Documentation
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Index ¶
- Constants
- Variables
- func BinanceError(resp *Response) (BinanceError *Error, UnmarshallError *Error)
- func CreateQueryStringWS(streams []string, isCombined bool) string
- func CreateSocket(baseURL string, streams []string, isCombined bool) (*Websocket, *Error)
- func DeserializeNumber(data []byte, value interface{}) error
- func DeserializeString(data []byte) (string, error)
- func DetectDotNumIndexes(numStr string) (dotIndex int, numIndex int)
- func Format_TickSize_str(priceStr string, tickSize string) string
- func GetStringNumberPrecision(numStr string) int
- func IsDifferentFromDefault(value any) bool
- func LOG_ALL_ERRORS(a ...any)
- func LOG_ERRORS(a ...any)
- func LOG_HTTP_QUERIES(a ...any)
- func LOG_HTTP_RESPONSES(a ...any)
- func LOG_WS_ERRORS(a ...any)
- func LOG_WS_MESSAGES(a ...any)
- func LOG_WS_VERBOSE(a ...any)
- func LOG_WS_VERBOSE_FULL(a ...any)
- func ParseFloat(floatStr string) (float64, error)
- func ParseFuturesExchangeInfo(exchangeInfo_response *Response) (*Futures_ExchangeInfo, *Error)
- func ParseInt(intStr string) (int64, error)
- func ParseSpotExchangeInfo(exchangeInfo_response *Response) (*Spot_ExchangeInfo, *Error)
- func Round_priceStr(priceStr string, precision int) string
- func SerializeNumber(value interface{}) ([]byte, error)
- func SerializeString(value string) ([]byte, error)
- func ToFixed_Ceil(price float64, precision int) float64
- func ToFixed_Floor(price float64, precision int) float64
- func ToFixed_Round(price float64, precision int) float64
- type APIKEYS
- type Binance
- type BinanceConfig
- type BinanceErrorResponse
- type BinanceOptions
- type CombinedStream_MSG
- type DevOpts
- type Error
- type FUTURES_Symbol_FilterTypes_ENUM
- type Futures
- func (futures *Futures) AccountConfiguration(recvWindow ...int64) (*Futures_AccountConfiguration, *Response, *Error)
- func (futures *Futures) AccountInfo(recvWindow ...int64) (*Futures_AccountInfo, *Response, *Error)
- func (futures *Futures) AggTrades(symbol string, opt_params ...Futures_AggTrade_Params) ([]*Futures_AggTrade_Params, *Response, *Error)
- func (futures *Futures) BookTicker(symbol ...string) ([]*Futures_BookTicker, *Response, *Error)
- func (futures *Futures) Candlesticks(symbol string, interval string, opt_params ...*Futures_Candlesticks_Params) ([]*Futures_Candlestick, *Response, *Error)
- func (futures *Futures) ChangeInitialLeverage(symbol string, leverage int, recvWindow ...int64) (*Futures_ChangeInitialLeverage_Response, *Response, *Error)
- func (futures *Futures) ChangeMarginType(symbol string, marginType string, recvWindow ...int64) (*Futures_ChangeMarginType_Response, *Response, *Error)
- func (futures *Futures) ChangeMultiAssetsMode(multiAssetsMargin bool, recvWindow ...int64) (*Futures_ChangeMultiAssetsMode_Response, *Response, *Error)
- func (futures *Futures) ChangePositionMode(toHedgeMode bool, recvWindow ...int64) (*Futures_ChangePositionMode_Response, *Response, *Error)
- func (futures *Futures) ContinuousContractCandlesticks(symbol string, contractType string, interval string, ...) ([]*Futures_Candlestick, *Response, *Error)
- func (futures *Futures) DeliveryPrice(pair string) ([]*Futures_DeliveryPrice, *Response, *Error)
- func (futures *Futures) ExchangeInfo() (*Futures_ExchangeInfo, *Response, *Error)
- func (futures *Futures) FundingRate() ([]*Futures_FundingRate, *Response, *Error)
- func (futures *Futures) FundingRateHistory(opt_params ...Futures_FundingRate_Params) ([]*Futures_FundingRate, *Response, *Error)
- func (futures *Futures) HistoricalTrades(symbol string, opt_params ...Futures_HistoricalTrades_Params) ([]*Futures_Trade, *Response, *Error)
- func (futures *Futures) IndexPriceCandlesticks(symbol string, interval string, ...) ([]*Futures_PriceCandlestick, *Response, *Error)
- func (futures *Futures) LeverageBrackets(symbol ...string) ([]*Futures_LeverageBrackets, *Response, *Error)
- func (futures *Futures) LimitBuy(symbol string, price string, quantity string, timeInForce string, ...) (*Futures_Order, *Response, *Error)
- func (futures *Futures) LimitOrder(symbol string, side string, price string, quantity string, timeInForce string, ...) (*Futures_Order, *Response, *Error)
- func (futures *Futures) LimitSell(symbol string, price string, quantity string, timeInForce string, ...) (*Futures_Order, *Response, *Error)
- func (futures *Futures) MarkPrice(symbol ...string) ([]*Futures_MarkPrice, *Response, *Error)
- func (futures *Futures) MarkPriceCandlesticks(symbol string, contractType string, interval string, ...) ([]*Futures_PriceCandlestick, *Response, *Error)
- func (futures *Futures) MarketBuy(symbol string, side string, quantity string, ...) (*Futures_Order, *Response, *Error)
- func (futures *Futures) MarketOrder(symbol string, side string, quantity string, ...) (*Futures_Order, *Response, *Error)
- func (futures *Futures) MarketSell(symbol string, side string, quantity string, ...) (*Futures_Order, *Response, *Error)
- func (futures *Futures) NewOrder(symbol string, side string, Type string, opt_params ...Futures_Order_Params) (*Futures_Order, *Response, *Error)
- func (futures *Futures) OpenInterest(symbol string) (*Futures_OpenInterest, *Response, *Error)
- func (futures *Futures) OpenInterestStatistics(symbol string, period string, ...) ([]*Futures_OpenInterestStatistics, *Response, *Error)
- func (futures *Futures) OrderBook(symbol string, limit ...int64) (*Futures_OrderBook, *Response, *Error)
- func (futures *Futures) Ping() (latency int64, request *Response, err *Error)
- func (futures *Futures) PremiumIndexCandlesticks(symbol string, contractType string, interval string, ...) ([]*Futures_PriceCandlestick, *Response, *Error)
- func (futures *Futures) PriceTicker(symbol ...string) ([]*Futures_PriceTicker, *Response, *Error)
- func (futures *Futures) PriceTicker_v1(symbol ...string) ([]*Futures_PriceTicker, *Response, *Error)
- func (futures *Futures) ServerTime() (*Futures_Time, *Response, *Error)
- func (futures *Futures) Ticker24h(symbol ...string) ([]*Futures_24hTicker, *Response, *Error)
- func (futures *Futures) Trades(symbol string, limit ...int64) ([]*Futures_Trade, *Response, *Error)
- type FuturesRequest
- type FuturesWS_AggTrade
- type FuturesWS_AggTrade_Socket
- func (*FuturesWS_AggTrade_Socket) CreateStreamName(symbol string) string
- func (socket *FuturesWS_AggTrade_Socket) Subscribe(symbol ...string) (resp *FuturesWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (socket *FuturesWS_AggTrade_Socket) Unsubscribe(symbol ...string) (resp *FuturesWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type FuturesWS_AllBookTickers_Socket
- func (*FuturesWS_AllBookTickers_Socket) CreateStreamName() string
- func (socket *FuturesWS_AllBookTickers_Socket) Subscribe() (resp *FuturesWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (socket *FuturesWS_AllBookTickers_Socket) Unsubscribe() (resp *FuturesWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type FuturesWS_AllMarkPrices_Socket
- func (*FuturesWS_AllMarkPrices_Socket) CreateStreamName(isFast bool) string
- func (socket *FuturesWS_AllMarkPrices_Socket) Subscribe(isFast ...bool) (resp *FuturesWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (socket *FuturesWS_AllMarkPrices_Socket) Unsubscribe(isFast ...bool) (resp *FuturesWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type FuturesWS_BookTicker
- type FuturesWS_BookTicker_Socket
- func (*FuturesWS_BookTicker_Socket) CreateStreamName(symbol ...string) []string
- func (socket *FuturesWS_BookTicker_Socket) Subscribe(symbol ...string) (resp *FuturesWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (socket *FuturesWS_BookTicker_Socket) Unsubscribe(symbol ...string) (resp *FuturesWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type FuturesWS_ContractInfo
- type FuturesWS_ContractInfo_Bracket
- type FuturesWS_ContractInfo_Socket
- func (*FuturesWS_ContractInfo_Socket) CreateStreamName() string
- func (socket *FuturesWS_ContractInfo_Socket) Subscribe() (resp *FuturesWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (socket *FuturesWS_ContractInfo_Socket) Unsubscribe() (resp *FuturesWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type FuturesWS_ListSubscriptions_Response
- type FuturesWS_MarkPrice
- type FuturesWS_MarkPrice_Params
- type FuturesWS_MarkPrice_Socket
- func (*FuturesWS_MarkPrice_Socket) CreateStreamName(symbol string, IsFast bool) string
- func (socket *FuturesWS_MarkPrice_Socket) Subscribe(params ...FuturesWS_MarkPrice_Params) (resp *FuturesWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (socket *FuturesWS_MarkPrice_Socket) Unsubscribe(params ...FuturesWS_MarkPrice_Params) (resp *FuturesWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type FuturesWS_PrivateMessage
- type FuturesWS_Subscribe_Response
- type FuturesWS_Unsubscribe_Response
- type Futures_24hTicker
- type Futures_AccountConfiguration
- type Futures_AccountInfo
- type Futures_AccountInfo_Asset
- type Futures_AccountInfo_Position
- type Futures_AggTrade
- type Futures_AggTrade_Params
- type Futures_Asset
- type Futures_BookTicker
- type Futures_Candlestick
- type Futures_Candlesticks_Params
- type Futures_ChangeInitialLeverage_Response
- type Futures_ChangeMarginType_Response
- type Futures_ChangeMultiAssetsMode_Response
- type Futures_ChangePositionMode_Response
- type Futures_ChartIntervals_ENUM
- type Futures_ContractStatuses_ENUM
- type Futures_ContractTypes_ENUM
- type Futures_DeliveryPrice
- type Futures_ExchangeInfo
- type Futures_ExchangeInfo_SORS
- type Futures_FundingRate
- type Futures_FundingRate_Params
- type Futures_HistoricalTrades_Params
- type Futures_LeverageBrackets
- type Futures_LeverageBrackets_Bracket
- type Futures_LimitOrder_Params
- type Futures_MarkPrice
- type Futures_MarketOrder_Params
- type Futures_NewOrderRespTypes_ENUM
- type Futures_OpenInterest
- type Futures_OpenInterestStatistics
- type Futures_OpenInterestStatistics_Params
- type Futures_Order
- type Futures_OrderBook
- type Futures_OrderSides_ENUM
- type Futures_OrderStatuses_ENUM
- type Futures_OrderTypes_ENUM
- type Futures_Order_Params
- type Futures_PositionSides_ENUM
- type Futures_PriceCandlestick
- type Futures_PriceCandlesticks_Params
- type Futures_PriceMatch_ENUM
- type Futures_PriceTicker
- type Futures_RateLimitIntervals_ENUM
- type Futures_RateLimitType
- type Futures_RateLimitTypes_ENUM
- type Futures_STPModes_ENUM
- type Futures_SecurityTypes_ENUM
- type Futures_Symbol
- func (futuresSymbol *Futures_Symbol) LOT_SIZE(quantity float64) (isValid bool, reason string, suggestion float64, err *Error)
- func (futuresSymbol *Futures_Symbol) LOT_SIZE_COMPACT(price float64) (isValid bool, err *Error)
- func (futuresSymbol *Futures_Symbol) MARKET_LOT_SIZE(quantity float64) (isValid bool, reason string, suggestion float64, err *Error)
- func (futuresSymbol *Futures_Symbol) MARKET_LOT_SIZE_COMPACT(price float64) (isValid bool, err *Error)
- func (futuresSymbol *Futures_Symbol) PRICE_FILTER(price float64) (isValid bool, reason string, suggestion float64, err *Error)
- func (futuresSymbol *Futures_Symbol) PRICE_FILTER_COMPACT(price float64) (isValid bool, err *Error)
- func (futuresSymbol *Futures_Symbol) TruncPrice(priceStr string) string
- func (futuresSymbol *Futures_Symbol) TruncPrice_float64(price float64) string
- func (futuresSymbol *Futures_Symbol) TruncQuantity(quantity string, IsForMarketOrder bool) string
- func (futuresSymbol *Futures_Symbol) TruncQuantity_float64(quantity float64, IsForMarketOrder bool) string
- func (symbol *Futures_Symbol) UnmarshalJSON(data []byte) error
- type Futures_SymbolFilter_LOT_SIZE
- type Futures_SymbolFilter_MARKET_LOT_SIZE
- type Futures_SymbolFilter_MAX_NUM_ALGO_ORDERS
- type Futures_SymbolFilter_MAX_NUM_ORDERS
- type Futures_SymbolFilter_MIN_NOTIONAL
- type Futures_SymbolFilter_PERCENT_PRICE
- type Futures_SymbolFilter_PRICE_FILTER
- type Futures_SymbolFilters
- type Futures_SymbolTypes_ENUM
- type Futures_Time
- type Futures_TimeInForce_ENUM
- type Futures_Trade
- type Futures_UserCommissionRate
- type Futures_Websocket
- func (futures_ws *Futures_Websocket) Close() error
- func (futures_ws *Futures_Websocket) ListSubscriptions(timeout_sec ...int) (resp *FuturesWS_ListSubscriptions_Response, hasTimedOut bool, err *Error)
- func (futures_ws *Futures_Websocket) Reconnect()
- func (futures_ws *Futures_Websocket) SetCloseListener(f func(code int, text string))
- func (futures_ws *Futures_Websocket) SetDisconnectListener(f func(code int, text string))
- func (futures_ws *Futures_Websocket) SetMessageListener(f func(messageType int, msg []byte))
- func (futures_ws *Futures_Websocket) SetPingListener(f func(appData string))
- func (futures_ws *Futures_Websocket) SetPongListener(f func(appData string))
- func (futures_ws *Futures_Websocket) SetReconnectListener(f func())
- func (futures_ws *Futures_Websocket) SetReconnectingListener(f func())
- func (futures_ws *Futures_Websocket) Subscribe(stream ...string) (resp *FuturesWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (futures_ws *Futures_Websocket) Unsubscribe(stream ...string) (resp *FuturesWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type Futures_Websocket_Constants
- type Futures_Websockets
- func (futures_ws *Futures_Websockets) AggTrade(publicOnMessage func(aggTrade *FuturesWS_AggTrade), symbol ...string) (*FuturesWS_AggTrade_Socket, *Error)
- func (futures_ws *Futures_Websockets) AllBookTickers(publicOnMessage func(bookTickers []*FuturesWS_BookTicker)) (*FuturesWS_AllBookTickers_Socket, *Error)
- func (futures_ws *Futures_Websockets) AllMarkPrices(publicOnMessage func(markPrices []*FuturesWS_MarkPrice), isFast ...bool) (*FuturesWS_AllMarkPrices_Socket, *Error)
- func (futures_ws *Futures_Websockets) BookTicker(publicOnMessage func(bookTicker *FuturesWS_BookTicker), symbol ...string) (*FuturesWS_BookTicker_Socket, *Error)
- func (futures_ws *Futures_Websockets) ContractInfo(publicOnMessage func(contractInfo *FuturesWS_ContractInfo)) (*FuturesWS_ContractInfo_Socket, *Error)
- func (*Futures_Websockets) CreateSocket(streams []string, isCombined bool) (*Futures_Websocket, *Error)
- func (futures_ws *Futures_Websockets) MarkPrice(publicOnMessage func(markPrice *FuturesWS_MarkPrice), ...) (*FuturesWS_MarkPrice_Socket, *Error)
- type Futures_WorkingTypes_ENUM
- type Methods
- type RequestClient
- func (requestClient *RequestClient) APIKEY_only(method string, baseURL string, URL string, params map[string]interface{}) (*Response, *Error)
- func (requestClient *RequestClient) Set_APIKEY(APIKEY string, APISECRET string)
- func (requestClient *RequestClient) Signed(method string, baseURL string, URL string, params map[string]interface{}) (*Response, *Error)
- func (requestClient *RequestClient) Unsigned(method string, baseURL string, URL string, params map[string]interface{}) (*Response, *Error)
- type Response
- type SPOT_Symbol_FilterTypes_ENUM
- type Spot
- func (spot *Spot) AccountInfo(opt_params ...Spot_AccountInfo_Params) (*Spot_AccountInfo, *Response, *Error)
- func (spot *Spot) AggTrades(symbol string, opt_params ...*Spot_AggTrades_Params) ([]*Spot_AggTrade, *Response, *Error)
- func (spot *Spot) AveragePrice(symbol string) (*Spot_AveragePrice, *Response, *Error)
- func (spot *Spot) BookTicker(symbol ...string) ([]*Spot_BookTicker, *Response, *Error)
