okex5

package
v0.5.2 Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Oct 27, 2021 License: MIT Imports: 18 Imported by: 0

Documentation

Index

Constants

View Source 
const (
	BillsEndPoint           = "/api/v5/account/bills"
	InterestAccruedEndPoint = "/api/v5/account/interest-accrued"
)
View Source 
const (
	TransferEndPoint   = "/api/v5/asset/transfer"
	CurrenciesEndPoint = "/api/v5/asset/currencies"
)
View Source 
const (
	CtTypeNone    CtType = ""
	CtTypeLinear  CtType = "linear"
	CtTypeInverse CtType = "Inverse"

	MgnModeCash     MgnMode = "cash"
	MgnModeCross    MgnMode = "cross"
	MgnModeIsolated MgnMode = "isolated"

	ExecTypeMaker ExecType = "M"
	ExecTypeTaker ExecType = "T"

	InstTypeSpot    InstType = "SPOT"
	InstTypeMargin  InstType = "MARGIN"
	InstTypeSwap    InstType = "SWAP"
	InstTypeFutures InstType = "FUTURES"
	InstTypeOption  InstType = "OPTION"
	InstTypeAny     InstType = "ANY"

	TDModeIsolated TDMode = "isolated"
	TDModeCross    TDMode = "cross"
	TDModeCash     TDMode = "cash"

	OrderSideBuy  OrderSide = "buy"
	OrderSideSell OrderSide = "sell"

	PosSideNone  PosSide = ""
	PosSideLong  PosSide = "long"
	PosSideShort PosSide = "short"
	PosSideNet   PosSide = "net"

	OrdTypeMaket           OrdType = "market"
	OrdTypeLimit           OrdType = "limit"
	OrdTypePostOnly        OrdType = "post_only"
	OrdTypeFOK             OrdType = "fok"
	OrdTypeIOC             OrdType = "ioc"
	OrdTypeOptimalLimitIOC OrdType = "optimal_limit_ioc"

	OrderStateCanceled        OrderState = "canceled"
	OrderStateLive            OrderState = "live"
	OrderStatePartiallyFilled OrderState = "partially_filled"
	OrderStateFilled          OrderState = "filled"

	OrderCategoryUnknown            OrderCategory = ""
	OrderCategoryNormal             OrderCategory = "normal"
	OrderCategoryTwap               OrderCategory = "twap"
	OrderCategoryAdl                OrderCategory = "adl"
	OrderCategoryFullLiquidation    OrderCategory = "full_liquidation"
	OrderCategoryPartialLiquidation OrderCategory = "partial_liquidation"
	OrderCategoryDelivery           OrderCategory = "delivery"
)
View Source 
const (
	CreateOrderEndPoint = "/api/v5/trade/order"
	FetchOrderEndPoint  = CreateOrderEndPoint
	CancelOrderEndPoint = "/api/v5/trade/cancel-order"
	FillsEndPoint       = "/api/v5/trade/fills"
)
View Source 
const (
	DepthSnapshot = "snapshot"
	DepthUpdate   = "update"

	Books5Channel     = "books5"
	Books50TBTChannel = "books50-l2-tbt"
)
View Source 
const (
	WebSocketPublicAddr     = "wss://wsaws.okex.com:8443/ws/v5/public"
	WebSocketPrivateAddr    = "wss://wsaws.okex.com:8443/ws/v5/private"
	WebSocketSimPublicAddr  = "wss://wspap.okex.com:8443/ws/v5/public?brokerId=9999"
	WebSocketSimPrivateAdrr = "wss://wspap.okex.com:8443/ws/v5/private?brokerId=9999"

	MethodSubscribe   = "subscribe"
	MethodUnSubscribe = "unsubscribe"
)
View Source 
const (
	AccountBalanceEndPoint = "/api/v5/account/balance"
)
View Source 
const (
	BooksEndPoint = "/api/v5/market/books"
)
View Source 
const (
	CodeOK = "0"
)
View Source 
const (
	FundingEndPoint = "/api/v5/public/funding-rate"
)
View Source 
const (
	InstrumentEndPoint = "/api/v5/public/instruments"
)
View Source 
const (
	TradesChannel = "trades"
)

Variables

This section is empty.

