types

Sep 12, 2024

Changes in this version

type PriceVolume

+ func NewPriceVolume(p, v fixedpoint.Value) PriceVolume

Sep 4, 2024

Changes in this version

type MarginOrderSideEffectType

+ var SideEffectTypeAutoBorrowRepay MarginOrderSideEffectType = "AUTO_BORROW_REPAY"

+ type MarginType string

+ const MarginTypeCrossMargin

+ const MarginTypeIsolatedMargin

+ const MarginTypeSpot

type MutexOrderBook

+ Exchange ExchangeName

type Position

+ FeeAverageCosts map[string]fixedpoint.Value

+ func (p *Position) SetFeeAverageCost(currency string, cost fixedpoint.Value)

+ func (p *Position) UpdateMetrics()

Aug 21, 2024

Changes in this version

+ type ExchangeTransferHistoryService interface

+ QueryDepositHistory func(ctx context.Context, asset string, since, until time.Time) (allDeposits []Deposit, err error)

+ QueryWithdrawHistory func(ctx context.Context, asset string, since, until time.Time) (allWithdraws []Withdraw, err error)

type Market

+ func (m Market) AdjustQuantityByMaxAmount(quantity, currentPrice, maxAmount fixedpoint.Value) fixedpoint.Value

+ func (m Market) RoundUpByStepSize(quantity fixedpoint.Value) fixedpoint.Value

type PriceType

+ const PriceTypeAsk

+ const PriceTypeBestBidOfferCounterParty1

+ const PriceTypeBestBidOfferCounterParty5

+ const PriceTypeBestBidOfferQueue1

+ const PriceTypeBestBidOfferQueue5

+ const PriceTypeBid

+ func (p PriceType) GetPrice(ticker *Ticker, side SideType) fixedpoint.Value

type PriceVolumeSlice

+ func ParsePriceVolumeKvSliceJSON(b []byte) (PriceVolumeSlice, error)

+ func (slice PriceVolumeSlice) AverageDepthPrice(requiredQuantity fixedpoint.Value) fixedpoint.Value

+ func (slice PriceVolumeSlice) AverageDepthPriceByQuote(requiredDepthInQuote fixedpoint.Value, maxLevel int) fixedpoint.Value

type Trade

+ InsertedAt *Time

type Withdraw

+ OriginalStatus string

+ func (w *Withdraw) SlackAttachment() slack.Attachment

+ type WithdrawStatus string

+ const WithdrawStatusAwaitingApproval

+ const WithdrawStatusCancelled

+ const WithdrawStatusCompleted

+ const WithdrawStatusFailed

+ const WithdrawStatusProcessing

+ const WithdrawStatusRejected

+ const WithdrawStatusSent

+ const WithdrawStatusUnknown

May 14, 2024

Changes in this version

type Trade

+ FeeProcessing bool

Mar 19, 2024

Changes in this version

+ var ErrInvalidBalanceType = errors.New("invalid balance type")

+ type BalanceType string

+ const BalanceTypeAvailable

+ const BalanceTypeBorrowed

+ const BalanceTypeDebt

+ const BalanceTypeInterest

+ const BalanceTypeLocked

+ const BalanceTypeNet

+ const BalanceTypeTotal

+ func ParseBalanceType(s string) (b BalanceType, err error)

+ func (b *BalanceType) UnmarshalJSON(data []byte) error

+ func (b BalanceType) Map(balance Balance) fixedpoint.Value

+ type ExchangePublic interface

type Market

+ func (m Market) AdjustQuantityByMinQuantity(quantity fixedpoint.Value) fixedpoint.Value

type PriceType

+ func ParsePriceType(s string) (p PriceType, err error)

type PriceVolume

+ func (p PriceVolume) InQuote() fixedpoint.Value

Feb 27, 2024

Changes in this version

+ var ErrInvalidPriceType = errors.New("invalid price type")

type BookSignal

+ Time time.Time

type Market

+ Exchange ExchangeName

+ type PriceType string

+ const PriceTypeBuy

+ const PriceTypeLast

+ const PriceTypeMaker

+ const PriceTypeMid

+ const PriceTypeSell

+ const PriceTypeTaker

+ func StrToPriceType(s string) (price PriceType, err error)

+ func (p *PriceType) UnmarshalJSON(data []byte) error

+ func (p PriceType) Map(ticker *Ticker, side SideType) fixedpoint.Value

type SliceOrderBook

+ LastUpdateId int64

Jan 26, 2024

Changes in this version

type Depth

+ const DepthLevel10

+ const DepthLevel400

type Order

+ func SortOrdersDescending(orders []Order) []Order

+ type PersistenceTTL struct

+ func (p *PersistenceTTL) Expiration() time.Duration

+ func (p *PersistenceTTL) SetTTL(ttl time.Duration)

type StandardStream

+ func (s *StandardStream) SetPingInterval(interval time.Duration)

Dec 18, 2023

Changes in this version

+ const BUSD

+ const USDC

+ const USDT

type MarketMap

+ func (m MarketMap) Has(symbol string) bool

Dec 14, 2023

Changes in this version

+ type BookSignal struct

+ Book SliceOrderBook

+ Type BookSignalType

+ type BookSignalType string

+ const BookSignalSnapshot

+ const BookSignalUpdate

type MutexOrderBook

+ func (b *MutexOrderBook) SideBook(sideType SideType) PriceVolumeSlice

type Order

+ func SortOrdersByPrice(orders []Order, descending bool) []Order

type OrderMap

+ func NewOrderMap(os ...Order) OrderMap

type OrderSlice

+ func (s *OrderSlice) Add(o Order)

+ func (s OrderSlice) Map() OrderMap

+ func (s OrderSlice) Print()

+ func (s OrderSlice) SeparateBySide() (buyOrders, sellOrders []Order)

+ type PeriodProfitStats struct

+ EndTime time.Time

+ GrossLoss fixedpoint.Value

+ GrossProfit fixedpoint.Value

+ LastTradeTime time.Time

+ MakerVolume fixedpoint.Value

+ NetProfit fixedpoint.Value

+ PnL fixedpoint.Value

+ StartTime time.Time

+ TakerVolume fixedpoint.Value

+ Volume fixedpoint.Value

+ VolumeInQuote fixedpoint.Value

type PriceHeartBeat

+ func NewPriceHeartBeat(timeout time.Duration) *PriceHeartBeat

+ func (b *PriceHeartBeat) Last() PriceVolume

type PriceVolumeSlice

+ func (slice PriceVolumeSlice) IndexByQuoteVolumeDepth(requiredQuoteVolume fixedpoint.Value) int

+ func (slice PriceVolumeSlice) SumDepth() fixedpoint.Value

+ func (slice PriceVolumeSlice) SumDepthInQuote() fixedpoint.Value

Nov 20, 2023

Changes in this version

type ExchangeName

+ func (n ExchangeName) IsValid() bool

type Order

+ OriginalStatus string

+ type PrivateChannelSymbolSetter interface

+ SetPrivateChannelSymbols func(symbols []string)

type StrInt64

+ func (s *StrInt64) String() string

type TradeSlice

+ func (s *TradeSlice) Truncate(size int)

+ type WebsocketPongEvent struct

Nov 9, 2023

Changes in this version

+ const ForceOrderChannel

type Depth

+ const DepthLevel15

+ const DepthLevel200

type Float64Series

+ func (f *Float64Series) AddSubscriber(fn func(v float64))

+ type LiquidationInfo struct

+ AveragePrice fixedpoint.Value

+ OrderStatus OrderStatus

+ OrderType OrderType

+ Price fixedpoint.Value

+ Quantity fixedpoint.Value

+ Side SideType

+ Symbol string

+ TimeInForce TimeInForce

+ TradeTime Time

type Position

+ func (s *Position) Expiration() time.Duration

+ func (s *Position) SetTTL(ttl time.Duration)

+ type PrivateChannelSetter interface

+ SetPrivateChannels func(channels []string)

type StandardStream

+ func (s *StandardStream) EmitForceOrder(info LiquidationInfo)

+ func (s *StandardStream) OnForceOrder(cb func(info LiquidationInfo))

type StandardStreamEmitter

+ EmitForceOrder func(LiquidationInfo)

type StandardStreamEventHub

+ OnForceOrder func(cb func(info LiquidationInfo))

Oct 2, 2023

Changes in this version

+ type BeforeConnect func(ctx context.Context) error

type Deposit

+ Confirmation string

+ UnlockConfirm int

+ func (d Deposit) GetCurrentConfirmation() (current int, required int)

type Depth

+ const DepthLevel50

+ type HeartBeat func(ctxConn context.Context, conn *websocket.Conn, cancelConn context.CancelFunc)

type Market

+ func (m Market) GreaterThanMinimalOrderQuantity(side SideType, price, available fixedpoint.Value) (fixedpoint.Value, bool)

+ func (m Market) TruncateQuoteQuantity(quantity fixedpoint.Value) fixedpoint.Value

type SliceOrderBook

+ Time time.Time

type StandardStream

+ func (s *StandardStream) EmitAuth()

+ func (s *StandardStream) EmitRawMessage(raw []byte)

+ func (s *StandardStream) OnAuth(cb func())

+ func (s *StandardStream) OnRawMessage(cb func(raw []byte))

+ func (s *StandardStream) Resubscribe(fn func(old []Subscription) (new []Subscription, err error)) error

+ func (s *StandardStream) SetBeforeConnect(fn BeforeConnect)

+ func (s *StandardStream) SetHeartBeat(fn HeartBeat)

type StandardStreamEmitter

+ EmitAuth func()

type StandardStreamEventHub

+ OnAuth func(cb func())

+ OnRawMessage func(cb func(raw []byte))

type Stream

+ Reconnect func()

+ Resubscribe func(func(oldSubs []Subscription) (newSubs []Subscription, err error)) error

+ type SyncGroup struct

+ func NewSyncGroup() SyncGroup

+ func (w *SyncGroup) Add(fn syncGroupFunc)

+ func (w *SyncGroup) Run()

+ func (w *SyncGroup) WaitAndClear()

type Ticker

+ func (t *Ticker) String() string

+ type Unsubscriber interface

+ Unsubscribe func()

