okex

Documentation

Index

• Constants
• func FillsParam(instrumentID string, orderID string, before string, after string, limit string) url.Values
• func NewSpotSymbol(base, quote string) exchange.SpotSymbol
• func ParseTime(timestamp string) (time.Time, error)
• func SubscribeCB(channel string, cb ResponseParseCB)
• type Client
• type CodeC
  • func NewCodeC() *CodeC
  • func (cc *CodeC) Decode(raw []byte) (rpc.Response, error)
  • func (cc *CodeC) Encode(req rpc.Request) ([]byte, error)
• type Ledger
  • func FetchLedgers(ctx context.Context, cl Client, path string, before, after, limit, typ string) ([]Ledger, error)
  • func (l *Ledger) Parse(pcb Pcb) (*exchange.Finance, error)
• type LedgerType
  • func (typ LedgerType) Parse() exchange.FinanceType
• type Pcb
• type ResponseParseCB
• type RestClient
  • func NewRestClient(key, secret, passPhrase string) *RestClient
  • func NewTESTRestClient(key, secret, passPhrase string) *RestClient
  • func (rc *RestClient) Property() exchange.Property
  • func (rc *RestClient) Request(ctx context.Context, method, endPoint string, params url.Values, ...) error
• type SpotSymbol
  • func (ss *SpotSymbol) String() string
• type WSClient
  • func NewTESTWSClient(key, secret, passPhrase string, data chan interface{}) *WSClient
  • func NewWSClient(key, secret, passPhrase string, data chan interface{}) *WSClient
  • func (ws *WSClient) Auth(ctx context.Context) error
  • func (ws *WSClient) Handle(ctx context.Context, notify *rpc.Notify)
  • func (ws *WSClient) Run(ctx context.Context) error
  • func (ws *WSClient) Subscribe(ctx context.Context, channels ...exchange.Channel) error
  • func (ws *WSClient) UnSubscribe(ctx context.Context, channels ...exchange.Channel) error

Constants

const (
	OkexWSAddr     = "wss://real.okex.com:8443/ws/v3"
	OkexTESTWSAddr = "wss://real.okex.com:8443/ws/v3?brokerId=9999"
	OKEX           = "okex"
)

Functions

func FillsParam

func FillsParam(instrumentID string, orderID string, before string, after string, limit string) url.Values

func NewSpotSymbol

func NewSpotSymbol(base, quote string) exchange.SpotSymbol

func ParseTime

func ParseTime(timestamp string) (time.Time, error)

func SubscribeCB

func SubscribeCB(channel string, cb ResponseParseCB)

Types

type Client

type Client interface {
	Request(ctx context.Context, method string, endPoint string, param url.Values,
		body io.Reader, sign bool, dst interface{}) error
}

type CodeC

type CodeC struct {
	LastSUBID string //okex op fail do not return operate type. we have to record
}

func NewCodeC

func NewCodeC() *CodeC

func (*CodeC) Decode

func (cc *CodeC) Decode(raw []byte) (rpc.Response, error)

func (*CodeC) Encode

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

type Ledger

type Ledger struct {
	LedgerID     string          `json:"ledger_id"`
	Amount       decimal.Decimal `json:"amount"`
	Type         LedgerType      `json:"type"`
	Fee          decimal.Decimal `json:"fee"`
	Timestamp    string          `json:"timestamp"`
	InstrumentID string          `json:"instrument_id"`
	Currency     string          `json:"currency"`
	Details      interface{}     `json:"details"`
	OrderID      string          `json:"order_id"`
	From         string          `json:"from"`
	To           string          `json:"to"`
	Balance      decimal.Decimal `json:"balance"`
}

Leder response for margin, swap

func FetchLedgers

func FetchLedgers(ctx context.Context, cl Client, path string, before, after, limit, typ string) ([]Ledger, error)

func (*Ledger) Parse

func (l *Ledger) Parse(pcb Pcb) (*exchange.Finance, error)

type LedgerType

type LedgerType string

func (LedgerType) Parse

func (typ LedgerType) Parse() exchange.FinanceType

type Pcb

type Pcb func(string) (exchange.Symbol, error)

type ResponseParseCB

type ResponseParseCB func(string, string, json.RawMessage) (*rpc.Notify, error)

type RestClient

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

func NewRestClient

func NewRestClient(key, secret, passPhrase string) *RestClient

func NewTESTRestClient

func NewTESTRestClient(key, secret, passPhrase string) *RestClient

func (*RestClient) Property

func (rc *RestClient) Property() exchange.Property

func (*RestClient) Request

func (rc *RestClient) Request(ctx context.Context, method, endPoint string, params url.Values, body io.Reader, sign bool, dst interface{}) error

type SpotSymbol

type SpotSymbol struct {
	*exchange.BaseSpotSymbol
}

func (*SpotSymbol) String

func (ss *SpotSymbol) String() string

type WSClient

type WSClient struct {
	*exchange.WSClient

	Key        string
	Secret     string
	PassPhrase string
	// contains filtered or unexported fields
}

func NewTESTWSClient

func NewTESTWSClient(key, secret, passPhrase string, data chan interface{}) *WSClient

NewTESTWSClient return a wsclient for okex testnet

func NewWSClient

func NewWSClient(key, secret, passPhrase string, data chan interface{}) *WSClient

func (*WSClient) Auth

func (ws *WSClient) Auth(ctx context.Context) error

func (*WSClient) Handle

func (ws *WSClient) Handle(ctx context.Context, notify *rpc.Notify)

func (*WSClient) Run

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

Run start the websocket loop and create a goroutine which will send ping message to okex server periodically

func (*WSClient) Subscribe

func (ws *WSClient) Subscribe(ctx context.Context, channels ...exchange.Channel) error

Subscribe due to okex api limit subscribe result can not ensure

func (*WSClient) UnSubscribe

func (ws *WSClient) UnSubscribe(ctx context.Context, channels ...exchange.Channel) error

UnSubscribe due to okex api limit subscribe result can not ensure