- func (spot *Spot) Candlesticks(symbol string, interval string, opt_params ...*Spot_Candlesticks_Params) ([]*Spot_Candlestick, *Response, *Error)
- func (spot *Spot) ExchangeInfo() (*Spot_ExchangeInfo, *Response, *Error)
- func (spot *Spot) ExchangeInfo_Params(params *Spot_ExchangeInfo_Params) (*Spot_ExchangeInfo, *Response, *Error)
- func (spot *Spot) LimitBuy(symbol string, price string, quantity string, ...) (*Spot_Order, *Response, *Error)
- func (spot *Spot) LimitMakerBuy(symbol string, quantity string, price string, ...) (*Spot_Order, *Response, *Error)
- func (spot *Spot) LimitMakerOrder(symbol string, side string, quantity string, price string, ...) (*Spot_Order, *Response, *Error)
- func (spot *Spot) LimitMakerSell(symbol string, side string, quantity string, price string, ...) (*Spot_Order, *Response, *Error)
- func (spot *Spot) LimitOrder(symbol string, side string, price string, quantity string, ...) (*Spot_Order, *Response, *Error)
- func (spot *Spot) LimitSell(symbol string, price string, quantity string, ...) (*Spot_Order, *Response, *Error)
- func (spot *Spot) MarketBuy(symbol string, side string, orderValue string, is_OrderValue_in_BaseAsset bool, ...) (*Spot_Order, *Response, *Error)
- func (spot *Spot) MarketOrder(symbol string, side string, orderValue string, is_OrderValue_in_BaseAsset bool, ...) (*Spot_Order, *Response, *Error)
- func (spot *Spot) MarketSell(symbol string, side string, orderValue string, is_OrderValue_in_BaseAsset bool, ...) (*Spot_Order, *Response, *Error)
- func (spot *Spot) MiniTicker(opt_params *Spot_Ticker_Params) ([]*Spot_MiniTicker, *Response, *Error)
- func (spot *Spot) MiniTicker_RollingWindow(opt_params *Spot_Ticker_RollingWindow_Params) ([]*Spot_MiniTicker_RollingWindow, *Response, *Error)
- func (spot *Spot) MiniTicker_RollingWindow24h(symbol ...string) ([]*Spot_MiniTicker_RollingWindow24h, *Response, *Error)
- func (spot *Spot) NewOrder(symbol string, side string, Type string, opt_params ...Spot_Order_Params) (*Spot_Order, *Response, *Error)
- func (spot *Spot) OldTrades(symbol string, opt_params ...*Spot_OldTrades_Params) ([]*Spot_Trade, *Response, *Error)
- func (spot *Spot) OrderBook(symbol string, limit ...int64) (*Spot_OrderBook, *Response, *Error)
- func (spot *Spot) Ping() (latency int64, request *Response, err *Error)
- func (spot *Spot) PriceTicker(symbol ...string) ([]*Spot_PriceTicker, *Response, *Error)
- func (spot *Spot) QueryOrder(symbol string, orderId int64, opt_params ...Spot_QueryOrder_Params) (*Spot_Order, *Response, *Error)
- func (spot *Spot) RecentTrades(symbol string, limit ...int64) ([]*Spot_Trade, *Response, *Error)
- func (spot *Spot) ServerTime() (*Spot_Time, *Response, *Error)
- func (spot *Spot) Ticker(opt_params *Spot_Ticker_Params) ([]*Spot_Ticker, *Response, *Error)
- func (spot *Spot) Ticker_RollingWindow(opt_params *Spot_Ticker_RollingWindow_Params) ([]*Spot_Ticker_RollingWindow, *Response, *Error)
- func (spot *Spot) Ticker_RollingWindow24h(symbol ...string) ([]*Spot_Ticker_RollingWindow24h, *Response, *Error)
- func (spot *Spot) UIKlines(symbol string, interval string, opt_params ...*Spot_Candlesticks_Params) ([]*Spot_Candlestick, *Response, *Error)
- type SpotRequest
- type SpotWS_AggTrade
- type SpotWS_AggTrade_Socket
- func (*SpotWS_AggTrade_Socket) CreateStreamName(symbol string) string
- func (socket *SpotWS_AggTrade_Socket) Subscribe(symbol ...string) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (socket *SpotWS_AggTrade_Socket) Unsubscribe(symbol ...string) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type SpotWS_AllMiniTickers_Socket
- func (*SpotWS_AllMiniTickers_Socket) CreateStreamName() string
- func (socket *SpotWS_AllMiniTickers_Socket) Subscribe() (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (socket *SpotWS_AllMiniTickers_Socket) Unsubscribe() (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type SpotWS_AllRollingWindowStatistics_Socket
- func (*SpotWS_AllRollingWindowStatistics_Socket) CreateStreamName(WindowSize string) string
- func (socket *SpotWS_AllRollingWindowStatistics_Socket) Subscribe(WindowSize ...string) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (socket *SpotWS_AllRollingWindowStatistics_Socket) Unsubscribe(WindowSize ...string) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type SpotWS_AllTickers_Socket
- type SpotWS_AveragePrice
- type SpotWS_AveragePrice_Socket
- func (*SpotWS_AveragePrice_Socket) CreateStreamName(symbol string) string
- func (socket *SpotWS_AveragePrice_Socket) Subscribe(symbol ...string) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (socket *SpotWS_AveragePrice_Socket) Unsubscribe(symbol ...string) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type SpotWS_BookTicker
- type SpotWS_BookTicker_Socket
- func (*SpotWS_BookTicker_Socket) CreateStreamName(symbol string) string
- func (socket *SpotWS_BookTicker_Socket) Subscribe(symbol ...string) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (socket *SpotWS_BookTicker_Socket) Unsubscribe(symbol ...string) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type SpotWS_Candlestick
- type SpotWS_Candlestick_MSG
- type SpotWS_Candlestick_Socket
- func (*SpotWS_Candlestick_Socket) CreateStreamName(symbol string, interval string) string
- func (socket *SpotWS_Candlestick_Socket) Subscribe(identifiers ...SpotWS_Candlestick_StreamIdentifier) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (socket *SpotWS_Candlestick_Socket) Unsubscribe(identifiers ...SpotWS_Candlestick_StreamIdentifier) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type SpotWS_Candlestick_StreamIdentifier
- type SpotWS_Candlestick_TimezoneOffset_Socket
- func (*SpotWS_Candlestick_TimezoneOffset_Socket) CreateStreamName(symbol string, interval string) string
- func (socket *SpotWS_Candlestick_TimezoneOffset_Socket) Subscribe(identifiers ...SpotWS_Candlestick_StreamIdentifier) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (socket *SpotWS_Candlestick_TimezoneOffset_Socket) Unsubscribe(identifiers ...SpotWS_Candlestick_StreamIdentifier) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type SpotWS_DiffBookDepth
- type SpotWS_DiffBookDepth_Socket
- func (*SpotWS_DiffBookDepth_Socket) CreateStreamName(symbol string, isFast bool) string
- func (socket *SpotWS_DiffBookDepth_Socket) Subscribe(identifiers ...SpotWS_DiffBookDepth_StreamIdentifier) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (socket *SpotWS_DiffBookDepth_Socket) Unsubscribe(identifiers ...SpotWS_DiffBookDepth_StreamIdentifier) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type SpotWS_DiffBookDepth_StreamIdentifier
- type SpotWS_ListSubscriptions_Response
- type SpotWS_MiniTicker
- type SpotWS_MiniTicker_Socket
- func (*SpotWS_MiniTicker_Socket) CreateStreamName(symbol string) string
- func (socket *SpotWS_MiniTicker_Socket) Subscribe(symbol ...string) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (socket *SpotWS_MiniTicker_Socket) Unsubscribe(symbol ...string) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type SpotWS_PartialBookDepth
- type SpotWS_PartialBookDepth_Socket
- func (*SpotWS_PartialBookDepth_Socket) CreateStreamName(symbol string, levels int, isFast bool) string
- func (socket *SpotWS_PartialBookDepth_Socket) Subscribe(identifiers ...SpotWS_PartialBookDepth_StreamIdentifier) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (socket *SpotWS_PartialBookDepth_Socket) Unsubscribe(identifiers ...SpotWS_PartialBookDepth_StreamIdentifier) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type SpotWS_PartialBookDepth_StreamIdentifier
- type SpotWS_PrivateMessage
- type SpotWS_RollingWindowStatistic
- type SpotWS_RollingWindowStatistics_Socket
- func (*SpotWS_RollingWindowStatistics_Socket) CreateStreamName(symbol string, windowSize string) string
- func (socket *SpotWS_RollingWindowStatistics_Socket) Subscribe(identifiers ...SpotWS_RollingWindowStatistics_StreamIdentifier) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (socket *SpotWS_RollingWindowStatistics_Socket) Unsubscribe(identifiers ...SpotWS_RollingWindowStatistics_StreamIdentifier) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type SpotWS_RollingWindowStatistics_StreamIdentifier
- type SpotWS_Subscribe_Response
- type SpotWS_Ticker
- type SpotWS_Ticker_Socket
- func (*SpotWS_Ticker_Socket) CreateStreamName(symbol string) string
- func (socket *SpotWS_Ticker_Socket) Subscribe(symbol ...string) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (socket *SpotWS_Ticker_Socket) Unsubscribe(symbol ...string) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type SpotWS_Trade
- type SpotWS_Trade_Socket
- func (*SpotWS_Trade_Socket) CreateStreamName(symbol string) string
- func (socket *SpotWS_Trade_Socket) Subscribe(symbol ...string) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (socket *SpotWS_Trade_Socket) Unsubscribe(symbol ...string) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type SpotWS_Unsubscribe_Response
- type Spot_AccountInfo
- type Spot_AccountInfo_Balances
- type Spot_AccountInfo_CommissionRates
- type Spot_AccountInfo_Params
- type Spot_AggTrade
- type Spot_AggTrades_Params
- type Spot_AllocationTypes_ENUM
- type Spot_AveragePrice
- type Spot_BookTicker
- type Spot_Candlestick
- type Spot_Candlesticks_Params
- type Spot_ChartIntervals_ENUM
- type Spot_ContingencyTypes_ENUM
- type Spot_ExchangeFilter_EXCHANGE_MAX_NUM_ALGO_ORDERS
- type Spot_ExchangeFilter_EXCHANGE_MAX_NUM_ICEBERG_ORDERS
- type Spot_ExchangeFilter_EXCHANGE_MAX_NUM_ORDERS
- type Spot_ExchangeFilters
- type Spot_ExchangeInfo
- type Spot_ExchangeInfo_Params
- type Spot_ExchangeInfo_SORS
- type Spot_Exchange_FilterTypes_ENUM
- type Spot_LimitMakerOrder_Params
- type Spot_LimitOrder_Params
- type Spot_ListOrderStatuses_ENUM
- type Spot_ListStatusTypes_ENUM
- type Spot_MarketOrder_Params
- type Spot_MiniTicker
- type Spot_MiniTicker_RollingWindow
- type Spot_MiniTicker_RollingWindow24h
- type Spot_NewOrderRespTypes_ENUM
- type Spot_OldTrades_Params
- type Spot_Order
- type Spot_OrderBook
- type Spot_OrderSides_ENUM
- type Spot_OrderStatuses_ENUM
- type Spot_OrderTypes_ENUM
- type Spot_Order_Fills
- type Spot_Order_Params
- type Spot_Permissions_ENUM
- type Spot_PriceTicker
- type Spot_QueryOrder_Params
- type Spot_RateLimitIntervals_ENUM
- type Spot_RateLimitType
- type Spot_RateLimitTypes_ENUM
- type Spot_STPModes_ENUM
- type Spot_SecurityTypes_ENUM
- type Spot_Symbol
- func (spotSymbol *Spot_Symbol) LOT_SIZE(quantity float64) (isValid bool, reason string, suggestion float64, err *Error)
- func (spotSymbol *Spot_Symbol) LOT_SIZE_COMPACT(price float64) (isValid bool, err *Error)
- func (spotSymbol *Spot_Symbol) MARKET_LOT_SIZE(quantity float64) (isValid bool, reason string, suggestion float64, err *Error)
- func (spotSymbol *Spot_Symbol) MARKET_LOT_SIZE_COMPACT(price float64) (isValid bool, err *Error)
- func (spotSymbol *Spot_Symbol) PRICE_FILTER(price float64) (isValid bool, reason string, suggestion float64, err *Error)
- func (spotSymbol *Spot_Symbol) PRICE_FILTER_COMPACT(price float64) (isValid bool, err *Error)
- func (spotSymbol *Spot_Symbol) TruncPrice(priceStr string) string
- func (spotSymbol *Spot_Symbol) TruncPrice_float64(price float64) string
- func (spotSymbol *Spot_Symbol) TruncQuantity(quantity string, IsForMarketOrder bool) string
- func (spotSymbol *Spot_Symbol) TruncQuantity_float64(quantity float64, IsForMarketOrder bool) string
- func (symbol *Spot_Symbol) UnmarshalJSON(data []byte) error
- type Spot_SymbolFilter_ICEBERG_PARTS
- type Spot_SymbolFilter_LOT_SIZE
- type Spot_SymbolFilter_MARKET_LOT_SIZE
- type Spot_SymbolFilter_MAX_NUM_ALGO_ORDERS
- type Spot_SymbolFilter_MAX_NUM_ICEBERG_ORDERS
- type Spot_SymbolFilter_MAX_NUM_ORDERS
- type Spot_SymbolFilter_MAX_POSITION
- type Spot_SymbolFilter_MIN_NOTIONAL
- type Spot_SymbolFilter_NOTIONAL
- type Spot_SymbolFilter_PERCENT_PRICE
- type Spot_SymbolFilter_PERCENT_PRICE_BY_SIDE
- type Spot_SymbolFilter_PRICE_FILTER
- type Spot_SymbolFilter_TRAILING_DELTA
- type Spot_SymbolFilters
- type Spot_SymbolStatuses_ENUM
- type Spot_Ticker
- type Spot_Ticker_Params
- type Spot_Ticker_RollingWindow
- type Spot_Ticker_RollingWindow24h
- type Spot_Ticker_RollingWindow_Params
- type Spot_Time
- type Spot_TimeInForces_ENUM
- type Spot_Trade
- type Spot_Websocket
- func (spot_ws *Spot_Websocket) Close() error
- func (spot_ws *Spot_Websocket) ListSubscriptions(timeout_sec ...int) (resp *SpotWS_ListSubscriptions_Response, hasTimedOut bool, err *Error)
- func (spot_ws *Spot_Websocket) Reconnect()
- func (spot_ws *Spot_Websocket) SetCloseListener(f func(code int, text string))
- func (spot_ws *Spot_Websocket) SetDisconnectListener(f func(code int, text string))
- func (spot_ws *Spot_Websocket) SetMessageListener(f func(messageType int, msg []byte))
- func (spot_ws *Spot_Websocket) SetPingListener(f func(appData string))
- func (spot_ws *Spot_Websocket) SetPongListener(f func(appData string))
- func (spot_ws *Spot_Websocket) SetReconnectListener(f func())
- func (spot_ws *Spot_Websocket) SetReconnectingListener(f func())
- func (spot_ws *Spot_Websocket) Subscribe(stream ...string) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
- func (spot_ws *Spot_Websocket) Unsubscribe(stream ...string) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
- type Spot_Websocket_Constants
- type Spot_Websockets
- func (spot_ws *Spot_Websockets) AggTrade(publicOnMessage func(aggTrade *SpotWS_AggTrade), symbol ...string) (*SpotWS_AggTrade_Socket, *Error)
- func (spot_ws *Spot_Websockets) AllMiniTickers(publicOnMessage func(miniTickers []*SpotWS_MiniTicker)) (*SpotWS_AllMiniTickers_Socket, *Error)
- func (spot_ws *Spot_Websockets) AllRollingWindowStatistics(publicOnMessage func(rwStats []*SpotWS_RollingWindowStatistic), ...) (*SpotWS_AllRollingWindowStatistics_Socket, *Error)
- func (spot_ws *Spot_Websockets) AllTickers(publicOnMessage func(tickers []*SpotWS_Ticker)) (*SpotWS_AllTickers_Socket, *Error)
- func (spot_ws *Spot_Websockets) AveragePrice(publicOnMessage func(averagePrice *SpotWS_AveragePrice), symbol ...string) (*SpotWS_AveragePrice_Socket, *Error)
- func (spot_ws *Spot_Websockets) BookTicker(publicOnMessage func(bookTicker *SpotWS_BookTicker), symbol ...string) (*SpotWS_BookTicker_Socket, *Error)
- func (spot_ws *Spot_Websockets) Candlestick_WithOffset(publicOnMessage func(candlestick_msg *SpotWS_Candlestick_MSG), ...) (*SpotWS_Candlestick_TimezoneOffset_Socket, *Error)
- func (spot_ws *Spot_Websockets) Candlesticks(publicOnMessage func(candlestick_msg *SpotWS_Candlestick_MSG), ...) (*SpotWS_Candlestick_Socket, *Error)
- func (*Spot_Websockets) CreateSocket(streams []string, isCombined bool) (*Spot_Websocket, *Error)
- func (spot_ws *Spot_Websockets) DiffBookDepth(publicOnMessage func(diffBookDepth *SpotWS_DiffBookDepth), ...) (*SpotWS_DiffBookDepth_Socket, *Error)
- func (spot_ws *Spot_Websockets) MiniTicker(publicOnMessage func(miniTicker *SpotWS_MiniTicker), symbol ...string) (*SpotWS_MiniTicker_Socket, *Error)
- func (spot_ws *Spot_Websockets) PartialBookDepth(publicOnMessage func(partialBookDepth *SpotWS_PartialBookDepth), ...) (*SpotWS_PartialBookDepth_Socket, *Error)
- func (spot_ws *Spot_Websockets) RollingWindowStatistics(publicOnMessage func(rwStat *SpotWS_RollingWindowStatistic), ...) (*SpotWS_RollingWindowStatistics_Socket, *Error)
- func (spot_ws *Spot_Websockets) Ticker(publicOnMessage func(ticker *SpotWS_Ticker), symbol ...string) (*SpotWS_Ticker_Socket, *Error)
