feedmodel

package
v0.0.0-...-db7d511 Latest Latest
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 Go to latest Published: Apr 13, 2019 License: MIT Imports: 5 Imported by: 2

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Functions

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Types

type FeedCmd 

type FeedCmd struct {
	Cmd  string      `json:"cmd"`
	Args interface{} `json:"args"`
}

Used when sending feed commands

type FeedIndicatorData 

type FeedIndicatorData struct {
	Identifier     string  `json:"i,omitempty"`
	Market         string  `json:"m,omitempty"`
	Tick_timestamp int64   `json:"tick_timestamp,omitempty"`
	Open           float64 `json:"open,omitempty"`
	High           float64 `json:"high,omitempty"`
	Low            float64 `json:"low,omitempty"`
	Last           float64 `json:"last,omitempty"`
	Close          float64 `json:"close,omitempty"`
}

type FeedIndicatorDataSequence 

type FeedIndicatorDataSequence []FeedIndicatorData

func (FeedIndicatorDataSequence) At 

func (fids FeedIndicatorDataSequence) At(timestamp int64) (ret *FeedIndicatorData)

func (FeedIndicatorDataSequence) GroupMillis 

func (fids FeedIndicatorDataSequence) GroupMillis(m int64) (ret []FeedIndicatorDataSequence)

func (FeedIndicatorDataSequence) Last 

func (fids FeedIndicatorDataSequence) Last() (ret *FeedIndicatorData)

func (FeedIndicatorDataSequence) Len 

func (fids FeedIndicatorDataSequence) Len() int

func (FeedIndicatorDataSequence) Less 

func (fids FeedIndicatorDataSequence) Less(i, j int) bool

func (FeedIndicatorDataSequence) Sort 

func (fids FeedIndicatorDataSequence) Sort()

func (FeedIndicatorDataSequence) Swap 

func (fids FeedIndicatorDataSequence) Swap(i, j int)

type FeedMsg 

type FeedMsg struct {
	Type string          `json:"type"`
	Data json.RawMessage `json:"data"`

	SeqId int64 `json:"seq,omitempty"` // Optional field that we can add local sequence to
}

func NewFeedMsg 

func NewFeedMsg(data []byte) (ret *FeedMsg, err error)

func NewFeedMsgFromObject 

func NewFeedMsgFromObject(typ string, data interface{}) (ret *FeedMsg, err error)

func (*FeedMsg) DecodeData 

func (fm *FeedMsg) DecodeData(ret interface{}) error

func (*FeedMsg) Encode 

func (fm *FeedMsg) Encode() (ret []byte)

TODO: See if we want to actually encode, or just fake

func (*FeedMsg) String 

func (fm *FeedMsg) String() string

type FeedMsgSeqSorter 

type FeedMsgSeqSorter []FeedMsg

func (FeedMsgSeqSorter) Len 

func (fmss FeedMsgSeqSorter) Len() int

func (FeedMsgSeqSorter) Less 

func (fmss FeedMsgSeqSorter) Less(i, j int) bool

func (FeedMsgSeqSorter) Swap 

func (fmss FeedMsgSeqSorter) Swap(i, j int)

type FeedPriceData 

type FeedPriceData struct {
	Identifier      string  `json:"i,omitempty"`
	Market          int64   `json:"m,omitempty"`
	Ask             float64 `json:"ask,omitempty"`
	Ask_volume      float64 `json:"ask_volume,omitempty"`
	Bid             float64 `json:"bid,omitempty"`
	Bid_volume      float64 `json:"bid_volume,omitempty"`
	Open            float64 `json:"open,omitempty"`
	High            float64 `json:"high,omitempty"`
	Low             float64 `json:"low,omitempty"`
	Last            float64 `json:"last,omitempty"`
	Last_volume     int64   `json:"last_volume,omitempty"`
	Close           float64 `json:"close,omitempty"`
	EP              float64 `json:"ep,omitempty"`
	Imbalance       int64   `json:"imbalance,omitempty"`
	Paired          int64   `json:"paired,omitempty"`
	Turnover        float64 `json:"turnover,omitempty"`
	Turnover_volume int64   `json:"turnover_volume,omitempty"`
	Vwap            float64 `json:"vwap,omitempty"`
	Tick_timestamp  int64   `json:"tick_timestamp,omitempty"`
	Trade_timestamp int64   `json:"trade_timestamp,omitempty"`
	// contains filtered or unexported fields
}

Struct to reprecent a price update

func (*FeedPriceData) Append 

func (fpd *FeedPriceData) Append(fp *FeedPriceData) (ret *FeedPriceData)

