ws

package
v1.4.48 Latest Latest
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 Go to latest Published: Feb 27, 2024 License: Apache-2.0 Imports: 18 Imported by: 1

Documentation

Index

Constants

View Source 
const (
	PingPeriod = 15 * time.Second
)

Variables

This section is empty.

Functions

This section is empty.

Types

type ClientWs 

type ClientWs struct {
	Cancel        context.CancelFunc
	DoneChan      chan interface{}
	ErrChan       chan *events.Error
	SubscribeChan chan *events.Subscribe
	UnsubscribeCh chan *events.Unsubscribe
	LoginChan     chan *events.Login
	SuccessChan   chan *events.Success

	AuthRequested *time.Time
	Authorized    bool
	Private       *Private
	Public        *Public
	Trade         *Trade
	// contains filtered or unexported fields
}

ClientWs is the websocket api client

https://www.okex.com/docs-v5/en/#websocket-api

func NewClient 

func NewClient(ctx context.Context, apiKey, secretKey, passphrase string, url map[bool]okex.BaseURL) *ClientWs

NewClient returns a pointer to a fresh ClientWs

func (*ClientWs) Connect 

func (c *ClientWs) Connect(p bool) error

Connect into the server

https://www.okex.com/docs-v5/en/#websocket-api-connect

func (*ClientWs) Login 

func (c *ClientWs) Login() error

Login

https://www.okex.com/docs-v5/en/#websocket-api-login

func (*ClientWs) Send 

func (c *ClientWs) Send(p bool, op okex.Operation, args []map[string]string, extras ...map[string]string) error

Send message through either connections

func (*ClientWs) SetChannels 

func (c *ClientWs) SetChannels(errCh chan *events.Error, subCh chan *events.Subscribe, unSub chan *events.Unsubscribe, lCh chan *events.Login, sCh chan *events.Success)

SetChannels to receive certain events on separate channel

func (*ClientWs) Subscribe 

func (c *ClientWs) Subscribe(p bool, ch []okex.ChannelName, args map[string]string) error

Subscribe Users can choose to subscribe to one or more channels, and the total length of multiple channels cannot exceed 4096 bytes.

https://www.okex.com/docs-v5/en/#websocket-api-subscribe

func (*ClientWs) Unsubscribe 

func (c *ClientWs) Unsubscribe(p bool, ch []okex.ChannelName, args map[string]string) error

Unsubscribe into channel(s)

https://www.okex.com/docs-v5/en/#websocket-api-unsubscribe

func (*ClientWs) WaitForAuthorization 

func (c *ClientWs) WaitForAuthorization() error

WaitForAuthorization waits for the auth response and try to log in if it was needed

type Private 

type Private struct {
	*ClientWs
	// contains filtered or unexported fields
}

Private

https://www.okex.com/docs-v5/en/#websocket-api-private-channel

func NewPrivate 

func NewPrivate(c *ClientWs) *Private

NewPrivate returns a pointer to a fresh Private

func (*Private) Account 

func (c *Private) Account(req requests.Account, ch ...chan *private.Account) error

Account Retrieve account information. Data will be pushed when triggered by events such as placing/canceling order, and will also be pushed in regular interval according to subscription granularity.

https://www.okex.com/docs-v5/en/#websocket-api-private-channel-account-channel

func (*Private) AdvancedAlgoOrder added in v1.2.5 

func (c *Private) AdvancedAlgoOrder(req requests.AlgoOrder, ch ...chan *private.AlgoOrder) error

Algo Order Retrieve position information. Initial snapshot will be pushed according to subscription granularity. Data will be pushed when triggered by events such as placing/canceling advanced algo order, and will also be pushed in regular interval according to subscription granularity.

https://www.okx.com/docs-v5/en/#websocket-api-private-channel-algo-orders-channel

func (*Private) AlgoOrder added in v1.2.4 

func (c *Private) AlgoOrder(req requests.AlgoOrder, ch ...chan *private.AlgoOrder) error

