exchange

package
v0.3.2 Latest Latest
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 Go to latest Published: Apr 9, 2024 License: MIT Imports: 22 Imported by: 0

Documentation

Index

Constants

This section is empty.

Variables

View Source 
var (
	MarginTypeIsolated MarginType = "ISOLATED"
	MarginTypeCrossed  MarginType = "CROSSED"

	ErrNoNeedChangeMarginType int64 = -4046
)
View Source 
var (
	ErrInvalidQuantity   = errors.New("invalid quantity")
	ErrInsufficientFunds = errors.New("insufficient funds or locked")
	ErrInvalidAsset      = errors.New("invalid asset")
)
View Source 
var ErrInsufficientData = errors.New("insufficient data")

Functions

func CandleFromKline 

func CandleFromKline(pair string, k binance.Kline) model.Candle

func CandleFromWsKline 

func CandleFromWsKline(pair string, k binance.WsKline) model.Candle

func FutureCandleFromKline 

func FutureCandleFromKline(pair string, k futures.Kline) model.Candle

func FutureCandleFromWsKline 

func FutureCandleFromWsKline(pair string, k futures.WsKline) model.Candle

func SplitAssetQuote 

func SplitAssetQuote(pair string) (asset string, quote string)

Types

type AssetQuote 

type AssetQuote struct {
	Quote string
	Asset string
}

type AssetValue 

type AssetValue struct {
	Time  time.Time
	Value float64
}

type Binance 

type Binance struct {
	HeikinAshi bool
	Testnet    bool

	APIKey    string
	APISecret string

	MetadataFetchers []MetadataFetchers
	// contains filtered or unexported fields
}

func NewBinance 

func NewBinance(ctx context.Context, options ...BinanceOption) (*Binance, error)

NewBinance create a new Binance exchange instance

func (*Binance) Account 

func (b *Binance) Account() (model.Account, error)

func (*Binance) AssetsInfo 

func (b *Binance) AssetsInfo(pair string) model.AssetInfo

func (*Binance) Cancel 

func (b *Binance) Cancel(order model.Order) error

func (*Binance) CancelOpenOrders added in v0.1.9 

func (b *Binance) CancelOpenOrders(pair string) error

func (*Binance) CandlesByLimit 

func (b *Binance) CandlesByLimit(ctx context.Context, pair, period string, limit int) ([]model.Candle, error)

func (*Binance) CandlesByPeriod 

func (b *Binance) CandlesByPeriod(ctx context.Context, pair, period string,
	start, end time.Time) ([]model.Candle, error)

func (*Binance) CandlesSubscription 

func (b *Binance) CandlesSubscription(ctx context.Context, pair, period string) (chan model.Candle, chan error)

func (*Binance) CreateOrderLimit 

func (b *Binance) CreateOrderLimit(side model.SideType, pair string,
	quantity float64, limit float64) (model.Order, error)

func (*Binance) CreateOrderMarket 

func (b *Binance) CreateOrderMarket(side model.SideType, pair string, quantity float64, reduceOnly bool) (model.Order, error)

func (*Binance) CreateOrderMarketQuote 

func (b *Binance) CreateOrderMarketQuote(side model.SideType, pair string, quantity float64) (model.Order, error)

func (*Binance) CreateOrderOCO 

func (b *Binance) CreateOrderOCO(side model.SideType, pair string,
	quantity, price, stop, stopLimit float64) ([]model.Order, error)

func (*Binance) CreateOrderStop 

func (b *Binance) CreateOrderStop(pair string, quantity float64, limit float64) (model.Order, error)

func (*Binance) LastQuote 

func (b *Binance) LastQuote(ctx context.Context, pair string) (float64, error)

func (*Binance) OpenOrders added in v0.2.3 

func (b *Binance) OpenOrders(pair string) ([]model.Order, error)

func (*Binance) Order 

func (b *Binance) Order(pair string, id int64) (model.Order, error)

func (*Binance) Orders 

func (b *Binance) Orders(pair string, limit int) ([]model.Order, error)