Usage: fpd = fpd.Append(newFpd), like on slices

func (*FeedPriceData) Each 

func (fpd *FeedPriceData) Each(fn func(in *FeedPriceData))

func (*FeedPriceData) IsTrade 

func (fpd *FeedPriceData) IsTrade() bool

func (*FeedPriceData) Less 

func (fpd *FeedPriceData) Less(other *FeedPriceData) bool

func (*FeedPriceData) ToLimitedSlice 

func (fpd *FeedPriceData) ToLimitedSlice(fbm FilterBreakMatcher) (ret []*FeedPriceData)

func (*FeedPriceData) ToSlice 

func (fpd *FeedPriceData) ToSlice() []*FeedPriceData

func (*FeedPriceData) TradeSide 

func (fpd *FeedPriceData) TradeSide() TradeSide

type FeedPriceDataSorter 

type FeedPriceDataSorter []FeedPriceData

func (FeedPriceDataSorter) Len 

func (fpds FeedPriceDataSorter) Len() int

func (FeedPriceDataSorter) Less 

func (fpds FeedPriceDataSorter) Less(i, j int) bool

func (FeedPriceDataSorter) Swap 

func (fpds FeedPriceDataSorter) Swap(i, j int)

type FeedTradeData 

type FeedTradeData struct {
	Identifier      string  `json:"i,omitempty"`
	Market          int64   `json:"m,omitempty"`
	Trade_timestamp int64   `json:"trade_timestamp,omitempty"`
	Trade_type      string  `json:"trade_type,omitempty"`
	Trade_id        string  `json:"trade_id,omitempty"`
	Price           float64 `json:"price,omitempty"`
	Volume          int64   `json:"volume,omitempty"`
	Broker_buying   string  `json:"broker_buying,omitempty"`
	Broker_selling  string  `json:"broker_selling,omitempty"`
}

func (*FeedTradeData) TradeIdNum 

func (ftd *FeedTradeData) TradeIdNum() (ret int64, ok bool)

Like strconv.Atoi, but more hack 'n slash

type FeedTradeDataSequence 

type FeedTradeDataSequence []FeedTradeData

func (FeedTradeDataSequence) Len 

func (ftds FeedTradeDataSequence) Len() int

func (FeedTradeDataSequence) Less 

func (ftds FeedTradeDataSequence) Less(i, j int) bool

func (FeedTradeDataSequence) Swap 

func (ftds FeedTradeDataSequence) Swap(i, j int)

func (FeedTradeDataSequence) Tail 

func (ftds FeedTradeDataSequence) Tail(num int) (ret FeedTradeDataSequence)

type FeedType 

type FeedType uint64
const (
	PrivateFeedType FeedType = iota + 1
	PublicFeedType
)

type FilterBreakMatcher 

type FilterBreakMatcher func(in *FeedPriceData) (include, brk bool)

Filter type, return true on include if matches, and true on brk if we need to break

func FilterCount 

func FilterCount(num int64) FilterBreakMatcher

func FilterOnlyLastPerTickTimestamp 

func FilterOnlyLastPerTickTimestamp() FilterBreakMatcher

func FilterTrades 

func FilterTrades() FilterBreakMatcher

func (FilterBreakMatcher) Filter 

func (fbm FilterBreakMatcher) Filter(fn FilterBreakMatcher) FilterBreakMatcher

type TradeCatcher 

type TradeCatcher struct {
	// contains filtered or unexported fields
}

TradeCatcher: Will try and extract trades from a price stream. Will also feed normal trades, so if you want to filter, the type on all generated is 'TradeCatcher' A feed listener that will forward trades, or fake trades depending on submit on price or trade

func NewTradeCatcher 

func NewTradeCatcher(callback func(*FeedTradeData)) (ret *TradeCatcher)

Creates a TradeCatcher

func (*TradeCatcher) OnFeed 

func (tc *TradeCatcher) OnFeed(msg *FeedMsg)

Implement FeedClient. If from async source, then wrap with feed.FeedSorter

func (*TradeCatcher) OnPrice 

func (tc *TradeCatcher) OnPrice(price *FeedPriceData)

Assume in order..

func (*TradeCatcher) OnTrade 

func (tc *TradeCatcher) OnTrade(trade *FeedTradeData)

type TradeSide 

type TradeSide int64
const (
	BID TradeSide = iota - 1
	Unknown
	ASK
)

func (TradeSide) String 

func (ts TradeSide) String() string

Source Files

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