exchange

package
v0.3.0 Latest Latest
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 Go to latest Published: Jun 18, 2021 License: MIT Imports: 13 Imported by: 0

Documentation

Index

Constants

View Source 
const (
	OrderTypeLimit OrderType = iota
	OrderTypeMarket
	OrderTypeStopLimit
	OrderTypeStopMarket

	//OrderStatusUnknown means order info need check with api
	OrderStatusUnknown OrderStatus = iota
	OrderStatusOpen
	OrderStatusDone
	OrderStatusCancel
	OrderStatusFailed

	//TimeInForceGTC good_till_cancel
	TimeInForceGTC = "gtc"
	//TimeInForceFOK fill_or_kill
	TimeInForceFOK = "fok"
	//TimeInForceIOC immediate_or_cancel
	TimeInForceIOC = "ioc"
)
View Source 
const (
	PositionSideLong = iota
	PositionSideShort

	PositionModeFixed
	PositionModeCross
)
View Source 
const (
	OptionTypeCall = iota
	OptionTypePut

	//FutureTypeCW current week settle future
	FutureTypeCW
	//FutureTypeNW next week settle future
	FutureTypeNW
	//FutureTypeCQ current quarter settle future
	FutureTypeCQ
	//FutureTypeNQ next quarter settle future
	FutureTypeNQ
	//FutureTypeNNQ next next quart settle future (deribit only)
	FutureTypeNNQ
)

Variables

View Source 
var (
	TimeNoExpire = time.Time{}
)

Functions

func NewBadArg 

func NewBadArg(msg string, arg interface{}) error

func NewBadExResp 

func NewBadExResp(err error) error

func Round added in v0.3.0 

func Round(val decimal.Decimal, p decimal.Decimal) decimal.Decimal

Types

type BaseFutureSymbol 

type BaseFutureSymbol struct {
	RawMixin
	BaseSymbolProperty
	// contains filtered or unexported fields
}

BaseFutureSymbol define common property of future symbol

func NewBaseFutureSymbol 

func NewBaseFutureSymbol(index string, st time.Time, typ FutureType) *BaseFutureSymbol

func NewBaseFuturesSymbolWithCfg added in v0.3.0 

func NewBaseFuturesSymbolWithCfg(index string, st time.Time, typ FutureType, cfg SymbolConfig, raw interface{}) *BaseFutureSymbol

func (*BaseFutureSymbol) Index 

func (bfs *BaseFutureSymbol) Index() string

func (*BaseFutureSymbol) SettleTime 

func (bfs *BaseFutureSymbol) SettleTime() time.Time

func (*BaseFutureSymbol) Type added in v0.3.0 

func (bfs *BaseFutureSymbol) Type() FutureType

type BaseMarginSymbol added in v0.3.0 

type BaseMarginSymbol struct {
	*BaseSpotSymbol
	// contains filtered or unexported fields
}

func NewBaseMarginSymbol added in v0.3.0 

func NewBaseMarginSymbol(base, quote string, cfg SymbolConfig, lever decimal.Decimal, raw interface{}) *BaseMarginSymbol

func (*BaseMarginSymbol) Lever added in v0.3.0 

func (ms *BaseMarginSymbol) Lever() decimal.Decimal

type BaseMarket 

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

func (*BaseMarket) Expire 

func (m *BaseMarket) Expire() bool

func (*BaseMarket) Symbol 

func (m *BaseMarket) Symbol() Symbol

type BaseOptionSymbol 

type BaseOptionSymbol struct {
	RawMixin
	BaseSymbolProperty
	// contains filtered or unexported fields
}

BaseOptionSymbol define common property of option symbol

func NewBaseOptionSymbol 

func NewBaseOptionSymbol(index string, st time.Time, strike decimal.Decimal, typ OptionType, prop SymbolConfig, raw interface{}) *BaseOptionSymbol

func (*BaseOptionSymbol) Index 

func (bos *BaseOptionSymbol) Index() string

func (*BaseOptionSymbol) SettleTime 

func (bos *BaseOptionSymbol) SettleTime() time.Time

func (*BaseOptionSymbol) Strike 

func (bos *BaseOptionSymbol) Strike() decimal.Decimal

func (*BaseOptionSymbol) Type 

func (bos *BaseOptionSymbol) Type() OptionType

type BaseSpotSymbol 

type BaseSpotSymbol struct {
	RawMixin
	BaseSymbolProperty
	// contains filtered or unexported fields
}

