exchanges

package module
v0.0.0-...-ea1cebd Latest Latest
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 Go to latest Published: Dec 2, 2023 License: MIT Imports: 15 Imported by: 0

README

Exchanges

Development requirements

go get github.com/golang/mock/mockgen
go install github.com/princjef/gomarkdoc/cmd/gomarkdoc@latest
go install github.com/russross/blackfriday-tool@latest

Notes

For Binance/Long we use GTC+Limit orders

Documentation for utils are stored in utils/doc.md and utils/doc.html.

Useful commands

bash generate.sh
websocat 'wss://stream.binance.com:9443/ws/!miniTicker@arr'

go get github.com/princjef/gomarkdoc/cmd/gomarkdoc # for Markdown documentation generation
go get github.com/russross/blackfriday-tool # for Markdown to HTML conversion

bash -c "while [ 1 ]; do ./show_data orders -symbol='LTCUSDT' -from-day='21-01-26'; sleep 5; done"
bash -c "while [ 1 ]; do ./show_data wsprice -symbol='LTCUSDT'; sleep 2; done"
bash -c "while [ 1 ]; do ./show_data wsorders -symbol='LTCUSDT'; sleep 2; done"
bash -c "while [ 1 ]; do ./show_data position; sleep 2; done"
bash -c "while [ 1 ]; do ./show_data getsymbols; sleep 2; done"
bash -c "while [ 1 ]; do ./show_data account 2>&1 | grep -E 'USDT|LTC'; sleep 1; done"
bash -c "while [ 1 ]; do ./show_data account 2>&1; sleep 1; done"
bash -c "while [ 1 ]; do ./show_data createorder -symbol='ETHUSDT'; sleep 2; done"
bash -c "while [ 1 ]; do ./show_data cancel -symbol='ETHUSDT' -coid='PCR8OyZ6qOTgqPldZgqQBL'; sleep 2; done"

websocat 'wss://stream.binance.com:9443/ws/ltcusdt@miniTicker' | jq "{s:.s,price:.c}"

./show_data cancel -symbol=LTCUSDT -coid="RUN200-573f0701"

Documentation

Overview

Package exchanges is a generated GoMock package.

Index

Constants

This section is empty.

Variables

View Source 
var NewOrderRejectedError = errors.New("new order was rejected")
View Source 
var OrderExecutedError = errors.New("order was executed")
View Source 
var OrderNotFoundError = errors.New("order not found")

Functions

func RevPrice 

func RevPrice(p *apd.Decimal) *apd.Decimal

Types

type Account 

type Account struct {
	AccountBalances  []AccountBalance
	AccountPositions []AccountPosition
}

type AccountBalance 

type AccountBalance struct {
	Coin   string
	Free   *apd.Decimal
	Locked *apd.Decimal
}

type AccountPosition 

type AccountPosition struct {
	Symbol           string
	UnrealizedProfit *apd.Decimal
	Leverage         *apd.Decimal
	EntryPrice       *apd.Decimal
	Size             *apd.Decimal
	MarkPrice        *apd.Decimal
	PositionValue    *apd.Decimal
	Side             string
	CumRealisedPnl   *apd.Decimal
	LiqPrice         *apd.Decimal
	Category         string
}

type BulkCancelExchange 

type BulkCancelExchange interface {
	// can return `OrderExecutedError` in case of executed order.
	// can return `OrderNotFoundError` in case of not found order.
	BulkCancelOrder(symbol string, ids []string) ([]BulkCancelResult, error)
}

type BulkCancelResult 

type BulkCancelResult struct {
	ID  string
	Err error
}

type Exchange 

type Exchange interface {
	GetPrefix() string
	GetName() string

	RoundPrice(_ context.Context, symbol string, price *apd.Decimal, tickSize *string) (*apd.Decimal, error)
	RoundQuantity(_ context.Context, symbol string, qty *apd.Decimal) (*apd.Decimal, error)

