phemex_contract

package
v0.0.0-...-ea1cebd Latest Latest
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 Go to latest Published: Dec 2, 2023 License: MIT Imports: 19 Imported by: 0

Documentation

Index

Constants

View Source 
const OrderNotFoundCode = 10002 // OM_ORDER_NOT_FOUND
View Source 
const PHEMEX_PREFIX = "PHEMEX-"

Variables

View Source 
var PhemexOrderClearedError = errors.New("phemex order was cleared")

Functions

func InitScalesSubscriber 

func InitScalesSubscriber(lg *zap.Logger)

func InsertToOrdersFetcherMultimap 

func InsertToOrdersFetcherMultimap(m map[SymbolClientOrderID]map[string]struct{}, key SymbolClientOrderID, value string)

func IsAPINotFoundError 

func IsAPINotFoundError(err error) bool

func ScaleToDivider 

func ScaleToDivider(scale int) (*apd.Decimal, error)

func SubscribeToOrders 

func SubscribeToOrders(ctx context.Context, client *phemex.Client, lg *zap.Logger) (<-chan WSOrderEvent, error)

func SubscribeToPositions 

func SubscribeToPositions(ctx context.Context, client *phemex.Client, lg *zap.Logger) (<-chan WSPositionEvent, error)

func SubscribeToPrice 

func SubscribeToPrice(ctx context.Context, symbol string, lg *zap.Logger) (<-chan exchanges.PriceEvent, error)

No reconnection in case of error Returns control after connect

func TakeFirstValueOfStringSet 

func TakeFirstValueOfStringSet(s map[string]struct{}) string

func ToFullSymbol 

func ToFullSymbol(phemexSymbol string) string

func ToOrderType 

func ToOrderType(orderType string) krisa_phemex_fork.OrderType

func ToPhemexSymbol 

func ToPhemexSymbol(symbol string) string

Types

type CombinedOrdersFetcher 

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

func NewCombinedOrdersFetcher 

func NewCombinedOrdersFetcher(client *phemex.Client, forkClient *krisa_phemex_fork.Client, lim *PhemexRateLimiter, logger *zap.Logger) *CombinedOrdersFetcher

func (*CombinedOrdersFetcher) GetHistoryOrders 

func (cof *CombinedOrdersFetcher) GetHistoryOrders(
	ctx context.Context,
	symbol string,
	orderID *string,
	clientOrderID *string,
) (res []exchanges.OrderDetailInfo, err error)

func (*CombinedOrdersFetcher) GetOpenOrders 

func (cof *CombinedOrdersFetcher) GetOpenOrders(ctx context.Context) (res []exchanges.OrderDetailInfo, err error)

func (*CombinedOrdersFetcher) GetOrderInfoByClientOrderID 

func (cof *CombinedOrdersFetcher) GetOrderInfoByClientOrderID(
	ctx context.Context, symbol, clientOrderID string,
) (exchanges.OrderInfo, *orderResponse, error)

func (*CombinedOrdersFetcher) GetOrderInfoByOrderID 

func (cof *CombinedOrdersFetcher) GetOrderInfoByOrderID(
	ctx context.Context, symbol, id string,
) (exchanges.OrderInfo, *orderResponse, error)

func (*CombinedOrdersFetcher) Start 

func (cof *CombinedOrdersFetcher) Start(ctx context.Context) error

type OldOrdersFetcher 

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

func NewOldOrdersFetcher 

func NewOldOrdersFetcher(apiKey, secretKey string, lg *zap.Logger) *OldOrdersFetcher

func (*OldOrdersFetcher) GetActiveOrders 

func (of *OldOrdersFetcher) GetActiveOrders(symbol string) ([]*krisa_phemex_fork.OrderResponse, error)

func (*OldOrdersFetcher) GetOrderInfoByClientOrderID 

func (of *OldOrdersFetcher) GetOrderInfoByClientOrderID(
	ctx context.Context, symbol, clientOrderID string, createdAt *time.Time,
) (exchanges.OrderInfo, *krisa_phemex_fork.OrderResponse, error)