BaseSpotSymbol define common property of spot symbol

func NewBaseSpotSymbol 

func NewBaseSpotSymbol(base, quote string, cfg SymbolConfig, raw interface{}) *BaseSpotSymbol

func (*BaseSpotSymbol) Base 

func (bss *BaseSpotSymbol) Base() string

func (*BaseSpotSymbol) Quote 

func (bss *BaseSpotSymbol) Quote() string

type BaseSwapSymbol 

type BaseSwapSymbol struct {
	RawMixin
	BaseSymbolProperty
	// contains filtered or unexported fields
}

func NewBaseSwapSymbol 

func NewBaseSwapSymbol(index string) *BaseSwapSymbol

func NewBaseSwapSymbolWithCfg added in v0.3.0 

func NewBaseSwapSymbolWithCfg(index string, cf decimal.Decimal, cfg SymbolConfig, raw interface{}) *BaseSwapSymbol

func (*BaseSwapSymbol) ContractVal added in v0.3.0 

func (bsv *BaseSwapSymbol) ContractVal() decimal.Decimal

func (*BaseSwapSymbol) Index 

func (bsw *BaseSwapSymbol) Index() string

type BaseSymbolProperty added in v0.3.0 

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

BaseSymbolProperty define common property of all kind symbol

func (*BaseSymbolProperty) AmountMax added in v0.3.0 

func (p *BaseSymbolProperty) AmountMax() decimal.Decimal

AmountMax minum order amount zero means no limit

func (*BaseSymbolProperty) AmountMin added in v0.3.0 

func (p *BaseSymbolProperty) AmountMin() decimal.Decimal

AmountMin minium order amount

func (*BaseSymbolProperty) AmountPrecision added in v0.3.0 

func (p *BaseSymbolProperty) AmountPrecision() decimal.Decimal

AmountPrecision return amount precision value

func (*BaseSymbolProperty) PricePrecision added in v0.3.0 

func (p *BaseSymbolProperty) PricePrecision() decimal.Decimal

PricePrecision return price precision value

func (*BaseSymbolProperty) ValueMin added in v0.3.0 

func (p *BaseSymbolProperty) ValueMin() decimal.Decimal

ValueMin return minium amount * price value zero means no limit

type Channel 

type Channel interface {
	String() string
}

Channel a subscribe channel

type Client 

type Client struct {
	NewConn ConnCB
	Conn    rpc.Conn
	Addr    string
	Key     string
	Secret  string
	Timeout time.Duration
	//subscribe struct will be updated via rpc Conn notify message
	Sub   map[string]interface{}
	SubMu sync.Mutex
}

func NewClient 

func NewClient(cb ConnCB, addr, key, secret string, timeout time.Duration) *Client

NewClient got a new client instance

func (*Client) Close 

func (c *Client) Close() error

Close the running loop

func (*Client) Done 

func (c *Client) Done() <-chan struct{}

Done get notify if running loop closed

func (*Client) Error 

func (c *Client) Error() error

Error return error if running loop closed due to error

func (*Client) Handle 

func (c *Client) Handle(_ context.Context, notify *rpc.Notify)

Handler handle notify message

func (*Client) Index 

func (c *Client) Index(sym Symbol) (*Index, error)

func (*Client) OrderBook 

func (c *Client) OrderBook(symbol Symbol) (*OrderBook, error)

func (*Client) Run 

func (c *Client) Run(ctx context.Context) error

Run create wsconn and start conn running loop

type CodeC 

type CodeC struct {
}

CodeC define base encode method

func NewCodeC 

func NewCodeC() *CodeC

func (*CodeC) Encode 

func (cc *CodeC) Encode(req rpc.Request) ([]byte, error)

Encode encode req with json.Marshal

type ConnCB 

type ConnCB func(addr string) (rpc.Conn, error)

type ErrBadArg 

type ErrBadArg struct {
	Arg interface{}
	Msg string
}

ErrBadArg means func argument is incorrect

func (*ErrBadArg) Error 

func (eba *ErrBadArg) Error() string

func (*ErrBadArg) Is 

func (eba *ErrBadArg) Is(target error) bool

type ErrBadExResp 

type ErrBadExResp struct {
	Err error
}

ErrBadResp means exchange response message error

func (*ErrBadExResp) Error 

func (ebe *ErrBadExResp) Error() string

func (*ErrBadExResp) Is 

func (ebe *ErrBadExResp) Is(target error) bool

type Finance added in v0.3.0 

type Finance struct {
	ID       string
	Time     time.Time
	Amount   decimal.Decimal
	Currency string
	Type     FinanceType
	Symbol   Symbol
	Raw      interface{}
}