	// This method should use `clientOrderID` if it's possible
	PlaceBuyOrder(
		_ context.Context, isRetry bool, symbol string, price, qty *apd.Decimal, clientOrderID string,
	) (id string, e error)

	// This method should use `clientOrderID` if it's possible
	PlaceSellOrder(
		_ context.Context, isRetry bool, symbol string, price, qty *apd.Decimal, clientOrderID string,
	) (id string, e error)

	// can return `OrderExecutedError` in case of executed order.
	// can return `OrderNotFoundError` in case of not found order.
	// It's important to have Canceled state if no error returned
	// !Always release order after cancellation
	CancelOrder(_ context.Context, symbol, id string) error

	// Order should be released after cancellation
	ReleaseOrder(_ context.Context, symbol, id string) error

	GetPrice(_ context.Context, symbol string) (*apd.Decimal, error)

	// `createdAt` can be omitted. But some exchanges can require it
	GetOrderInfo(_ context.Context, symbol, id string, createdAt *time.Time) (OrderInfo, error)
	GetOrderInfoByClientOrderID(_ context.Context, symbol, clientOrderID string, createdAt *time.Time) (OrderInfo, error)

	GetTradableSymbols(context.Context) ([]SymbolInfo, error)

	// 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
	WatchOrdersStatuses(context.Context) (<-chan OrderEvent, error)

	// 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
	WatchSymbolPrice(_ context.Context, symbol string) (<-chan PriceEvent, error)

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

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

	WatchAccountPositions(context.Context) (<-chan PositionEvent, error)

	GetOpenOrders(context.Context) ([]OrderDetailInfo, error)

	GetOrders(ctx context.Context, filter OrderFilter) ([]OrderDetailInfo, error)

	GetAccount(context.Context) (Account, error)

	GenerateClientOrderID(ctx context.Context, identifierID string) (string, error)
}

`id` of orders placing result should be consistent (accept/return) with other methods.

The Exchange is responsible for all tryings to reconnect to WebSockets, the implementation should try the best to make connection reliable, but if for several retries it can't connect it should send error without closing the channel. Call an Unwatch method is not required in this case.

type MockBulkCancelExchange 

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

MockBulkCancelExchange is a mock of BulkCancelExchange interface.

func NewMockBulkCancelExchange 

func NewMockBulkCancelExchange(ctrl *gomock.Controller) *MockBulkCancelExchange

NewMockBulkCancelExchange creates a new mock instance.

func (*MockBulkCancelExchange) BulkCancelOrder 

func (m *MockBulkCancelExchange) BulkCancelOrder(symbol string, ids []string) ([]BulkCancelResult, error)

BulkCancelOrder mocks base method.

func (*MockBulkCancelExchange) EXPECT 

func (m *MockBulkCancelExchange) EXPECT() *MockBulkCancelExchangeMockRecorder

EXPECT returns an object that allows the caller to indicate expected use.

type MockBulkCancelExchangeMockRecorder 

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

MockBulkCancelExchangeMockRecorder is the mock recorder for MockBulkCancelExchange.

func (*MockBulkCancelExchangeMockRecorder) BulkCancelOrder 

func (mr *MockBulkCancelExchangeMockRecorder) BulkCancelOrder(symbol, ids interface{}) *gomock.Call

BulkCancelOrder indicates an expected call of BulkCancelOrder.

type MockExchange 

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

MockExchange is a mock of Exchange interface.

func NewMockExchange 

func NewMockExchange(ctrl *gomock.Controller) *MockExchange

NewMockExchange creates a new mock instance.

func (*MockExchange) CancelOrder 

func (m *MockExchange) CancelOrder(arg0 context.Context, symbol, id string) error

CancelOrder mocks base method.

func (*MockExchange) EXPECT 

func (m *MockExchange) EXPECT() *MockExchangeMockRecorder

EXPECT returns an object that allows the caller to indicate expected use.

