trade

package
v0.0.0-...-1820ca8 Latest Latest
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Published: Dec 19, 2021 License: Apache-2.0 Imports: 1 Imported by: 0

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Constants

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Variables

This section is empty.

Functions

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Types

type AlgoOrderList

type AlgoOrderList struct {
	InstType okex.InstrumentType `json:"instType,omitempty"`
	Uly      string              `json:"uly,omitempty"`
	InstID   string              `json:"instId,omitempty"`
	After    float64             `json:"after,omitempty,string"`
	Before   float64             `json:"before,omitempty,string"`
	Limit    float64             `json:"limit,omitempty,string"`
	OrdType  okex.AlgoOrderType  `json:"ordType,omitempty"`
	State    okex.OrderState     `json:"state,omitempty"`
}

type AmendOrder

type AmendOrder struct {
	ID        string  `json:"-"`
	InstID    string  `json:"instId"`
	OrdID     string  `json:"ordId,omitempty"`
	ClOrdID   string  `json:"clOrdId,omitempty"`
	ReqID     string  `json:"reqId,omitempty"`
	NewSz     int64   `json:"newSz,omitempty,string"`
	NewPx     float64 `json:"newPx,omitempty,string"`
	CxlOnFail bool    `json:"cxlOnFail,omitempty"`
}

type CancelAlgoOrder

type CancelAlgoOrder struct {
	InstID string `json:"instId"`
	AlgoID string `json:"AlgoId"`
}

type CancelOrder

type CancelOrder struct {
	ID      string `json:"-"`
	InstID  string `json:"instId"`
	OrdID   string `json:"ordId,omitempty"`
	ClOrdID string `json:"clOrdId,omitempty"`
}

type ClosePosition

type ClosePosition struct {
	InstID  string            `json:"instId"`
	Ccy     string            `json:"ccy,omitempty"`
	PosSide okex.PositionSide `json:"posSide,omitempty"`
	MgnMode okex.MarginMode   `json:"mgnMode"`
}

type IcebergOrder

type IcebergOrder struct {
	PxVar    float64 `json:"pxVar,string,omitempty"`
	PxSpread float64 `json:"pxSpread,string,omitempty"`
	SzLimit  int64   `json:"szLimit,string"`
	PxLimit  float64 `json:"pxLimit,string"`
}

type OrderDetails

type OrderDetails struct {
	InstID  string `json:"instId"`
	OrdID   string `json:"ordId,omitempty"`
	ClOrdID string `json:"clOrdId,omitempty"`
}

type OrderList

type OrderList struct {
	Uly      string              `json:"uly,omitempty"`
	InstID   string              `json:"instId,omitempty"`
	After    float64             `json:"after,omitempty,string"`
	Before   float64             `json:"before,omitempty,string"`
	Limit    float64             `json:"limit,omitempty,string"`
	InstType okex.InstrumentType `json:"instType,omitempty"`
	OrdType  okex.OrderType      `json:"ordType,omitempty"`
	State    okex.OrderState     `json:"state,omitempty"`
}

type PlaceAlgoOrder

type PlaceAlgoOrder struct {
	InstID     string             `json:"instId"`
	TdMode     okex.TradeMode     `json:"tdMode"`
	Ccy        string             `json:"ccy,omitempty"`
	Side       okex.OrderSide     `json:"side"`
	PosSide    okex.PositionSide  `json:"posSide,omitempty"`
	OrdType    okex.AlgoOrderType `json:"ordType"`
	Sz         int64              `json:"sz,string"`
	ReduceOnly bool               `json:"reduceOnly,omitempty"`
	TgtCcy     okex.QuantityType  `json:"tgtCcy,omitempty"`
	StopOrder
	TriggerOrder
	IcebergOrder
	TWAPOrder
}

type PlaceOrder

type PlaceOrder struct {
	ID         string            `json:"-"`
	InstID     string            `json:"instId"`
	Ccy        string            `json:"ccy,omitempty"`
	ClOrdID    string            `json:"clOrdId,omitempty"`
	Tag        string            `json:"tag,omitempty"`
	ReduceOnly bool              `json:"reduceOnly,omitempty"`
	Sz         int64             `json:"sz,string"`
	Px         float64           `json:"px,omitempty,string"`
	TdMode     okex.TradeMode    `json:"tdMode"`
	Side       okex.OrderSide    `json:"side"`
	PosSide    okex.PositionSide `json:"posSide,omitempty"`
	OrdType    okex.OrderType    `json:"ordType"`
	TgtCcy     okex.QuantityType `json:"tgtCcy,omitempty"`
}

type StopOrder

type StopOrder struct {
	TpTriggerPx float64 `json:"tpTriggerPx,string,omitempty"`
	TpOrdPx     float64 `json:"tpOrdPx,string,omitempty"`
	SlTriggerPx float64 `json:"slTriggerPx,string,omitempty"`
	SlOrdPx     float64 `json:"slOrdPx,string,omitempty"`
}

type TWAPOrder

type TWAPOrder struct {
	IcebergOrder
	TimeInterval string `json:"timeInterval"`
}

type TransactionDetails

type TransactionDetails struct {
	Uly      string              `json:"uly,omitempty"`
	InstID   string              `json:"instId,omitempty"`
	OrdID    string              `json:"ordId,omitempty"`
	After    float64             `json:"after,omitempty,string"`
	Before   float64             `json:"before,omitempty,string"`
	Limit    float64             `json:"limit,omitempty,string"`
	InstType okex.InstrumentType `json:"instType,omitempty"`
}

type TriggerOrder

type TriggerOrder struct {
	TriggerPx float64 `json:"triggerPx,string,omitempty"`
	OrdPx     float64 `json:"ordPx,string,omitempty"`
}

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