Aug 2, 2023

Changes in this version

type BalanceMap

+ func (m BalanceMap) NotZero() BalanceMap

type OrderStatus

+ func (o OrderStatus) Closed() bool

Jul 24, 2023

Changes in this version

+ var Three = fixedpoint.NewFromInt(3)

+ func KLineClosePriceMapper(k KLine) float64

+ func KLineHLC3Mapper(k KLine) float64

+ func KLineHighPriceMapper(k KLine) float64

+ func KLineLowPriceMapper(k KLine) float64

+ func KLineOpenPriceMapper(k KLine) float64

+ func KLinePriceVolumeMapper(k KLine) float64

+ func KLineTypicalPriceMapper(k KLine) float64

+ func KLineVolumeMapper(k KLine) float64

+ func MapKLinePrice(kLines []KLine, f KLineValueMapper) (prices []float64)

type ExchangeName

+ const ExchangeBybit

+ type Float64Calculator interface

+ Calculate func(x float64) float64

+ PushAndEmit func(x float64)

+ type Float64Series struct

+ Slice floats.Slice

+ func NewFloat64Series(v ...float64) *Float64Series

+ func (f *Float64Series) Bind(source Float64Source, target Float64Calculator)

+ func (f *Float64Series) Index(i int) float64

+ func (f *Float64Series) Last(i int) float64

+ func (f *Float64Series) Length() int

+ func (f *Float64Series) Push(x float64)

+ func (f *Float64Series) PushAndEmit(x float64)

+ func (f *Float64Series) Subscribe(source Float64Source, c func(x float64))

+ type Float64Source interface

+ OnUpdate func(f func(v float64))

+ type Float64Subscription interface

+ AddSubscriber func(f func(v float64))

+ type Float64Truncator interface

+ Truncate func()

+ type Float64Updater struct

+ func (F *Float64Updater) EmitUpdate(v float64)

+ func (F *Float64Updater) OnUpdate(cb func(v float64))

+ type IntervalMap map[Interval]int

+ func (m IntervalMap) Slice() (slice IntervalSlice)

type IntervalSlice

+ func (s IntervalSlice) Sort()

+ type KLineValueMapper func(k KLine) float64

type PriceVolume

+ func (p PriceVolume) Equals(b PriceVolume) bool

+ type SlackAttachmentCreator interface

+ SlackAttachment func() slack.Attachment

Jul 31, 2023

Changes in this version

type Trade

+ FeeDiscounted bool

Jun 29, 2023

Changes in this version

type Position

+ func (p *Position) IsClosing() (c bool)

+ func (p *Position) SetClosing(c bool) bool

Jun 15, 2023

Changes in this version

+ func TradeWith(symbol string, f func(trade Trade)) func(trade Trade)

+ type ExchangeAccountService interface

+ QueryAccount func(ctx context.Context) (*Account, error)

+ QueryAccountBalances func(ctx context.Context) (BalanceMap, error)

+ type ExchangeBasic = Exchange

+ type ExchangeMinimal interface

+ Name func() ExchangeName

+ PlatformFeeCurrency func() string

type ExchangeName

+ const ExchangeBitget

type Market

+ func (m Market) RoundDownQuantityByPrecision(quantity fixedpoint.Value) fixedpoint.Value

+ func (m Market) RoundUpQuantityByPrecision(quantity fixedpoint.Value) fixedpoint.Value

type SeriesExtend

+ func Sub(a interface{}, b interface{}) SeriesExtend

+ type StrInt64 int64

+ func (s *StrInt64) MarshalJSON() ([]byte, error)

+ func (s *StrInt64) UnmarshalJSON(body []byte) error

Apr 2, 2023

Changes in this version

+ const ContractInfoChannel

+ const LiquidationOrderChannel

+ const MarkPriceChannel

type Balance

+ MaxWithdrawAmount fixedpoint.Value

+ type MarginHistoryService interface

+ QueryInterestHistory func(ctx context.Context, asset string, startTime, endTime *time.Time) ([]MarginInterest, error)

+ QueryLiquidationHistory func(ctx context.Context, startTime, endTime *time.Time) ([]MarginLiquidation, error)

+ QueryLoanHistory func(ctx context.Context, asset string, startTime, endTime *time.Time) ([]MarginLoan, error)

+ QueryRepayHistory func(ctx context.Context, asset string, startTime, endTime *time.Time) ([]MarginRepay, error)

type Market

+ func (m Market) AdjustQuantityByMinNotional(quantity, currentPrice fixedpoint.Value) fixedpoint.Value

type PremiumIndex

+ func (i *PremiumIndex) String() string

+ type TransferDirection int

+ const TransferIn

+ const TransferOut

Mar 13, 2023

Changes in this version

+ var ErrNotSimpleDuration = errors.New(...)

+ func IsActiveOrder(o Order) bool

+ func OrdersAll(orders []Order, f func(o Order) bool) bool

+ func OrdersAny(orders []Order, f func(o Order) bool) bool

type Order

+ func OrdersActive(in []Order) []Order

+ func OrdersFilled(in []Order) (out []Order)

+ func OrdersFilter(in []Order, f func(o Order) bool) (out []Order)

type OrderMap

+ func (m OrderMap) Get(orderID uint64) (Order, bool)

+ type SimpleDuration struct

+ Duration Duration

+ Num int

+ Unit string

+ func ParseSimpleDuration(s string) (*SimpleDuration, error)

+ func (d *SimpleDuration) Interval() Interval

+ func (d *SimpleDuration) String() string

+ func (d *SimpleDuration) UnmarshalJSON(data []byte) error

type SyncOrderMap

+ func (m *SyncOrderMap) Get(orderID uint64) (Order, bool)

Dec 23, 2022

Changes in this version

type Order

+ func SortOrdersUpdateTimeAscending(orders []Order) []Order

Dec 23, 2022

Changes in this version

+ var AggTradeChannel = Channel("aggTrade")

+ var Interval1ms = Interval("1ms")

+ var Interval1s = Interval("1s")

+ func FormatPrice(price fixedpoint.Value, tickSize fixedpoint.Value) string

+ type CancelReplaceModeType string

+ var AllowFailure CancelReplaceModeType = "ALLOW_FAILURE"

+ var StopOnFailure CancelReplaceModeType = "STOP_ON_FAILURE"

type Interval

+ func (i Interval) Milliseconds() int

+ func (i Interval) Seconds() int

type OrderMap

+ func (m OrderMap) Lookup(f func(o Order) bool) *Order

type StandardStream

+ func (s *StandardStream) EmitAggTrade(trade Trade)

+ func (s *StandardStream) OnAggTrade(cb func(trade Trade))

type StandardStreamEmitter

+ EmitAggTrade func(Trade)

type StandardStreamEventHub

+ OnAggTrade func(cb func(trade Trade))

type SyncOrderMap

+ func (m *SyncOrderMap) Lookup(f func(o Order) bool) *Order

Oct 12, 2022

Changes in this version

+ type FilterResult struct

+ func (f *FilterResult) Index(j int) float64

+ func (f *FilterResult) Last() float64

+ func (f *FilterResult) Length() int

type SeriesBase

+ func (s *SeriesBase) Filter(b func(int, float64) bool, length int) SeriesExtend

type SeriesExtend

+ func Filter(a Series, b func(i int, value float64) bool, length int) SeriesExtend

+ Filter func(b func(i int, value float64) bool, length int) SeriesExtend

+ type ZeroAssetError struct

+ func NewZeroAssetError(e error) ZeroAssetError

Sep 20, 2022

Changes in this version

+ type PriceMap map[string]fixedpoint.Value

Sep 11, 2022

Changes in this version

+ var Interval3m = Interval("3m")

+ func ParseInterval(input Interval) int

type ExchangeTradeService

+ SubmitOrder func(ctx context.Context, order SubmitOrder) (createdOrder *Order, err error)

type KLine

+ func (k *KLine) Merge(o *KLine)

+ type PCA struct

+ func (pca *PCA) Fit(x []SeriesExtend, lookback int) error

+ func (pca *PCA) FitTransform(x []SeriesExtend, lookback, feature int) ([]SeriesExtend, error)

+ func (pca *PCA) Transform(x []SeriesExtend, lookback int, features int) (result []SeriesExtend)

type Profit

+ OrderID uint64

+ Trade *Trade

type TradeStats

+ func (s *TradeStats) Recalculate()

Sep 4, 2022

Changes in this version

+ func BeginningOfTheDay(t time.Time) time.Time

+ func Over24Hours(since time.Time) bool

+ func ParseTimeWithFormats(strTime string, formats []string) (time.Time, error)

+ type InstanceIDProvider interface

+ InstanceID func() string

type IntervalWindow

+ RightWindow int

+ type JsonArr []JsonStruct

+ func (a JsonArr) Len() int

+ func (a JsonArr) Less(i, j int) bool

+ func (a JsonArr) Swap(i, j int)

+ type JsonStruct struct

+ Json string

+ Key string

+ Type string

+ Value interface{}

type TradeStats

+ func (s *TradeStats) CsvHeader() []string

+ func (s *TradeStats) CsvRecords() [][]string

Aug 19, 2022

Changes in this version

+ func Sortino(returns Series, riskFreeReturns float64, periods int, annualize bool, ...) float64

type IntervalProfitCollector

+ func (s *IntervalProfitCollector) GetSortino() float64

type Market

+ func (m Market) TruncatePrice(price fixedpoint.Value) fixedpoint.Value

type Order

+ IsFutures bool

Aug 18, 2022

Changes in this version

+ var USDFiatCurrencies = []string

+ func IsUSDFiatCurrency(currency string) bool

+ type ExchangeAmountFeeProtect interface

+ SetModifyOrderAmountForFee func(ExchangeFee)

type ExchangeOrderQueryService

+ QueryOrderTrades func(ctx context.Context, q OrderQuery) ([]Trade, error)

type IntervalProfitCollector

+ Timestamp *Float64Slice

+ func (s *IntervalProfitCollector) GetNonProfitableIntervals() (result []ProfitReport)

+ func (s *IntervalProfitCollector) GetProfitableIntervals() (result []ProfitReport)

type Position

+ func (p *Position) EmitModify(baseQty fixedpoint.Value, quoteQty fixedpoint.Value, price fixedpoint.Value)

+ func (p *Position) ModifyAverageCost(price fixedpoint.Value) error

+ func (p *Position) ModifyBase(qty fixedpoint.Value) error

+ func (p *Position) ModifyQuote(qty fixedpoint.Value) error

+ func (p *Position) OnModify(...)