func (*OldOrdersFetcher) GetOrderInfoByOrderID 

func (of *OldOrdersFetcher) GetOrderInfoByOrderID(
	ctx context.Context, symbol, id string,
) (exchanges.OrderInfo, *krisa_phemex_fork.OrderResponse, error)

type OrderCanceller 

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

func NewOrderCanceller 

func NewOrderCanceller(
	client *krisa_phemex_fork.Client,
	cof *CombinedOrdersFetcher,
	lim *PhemexRateLimiter,
	lg *zap.Logger,
) *OrderCanceller

func (*OrderCanceller) CancelOrder 

func (oc *OrderCanceller) CancelOrder(ctx context.Context, phemexSymbol, orderID string) error

type OrderPlacer 

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

func NewOrderPlacer 

func NewOrderPlacer(
	client *krisa_phemex_fork.Client,
	cof *CombinedOrdersFetcher,
	lim *PhemexRateLimiter,
	lg *zap.Logger,
) *OrderPlacer

func (*OrderPlacer) CreateOrderRequest 

func (op *OrderPlacer) CreateOrderRequest(
	symbol string, price, quantity *apd.Decimal, clientOrderID string, side krisa_phemex_fork.SideType,
) (*orderFields, error)

Don't forget to floor `price` and `quantity`

func (*OrderPlacer) CreateOrderRequestV2 

func (op *OrderPlacer) CreateOrderRequestV2(symbol string, price,
	quantity *apd.Decimal, clientOrderID string,
	side krisa_phemex_fork.SideType,
	orderType krisa_phemex_fork.OrderType) (*orderFields, error)

func (*OrderPlacer) PlaceOrder 

func (op *OrderPlacer) PlaceOrder(
	ctx context.Context,
	isRetry bool,
	symbol string, price, quantity *apd.Decimal, clientOrderID string,
	side krisa_phemex_fork.SideType,
) (id string, e error)

func (*OrderPlacer) PlaceOrderV2 

func (op *OrderPlacer) PlaceOrderV2(ctx context.Context, isRetry bool, symbol string, price,
	quantity *apd.Decimal, clientOrderID string,
	side krisa_phemex_fork.SideType, orderType krisa_phemex_fork.OrderType) (id string, e error)

type PhemexContract 

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

func NewPhemexContract 

func NewPhemexContract(apiKey, secretKey string, lim *PhemexRateLimiter, lg *zap.Logger) *PhemexContract

func (*PhemexContract) CancelOrder 

func (pc *PhemexContract) CancelOrder(ctx context.Context, symbol, id string) error

CancelOrder can return `OrderExecutedError` in case of executed order. can return `OrderNotFoundError` in case of not found order.

func (*PhemexContract) GenerateClientOrderID 

func (b *PhemexContract) GenerateClientOrderID(ctx context.Context, identifierID string) (string, error)

func (*PhemexContract) GetAccount 

func (pc *PhemexContract) GetAccount(ctx context.Context) (exchanges.Account, error)

func (*PhemexContract) GetName 

func (pc *PhemexContract) GetName() string

func (*PhemexContract) GetOpenOrders 

func (pc *PhemexContract) GetOpenOrders(ctx context.Context) ([]exchanges.OrderDetailInfo, error)

func (*PhemexContract) GetOrderInfo 

func (pc *PhemexContract) GetOrderInfo(ctx context.Context, symbol, id string, createdAt *time.Time) (exchanges.OrderInfo, error)

func (*PhemexContract) GetOrderInfoByClientOrderID 

func (pc *PhemexContract) GetOrderInfoByClientOrderID(ctx context.Context,
	symbol, clientOrderID string, createdAt *time.Time,
) (exchanges.OrderInfo, error)

func (*PhemexContract) GetOrders 

func (pc *PhemexContract) GetOrders(ctx context.Context, filter exchanges.OrderFilter) (res []exchanges.OrderDetailInfo, err error)