Functions

func InitSymbols 

func InitSymbols(ctx context.Context) error

func InitTestSymbols added in v0.5.2 

func InitTestSymbols(ctx context.Context) error

func NewBooks50TBTChannel 

func NewBooks50TBTChannel(instId string) exchange.Channel

func NewBooks5Channel 

func NewBooks5Channel(instId string) exchange.Channel

func ParseMarginSymbol 

func ParseMarginSymbol(sym string) (exchange.MarginSymbol, error)

func ParseSpotSymbol 

func ParseSpotSymbol(sym string) (exchange.SpotSymbol, error)

func ParseSwapSymbol 

func ParseSwapSymbol(sym string) (exchange.SwapSymbol, error)

func ParseTimestamp 

func ParseTimestamp(ts string) (time.Time, error)

ParseTimestamp parse okex5 api timestamp

Types

type AccountBalance 

type AccountBalance struct {
	UTime       string          `json:"uTime"`
	TotalEq     string          `json:"totalEq"`
	IsoEq       string          `json:"isoEq"`
	AdjEq       string          `json:"adjEq"`
	OrdFroz     string          `json:"ordFroz"`
	Imr         string          `json:"imr"`
	Nmr         string          `json:"nmr"`
	MgnRatio    string          `json:"mgnRatio"`
	NotionalUSD string          `json:"notionalUsd"`
	Details     []AccountDetial `json:"details"`
}

type AccountDetial 

type AccountDetial struct {
	Ccy           string `json:"ccy"`
	Eq            string `json:"eq"`
	CashBal       string `json:"cashBal"`
	UTime         string `json:"uTime"`
	IsoEq         string `json:"isoEq"`
	AvailEq       string `json:"availEq"`
	DisEq         string `json:"disEq"`
	AvailBal      string `json:"availBal"`
	FrozenBal     string `json:"frozenBal"`
	OrdFrozen     string `json:"ordFrozen"`
	Liab          string `json:"liab"`
	Upl           string `json:"upl"`
	UplLiab       string `json:"uplLiab"`
	CrossLiab     string `json:"crossLiab"`
	IsoLiab       string `json:"isoLiab"`
	MgnRatio      string `json:"mgnRatio"`
	Interest      string `json:"interest"`
	Twap          string `json:"twap"`
	MaxLoan       string `json:"maxLoan"`
	EqUsd         string `json:"eqUsd"`
	NotionalLever string `json:"notionalLever"`
}

type Bill 

type Bill struct {
	InstType  InstType `json:"instType"`
	BillID    string   `json:"billId"`
	Type      string   `json:"type"`
	SubType   string   `json:"subType"`
	Ts        string   `json:"ts"`
	BalChg    string   `json:"balChg"`
	PosBalChg string   `json:"posBalChg"`
	Bal       string   `json:"bal"`
	PosBal    string   `json:"posBal"`
	Sz        string   `json:"sz"`
	Ccy       string   `json:"ccy"`
	Pnl       string   `json:"pnl"`
	Fee       string   `json:"fee"`
	MgnMode   MgnMode  `json:"mgnMode"`
	InstID    string   `json:"instId"`
	OrdID     string   `json:"ordId"`
	From      string   `json:"from"`
	To        string   `json:"to"`
	Notes     string   `json:"notes"`
}

func (*Bill) Parse 

func (b *Bill) Parse() (*exchange.Finance, error)

type BillReq 

type BillReq struct {
	InstType InstType
	Ccy      string
	MgnMode  MgnMode
	CtType   CtType
	Type     string
	SubType  string
	After    string
	Before   string
	Limit    string
}

type CancelOrderReq 

type CancelOrderReq struct {
	InstID  string `json:"instId"`
	OrdId   string `json:"ordId"`
	ClOrdID string `json:"clOrdId"`
}

type CancelOrderResp 

type CancelOrderResp struct {
	OrdID   string `json:"ordId"`
	ClOrdID string `json:"clOrdId"`
	SCode   string `json:"sCode"`
	SMsg    string `json:"sMsg"`
}

type CodeC 

type CodeC struct {
	LastEvent string
}

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 CreateOrderReq 

type CreateOrderReq struct {
	InstID     string    `json:"instId"`
	TDMode     TDMode    `json:"tdMode"`
	Ccy        string    `json:"ccy,omitempty"`
	ClOrderID  string    `json:"clOrderId,omitempty"`
	Tag        string    `json:"tag,omitempty"`
	Side       OrderSide `json:"side"`
	PosSide    PosSide   `json:"posSide,omitempty"`
	OrdType    OrdType   `json:"ordType"`
	Sz         string    `json:"sz"`
	Px         string    `json:"px,omitempty"`
	ReduecOnly bool      `json:"reduceOnly"`
}

type CreateOrderResp 

type CreateOrderResp struct {
	OrderID   string `json:"ordId"`
	ClOrderID string `json:"clOrdId"`
	Tag       string `json:"tag"`
	SCode     string `json:"sCode"`
	SMsg      string `json:"sMsg"`
}