+ type ProfitReport struct

+ Interval Interval

+ Profit float64

+ StartTime time.Time

+ func (s ProfitReport) String() string

type RBNode

+ func NewNil() *RBNode

type StreamOrderBook

+ func (sb *StreamOrderBook) EmitSnapshot(snapshot SliceOrderBook)

+ func (sb *StreamOrderBook) EmitUpdate(update SliceOrderBook)

+ func (sb *StreamOrderBook) OnSnapshot(cb func(snapshot SliceOrderBook))

+ func (sb *StreamOrderBook) OnUpdate(cb func(update SliceOrderBook))

type SubmitOrder

+ func (o *SubmitOrder) In() (fixedpoint.Value, string)

+ func (o *SubmitOrder) Out() (fixedpoint.Value, string)

Jul 29, 2022

Changes in this version

+ var Interval1mo = Interval("1mo")

+ var Interval1w = Interval("1w")

+ var Interval2w = Interval("2w")

+ func AutoCorrelation(a Series, length int, lags ...int) float64

+ func LinearRegression(a Series, lookback int) (alpha float64, beta float64)

+ func Omega(returns Series, returnThresholds ...float64) float64

+ func Sharpe(returns Series, periods int, annualize bool, smart bool) float64

type Balance

+ func (b Balance) Debt() fixedpoint.Value

+ type Canvas struct

+ Interval Interval

+ func NewCanvas(title string, intervals ...Interval) *Canvas

+ func (canvas *Canvas) Plot(tag string, a Series, endTime Time, length int)

+ func (canvas *Canvas) PlotRaw(tag string, a Series, length int)

type Float64Slice

+ func (s *Float64Slice) Update(v float64)

+ type IntervalProfitCollector struct

+ Interval Interval

+ Profits *Float64Slice

+ func NewIntervalProfitCollector(i Interval, startTime time.Time) *IntervalProfitCollector

+ func (s *IntervalProfitCollector) GetNumOfNonProfitableIntervals() (nonprofit int)

+ func (s *IntervalProfitCollector) GetNumOfProfitableIntervals() (profit int)

+ func (s *IntervalProfitCollector) GetOmega() float64

+ func (s *IntervalProfitCollector) GetSharpe() float64

+ func (s *IntervalProfitCollector) Update(profit *Profit)

+ func (s IntervalProfitCollector) MarshalYAML() (interface{}, error)

type KLine

+ func (k *KLine) Set(o *KLine)

type NumberSeries

+ func (a NumberSeries) Clone() NumberSeries

type Position

+ OpenedAt time.Time

type Profit

+ PositionOpenedAt time.Time

type Queue

+ func (inc *Queue) Clone() *Queue

type SeriesBase

+ func (s *SeriesBase) AutoCorrelation(length int, lag ...int) float64

type SeriesExtend

+ AutoCorrelation func(length int, lag ...int) float64

type TradeStats

+ AverageLossTrade fixedpoint.Value

+ AverageProfitTrade fixedpoint.Value

+ IntervalProfits map[Interval]*IntervalProfitCollector

+ LargestLossTrade fixedpoint.Value

+ LargestProfitTrade fixedpoint.Value

+ MaximumConsecutiveLoss fixedpoint.Value

+ MaximumConsecutiveLosses int

+ MaximumConsecutiveProfit fixedpoint.Value

+ MaximumConsecutiveWins int

+ func (s *TradeStats) BriefString() string

+ func (s *TradeStats) SetIntervalProfitCollector(c *IntervalProfitCollector)

type UpdatableSeriesExtend

+ func Clone(u UpdatableSeriesExtend) UpdatableSeriesExtend

+ func TestUpdate(u UpdatableSeriesExtend, input float64) UpdatableSeriesExtend

Jul 19, 2022

Changes in this version

+ func CrossEntropy(a, b Series, window int) (e float64)

+ func Entropy(a Series, window int) (e float64)

+ type LogisticRegressionModel struct

+ Gradient float64

+ LearningRate float64

+ Weight []float64

+ func LogisticRegression(x []Series, y Series, lookback, iterations int, learningRate float64) *LogisticRegressionModel

+ func (l *LogisticRegressionModel) Predict(x []float64) float64

type SeriesBase

+ func (s *SeriesBase) CrossEntropy(b Series, window int) float64

+ func (s *SeriesBase) Entropy(window int) float64

+ func (s *SeriesBase) Sigmoid() SeriesExtend

+ func (s *SeriesBase) Softmax(window int) SeriesExtend

type SeriesExtend

+ func Sigmoid(a Series) SeriesExtend

+ func Softmax(a Series, window int) SeriesExtend

+ CrossEntropy func(b Series, window int) float64

+ Entropy func(window int) float64

+ Sigmoid func() SeriesExtend

+ Softmax func(window int) SeriesExtend

+ type SigmoidResult struct

+ func (s *SigmoidResult) Index(i int) float64

+ func (s *SigmoidResult) Last() float64

+ func (s *SigmoidResult) Length() int

Jul 10, 2022

Changes in this version

+ const RewardReferralKickback

+ func Array(a Series, limit ...int) (result []float64)

+ func Correlation(a Series, b Series, length int, method ...CorrFunc) float64

+ func Covariance(a Series, b Series, length int) float64

+ func Kendall(a, b Series, length int) float64

+ func Pearson(a, b Series, length int) float64

+ func Skew(a Series, length int) float64

+ func Spearman(a, b Series, length int) float64

+ func Variance(a Series, length int) float64

+ type BollingerSetting struct

+ BandWidth float64

+ type CorrFunc func(Series, Series, int) float64

type Float64Slice

+ func Reverse(a Series, limit ...int) (result Float64Slice)

+ type KLineCallBack func(k KLine)

+ func KLineWith(symbol string, interval Interval, callback KLineCallBack) KLineCallBack

type LooseFormatTime

+ func ParseLooseFormatTime(s string) (LooseFormatTime, error)

+ type PercentageChangeResult struct

+ func (c *PercentageChangeResult) Index(i int) float64

+ func (c *PercentageChangeResult) Last() float64

+ func (c *PercentageChangeResult) Length() int

type Position

+ func (p *Position) GetQuantity() fixedpoint.Value

+ func (p *Position) IsOpened(currentPrice fixedpoint.Value) bool

+ func (p *Position) ROI(price fixedpoint.Value) fixedpoint.Value

type ProfitStats

+ AccumulatedGrossLoss fixedpoint.Value

+ AccumulatedGrossProfit fixedpoint.Value

+ TodayGrossLoss fixedpoint.Value

+ TodayGrossProfit fixedpoint.Value

type Reward

+ func (r Reward) String() (s string)

+ type RollingResult struct

+ func Rolling(a Series, window int) *RollingResult

+ func (r *RollingResult) Index(i int) SeriesExtend

+ func (r *RollingResult) Last() SeriesExtend

+ func (r *RollingResult) Length() int

+ type SeriesBase struct

+ func (s *SeriesBase) Abs() SeriesExtend

+ func (s *SeriesBase) Add(b interface{}) SeriesExtend

+ func (s *SeriesBase) Array(limit ...int) (result []float64)

+ func (s *SeriesBase) Change(offset ...int) SeriesExtend

+ func (s *SeriesBase) Correlation(b Series, length int, method ...CorrFunc) float64

+ func (s *SeriesBase) Covariance(b Series, length int) float64

+ func (s *SeriesBase) CrossOver(b Series) BoolSeries

+ func (s *SeriesBase) CrossUnder(b Series) BoolSeries

+ func (s *SeriesBase) Div(b interface{}) SeriesExtend

+ func (s *SeriesBase) Dot(b interface{}, limit ...int) float64

+ func (s *SeriesBase) Highest(lookback int) float64

+ func (s *SeriesBase) Index(i int) float64

+ func (s *SeriesBase) Last() float64

+ func (s *SeriesBase) Length() int

+ func (s *SeriesBase) Lowest(lookback int) float64

+ func (s *SeriesBase) Mean(limit ...int) float64

+ func (s *SeriesBase) Minus(b interface{}) SeriesExtend

+ func (s *SeriesBase) Mul(b interface{}) SeriesExtend

+ func (s *SeriesBase) NextCross(b Series, lookback int) (int, float64, bool)

+ func (s *SeriesBase) PercentageChange(offset ...int) SeriesExtend

+ func (s *SeriesBase) Predict(lookback int, offset ...int) float64

+ func (s *SeriesBase) Rank(length int) SeriesExtend

+ func (s *SeriesBase) Reverse(limit ...int) (result Float64Slice)

+ func (s *SeriesBase) Rolling(window int) *RollingResult

+ func (s *SeriesBase) Shift(offset int) SeriesExtend

+ func (s *SeriesBase) Skew(length int) float64

+ func (s *SeriesBase) Stdev(params ...int) float64

+ func (s *SeriesBase) Sum(limit ...int) float64

+ func (s *SeriesBase) Variance(length int) float64

+ type SeriesExtend interface

+ Abs func() SeriesExtend

+ Add func(b interface{}) SeriesExtend

+ Array func(limit ...int) (result []float64)

+ Change func(offset ...int) SeriesExtend

+ Correlation func(b Series, length int, method ...CorrFunc) float64

+ Covariance func(b Series, length int) float64

+ CrossOver func(b Series) BoolSeries

+ CrossUnder func(b Series) BoolSeries

+ Div func(b interface{}) SeriesExtend

+ Dot func(b interface{}, limit ...int) float64

+ Highest func(lookback int) float64

+ Lowest func(lookback int) float64

+ Mean func(limit ...int) float64

+ Minus func(b interface{}) SeriesExtend

+ Mul func(b interface{}) SeriesExtend

+ NextCross func(b Series, lookback int) (int, float64, bool)

+ PercentageChange func(offset ...int) SeriesExtend

+ Predict func(lookback int, offset ...int) float64

+ Rank func(length int) SeriesExtend

+ Reverse func(limit ...int) (result Float64Slice)