func (*MockExchange) GenerateClientOrderID 

func (m *MockExchange) GenerateClientOrderID(ctx context.Context, identifierID string) (string, error)

GenerateClientOrderID mocks base method.

func (*MockExchange) GetAccount 

func (m *MockExchange) GetAccount(arg0 context.Context) (Account, error)

GetAccount mocks base method.

func (*MockExchange) GetName 

func (m *MockExchange) GetName() string

GetName mocks base method.

func (*MockExchange) GetOpenOrders 

func (m *MockExchange) GetOpenOrders(arg0 context.Context) ([]OrderDetailInfo, error)

GetOpenOrders mocks base method.

func (*MockExchange) GetOrderInfo 

func (m *MockExchange) GetOrderInfo(arg0 context.Context, symbol, id string, createdAt *time.Time) (OrderInfo, error)

GetOrderInfo mocks base method.

func (*MockExchange) GetOrderInfoByClientOrderID 

func (m *MockExchange) GetOrderInfoByClientOrderID(arg0 context.Context, symbol, clientOrderID string, createdAt *time.Time) (OrderInfo, error)

GetOrderInfoByClientOrderID mocks base method.

func (*MockExchange) GetOrders 

func (m *MockExchange) GetOrders(ctx context.Context, filter OrderFilter) ([]OrderDetailInfo, error)

GetOrders mocks base method.

func (*MockExchange) GetPrefix 

func (m *MockExchange) GetPrefix() string

GetPrefix mocks base method.

func (*MockExchange) GetPrice 

func (m *MockExchange) GetPrice(arg0 context.Context, symbol string) (*apd.Decimal, error)

GetPrice mocks base method.

func (*MockExchange) GetTradableSymbols 

func (m *MockExchange) GetTradableSymbols(arg0 context.Context) ([]SymbolInfo, error)

GetTradableSymbols mocks base method.

func (*MockExchange) PlaceBuyOrder 

func (m *MockExchange) PlaceBuyOrder(arg0 context.Context, isRetry bool, symbol string, price, qty *apd.Decimal, clientOrderID string) (string, error)

PlaceBuyOrder mocks base method.

func (*MockExchange) PlaceBuyOrderV2 

func (m *MockExchange) PlaceBuyOrderV2(arg0 context.Context, isRetry bool, symbol string, price, qty *apd.Decimal, clientOrderID, orderType string) (string, error)

PlaceBuyOrderV2 mocks base method.

func (*MockExchange) PlaceSellOrder 

func (m *MockExchange) PlaceSellOrder(arg0 context.Context, isRetry bool, symbol string, price, qty *apd.Decimal, clientOrderID string) (string, error)

PlaceSellOrder mocks base method.

func (*MockExchange) PlaceSellOrderV2 

func (m *MockExchange) PlaceSellOrderV2(arg0 context.Context, isRetry bool, symbol string, price, qty *apd.Decimal, clientOrderID, orderType string) (string, error)

PlaceSellOrderV2 mocks base method.

func (*MockExchange) ReleaseOrder 

func (m *MockExchange) ReleaseOrder(arg0 context.Context, symbol, id string) error

ReleaseOrder mocks base method.

func (*MockExchange) RoundPrice 

func (m *MockExchange) RoundPrice(arg0 context.Context, symbol string, price *apd.Decimal, tickSize *string) (*apd.Decimal, error)

RoundPrice mocks base method.

func (*MockExchange) RoundQuantity 

func (m *MockExchange) RoundQuantity(arg0 context.Context, symbol string, qty *apd.Decimal) (*apd.Decimal, error)

RoundQuantity mocks base method.

func (*MockExchange) WatchAccountPositions 

func (m *MockExchange) WatchAccountPositions(arg0 context.Context) (<-chan PositionEvent, error)

WatchAccountPositions mocks base method.

func (*MockExchange) WatchOrdersStatuses 

func (m *MockExchange) WatchOrdersStatuses(arg0 context.Context) (<-chan OrderEvent, error)