Algo Order Retrieve position information. Initial snapshot will be pushed according to subscription granularity. Data will be pushed when triggered by events such as placing/canceling algo order, and will also be pushed in regular interval according to subscription granularity.

https://www.okx.com/docs-v5/en/#websocket-api-private-channel-algo-orders-channel

func (*Private) BalanceAndPosition 

func (c *Private) BalanceAndPosition(ch ...chan *private.BalanceAndPosition) error

BalanceAndPosition Retrieve account balance and position information. Data will be pushed when triggered by events such as filled order, funding transfer.

https://www.okex.com/docs-v5/en/#websocket-api-private-channel-balance-and-position-channel

func (*Private) Order 

func (c *Private) Order(req requests.Order, ch ...chan *private.Order) error

Order Retrieve position information. Initial snapshot will be pushed according to subscription granularity. Data will be pushed when triggered by events such as placing/canceling order, and will also be pushed in regular interval according to subscription granularity.

https://www.okex.com/docs-v5/en/#websocket-api-private-channel-order-channel

func (*Private) Position 

func (c *Private) Position(req requests.Position, ch ...chan *private.Position) error

Position Retrieve position information. Initial snapshot will be pushed according to subscription granularity. Data will be pushed when triggered by events such as placing/canceling order, and will also be pushed in regular interval according to subscription granularity.

https://www.okex.com/docs-v5/en/#websocket-api-private-channel-positions-channel

func (*Private) Process 

func (c *Private) Process(data []byte, e *events.Basic) bool

func (*Private) UAccount 

func (c *Private) UAccount(req requests.Account, rCh ...bool) error

UAccount

https://www.okex.com/docs-v5/en/#websocket-api-private-channel-account-channel

func (*Private) UAdvancedAlgoOrder added in v1.2.5 

func (c *Private) UAdvancedAlgoOrder(req requests.AlgoOrder, rCh ...bool) error

UOrder

https://www.okex.com/docs-v5/en/#websocket-api-private-channel-order-channel

func (*Private) UAlgoOrder added in v1.2.4 

func (c *Private) UAlgoOrder(req requests.AlgoOrder, rCh ...bool) error

UOrder

https://www.okex.com/docs-v5/en/#websocket-api-private-channel-order-channel

func (*Private) UBalanceAndPosition 

func (c *Private) UBalanceAndPosition(rCh ...bool) error

UBalanceAndPosition unsubscribes a position channel

https://www.okex.com/docs-v5/en/#websocket-api-private-channel-balance-and-position-channel

func (*Private) UOrder 

func (c *Private) UOrder(req requests.Order, rCh ...bool) error

UOrder

https://www.okex.com/docs-v5/en/#websocket-api-private-channel-order-channel

func (*Private) UPosition 

func (c *Private) UPosition(req requests.Position, rCh ...bool) error

UPosition

https://www.okex.com/docs-v5/en/#websocket-api-private-channel-positions-channel

type Public 

type Public struct {
	*ClientWs
	// contains filtered or unexported fields
}

Public

https://www.okex.com/docs-v5/en/#websocket-api-public-channels

func NewPublic 

func NewPublic(c *ClientWs) *Public

NewPublic returns a pointer to a fresh Public

func (*Public) Candlesticks 

func (c *Public) Candlesticks(req requests.Candlesticks, ch ...chan *public.Candlesticks) error

Candlesticks Retrieve the open interest. Data will by pushed every 3 seconds.

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-candlesticks-channel

func (*Public) EstimatedDeliveryExercisePrice 

func (c *Public) EstimatedDeliveryExercisePrice(req requests.EstimatedDeliveryExercisePrice, ch ...chan *public.EstimatedDeliveryExercisePrice) error

EstimatedDeliveryExercisePrice Retrieve the estimated delivery/exercise price of FUTURES contracts and OPTION.

Only the estimated delivery/exercise price will be pushed an hour before delivery/exercise, and will be pushed if there is any price change.