+ Rolling func(window int) *RollingResult

+ Shift func(offset int) SeriesExtend

+ Skew func(length int) float64

+ Stdev func(params ...int) float64

+ Sum func(limit ...int) float64

+ Variance func(length int) float64

+ func NewSeries(a Series) SeriesExtend

+ func PercentageChange(a Series, offset ...int) SeriesExtend

+ func Rank(a Series, length int) SeriesExtend

+ func Shift(a Series, offset int) SeriesExtend

+ type ShiftResult struct

+ func (inc *ShiftResult) Index(i int) float64

+ func (inc *ShiftResult) Last() float64

+ func (inc *ShiftResult) Length() int

+ type SliceView struct

+ func (s *SliceView) Index(i int) float64

+ func (s *SliceView) Last() float64

+ func (s *SliceView) Length() int

type SubmitOrder

+ AveragePrice fixedpoint.Value

+ Tag string

type Time

+ func (t Time) Equal(time2 time.Time) bool

+ type TradeStats struct

+ GrossLoss fixedpoint.Value

+ GrossProfit fixedpoint.Value

+ Losses []fixedpoint.Value

+ MostLossTrade fixedpoint.Value

+ MostProfitableTrade fixedpoint.Value

+ NumOfLossTrade int

+ NumOfProfitTrade int

+ ProfitFactor fixedpoint.Value

+ Profits []fixedpoint.Value

+ Symbol string

+ TotalNetProfit fixedpoint.Value

+ WinningRatio fixedpoint.Value

+ func NewTradeStats(symbol string) *TradeStats

+ func (s *TradeStats) Add(profit *Profit)

+ func (s *TradeStats) String() string

+ type UpdatableSeriesExtend interface

+ Update func(float64)

Jun 17, 2022

Changes in this version

+ var Four fixedpoint.Value = fixedpoint.NewFromInt(4)

+ type BacktestStream struct

+ func (s *BacktestStream) Close() error

+ func (s *BacktestStream) Connect(ctx context.Context) error

+ type FloatMap map[string]float64

+ func (m FloatMap) DivScalar(x float64) FloatMap

+ func (m FloatMap) MulScalar(x float64) FloatMap

+ func (m FloatMap) Normalize() FloatMap

+ func (m FloatMap) Sum() float64

+ type HeikinAshiStream struct

+ LastOrigin map[string]map[Interval]*KLine

+ func (s *HeikinAshiStream) EmitKLine(kline KLine)

+ func (s *HeikinAshiStream) EmitKLineClosed(kline KLine)

type StandardStream

+ func (s *StandardStream) GetPublicOnly() bool

+ func (s *StandardStream) GetSubscriptions() []Subscription

+ type StandardStreamEmitter interface

+ EmitBalanceSnapshot func(BalanceMap)

+ EmitBalanceUpdate func(BalanceMap)

+ EmitBookSnapshot func(SliceOrderBook)

+ EmitBookTickerUpdate func(BookTicker)

+ EmitBookUpdate func(SliceOrderBook)

+ EmitConnect func()

+ EmitDisconnect func()

+ EmitFuturesPositionSnapshot func(FuturesPositionMap)

+ EmitFuturesPositionUpdate func(FuturesPositionMap)

+ EmitKLine func(KLine)

+ EmitKLineClosed func(KLine)

+ EmitMarketTrade func(Trade)

+ EmitOrderUpdate func(Order)

+ EmitStart func()

+ EmitTradeUpdate func(Trade)

type Stream

+ GetPublicOnly func() bool

+ GetSubscriptions func() []Subscription

+ type UpdatableSeries interface

+ Update func(float64)

+ type ValueMap map[string]fixedpoint.Value

+ func (m ValueMap) Add(n ValueMap) ValueMap

+ func (m ValueMap) AddScalar(x fixedpoint.Value) ValueMap

+ func (m ValueMap) Div(n ValueMap) ValueMap

+ func (m ValueMap) DivScalar(x fixedpoint.Value) ValueMap

+ func (m ValueMap) Eq(n ValueMap) bool

+ func (m ValueMap) Mul(n ValueMap) ValueMap

+ func (m ValueMap) MulScalar(x fixedpoint.Value) ValueMap

+ func (m ValueMap) Normalize() ValueMap

+ func (m ValueMap) Sub(n ValueMap) ValueMap

+ func (m ValueMap) SubScalar(x fixedpoint.Value) ValueMap

+ func (m ValueMap) Sum() fixedpoint.Value

Jun 9, 2022

Changes in this version

type Position

+ func (p *Position) NewMarketCloseOrder(percentage fixedpoint.Value) *SubmitOrder

Jun 8, 2022

Changes in this version

type Deposit

+ func (d Deposit) String() (o string)

Jun 8, 2022

Changes in this version

+ type Queue struct

+ func NewQueue(size int) *Queue

+ func (inc *Queue) Index(i int) float64

+ func (inc *Queue) Last() float64

+ func (inc *Queue) Length() int

+ func (inc *Queue) Update(v float64)

Jun 7, 2022

Changes in this version

+ func Stdev(a Series, length int) float64

type AssetMap

+ func (m AssetMap) InUSD() (total fixedpoint.Value)

type Balance

+ func (b Balance) ValueString() (o string)

type BalanceMap

+ func (m BalanceMap) Debts() BalanceMap

+ func (m BalanceMap) SlackAttachment() slack.Attachment

+ type BalanceSnapshot struct

+ Balances BalanceMap

+ Session string

+ Time time.Time

+ func (m BalanceSnapshot) CsvHeader() []string

+ func (m BalanceSnapshot) CsvRecords() [][]string

+ type CsvFormatter interface

+ CsvHeader func() []string

+ CsvRecords func() [][]string

+ type ExchangeDefaultFeeRates interface

+ DefaultFeeRates func() ExchangeFee

type ExchangeWithdrawalService

+ Withdraw func(ctx context.Context, asset string, amount fixedpoint.Value, address string, ...) error

type KLine

+ func SortKLinesAscending(klines []KLine) []KLine

type LooseFormatTime

+ func (t LooseFormatTime) MarshalJSON() ([]byte, error)

+ type MarginBorrowRepayService interface

+ BorrowMarginAsset func(ctx context.Context, asset string, amount fixedpoint.Value) error

+ QueryMarginAssetMaxBorrowable func(ctx context.Context, asset string) (amount fixedpoint.Value, err error)

+ RepayMarginAsset func(ctx context.Context, asset string, amount fixedpoint.Value) error

+ type MarginHistory interface

+ QueryInterestHistory func(ctx context.Context, asset string, startTime, endTime *time.Time) ([]MarginInterest, error)

+ QueryLiquidationHistory func(ctx context.Context, startTime, endTime *time.Time) ([]MarginLiquidation, error)

+ QueryLoanHistory func(ctx context.Context, asset string, startTime, endTime *time.Time) ([]MarginLoan, error)

+ QueryRepayHistory func(ctx context.Context, asset string, startTime, endTime *time.Time) ([]MarginRepay, error)

+ type MarginInterest struct

+ Asset string

+ Exchange ExchangeName

+ GID uint64

+ Interest fixedpoint.Value

+ InterestRate fixedpoint.Value

+ IsolatedSymbol string

+ Principle fixedpoint.Value

+ Time Time

+ type MarginLiquidation struct

+ AveragePrice fixedpoint.Value

+ Exchange ExchangeName

+ ExecutedQuantity fixedpoint.Value

+ GID uint64

+ IsIsolated bool

+ OrderID uint64

+ Price fixedpoint.Value

+ Quantity fixedpoint.Value

+ Side SideType

+ Symbol string

+ TimeInForce TimeInForce

+ UpdatedTime Time

+ type MarginLoan struct

+ Asset string

+ Exchange ExchangeName

+ GID uint64

+ IsolatedSymbol string

+ Principle fixedpoint.Value

+ Time Time

+ TransactionID uint64

+ type MarginRepay struct

+ Asset string

+ Exchange ExchangeName

+ GID uint64

+ IsolatedSymbol string

+ Principle fixedpoint.Value

+ Time Time

+ TransactionID uint64

type Market

+ func (m Market) IsDustQuantity(quantity, price fixedpoint.Value) bool

type Order

+ func SortOrdersAscending(orders []Order) []Order

+ func (o Order) CsvHeader() []string

+ func (o Order) CsvRecords() [][]string

type Position

+ func (p *Position) CsvHeader() []string

+ func (p *Position) CsvRecords() [][]string

+ func (p *Position) IsClosed() bool

+ func (p *Position) IsDust(price fixedpoint.Value) bool

+ func (p *Position) IsLong() bool

+ func (p *Position) IsShort() bool

+ func (p *Position) UnrealizedProfit(price fixedpoint.Value) fixedpoint.Value

type ProfitStats

+ func NewProfitStats(market Market) *ProfitStats

type Trade

+ func (trade Trade) CsvHeader() []string

+ func (trade Trade) CsvRecords() [][]string

type TradeKey

+ func (k TradeKey) String() string

May 5, 2022

Changes in this version

+ func ExchangeFooterIcon(exName ExchangeName) string

type Asset

+ Borrowed fixedpoint.Value

+ Interest fixedpoint.Value

+ NetAsset fixedpoint.Value

+ PriceInUSD fixedpoint.Value

type Balance

+ func (b Balance) Add(b2 Balance) Balance

+ func (b Balance) Net() fixedpoint.Value

type BalanceMap

+ func (m BalanceMap) Add(bm BalanceMap) BalanceMap

+ func (m BalanceMap) Currencies() (currencies []string)

Apr 27, 2022

Changes in this version

+ const AccountTypeIsolatedMargin

type Account

+ BorrowEnabled bool

+ LiquidationPrice fixedpoint.Value

+ LiquidationRate fixedpoint.Value

+ MarginLevel fixedpoint.Value

+ MarginRatio fixedpoint.Value

+ MarginTolerance fixedpoint.Value

+ TransferEnabled bool

type Balance

+ Borrowed fixedpoint.Value

+ Interest fixedpoint.Value

+ NetAsset fixedpoint.Value

+ type IntervalWindowBandWidth struct

+ BandWidth float64

+ type MarginBorrowRepay interface

+ BorrowMarginAsset func(ctx context.Context, asset string, amount fixedpoint.Value) error

+ QueryMarginAssetMaxBorrowable func(ctx context.Context, asset string) (amount fixedpoint.Value, err error)