type CtType 

type CtType string

func (*CtType) UnmarshalJSON 

func (ct *CtType) UnmarshalJSON(raw []byte) error

type CurrencyResp 

type CurrencyResp struct {
	Ccy         string `json:"ccy"`
	Name        string `json:"name"`
	Chain       string `json:"chain"`
	CanDep      bool   `json:"canDep"`
	CanWd       bool   `json:"canWd"`
	CanInternal bool   `json:"canInternal"`
	MinWd       string `json:"minWd"`
	MinFee      string `json:"minFee"`
	MaxFee      string `json:"maxFee"`
}

type Depth 

type Depth struct {
	Asks         [][4]string
	Bids         [][4]string
	Ts           string
	Checksum     int32 //checksum recv from okex
	CalcChecskum int32 //checksum calc by bids and asks data
}

type DepthDS 

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

DepthDS recv okex5 RawDepth notify and calc depth

func NewDepthDS 

func NewDepthDS() *DepthDS

func (*DepthDS) Push 

func (ds *DepthDS) Push(raw *RawDepth) (*Depth, error)

Push update depth data accoring raw depth data base on the https://www.okex.com/docs-v5/en/#websocket-api-checksum-merging-incremental-data-into-full-data

type ExecType 

type ExecType string

func (*ExecType) UnmarshalJSON 

func (et *ExecType) UnmarshalJSON(raw []byte) error

type FetchOrderReq 

type FetchOrderReq struct {
	InstID  string `json:"instId"`
	OrdID   string `json:"ordId"`
	ClOrdID string `json:"clOrdId"`
}

type Fill 

type Fill struct {
	InstType InstType  `json:"instType"`
	InstID   string    `json:"instId"`
	TradeID  string    `json:"tradeId"`
	OrdID    string    `json:"ordId"`
	ClOrdID  string    `json:"clOrdId"`
	BillID   string    `json:"billId"`
	Tag      string    `json:"tag"`
	FIllPx   string    `json:"fillPx"`
	FillSz   string    `json:"fillSz"`
	Side     OrderSide `json:"side"`
	PosSide  PosSide   `json:"posSide"`
	ExecType ExecType  `json:"execType"`
	FeeCcy   string    `json:"feeCcy"`
	Fee      string    `json:"fee"`
	Ts       string    `json:"ts"`
}

func (*Fill) Parse 

func (f *Fill) Parse() (*exchange.Trade, error)

type FillsReq 

type FillsReq struct {
	InstType InstType
	InstID   string
	OrdID    string
	Uly      string
	After    string
	Before   string
	Limit    string
}

type FundingRate added in v0.5.2 

type FundingRate struct {
	InstType        InstType `json:"InstType"`
	InstID          string   `json:"instId"`
	FundingRate     string   `json:"fundingRate"`
	NextFundingRate string   `json:"nextFundingRate"`
	FundingTime     string   `json:"fundingTime"`
	NextFundingTime string   `json:"nextFundingTime"`
}

type InstType 

type InstType string

func (*InstType) UnmarshalJSON 

func (it *InstType) UnmarshalJSON(raw []byte) error

type Instrument 

type Instrument struct {
	InstType  InstType `json:"instType"`
	InstID    string   `json:"instId"`
	Uly       string   `json:"uly"`
	Category  string   `json:"category"`
	BaseCcy   string   `json:"baseCcy"`
	QuoteCcy  string   `json:"quoteCcy"`
	SettleCcy string   `json:"settleCcy"`
	CtVal     string   `json:"CtVal"`
	CtMul     string   `json:"CtMul"`
	CtValCcy  string   `json:"ctValCcy"`
	OptType   string   `json:"optType"`
	Stk       string   `json:"stk"`
	ListTime  string   `json:"listTime"`
	ExpTime   string   `json:"expTime"`
	Lever     string   `json:"lever"`
	TickSz    string   `json:"tickSz"`
	LotSz     string   `json:"lotSz"`
	MinSz     string   `json:"minSz"`
	CtType    string   `json:"ctType"`
	Alias     string   `json:"alias"`
	State     string   `json:"state"`
}

func (*Instrument) Parse added in v0.5.2 

func (it *Instrument) Parse() (exchange.Symbol, error)

type InterestAccrued added in v0.4.0 

type InterestAccrued struct {
	InstID       string
	Ccy          string
	MgnMode      MgnMode
	InterestRate string
	Liab         string
	Interest     string
	TS           string
}

type InterestAccruedReq added in v0.4.0 

type InterestAccruedReq struct {
	InstID  string
	Ccy     string
	MgnMode MgnMode
	After   string
	Before  string
	Limit   string
}