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-estimated-delivery-exercise-price-channel

func (*Public) FundingRate 

func (c *Public) FundingRate(req requests.FundingRate, ch ...chan *public.FundingRate) error

FundingRate Retrieve funding rate. Data will be pushed every minute.

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-funding-rate-channel

func (*Public) IndexCandlesticks 

func (c *Public) IndexCandlesticks(req requests.IndexCandlesticks, ch ...chan *public.IndexCandlesticks) error

IndexCandlesticks Retrieve the candlesticks data of the index. Data will be pushed every 500 ms.

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-index-candlesticks-channel

func (*Public) IndexTickers 

func (c *Public) IndexTickers(req requests.IndexTickers, ch ...chan *public.IndexTickers) error

IndexTickers Retrieve index tickers data

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-index-tickers-channel

func (*Public) Instruments 

func (c *Public) Instruments(req requests.Instruments, ch ...chan *public.Instruments) error

Instruments The full instrument list will be pushed for the first time after subscription. Subsequently, the instruments will be pushed if there's any change to the instrument’s state (such as delivery of FUTURES, exercise of OPTION, listing of new contracts / trading pairs, trading suspension, etc.).

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-instruments-channel

func (*Public) MarkPrice 

func (c *Public) MarkPrice(req requests.MarkPrice, ch ...chan *public.MarkPrice) error

MarkPrice Retrieve the mark price. Data will be pushed every 200 ms when the mark price changes, and will be pushed every 10 seconds when the mark price does not change.

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-mark-price-channel

func (*Public) MarkPriceCandlesticks 

func (c *Public) MarkPriceCandlesticks(req requests.MarkPriceCandlesticks, ch ...chan *public.MarkPriceCandlesticks) error

MarkPriceCandlesticks Retrieve the candlesticks data of the mark price. Data will be pushed every 500 ms.

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-mark-price-candlesticks-channel

func (*Public) OPTIONSummary 

func (c *Public) OPTIONSummary(req requests.OPTIONSummary, ch ...chan *public.OPTIONSummary) error

OPTIONSummary Retrieve detailed pricing information of all OPTION contracts. Data will be pushed at once.

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-option-summary-channel

func (*Public) OpenInterest 

func (c *Public) OpenInterest(req requests.OpenInterest, ch ...chan *public.OpenInterest) error

OpenInterest Retrieve the open interest. Data will by pushed every 3 seconds.

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-open-interest-channel

func (*Public) OrderBook 

func (c *Public) OrderBook(req requests.OrderBook, ch ...chan *public.OrderBook) error

OrderBook Retrieve order book data.

Use books for 400 depth levels, book5 for 5 depth levels, books50-l2-tbt tick-by-tick 50 depth levels, and books-l2-tbt for tick-by-tick 400 depth levels.

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-order-book-channel

func (*Public) PriceLimit 

func (c *Public) PriceLimit(req requests.PriceLimit, ch ...chan *public.PriceLimit) error

PriceLimit Retrieve the maximum buy price and minimum sell price of the instrument. Data will be pushed every 5 seconds when there are changes in limits, and will not be pushed when there is no changes on limit.

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-price-limit-channel

func (*Public) Process 

func (c *Public) Process(data []byte, e *events.Basic) bool

func (*Public) Tickers 

func (c *Public) Tickers(req requests.Tickers, ch ...chan *public.Tickers) error

Tickers Retrieve the last traded price, bid price, ask price and 24-hour trading volume of instruments. Data will be pushed every 100 ms.

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-tickers-channel

func (*Public) Trades 

func (c *Public) Trades(req requests.Trades, ch ...chan *public.Trades) error

Trades Retrieve the recent trades data. Data will be pushed whenever there is a trade.