+ RepayMarginAsset func(ctx context.Context, asset string, amount fixedpoint.Value) error

type StrategyStatus

+ const StrategyStatusUnknown

+ type Timestamp time.Time

+ func (t *Timestamp) UnmarshalJSON(o []byte) error

+ func (t Timestamp) Format(layout string) string

+ func (t Timestamp) MarshalJSON() ([]byte, error)

+ func (t Timestamp) String() string

+ func (t Timestamp) Time() time.Time

Apr 15, 2022

Changes in this version

+ func Dot(a interface{}, b interface{}, limit ...int) float64

+ func Highest(a Series, lookback int) float64

+ func Lowest(a Series, lookback int) float64

+ func Mean(a Series, limit ...int) (mean float64)

+ func NextCross(a Series, b Series, lookback int) (int, float64, bool)

+ func Predict(a Series, lookback int, offset ...int) float64

+ func Sum(a Series, limit ...int) (sum float64)

+ func ToArray(a Series, limit ...int) (result []float64)

+ type AbsResult struct

+ func (a *AbsResult) Index(i int) float64

+ func (a *AbsResult) Last() float64

+ func (a *AbsResult) Length() int

+ type AddSeriesResult struct

+ func (a *AddSeriesResult) Index(i int) float64

+ func (a *AddSeriesResult) Last() float64

+ func (a *AddSeriesResult) Length() int

+ type BoolSeries interface

+ Index func(int) bool

+ Last func() bool

+ Length func() int

+ func CrossOver(a Series, b Series) BoolSeries

+ func CrossUnder(a Series, b Series) BoolSeries

+ type ChangeResult struct

+ func (c *ChangeResult) Index(i int) float64

+ func (c *ChangeResult) Last() float64

+ func (c *ChangeResult) Length() int

+ type CrossResult struct

+ func (c *CrossResult) Index(i int) bool

+ func (c *CrossResult) Last() bool

+ func (c *CrossResult) Length() int

+ type DivSeriesResult struct

+ func (a *DivSeriesResult) Index(i int) float64

+ func (a *DivSeriesResult) Last() float64

+ func (a *DivSeriesResult) Length() int

type Float64Slice

+ func ToReverseArray(a Series, limit ...int) (result Float64Slice)

+ func (a *Float64Slice) Index(i int) float64

+ func (a *Float64Slice) Last() float64

+ func (a *Float64Slice) Length() int

+ func (a Float64Slice) Addr() *Float64Slice

+ type KLineSeries struct

+ func (k *KLineSeries) Index(i int) float64

+ func (k *KLineSeries) Last() float64

+ func (k *KLineSeries) Length() int

type KLineWindow

+ func (k *KLineWindow) Close() Series

+ func (k *KLineWindow) High() Series

+ func (k *KLineWindow) Low() Series

+ func (k *KLineWindow) Open() Series

+ func (k *KLineWindow) Volume() Series

+ type KValueType int

+ type MinusSeriesResult struct

+ func (a *MinusSeriesResult) Index(i int) float64

+ func (a *MinusSeriesResult) Last() float64

+ func (a *MinusSeriesResult) Length() int

+ type MulSeriesResult struct

+ func (a *MulSeriesResult) Index(i int) float64

+ func (a *MulSeriesResult) Last() float64

+ func (a *MulSeriesResult) Length() int

+ type NumberSeries float64

+ func (a NumberSeries) Index(_ int) float64

+ func (a NumberSeries) Last() float64

+ func (a NumberSeries) Length() int

+ type Series interface

+ Index func(int) float64

+ Last func() float64

+ Length func() int

+ func Abs(a Series) Series

+ func Add(a interface{}, b interface{}) Series

+ func Change(a Series, offset ...int) Series

+ func Div(a interface{}, b interface{}) Series

+ func Minus(a interface{}, b interface{}) Series

+ func Mul(a interface{}, b interface{}) Series

Apr 12, 2022

Changes in this version

type Float64Slice

+ func (s Float64Slice) Abs() (values Float64Slice)

+ func (s Float64Slice) Mul(other Float64Slice) (values Float64Slice)

+ func (s Float64Slice) Normalize() Float64Slice

type Time

+ func (t Time) UnixMilli() int64

type Trade

+ func SortTradesAscending(trades []Trade) []Trade

Apr 1, 2022

Changes in this version

+ var MarketTradeChannel = Channel("trade")

type Float64Slice

+ func (s Float64Slice) AbsoluteValues() Float64Slice

+ func (s Float64Slice) Diff() Float64Slice

+ func (s Float64Slice) DivScalar(x float64) Float64Slice

+ func (s Float64Slice) Dot(other Float64Slice) float64

+ func (s Float64Slice) ElementwiseProduct(other Float64Slice) Float64Slice

+ func (s Float64Slice) MulScalar(x float64) Float64Slice

+ func (s Float64Slice) NegativeValuesOrZero() Float64Slice

+ func (s Float64Slice) PositiveValuesOrZero() Float64Slice

type StandardStream

+ func (s *StandardStream) EmitMarketTrade(trade Trade)

+ func (s *StandardStream) OnMarketTrade(cb func(trade Trade))

type StandardStreamEventHub

+ OnMarketTrade func(cb func(trade Trade))

+ type StrategyStatus string

+ const StrategyStatusRunning

+ const StrategyStatusStopped

Mar 15, 2022

Changes in this version

+ var QuantityDelta = fixedpoint.MustNewFromString("0.00000000001")

+ var Two = fixedpoint.NewFromInt(2)

+ type Acc = accounting.Accounting

+ type ExchangeOrderQueryService interface

+ QueryOrder func(ctx context.Context, q OrderQuery) (*Order, error)

+ type OrderQuery struct

+ ClientOrderID string

+ OrderID string

+ Symbol string

type Position

+ AccumulatedProfit fixedpoint.Value

+ ChangedAt time.Time

+ Strategy string

+ StrategyInstanceID string

+ func (p *Position) NewClosePositionOrder(percentage fixedpoint.Value) *SubmitOrder

+ func (p *Position) NewProfit(trade Trade, profit, netProfit fixedpoint.Value) Profit

+ type Profit struct

+ AverageCost fixedpoint.Value

+ BaseCurrency string

+ Exchange ExchangeName

+ Fee fixedpoint.Value

+ FeeCurrency string

+ FeeInUSD fixedpoint.Value

+ IsBuyer bool

+ IsFutures bool

+ IsIsolated bool

+ IsMaker bool

+ IsMargin bool

+ NetProfit fixedpoint.Value

+ NetProfitMargin fixedpoint.Value

+ Price fixedpoint.Value

+ Profit fixedpoint.Value

+ ProfitMargin fixedpoint.Value

+ Quantity fixedpoint.Value

+ QuoteCurrency string

+ QuoteQuantity fixedpoint.Value

+ Side SideType

+ Strategy string

+ StrategyInstanceID string

+ Symbol string

+ TradeID uint64

+ TradedAt time.Time

+ func (p *Profit) PlainText() string

+ func (p *Profit) SlackAttachment() slack.Attachment

+ type ProfitStats struct

+ AccumulatedLoss fixedpoint.Value

+ AccumulatedNetProfit fixedpoint.Value

+ AccumulatedPnL fixedpoint.Value

+ AccumulatedProfit fixedpoint.Value

+ AccumulatedSince int64

+ AccumulatedVolume fixedpoint.Value

+ BaseCurrency string

+ QuoteCurrency string

+ Symbol string

+ TodayLoss fixedpoint.Value

+ TodayNetProfit fixedpoint.Value

+ TodayPnL fixedpoint.Value

+ TodayProfit fixedpoint.Value

+ TodaySince int64

+ func (s *ProfitStats) AddProfit(profit Profit)

+ func (s *ProfitStats) AddTrade(trade Trade)

+ func (s *ProfitStats) Init(market Market)

+ func (s *ProfitStats) IsOver24Hours() bool

+ func (s *ProfitStats) PlainText() string

+ func (s *ProfitStats) ResetToday()

+ func (s *ProfitStats) SlackAttachment() slack.Attachment

+ type TimeInForce string

+ var TimeInForceFOK TimeInForce = "FOK"

+ var TimeInForceGTC TimeInForce = "GTC"

+ var TimeInForceIOC TimeInForce = "IOC"

Jan 26, 2022

Changes in this version

+ type LooseFormatTime time.Time

+ func (t *LooseFormatTime) UnmarshalJSON(data []byte) error

+ func (t *LooseFormatTime) UnmarshalYAML(unmarshal func(interface{}) error) error

+ func (t LooseFormatTime) Time() time.Time

Jan 19, 2022

Changes in this version

+ const AccountTypeMargin

type Account

+ IsolatedMarginInfo *IsolatedMarginAccountInfo

+ MarginInfo *MarginAccountInfo

+ type FuturesAssetMap map[string]FuturesUserAsset

+ type IsolatedMarginAccountInfo struct

+ Assets IsolatedMarginAssetMap

+ TotalAssetOfBTC fixedpoint.Value

+ TotalLiabilityOfBTC fixedpoint.Value

+ TotalNetAssetOfBTC fixedpoint.Value

+ type IsolatedMarginAssetMap map[string]IsolatedMarginAsset

+ type MarginAccountInfo struct

+ Assets MarginAssetMap

+ BorrowEnabled bool

+ MarginLevel fixedpoint.Value

+ TotalAssetOfBTC fixedpoint.Value

+ TotalLiabilityOfBTC fixedpoint.Value

+ TotalNetAssetOfBTC fixedpoint.Value

+ TradeEnabled bool

+ TransferEnabled bool

+ type MarginAssetMap map[string]MarginUserAsset

Jan 17, 2022

Changes in this version

type KLine

+ func (k KLine) GetAmplification() float64

type KLineWindow

+ func (k KLineWindow) GetAmplification() float64

Jan 13, 2022

Changes in this version

+ type Depth string

+ const DepthLevel1

+ const DepthLevel20

+ const DepthLevel5

+ const DepthLevelFull

+ const DepthLevelMedium

type MutexOrderBook

+ func (b *MutexOrderBook) LastUpdateTime() time.Time

type OrderBook

+ LastUpdateTime func() time.Time

+ type PriceHeartBeat struct

+ LastTime time.Time

+ PriceVolume PriceVolume

+ func (b *PriceHeartBeat) Update(pv PriceVolume, timeout time.Duration) (bool, error)

type RBTOrderBook

+ func (b *RBTOrderBook) LastUpdateTime() time.Time

type SliceOrderBook

+ func (b *SliceOrderBook) LastUpdateTime() time.Time

+ type Speed string

+ const SpeedHigh

+ const SpeedLow

+ const SpeedMedium

type SubscribeOptions

+ Speed Speed

Jan 12, 2022

Changes in this version

+ func NewOrderError(e error, o Order) error

+ type OrderError struct

+ func (e *OrderError) Error() string

+ func (e *OrderError) Order() Order

Jan 9, 2022

Changes in this version

+ const PositionClosed

+ const PositionLong

+ const PositionShort

type Position

+ TotalFee map[string]fixedpoint.Value

+ func (p *Position) GetBase() (base fixedpoint.Value)