func (*Binance) Position 

func (b *Binance) Position(pair string) (asset, quote float64, err error)

func (*Binance) TakeProfit added in v0.2.1 

func (b *Binance) TakeProfit(side model.SideType, pair string, quantity float64, limit float64) (model.Order, error)

type BinanceFuture 

type BinanceFuture struct {
	HeikinAshi bool
	Testnet    bool

	APIKey    string
	APISecret string

	MetadataFetchers []MetadataFetchers
	PairOptions      []PairOption
	// contains filtered or unexported fields
}

func NewBinanceFuture 

func NewBinanceFuture(ctx context.Context, options ...BinanceFutureOption) (*BinanceFuture, error)

NewBinanceFuture will create a new BinanceFuture instance

func (*BinanceFuture) Account 

func (b *BinanceFuture) Account() (model.Account, error)

func (*BinanceFuture) AssetsInfo 

func (b *BinanceFuture) AssetsInfo(pair string) model.AssetInfo

func (*BinanceFuture) Cancel 

func (b *BinanceFuture) Cancel(order model.Order) error

func (*BinanceFuture) CancelOpenOrders added in v0.1.9 

func (b *BinanceFuture) CancelOpenOrders(pair string) error

func (*BinanceFuture) CandlesByLimit 

func (b *BinanceFuture) CandlesByLimit(ctx context.Context, pair, period string, limit int) ([]model.Candle, error)

func (*BinanceFuture) CandlesByPeriod 

func (b *BinanceFuture) CandlesByPeriod(ctx context.Context, pair, period string,
	start, end time.Time) ([]model.Candle, error)

func (*BinanceFuture) CandlesSubscription 

func (b *BinanceFuture) CandlesSubscription(ctx context.Context, pair, period string) (chan model.Candle, chan error)

func (*BinanceFuture) Client added in v0.2.4 

func (b *BinanceFuture) Client() *futures.Client

func (*BinanceFuture) CreateOrderLimit 

func (b *BinanceFuture) CreateOrderLimit(side model.SideType, pair string,
	quantity float64, limit float64) (model.Order, error)

func (*BinanceFuture) CreateOrderMarket 

func (b *BinanceFuture) CreateOrderMarket(side model.SideType, pair string, quantity float64, reduceOnly bool) (model.Order, error)

func (*BinanceFuture) CreateOrderMarketQuote 

func (b *BinanceFuture) CreateOrderMarketQuote(_ model.SideType, _ string, _ float64) (model.Order, error)

func (*BinanceFuture) CreateOrderOCO 

func (b *BinanceFuture) CreateOrderOCO(_ model.SideType, _ string,
	_, _, _, _ float64) ([]model.Order, error)

func (*BinanceFuture) CreateOrderStop 

func (b *BinanceFuture) CreateOrderStop(pair string, quantity float64, limit float64) (model.Order, error)

func (*BinanceFuture) LastQuote 

func (b *BinanceFuture) LastQuote(ctx context.Context, pair string) (float64, error)

func (*BinanceFuture) OpenOrders added in v0.2.3 

func (b *BinanceFuture) OpenOrders(pair string) ([]model.Order, error)

func (*BinanceFuture) Order 

func (b *BinanceFuture) Order(pair string, id int64) (model.Order, error)

func (*BinanceFuture) Orders 

func (b *BinanceFuture) Orders(pair string, limit int) ([]model.Order, error)

func (*BinanceFuture) Position 

func (b *BinanceFuture) Position(pair string) (asset, quote float64, err error)

func (*BinanceFuture) TakeProfit added in v0.2.1 

func (b *BinanceFuture) TakeProfit(side model.SideType, pair string, quantity float64, limit float64) (model.Order, error)

type BinanceFutureOption 

type BinanceFutureOption func(*BinanceFuture)

func WithBinanceFutureCredentials 

func WithBinanceFutureCredentials(key, secret string) BinanceFutureOption

WithBinanceFutureCredentials will set the credentials for Binance Futures

func WithBinanceFutureLeverage 

func WithBinanceFutureLeverage(pair string, leverage int, marginType MarginType) BinanceFutureOption