type FinanceProp added in v0.3.0 

type FinanceProp struct {
	MaxDuration time.Duration
	SuportID    bool
	SupportTime bool
}

type FinanceReqParam added in v0.3.0 

type FinanceReqParam struct {
	TradeReqParam
	Type FinanceType
}

type FinanceType added in v0.3.0 

type FinanceType int
const (
	FinanceTypeOther FinanceType = iota
	FinanceTypeFunding
	FinanceTypeInterest
)

type FutureType added in v0.3.0 

type FutureType int

type FuturesSymbol 

type FuturesSymbol interface {
	Symbol
	Index() string
	SettleTime() time.Time
	Type() FutureType
}

type Index 

type Index struct {
	Price   decimal.Decimal
	Created time.Time
	Symbol  Symbol
}

Index price

type IndexNotify 

type IndexNotify Index

func (*IndexNotify) Key 

func (i *IndexNotify) Key() string

func (*IndexNotify) Snapshot 

func (i *IndexNotify) Snapshot() *Index

type IntID 

type IntID struct {
	ID int64
}

func NewIntID 

func NewIntID(id int64) IntID

func (IntID) String 

func (sid IntID) String() string

type MarginSymbol added in v0.3.0 

type MarginSymbol interface {
	Symbol
	Lever() decimal.Decimal
	Base() string
	Quote() string
}

type OptionSymbol 

type OptionSymbol interface {
	Symbol
	Strike() decimal.Decimal
	Index() string
	SettleTime() time.Time
	Type() OptionType
}

type OptionType 

type OptionType int

func (OptionType) String 

func (ot OptionType) String() string

type Order 

type Order struct {
	ID          OrderID
	ClientID    OrderID
	Symbol      Symbol
	Amount      decimal.Decimal
	Filled      decimal.Decimal
	Price       decimal.Decimal
	AvgPrice    decimal.Decimal
	Fee         decimal.Decimal
	FeeCurrency string
	Created     time.Time
	Updated     time.Time
	Side        OrderSide
	Status      OrderStatus
	Type        OrderType
	Raw         interface{} `json:"-"`
}

func (*Order) Equal 

func (o *Order) Equal(o2 *Order) bool

Equal check whether o equal o2 mainly used for test

type OrderBook 

type OrderBook struct {
	Symbol  Symbol
	Bids    []OrderElem
	Asks    []OrderElem
	Created time.Time
	Raw     interface{}
}

OrderBook get via OrderBookDS.Snapshot

type OrderBookDS 

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

OrderBookDS is the ds which hold orderbook info

func NewOrderBookDS 

func NewOrderBookDS(notify *OrderBookNotify) *OrderBookDS

func (*OrderBookDS) Snapshot 

func (ds *OrderBookDS) Snapshot() *OrderBook

func (*OrderBookDS) Update 

func (ds *OrderBookDS) Update(notify *OrderBookNotify)

type OrderBookNotify 

type OrderBookNotify struct {
	Symbol Symbol
	Bids   []OrderElem
	Asks   []OrderElem
}

OrderBookNotify change of current orderbook OrderElem.Amount == 0 means delete

func (*OrderBookNotify) Key 

func (notify *OrderBookNotify) Key() string

type OrderElem 

type OrderElem struct {
	Price  float64
	Amount float64
}

type OrderID 

type OrderID interface {
	String() string
}

type OrderReqOption 

type OrderReqOption interface {
}

OrderReqOption specific option to create order each exchange support different options.

func NewPostOnlyOption 

func NewPostOnlyOption(postOnly bool) OrderReqOption

func NewTimeInForceOption 

func NewTimeInForceOption(flag TimeInForceFlag) OrderReqOption

type OrderRequest 

type OrderRequest struct {
	Symbol   Symbol
	ClientID OrderID
	Side     OrderSide
	Type     OrderType
	Price    decimal.Decimal
	Amount   decimal.Decimal
}

OrderRequest carry field which used to create order

func NewOrderRequest 

func NewOrderRequest(sym Symbol, cid OrderID, side OrderSide, typ OrderType,
	price float64, amount float64) *OrderRequest

type OrderSide 

type OrderSide int
const (
	OrderSideBuy OrderSide = iota
	OrderSideSell
	OrderSideCloseLong
	OrderSideCloseShort
)

func (OrderSide) String 

func (s OrderSide) String() string

type OrderStatus 

type OrderStatus int

type OrderType 

type OrderType int

func (OrderType) String 

func (t OrderType) String() string

type Position 

type Position struct {
	Symbol           Symbol
	Mode             PositionMode
	Side             PositionSide
	LiquidationPrice decimal.Decimal
	AvgOpenPrice     decimal.Decimal
	CreateTime       time.Time
	Margin           decimal.Decimal
	MarginMaintRatio decimal.Decimal
	Position         decimal.Decimal
	AvailPosition    decimal.Decimal
	RealizedPNL      decimal.Decimal
	UNRealizedPNL    decimal.Decimal
	Leverage         decimal.Decimal
	Raw              interface{}
}