- func (spot_ws *Spot_Websockets) Trade(publicOnMessage func(trade *SpotWS_Trade), symbol ...string) (*SpotWS_Trade_Socket, *Error)
- type Spot_WorkingFloors_ENUM
- type Websocket
- func (websocket *Websocket) Close() error
- func (websocket *Websocket) CloseHandler(code int, text string) error
- func (websocket *Websocket) PingHandler(appData string) error
- func (websocket *Websocket) PongHandler(appData string) error
- func (websocket *Websocket) Reconnect()
- func (websocket *Websocket) RecordLastHeartbeat()
- func (websocket *Websocket) SendRequest_sync(req map[string]interface{}, timeout_sec ...int) (data []byte, hasTimedOut bool, WS_send_err *Error)
- type WebsocketConstants
Constants ¶
const ( HTTP_REQUEST_ERR = iota HTTP_SIGNATURE_ERR RESPONSEBODY_READING_ERR ERROR_PROCESSING_ERR RESPONSE_HEADER_NOT_FOUND PARSING_ERROR WS_OPEN_ERR WS_SEND_MESSAGE_ERR REQUEST_TIMEOUT_ERR )
const DAY = 24 * HOUR
const HOUR = 60 * MINUTE
const MINUTE = 60 * SECOND
const SECOND = 1000
Variables ¶
var Constants = struct { Methods Methods Websocket WebsocketConstants }{ Methods: Methods{ GET: "GET", POST: "POST", PUT: "PUT", PATCH: "PATCH", DELETE: "DELETE", }, Websocket: WebsocketConstants{ MAX_STREAMS_PER_SOCKET: 1024, MAX_OUTGOING_MESSAGES_PER_SECOND: 5, CONNECTION_ATTEMPTS_PER_5MINS: 300, RESPONSE_TIMEOUT_SECONDS: 20, HEARTBEAT_CHECK_INTERVAL_SEC: 5, HEARTBEAT_CLOSE_ON_NO_HEARTBEAT_SEC: 20, EXPECTED_DISCONNECTION_TIME_SEC: (DAY - 5*MINUTE) / 1000, }, }
var DevOptions = DevOpts{ PRINT_HTTP_QUERIES: false, PRINT_HTTP_RESPONSES: false, PRINT_ERRORS: false, PRINT_ALL_ERRORS: false, WS_VERBOSE: false, WS_VERBOSE_FULL: false, PRINT_WS_ERRORS: false, PRINT_WS_MESSAGES: false, }
var FUTURES_Constants = struct { URLs [1]string SecurityTypes Futures_SecurityTypes_ENUM SymbolTypes Futures_SymbolTypes_ENUM ContractTypes Futures_ContractTypes_ENUM ContractStatuses Futures_ContractStatuses_ENUM OrderStatuses Futures_OrderStatuses_ENUM OrderTypes Futures_OrderTypes_ENUM OrderSides Futures_OrderSides_ENUM PositionSides Futures_PositionSides_ENUM TimeInForce Futures_TimeInForce_ENUM WorkingTypes Futures_WorkingTypes_ENUM NewOrderRespTypes Futures_NewOrderRespTypes_ENUM ChartIntervals Futures_ChartIntervals_ENUM STPModes Futures_STPModes_ENUM PriceMatch Futures_PriceMatch_ENUM SymbolFilterTypes FUTURES_Symbol_FilterTypes_ENUM RateLimitTypes Futures_RateLimitTypes_ENUM RateLimitIntervals Futures_RateLimitIntervals_ENUM Websocket Futures_Websocket_Constants }{ URLs: [1]string{"https://fapi.binance.com"}, SecurityTypes: Futures_SecurityTypes_ENUM{ NONE: "NONE", MARKET_DATA: "MARKET_DATA", USER_STREAM: "USER_STREAM", TRADE: "TRADE", USER_DATA: "USER_DATA", }, SymbolTypes: Futures_SymbolTypes_ENUM{ FUTURE: "FUTURE", }, ContractTypes: Futures_ContractTypes_ENUM{ PERPETUAL: "PERPETUAL", CURRENT_MONTH: "CURRENT_MONTH", NEXT_MONTH: "NEXT_MONTH", CURRENT_QUARTER: "CURRENT_QUARTER", NEXT_QUARTER: "NEXT_QUARTER", PERPETUAL_DELIVERING: "PERPETUAL_DELIVERING", }, ContractStatuses: Futures_ContractStatuses_ENUM{ PENDING_TRADING: "PENDING_TRADING", TRADING: "TRADING", PRE_DELIVERING: "PRE_DELIVERING", DELIVERING: "DELIVERING", DELIVERED: "DELIVERED", PRE_SETTLE: "PRE_SETTLE", SETTLING: "SETTLING", CLOSE: "CLOSE", }, OrderStatuses: Futures_OrderStatuses_ENUM{ NEW: "NEW", PARTIALLY_FILLED: "PARTIALLY_FILLED", FILLED: "FILLED", CANCELED: "CANCELED", REJECTED: "REJECTED", EXPIRED: "EXPIRED", EXPIRED_IN_MATCH: "EXPIRED_IN_MATCH", }, OrderTypes: Futures_OrderTypes_ENUM{ LIMIT: "LIMIT", MARKET: "MARKET", STOP: "STOP", STOP_MARKET: "STOP_MARKET", TAKE_PROFIT: "TAKE_PROFIT", TAKE_PROFIT_MARKET: "TAKE_PROFIT_MARKET", TRAILING_STOP_MARKET: "TRAILING_STOP_MARKET", }, OrderSides: Futures_OrderSides_ENUM{ BUY: "BUY", SELL: "SELL", }, PositionSides: Futures_PositionSides_ENUM{ BOTH: "BOTH", LONG: "LONG", SHORT: "SHORT", }, TimeInForce: Futures_TimeInForce_ENUM{ GTC: "GTC", IOC: "IOC", FOK: "FOK", }, WorkingTypes: Futures_WorkingTypes_ENUM{ MARK_PRICE: "MARK_PRICE", CONTRACT_PRICE: "CONTRACT_PRICE", }, NewOrderRespTypes: Futures_NewOrderRespTypes_ENUM{ ACK: "ACK", RESULT: "RESULT", }, ChartIntervals: Futures_ChartIntervals_ENUM{ MIN: "1m", MINS_3: "3m", MINS_5: "5m", MINS_15: "15m", MINS_30: "30m", HOUR: "1h", HOURS_2: "2h", HOURS_4: "4h", HOURS_6: "6h", HOURS_8: "8h", HOURS_12: "12h", DAY: "1d", DAYS_3: "3d", WEEK: "1w", MONTH: "1M", }, STPModes: Futures_STPModes_ENUM{ NONE: "NONE", EXPIRE_TAKER: "EXPIRE_TAKER", EXPIRE_BOTH: "EXPIRE_BOTH", EXPIRE_MAKER: "EXPIRE_MAKER", }, PriceMatch: Futures_PriceMatch_ENUM{ NONE: "NONE", OPPONENT: "OPPONENT", OPPONENT_5: "OPPONENT_5", OPPONENT_10: "OPPONENT_10", OPPONENT_20: "OPPONENT_20", QUEUE: "QUEUE", QUEUE_5: "QUEUE_5", QUEUE_10: "QUEUE_10", QUEUE_20: "QUEUE_20", }, SymbolFilterTypes: FUTURES_Symbol_FilterTypes_ENUM{ PRICE_FILTER: "PRICE_FILTER", LOT_SIZE: "LOT_SIZE", MARKET_LOT_SIZE: "MARKET_LOT_SIZE", MAX_NUM_ORDERS: "MAX_NUM_ORDERS", MAX_NUM_ALGO_ORDERS: "MAX_NUM_ALGO_ORDERS", PERCENT_PRICE: "PERCENT_PRICE", MIN_NOTIONAL: "MIN_NOTIONAL", }, RateLimitTypes: Futures_RateLimitTypes_ENUM{ REQUEST_WEIGHT: "REQUEST_WEIGHT", ORDERS: "ORDERS", }, RateLimitIntervals: Futures_RateLimitIntervals_ENUM{ SECOND: "SECOND", MINUTE: "MINUTE", DAY: "DAY", }, Websocket: Futures_Websocket_Constants{ URLs: []string{"wss://fstream.binance.com"}, }, }
var SPOT_Constants = struct { URLs [6]string URL_Data_Only string SecurityTypes Spot_SecurityTypes_ENUM ExchangeFilterTypes Spot_Exchange_FilterTypes_ENUM SymbolFilterTypes SPOT_Symbol_FilterTypes_ENUM SymbolStatuses Spot_SymbolStatuses_ENUM Permissions Spot_Permissions_ENUM OrderStatuses Spot_OrderStatuses_ENUM ListStatusTypes Spot_ListStatusTypes_ENUM ListOrderStatuses Spot_ListOrderStatuses_ENUM ContingencyTypes Spot_ContingencyTypes_ENUM AllocationTypes Spot_AllocationTypes_ENUM OrderTypes Spot_OrderTypes_ENUM NewOrderRespTypes Spot_NewOrderRespTypes_ENUM WorkingFloors Spot_WorkingFloors_ENUM OrderSides Spot_OrderSides_ENUM TimeInForces Spot_TimeInForces_ENUM RateLimitTypes Spot_RateLimitTypes_ENUM RateLimitIntervals Spot_RateLimitIntervals_ENUM STPModes Spot_STPModes_ENUM ChartIntervals Spot_ChartIntervals_ENUM Websocket Spot_Websocket_Constants }{ URLs: [6]string{"https://api.binance.com", "https://api-gcp.binance.com", "https://api1.binance.com", "https://api2.binance.com", "https://api3.binance.com", "https://api4.binance.com"}, URL_Data_Only: "https://data-api.binance.vision", SecurityTypes: Spot_SecurityTypes_ENUM{ NONE: "NONE", USER_STREAM: "USER_STREAM", TRADE: "TRADE", USER_DATA: "USER_DATA", }, ExchangeFilterTypes: Spot_Exchange_FilterTypes_ENUM{ EXCHANGE_MAX_NUM_ORDERS: "EXCHANGE_MAX_NUM_ORDERS", EXCHANGE_MAX_NUM_ALGO_ORDERS: "EXCHANGE_MAX_NUM_ALGO_ORDERS", EXCHANGE_MAX_NUM_ICEBERG_ORDERS: "EXCHANGE_MAX_NUM_ICEBERG_ORDERS", }, SymbolFilterTypes: SPOT_Symbol_FilterTypes_ENUM{ PRICE_FILTER: "PRICE_FILTER", PERCENT_PRICE: "PERCENT_PRICE", PERCENT_PRICE_BY_SIDE: "PERCENT_PRICE_BY_SIDE", LOT_SIZE: "LOT_SIZE", MIN_NOTIONAL: "MIN_NOTIONAL", NOTIONAL: "NOTIONAL", ICEBERG_PARTS: "ICEBERG_PARTS", MARKET_LOT_SIZE: "MARKET_LOT_SIZE", MAX_NUM_ORDERS: "MAX_NUM_ORDERS", MAX_NUM_ALGO_ORDERS: "MAX_NUM_ALGO_ORDERS", MAX_NUM_ICEBERG_ORDERS: "MAX_NUM_ICEBERG_ORDERS", MAX_POSITION: "MAX_POSITION", TRAILING_DELTA: "TRAILING_DELTA", }, SymbolStatuses: Spot_SymbolStatuses_ENUM{ PRE_TRADING: "PRE_TRADING", TRADING: "TRADING", POST_TRADING: "POST_TRADING", END_OF_DAY: "END_OF_DAY", HALT: "HALT", AUCTION_MATCH: "AUCTION_MATCH", BREAK: "BREAK", }, Permissions: Spot_Permissions_ENUM{ SPOT: "SPOT", MARGIN: "MARGIN", LEVERAGED: "LEVERAGED", TRD_GRP_002: "TRD_GRP_002", TRD_GRP_003: "TRD_GRP_003", TRD_GRP_004: "TRD_GRP_004", TRD_GRP_005: "TRD_GRP_005", TRD_GRP_006: "TRD_GRP_006", TRD_GRP_007: "TRD_GRP_007", TRD_GRP_008: "TRD_GRP_008", TRD_GRP_009: "TRD_GRP_009", TRD_GRP_010: "TRD_GRP_010", TRD_GRP_011: "TRD_GRP_011", TRD_GRP_012: "TRD_GRP_012", TRD_GRP_013: "TRD_GRP_013", TRD_GRP_014: "TRD_GRP_014", TRD_GRP_015: "TRD_GRP_015", TRD_GRP_016: "TRD_GRP_016", TRD_GRP_017: "TRD_GRP_017", TRD_GRP_018: "TRD_GRP_018", TRD_GRP_019: "TRD_GRP_019", TRD_GRP_020: "TRD_GRP_020", TRD_GRP_021: "TRD_GRP_021", TRD_GRP_022: "TRD_GRP_022", TRD_GRP_023: "TRD_GRP_023", TRD_GRP_024: "TRD_GRP_024", TRD_GRP_025: "TRD_GRP_025", }, OrderStatuses: Spot_OrderStatuses_ENUM{ NEW: "NEW", PENDING_NEW: "PENDING_NEW", PARTIALLY_FILLED: "PARTIALLY_FILLED", FILLED: "FILLED", CANCELED: "CANCELED", PENDING_CANCEL: "PENDING_CANCEL", REJECTED: "REJECTED", EXPIRED: "EXPIRED", EXPIRED_IN_MATCH: "EXPIRED_IN_MATCH", }, ListStatusTypes: Spot_ListStatusTypes_ENUM{ RESPONSE: "RESPONSE", EXEC_STARTED: "EXEC_STARTED", ALL_DONE: "ALL_DONE", }, ListOrderStatuses: Spot_ListOrderStatuses_ENUM{ EXECUTING: "EXECUTING", ALL_DONE: "ALL_DONE", REJECT: "REJECT", }, ContingencyTypes: Spot_ContingencyTypes_ENUM{ OCO: "OCO", OTO: "OTO", }, AllocationTypes: Spot_AllocationTypes_ENUM{ SOR: "SOR", }, OrderTypes: Spot_OrderTypes_ENUM{ LIMIT: "LIMIT", MARKET: "MARKET", STOP_LOSS: "STOP_LOSS", STOP_LOSS_LIMIT: "STOP_LOSS_LIMIT", TAKE_PROFIT: "TAKE_PROFIT", TAKE_PROFIT_LIMIT: "TAKE_PROFIT_LIMIT", LIMIT_MAKER: "LIMIT_MAKER", }, NewOrderRespTypes: Spot_NewOrderRespTypes_ENUM{ ACK: "ACK", RESULT: "RESULT", FULL: "FULL", }, WorkingFloors: Spot_WorkingFloors_ENUM{ EXCHANGE: "EXCHANGE", SOR: "SOR", }, OrderSides: Spot_OrderSides_ENUM{ BUY: "BUY", SELL: "SELL", }, TimeInForces: Spot_TimeInForces_ENUM{ GTC: "GTC", IOC: "IOC", FOK: "FOK", }, RateLimitTypes: Spot_RateLimitTypes_ENUM{ REQUEST_WEIGHT: "REQUEST_WEIGHT", ORDERS: "ORDERS", RAW_REQUESTS: "RAW_REQUESTS", }, RateLimitIntervals: Spot_RateLimitIntervals_ENUM{ SECOND: "SECOND", MINUTE: "MINUTE", DAY: "DAY", }, STPModes: Spot_STPModes_ENUM{ NONE: "NONE", EXPIRE_MAKER: "EXPIRE_MAKER", EXPIRE_TAKER: "EXPIRE_TAKER", EXPIRE_BOTH: "EXPIRE_BOTH", }, ChartIntervals: Spot_ChartIntervals_ENUM{ SECOND: "1s", MIN: "1m", MINS_3: "3m", MINS_5: "5m", MINS_15: "15m", MINS_30: "30m", HOUR: "1h", HOURS_2: "2h", HOURS_4: "4h", HOURS_6: "6h", HOURS_8: "8h", HOURS_12: "12h", DAY: "1d", DAYS_3: "3d", WEEK: "1w", MONTH: "1M", }, Websocket: Spot_Websocket_Constants{ URLs: []string{"wss://stream.binance.com:9443", "wss://stream.binance.com:443"}, MARKET_DATA_ONLY_ENDPOINT: "wss://data-stream.binance.vision", }, }
Functions ¶
func BinanceError ¶
Processes an erroneous 4XX HTTP Response Returns the library Error type In the case of an error parsing the error body, it returns a secondaly unmarshall error
func CreateQueryStringWS ¶
func CreateSocket ¶
func DeserializeNumber ¶
Deserializes any number into binary format Accepts any type (int, uint, float) and any size (8, 16, 32, 64)
func DeserializeString ¶
Deserialize a string from binary to string format
func DetectDotNumIndexes ¶
func Format_TickSize_str ¶ added in v0.0.10
func GetStringNumberPrecision ¶ added in v0.0.12
func IsDifferentFromDefault ¶
Checks if a value is different from its default value.
func LOG_ALL_ERRORS ¶ added in v0.0.10
func LOG_ALL_ERRORS(a ...any)
func LOG_ERRORS ¶
func LOG_ERRORS(a ...any)
func LOG_HTTP_QUERIES ¶ added in v0.0.10
func LOG_HTTP_QUERIES(a ...any)
func LOG_HTTP_RESPONSES ¶ added in v0.0.10
func LOG_HTTP_RESPONSES(a ...any)
func LOG_WS_ERRORS ¶ added in v0.0.10
func LOG_WS_ERRORS(a ...any)
func LOG_WS_MESSAGES ¶ added in v0.0.10
func LOG_WS_MESSAGES(a ...any)
func LOG_WS_VERBOSE ¶
func LOG_WS_VERBOSE(a ...any)
func LOG_WS_VERBOSE_FULL ¶
func LOG_WS_VERBOSE_FULL(a ...any)
func ParseFloat ¶
func ParseFuturesExchangeInfo ¶
func ParseFuturesExchangeInfo(exchangeInfo_response *Response) (*Futures_ExchangeInfo, *Error)
func ParseSpotExchangeInfo ¶
func ParseSpotExchangeInfo(exchangeInfo_response *Response) (*Spot_ExchangeInfo, *Error)
func Round_priceStr ¶ added in v0.0.10
func SerializeNumber ¶
Serializes any number into binary format Accepts any type (int, uint, float) and any size (8, 16, 32, 64)
func SerializeString ¶
Serialize a string from string to binary format
func ToFixed_Ceil ¶ added in v0.0.10
func ToFixed_Floor ¶ added in v0.0.10
func ToFixed_Round ¶ added in v0.0.10
Types ¶
type Binance ¶
type Binance struct { Opts BinanceOptions API APIKEYS Spot Spot Futures Futures // contains filtered or unexported fields }
func CreateClient ¶
func CreateClientWithOptions ¶
func CreateReadClient ¶
func CreateReadClient() *Binance
type BinanceConfig ¶
type BinanceConfig struct {
// contains filtered or unexported fields
}
type BinanceErrorResponse ¶
type BinanceOptions ¶
type BinanceOptions struct {
// contains filtered or unexported fields
}
func (*BinanceOptions) Set_UpdateTimestampOffset ¶
func (options *BinanceOptions) Set_UpdateTimestampOffset(value bool)
func (*BinanceOptions) Set_recvWindow ¶
func (options *BinanceOptions) Set_recvWindow(recvWindow int64)
type CombinedStream_MSG ¶
type CombinedStream_MSG struct { Stream string `json:"stream"` Data jsoniter.RawMessage `json:"data"` }
type DevOpts ¶ added in v0.0.10
type DevOpts struct { PRINT_HTTP_QUERIES bool PRINT_HTTP_RESPONSES bool // Might not log every error returned. // It only prints errors specifically handled by the library. PRINT_ERRORS bool // This is redundant. // Any *Error type generated by the library will be logged. PRINT_ALL_ERRORS bool // Prints all useful activity data and errors. // i.e: Forced reconnections, disconnections, etc... WS_VERBOSE bool // Prints all websocket data. // i.e: pings received, pongs sent, etc... WS_VERBOSE_FULL bool PRINT_WS_ERRORS bool // Recommended only for debugging. PRINT_WS_MESSAGES bool }
type Error ¶
type Error struct { // false => Error originating from binance's side // true => IsLocalError bool StatusCode int Code int Message string }
func LocalError ¶
type Futures ¶
type Futures struct { API APIKEYS Websockets Futures_Websockets // contains filtered or unexported fields }
func (*Futures) AccountConfiguration ¶ added in v0.0.17
func (futures *Futures) AccountConfiguration(recvWindow ...int64) (*Futures_AccountConfiguration, *Response, *Error)
func (*Futures) AccountInfo ¶ added in v0.0.17
func (futures *Futures) AccountInfo(recvWindow ...int64) (*Futures_AccountInfo, *Response, *Error)
func (*Futures) AggTrades ¶
func (futures *Futures) AggTrades(symbol string, opt_params ...Futures_AggTrade_Params) ([]*Futures_AggTrade_Params, *Response, *Error)
func (*Futures) BookTicker ¶ added in v0.0.11
func (futures *Futures) BookTicker(symbol ...string) ([]*Futures_BookTicker, *Response, *Error)
If the symbol is not sent, bookTickers for all symbols will be returned in an array. The field X-MBX-USED-WEIGHT-1M in response header is not accurate from this endpoint, please ignore.
func (*Futures) Candlesticks ¶
func (futures *Futures) Candlesticks(symbol string, interval string, opt_params ...*Futures_Candlesticks_Params) ([]*Futures_Candlestick, *Response, *Error)
func (*Futures) ChangeInitialLeverage ¶ added in v0.0.17
func (*Futures) ChangeMarginType ¶ added in v0.0.17
func (*Futures) ChangeMultiAssetsMode ¶ added in v0.0.17
func (*Futures) ChangePositionMode ¶ added in v0.0.17
func (*Futures) ContinuousContractCandlesticks ¶
func (futures *Futures) ContinuousContractCandlesticks(symbol string, contractType string, interval string, opt_params ...*Futures_Candlesticks_Params) ([]*Futures_Candlestick, *Response, *Error)
Kline/candlestick bars for a specific contract type. ¶
Klines are uniquely identified by their open time.