WithBinanceFutureLeverage will set the leverage for a pair

func WithBinanceFuturesHeikinAshiCandle 

func WithBinanceFuturesHeikinAshiCandle() BinanceFutureOption

WithBinanceFuturesHeikinAshiCandle will use Heikin Ashi candle instead of regular candle

type BinanceOption 

type BinanceOption func(*Binance)

func WithBinanceCredentials 

func WithBinanceCredentials(key, secret string) BinanceOption

WithBinanceCredentials will set Binance credentials

func WithBinanceHeikinAshiCandle 

func WithBinanceHeikinAshiCandle() BinanceOption

WithBinanceHeikinAshiCandle will convert candle to Heikin Ashi

func WithMetadataFetcher 

func WithMetadataFetcher(fetcher MetadataFetchers) BinanceOption

WithMetadataFetcher will execute a function after receive a new candle and include additional information to candle's metadata

func WithTestNet 

func WithTestNet() BinanceOption

WithTestNet activate Bianance testnet

type CSVFeed 

type CSVFeed struct {
	Feeds               map[string]PairFeed
	CandlePairTimeFrame map[string][]model.Candle
}

func NewCSVFeed 

func NewCSVFeed(targetTimeframe string, feeds ...PairFeed) (*CSVFeed, error)

NewCSVFeed creates a new data feed from CSV files and resample

func (CSVFeed) AssetsInfo 

func (c CSVFeed) AssetsInfo(pair string) model.AssetInfo

func (*CSVFeed) CandlesByLimit 

func (c *CSVFeed) CandlesByLimit(_ context.Context, pair, timeframe string, limit int) ([]model.Candle, error)

func (CSVFeed) CandlesByPeriod 

func (c CSVFeed) CandlesByPeriod(_ context.Context, pair, timeframe string,
	start, end time.Time) ([]model.Candle, error)

func (CSVFeed) CandlesSubscription 

func (c CSVFeed) CandlesSubscription(_ context.Context, pair, timeframe string) (chan model.Candle, chan error)

func (CSVFeed) LastQuote 

func (c CSVFeed) LastQuote(_ context.Context, _ string) (float64, error)

func (*CSVFeed) Limit 

func (c *CSVFeed) Limit(duration time.Duration) *CSVFeed

type DataFeed 

type DataFeed struct {
	Data chan model.Candle
	Err  chan error
}

type DataFeedConsumer 

type DataFeedConsumer func(model.Candle)

type DataFeedSubscription 

type DataFeedSubscription struct {
	Feeds                   *set.LinkedHashSetString
	DataFeeds               map[string]*DataFeed
	SubscriptionsByDataFeed map[string][]Subscription
	// contains filtered or unexported fields
}

func NewDataFeed 

func NewDataFeed(exchange service.Exchange) *DataFeedSubscription

func (*DataFeedSubscription) Connect 

func (d *DataFeedSubscription) Connect()

func (*DataFeedSubscription) Preload 

func (d *DataFeedSubscription) Preload(pair, timeframe string, candles []model.Candle)

func (*DataFeedSubscription) Start 

func (d *DataFeedSubscription) Start(loadSync bool)

func (*DataFeedSubscription) Subscribe 

func (d *DataFeedSubscription) Subscribe(pair, timeframe string, consumer DataFeedConsumer, onCandleClose bool)

type MarginType 

type MarginType = futures.MarginType

type MetadataFetchers 

type MetadataFetchers func(pair string, t time.Time) (string, float64)

type OrderError 

type OrderError struct {
	Err      error
	Pair     string
	Quantity float64
}

func (*OrderError) Error 

func (o *OrderError) Error() string

type PairFeed 

type PairFeed struct {
	Pair       string
	File       string
	Timeframe  string
	HeikinAshi bool
}

type PairOption 

type PairOption struct {
	Pair       string
	Leverage   int
	MarginType futures.MarginType
}