+ func (p *Position) Type() PositionType

+ type PositionType string

Jan 8, 2022

Changes in this version

+ type Dispatcher func(e interface{})

+ type EndpointCreator func(ctx context.Context) (string, error)

+ type Parser func(message []byte) (interface{}, error)

type StandardStream

+ Conn *websocket.Conn

+ ConnCancel context.CancelFunc

+ ConnCtx context.Context

+ ConnLock sync.Mutex

+ func NewStandardStream() StandardStream

+ func (s *StandardStream) Close() error

+ func (s *StandardStream) Connect(ctx context.Context) error

+ func (s *StandardStream) DialAndConnect(ctx context.Context) error

+ func (s *StandardStream) Ping(ctx context.Context, conn *websocket.Conn, cancel context.CancelFunc, ...)

+ func (s *StandardStream) Read(ctx context.Context, conn *websocket.Conn, cancel context.CancelFunc)

+ func (s *StandardStream) Reconnector(ctx context.Context)

+ func (s *StandardStream) SetConn(ctx context.Context, conn *websocket.Conn) (context.Context, context.CancelFunc)

+ func (s *StandardStream) SetDispatcher(dispatcher Dispatcher)

+ func (s *StandardStream) SetEndpointCreator(creator EndpointCreator)

+ func (s *StandardStream) SetParser(parser Parser)

type TradeKey

+ Exchange ExchangeName

Dec 30, 2021

Changes in this version

+ type FuturesPosition struct

+ ApproximateAverageCost fixedpoint.Value

+ AverageCost fixedpoint.Value

+ Base fixedpoint.Value

+ BaseCurrency string

+ ExchangeFeeRates map[ExchangeName]ExchangeFee

+ FeeRate *ExchangeFee

+ Isolated bool

+ Market Market

+ PositionRisk *PositionRisk

+ Quote fixedpoint.Value

+ QuoteCurrency string

+ Symbol string

+ UpdateTime int64

+ type FuturesPositionMap map[string]FuturesPosition

type StandardStream

+ FuturesPositionSnapshotCallbacks []func(futuresPositions FuturesPositionMap)

+ FuturesPositionUpdateCallbacks []func(futuresPositions FuturesPositionMap)

+ func (stream *StandardStream) EmitFuturesPositionSnapshot(futuresPositions FuturesPositionMap)

+ func (stream *StandardStream) EmitFuturesPositionUpdate(futuresPositions FuturesPositionMap)

+ func (stream *StandardStream) OnFuturesPositionSnapshot(cb func(futuresPositions FuturesPositionMap))

+ func (stream *StandardStream) OnFuturesPositionUpdate(cb func(futuresPositions FuturesPositionMap))

type StandardStreamEventHub

+ OnFuturesPositionSnapshot func(cb func(futuresPositions FuturesPositionMap))

+ OnFuturesPositionUpdate func(cb func(futuresPositions FuturesPositionMap))

Dec 30, 2021

Changes in this version

+ type NanosecondTimestamp time.Time

+ func (t *NanosecondTimestamp) UnmarshalJSON(data []byte) error

+ func (t NanosecondTimestamp) Time() time.Time

type StandardStream

+ CloseC chan struct{}

Dec 27, 2021

Changes in this version

+ const ExchangeKucoin

+ var BookTickerChannel = Channel("bookticker")

+ func MustParseUnixTimestamp(a string) time.Time

type Account

+ CanDeposit bool

+ CanTrade bool

+ CanWithdraw bool

+ FuturesInfo *FuturesAccountInfo

type Asset

+ Available fixedpoint.Value

+ Locked fixedpoint.Value

+ type BookTicker struct

+ Buy fixedpoint.Value

+ BuySize fixedpoint.Value

+ Sell fixedpoint.Value

+ SellSize fixedpoint.Value

+ Symbol string

+ func (b BookTicker) String() string

+ type CustomIntervalProvider interface

+ IsSupportedInterval func(interval Interval) bool

+ SupportedInterval func() map[Interval]int

+ type ExchangeFee struct

+ MakerFeeRate fixedpoint.Value

+ TakerFeeRate fixedpoint.Value

+ type FundingRate struct

+ FundingRate fixedpoint.Value

+ FundingTime time.Time

+ Time time.Time

+ type FuturesAccountInfo struct

+ Assets map[Asset]FuturesUserAsset

+ FeeTier int

+ MaxWithdrawAmount fixedpoint.Value

+ Positions PositionMap

+ TotalInitialMargin fixedpoint.Value

+ TotalMaintMargin fixedpoint.Value

+ TotalMarginBalance fixedpoint.Value

+ TotalOpenOrderInitialMargin fixedpoint.Value

+ TotalPositionInitialMargin fixedpoint.Value

+ TotalUnrealizedProfit fixedpoint.Value

+ TotalWalletBalance fixedpoint.Value

+ UpdateTime int64

type FuturesExchange

+ UseIsolatedFutures func(symbol string)

+ type FuturesUserAsset struct

+ Asset string

+ InitialMargin fixedpoint.Value

+ MaintMargin fixedpoint.Value

+ MarginBalance fixedpoint.Value

+ MaxWithdrawAmount fixedpoint.Value

+ OpenOrderInitialMargin fixedpoint.Value

+ PositionInitialMargin fixedpoint.Value

+ UnrealizedProfit fixedpoint.Value

+ WalletBalance fixedpoint.Value

type Market

+ func (m Market) TruncateQuantity(quantity fixedpoint.Value) fixedpoint.Value

type MarketMap

+ func (m MarketMap) Add(market Market)

type MillisecondTimestamp

+ func MustParseMillisecondTimestamp(a string) MillisecondTimestamp

+ func NewMillisecondTimestampFromInt(i int64) MillisecondTimestamp

type Order

+ UUID string

+ type Position struct

+ ApproximateAverageCost fixedpoint.Value

+ AverageCost fixedpoint.Value

+ Base fixedpoint.Value

+ BaseCurrency string

+ ExchangeFeeRates map[ExchangeName]ExchangeFee

+ FeeRate *ExchangeFee

+ Isolated bool

+ Market Market

+ PositionRisk *PositionRisk

+ Quote fixedpoint.Value

+ QuoteCurrency string

+ Symbol string

+ UpdateTime int64

+ func NewPosition(symbol, base, quote string) *Position

+ func NewPositionFromMarket(market Market) *Position

+ func (p *Position) AddTrade(t Trade) (profit fixedpoint.Value, netProfit fixedpoint.Value, madeProfit bool)

+ func (p *Position) AddTrades(trades []Trade) (fixedpoint.Value, fixedpoint.Value, bool)

+ func (p *Position) BindStream(stream Stream)

+ func (p *Position) PlainText() string

+ func (p *Position) Reset()

+ func (p *Position) SetExchangeFeeRate(ex ExchangeName, exchangeFee ExchangeFee)

+ func (p *Position) SetFeeRate(exchangeFee ExchangeFee)

+ func (p *Position) SlackAttachment() slack.Attachment

+ func (p *Position) String() string

+ type PositionMap map[string]Position

+ type PositionRisk struct

+ Leverage fixedpoint.Value

+ LiquidationPrice fixedpoint.Value

+ type PremiumIndex struct

+ LastFundingRate fixedpoint.Value

+ MarkPrice fixedpoint.Value

+ NextFundingTime time.Time

+ Symbol string

+ Time time.Time

type PriceVolumeSlice

+ func ParsePriceVolumeSliceJSON(b []byte) (slice PriceVolumeSlice, err error)

+ func (slice *PriceVolumeSlice) UnmarshalJSON(b []byte) error

type StandardStream

+ PositionSnapshotCallbacks []func(position PositionMap)

+ PositionUpdateCallbacks []func(position PositionMap)

+ PublicOnly bool

+ func (stream *StandardStream) EmitBookTickerUpdate(bookTicker BookTicker)

+ func (stream *StandardStream) EmitPositionSnapshot(position PositionMap)

+ func (stream *StandardStream) EmitPositionUpdate(position PositionMap)

+ func (stream *StandardStream) OnBookTickerUpdate(cb func(bookTicker BookTicker))

+ func (stream *StandardStream) OnPositionSnapshot(cb func(position PositionMap))

+ func (stream *StandardStream) OnPositionUpdate(cb func(position PositionMap))

+ func (stream *StandardStream) SetPublicOnly()

type StandardStreamEventHub

+ OnBookTickerUpdate func(cb func(bookTicker BookTicker))

+ OnPositionSnapshot func(cb func(position PositionMap))

+ OnPositionUpdate func(cb func(position PositionMap))

type SubmitOrder

+ IsFutures bool

type Time

+ func NewTimeFromUnix(sec int64, nsec int64) Time

+ func (t Time) After(time2 time.Time) bool

+ func (t Time) Before(time2 time.Time) bool

+ func (t Time) Unix() int64

type Trade

+ func (trade Trade) PositionChange() fixedpoint.Value

Dec 8, 2021

Changes in this version

type SubmitOrder

+ ClosePosition bool

+ ReduceOnly bool

type Trade

+ IsFutures bool

Dec 8, 2021

Changes in this version

type FuturesExchange

+ GetFuturesSettings func() FuturesSettings

Dec 5, 2021

Changes in this version

+ const AccountTypeFutures

+ const AccountTypeSpot

+ type AccountType string

type FuturesSettings

+ IsIsolatedFutures bool

+ IsolatedFuturesSymbol string

+ func (s *FuturesSettings) UseIsolatedFutures(symbol string)