func (*PhemexContract) GetPrefix 

func (pc *PhemexContract) GetPrefix() string

func (*PhemexContract) GetPrice 

func (pc *PhemexContract) GetPrice(ctx context.Context, symbol string) (*apd.Decimal, error)

func (*PhemexContract) GetTradableSymbols 

func (pc *PhemexContract) GetTradableSymbols(ctx context.Context) ([]exchanges.SymbolInfo, error)

func (*PhemexContract) PlaceBuyOrder 

func (pc *PhemexContract) PlaceBuyOrder(ctx context.Context,
	isRetry bool, symbol string, price, qty *apd.Decimal, clientOrderID string,
) (id string, e error)

PlaceBuyOrder This method should use `clientOrderID` if it's possible

func (*PhemexContract) PlaceBuyOrderV2 

func (pc *PhemexContract) PlaceBuyOrderV2(ctx context.Context,
	isRetry bool, symbol string, price, qty *apd.Decimal, clientOrderID string, orderType string,
) (id string, e error)

PlaceBuyOrderV2 This method use to PlaceOrder with Order Type as Parameter

func (*PhemexContract) PlaceSellOrder 

func (pc *PhemexContract) PlaceSellOrder(ctx context.Context,
	isRetry bool, symbol string, price, qty *apd.Decimal, clientOrderID string,
) (id string, e error)

PlaceSellOrder This method should use `clientOrderID` if it's possible

func (*PhemexContract) PlaceSellOrderV2 

func (pc *PhemexContract) PlaceSellOrderV2(ctx context.Context,
	isRetry bool, symbol string, price, qty *apd.Decimal, clientOrderID string, orderType string,
) (id string, e error)

PlaceSellOrderV2 This method use to PlaceOrder with OrderType as Parameter

func (*PhemexContract) ReleaseOrder 

func (pc *PhemexContract) ReleaseOrder(_ context.Context, symbol, id string) error

func (*PhemexContract) RoundPrice 

func (pc *PhemexContract) RoundPrice(_ context.Context, symbol string, price *apd.Decimal, tickSize *string) (*apd.Decimal, error)

func (*PhemexContract) RoundQuantity 

func (pc *PhemexContract) RoundQuantity(_ context.Context, symbol string, quantity *apd.Decimal) (*apd.Decimal, error)

func (*PhemexContract) StartBackgroundJob 

func (pc *PhemexContract) StartBackgroundJob(ctx context.Context) error

StartBackgroundJob Only one simultaneous job is allowed

func (*PhemexContract) WatchAccountPositions 

func (pc *PhemexContract) WatchAccountPositions(ctx context.Context) (<-chan exchanges.PositionEvent, error)

WatchAccountPositions Returns control immediately If error is sent then channel will be closed automatically Channel will be closed in two ways: by context and by disconnection

func (*PhemexContract) WatchOrdersStatuses 

func (pc *PhemexContract) WatchOrdersStatuses(ctx context.Context) (<-chan exchanges.OrderEvent, error)

WatchOrdersStatuses Returns control immediately If error is sent then channel will be closed automatically Channel will be closed in two ways: by context and by disconnection

func (*PhemexContract) WatchSymbolPrice 

func (pc *PhemexContract) WatchSymbolPrice(ctx context.Context, symbol string) (<-chan exchanges.PriceEvent, error)

WatchSymbolPrice Returns control immediately If error is sent then channel will be closed automatically Channel will be closed in two ways: by context and by disconnection

type PhemexGroupRateLimiter 

type PhemexGroupRateLimiter struct {
	Lim *utils.ChangeableMinuteRateLimiter
}

func NewPhemexGroupRateLimiter 

func NewPhemexGroupRateLimiter(capacityPerMinute uint) *PhemexGroupRateLimiter

func (*PhemexGroupRateLimiter) Apply 

func (pgrl *PhemexGroupRateLimiter) Apply(rateLimHeaders *krisa_phemex_fork.RateLimiterHeaders)

type PhemexRateLimiter 

type PhemexRateLimiter struct {
	// Limits are there https://github.com/phemex/phemex-api-docs/blob/master/Generic-API-Info.en.md
	// Also take a look to rate-limits.txt file
	Contract *PhemexGroupRateLimiter
	Other    *PhemexGroupRateLimiter
	Log      *zap.Logger
}

func NewPhemexRateLimiter 

func NewPhemexRateLimiter(lg *zap.Logger) *PhemexRateLimiter

func (*PhemexRateLimiter) Apply 

func (rl *PhemexRateLimiter) Apply(rateLimHeaders *krisa_phemex_fork.RateLimiterHeaders)