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-trades-channel

func (*Public) UCandlesticks 

func (c *Public) UCandlesticks(req requests.Candlesticks, rCh ...bool) error

UCandlesticks

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-candlesticks-channel

func (*Public) UEstimatedDeliveryExercisePrice 

func (c *Public) UEstimatedDeliveryExercisePrice(req requests.EstimatedDeliveryExercisePrice, rCh ...bool) error

UEstimatedDeliveryExercisePrice

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-estimated-delivery-exercise-price-channel

func (*Public) UFundingRate 

func (c *Public) UFundingRate(req requests.FundingRate, rCh ...bool) error

UFundingRate

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-funding-rate-channel

func (*Public) UIndexCandlesticks 

func (c *Public) UIndexCandlesticks(req requests.IndexCandlesticks, rCh ...bool) error

UIndexCandlesticks

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-index-candlesticks-channel

func (*Public) UIndexTickers 

func (c *Public) UIndexTickers(req requests.IndexTickers, rCh ...bool) error

UIndexTickers

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-index-tickers-channel

func (*Public) UInstruments 

func (c *Public) UInstruments(req requests.Instruments, rCh ...bool) error

UInstruments

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-instruments-channel

func (*Public) UMarkPrice 

func (c *Public) UMarkPrice(req requests.MarkPrice, rCh ...bool) error

UMarkPrice

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-mark-price-channel

func (*Public) UMarkPriceCandlesticks 

func (c *Public) UMarkPriceCandlesticks(req requests.MarkPriceCandlesticks, rCh ...bool) error

UMarkPriceCandlesticks

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-mark-price-candlesticks-channel

func (*Public) UOPTIONSummary 

func (c *Public) UOPTIONSummary(req requests.OPTIONSummary, rCh ...bool) error

UOPTIONSummary

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-option-summary-channel

func (*Public) UOpenInterest 

func (c *Public) UOpenInterest(req requests.OpenInterest, rCh ...bool) error

UOpenInterest

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-open-interest-channel

func (*Public) UOrderBook 

func (c *Public) UOrderBook(req requests.OrderBook, rCh ...bool) error

UOrderBook

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-order-book-channel

func (*Public) UPriceLimit 

func (c *Public) UPriceLimit(req requests.PriceLimit, rCh ...bool) error

UPriceLimit

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-price-limit-channel

func (*Public) UTickers 

func (c *Public) UTickers(req requests.Tickers, rCh ...bool) error

UTickers

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-tickers-channel

func (*Public) UTrades 

func (c *Public) UTrades(req requests.Trades, rCh ...bool) error

UTrades

https://www.okex.com/docs-v5/en/#websocket-api-public-channels-trades-channel

type Trade 

type Trade struct {
	*ClientWs
}

Trade

https://www.okex.com/docs-v5/en/#websocket-api-trade

func NewTrade 

func NewTrade(c *ClientWs) *Trade

NewTrade returns a pointer to a fresh Trade

func (*Trade) AmendOrder 

func (c *Trade) AmendOrder(req ...requests.AmendOrder) error

AmendOrder Amend an incomplete order.

https://www.okex.com/docs-v5/en/#websocket-api-trade-place-order

Amend incomplete orders in batches. Maximum 20 orders can be amended at a time.

https://www.okex.com/docs-v5/en/#websocket-api-trade-amend-multiple-orders

func (*Trade) CancelOrder 

func (c *Trade) CancelOrder(req ...requests.CancelOrder) error

CancelOrder Cancel an incomplete order

https://www.okex.com/docs-v5/en/#websocket-api-trade-place-order

Cancel incomplete orders in batches. Maximum 20 orders can be canceled at a time.

https://www.okex.com/docs-v5/en/#websocket-api-trade-cancel-multiple-orders

func (*Trade) PlaceOrder 

func (c *Trade) PlaceOrder(req ...requests.PlaceOrder) error

PlaceOrder You can place an order only if you have sufficient funds.

https://www.okex.com/docs-v5/en/#websocket-api-trade-place-order

Place orders in a batch. Maximum 20 orders can be placed at a time

https://www.okex.com/docs-v5/en/#websocket-api-trade-place-multiple-orders

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