Dec 4, 2021

Changes in this version

+ func IsFiatCurrency(currency string) bool

Nov 4, 2021

Changes in this version

type Asset

+ Time time.Time

type AssetMap

+ func (m AssetMap) PlainText() (o string)

+ func (m AssetMap) SlackAttachment() slack.Attachment

+ func (m AssetMap) Slice() (assets []Asset)

type BalanceMap

+ func (m BalanceMap) Copy() (d BalanceMap)

+ type FuturesExchange interface

+ UseFutures func()

+ type FuturesSettings struct

+ IsFutures bool

+ func (s *FuturesSettings) UseFutures()

+ func (s FuturesSettings) GetFuturesSettings() FuturesSettings

type KLine

+ func (k KLine) PlainText() string

type Market

+ func (m Market) BaseCurrencyFormatter() *accounting.Accounting

+ func (m Market) QuoteCurrencyFormatter() *accounting.Accounting

Sep 3, 2021

Changes in this version

+ type Float64Indicator interface

+ Last func() float64

Aug 16, 2021

Changes in this version

+ const Black

+ const ExchangeBacktest

+ const ExchangeOKEx

+ const GrayColor

+ const GreenColor

+ const NoClientOrderID

+ const RedColor

+ var FiatCurrencies = []string

+ var SupportedExchanges = []ExchangeName

type Account

+ MakerFeeRate fixedpoint.Value

+ TakerFeeRate fixedpoint.Value

+ TotalAccountValue fixedpoint.Value

+ type Color bool

+ type ExchangeTradeHistoryService interface

+ QueryClosedOrders func(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []Order, err error)

+ QueryTrades func(ctx context.Context, symbol string, options *TradeQueryOptions) ([]Trade, error)

+ type ExchangeTradeService interface

+ CancelOrders func(ctx context.Context, orders ...Order) error

+ QueryAccount func(ctx context.Context) (*Account, error)

+ QueryAccountBalances func(ctx context.Context) (BalanceMap, error)

+ QueryOpenOrders func(ctx context.Context, symbol string) (orders []Order, err error)

+ SubmitOrders func(ctx context.Context, orders ...SubmitOrder) (createdOrders OrderSlice, err error)

+ type Float64Slice []float64

+ func (s *Float64Slice) Pop(i int64) (v float64)

+ func (s *Float64Slice) Push(v float64)

+ func (s Float64Slice) Max() float64

+ func (s Float64Slice) Mean() (mean float64)

+ func (s Float64Slice) Min() float64

+ func (s Float64Slice) Sum() (sum float64)

+ func (s Float64Slice) Tail(size int) Float64Slice

type KLine

+ TakerBuyBaseAssetVolume float64

+ TakerBuyQuoteAssetVolume float64

type Market

+ LocalSymbol string

+ type MillisecondTimestamp time.Time

+ func (t *MillisecondTimestamp) UnmarshalJSON(data []byte) error

+ func (t MillisecondTimestamp) String() string

+ func (t MillisecondTimestamp) Time() time.Time

type MutexOrderBook

+ OrderBook OrderBook

+ Symbol string

+ func (b *MutexOrderBook) BestAsk() (pv PriceVolume, ok bool)

+ func (b *MutexOrderBook) BestBid() (pv PriceVolume, ok bool)

+ func (b *MutexOrderBook) BestBidAndAsk() (bid, ask PriceVolume, ok bool)

+ func (b *MutexOrderBook) Copy() OrderBook

+ func (b *MutexOrderBook) CopyDepth(depth int) OrderBook

+ func (b *MutexOrderBook) IsValid() (ok bool, err error)

type Order

+ func (o Order) SlackAttachment() slack.Attachment

type OrderBook

+ CopyDepth func(depth int) OrderBook

+ SideBook func(sideType SideType) PriceVolumeSlice

+ Spread func() (fixedpoint.Value, bool)

type PriceVolumeSlice

+ func (slice PriceVolumeSlice) CopyDepth(depth int) PriceVolumeSlice

+ func (slice PriceVolumeSlice) Second() (PriceVolume, bool)

+ type RBNode struct

+ Color Color

+ Key fixedpoint.Value

+ Left *RBNode

+ Parent *RBNode

+ Right *RBNode

+ Value fixedpoint.Value

+ type RBTOrderBook struct

+ Asks *RBTree

+ Bids *RBTree

+ Symbol string

+ func NewRBOrderBook(symbol string) *RBTOrderBook

+ func (b *RBTOrderBook) BestAsk() (PriceVolume, bool)

+ func (b *RBTOrderBook) BestBid() (PriceVolume, bool)

+ func (b *RBTOrderBook) Copy() OrderBook

+ func (b *RBTOrderBook) CopyDepth(limit int) OrderBook

+ func (b *RBTOrderBook) EmitLoad(book *RBTOrderBook)

+ func (b *RBTOrderBook) EmitUpdate(book *RBTOrderBook)

+ func (b *RBTOrderBook) IsValid() (bool, error)

+ func (b *RBTOrderBook) Load(book SliceOrderBook)

+ func (b *RBTOrderBook) OnLoad(cb func(book *RBTOrderBook))

+ func (b *RBTOrderBook) OnUpdate(cb func(book *RBTOrderBook))

+ func (b *RBTOrderBook) Print()

+ func (b *RBTOrderBook) Reset()

+ func (b *RBTOrderBook) SideBook(sideType SideType) PriceVolumeSlice

+ func (b *RBTOrderBook) Spread() (fixedpoint.Value, bool)

+ func (b *RBTOrderBook) Update(book SliceOrderBook)

+ type RBTree struct

+ Root *RBNode

+ func NewRBTree() *RBTree

+ func (tree *RBTree) Copy() *RBTree

+ func (tree *RBTree) CopyInorder(limit int) *RBTree

+ func (tree *RBTree) CopyInorderReverse(limit int) *RBTree

+ func (tree *RBTree) Delete(key fixedpoint.Value) bool

+ func (tree *RBTree) DeleteFixup(current *RBNode)

+ func (tree *RBTree) Inorder(cb func(n *RBNode) bool)

+ func (tree *RBTree) InorderOf(current *RBNode, cb func(n *RBNode) bool)

+ func (tree *RBTree) InorderReverse(cb func(n *RBNode) bool)

+ func (tree *RBTree) InorderReverseOf(current *RBNode, cb func(n *RBNode) bool)

+ func (tree *RBTree) Insert(key, val fixedpoint.Value)

+ func (tree *RBTree) InsertFixup(current *RBNode)

+ func (tree *RBTree) Leftmost() *RBNode

+ func (tree *RBTree) LeftmostOf(current *RBNode) *RBNode

+ func (tree *RBTree) Postorder(cb func(n *RBNode) bool)

+ func (tree *RBTree) PostorderOf(current *RBNode, cb func(n *RBNode) bool)

+ func (tree *RBTree) Preorder(cb func(n *RBNode))

+ func (tree *RBTree) PreorderOf(current *RBNode, cb func(n *RBNode))

+ func (tree *RBTree) Print()

+ func (tree *RBTree) Rightmost() *RBNode

+ func (tree *RBTree) RightmostOf(current *RBNode) *RBNode

+ func (tree *RBTree) RotateLeft(x *RBNode)

+ func (tree *RBTree) RotateRight(y *RBNode)

+ func (tree *RBTree) Search(key fixedpoint.Value) *RBNode

+ func (tree *RBTree) Size() int

+ func (tree *RBTree) Successor(current *RBNode) *RBNode

+ func (tree *RBTree) Upsert(key, val fixedpoint.Value)

type SideType

+ func StrToSideType(s string) (side SideType, err error)

+ func (side SideType) String() string

+ type SliceOrderBook struct

+ Asks PriceVolumeSlice

+ Bids PriceVolumeSlice

+ Symbol string

+ func NewSliceOrderBook(symbol string) *SliceOrderBook

+ func (b *SliceOrderBook) BestAsk() (PriceVolume, bool)

+ func (b *SliceOrderBook) BestBid() (PriceVolume, bool)

+ func (b *SliceOrderBook) Copy() OrderBook

+ func (b *SliceOrderBook) CopyDepth(limit int) OrderBook

+ func (b *SliceOrderBook) EmitLoad(book *SliceOrderBook)

+ func (b *SliceOrderBook) EmitUpdate(book *SliceOrderBook)

+ func (b *SliceOrderBook) IsValid() (bool, error)

+ func (b *SliceOrderBook) Load(book SliceOrderBook)

+ func (b *SliceOrderBook) OnLoad(cb func(book *SliceOrderBook))

+ func (b *SliceOrderBook) OnUpdate(cb func(book *SliceOrderBook))

+ func (b *SliceOrderBook) PriceVolumesBySide(side SideType) PriceVolumeSlice

+ func (b *SliceOrderBook) Print()

+ func (b *SliceOrderBook) Reset()

+ func (b *SliceOrderBook) SideBook(sideType SideType) PriceVolumeSlice

+ func (b *SliceOrderBook) Spread() (fixedpoint.Value, bool)

+ func (b *SliceOrderBook) String() string

+ func (b *SliceOrderBook) Update(book SliceOrderBook)

type StandardStream

+ ReconnectC chan struct{}

+ func (stream *StandardStream) Dial(url string) (*websocket.Conn, error)

+ func (stream *StandardStream) Reconnect()

+ type Time time.Time

+ func (t *Time) Scan(src interface{}) error

+ func (t *Time) UnmarshalJSON(data []byte) error

+ func (t Time) MarshalJSON() ([]byte, error)

+ func (t Time) String() string

+ func (t Time) Time() time.Time

+ func (t Time) Value() (driver.Value, error)

type Trade

+ func (trade Trade) String() string

+ type WithdrawalOptions struct

+ AddressTag string

+ Network string

May 12, 2021

Changes in this version

+ type ExchangeWithdrawalService interface

+ Withdrawal func(ctx context.Context, asset string, amount fixedpoint.Value, address string) error

+ type Stringer interface

+ String func() string

type Trade

+ func (trade Trade) Liquidity() (o string)

May 7, 2021

Changes in this version

+ var ErrInvalidSideType = errors.New("invalid side type")