Contract Types: "PERPETUAL" | "CURRENT_QUARTER" | "NEXT_QUARTER"
func (*Futures) DeliveryPrice ¶ added in v0.0.11
func (futures *Futures) DeliveryPrice(pair string) ([]*Futures_DeliveryPrice, *Response, *Error)
func (*Futures) ExchangeInfo ¶
func (futures *Futures) ExchangeInfo() (*Futures_ExchangeInfo, *Response, *Error)
func (*Futures) FundingRate ¶ added in v0.0.11
func (futures *Futures) FundingRate() ([]*Futures_FundingRate, *Response, *Error)
func (*Futures) FundingRateHistory ¶ added in v0.0.11
func (futures *Futures) FundingRateHistory(opt_params ...Futures_FundingRate_Params) ([]*Futures_FundingRate, *Response, *Error)
func (*Futures) HistoricalTrades ¶
func (futures *Futures) HistoricalTrades(symbol string, opt_params ...Futures_HistoricalTrades_Params) ([]*Futures_Trade, *Response, *Error)
func (*Futures) IndexPriceCandlesticks ¶
func (futures *Futures) IndexPriceCandlesticks(symbol string, interval string, opt_params ...*Futures_PriceCandlesticks_Params) ([]*Futures_PriceCandlestick, *Response, *Error)
func (*Futures) LeverageBrackets ¶ added in v0.0.17
func (futures *Futures) LeverageBrackets(symbol ...string) ([]*Futures_LeverageBrackets, *Response, *Error)
func (*Futures) LimitBuy ¶ added in v0.0.10
func (futures *Futures) LimitBuy(symbol string, price string, quantity string, timeInForce string, opt_params ...Futures_LimitOrder_Params) (*Futures_Order, *Response, *Error)
func (*Futures) LimitOrder ¶ added in v0.0.10
func (futures *Futures) LimitOrder(symbol string, side string, price string, quantity string, timeInForce string, opt_params ...Futures_LimitOrder_Params) (*Futures_Order, *Response, *Error)
func (*Futures) LimitSell ¶ added in v0.0.10
func (futures *Futures) LimitSell(symbol string, price string, quantity string, timeInForce string, opt_params ...Futures_LimitOrder_Params) (*Futures_Order, *Response, *Error)
func (*Futures) MarkPrice ¶
func (futures *Futures) MarkPrice(symbol ...string) ([]*Futures_MarkPrice, *Response, *Error)
func (*Futures) MarkPriceCandlesticks ¶
func (futures *Futures) MarkPriceCandlesticks(symbol string, contractType string, interval string, opt_params ...*Futures_PriceCandlesticks_Params) ([]*Futures_PriceCandlestick, *Response, *Error)
func (*Futures) MarketBuy ¶ added in v0.0.10
func (futures *Futures) MarketBuy(symbol string, side string, quantity string, opt_params ...Futures_MarketOrder_Params) (*Futures_Order, *Response, *Error)
func (*Futures) MarketOrder ¶ added in v0.0.10
func (futures *Futures) MarketOrder(symbol string, side string, quantity string, opt_params ...Futures_MarketOrder_Params) (*Futures_Order, *Response, *Error)
func (*Futures) MarketSell ¶ added in v0.0.10
func (futures *Futures) MarketSell(symbol string, side string, quantity string, opt_params ...Futures_MarketOrder_Params) (*Futures_Order, *Response, *Error)
func (*Futures) NewOrder ¶ added in v0.0.10
func (futures *Futures) NewOrder(symbol string, side string, Type string, opt_params ...Futures_Order_Params) (*Futures_Order, *Response, *Error)
func (*Futures) OpenInterest ¶ added in v0.0.11
func (futures *Futures) OpenInterest(symbol string) (*Futures_OpenInterest, *Response, *Error)
func (*Futures) OpenInterestStatistics ¶ added in v0.0.11
func (futures *Futures) OpenInterestStatistics(symbol string, period string, opt_params ...Futures_OpenInterestStatistics_Params) ([]*Futures_OpenInterestStatistics, *Response, *Error)
func (*Futures) PremiumIndexCandlesticks ¶
func (futures *Futures) PremiumIndexCandlesticks(symbol string, contractType string, interval string, opt_params ...*Futures_PriceCandlesticks_Params) ([]*Futures_PriceCandlestick, *Response, *Error)
func (*Futures) PriceTicker ¶ added in v0.0.11
func (futures *Futures) PriceTicker(symbol ...string) ([]*Futures_PriceTicker, *Response, *Error)
If the symbol is not sent, bookTickers for all symbols will be returned in an array. The field X-MBX-USED-WEIGHT-1M in response header is not accurate from this endpoint, please ignore.
func (*Futures) PriceTicker_v1 ¶ added in v0.0.11
func (futures *Futures) PriceTicker_v1(symbol ...string) ([]*Futures_PriceTicker, *Response, *Error)
If the symbol is not sent, bookTickers for all symbols will be returned in an array.
func (*Futures) ServerTime ¶
func (futures *Futures) ServerTime() (*Futures_Time, *Response, *Error)
type FuturesRequest ¶
type FuturesRequest struct {
// contains filtered or unexported fields
}
type FuturesWS_AggTrade ¶
type FuturesWS_AggTrade struct { // Event type Event string `json:"e"` // Event time EventTime int64 `json:"E"` // Symbol Symbol string `json:"s"` // Aggregate trade ID AggTradeId int64 `json:"a"` // Price Price string `json:"p"` // Quantity Quantity string `json:"q"` // First trade ID FirstTradeId int64 `json:"f"` // Last trade ID LastTradeId int64 `json:"l"` // Trade time Timestamp int64 `json:"T"` // Is the buyer the market maker? IsMaker bool `json:"m"` }
type FuturesWS_AggTrade_Socket ¶
type FuturesWS_AggTrade_Socket struct {
Handler *Futures_Websocket
}
func (*FuturesWS_AggTrade_Socket) CreateStreamName ¶
func (*FuturesWS_AggTrade_Socket) CreateStreamName(symbol string) string
func (*FuturesWS_AggTrade_Socket) Subscribe ¶
func (socket *FuturesWS_AggTrade_Socket) Subscribe(symbol ...string) (resp *FuturesWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*FuturesWS_AggTrade_Socket) Unsubscribe ¶
func (socket *FuturesWS_AggTrade_Socket) Unsubscribe(symbol ...string) (resp *FuturesWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type FuturesWS_AllBookTickers_Socket ¶
type FuturesWS_AllBookTickers_Socket struct {
Handler *Futures_Websocket
}
func (*FuturesWS_AllBookTickers_Socket) CreateStreamName ¶
func (*FuturesWS_AllBookTickers_Socket) CreateStreamName() string
func (*FuturesWS_AllBookTickers_Socket) Subscribe ¶
func (socket *FuturesWS_AllBookTickers_Socket) Subscribe() (resp *FuturesWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*FuturesWS_AllBookTickers_Socket) Unsubscribe ¶
func (socket *FuturesWS_AllBookTickers_Socket) Unsubscribe() (resp *FuturesWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type FuturesWS_AllMarkPrices_Socket ¶
type FuturesWS_AllMarkPrices_Socket struct {
Handler *Futures_Websocket
}
func (*FuturesWS_AllMarkPrices_Socket) CreateStreamName ¶
func (*FuturesWS_AllMarkPrices_Socket) CreateStreamName(isFast bool) string
func (*FuturesWS_AllMarkPrices_Socket) Subscribe ¶
func (socket *FuturesWS_AllMarkPrices_Socket) Subscribe(isFast ...bool) (resp *FuturesWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*FuturesWS_AllMarkPrices_Socket) Unsubscribe ¶
func (socket *FuturesWS_AllMarkPrices_Socket) Unsubscribe(isFast ...bool) (resp *FuturesWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type FuturesWS_BookTicker ¶
type FuturesWS_BookTicker struct { // event type Event string `json:"e"` // order book updateId UpdateId int64 `json:"u"` // event time EventTime int64 `json:"E"` // transaction time TransactTime int64 `json:"T"` // symbol Symbol string `json:"s"` // best bid price Bid string `json:"b"` // best bid qty BidQty string `json:"B"` // best ask price Ask string `json:"a"` // best ask qty AskQty string `json:"A"` }
type FuturesWS_BookTicker_Socket ¶
type FuturesWS_BookTicker_Socket struct {
Handler *Futures_Websocket
}
func (*FuturesWS_BookTicker_Socket) CreateStreamName ¶
func (*FuturesWS_BookTicker_Socket) CreateStreamName(symbol ...string) []string
func (*FuturesWS_BookTicker_Socket) Subscribe ¶
func (socket *FuturesWS_BookTicker_Socket) Subscribe(symbol ...string) (resp *FuturesWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*FuturesWS_BookTicker_Socket) Unsubscribe ¶
func (socket *FuturesWS_BookTicker_Socket) Unsubscribe(symbol ...string) (resp *FuturesWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type FuturesWS_ContractInfo ¶
type FuturesWS_ContractInfo struct { // Event Type Event string `json:"e"` // Event Time EventTime int64 `json:"E"` // Symbol Symbol string `json:"s"` // Pair Pair string `json:"ps"` // Contract type ContractType string `json:"ct"` // Delivery date time DeliveryDate int64 `json:"dt"` // onboard date time OnboardDateTime int64 `json:"ot"` // Contract status ContractStatus string `json:"cs"` Bks []*FuturesWS_ContractInfo_Bracket `json:"bks"` }
type FuturesWS_ContractInfo_Bracket ¶
type FuturesWS_ContractInfo_Bracket struct { // Notional bracket NotionalBracket int64 `json:"bs"` // Floor notional of this bracket FloorNotional int64 `json:"bnf"` // Cap notional of this bracket MaxNotional int64 `json:"bnc"` // Maintenance ratio for this bracket MaintenanceRatio float64 `json:"mmr"` // Auxiliary number for quick calculation Auxiliary int64 `json:"cf"` // Min leverage for this bracket MinLeverage int64 `json:"mi"` // Max leverage for this bracket MaxLeverage int64 `json:"ma"` }
type FuturesWS_ContractInfo_Socket ¶
type FuturesWS_ContractInfo_Socket struct {
Handler *Futures_Websocket
}
func (*FuturesWS_ContractInfo_Socket) CreateStreamName ¶
func (*FuturesWS_ContractInfo_Socket) CreateStreamName() string
func (*FuturesWS_ContractInfo_Socket) Subscribe ¶
func (socket *FuturesWS_ContractInfo_Socket) Subscribe() (resp *FuturesWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*FuturesWS_ContractInfo_Socket) Unsubscribe ¶
func (socket *FuturesWS_ContractInfo_Socket) Unsubscribe() (resp *FuturesWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type FuturesWS_MarkPrice ¶
type FuturesWS_MarkPrice struct { // Event type Event string `json:"e"` // Event time EventTime int64 `json:"E"` // Symbol Symbol string `json:"s"` // Mark price MarkPrice string `json:"p"` // Index price IndexPrice string `json:"i"` // Estimated Settle Price, only useful in the last hour before the settlement starts EstimatedSettlePrice string `json:"P"` // Funding rate FundingRate string `json:"r"` // Next funding time NextFundingTime int64 `json:"T"` }
type FuturesWS_MarkPrice_Socket ¶
type FuturesWS_MarkPrice_Socket struct {
Handler *Futures_Websocket
}
func (*FuturesWS_MarkPrice_Socket) CreateStreamName ¶
func (*FuturesWS_MarkPrice_Socket) CreateStreamName(symbol string, IsFast bool) string
func (*FuturesWS_MarkPrice_Socket) Subscribe ¶
func (socket *FuturesWS_MarkPrice_Socket) Subscribe(params ...FuturesWS_MarkPrice_Params) (resp *FuturesWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*FuturesWS_MarkPrice_Socket) Unsubscribe ¶
func (socket *FuturesWS_MarkPrice_Socket) Unsubscribe(params ...FuturesWS_MarkPrice_Params) (resp *FuturesWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type FuturesWS_PrivateMessage ¶
type FuturesWS_PrivateMessage struct {
Id string `json:"id"`
}
type FuturesWS_Subscribe_Response ¶
type FuturesWS_Subscribe_Response struct {
Id string `json:"id"`
}
type FuturesWS_Unsubscribe_Response ¶
type FuturesWS_Unsubscribe_Response struct {
Id string `json:"id"`
}
type Futures_24hTicker ¶ added in v0.0.11
type Futures_24hTicker struct { Symbol string `json:"symbol"` PriceChange string `json:"priceChange"` PriceChangePercent string `json:"priceChangePercent"` WeightedAvgPrice string `json:"weightedAvgPrice"` LastPrice string `json:"lastPrice"` LastQty string `json:"lastQty"` Open string `json:"openPrice"` High string `json:"highPrice"` Low string `json:"lowPrice"` Volume string `json:"volume"` QuoteVolume string `json:"quoteVolume"` OpenTime int64 `json:"openTime"` CloseTime int64 `json:"closeTime"` FirstId int64 `json:"firstId"` LastId int64 `json:"lastId"` Count int64 `json:"count"` }
type Futures_AccountConfiguration ¶ added in v0.0.17
type Futures_AccountConfiguration struct { FeeTier int64 `json:"feeTier"` CanTrade bool `json:"canTrade"` CanDeposit bool `json:"canDeposit"` CanWithdraw bool `json:"canWithdraw"` DualSidePosition bool `json:"dualSidePosition"` UpdateTime int64 `json:"updateTime"` MultiAssetsMargin bool `json:"multiAssetsMargin"` TradeGroupId int64 `json:"tradeGroupId"` }
type Futures_AccountInfo ¶ added in v0.0.17
type Futures_AccountInfo struct { TotalInitialMargin string TotalMaintMargin string TotalWalletBalance string TotalUnrealizedProfit string TotalMarginBalance string TotalPositionInitialMargin string TotalOpenOrderInitialMargin string TotalCrossWalletBalance string TotalCrossUnPnl string AvailableBalance string MaxWithdrawAmount string Assets []*Futures_AccountInfo_Asset Positions []*Futures_AccountInfo_Position }
type Futures_AccountInfo_Asset ¶ added in v0.0.17
type Futures_AccountInfo_Asset struct { Asset string `json:"asset"` WalletBalance string `json:"walletBalance"` UnrealizedProfit string `json:"unrealizedProfit"` MarginBalance string `json:"marginBalance"` MaintMargin string `json:"maintMargin"` InitialMargin string `json:"initialMargin"` PositionInitialMargin string `json:"positionInitialMargin"` OpenOrderInitialMargin string `json:"openOrderInitialMargin"` CrossWalletBalance string `json:"crossWalletBalance"` CrossUnPnl string `json:"crossUnPnl"` AvailableBalance string `json:"availableBalance"` MaxWithdrawAmount string `json:"maxWithdrawAmount"` UpdateTime int64 `json:"updateTime"` }
type Futures_AccountInfo_Position ¶ added in v0.0.17
type Futures_AccountInfo_Position struct { Symbol string `json:"symbol"` PositionSide string `json:"positionSide"` PositionAmt string `json:"positionAmt"` UnrealizedProfit string `json:"unrealizedProfit"` IsolatedMargin string `json:"isolatedMargin"` Notional string `json:"notional"` IsolatedWallet string `json:"isolatedWallet"` InitialMargin string `json:"initialMargin"` MaintMargin string `json:"maintMargin"` UpdateTime int64 `json:"updateTime"` }
type Futures_AggTrade ¶
type Futures_AggTrade_Params ¶
type Futures_Asset ¶
type Futures_BookTicker ¶ added in v0.0.11
type Futures_Candlestick ¶
type Futures_Candlestick struct { // Kline open time OpenTime int64 // Open price Open string // High price High string // Low price Low string // Close price Close string // Volume Volume string // Kline Close time CloseTime int64 // Quote asset volume QuoteAssetVolume string // Number of trades TradeCount int64 // Taker buy base asset volume TakerBuyBaseAssetVolume string // Taker buy quote asset volume TakerBuyQuoteAssetVolume string // Unused field, ignore. Unused string }
type Futures_ChangeInitialLeverage_Response ¶ added in v0.0.17
type Futures_ChangeMarginType_Response ¶ added in v0.0.17
type Futures_ChangeMarginType_Response struct { // 200 for success Code int `json:"code"` // "success" Msg string `json:"msg"` }
func (*Futures_ChangeMarginType_Response) IsAlreadyChanged ¶ added in v0.0.17
func (response *Futures_ChangeMarginType_Response) IsAlreadyChanged(err *Error) bool
type Futures_ChangeMultiAssetsMode_Response ¶ added in v0.0.17
type Futures_ChangeMultiAssetsMode_Response struct { // 200 for success Code int `json:"code"` // "success" Msg string `json:"msg"` }
func (*Futures_ChangeMultiAssetsMode_Response) IsAlreadyChanged ¶ added in v0.0.17
func (*Futures_ChangeMultiAssetsMode_Response) IsAlreadyChanged(err *Error) bool
type Futures_ChangePositionMode_Response ¶ added in v0.0.17
type Futures_ChangePositionMode_Response struct { // 200 for success Code int `json:"code"` // "success" Msg string `json:"msg"` }
func (*Futures_ChangePositionMode_Response) IsAlreadyChanged ¶ added in v0.0.17
func (*Futures_ChangePositionMode_Response) IsAlreadyChanged(err *Error) bool
type Futures_DeliveryPrice ¶ added in v0.0.11
type Futures_ExchangeInfo ¶
type Futures_ExchangeInfo struct { // Not used by binance ExchangeFilters any `json:"exchangeFilters"` RateLimits []*Futures_RateLimitType `json:"rateLimits"` ServerTime int64 `json:"serverTime"` Assets_arr []*Futures_Asset `json:"assets"` Symbols_arr []*Futures_Symbol `json:"symbols"` Timezone string `json:"timezone"` Assets map[string]*Futures_Asset Symbols map[string]*Futures_Symbol }
type Futures_FundingRate ¶ added in v0.0.11
type Futures_FundingRate_Params ¶ added in v0.0.11
type Futures_LeverageBrackets ¶ added in v0.0.17
type Futures_LeverageBrackets struct { Symbol string `json:"symbol"` // user symbol bracket multiplier, only appears when user's symbol bracket is adjusted NotionalCoef float64 `json:"notionalCoef"` Brackets []*Futures_LeverageBrackets_Bracket `json:"brackets"` }
type Futures_LeverageBrackets_Bracket ¶ added in v0.0.17
type Futures_LeverageBrackets_Bracket struct { // Notional bracket Bracket int64 `json:"bracket"` // Max initial leverage for this bracket InitialLeverage int64 `json:"initialLeverage"` // Cap notional of this bracket NotionalCap int64 `json:"notionalCap"` // Notional threshold of this bracket NotionalFloor int64 `json:"notionalFloor"` // Maintenance ratio for this bracket MaintMarginRatio float64 `json:"maintMarginRatio"` // Auxiliary number for quick calculation Cum float64 `json:"cum"` }
type Futures_LimitOrder_Params ¶ added in v0.0.10
type Futures_MarkPrice ¶
type Futures_MarkPrice struct { Symbol string `json:"symbol"` MarkPrice string `json:"markPrice"` IndexPrice string `json:"indexPrice"` EstimatedSettlePrice string `json:"estimatedSettlePrice"` LastFundingRate string `json:"lastFundingRate"` NextFundingTime int64 `json:"nextFundingTime"` InterestRate string `json:"interestRate"` Time int64 `json:"time"` }