WatchOrdersStatuses mocks base method.

func (*MockExchange) WatchSymbolPrice 

func (m *MockExchange) WatchSymbolPrice(arg0 context.Context, symbol string) (<-chan PriceEvent, error)

WatchSymbolPrice mocks base method.

type MockExchangeMockRecorder 

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

MockExchangeMockRecorder is the mock recorder for MockExchange.

func (*MockExchangeMockRecorder) CancelOrder 

func (mr *MockExchangeMockRecorder) CancelOrder(arg0, symbol, id interface{}) *gomock.Call

CancelOrder indicates an expected call of CancelOrder.

func (*MockExchangeMockRecorder) GenerateClientOrderID 

func (mr *MockExchangeMockRecorder) GenerateClientOrderID(ctx, identifierID interface{}) *gomock.Call

GenerateClientOrderID indicates an expected call of GenerateClientOrderID.

func (*MockExchangeMockRecorder) GetAccount 

func (mr *MockExchangeMockRecorder) GetAccount(arg0 interface{}) *gomock.Call

GetAccount indicates an expected call of GetAccount.

func (*MockExchangeMockRecorder) GetName 

func (mr *MockExchangeMockRecorder) GetName() *gomock.Call

GetName indicates an expected call of GetName.

func (*MockExchangeMockRecorder) GetOpenOrders 

func (mr *MockExchangeMockRecorder) GetOpenOrders(arg0 interface{}) *gomock.Call

GetOpenOrders indicates an expected call of GetOpenOrders.

func (*MockExchangeMockRecorder) GetOrderInfo 

func (mr *MockExchangeMockRecorder) GetOrderInfo(arg0, symbol, id, createdAt interface{}) *gomock.Call

GetOrderInfo indicates an expected call of GetOrderInfo.

func (*MockExchangeMockRecorder) GetOrderInfoByClientOrderID 

func (mr *MockExchangeMockRecorder) GetOrderInfoByClientOrderID(arg0, symbol, clientOrderID, createdAt interface{}) *gomock.Call

GetOrderInfoByClientOrderID indicates an expected call of GetOrderInfoByClientOrderID.

func (*MockExchangeMockRecorder) GetOrders 

func (mr *MockExchangeMockRecorder) GetOrders(ctx, filter interface{}) *gomock.Call

GetOrders indicates an expected call of GetOrders.

func (*MockExchangeMockRecorder) GetPrefix 

func (mr *MockExchangeMockRecorder) GetPrefix() *gomock.Call

GetPrefix indicates an expected call of GetPrefix.

func (*MockExchangeMockRecorder) GetPrice 

func (mr *MockExchangeMockRecorder) GetPrice(arg0, symbol interface{}) *gomock.Call

GetPrice indicates an expected call of GetPrice.

func (*MockExchangeMockRecorder) GetTradableSymbols 

func (mr *MockExchangeMockRecorder) GetTradableSymbols(arg0 interface{}) *gomock.Call

GetTradableSymbols indicates an expected call of GetTradableSymbols.

func (*MockExchangeMockRecorder) PlaceBuyOrder 

func (mr *MockExchangeMockRecorder) PlaceBuyOrder(arg0, isRetry, symbol, price, qty, clientOrderID interface{}) *gomock.Call

PlaceBuyOrder indicates an expected call of PlaceBuyOrder.

func (*MockExchangeMockRecorder) PlaceBuyOrderV2 

func (mr *MockExchangeMockRecorder) PlaceBuyOrderV2(arg0, isRetry, symbol, price, qty, clientOrderID, orderType interface{}) *gomock.Call

PlaceBuyOrderV2 indicates an expected call of PlaceBuyOrderV2.

func (*MockExchangeMockRecorder) PlaceSellOrder 

func (mr *MockExchangeMockRecorder) PlaceSellOrder(arg0, isRetry, symbol, price, qty, clientOrderID interface{}) *gomock.Call

