tradingutil

Documentation

Index

• func AggregateTradesQuantity(trades []types.Trade) fixedpoint.Value
• func AggregateTradesQuoteQuantity(trades []types.Trade) fixedpoint.Value
• func CollectOpenOrders(ctx context.Context, ex types.Exchange, symbols ...string) ([]types.Order, error)
• func CollectOrderGroupIds(orders []types.Order) (groupIds []uint32)
• func CollectOrderSymbols(orders []types.Order) (symbols []string)
• func CollectTradeFee(trades []types.Trade) map[string]fixedpoint.Value
• func UniversalCancelAllOrders(ctx context.Context, exchange types.Exchange, symbol string, ...) error
• type CancelAllOrdersByGroupIDService
• type CancelAllOrdersBySymbolService
• type CancelAllOrdersService

Functions

func AggregateTradesQuantity

func AggregateTradesQuantity(trades []types.Trade) fixedpoint.Value

AggregateTradesQuantity sums up the quantity from the given trades totalQuantity = SUM(trade1.Quantity, trade2.Quantity, ...)

func AggregateTradesQuoteQuantity

func AggregateTradesQuoteQuantity(trades []types.Trade) fixedpoint.Value

AggregateTradesQuoteQuantity aggregates the quote quantity from the given trade slice

func CollectOpenOrders

func CollectOpenOrders(ctx context.Context, ex types.Exchange, symbols ...string) ([]types.Order, error)

func CollectOrderGroupIds

func CollectOrderGroupIds(orders []types.Order) (groupIds []uint32)

func CollectOrderSymbols

func CollectOrderSymbols(orders []types.Order) (symbols []string)

func CollectTradeFee

func CollectTradeFee(trades []types.Trade) map[string]fixedpoint.Value

CollectTradeFee collects the fee from the given trade slice

func UniversalCancelAllOrders

func UniversalCancelAllOrders(ctx context.Context, exchange types.Exchange, symbol string, openOrders []types.Order) error

UniversalCancelAllOrders checks if the exchange instance supports the best order cancel strategy it tries the first interface CancelAllOrdersService that does not need any existing order information or symbol information.

if CancelAllOrdersService is not supported, then it tries CancelAllOrdersBySymbolService which needs at least one symbol for the cancel api request.

Types

type CancelAllOrdersByGroupIDService

type CancelAllOrdersByGroupIDService interface {
	CancelOrdersByGroupID(ctx context.Context, groupID uint32) ([]types.Order, error)
}

type CancelAllOrdersBySymbolService

type CancelAllOrdersBySymbolService interface {
	CancelOrdersBySymbol(ctx context.Context, symbol string) ([]types.Order, error)
}

type CancelAllOrdersService

type CancelAllOrdersService interface {
	CancelAllOrders(ctx context.Context) ([]types.Order, error)
}