type Futures_MarketOrder_Params ¶ added in v0.0.10
type Futures_OpenInterest ¶ added in v0.0.11
type Futures_OpenInterestStatistics ¶ added in v0.0.11
type Futures_OpenInterestStatistics_Params ¶ added in v0.0.11
type Futures_Order ¶ added in v0.0.10
type Futures_Order struct { ClientOrderId string `json:"clientOrderId"` CumQty string `json:"cumQty"` CumQuote string `json:"cumQuote"` ExecutedQty string `json:"executedQty"` OrderId int64 `json:"orderId"` AvgPrice string `json:"avgPrice"` OrigQty string `json:"origQty"` Price string `json:"price"` ReduceOnly bool `json:"reduceOnly"` Side string `json:"side"` PositionSide string `json:"positionSide"` Status string `json:"status"` // please ignore when order type is "TRAILING_STOP_MARKET" StopPrice string `json:"stopPrice"` // if Close-All ClosePosition bool `json:"closePosition"` Symbol string `json:"symbol"` TimeInForce string `json:"timeInForce"` Type string `json:"type"` OrigType string `json:"origType"` // activation price, only return with "TRAILING_STOP_MARKET" order ActivatePrice string `json:"activatePrice"` // callback rate, only return with "TRAILING_STOP_MARKET" order PriceRate string `json:"priceRate"` UpdateTime int64 `json:"updateTime"` WorkingType string `json:"workingType"` // if conditional order trigger is protected PriceProtect bool `json:"priceProtect"` // price match mode PriceMatch string `json:"priceMatch"` // self trading preventation mode SelfTradePreventionMode string `json:"selfTradePreventionMode"` // order pre-set auto cancel time for "TIF" "GTD" order GoodTillDate int64 `json:"goodTillDate"` }
type Futures_OrderBook ¶
type Futures_OrderSides_ENUM ¶
type Futures_OrderTypes_ENUM ¶
type Futures_Order_Params ¶ added in v0.0.10
type Futures_Order_Params struct { PositionSide string `json:"positionSide"` TimeInForce string `json:"timeInForce"` Quantity string `json:"quantity"` ReduceOnly bool `json:"reduceOnly"` Price string `json:"price"` NewClientOrderId string `json:"newClientOrderId"` StopPrice string `json:"stopPrice"` ClosePosition string `json:"closePosition"` ActivationPrice string `json:"activationPrice"` CallbackRate string `json:"callbackRate"` WorkingType string `json:"workingType"` PriceProtect string `json:"priceProtect"` NewOrderRespType string `json:"newOrderRespType"` PriceMatch string `json:"priceMatch"` SelfTradePreventionMode string `json:"selfTradePreventionMode"` GoodTillDate int64 `json:"goodTillDate"` RecvWindow int64 `json:"recvWindow"` }
type Futures_PriceCandlestick ¶
type Futures_PriceCandlestick struct { // Kline open time OpenTime int64 // Open price Open string // High price High string // Low price Low string // Close price Close string // Volume Ignore1 string // Kline Close time CloseTime int64 // Quote asset volume Ignore2 string // Number of trades Ignore3 int64 // Taker buy base asset volume Ignore4 string // Taker buy quote asset volume Ignore5 string // Unused field, ignore. Unused string }
type Futures_PriceMatch_ENUM ¶
type Futures_PriceTicker ¶ added in v0.0.11
type Futures_RateLimitType ¶
type Futures_STPModes_ENUM ¶
type Futures_Symbol ¶
type Futures_Symbol struct { Symbol string `json:"symbol"` Pair string `json:"pair"` ContractType string `json:"contractType"` DeliveryDate int64 `json:"deliveryDate"` OnboardDate int64 `json:"onboardDate"` Status string `json:"status"` // ignore MaintMarginPercent string `json:"maintMarginPercent"` // ignore RequiredMarginPercent string `json:"requiredMarginPercent"` BaseAsset string `json:"baseAsset"` QuoteAsset string `json:"quoteAsset"` PricePrecision int64 `json:"pricePrecision"` QuantityPrecision int64 `json:"quantityPrecision"` BaseAssetPrecision int64 `json:"baseAssetPrecision"` QuoteAssetPrecision int64 `json:"quoteAssetPrecision"` UnderlyingType string `json:"underlyingType"` UnderlyingSubType []string `json:"underlyingSubType"` SettlePlan int64 `json:"settlePlan"` TriggerProtect string `json:"triggerProtect"` Filters Futures_SymbolFilters OrderType []string `json:"orderType"` TimeInForce []string `json:"timeInForce"` LiquidationFee string `json:"liquidationFee"` MarketTakeBound string `json:"marketTakeBound"` }
func (*Futures_Symbol) LOT_SIZE ¶ added in v0.0.10
func (futuresSymbol *Futures_Symbol) LOT_SIZE(quantity float64) (isValid bool, reason string, suggestion float64, err *Error)
Checks if the quantity passes the "LOT_SIZE" ¶
"reason" is returned on any failure, possible values are:
- "minQty" if the quantity < minQty. "suggestion" will be returned with the value "minQty".
- "maxQty" if the quantity > maxQty. "suggestion" will be returned with the value "maxQty".
- "stepSize" if the quantity % stepSize != 0. "suggestion" will be returned with the corrected value.
"suggestion" must be ignored if it is returned as 0. "suggestion" is always returned as "quantity" if it passes the filter.
func (*Futures_Symbol) LOT_SIZE_COMPACT ¶ added in v0.0.10
func (futuresSymbol *Futures_Symbol) LOT_SIZE_COMPACT(price float64) (isValid bool, err *Error)
Checks if the price passes the "LOT_SIZE" ¶
func (*Futures_Symbol) MARKET_LOT_SIZE ¶ added in v0.0.10
func (futuresSymbol *Futures_Symbol) MARKET_LOT_SIZE(quantity float64) (isValid bool, reason string, suggestion float64, err *Error)
Checks if the quantity passes the "LOT_SIZE" ¶
"reason" is returned on any failure, possible values are:
- "minQty" if the quantity < minQty. "suggestion" will be returned with the value "minQty".
- "maxQty" if the quantity > maxQty. "suggestion" will be returned with the value "maxQty".
- "stepSize" if the quantity % stepSize != 0. "suggestion" will be returned with the corrected value.
"suggestion" must be ignored if it is returned as 0. "suggestion" is always returned as "quantity" if it passes the filter.
func (*Futures_Symbol) MARKET_LOT_SIZE_COMPACT ¶ added in v0.0.10
func (futuresSymbol *Futures_Symbol) MARKET_LOT_SIZE_COMPACT(price float64) (isValid bool, err *Error)
Checks if the price passes the "MARKET_LOT_SIZE" ¶
func (*Futures_Symbol) PRICE_FILTER ¶ added in v0.0.10
func (futuresSymbol *Futures_Symbol) PRICE_FILTER(price float64) (isValid bool, reason string, suggestion float64, err *Error)
Checks if the price passes the "PRICE_FILTER" ¶
"reason" is returned on any failure, possible values are:
- "minPrice" if the price < minPrice. "suggestion" will be returned with the value "minPrice".
- "maxPrice" if the price > maxPrice. "suggestion" will be returned with the value "maxPrice".
- "tickSize" if the price % tickSize != 0. "suggestion" will be returned with the corrected value.
"suggestion" must be ignored if it is returned as 0. "suggestion" is always returned as "price" if it passes the filter.
func (*Futures_Symbol) PRICE_FILTER_COMPACT ¶ added in v0.0.10
func (futuresSymbol *Futures_Symbol) PRICE_FILTER_COMPACT(price float64) (isValid bool, err *Error)
Checks if the price passes the "PRICE_FILTER" ¶
func (*Futures_Symbol) TruncPrice ¶
func (futuresSymbol *Futures_Symbol) TruncPrice(priceStr string) string
Truncates a price string to the last significant digit ¶
Symbol Filters rule "PRICE_FILTER" defines the highest precision the symbol accepts i.e: BTCUSDT has a precision of 2, meaning if you want to buy BTCUSDT at "123_456.7891", it would be truncated down to "123_456.78"
func (*Futures_Symbol) TruncPrice_float64 ¶
func (futuresSymbol *Futures_Symbol) TruncPrice_float64(price float64) string
Truncates a price string to the last significant digit ¶
Symbol Filters rule "PRICE_FILTER" defines the highest precision the symbol accepts i.e: BTCUSDT has a precision of 2, meaning if you want to buy BTCUSDT at "123_456.7891", it would be truncated down to "123_456.78"
func (*Futures_Symbol) TruncQuantity ¶ added in v0.0.10
func (futuresSymbol *Futures_Symbol) TruncQuantity(quantity string, IsForMarketOrder bool) string
func (*Futures_Symbol) TruncQuantity_float64 ¶ added in v0.0.10
func (futuresSymbol *Futures_Symbol) TruncQuantity_float64(quantity float64, IsForMarketOrder bool) string
Truncates a price string to the last significant digit ¶
Symbol Filters rule "LOT_SIZE" defines the highest precision the symbol's Quantity (via base asset) accepts And for MARKET orders the "MARKET_LOT_SIZE" also applies i.e: BTCUSDT has a precision of 5, meaning if you want to buy "0.12345678" BTC, it would be truncated down to "0.12345" BTC
func (*Futures_Symbol) UnmarshalJSON ¶
func (symbol *Futures_Symbol) UnmarshalJSON(data []byte) error
type Futures_SymbolFilters ¶
type Futures_SymbolFilters struct { PRICE_FILTER *Futures_SymbolFilter_PRICE_FILTER LOT_SIZE *Futures_SymbolFilter_LOT_SIZE MARKET_LOT_SIZE *Futures_SymbolFilter_MARKET_LOT_SIZE MAX_NUM_ORDERS *Futures_SymbolFilter_MAX_NUM_ORDERS MAX_NUM_ALGO_ORDERS *Futures_SymbolFilter_MAX_NUM_ALGO_ORDERS PERCENT_PRICE *Futures_SymbolFilter_PERCENT_PRICE MIN_NOTIONAL *Futures_SymbolFilter_MIN_NOTIONAL }
type Futures_SymbolTypes_ENUM ¶
type Futures_SymbolTypes_ENUM struct {
FUTURE string
}
type Futures_Time ¶
type Futures_Trade ¶
type Futures_UserCommissionRate ¶ added in v0.0.17
type Futures_Websocket ¶
type Futures_Websocket struct { Websocket *Websocket Conn *ws.Conn // Host server's URL BaseURL string // contains filtered or unexported fields }
func (*Futures_Websocket) Close ¶
func (futures_ws *Futures_Websocket) Close() error
func (*Futures_Websocket) ListSubscriptions ¶
func (futures_ws *Futures_Websocket) ListSubscriptions(timeout_sec ...int) (resp *FuturesWS_ListSubscriptions_Response, hasTimedOut bool, err *Error)
func (*Futures_Websocket) Reconnect ¶
func (futures_ws *Futures_Websocket) Reconnect()
Forcefully reconnects the socket Also makes it a reconnecting socket if it weren't before Useless, but there nonetheless...
func (*Futures_Websocket) SetCloseListener ¶
func (futures_ws *Futures_Websocket) SetCloseListener(f func(code int, text string))
This is called when the websocket closes indefinitely Meaning when you invoke the 'Close()' method Or any other way a websocket is set to never reconnect on a disconnection
func (*Futures_Websocket) SetDisconnectListener ¶
func (futures_ws *Futures_Websocket) SetDisconnectListener(f func(code int, text string))
This is called when socket has been disconnected Called when the detected a disconnection and wants to reconnect afterwards Usually called right before the 'ReconnectingListener'
func (*Futures_Websocket) SetMessageListener ¶
func (futures_ws *Futures_Websocket) SetMessageListener(f func(messageType int, msg []byte))
func (*Futures_Websocket) SetPingListener ¶
func (futures_ws *Futures_Websocket) SetPingListener(f func(appData string))
func (*Futures_Websocket) SetPongListener ¶
func (futures_ws *Futures_Websocket) SetPongListener(f func(appData string))
func (*Futures_Websocket) SetReconnectListener ¶
func (futures_ws *Futures_Websocket) SetReconnectListener(f func())
This is called when the socket has successfully reconnected after a disconnection
func (*Futures_Websocket) SetReconnectingListener ¶
func (futures_ws *Futures_Websocket) SetReconnectingListener(f func())
This is called when socket began reconnecting
func (*Futures_Websocket) Subscribe ¶
func (futures_ws *Futures_Websocket) Subscribe(stream ...string) (resp *FuturesWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*Futures_Websocket) Unsubscribe ¶
func (futures_ws *Futures_Websocket) Unsubscribe(stream ...string) (resp *FuturesWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type Futures_Websocket_Constants ¶
type Futures_Websocket_Constants struct {
URLs []string
}
type Futures_Websockets ¶
type Futures_Websockets struct {
// contains filtered or unexported fields
}
func (*Futures_Websockets) AggTrade ¶
func (futures_ws *Futures_Websockets) AggTrade(publicOnMessage func(aggTrade *FuturesWS_AggTrade), symbol ...string) (*FuturesWS_AggTrade_Socket, *Error)
func (*Futures_Websockets) AllBookTickers ¶
func (futures_ws *Futures_Websockets) AllBookTickers(publicOnMessage func(bookTickers []*FuturesWS_BookTicker)) (*FuturesWS_AllBookTickers_Socket, *Error)
func (*Futures_Websockets) AllMarkPrices ¶
func (futures_ws *Futures_Websockets) AllMarkPrices(publicOnMessage func(markPrices []*FuturesWS_MarkPrice), isFast ...bool) (*FuturesWS_AllMarkPrices_Socket, *Error)
func (*Futures_Websockets) BookTicker ¶
func (futures_ws *Futures_Websockets) BookTicker(publicOnMessage func(bookTicker *FuturesWS_BookTicker), symbol ...string) (*FuturesWS_BookTicker_Socket, *Error)
func (*Futures_Websockets) ContractInfo ¶
func (futures_ws *Futures_Websockets) ContractInfo(publicOnMessage func(contractInfo *FuturesWS_ContractInfo)) (*FuturesWS_ContractInfo_Socket, *Error)
func (*Futures_Websockets) CreateSocket ¶
func (*Futures_Websockets) CreateSocket(streams []string, isCombined bool) (*Futures_Websocket, *Error)
func (*Futures_Websockets) MarkPrice ¶
func (futures_ws *Futures_Websockets) MarkPrice(publicOnMessage func(markPrice *FuturesWS_MarkPrice), params ...FuturesWS_MarkPrice_Params) (*FuturesWS_MarkPrice_Socket, *Error)
type RequestClient ¶
type RequestClient struct {
// contains filtered or unexported fields
}
func (*RequestClient) APIKEY_only ¶
func (*RequestClient) Set_APIKEY ¶
func (requestClient *RequestClient) Set_APIKEY(APIKEY string, APISECRET string)
type Response ¶
type Response struct { Status string // e.g. "200 OK" StatusCode int // e.g. 200 Proto string // e.g. "HTTP/1.0" ProtoMajor int // e.g. 1 ProtoMinor int // e.g. 0 // Header maps header keys to values. If the response had multiple // headers with the same key, they may be concatenated, with comma // delimiters. (RFC 7230, section 3.2.2 requires that multiple headers // be semantically equivalent to a comma-delimited sequence.) When // Header values are duplicated by other fields in this struct (e.g., // ContentLength, TransferEncoding, Trailer), the field values are // authoritative. // // Keys in the map are canonicalized (see CanonicalHeaderKey). Header http.Header Body []byte // ContentLength records the length of the associated content. The // value -1 indicates that the length is unknown. Unless Request.Method // is "HEAD", values >= 0 indicate that the given number of bytes may // be read from Body. ContentLength int64 // Contains transfer encodings from outer-most to inner-most. Value is // nil, means that "identity" encoding is used. TransferEncoding []string // Close records whether the header directed that the connection be // closed after reading Body. The value is advice for clients: neither // ReadResponse nor Response.Write ever closes a connection. Close bool // Uncompressed reports whether the response was sent compressed but // was decompressed by the http package. When true, reading from // Body yields the uncompressed content instead of the compressed // content actually set from the server, ContentLength is set to -1, // and the "Content-Length" and "Content-Encoding" fields are deleted // from the responseHeader. To get the original response from // the server, set Transport.DisableCompression to true. Uncompressed bool // Trailer maps trailer keys to values in the same // format as Header. // // The Trailer initially contains only nil values, one for // each key specified in the server's "Trailer" header // value. Those values are not added to Header. // // Trailer must not be accessed concurrently with Read calls // on the Body. // // After Body.Read has returned io.EOF, Trailer will contain // any trailer values sent by the server. Trailer http.Header // Request is the request that was sent to obtain this Response. // Request's Body is nil (having already been consumed). // This is only populated for Client requests. Request *http.Request // TLS contains information about the TLS connection on which the // response was received. It is nil for unencrypted responses. // The pointer is shared between responses and should not be // modified. TLS *tls.ConnectionState }
func (*Response) GetUsedWeight ¶
Fetches the current used weight returned the request. ¶
interval: "1m", "3m", "1d", "1W", "1M", or simply ""
But most common and only one used as of writing this is "1m"
Returns an error if the header is not found
type SPOT_Symbol_FilterTypes_ENUM ¶
type SPOT_Symbol_FilterTypes_ENUM struct { PRICE_FILTER string PERCENT_PRICE string PERCENT_PRICE_BY_SIDE string LOT_SIZE string MIN_NOTIONAL string NOTIONAL string ICEBERG_PARTS string MARKET_LOT_SIZE string MAX_NUM_ORDERS string MAX_NUM_ALGO_ORDERS string MAX_NUM_ICEBERG_ORDERS string MAX_POSITION string TRAILING_DELTA string }
type Spot ¶
type Spot struct { API APIKEYS Websockets Spot_Websockets // contains filtered or unexported fields }
func (*Spot) AccountInfo ¶
func (spot *Spot) AccountInfo(opt_params ...Spot_AccountInfo_Params) (*Spot_AccountInfo, *Response, *Error)
func (*Spot) AggTrades ¶
func (spot *Spot) AggTrades(symbol string, opt_params ...*Spot_AggTrades_Params) ([]*Spot_AggTrade, *Response, *Error)
#Compressed/Aggregate trades list
Get compressed, aggregate trades. Trades that fill at the time, from the same taker order, with the same price will have the quantity aggregated.