PlaceSellOrder indicates an expected call of PlaceSellOrder.

func (*MockExchangeMockRecorder) PlaceSellOrderV2 

func (mr *MockExchangeMockRecorder) PlaceSellOrderV2(arg0, isRetry, symbol, price, qty, clientOrderID, orderType interface{}) *gomock.Call

PlaceSellOrderV2 indicates an expected call of PlaceSellOrderV2.

func (*MockExchangeMockRecorder) ReleaseOrder 

func (mr *MockExchangeMockRecorder) ReleaseOrder(arg0, symbol, id interface{}) *gomock.Call

ReleaseOrder indicates an expected call of ReleaseOrder.

func (*MockExchangeMockRecorder) RoundPrice 

func (mr *MockExchangeMockRecorder) RoundPrice(arg0, symbol, price, tickSize interface{}) *gomock.Call

RoundPrice indicates an expected call of RoundPrice.

func (*MockExchangeMockRecorder) RoundQuantity 

func (mr *MockExchangeMockRecorder) RoundQuantity(arg0, symbol, qty interface{}) *gomock.Call

RoundQuantity indicates an expected call of RoundQuantity.

func (*MockExchangeMockRecorder) WatchAccountPositions 

func (mr *MockExchangeMockRecorder) WatchAccountPositions(arg0 interface{}) *gomock.Call

WatchAccountPositions indicates an expected call of WatchAccountPositions.

func (*MockExchangeMockRecorder) WatchOrdersStatuses 

func (mr *MockExchangeMockRecorder) WatchOrdersStatuses(arg0 interface{}) *gomock.Call

WatchOrdersStatuses indicates an expected call of WatchOrdersStatuses.

func (*MockExchangeMockRecorder) WatchSymbolPrice 

func (mr *MockExchangeMockRecorder) WatchSymbolPrice(arg0, symbol interface{}) *gomock.Call

WatchSymbolPrice indicates an expected call of WatchSymbolPrice.

type OrderDetailInfo 

type OrderDetailInfo struct {
	Symbol        string
	ID            string
	ClientOrderID *string
	Price         *apd.Decimal
	Quantity      *apd.Decimal
	ExecutedQty   *apd.Decimal
	Status        OrderStatusType
	OrderType     *OrderType
	Time          int64
	OrderSide     OrderSide
	TimeInForce   *OrderTimeInForce
	StopPrice     *apd.Decimal
	QuoteQuantity *apd.Decimal
}

type OrderEvent 

type OrderEvent struct {
	DisconnectedWithErr error
	Reconnected         *struct{}
	Payload             *OrderEventPayload
}

Should be one of three In case of first connection no reconnection event should be sent

func (OrderEvent) String 

func (ev OrderEvent) String() string

type OrderEventPayload 

type OrderEventPayload struct {
	OrderID     string
	OrderStatus OrderStatusType
	Symbol      *string // Now it is optional. But it's better to fill it if possible
}

func (*OrderEventPayload) String 

func (oep *OrderEventPayload) String() string

type OrderEventReconnector 

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

func NewOrderEventReconnector 

func NewOrderEventReconnector(
	connect OrderEventReconnectorFn, reconnectOpts []retry.Option, l *zap.Logger,
) *OrderEventReconnector

func (*OrderEventReconnector) Watch 

func (r *OrderEventReconnector) Watch(
	ctx context.Context,
) (<-chan OrderEvent, error)

type OrderEventReconnectorFn 

type OrderEventReconnectorFn func(context.Context) (<-chan OrderEvent, error)

type OrderFilter 

type OrderFilter struct {
	Symbol        *string
	OrderID       *string
	ClientOrderID *string
}

type OrderInfo 

type OrderInfo struct {
	ID            string
	ClientOrderID *string // optional
	Status        OrderStatusType
}