type MarginSymbol 

type MarginSymbol struct {
	*exchange.BaseMarginSymbol
}

func (*MarginSymbol) String 

func (ms *MarginSymbol) String() string

type MgnMode 

type MgnMode string

func (*MgnMode) UnmarshalJSON 

func (mgn *MgnMode) UnmarshalJSON(raw []byte) error

type Okex5Channel 

type Okex5Channel struct {
	Channel  string   `json:"channel"`
	InstType InstType `json:"instType,omitempty"`
	Uly      string   `json:"uly,omitempty"`
	InstID   string   `json:"instId,omitempty"`
}

func NewTradesChannel 

func NewTradesChannel(instID string) *Okex5Channel

func (*Okex5Channel) String 

func (oc *Okex5Channel) String() string

type OrdType 

type OrdType string

func (*OrdType) UnmarshalJSON 

func (ot *OrdType) UnmarshalJSON(raw []byte) error

type Order 

type Order struct {
	InstType    InstType      `json:"instType"`
	InstId      string        `json:"instId"`
	Ccy         string        `json:"ccy"`
	OrderID     string        `json:"ordId"`
	ClOrdID     string        `json:"clOrdId"`
	Tag         string        `json:"tag"`
	Px          string        `json:"px"`
	Sz          string        `json:"sz"`
	Pnl         string        `json:"pnl"`
	OrderType   OrdType       `json:"ordType"`
	Side        OrderSide     `json:"side"`
	PosSide     PosSide       `json:"posSide"`
	TDMode      TDMode        `json:"tdMode"`
	AccFillSZ   string        `json:"accFillSz"`
	FillPx      string        `json:"fillPx"`
	TradeID     string        `json:"tradeId"`
	FillSz      string        `json:"fillSz"`
	FillTime    string        `json:"fillTime"`
	AvgPx       string        `json:"avgPx"`
	State       OrderState    `json:"state"`
	Lever       string        `json:"lever"`
	TpTriggerPx string        `json:"tpTriggerPx"`
	TpOrdPx     string        `json:"tpOrdPx"`
	SlTriggerPx string        `json:"slTriggerPx"`
	SlOrdPx     string        `json:"slOrdPx"`
	FeeCcy      string        `json:"feeCcy"`
	Fee         string        `json:"fee"`
	RebateCcy   string        `json:"rebatCcy"`
	Rebat       string        `json:"rebat"`
	Category    OrderCategory `json:"category"`
	UTime       string        `json:"uTime"`
	CTime       string        `json:"cTime"`
}

type OrderCategory 

type OrderCategory string

func (*OrderCategory) UnmarshalJSON 

func (oc *OrderCategory) UnmarshalJSON(raw []byte) error

type OrderSide 

type OrderSide string

func (*OrderSide) UnmarshalJSON 

func (os *OrderSide) UnmarshalJSON(raw []byte) error

type OrderState 

type OrderState string

func (*OrderState) UnmarshalJSON 

func (os *OrderState) UnmarshalJSON(raw []byte) error

type OrdersHistoryReq added in v0.4.2 

type OrdersHistoryReq struct {
	InstType InstType      `json:"instType"`
	Uly      string        `json:"uly"`
	InstID   string        `json:"instId"`
	OrdType  OrdType       `json:"ordType"`
	State    string        `json:"state"`
	Category OrderCategory `json:"category"`
	After    string        `json:"after"`
	Before   string        `json:"before"`
	Limit    string        `json:"limit"`
}

type PosSide 

type PosSide string

func (*PosSide) UnmarshalJSON 

func (ps *PosSide) UnmarshalJSON(raw []byte) error

type RawDepth 

type RawDepth struct {
	Asks     [][4]string `json:"asks"`
	Bids     [][4]string `json:"bids"`
	Ts       string      `json:"ts"`
	Checksum int32       `json:"checksum"`
}

RawDepth incremental depth push

type RestClient 

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

func NewRestClient 

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

func NewTestRestClient 

func NewTestRestClient(key, secret, pass string) *RestClient

func (*RestClient) AccountBalance 

func (r *RestClient) AccountBalance(ctx context.Context, currency ...string) (*AccountBalance, error)

func (*RestClient) Bills 

func (rc *RestClient) Bills(ctx context.Context, req *BillReq) ([]Bill, error)

func (*RestClient) Books 

func (rc *RestClient) Books(ctx context.Context, instId string, sz string) (*Depth, error)

func (*RestClient) CancelOrder 

func (rc *RestClient) CancelOrder(ctx context.Context, req *CancelOrderReq) (*CancelOrderResp, error)