Weight: 2
Parameters:
type Spot_AggTrades_Params struct { // Default 500; max 1000. Limit int64 // ID to get aggregate trades from INCLUSIVE. FromId int64 // Timestamp in ms to get aggregate trades from INCLUSIVE. StartTime int64 // Timestamp in ms to get aggregate trades until INCLUSIVE. EndTime int64 }
func (*Spot) AveragePrice ¶
func (spot *Spot) AveragePrice(symbol string) (*Spot_AveragePrice, *Response, *Error)
func (*Spot) BookTicker ¶
func (spot *Spot) BookTicker(symbol ...string) ([]*Spot_BookTicker, *Response, *Error)
func (*Spot) Candlesticks ¶
func (spot *Spot) Candlesticks(symbol string, interval string, opt_params ...*Spot_Candlesticks_Params) ([]*Spot_Candlestick, *Response, *Error)
Kline/Candlestick data ¶
Kline/candlestick bars for a symbol. Klines are uniquely identified by their open time.
Weight: 2
Parameters:
type Spot_Candlesticks_Params struct { // Default: 0 (UTC) TimeZone string StartTime int64 EndTime int64 // Default 500; max 1000. // # Interval interval value // // seconds: "1s" // // minutes: "1m", "3m", "5m", "15m", "30m" // // hours: "1h", "2h", "4h", "6h", "8h", "12h" // // days: "1d", "3d" // // weeks: "1w" // // months: "1M" Limit int64 }
Supported kline intervals (case-sensitive): ¶
Interval interval value ¶
seconds: "1s"
minutes: "1m", "3m", "5m", "15m", "30m"
hours: "1h", "2h", "4h", "6h", "8h", "12h"
days: "1d", "3d"
weeks: "1w"
months: "1M"
func (*Spot) ExchangeInfo ¶
func (spot *Spot) ExchangeInfo() (*Spot_ExchangeInfo, *Response, *Error)
Exchange information ¶
Current exchange trading rules and symbol information
Weight: 20
func (*Spot) ExchangeInfo_Params ¶
func (spot *Spot) ExchangeInfo_Params(params *Spot_ExchangeInfo_Params) (*Spot_ExchangeInfo, *Response, *Error)
Exchange information ¶
Current exchange trading rules and symbol information with optional parameters
Weight: 20
usage:
data, _, err := binance.Spot.ExchangeInfo_Params(&Spot_ExchangeInfo_Params{SymbolStatus: "TRADING", Permissions: []string{"SPOT"}})
Parameters:
type Spot_ExchangeInfo_Params struct { Symbol string Symbols []string Permissions []string SymbolStatus string // The logic is flipped with "Dont Show" here // Because bools are always initialize as "false" while the exchange default is "true" DontShowPermissionSets bool }
func (*Spot) LimitBuy ¶
func (spot *Spot) LimitBuy(symbol string, price string, quantity string, opt_params ...Spot_LimitOrder_Params) (*Spot_Order, *Response, *Error)
func (*Spot) LimitMakerBuy ¶
func (spot *Spot) LimitMakerBuy(symbol string, quantity string, price string, opt_params ...Spot_LimitMakerOrder_Params) (*Spot_Order, *Response, *Error)
func (*Spot) LimitMakerOrder ¶
func (spot *Spot) LimitMakerOrder(symbol string, side string, quantity string, price string, opt_params ...Spot_LimitMakerOrder_Params) (*Spot_Order, *Response, *Error)
func (*Spot) LimitMakerSell ¶
func (spot *Spot) LimitMakerSell(symbol string, side string, quantity string, price string, opt_params ...Spot_LimitMakerOrder_Params) (*Spot_Order, *Response, *Error)
func (*Spot) LimitOrder ¶
func (spot *Spot) LimitOrder(symbol string, side string, price string, quantity string, opt_params ...Spot_LimitOrder_Params) (*Spot_Order, *Response, *Error)
func (*Spot) LimitSell ¶
func (spot *Spot) LimitSell(symbol string, price string, quantity string, opt_params ...Spot_LimitOrder_Params) (*Spot_Order, *Response, *Error)
func (*Spot) MarketBuy ¶
func (spot *Spot) MarketBuy(symbol string, side string, orderValue string, is_OrderValue_in_BaseAsset bool, opt_params ...Spot_MarketOrder_Params) (*Spot_Order, *Response, *Error)
func (*Spot) MarketOrder ¶
func (spot *Spot) MarketOrder(symbol string, side string, orderValue string, is_OrderValue_in_BaseAsset bool, opt_params ...Spot_MarketOrder_Params) (*Spot_Order, *Response, *Error)
func (*Spot) MarketSell ¶
func (spot *Spot) MarketSell(symbol string, side string, orderValue string, is_OrderValue_in_BaseAsset bool, opt_params ...Spot_MarketOrder_Params) (*Spot_Order, *Response, *Error)
func (*Spot) MiniTicker ¶
func (spot *Spot) MiniTicker(opt_params *Spot_Ticker_Params) ([]*Spot_MiniTicker, *Response, *Error)
func (*Spot) MiniTicker_RollingWindow ¶
func (spot *Spot) MiniTicker_RollingWindow(opt_params *Spot_Ticker_RollingWindow_Params) ([]*Spot_MiniTicker_RollingWindow, *Response, *Error)
func (*Spot) MiniTicker_RollingWindow24h ¶
func (spot *Spot) MiniTicker_RollingWindow24h(symbol ...string) ([]*Spot_MiniTicker_RollingWindow24h, *Response, *Error)
func (*Spot) NewOrder ¶
func (spot *Spot) NewOrder(symbol string, side string, Type string, opt_params ...Spot_Order_Params) (*Spot_Order, *Response, *Error)
func (*Spot) OldTrades ¶
func (spot *Spot) OldTrades(symbol string, opt_params ...*Spot_OldTrades_Params) ([]*Spot_Trade, *Response, *Error)
Old trade lookup ¶
Get older trades.
Weight: 25
Parameters:
type Spot_OldTrades_Params struct { // Default 500; max 1000. Limit int64 // TradeId to fetch from. Default gets most recent trades. FromId int64 }
func (*Spot) OrderBook ¶
Order Book ¶
Weight adjusted based on the limit:
| ------------------------------ |
| Limit Request Weight | ¶
| ------------------------------ |
| 1-100 => 5
| 101-500 => 25
| 501-1000 => 50
| 1001-5000 => 250
func (*Spot) PriceTicker ¶
func (spot *Spot) PriceTicker(symbol ...string) ([]*Spot_PriceTicker, *Response, *Error)
func (*Spot) QueryOrder ¶
func (spot *Spot) QueryOrder(symbol string, orderId int64, opt_params ...Spot_QueryOrder_Params) (*Spot_Order, *Response, *Error)
func (*Spot) RecentTrades ¶
Recent trades list ¶
Get recent trades.
Weight: 25
limit's default is 500, nax is 1000
func (*Spot) ServerTime ¶
Check server time ¶
Test connectivity to the Rest API and get the current server time.
Weight: 1
Data Source: Memory
func (*Spot) Ticker ¶
func (spot *Spot) Ticker(opt_params *Spot_Ticker_Params) ([]*Spot_Ticker, *Response, *Error)
func (*Spot) Ticker_RollingWindow ¶
func (spot *Spot) Ticker_RollingWindow(opt_params *Spot_Ticker_RollingWindow_Params) ([]*Spot_Ticker_RollingWindow, *Response, *Error)
func (*Spot) Ticker_RollingWindow24h ¶
func (spot *Spot) Ticker_RollingWindow24h(symbol ...string) ([]*Spot_Ticker_RollingWindow24h, *Response, *Error)
func (*Spot) UIKlines ¶
func (spot *Spot) UIKlines(symbol string, interval string, opt_params ...*Spot_Candlesticks_Params) ([]*Spot_Candlestick, *Response, *Error)
type SpotRequest ¶
type SpotRequest struct {
// contains filtered or unexported fields
}
type SpotWS_AggTrade ¶
type SpotWS_AggTrade struct { Event string `json:"e"` EventTime int64 `json:"E"` Symbol string `json:"s"` // Trade ID AggTradeId int64 `json:"a"` Price string `json:"p"` Quantity string `json:"q"` // First Trade ID FirstTradeId int64 `json:"f"` // Last Trade ID LastTradeId int64 `json:"l"` // Trade time Timestamp int64 `json:"T"` // Is the buyer the market maker? IsMaker bool `json:"m"` // Ignore Ignore bool `json:"M"` }
type SpotWS_AggTrade_Socket ¶
type SpotWS_AggTrade_Socket struct {
Handler *Spot_Websocket
}
func (*SpotWS_AggTrade_Socket) CreateStreamName ¶
func (*SpotWS_AggTrade_Socket) CreateStreamName(symbol string) string
func (*SpotWS_AggTrade_Socket) Subscribe ¶
func (socket *SpotWS_AggTrade_Socket) Subscribe(symbol ...string) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*SpotWS_AggTrade_Socket) Unsubscribe ¶
func (socket *SpotWS_AggTrade_Socket) Unsubscribe(symbol ...string) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type SpotWS_AllMiniTickers_Socket ¶
type SpotWS_AllMiniTickers_Socket struct {
Handler *Spot_Websocket
}
func (*SpotWS_AllMiniTickers_Socket) CreateStreamName ¶
func (*SpotWS_AllMiniTickers_Socket) CreateStreamName() string
func (*SpotWS_AllMiniTickers_Socket) Subscribe ¶
func (socket *SpotWS_AllMiniTickers_Socket) Subscribe() (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*SpotWS_AllMiniTickers_Socket) Unsubscribe ¶
func (socket *SpotWS_AllMiniTickers_Socket) Unsubscribe() (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type SpotWS_AllRollingWindowStatistics_Socket ¶
type SpotWS_AllRollingWindowStatistics_Socket struct {
Handler *Spot_Websocket
}
func (*SpotWS_AllRollingWindowStatistics_Socket) CreateStreamName ¶
func (*SpotWS_AllRollingWindowStatistics_Socket) CreateStreamName(WindowSize string) string
func (*SpotWS_AllRollingWindowStatistics_Socket) Subscribe ¶
func (socket *SpotWS_AllRollingWindowStatistics_Socket) Subscribe(WindowSize ...string) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*SpotWS_AllRollingWindowStatistics_Socket) Unsubscribe ¶
func (socket *SpotWS_AllRollingWindowStatistics_Socket) Unsubscribe(WindowSize ...string) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type SpotWS_AllTickers_Socket ¶
type SpotWS_AllTickers_Socket struct {
Handler *Spot_Websocket
}
func (*SpotWS_AllTickers_Socket) CreateStreamName ¶
func (*SpotWS_AllTickers_Socket) CreateStreamName() string
func (*SpotWS_AllTickers_Socket) Subscribe ¶
func (socket *SpotWS_AllTickers_Socket) Subscribe() (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*SpotWS_AllTickers_Socket) Unsubscribe ¶
func (socket *SpotWS_AllTickers_Socket) Unsubscribe() (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type SpotWS_AveragePrice ¶
type SpotWS_AveragePrice_Socket ¶
type SpotWS_AveragePrice_Socket struct {
Handler *Spot_Websocket
}
func (*SpotWS_AveragePrice_Socket) CreateStreamName ¶
func (*SpotWS_AveragePrice_Socket) CreateStreamName(symbol string) string
func (*SpotWS_AveragePrice_Socket) Subscribe ¶
func (socket *SpotWS_AveragePrice_Socket) Subscribe(symbol ...string) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*SpotWS_AveragePrice_Socket) Unsubscribe ¶
func (socket *SpotWS_AveragePrice_Socket) Unsubscribe(symbol ...string) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type SpotWS_BookTicker ¶
type SpotWS_BookTicker_Socket ¶
type SpotWS_BookTicker_Socket struct {
Handler *Spot_Websocket
}
func (*SpotWS_BookTicker_Socket) CreateStreamName ¶
func (*SpotWS_BookTicker_Socket) CreateStreamName(symbol string) string
func (*SpotWS_BookTicker_Socket) Subscribe ¶
func (socket *SpotWS_BookTicker_Socket) Subscribe(symbol ...string) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*SpotWS_BookTicker_Socket) Unsubscribe ¶
func (socket *SpotWS_BookTicker_Socket) Unsubscribe(symbol ...string) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type SpotWS_Candlestick ¶
type SpotWS_Candlestick struct { // Kline start time OpenTime int64 `json:"t"` // Kline close time CloseTime int64 `json:"T"` // Symbol Symbol string `json:"s"` // Interval Interval string `json:"i"` // First trade ID FirstTradeId int64 `json:"f"` // Last trade ID LastTradeId int64 `json:"L"` // Open price Open string `json:"o"` // Close price Close string `json:"c"` // High price High string `json:"h"` // Low price Low string `json:"l"` // Base asset volume BaseAssetVolume string `json:"v"` // Number of trades TradeCount int64 `json:"n"` // Is this kline closed? IsClosed bool `json:"x"` // Quote asset volume QuoteAssetVolume string `json:"q"` // Taker buy base asset volume TakerBuyBaseAssetVolume string `json:"V"` // Taker buy quote asset volume TakerBuyQuoteAssetVolume string `json:"Q"` // Ignore Ignore string `json:"B"` }
type SpotWS_Candlestick_MSG ¶
type SpotWS_Candlestick_MSG struct { // Event type Event string `json:"e"` // Event time EventTime int64 `json:"E"` // Symbol Symbol string `json:"s"` Candle *SpotWS_Candlestick `json:"k"` }
type SpotWS_Candlestick_Socket ¶
type SpotWS_Candlestick_Socket struct {
Handler *Spot_Websocket
}
func (*SpotWS_Candlestick_Socket) CreateStreamName ¶
func (*SpotWS_Candlestick_Socket) CreateStreamName(symbol string, interval string) string
func (*SpotWS_Candlestick_Socket) Subscribe ¶
func (socket *SpotWS_Candlestick_Socket) Subscribe(identifiers ...SpotWS_Candlestick_StreamIdentifier) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*SpotWS_Candlestick_Socket) Unsubscribe ¶
func (socket *SpotWS_Candlestick_Socket) Unsubscribe(identifiers ...SpotWS_Candlestick_StreamIdentifier) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type SpotWS_Candlestick_TimezoneOffset_Socket ¶
type SpotWS_Candlestick_TimezoneOffset_Socket struct {
Handler *Spot_Websocket
}
func (*SpotWS_Candlestick_TimezoneOffset_Socket) CreateStreamName ¶
func (*SpotWS_Candlestick_TimezoneOffset_Socket) CreateStreamName(symbol string, interval string) string
func (*SpotWS_Candlestick_TimezoneOffset_Socket) Subscribe ¶
func (socket *SpotWS_Candlestick_TimezoneOffset_Socket) Subscribe(identifiers ...SpotWS_Candlestick_StreamIdentifier) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*SpotWS_Candlestick_TimezoneOffset_Socket) Unsubscribe ¶
func (socket *SpotWS_Candlestick_TimezoneOffset_Socket) Unsubscribe(identifiers ...SpotWS_Candlestick_StreamIdentifier) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type SpotWS_DiffBookDepth ¶
type SpotWS_DiffBookDepth struct { // Event type Event string `json:"e"` // Event time EventTime int64 `json:"E"` // Symbol Symbol string `json:"s"` // First update ID in event FirstUpdateId int64 `json:"U"` // Final update ID in event FinalUpdateId int64 `json:"u"` // Bids to be updated Bids [][2]string `json:"b"` // Asks to be updated Asks [][2]string `json:"a"` }
{ "Event": "depthUpdate", // Event type "EventTime": 1672515782136, // Event time "Symbol": "BNBBTC", // Symbol "FirstUpdateId": 157, // First update ID in event "FinalUpdateId": 160, // Final update ID in event "Bids": [ [ "0.0024", // Price level to be updated "10" // Quantity ] ], "Asks": [ [ "0.0026", // Price level to be updated "100" // Quantity ] ] }
type SpotWS_DiffBookDepth_Socket ¶
type SpotWS_DiffBookDepth_Socket struct {
Handler *Spot_Websocket
}
func (*SpotWS_DiffBookDepth_Socket) CreateStreamName ¶
func (*SpotWS_DiffBookDepth_Socket) CreateStreamName(symbol string, isFast bool) string
func (*SpotWS_DiffBookDepth_Socket) Subscribe ¶
func (socket *SpotWS_DiffBookDepth_Socket) Subscribe(identifiers ...SpotWS_DiffBookDepth_StreamIdentifier) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*SpotWS_DiffBookDepth_Socket) Unsubscribe ¶
func (socket *SpotWS_DiffBookDepth_Socket) Unsubscribe(identifiers ...SpotWS_DiffBookDepth_StreamIdentifier) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type SpotWS_MiniTicker ¶
type SpotWS_MiniTicker struct { // Event type Event string `json:"e"` // Event time EventTime int64 `json:"E"` // Symbol Symbol string `json:"s"` // Close price Close string `json:"c"` // Open price Open string `json:"o"` // High price High string `json:"h"` // Low price Low string `json:"l"` // Total traded base asset volume BaseAssetVolume string `json:"v"` // Total traded quote asset volume QuoteAssetVolume string `json:"q"` }
type SpotWS_MiniTicker_Socket ¶
type SpotWS_MiniTicker_Socket struct {
Handler *Spot_Websocket
}
func (*SpotWS_MiniTicker_Socket) CreateStreamName ¶
func (*SpotWS_MiniTicker_Socket) CreateStreamName(symbol string) string
func (*SpotWS_MiniTicker_Socket) Subscribe ¶