func (OrderInfo) String 

func (oi OrderInfo) String() string

type OrderSide 

type OrderSide string
const (
	BUY                OrderSide = "BUY"
	SELL               OrderSide = "SELL"
	UNKNOWN_ORDER_SIDE OrderSide = "UNKNOWN_ORDER_SIDE"
)

type OrderStatusType 

type OrderStatusType int
const (
	UnknownOST         OrderStatusType = 0
	NewOST             OrderStatusType = 1 // NEW - The order has been accepted by the engine.
	PartiallyFilledOST OrderStatusType = 2 // PARTIALLY_FILLED - A part of the order has been filled.
	FilledOST          OrderStatusType = 3 // FILLED - The order has been completely filled.
	CanceledOST        OrderStatusType = 4 // CANCELED - The order has been canceled by the user.
	// PENDING_CANCEL (currently unused)
	RejectedOST OrderStatusType = 5 // REJECTED - The order was not accepted by the engine and not processed.
	ExpiredOST  OrderStatusType = 6 // EXPIRED - The order was canceled according to the order type's rules (e.g. LIMIT FOK orders with no fill, LIMIT IOC or MARKET orders that partially fill) or by the exchange, (e.g. orders canceled during liquidation, orders canceled during maintenance)
	OpenOST     OrderStatusType = 7 // OPEN status for FTX exchange
	ClosedOST   OrderStatusType = 8 // Closed status for FTX exchange
)

Defenition from Binance

func (OrderStatusType) IsFinalStatus 

func (ost OrderStatusType) IsFinalStatus() bool

func (OrderStatusType) String 

func (ost OrderStatusType) String() string

type OrderTimeInForce 

type OrderTimeInForce string
const (
	GTC_TIME_IN_FORCE                 OrderTimeInForce = "GTC"
	IOC_TIME_IN_FORCE                 OrderTimeInForce = "IOC"
	FOK_TIME_IN_FORCE                 OrderTimeInForce = "FOK"
	DAY_TIME_IN_FORCE                 OrderTimeInForce = "DAY"
	GOOD_TILL_CANCEL_TIME_IN_FORCE    OrderTimeInForce = "GOOD_TILL_CANCEL"
	IMMEDIATE_OR_CANCEL_TIME_IN_FORCE OrderTimeInForce = "IMMEDIATE_OR_CANCEL"
	FILL_OR_KILL_TIME_IN_FORCE        OrderTimeInForce = "FILL_OR_KILL"
)

type OrderType 

type OrderType string
const (
	LIMIT             OrderType = "LIMIT"
	MARKET            OrderType = "MARKET"
	LIMIT_MAKER       OrderType = "LIMIT_MAKER"
	STOP_LOSS         OrderType = "STOP_LOSS"
	STOP_LOSS_LIMIT   OrderType = "STOP_LOSS_LIMIT"
	TAKE_PROFIT       OrderType = "TAKE_PROFIT"
	TAKE_PROFIT_LIMIT OrderType = "TAKE_PROFIT_LIMIT"
	MARKET_IF_TOUCHED OrderType = "MARKET_IF_TOUCHED"
	LIMIT_IF_TOUCHED  OrderType = "LIMIT_IF_TOUCHED"
	PEGGED            OrderType = "PEGGED"
)

type PayloadType 

type PayloadType generic.Type

type PositionEvent 

type PositionEvent struct {
	DisconnectedWithErr error
	Reconnected         *struct{}
	Payload             []*PositionPayload
}

type PositionPayload 

type PositionPayload struct {
	Value  *apd.Decimal
	Symbol string
}

type PriceEvent 

type PriceEvent struct {
	DisconnectedWithErr error
	Reconnected         *struct{}
	Payload             *apd.Decimal
}

