okex

package
v1.19.2 Latest Latest
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 Go to latest Published: Dec 6, 2021 License: MIT Imports: 17 Imported by: 2

Documentation

Overview

Code generated by go generate; DO NOT EDIT.

Index

Constants

View Source 
const OKB = "OKB"

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

Variables

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

Functions

func Parse 

func Parse(str string) (interface{}, error)

Types

type BookData 

type BookData struct {
	InstrumentID         string
	Symbol               string
	Action               string
	Bids                 []BookEntry
	Asks                 []BookEntry
	MillisecondTimestamp int64
	Checksum             int
}

func (*BookData) Book 

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

type BookEntry 

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

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

	Client *okexapi.RestClient
	Conn   *websocket.Conn
	// contains filtered or unexported fields
}

func NewStream 

func NewStream(client *okexapi.RestClient) *Stream

func (*Stream) Close 

func (s *Stream) Close() error

func (*Stream) Connect 

func (s *Stream) Connect(ctx context.Context) error

func (*Stream) EmitAccount 

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

func (*Stream) EmitBookData 

func (s *Stream) EmitBookData(book BookData)

func (*Stream) EmitCandleData 

func (s *Stream) EmitCandleData(candle Candle)

func (*Stream) EmitEvent 

func (s *Stream) EmitEvent(event WebSocketEvent)

func (*Stream) EmitOrderDetails 

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

func (*Stream) OnAccount 

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

func (*Stream) OnBookData 

func (s *Stream) OnBookData(cb func(book BookData))

func (*Stream) OnCandleData 

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

func (*Stream) OnEvent 

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

func (*Stream) OnOrderDetails 

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

func (*Stream) Reconnector 

func (s *Stream) Reconnector(ctx context.Context)

func (*Stream) SetPublicOnly 

func (s *Stream) SetPublicOnly()

type StreamEventHub 

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

	OnBookData(cb func(book BookData))

	OnEvent(cb func(event WebSocketEvent))

	OnAccount(cb func(account okexapi.Account))

	OnOrderDetails(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"`
}

Source Files

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