func (socket *SpotWS_MiniTicker_Socket) Subscribe(symbol ...string) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*SpotWS_MiniTicker_Socket) Unsubscribe ¶
func (socket *SpotWS_MiniTicker_Socket) Unsubscribe(symbol ...string) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type SpotWS_PartialBookDepth ¶
type SpotWS_PartialBookDepth struct { // Last update ID LastUpdateId int64 `json:"lastUpdateId"` // Bids to be updated // [ // [ // "0.0024", // Price level to be updated // "10" // Quantity // ] // ], // ... Bids [][2]string `json:"bids"` // Asks to be updated // [ // [ // "0.0026", // Price level to be updated // "100" // Quantity // ], // ... // ] Asks [][2]string `json:"asks"` }
{ "LastUpdateId": 160, // Last update ID "Bids": [ // Bids to be updated [ "0.0024", // Price level to be updated "10" // Quantity ] ], "Asks": [ // Asks to be updated [ "0.0026", // Price level to be updated "100" // Quantity ] ] }
type SpotWS_PartialBookDepth_Socket ¶
type SpotWS_PartialBookDepth_Socket struct {
Handler *Spot_Websocket
}
func (*SpotWS_PartialBookDepth_Socket) CreateStreamName ¶
func (*SpotWS_PartialBookDepth_Socket) CreateStreamName(symbol string, levels int, isFast bool) string
func (*SpotWS_PartialBookDepth_Socket) Subscribe ¶
func (socket *SpotWS_PartialBookDepth_Socket) Subscribe(identifiers ...SpotWS_PartialBookDepth_StreamIdentifier) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*SpotWS_PartialBookDepth_Socket) Unsubscribe ¶
func (socket *SpotWS_PartialBookDepth_Socket) Unsubscribe(identifiers ...SpotWS_PartialBookDepth_StreamIdentifier) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type SpotWS_PrivateMessage ¶
type SpotWS_PrivateMessage struct {
Id string `json:"id"`
}
type SpotWS_RollingWindowStatistic ¶
type SpotWS_RollingWindowStatistic struct { // Event type Event string `json:"e"` // Event time EventTime int64 `json:"E"` // Symbol Symbol string `json:"s"` // Price change PriceChange string `json:"p"` // Price change percent PriceChangePercent string `json:"P"` // Open price Open string `json:"o"` // High price High string `json:"h"` // Low price Low string `json:"l"` // Last price LastPrice string `json:"c"` // Weighted average price WeightedAveragePrice string `json:"w"` // Total traded base asset volume BaseAssetVolume string `json:"v"` // Total traded quote asset volume QuoteAssetVolume string `json:"q"` // Statistics open time OpenTime int64 `json:"O"` // Statistics close time CloseTime int64 `json:"C"` // First trade ID FirstTradeId int64 `json:"F"` // Last trade Id LastTradeId int64 `json:"L"` // Total number of trades TradeCount int64 `json:"n"` }
type SpotWS_RollingWindowStatistics_Socket ¶
type SpotWS_RollingWindowStatistics_Socket struct {
Handler *Spot_Websocket
}
func (*SpotWS_RollingWindowStatistics_Socket) CreateStreamName ¶
func (*SpotWS_RollingWindowStatistics_Socket) CreateStreamName(symbol string, windowSize string) string
func (*SpotWS_RollingWindowStatistics_Socket) Subscribe ¶
func (socket *SpotWS_RollingWindowStatistics_Socket) Subscribe(identifiers ...SpotWS_RollingWindowStatistics_StreamIdentifier) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*SpotWS_RollingWindowStatistics_Socket) Unsubscribe ¶
func (socket *SpotWS_RollingWindowStatistics_Socket) Unsubscribe(identifiers ...SpotWS_RollingWindowStatistics_StreamIdentifier) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type SpotWS_Subscribe_Response ¶
type SpotWS_Subscribe_Response struct {
Id string `json:"id"`
}
type SpotWS_Ticker ¶
type SpotWS_Ticker struct { // Event type Event string `json:"e"` // Event time EventTime int64 `json:"E"` // Symbol Symbol string `json:"s"` // Price change PriceChange string `json:"p"` // Price change percent PriceChangePercent string `json:"P"` // Weighted average price WeightedAveragePrice string `json:"w"` // First trade(F)-1 price (first trade before the 24hr rolling window) PreviousFirstTradePrice string `json:"x"` // Last price LastPrice string `json:"c"` // Last quantity LastQty string `json:"Q"` // Best bid price Bid string `json:"b"` // Best bid quantity BidQty string `json:"B"` // Best ask price Ask string `json:"a"` // Best ask quantity AskQty string `json:"A"` // Open price Open string `json:"o"` // High price High string `json:"h"` // Low price Low string `json:"l"` // Total traded base asset volume BaseAssetVolume string `json:"v"` // Total traded quote asset volume QuoteAssetVolume string `json:"q"` // Statistics open time OpenTime int64 `json:"O"` // Statistics close time CloseTime int64 `json:"C"` // First trade ID FirstTradeId int64 `json:"F"` // Last trade Id LastTradeId int64 `json:"L"` // Total number of trades TradeCount int64 `json:"n"` }
type SpotWS_Ticker_Socket ¶
type SpotWS_Ticker_Socket struct {
Handler *Spot_Websocket
}
func (*SpotWS_Ticker_Socket) CreateStreamName ¶
func (*SpotWS_Ticker_Socket) CreateStreamName(symbol string) string
func (*SpotWS_Ticker_Socket) Subscribe ¶
func (socket *SpotWS_Ticker_Socket) Subscribe(symbol ...string) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*SpotWS_Ticker_Socket) Unsubscribe ¶
func (socket *SpotWS_Ticker_Socket) Unsubscribe(symbol ...string) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type SpotWS_Trade ¶
type SpotWS_Trade struct { Event string `json:"e"` EventTime int64 `json:"E"` Symbol string `json:"s"` // Trade ID TradeID int64 `json:"t"` Price string `json:"p"` Quantity string `json:"q"` // Trade time Timestamp int64 `json:"T"` // Is the buyer the market maker? IsMaker bool `json:"m"` // Ignore Ignore bool `json:"M"` }
type SpotWS_Trade_Socket ¶
type SpotWS_Trade_Socket struct {
Handler *Spot_Websocket
}
func (*SpotWS_Trade_Socket) CreateStreamName ¶
func (*SpotWS_Trade_Socket) CreateStreamName(symbol string) string
func (*SpotWS_Trade_Socket) Subscribe ¶
func (socket *SpotWS_Trade_Socket) Subscribe(symbol ...string) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*SpotWS_Trade_Socket) Unsubscribe ¶
func (socket *SpotWS_Trade_Socket) Unsubscribe(symbol ...string) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type SpotWS_Unsubscribe_Response ¶
type SpotWS_Unsubscribe_Response struct {
Id string `json:"id"`
}
type Spot_AccountInfo ¶
type Spot_AccountInfo struct { UID int64 `json:"uid"` MakerCommission int64 `json:"makerCommission"` TakerCommission int64 `json:"takerCommission"` BuyerCommission int64 `json:"buyerCommission"` SellerCommission int64 `json:"sellerCommission"` CanTrade bool `json:"canTrade"` CanWithdraw bool `json:"canWithdraw"` CanDeposit bool `json:"canDeposit"` Brokered bool `json:"brokered"` RequireSelfTradePrevention bool `json:"requireSelfTradePrevention"` PreventSor bool `json:"preventSor"` UpdateTime int64 `json:"updateTime"` // "AccountType": "SPOT" AccountType string `json:"accountType"` // "CommissionRates": { // "Maker": "0.00150000", // "Taker": "0.00150000", // "Buyer": "0.00000000", // "Seller": "0.00000000" // } CommissionRates *Spot_AccountInfo_CommissionRates `json:"commissionRates"` // [ // { // "Asset": "BTC", // "Free": "4723846.89208129", // "Locked": "0.00000000" // }, // { // "Asset": "LTC", // "Free": "4763368.68006011", // "Locked": "0.00000000" // } // ] Balances []*Spot_AccountInfo_Balances `json:"balances"` // "Permissions": [ // "SPOT" // ] Permissions []string `json:"permissions"` }
type Spot_AccountInfo_Balances ¶
type Spot_AccountInfo_Balances struct { Asset string `json:"asset"` Free string `json:"free"` Locked string `json:"locked"` }
{ "Asset": "LTC", "Free": "4763368.68006011", "Locked": "0.00000000" }
type Spot_AccountInfo_CommissionRates ¶
type Spot_AccountInfo_CommissionRates struct { Maker string `json:"maker"` Taker string `json:"taker"` Buyer string `json:"buyer"` Seller string `json:"seller"` }
{ "Maker": "0.00150000", "Taker": "0.00150000", "Buyer": "0.00000000", "Seller": "0.00000000" }
type Spot_AccountInfo_Params ¶
type Spot_AggTrade ¶
type Spot_AggTrade struct { // Aggregate tradeId AggTradeId int64 `json:"a"` // Price Price string `json:"p"` // Quantity Quantity string `json:"q"` // First tradeId FirstTradeId int64 `json:"f"` // Last tradeId LastTradeId int64 `json:"l"` // Timestamp Timestamp int64 `json:"T"` // Was the buyer the maker? IsMaker bool `json:"m"` // Was the trade the best price match? IsBestMatch bool `json:"M"` }
type Spot_AggTrades_Params ¶
type Spot_AllocationTypes_ENUM ¶
type Spot_AllocationTypes_ENUM struct {
SOR string
}
type Spot_AveragePrice ¶
type Spot_BookTicker ¶
type Spot_Candlestick ¶
type Spot_Candlestick struct { // Kline open time OpenTime int64 // Open price Open string // High price High string // Low price Low string // Close price Close string // Volume Volume string // Kline Close time CloseTime int64 // Quote asset volume QuoteAssetVolume string // Number of trades TradeCount int64 // Taker buy base asset volume TakerBuyBaseAssetVolume string // Taker buy quote asset volume TakerBuyQuoteAssetVolume string // Unused field, ignore. Unused string }
type Spot_ExchangeFilters ¶
type Spot_ExchangeFilters struct { EXCHANGE_MAX_NUM_ORDERS *Spot_ExchangeFilter_EXCHANGE_MAX_NUM_ORDERS EXCHANGE_MAX_NUM_ALGO_ORDERS *Spot_ExchangeFilter_EXCHANGE_MAX_NUM_ALGO_ORDERS EXCHANGE_MAX_NUM_ICEBERG_ORDERS *Spot_ExchangeFilter_EXCHANGE_MAX_NUM_ICEBERG_ORDERS }
type Spot_ExchangeInfo ¶
type Spot_ExchangeInfo struct { Timezone string `json:"timezone"` ServerTime int64 `json:"serverTime"` RateLimits []*Spot_RateLimitType `json:"rateLimits"` ExchangeFilters *Spot_ExchangeFilters Symbols_arr []*Spot_Symbol `json:"symbols"` Symbols map[string]*Spot_Symbol Sors []*Spot_ExchangeInfo_SORS `json:"sors"` }
func (*Spot_ExchangeInfo) UnmarshalJSON ¶
func (exchangeInfo *Spot_ExchangeInfo) UnmarshalJSON(data []byte) error
type Spot_ExchangeInfo_SORS ¶
type Spot_LimitOrder_Params ¶
type Spot_MarketOrder_Params ¶
type Spot_MiniTicker ¶
type Spot_MiniTicker struct { Symbol string `json:"symbol"` OpenPrice string `json:"openPrice"` HighPrice string `json:"highPrice"` LowPrice string `json:"lowPrice"` LastPrice string `json:"lastPrice"` // Volume in base asset Volume string `json:"volume"` // Volume in quote asset QuoteVolume string `json:"quoteVolume"` OpenTime int64 `json:"openTime"` CloseTime int64 `json:"closeTime"` // Trade ID of the first trade in the interval FirstId int64 `json:"firstId"` // Trade ID of the last trade in the interval LastId int64 `json:"lastId"` // Number of trades in the interval Count int64 `json:"count"` }
type Spot_MiniTicker_RollingWindow ¶
type Spot_MiniTicker_RollingWindow struct { Symbol string `json:"symbol"` OpenPrice string `json:"openPrice"` HighPrice string `json:"highPrice"` LowPrice string `json:"lowPrice"` LastPrice string `json:"lastPrice"` Volume string `json:"volume"` // Sum of (price * volume) for all trades QuoteVolume string `json:"quoteVolume"` // Open time for ticker window OpenTime int64 `json:"openTime"` // Close time for ticker window CloseTime int64 `json:"closeTime"` // Trade IDs FirstId int64 `json:"firstId"` LastId int64 `json:"lastId"` // Number of trades in the interval Count int64 `json:"count"` }
type Spot_MiniTicker_RollingWindow24h ¶
type Spot_MiniTicker_RollingWindow24h struct { // Symbol Name Symbol string `json:"symbol"` // Opening price of the Interval OpenPrice string `json:"openPrice"` // Highest price in the interval HighPrice string `json:"highPrice"` // Lowest price in the interval LowPrice string `json:"lowPrice"` // Closing price of the interval LastPrice string `json:"lastPrice"` // Total trade volume (in base asset) Volume string `json:"volume"` // Total trade volume (in quote asset) QuoteVolume string `json:"quoteVolume"` // Start of the ticker interval OpenTime int64 `json:"openTime"` // End of the ticker interval CloseTime int64 `json:"closeTime"` // First tradeId considered FirstId int64 `json:"firstId"` // Last tradeId considered LastId int64 `json:"lastId"` // Total trade count Count int64 `json:"count"` }
type Spot_OldTrades_Params ¶
type Spot_Order ¶
type Spot_Order struct { Symbol string `json:"symbol"` OrderId int64 `json:"orderId"` OrderListId int64 `json:"orderListId"` ClientOrderId string `json:"clientOrderId"` TransactTime int64 `json:"transactTime"` Price string `json:"price"` OrigQty string `json:"origQty"` ExecutedQty string `json:"executedQty"` OrigQuoteOrderQty string `json:"origQuoteOrderQty"` CummulativeQuoteQty string `json:"cummulativeQuoteQty"` Status string `json:"status"` TimeInForce string `json:"timeInForce"` Type string `json:"type"` Side string `json:"side"` WorkingTime int64 `json:"workingTime"` SelfTradePreventionMode string `json:"selfTradePreventionMode"` Fills []*Spot_Order_Fills `json:"fills"` }
type Spot_OrderBook ¶
type Spot_OrderSides_ENUM ¶
type Spot_OrderStatuses_ENUM ¶
type Spot_OrderTypes_ENUM ¶
type Spot_Order_Fills ¶
type Spot_Order_Params ¶
type Spot_Permissions_ENUM ¶
type Spot_Permissions_ENUM struct { SPOT string MARGIN string LEVERAGED string TRD_GRP_002 string TRD_GRP_003 string TRD_GRP_004 string TRD_GRP_005 string TRD_GRP_006 string TRD_GRP_007 string TRD_GRP_008 string TRD_GRP_009 string TRD_GRP_010 string TRD_GRP_011 string TRD_GRP_012 string TRD_GRP_013 string TRD_GRP_014 string TRD_GRP_015 string TRD_GRP_016 string TRD_GRP_017 string TRD_GRP_018 string TRD_GRP_019 string TRD_GRP_020 string TRD_GRP_021 string TRD_GRP_022 string TRD_GRP_023 string TRD_GRP_024 string TRD_GRP_025 string }
type Spot_PriceTicker ¶
type Spot_QueryOrder_Params ¶
type Spot_RateLimitType ¶
type Spot_STPModes_ENUM ¶
type Spot_SecurityTypes_ENUM ¶
type Spot_Symbol ¶
type Spot_Symbol struct { Symbol string `json:"symbol"` Status string `json:"status"` BaseAsset string `json:"baseAsset"` BaseAssetPrecision int `json:"baseAssetPrecision"` QuoteAsset string `json:"quoteAsset"` QuotePrecision int `json:"quotePrecision"` BaseCommissionPrecision int `json:"baseCommissionPrecision"` QuoteCommissionPrecision int `json:"quoteCommissionPrecision"` OrderTypes []string `json:"orderTypes"` IcebergAllowed bool `json:"icebergAllowed"` OcoAllowed bool `json:"ocoAllowed"` OtoAllowed bool `json:"otoAllowed"` QuoteOrderQtyMarketAllowed bool `json:"quoteOrderQtyMarketAllowed"` AllowTrailingStop bool `json:"allowTrailingStop"` CancelReplaceAllowedbool bool `json:"cancelReplaceAllowedbool"` IsSpotTradingAllowed bool `json:"isSpotTradingAllowed"` IsMarginTradingAllowed bool `json:"isMarginTradingAllowed"` Filters Spot_SymbolFilters Permissions []string `json:"permissions"` PermissionSets [][]string `json:"permissionSets"` DefaultSelfTradePreventionMode string `json:"defaultSelfTradePreventionMode"` AllowedSelfTradePreventionModes []string `json:"allowedSelfTradePreventionModes"` }
func (*Spot_Symbol) LOT_SIZE ¶ added in v0.0.10
func (spotSymbol *Spot_Symbol) LOT_SIZE(quantity float64) (isValid bool, reason string, suggestion float64, err *Error)
Checks if the quantity passes the "LOT_SIZE" ¶
"reason" is returned on any failure, possible values are:
- "minQty" if the quantity < minQty. "suggestion" will be returned with the value "minQty".