Should be one of three In case of first connection no reconnection event should be sent

func (PriceEvent) String 

func (ev PriceEvent) String() string

type PriceEventReconnector 

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

func NewPriceEventReconnector 

func NewPriceEventReconnector(
	connect PriceEventReconnectorFn, reconnectOpts []retry.Option, l *zap.Logger,
) *PriceEventReconnector

func (*PriceEventReconnector) Watch 

func (r *PriceEventReconnector) Watch(
	ctx context.Context,
) (<-chan PriceEvent, error)

type PriceEventReconnectorFn 

type PriceEventReconnectorFn func(context.Context) (<-chan PriceEvent, error)

type RetryeableExchange 

type RetryeableExchange struct {
	Target             Exchange
	RetryOptions       []retry.Option // optional
	CancelRetryOptions []retry.Option // optional
	Logger             *zap.Logger
}

All methods are retryeable except of watch/unwatch methods TODO: all methods shouldn't think result of `NotFound` error (or similar erorrs) should be retryed

func (*RetryeableExchange) CancelOrder 

func (re *RetryeableExchange) CancelOrder(ctx context.Context, symbol, id string) error

func (*RetryeableExchange) GenerateClientOrderID 

func (re *RetryeableExchange) GenerateClientOrderID(ctx context.Context, identifierID string) (string, error)

func (*RetryeableExchange) GetAccount 

func (re *RetryeableExchange) GetAccount(ctx context.Context) (res Account, e error)

func (*RetryeableExchange) GetName 

func (re *RetryeableExchange) GetName() string

func (*RetryeableExchange) GetOpenOrders 

func (re *RetryeableExchange) GetOpenOrders(ctx context.Context) (res []OrderDetailInfo, e error)

func (*RetryeableExchange) GetOrderInfo 

func (re *RetryeableExchange) GetOrderInfo(ctx context.Context, symbol, id string, createdAt *time.Time) (info OrderInfo, e error)

func (*RetryeableExchange) GetOrderInfoByClientOrderID 

func (re *RetryeableExchange) GetOrderInfoByClientOrderID(ctx context.Context, symbol, clientOrderID string, createdAt *time.Time) (info OrderInfo, e error)

func (*RetryeableExchange) GetOrders 

func (re *RetryeableExchange) GetOrders(ctx context.Context, filter OrderFilter) (res []OrderDetailInfo, e error)

func (*RetryeableExchange) GetPrefix 

func (re *RetryeableExchange) GetPrefix() string

func (*RetryeableExchange) GetPrice 

func (re *RetryeableExchange) GetPrice(ctx context.Context, symbol string) (price *apd.Decimal, e error)

func (*RetryeableExchange) GetTradableSymbols 

func (re *RetryeableExchange) GetTradableSymbols(ctx context.Context) (info []SymbolInfo, e error)

func (*RetryeableExchange) PlaceBuyOrder 

func (re *RetryeableExchange) PlaceBuyOrder(ctx context.Context,
	isRetry bool, symbol string, price, quantity *apd.Decimal, prefferedID string) (id string, e error)

func (*RetryeableExchange) PlaceBuyOrderV2 

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

func (*RetryeableExchange) PlaceSellOrder 

func (re *RetryeableExchange) PlaceSellOrder(ctx context.Context,
	isRetry bool, symbol string, price, quantity *apd.Decimal, prefferedID string,
) (id string, e error)

func (*RetryeableExchange) PlaceSellOrderV2 

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

func (*RetryeableExchange) ReleaseOrder 

func (re *RetryeableExchange) ReleaseOrder(ctx context.Context, symbol, id string) error

func (*RetryeableExchange) RoundPrice 

func (re *RetryeableExchange) RoundPrice(ctx context.Context, symbol string, price *apd.Decimal, tickSize *string) (result *apd.Decimal, e error)

func (*RetryeableExchange) RoundQuantity 

func (re *RetryeableExchange) RoundQuantity(ctx context.Context, symbol string, quantity *apd.Decimal) (result *apd.Decimal, e error)

func (*RetryeableExchange) WatchAccountPositions 

func (re *RetryeableExchange) WatchAccountPositions(ctx context.Context) (<-chan PositionEvent, error)

