okex

Documentation

Overview

Code generated by go generate; DO NOT EDIT.

Index

• Constants
• Variables
• type BookEntry
• type BookEvent
  • func (data *BookEvent) Book() types.SliceOrderBook
  • func (data *BookEvent) BookTicker() types.BookTicker
• type Candle
  • func (c *Candle) KLine() types.KLine
• type CandleKey
• type Exchange
  • func New(key, secret, passphrase string) *Exchange
  • func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error
  • func (e *Exchange) Name() types.ExchangeName
  • func (e *Exchange) NewStream() types.Stream
  • func (e *Exchange) PlatformFeeCurrency() string
  • func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error)
  • func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error)
  • func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, ...) ([]types.KLine, error)
  • func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error)
  • func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error)
  • func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error)
  • func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[string]types.Ticker, error)
  • func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error)
• type Stream
  • func NewStream(client *okexapi.RestClient) *Stream
  • func (s *Stream) EmitAccountEvent(account okexapi.Account)
  • func (s *Stream) EmitBookEvent(book BookEvent)
  • func (s *Stream) EmitCandleEvent(candle Candle)
  • func (s *Stream) EmitEvent(event WebSocketEvent)
  • func (s *Stream) EmitOrderDetailsEvent(orderDetails []okexapi.OrderDetails)
  • func (s *Stream) OnAccountEvent(cb func(account okexapi.Account))
  • func (s *Stream) OnBookEvent(cb func(book BookEvent))
  • func (s *Stream) OnCandleEvent(cb func(candle Candle))
  • func (s *Stream) OnEvent(cb func(event WebSocketEvent))
  • func (s *Stream) OnOrderDetailsEvent(cb func(orderDetails []okexapi.OrderDetails))
• type StreamEventHub
• type WebSocketEvent
• type WebsocketLogin
• type WebsocketOp
• type WebsocketSubscription

Constants

const OKB = "OKB"

OKB is the platform currency of OKEx, pre-allocate static string here

Variables

var CandleChannels = []string{
	"candle1Y",
	"candle6M", "candle3M", "candle1M",
	"candle1W",
	"candle1D", "candle2D", "candle3D", "candle5D",
	"candle12H", "candle6H", "candle4H", "candle2H", "candle1H",
	"candle30m", "candle15m", "candle5m", "candle3m", "candle1m",
}

Types

type BookEntry

type BookEntry struct {
	Price         fixedpoint.Value
	Volume        fixedpoint.Value
	NumLiquidated int
	NumOrders     int
}

type BookEvent

type BookEvent struct {
	InstrumentID         string
	Symbol               string
	Action               string
	Bids                 []BookEntry
	Asks                 []BookEntry
	MillisecondTimestamp int64
	Checksum             int
	// contains filtered or unexported fields
}

func (*BookEvent) Book

func (data *BookEvent) Book() types.SliceOrderBook

func (*BookEvent) BookTicker

func (data *BookEvent) BookTicker() types.BookTicker

type Candle

type Candle struct {
	Channel      string
	InstrumentID string
	Symbol       string
	Interval     string
	Open         fixedpoint.Value
	High         fixedpoint.Value
	Low          fixedpoint.Value
	Close        fixedpoint.Value

	// Trading volume, with a unit of contact.
	// If it is a derivatives contract, the value is the number of contracts.
	// If it is SPOT/MARGIN, the value is the amount of trading currency.
	Volume fixedpoint.Value

	// Trading volume, with a unit of currency.
	// If it is a derivatives contract, the value is the number of settlement currency.
	// If it is SPOT/MARGIN, the value is the number of quote currency.
	VolumeInCurrency fixedpoint.Value

	MillisecondTimestamp int64

	StartTime time.Time
}

func (*Candle) KLine

func (c *Candle) KLine() types.KLine

type CandleKey

type CandleKey struct {
	InstrumentID string
	Channel      string
}

type Exchange

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

func New

func New(key, secret, passphrase string) *Exchange

func (*Exchange) CancelOrders

func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error

func (*Exchange) Name

func (e *Exchange) Name() types.ExchangeName

func (*Exchange) NewStream

func (e *Exchange) NewStream() types.Stream

func (*Exchange) PlatformFeeCurrency

func (e *Exchange) PlatformFeeCurrency() string

func (*Exchange) QueryAccount

func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error)

func (*Exchange) QueryAccountBalances

func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error)

func (*Exchange) QueryKLines

func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error)

func (*Exchange) QueryMarkets

func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error)

func (*Exchange) QueryOpenOrders

func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error)

func (*Exchange) QueryTicker

func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error)

func (*Exchange) QueryTickers

func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[string]types.Ticker, error)

func (*Exchange) SubmitOrders

func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error)

type Stream

type Stream struct {
	types.StandardStream
	// contains filtered or unexported fields
}

func NewStream

func NewStream(client *okexapi.RestClient) *Stream

func (*Stream) EmitAccountEvent

func (s *Stream) EmitAccountEvent(account okexapi.Account)

func (*Stream) EmitBookEvent

func (s *Stream) EmitBookEvent(book BookEvent)

func (*Stream) EmitCandleEvent

func (s *Stream) EmitCandleEvent(candle Candle)

func (*Stream) EmitEvent

func (s *Stream) EmitEvent(event WebSocketEvent)

func (*Stream) EmitOrderDetailsEvent

func (s *Stream) EmitOrderDetailsEvent(orderDetails []okexapi.OrderDetails)

func (*Stream) OnAccountEvent

func (s *Stream) OnAccountEvent(cb func(account okexapi.Account))

func (*Stream) OnBookEvent

func (s *Stream) OnBookEvent(cb func(book BookEvent))

func (*Stream) OnCandleEvent

func (s *Stream) OnCandleEvent(cb func(candle Candle))

func (*Stream) OnEvent

func (s *Stream) OnEvent(cb func(event WebSocketEvent))

func (*Stream) OnOrderDetailsEvent

func (s *Stream) OnOrderDetailsEvent(cb func(orderDetails []okexapi.OrderDetails))

type StreamEventHub

type StreamEventHub interface {
	OnCandleEvent(cb func(candle Candle))

	OnBookEvent(cb func(book BookEvent))

	OnEvent(cb func(event WebSocketEvent))

	OnAccountEvent(cb func(account okexapi.Account))

	OnOrderDetailsEvent(cb func(orderDetails []okexapi.OrderDetails))
}

type WebSocketEvent

type WebSocketEvent struct {
	Event   string      `json:"event"`
	Code    string      `json:"code,omitempty"`
	Message string      `json:"msg,omitempty"`
	Arg     interface{} `json:"arg,omitempty"`
}

type WebsocketLogin

type WebsocketLogin struct {
	Key        string `json:"apiKey"`
	Passphrase string `json:"passphrase"`
	Timestamp  string `json:"timestamp"`
	Sign       string `json:"sign"`
}

type WebsocketOp

type WebsocketOp struct {
	Op   string      `json:"op"`
	Args interface{} `json:"args"`
}

type WebsocketSubscription

type WebsocketSubscription struct {
	Channel        string `json:"channel"`
	InstrumentID   string `json:"instId,omitempty"`
	InstrumentType string `json:"instType,omitempty"`
}