type PaperWallet 

type PaperWallet struct {
	sync.Mutex
	// contains filtered or unexported fields
}

func NewPaperWallet 

func NewPaperWallet(ctx context.Context, baseCoin string, options ...PaperWalletOption) *PaperWallet

func (*PaperWallet) Account 

func (p *PaperWallet) Account() (model.Account, error)

func (*PaperWallet) AssetValues 

func (p *PaperWallet) AssetValues(pair string) []AssetValue

func (*PaperWallet) AssetsInfo 

func (p *PaperWallet) AssetsInfo(pair string) model.AssetInfo

func (*PaperWallet) Cancel 

func (p *PaperWallet) Cancel(order model.Order) error

func (*PaperWallet) CancelOpenOrders added in v0.1.9 

func (p *PaperWallet) CancelOpenOrders(pair string) error

func (*PaperWallet) CandlesByLimit 

func (p *PaperWallet) CandlesByLimit(ctx context.Context, pair, period string, limit int) ([]model.Candle, error)

func (*PaperWallet) CandlesByPeriod 

func (p *PaperWallet) CandlesByPeriod(ctx context.Context, pair, period string,
	start, end time.Time) ([]model.Candle, error)

func (*PaperWallet) CandlesSubscription 

func (p *PaperWallet) CandlesSubscription(ctx context.Context, pair, timeframe string) (chan model.Candle, chan error)

func (*PaperWallet) CreateOrderLimit 

func (p *PaperWallet) CreateOrderLimit(side model.SideType, pair string,
	size float64, limit float64) (model.Order, error)

func (*PaperWallet) CreateOrderMarket 

func (p *PaperWallet) CreateOrderMarket(side model.SideType, pair string, size float64, reduceOnly bool) (model.Order, error)

func (*PaperWallet) CreateOrderMarketQuote 

func (p *PaperWallet) CreateOrderMarketQuote(side model.SideType, pair string,
	quoteQuantity float64) (model.Order, error)

func (*PaperWallet) CreateOrderOCO 

func (p *PaperWallet) CreateOrderOCO(side model.SideType, pair string,
	size, price, stop, stopLimit float64) ([]model.Order, error)

func (*PaperWallet) CreateOrderStop 

func (p *PaperWallet) CreateOrderStop(pair string, size float64, limit float64) (model.Order, error)

func (*PaperWallet) EquityValues 

func (p *PaperWallet) EquityValues() []AssetValue

func (*PaperWallet) ID 

func (p *PaperWallet) ID() int64

func (*PaperWallet) LastQuote 

func (p *PaperWallet) LastQuote(ctx context.Context, pair string) (float64, error)

func (*PaperWallet) MaxDrawdown 

func (p *PaperWallet) MaxDrawdown() (float64, time.Time, time.Time)

func (*PaperWallet) OnCandle 

func (p *PaperWallet) OnCandle(candle model.Candle)

func (*PaperWallet) OpenOrders added in v0.2.3 

func (p *PaperWallet) OpenOrders(pair string) ([]model.Order, error)

func (*PaperWallet) Order 

func (p *PaperWallet) Order(_ string, id int64) (model.Order, error)

func (*PaperWallet) Pairs 

func (p *PaperWallet) Pairs() []string

func (*PaperWallet) Position 

func (p *PaperWallet) Position(pair string) (asset, quote float64, err error)

func (*PaperWallet) Summary 

func (p *PaperWallet) Summary()

func (*PaperWallet) TakeProfit added in v0.2.1 

func (p *PaperWallet) TakeProfit(side model.SideType, pair string, quantity float64, limit float64) (model.Order, error)

type PaperWalletOption 

type PaperWalletOption func(*PaperWallet)

func WithDataFeed 

func WithDataFeed(feeder service.Feeder) PaperWalletOption

func WithPaperAsset 

func WithPaperAsset(pair string, amount float64) PaperWalletOption

func WithPaperFee 

func WithPaperFee(maker, taker float64) PaperWalletOption

type Subscription 

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

Source Files

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