Position info

type PositionMode 

type PositionMode int

func (PositionMode) String 

func (pm PositionMode) String() string

type PositionSide 

type PositionSide int

func (PositionSide) String 

func (ps PositionSide) String() string

type PostOnlyOption 

type PostOnlyOption struct {
	PostOnly bool
}

PostOnlyOption wether the order ensure maker

type Property added in v0.3.0 

type Property struct {
	Trades  *TradesProp
	Finance *FinanceProp
}

type RawMixin added in v0.3.0 

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

func (*RawMixin) Raw added in v0.3.0 

func (r *RawMixin) Raw() interface{}

type SpotSymbol 

type SpotSymbol interface {
	Symbol
	Base() string
	Quote() string
}

type StrID 

type StrID string

func NewStrID 

func NewStrID(id string) StrID

func (StrID) String 

func (sid StrID) String() string

type SubType 

type SubType int
const (
	SubTypeOrderBook SubType = iota
	SubTypeIndex
	SubTypeTrade
	SubTypePrivateOrder
	SubTypePrivateTrade
)

type SwapSymbol 

type SwapSymbol interface {
	Symbol
	Index() string
	ContractVal() decimal.Decimal
}

type Symbol 

type Symbol interface {
	Raw() interface{}
	AmountPrecision() decimal.Decimal
	PricePrecision() decimal.Decimal
	AmountMax() decimal.Decimal
	AmountMin() decimal.Decimal
	ValueMin() decimal.Decimal
	String() string
}

Symbol is used to unit different exchange markets symbol serialize

type SymbolConfig added in v0.3.0 

type SymbolConfig struct {
	PricePrecision  decimal.Decimal
	AmountPrecision decimal.Decimal
	AmountMin       decimal.Decimal
	AmountMax       decimal.Decimal
	ValueMin        decimal.Decimal
}

SymbolConfig used to specific symbol property

func (*SymbolConfig) Property added in v0.3.0 

func (p *SymbolConfig) Property() BaseSymbolProperty

type Ticker added in v0.3.0 

type Ticker struct {
	Symbol      Symbol
	BestBid     decimal.Decimal
	BestBidSize decimal.Decimal
	BestAsk     decimal.Decimal
	BestAskSize decimal.Decimal
	Time        time.Time
	LastPrice   decimal.Decimal
	Raw         interface{}
}

type TimeInForceFlag 

type TimeInForceFlag string

TimeInForceFlag specific TimeInForceOption value

type TimeInForceOption 

type TimeInForceOption struct {
	Flag TimeInForceFlag
}

TimeInForceOption specific how long the order remains in effect

type Trade added in v0.3.0 

type Trade struct {
	ID          string
	OrderID     string
	Symbol      Symbol
	Price       decimal.Decimal
	Amount      decimal.Decimal
	Fee         decimal.Decimal
	FeeCurrency string
	Time        time.Time
	Side        OrderSide
	IsMaker     bool
	Raw         interface{}
}

type TradeFee 

type TradeFee struct {
	Symbol Symbol
	Maker  decimal.Decimal
	Taker  decimal.Decimal
	Raw    interface{}
}

TradeFee for the symbol

type TradeReqParam added in v0.3.0 

type TradeReqParam struct {
	Symbol    Symbol
	StartTime time.Time
	EndTime   time.Time
	StartID   string
	EndID     string
	Limit     int
}

type TradesProp added in v0.3.0 

type TradesProp struct {
	MaxDuration time.Duration
	SuportID    bool
	SupportTime bool
}

TradesProp specific property which used to build Trades request

type WSClient 

type WSClient struct {
	rpc.Conn
	// contains filtered or unexported fields
}

func NewWSClient 

func NewWSClient(addr string, codec rpc.Codec, handler rpc.Handler) *WSClient

func (*WSClient) Run 

func (wc *WSClient) Run(ctx context.Context) error

type WSNotify 

type WSNotify struct {
	Exchange string
	Chan     string
	Data     interface{}
}

Source Files

View all Source files

Directories

Path Synopsis
spot
swap
future
spot
swap
future
margin
okex5
spot
swap

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