func (*RestClient) CreateOrder 

func (rc *RestClient) CreateOrder(ctx context.Context, req *CreateOrderReq) (*CreateOrderResp, error)

func (*RestClient) Currencies 

func (c *RestClient) Currencies(ctx context.Context) ([]CurrencyResp, error)

func (*RestClient) FetchOrder 

func (rc *RestClient) FetchOrder(ctx context.Context, req *FetchOrderReq) (*Order, error)

func (*RestClient) Fills 

func (rc *RestClient) Fills(ctx context.Context, param *FillsReq) ([]Fill, error)

func (*RestClient) Finance 

func (rc *RestClient) Finance(ctx context.Context, req *exchange.FinanceReqParam) ([]exchange.Finance, error)

func (*RestClient) FundingRate added in v0.5.2 

func (rc *RestClient) FundingRate(ctx context.Context, instID string) ([]FundingRate, error)

func (*RestClient) Instruments 

func (rc *RestClient) Instruments(ctx context.Context, typ InstType) ([]Instrument, error)

func (*RestClient) InterestAccrued added in v0.4.0 

func (rc *RestClient) InterestAccrued(ctx context.Context, iar *InterestAccruedReq) ([]InterestAccrued, error)

func (*RestClient) MarginSymbols added in v0.5.2 

func (rc *RestClient) MarginSymbols(ctx context.Context) ([]exchange.MarginSymbol, error)

func (*RestClient) OrdersHistory added in v0.4.2 

func (rc *RestClient) OrdersHistory(ctx context.Context, param *OrdersHistoryReq) ([]Order, error)

func (*RestClient) Property 

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

func (*RestClient) Request 

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

Request do okexv5 rest request. response data field will be store into dst

func (*RestClient) SpotSymbols added in v0.5.2 

func (rc *RestClient) SpotSymbols(ctx context.Context) ([]exchange.SpotSymbol, error)

func (*RestClient) SwapSymbols added in v0.5.2 

func (rc *RestClient) SwapSymbols(ctx context.Context) ([]exchange.SwapSymbol, error)

func (*RestClient) Symbols added in v0.5.2 

func (rc *RestClient) Symbols(ctx context.Context) ([]exchange.Symbol, error)

Symbols return all spot + margin + swap symbols

func (*RestClient) Trades 

func (rc *RestClient) Trades(ctx context.Context, req *exchange.TradeReqParam) ([]exchange.Trade, error)

func (*RestClient) Transfer 

func (c *RestClient) Transfer(ctx context.Context, param *TransferParam) (*TransferResp, error)

type RestResponse 

type RestResponse struct {
	Code string      `json:"code"`
	Msg  string      `json:"msg"`
	Data interface{} `json:"data"`
}

type SpotSymbol 

type SpotSymbol struct {
	*exchange.BaseSpotSymbol
}

func (*SpotSymbol) String 

func (ss *SpotSymbol) String() string

type SwapSymbol 

type SwapSymbol struct {
	*exchange.BaseSwapSymbol
}

func (*SwapSymbol) String 

func (ss *SwapSymbol) String() string

type TDMode 

type TDMode string

func (*TDMode) UnmarshalJSON 

func (tm *TDMode) UnmarshalJSON(raw []byte) error

type Trade 

type Trade struct {
	InstID  string    `json:"instId"`
	TradeID string    `json:"tradeId"`
	Px      string    `json:"px"`
	Sz      string    `json:"sz"`
	Side    OrderSide `json:"side"`
	Ts      string    `json:"ts"`
}

type TransferParam 

type TransferParam struct {
	Ccy      string `json:"ccy"`
	Amt      string `json:"amt"`
	Type     string `json:"type"`
	From     string `json:"from"`
	To       string `json:"to"`
	SubAcct  string `json:"subAcct"`
	InstID   string `json:"instId"`
	ToInstID string `json:"toInstId"`
}

type TransferResp 

type TransferResp struct {
	TransID string `json:"transId"`
	Ccy     string `json:"ccy"`
	From    string `json:"from"`
	Amt     string `json:"amt"`
	To      string `json:"to"`
}

type WSClient 

type WSClient struct {
	*exchange.WSClient
	// contains filtered or unexported fields
}

func NewTestWSPublicClient 

func NewTestWSPublicClient(data chan interface{}) *WSClient

func NewWSPublicClient 

func NewWSPublicClient(data chan interface{}) *WSClient

func (*WSClient) Handle 

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

func (*WSClient) Run 

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

func (*WSClient) Subscirbe 

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

func (*WSClient) UnSubscribe 

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

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