- "maxQty" if the quantity > maxQty. "suggestion" will be returned with the value "maxQty".
- "stepSize" if the quantity % stepSize != 0. "suggestion" will be returned with the corrected value.
"suggestion" must be ignored if it is returned as 0. "suggestion" is always returned as "quantity" if it passes the filter.
func (*Spot_Symbol) LOT_SIZE_COMPACT ¶ added in v0.0.10
func (spotSymbol *Spot_Symbol) LOT_SIZE_COMPACT(price float64) (isValid bool, err *Error)
Checks if the price passes the "LOT_SIZE" ¶
func (*Spot_Symbol) MARKET_LOT_SIZE ¶ added in v0.0.10
func (spotSymbol *Spot_Symbol) MARKET_LOT_SIZE(quantity float64) (isValid bool, reason string, suggestion float64, err *Error)
Checks if the quantity passes the "LOT_SIZE" ¶
"reason" is returned on any failure, possible values are:
- "minQty" if the quantity < minQty. "suggestion" will be returned with the value "minQty".
- "maxQty" if the quantity > maxQty. "suggestion" will be returned with the value "maxQty".
- "stepSize" if the quantity % stepSize != 0. "suggestion" will be returned with the corrected value.
"suggestion" must be ignored if it is returned as 0. "suggestion" is always returned as "quantity" if it passes the filter.
func (*Spot_Symbol) MARKET_LOT_SIZE_COMPACT ¶ added in v0.0.10
func (spotSymbol *Spot_Symbol) MARKET_LOT_SIZE_COMPACT(price float64) (isValid bool, err *Error)
Checks if the price passes the "MARKET_LOT_SIZE" ¶
func (*Spot_Symbol) PRICE_FILTER ¶ added in v0.0.10
func (spotSymbol *Spot_Symbol) PRICE_FILTER(price float64) (isValid bool, reason string, suggestion float64, err *Error)
Checks if the price passes the "PRICE_FILTER" ¶
"reason" is returned on any failure, possible values are:
- "minPrice" if the price < minPrice. "suggestion" will be returned with the value "minPrice".
- "maxPrice" if the price > maxPrice. "suggestion" will be returned with the value "maxPrice".
- "tickSize" if the price % tickSize != 0. "suggestion" will be returned with the corrected value.
"suggestion" must be ignored if it is returned as 0. "suggestion" is always returned as "price" if it passes the filter.
func (*Spot_Symbol) PRICE_FILTER_COMPACT ¶ added in v0.0.10
func (spotSymbol *Spot_Symbol) PRICE_FILTER_COMPACT(price float64) (isValid bool, err *Error)
Checks if the price passes the "PRICE_FILTER" ¶
func (*Spot_Symbol) TruncPrice ¶
func (spotSymbol *Spot_Symbol) TruncPrice(priceStr string) string
Truncates a price string to the last significant digit ¶
Symbol Filters rule "PRICE_FILTER" defines the highest precision the symbol accepts i.e: BTCUSDT has a precision of 2, meaning if you want to buy BTCUSDT at "123_456.7891", it would be truncated down to "123_456.78"
func (*Spot_Symbol) TruncPrice_float64 ¶
func (spotSymbol *Spot_Symbol) TruncPrice_float64(price float64) string
Truncates a price string to the last significant digit ¶
Symbol Filters rule "PRICE_FILTER" defines the highest precision the symbol accepts i.e: BTCUSDT has a precision of 2, meaning if you want to buy BTCUSDT at "123_456.7891", it would be truncated down to "123_456.78"
func (*Spot_Symbol) TruncQuantity ¶ added in v0.0.10
func (spotSymbol *Spot_Symbol) TruncQuantity(quantity string, IsForMarketOrder bool) string
func (*Spot_Symbol) TruncQuantity_float64 ¶ added in v0.0.10
func (spotSymbol *Spot_Symbol) TruncQuantity_float64(quantity float64, IsForMarketOrder bool) string
Truncates a price string to the last significant digit ¶
Symbol Filters rule "LOT_SIZE" defines the highest precision the symbol's Quantity (via base asset) accepts And for MARKET orders the "MARKET_LOT_SIZE" also applies i.e: BTCUSDT has a precision of 5, meaning if you want to buy "0.12345678" BTC, it would be truncated down to "0.12345" BTC
func (*Spot_Symbol) UnmarshalJSON ¶
func (symbol *Spot_Symbol) UnmarshalJSON(data []byte) error
type Spot_SymbolFilter_PERCENT_PRICE_BY_SIDE ¶
type Spot_SymbolFilter_PERCENT_PRICE_BY_SIDE struct { FilterType string `json:"filterType"` BidMultiplierUp string `json:"bidMultiplierUp"` BidMultiplierDown string `json:"bidMultiplierDown"` AskMultiplierUp string `json:"askMultiplierUp"` AskMultiplierDown string `json:"askMultiplierDown"` AvgPriceMins int64 `json:"avgPriceMins"` }
type Spot_SymbolFilter_TRAILING_DELTA ¶
type Spot_SymbolFilter_TRAILING_DELTA struct { FilterType string `json:"filterType"` MinTrailingAboveDelta int64 `json:"minTrailingAboveDelta"` MaxTrailingAboveDelta int64 `json:"maxTrailingAboveDelta"` MinTrailingBelowDelta int64 `json:"minTrailingBelowDelta"` MaxTrailingBelowDelta int64 `json:"maxTrailingBelowDelta"` }
type Spot_SymbolFilters ¶
type Spot_SymbolFilters struct { PRICE_FILTER *Spot_SymbolFilter_PRICE_FILTER PERCENT_PRICE *Spot_SymbolFilter_PERCENT_PRICE PERCENT_PRICE_BY_SIDE *Spot_SymbolFilter_PERCENT_PRICE_BY_SIDE LOT_SIZE *Spot_SymbolFilter_LOT_SIZE MIN_NOTIONAL *Spot_SymbolFilter_MIN_NOTIONAL NOTIONAL *Spot_SymbolFilter_NOTIONAL ICEBERG_PARTS *Spot_SymbolFilter_ICEBERG_PARTS MARKET_LOT_SIZE *Spot_SymbolFilter_MARKET_LOT_SIZE MAX_NUM_ORDERS *Spot_SymbolFilter_MAX_NUM_ORDERS MAX_NUM_ALGO_ORDERS *Spot_SymbolFilter_MAX_NUM_ALGO_ORDERS MAX_NUM_ICEBERG_ORDERS *Spot_SymbolFilter_MAX_NUM_ICEBERG_ORDERS MAX_POSITION *Spot_SymbolFilter_MAX_POSITION TRAILING_DELTA *Spot_SymbolFilter_TRAILING_DELTA }
type Spot_Ticker ¶
type Spot_Ticker struct { Symbol string `json:"symbol"` // Absolute price change PriceChange string `json:"priceChange"` // Relative price change in percent PriceChangePercent string `json:"priceChangePercent"` // quoteVolume / volume WeightedAvgPrice string `json:"weightedAvgPrice"` OpenPrice string `json:"openPrice"` HighPrice string `json:"highPrice"` LowPrice string `json:"lowPrice"` LastPrice string `json:"lastPrice"` // Volume in base asset Volume string `json:"volume"` // Volume in quote asset QuoteVolume string `json:"quoteVolume"` OpenTime int64 `json:"openTime"` CloseTime int64 `json:"closeTime"` // Trade ID of the first trade in the interval FirstId int64 `json:"firstId"` // Trade ID of the last trade in the interval LastId int64 `json:"lastId"` // Number of trades in the interval Count int64 `json:"count"` }
type Spot_Ticker_Params ¶
type Spot_Ticker_RollingWindow ¶
type Spot_Ticker_RollingWindow struct { Symbol string `json:"symbol"` // Absolute price change PriceChange string `json:"priceChange"` // Relative price change in percent PriceChangePercent string `json:"priceChangePercent"` // QuoteVolume / Volume WeightedAvgPrice string `json:"weightedAvgPrice"` OpenPrice string `json:"openPrice"` HighPrice string `json:"highPrice"` LowPrice string `json:"lowPrice"` LastPrice string `json:"lastPrice"` Volume string `json:"volume"` // Sum of (price * volume) for all trades QuoteVolume string `json:"quoteVolume"` // Open time for ticker window OpenTime int64 `json:"openTime"` // Close time for ticker window CloseTime int64 `json:"closeTime"` // Trade IDs FirstId int64 `json:"firstId"` LastId int64 `json:"lastId"` // Number of trades in the interval Count int64 `json:"count"` }
type Spot_Ticker_RollingWindow24h ¶
type Spot_Ticker_RollingWindow24h struct { Symbol string `json:"symbol"` PriceChange string `json:"priceChange"` PriceChangePercent string `json:"priceChangePercent"` WeightedAvgPrice string `json:"weightedAvgPrice"` PrevClosePrice string `json:"prevClosePrice"` LastPrice string `json:"lastPrice"` LastQty string `json:"lastQty"` BidPrice string `json:"bidPrice"` BidQty string `json:"bidQty"` AskPrice string `json:"askPrice"` AskQty string `json:"askQty"` OpenPrice string `json:"openPrice"` HighPrice string `json:"highPrice"` LowPrice string `json:"lowPrice"` Volume string `json:"volume"` QuoteVolume string `json:"quoteVolume"` OpenTime int64 `json:"openTime"` CloseTime int64 `json:"closeTime"` // First tradeId FirstId int64 `json:"firstId"` // Last tradeId LastId int64 `json:"lastId"` // Trade count Count int64 `json:"count"` }
type Spot_TimeInForces_ENUM ¶
type Spot_Trade ¶
type Spot_Websocket ¶
type Spot_Websocket struct { Websocket *Websocket Conn *ws.Conn // Host server's URL BaseURL string // contains filtered or unexported fields }
func (*Spot_Websocket) Close ¶
func (spot_ws *Spot_Websocket) Close() error
func (*Spot_Websocket) ListSubscriptions ¶
func (spot_ws *Spot_Websocket) ListSubscriptions(timeout_sec ...int) (resp *SpotWS_ListSubscriptions_Response, hasTimedOut bool, err *Error)
func (*Spot_Websocket) Reconnect ¶
func (spot_ws *Spot_Websocket) Reconnect()
Forcefully reconnects the socket Also makes it a reconnecting socket if it weren't before Useless, but there nonetheless...
func (*Spot_Websocket) SetCloseListener ¶
func (spot_ws *Spot_Websocket) SetCloseListener(f func(code int, text string))
This is called when the websocket closes indefinitely Meaning when you invoke the 'Close()' method Or any other way a websocket is set to never reconnect on a disconnection
func (*Spot_Websocket) SetDisconnectListener ¶
func (spot_ws *Spot_Websocket) SetDisconnectListener(f func(code int, text string))
This is called when socket has been disconnected Called when the detected a disconnection and wants to reconnect afterwards Usually called right before the 'ReconnectingListener'
func (*Spot_Websocket) SetMessageListener ¶
func (spot_ws *Spot_Websocket) SetMessageListener(f func(messageType int, msg []byte))
func (*Spot_Websocket) SetPingListener ¶
func (spot_ws *Spot_Websocket) SetPingListener(f func(appData string))
func (*Spot_Websocket) SetPongListener ¶
func (spot_ws *Spot_Websocket) SetPongListener(f func(appData string))
func (*Spot_Websocket) SetReconnectListener ¶
func (spot_ws *Spot_Websocket) SetReconnectListener(f func())
This is called when the socket has successfully reconnected after a disconnection
func (*Spot_Websocket) SetReconnectingListener ¶
func (spot_ws *Spot_Websocket) SetReconnectingListener(f func())
This is called when socket began reconnecting
func (*Spot_Websocket) Subscribe ¶
func (spot_ws *Spot_Websocket) Subscribe(stream ...string) (resp *SpotWS_Subscribe_Response, hasTimedOut bool, err *Error)
func (*Spot_Websocket) Unsubscribe ¶
func (spot_ws *Spot_Websocket) Unsubscribe(stream ...string) (resp *SpotWS_Unsubscribe_Response, hasTimedOut bool, err *Error)
type Spot_Websockets ¶
type Spot_Websockets struct {
// contains filtered or unexported fields
}
func (*Spot_Websockets) AggTrade ¶
func (spot_ws *Spot_Websockets) AggTrade(publicOnMessage func(aggTrade *SpotWS_AggTrade), symbol ...string) (*SpotWS_AggTrade_Socket, *Error)
func (*Spot_Websockets) AllMiniTickers ¶
func (spot_ws *Spot_Websockets) AllMiniTickers(publicOnMessage func(miniTickers []*SpotWS_MiniTicker)) (*SpotWS_AllMiniTickers_Socket, *Error)
func (*Spot_Websockets) AllRollingWindowStatistics ¶
func (spot_ws *Spot_Websockets) AllRollingWindowStatistics(publicOnMessage func(rwStats []*SpotWS_RollingWindowStatistic), WindowSize ...string) (*SpotWS_AllRollingWindowStatistics_Socket, *Error)
func (*Spot_Websockets) AllTickers ¶
func (spot_ws *Spot_Websockets) AllTickers(publicOnMessage func(tickers []*SpotWS_Ticker)) (*SpotWS_AllTickers_Socket, *Error)
func (*Spot_Websockets) AveragePrice ¶
func (spot_ws *Spot_Websockets) AveragePrice(publicOnMessage func(averagePrice *SpotWS_AveragePrice), symbol ...string) (*SpotWS_AveragePrice_Socket, *Error)
func (*Spot_Websockets) BookTicker ¶
func (spot_ws *Spot_Websockets) BookTicker(publicOnMessage func(bookTicker *SpotWS_BookTicker), symbol ...string) (*SpotWS_BookTicker_Socket, *Error)
func (*Spot_Websockets) Candlestick_WithOffset ¶
func (spot_ws *Spot_Websockets) Candlestick_WithOffset(publicOnMessage func(candlestick_msg *SpotWS_Candlestick_MSG), identifiers ...SpotWS_Candlestick_StreamIdentifier) (*SpotWS_Candlestick_TimezoneOffset_Socket, *Error)
func (*Spot_Websockets) Candlesticks ¶
func (spot_ws *Spot_Websockets) Candlesticks(publicOnMessage func(candlestick_msg *SpotWS_Candlestick_MSG), identifiers ...SpotWS_Candlestick_StreamIdentifier) (*SpotWS_Candlestick_Socket, *Error)
func (*Spot_Websockets) CreateSocket ¶
func (*Spot_Websockets) CreateSocket(streams []string, isCombined bool) (*Spot_Websocket, *Error)
func (*Spot_Websockets) DiffBookDepth ¶
func (spot_ws *Spot_Websockets) DiffBookDepth(publicOnMessage func(diffBookDepth *SpotWS_DiffBookDepth), identifiers ...SpotWS_DiffBookDepth_StreamIdentifier) (*SpotWS_DiffBookDepth_Socket, *Error)
func (*Spot_Websockets) MiniTicker ¶
func (spot_ws *Spot_Websockets) MiniTicker(publicOnMessage func(miniTicker *SpotWS_MiniTicker), symbol ...string) (*SpotWS_MiniTicker_Socket, *Error)
func (*Spot_Websockets) PartialBookDepth ¶
func (spot_ws *Spot_Websockets) PartialBookDepth(publicOnMessage func(partialBookDepth *SpotWS_PartialBookDepth), identifiers ...SpotWS_PartialBookDepth_StreamIdentifier) (*SpotWS_PartialBookDepth_Socket, *Error)
func (*Spot_Websockets) RollingWindowStatistics ¶
func (spot_ws *Spot_Websockets) RollingWindowStatistics(publicOnMessage func(rwStat *SpotWS_RollingWindowStatistic), identifiers ...SpotWS_RollingWindowStatistics_StreamIdentifier) (*SpotWS_RollingWindowStatistics_Socket, *Error)
func (*Spot_Websockets) Ticker ¶
func (spot_ws *Spot_Websockets) Ticker(publicOnMessage func(ticker *SpotWS_Ticker), symbol ...string) (*SpotWS_Ticker_Socket, *Error)
func (*Spot_Websockets) Trade ¶
func (spot_ws *Spot_Websockets) Trade(publicOnMessage func(trade *SpotWS_Trade), symbol ...string) (*SpotWS_Trade_Socket, *Error)
type Spot_WorkingFloors_ENUM ¶
type Websocket ¶
type Websocket struct { Conn *ws.Conn // Host server's URL BaseURL string Streams []string // This is to show the current state of the stream // false -> it's a raw stream // true -> it's a combined stream IsCombined bool // This happens when a response for a request has been received // This will get called first, even before the requesting function receives a response OnPrivateMessage func(msg []byte) OnMessage func(messageType int, msg []byte) OnPing func(appData string) OnPong func(appData string) OnDisconnect func(code int, text string) OnReconnecting func() OnReconnect func() OnClose func(code int, text string) Creation_Timestamp int64 Last_Heartbeat_Timestamp int64 // contains filtered or unexported fields }
func (*Websocket) CloseHandler ¶
func (*Websocket) PingHandler ¶
func (*Websocket) PongHandler ¶
func (*Websocket) RecordLastHeartbeat ¶
func (websocket *Websocket) RecordLastHeartbeat()