trade

Documentation

Index

• type AlgoOrderList
• type AmendOrder
• type CancelAlgoOrder
• type CancelOrder
• type ClosePosition
• type IcebergOrder
• type OrderDetails
• type OrderList
• type PlaceAlgoOrder
• type PlaceOrder
• type StopOrder
• type TWAPOrder
• type TrailingStopOrder
• type TransactionDetails
• type TriggerOrder

Types

type AlgoOrderList

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

type AmendOrder

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

type CancelAlgoOrder

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

type CancelOrder

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

type ClosePosition

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

type IcebergOrder

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

type OrderDetails

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

type OrderList

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

type PlaceAlgoOrder

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

type PlaceOrder

type PlaceOrder struct {
	ID              string            `json:"-"`
	InstID          string            `json:"instId"`
	Ccy             string            `json:"ccy,omitempty"`
	ClOrdID         string            `json:"clOrdId,omitempty"`
	Tag             string            `json:"tag,omitempty"`
	QuickMgnType    string            `json:"quickMgnType,omitempty"`
	ReduceOnly      bool              `json:"reduceOnly,omitempty"`
	Sz              float64           `json:"sz,string"`
	Px              float64           `json:"px,omitempty,string"`
	TdMode          okex.TradeMode    `json:"tdMode"`
	Side            okex.OrderSide    `json:"side"`
	PosSide         okex.PositionSide `json:"posSide,omitempty"`
	OrdType         okex.OrderType    `json:"ordType"`
	TgtCcy          okex.QuantityType `json:"tgtCcy,omitempty"`
	TpTriggerPx     float64           `json:"tpTriggerPx,string,omitempty"`
	TpOrdPx         float64           `json:"tpOrdPx,string,omitempty"`
	TpTriggerPxType string            `json:"tpTriggerPxType,omitempty"`
	SlTriggerPx     float64           `json:"slTriggerPx,string,omitempty"`
	SlOrdPx         float64           `json:"slOrdPx,string,omitempty"`
	SlTriggerPxType string            `json:"slTriggerPxType,omitempty"`
}

type StopOrder

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

type TWAPOrder

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

type TrailingStopOrder

type TrailingStopOrder struct {
	CallbackRatio  float64 `json:"callbackRatio,string,omitempty"`
	CallbackSpread float64 `json:"callbackSpread,string,omitempty"`
	ActivePx       float64 `json:"activePx,string,omitempty"`
}

type TransactionDetails

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

type TriggerOrder

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