:"clOrdLinkID"` ContingencyType string `json:"contingencyType"` CumQty int64 `json:"cumQty"` Currency string `json:"currency"` DisplayQty int64 `json:"displayQty"` ExDestination string `json:"exDestination"` ExecInst string `json:"execInst"` LeavesQty int64 `json:"leavesQty"` MultiLegReportingType string `json:"multiLegReportingType"` OrdRejReason string `json:"ordRejReason"` OrdStatus string `json:"ordStatus"` OrdType string `json:"ordType"` OrderID string `json:"orderID"` OrderQty int64 `json:"orderQty"` PegOffsetValue float64 `json:"pegOffsetValue"` PegPriceType string `json:"pegPriceType"` Price float64 `json:"price"` SettlCurrency string `json:"settlCurrency"` Side string `json:"side"` SimpleCumQty float64 `json:"simpleCumQty"` SimpleLeavesQty float64 `json:"simpleLeavesQty"` SimpleOrderQty float64 `json:"simpleOrderQty"` StopPx float64 `json:"stopPx"` Symbol string `json:"symbol"` Text string `json:"text"` TimeInForce string `json:"timeInForce"` Timestamp time.Time `json:"timestamp"` TransactTime time.Time `json:"transactTime"` Triggered string `json:"triggered"` WorkingIndicator bool `json:"workingIndicator"` }
type Position ¶
type Position struct { Account int64 `json:"account"` AvgCostPrice float64 `json:"avgCostPrice"` AvgEntryPrice float64 `json:"avgEntryPrice"` BankruptPrice float64 `json:"bankruptPrice"` BreakEvenPrice float64 `json:"breakEvenPrice"` Commission float64 `json:"commission"` CrossMargin bool `json:"crossMargin"` Currency string `json:"currency"` CurrentComm int64 `json:"currentComm"` CurrentCost int64 `json:"currentCost"` CurrentQty int64 `json:"currentQty"` CurrentTimestamp time.Time `json:"currentTimestamp"` DeleveragePercentile float64 `json:"deleveragePercentile"` ExecBuyCost int64 `json:"execBuyCost"` ExecBuyQty int64 `json:"execBuyQty"` ExecComm int64 `json:"execComm"` ExecCost int64 `json:"execCost"` ExecQty int64 `json:"execQty"` ExecSellCost int64 `json:"execSellCost"` ExecSellQty int64 `json:"execSellQty"` ForeignNotional float64 `json:"foreignNotional"` GrossExecCost int64 `json:"grossExecCost"` GrossOpenCost int64 `json:"grossOpenCost"` GrossOpenPremium int64 `json:"grossOpenPremium"` HomeNotional float64 `json:"homeNotional"` IndicativeTax int64 `json:"indicativeTax"` IndicativeTaxRate float64 `json:"indicativeTaxRate"` InitMargin int64 `json:"initMargin"` InitMarginReq float64 `json:"initMarginReq"` IsOpen bool `json:"isOpen"` LastPrice float64 `json:"lastPrice"` LastValue int64 `json:"lastValue"` Leverage float64 `json:"leverage"` LiquidationPrice float64 `json:"liquidationPrice"` LongBankrupt int64 `json:"longBankrupt"` MaintMargin int64 `json:"maintMargin"` MaintMarginReq float64 `json:"maintMarginReq"` MarginCallPrice float64 `json:"marginCallPrice"` MarkPrice float64 `json:"markPrice"` MarkValue int64 `json:"markValue"` OpenOrderBuyCost int64 `json:"openOrderBuyCost"` OpenOrderBuyPremium int64 `json:"openOrderBuyPremium"` OpenOrderBuyQty int64 `json:"openOrderBuyQty"` OpenOrderSellCost int64 `json:"openOrderSellCost"` OpenOrderSellPremium int64 `json:"openOrderSellPremium"` OpenOrderSellQty int64 `json:"openOrderSellQty"` OpeningComm int64 `json:"openingComm"` OpeningCost int64 `json:"openingCost"` OpeningQty int64 `json:"openingQty"` OpeningTimestamp time.Time `json:"openingTimestamp"` PosAllowance int64 `json:"posAllowance"` PosComm int64 `json:"posComm"` PosCost int64 `json:"posCost"` PosCost2 int64 `json:"posCost2"` PosCross int64 `json:"posCross"` PosInit int64 `json:"posInit"` PosLoss int64 `json:"posLoss"` PosMaint int64 `json:"posMaint"` PosMargin int64 `json:"posMargin"` PosState string `json:"posState"` PrevClosePrice float64 `json:"prevClosePrice"` PrevRealisedPnl int64 `json:"prevRealisedPnl"` PrevUnrealisedPnl int64 `json:"prevUnrealisedPnl"` QuoteCurrency string `json:"quoteCurrency"` RealisedCost int64 `json:"realisedCost"` RealisedGrossPnl int64 `json:"realisedGrossPnl"` RealisedPnl int64 `json:"realisedPnl"` RealisedTax int64 `json:"realisedTax"` RebalancedPnl int64 `json:"rebalancedPnl"` RiskLimit int64 `json:"riskLimit"` RiskValue int64 `json:"riskValue"` SessionMargin int64 `json:"sessionMargin"` ShortBankrupt int64 `json:"shortBankrupt"` SimpleCost float64 `json:"simpleCost"` SimplePnl float64 `json:"simplePnl"` SimplePnlPcnt float64 `json:"simplePnlPcnt"` SimpleQty float64 `json:"simpleQty"` SimpleValue float64 `json:"simpleValue"` Symbol string `json:"symbol"` TargetExcessMargin int64 `json:"targetExcessMargin"` TaxBase int64 `json:"taxBase"` TaxableMargin int64 `json:"taxableMargin"` Timestamp time.Time `json:"timestamp"` Underlying string `json:"underlying"` UnrealisedCost int64 `json:"unrealisedCost"` UnrealisedGrossPnl int64 `json:"unrealisedGrossPnl"` UnrealisedPnl int64 `json:"unrealisedPnl"` UnrealisedPnlPcnt float64 `json:"unrealisedPnlPcnt"` UnrealisedRoePcnt float64 `json:"unrealisedRoePcnt"` UnrealisedTax int64 `json:"unrealisedTax"` VarMargin int64 `json:"varMargin"` }
type Trade ¶
type Trade struct { ForeignNotional float64 `json:"foreignNotional"` GrossValue int64 `json:"grossValue"` HomeNotional float64 `json:"homeNotional"` Price float64 `json:"price"` Side string `json:"side"` Size int64 `json:"size"` Symbol string `json:"symbol"` TickDirection string `json:"tickDirection"` Timestamp time.Time `json:"timestamp"` TrdMatchID string `json:"trdMatchID"` }
type TradeBin ¶
type TradeBin struct { Close float64 `json:"close"` ForeignNotional float64 `json:"foreignNotional"` High float64 `json:"high"` HomeNotional float64 `json:"homeNotional"` LastSize int64 `json:"lastSize"` Low float64 `json:"low"` Open float64 `json:"open"` Symbol string `json:"symbol"` Timestamp time.Time `json:"timestamp"` Trades int64 `json:"trades"` Turnover int64 `json:"turnover"` Volume int64 `json:"volume"` Vwap float64 `json:"vwap"` }
Click to show internal directories.
Click to hide internal directories.