func (*RetryeableExchange) WatchOrdersStatuses 

func (re *RetryeableExchange) WatchOrdersStatuses(ctx context.Context) (<-chan OrderEvent, error)

func (*RetryeableExchange) WatchSymbolPrice 

func (re *RetryeableExchange) WatchSymbolPrice(ctx context.Context, symbol string) (<-chan PriceEvent, error)

type ReversedExchange 

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

func NewReversedExchange 

func NewReversedExchange(target Exchange, lg *zap.Logger) *ReversedExchange

func (*ReversedExchange) CancelOrder 

func (re *ReversedExchange) CancelOrder(ctx context.Context, symbol, id string) error

func (*ReversedExchange) GetOrderInfo 

func (re *ReversedExchange) GetOrderInfo(ctx context.Context, symbol, id string, createdAt *time.Time) (OrderInfo, error)

func (*ReversedExchange) GetOrderInfoByClientOrderID 

func (re *ReversedExchange) GetOrderInfoByClientOrderID(
	ctx context.Context, symbol, clientOrderID string, createdAt *time.Time,
) (OrderInfo, error)

func (*ReversedExchange) GetPrice 

func (re *ReversedExchange) GetPrice(ctx context.Context, symbol string) (*apd.Decimal, error)

func (*ReversedExchange) GetTradableSymbols 

func (re *ReversedExchange) GetTradableSymbols(ctx context.Context) ([]SymbolInfo, error)

func (*ReversedExchange) PlaceBuyOrder 

func (re *ReversedExchange) PlaceBuyOrder(
	ctx context.Context, isRetry bool, symbol string, price, quantity *apd.Decimal, prefferedID string,
) (id string, e error)

func (*ReversedExchange) PlaceSellOrder 

func (re *ReversedExchange) PlaceSellOrder(
	ctx context.Context, isRetry bool, symbol string, price, quantity *apd.Decimal, prefferedID string,
) (id string, e error)

func (*ReversedExchange) WatchOrdersStatuses 

func (re *ReversedExchange) WatchOrdersStatuses(
	ctx context.Context,
) (<-chan OrderEvent, error)

func (*ReversedExchange) WatchSymbolPrice 

func (re *ReversedExchange) WatchSymbolPrice(
	ctx context.Context, symbol string,
) (<-chan PriceEvent, error)

type SequentialBulkCancelExchange 

type SequentialBulkCancelExchange struct {
	Exchange
}

func (*SequentialBulkCancelExchange) BulkCancelOrder 

func (this *SequentialBulkCancelExchange) BulkCancelOrder(
	ctx context.Context, symbol string, ids []string,
) ([]BulkCancelResult, error)

type SymbolInfo 

type SymbolInfo struct {
	DisplayName    string // "BN-LTCBTC (LTC margin)"
	OriginalSymbol string // "LTC_BTC"
	Symbol         string // "BN-LTCBTC"
	Filters        []map[string]interface{}
}

type TypeEvent 

type TypeEvent struct {
	DisconnectedWithErr error
	Reconnected         *struct{}
	Payload             *PayloadType
}

Should be one of three In case of first connection no reconnection event should be sent

type TypeEventReconnector 

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

func NewTypeEventReconnector 

func NewTypeEventReconnector(
	connect TypeEventReconnectorFn, reconnectOpts []retry.Option, l *zap.Logger,
) *TypeEventReconnector

func (*TypeEventReconnector) Watch 

func (r *TypeEventReconnector) Watch(
	ctx context.Context,
) (<-chan TypeEvent, error)

type TypeEventReconnectorFn 

type TypeEventReconnectorFn func(context.Context) (<-chan TypeEvent, error)

Source Files

View all Source files

Directories

Path Synopsis
adshao_binance
check
check/show_data
check/show_data/binance_futures
check/show_data/binance_long
check/show_data/binance_us
experiments/double_cancellation
futures
show_data
show_data_inverse
show_data_linear
check
krisa_phemex_fork
show_data
http
show_data
validation

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