Can work in case of `rateLimHeaders == nil`

type PositionFetcher 

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

func NewPositionFetcher 

func NewPositionFetcher(client *phemex.Client) *PositionFetcher

func (*PositionFetcher) GetAccountPosition 

func (p *PositionFetcher) GetAccountPosition(ctx context.Context) (res exchanges.Account, err error)

type PriceResponse 

type PriceResponse struct {
	Symbol  string `json:"symbol"` // "symbol": "<symbol>",
	CloseEp int64  `json:"close"`  // "close": <close priceEp>,

}

type PriceResponseWrapper 

type PriceResponseWrapper struct {
	Error  json.RawMessage `json:"error"`  // "error": null,
	Id     *int64          `json:"id"`     // "id": 0,
	Result *PriceResponse  `json:"result"` // "result": {}
}

type PriceSubscriber 

type PriceSubscriber struct{}

type ScalesSubscriber 

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

TODO: it's better to store scales in persistent storage 

var ScalesSubscriberInstance *ScalesSubscriber

func NewScalesSubscriber 

func NewScalesSubscriber(lg *zap.Logger) *ScalesSubscriber

func (*ScalesSubscriber) CheckOrUpdate 

func (ss *ScalesSubscriber) CheckOrUpdate(ctx context.Context) error

func (*ScalesSubscriber) GetLastScales 

func (ss *ScalesSubscriber) GetLastScales() map[string]SymbolScale

func (*ScalesSubscriber) GetLastSymbolScales 

func (ss *ScalesSubscriber) GetLastSymbolScales(symbol string) (SymbolScale, error)

func (*ScalesSubscriber) Start 

func (ss *ScalesSubscriber) Start(ctx context.Context)

type SymbolClientOrderID 

type SymbolClientOrderID struct {
	Symbol, ClientOrderID string
}

type SymbolOrderID 

type SymbolOrderID struct {
	Symbol, OrderID string
}

type SymbolScale 

type SymbolScale struct {
	PriceScale        int
	PriceScaleDivider *apd.Decimal
}

func ConvertPhemexPriceToPriceEp 

func ConvertPhemexPriceToPriceEp(phemexSymbol string, price *apd.Decimal) (priceEp int64, scale SymbolScale, e error)

type WSMarket24Data 

type WSMarket24Data struct {
	CloseEp utils.APDJSON `json:"close"`  // : <close priceEp>; "close":  87425000,
	Symbol  string        `json:"symbol"` // : "<symbol>";      "symbol": "BTCUSD",

}

type WSMarket24Msg 

type WSMarket24Msg struct {
	Market24H *WSMarket24Data `json:"market24h"`
	Timestamp int64           `json:"timestamp"`
}

type WSOrderEvent 

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

type WSOrdersCache 

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

func NewWSOrdersCache 

func NewWSOrdersCache() *WSOrdersCache

func (*WSOrdersCache) CopyFrom 

func (to *WSOrdersCache) CopyFrom(from *WSOrdersCache)

func (*WSOrdersCache) GetByOrderID 

func (c *WSOrdersCache) GetByOrderID(orderIDSelector SymbolOrderID) *orderResponse

func (*WSOrdersCache) InsertOrder 

func (c *WSOrdersCache) InsertOrder(
	orderIDSelector SymbolOrderID,
	clientOrderIDSelector SymbolClientOrderID,
	or *orderResponse,
)

type WSPositionEvent 

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

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