Apr 28, 2021

Changes in this version

type OrderType

+ const OrderTypeIOCLimit

Mar 22, 2021

Changes in this version

type OrderType

+ const OrderTypeLimitMaker

Mar 18, 2021

Changes in this version

+ const SideTypeBoth

type Deposit

+ Exchange ExchangeName

+ GID int64

+ type ExchangeMarketDataService interface

+ NewStream func() Stream

+ QueryKLines func(ctx context.Context, symbol string, interval Interval, ...) ([]KLine, error)

+ QueryMarkets func(ctx context.Context) (MarketMap, error)

+ QueryTicker func(ctx context.Context, symbol string) (*Ticker, error)

+ QueryTickers func(ctx context.Context, symbol ...string) (map[string]Ticker, error)

type ExchangeName

+ func (n *ExchangeName) Value() (driver.Value, error)

+ type ExchangeTradingService interface

+ CancelOrders func(ctx context.Context, orders ...Order) error

+ QueryAccount func(ctx context.Context) (*Account, error)

+ QueryAccountBalances func(ctx context.Context) (BalanceMap, error)

+ QueryClosedOrders func(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []Order, err error)

+ QueryOpenOrders func(ctx context.Context, symbol string) (orders []Order, err error)

+ QueryTrades func(ctx context.Context, symbol string, options *TradeQueryOptions) ([]Trade, error)

+ SubmitOrders func(ctx context.Context, orders ...SubmitOrder) (createdOrders OrderSlice, err error)

+ type ExchangeTransferService interface

+ QueryDepositHistory func(ctx context.Context, asset string, since, until time.Time) (allDeposits []Deposit, err error)

+ QueryWithdrawHistory func(ctx context.Context, asset string, since, until time.Time) (allWithdraws []Withdraw, err error)

type Order

+ func (o Order) Backup() SubmitOrder

type OrderBook

+ func (b *OrderBook) String() string

type OrderMap

+ func (m OrderMap) Backup() (orderForms []SubmitOrder)

type SideType

+ func (side *SideType) UnmarshalJSON(data []byte) (err error)

type StandardStream

+ func (stream *StandardStream) EmitDisconnect()

+ func (stream *StandardStream) EmitStart()

+ func (stream *StandardStream) OnDisconnect(cb func())

+ func (stream *StandardStream) OnStart(cb func())

type StandardStreamEventHub

+ OnDisconnect func(cb func())

+ OnStart func(cb func())

type SyncOrderMap

+ func (m *SyncOrderMap) Backup() []SubmitOrder

type Withdraw

+ Exchange ExchangeName

+ GID int64

+ TransactionFeeCurrency string

+ func (w Withdraw) String() string

Feb 28, 2021

Changes in this version

+ const RewardAirdrop

+ const RewardCommission

+ const RewardHolding

+ const RewardMining

+ const RewardTrading

+ const RewardVipRebate

+ type ExchangeRewardService interface

+ QueryRewards func(ctx context.Context, startTime time.Time) ([]Reward, error)

+ type IsolatedMarginAccount struct

+ Assets []IsolatedMarginAsset

+ TotalAssetOfBTC fixedpoint.Value

+ TotalLiabilityOfBTC fixedpoint.Value

+ TotalNetAssetOfBTC fixedpoint.Value

+ type IsolatedMarginAsset struct

+ BaseAsset IsolatedUserAsset

+ IndexPrice fixedpoint.Value

+ IsolatedCreated bool

+ LiquidatePrice fixedpoint.Value

+ LiquidateRate fixedpoint.Value

+ MarginLevel fixedpoint.Value

+ MarginLevelStatus string

+ MarginRatio fixedpoint.Value

+ QuoteAsset IsolatedUserAsset

+ Symbol string

+ TradeEnabled bool

+ type IsolatedUserAsset struct

+ Asset string

+ BorrowEnabled bool

+ Borrowed fixedpoint.Value

+ Free fixedpoint.Value

+ Interest fixedpoint.Value

+ Locked fixedpoint.Value

+ NetAsset fixedpoint.Value

+ NetAssetOfBtc fixedpoint.Value

+ RepayEnabled bool

+ TotalAsset fixedpoint.Value

+ type MarginAccount struct

+ BorrowEnabled bool

+ MarginLevel fixedpoint.Value

+ TotalAssetOfBTC fixedpoint.Value

+ TotalLiabilityOfBTC fixedpoint.Value

+ TotalNetAssetOfBTC fixedpoint.Value

+ TradeEnabled bool

+ TransferEnabled bool

+ UserAssets []MarginUserAsset

+ type MarginUserAsset struct

+ Asset string

+ Borrowed fixedpoint.Value

+ Free fixedpoint.Value

+ Interest fixedpoint.Value

+ Locked fixedpoint.Value

+ NetAsset fixedpoint.Value

+ type Reward struct

+ CreatedAt datatype.Time

+ Currency string

+ Exchange ExchangeName

+ GID int64

+ Note string

+ Quantity fixedpoint.Value

+ Spent bool

+ State string

+ Type RewardType

+ UUID string

+ type RewardSlice []Reward

+ func (s RewardSlice) Len() int

+ func (s RewardSlice) Swap(i, j int)

+ type RewardSliceByCreationTime RewardSlice

+ func (s RewardSliceByCreationTime) Len() int

+ func (s RewardSliceByCreationTime) Less(i, j int) bool

+ func (s RewardSliceByCreationTime) Swap(i, j int)

+ type RewardType string

type TradeSlice

+ func (s *TradeSlice) Reverse()

Feb 19, 2021

Changes in this version

type Balance

+ func (b Balance) Total() fixedpoint.Value

type Exchange

+ QueryTicker func(ctx context.Context, symbol string) (*Ticker, error)

type ExchangeName

+ func (n *ExchangeName) UnmarshalJSON(data []byte) error

type Trade

+ PnL sql.NullFloat64

+ StrategyID sql.NullString

+ func (trade Trade) Key() TradeKey

+ func (trade Trade) MakerOrTakerLabel() (o string)

+ type TradeKey struct

+ ID int64

+ Side SideType

Feb 14, 2021

Changes in this version

+ const ExchangeFTX

+ type Asset struct

+ Currency string

+ InBTC fixedpoint.Value

+ InUSD fixedpoint.Value

+ Total fixedpoint.Value

+ type AssetMap map[string]Asset

type BalanceMap

+ func (m BalanceMap) Assets(prices map[string]float64) AssetMap

type Exchange

+ QueryTickers func(ctx context.Context, symbol ...string) (map[string]Ticker, error)

type MarginOrderSideEffectType

+ func (t *MarginOrderSideEffectType) UnmarshalJSON(data []byte) error

type Market

+ StepSize float64

type MutexOrderBook

+ func (b *MutexOrderBook) Reset()

+ type Ticker struct

+ Buy float64

+ High float64

+ Last float64

+ Low float64

+ Open float64

+ Sell float64

+ Time time.Time

+ Volume float64

+ type TradeSlice struct

+ Trades []Trade

+ func (s *TradeSlice) Append(t Trade)

+ func (s *TradeSlice) Copy() []Trade

Jan 24, 2021

Changes in this version

type SubmitOrder

+ GroupID int64

Jan 23, 2021

Changes in this version

type OrderBook

+ func (b *OrderBook) BestAsk() (PriceVolume, bool)

+ func (b *OrderBook) BestBid() (PriceVolume, bool)

+ func (b *OrderBook) IsValid() bool

Jan 19, 2021

Changes in this version

+ type MarginExchange interface

+ GetMarginSettings func() MarginSettings

+ UseIsolatedMargin func(symbol string)

+ UseMargin func()

+ type MarginOrderSideEffectType string

+ var SideEffectTypeAutoRepay MarginOrderSideEffectType = "AUTO_REPAY"

+ var SideEffectTypeMarginBuy MarginOrderSideEffectType = "MARGIN_BUY"

+ var SideEffectTypeNoSideEffect MarginOrderSideEffectType = "NO_SIDE_EFFECT"

+ type MarginSettings struct

+ IsIsolatedMargin bool

+ IsMargin bool

+ IsolatedMarginSymbol string

+ func (e *MarginSettings) UseIsolatedMargin(symbol string)

+ func (e *MarginSettings) UseMargin()

+ func (e MarginSettings) GetMarginSettings() MarginSettings

type Order

+ IsIsolated bool

+ IsMargin bool

type SubmitOrder

+ MarginSideEffect MarginOrderSideEffectType

type Trade

+ IsIsolated bool

+ IsMargin bool

Dec 29, 2020

Changes in this version

type Stream

+ SetPublicOnly func()

Dec 14, 2020

Changes in this version

type IntervalWindow

+ func (iw IntervalWindow) String() string

type Order

+ func (o Order) PlainText() string

+ type PlainText interface

+ PlainText func() string

type SubmitOrder

+ func (o *SubmitOrder) PlainText() string

type Trade

+ func (trade Trade) PlainText() string

Dec 9, 2020

Changes in this version

+ type Duration time.Duration

+ func (d *Duration) UnmarshalJSON(data []byte) error

+ func (d Duration) Duration() time.Duration

Dec 5, 2020

Changes in this version

+ const DirectionDown

+ const DirectionNone

+ const DirectionUp

+ type Direction int

type KLine

+ func (k KLine) Direction() Direction

type KLineOrWindow

+ Direction func() Direction

Dec 3, 2020

Changes in this version

type Balance

+ func (b Balance) String() string

type BalanceMap

+ func (m BalanceMap) String() string

Nov 12, 2020

Changes in this version

type OrderMap

+ func (m OrderMap) Remove(orderID uint64)

type SyncOrderMap

+ func (m *SyncOrderMap) Remove(orderID uint64) (exists bool)

Nov 11, 2020

Changes in this version

+ const DateFormat

+ const DepositCancelled

+ const DepositCredited

+ const DepositOther

+ const DepositPending

+ const DepositRejected

+ const DepositSuccess

+ const ExchangeBinance

+ const ExchangeMax

+ const Green

+ const Red

+ const SideTypeBuy

+ const SideTypeSelf

+ const SideTypeSell

+ const TrendDown

+ const TrendFlat

+ const TrendUp

+ var BNB = accounting.Accounting

+ var BTC = accounting.Accounting

+ var BookChannel = Channel("book")

+ var Interval12h = Interval("12h")

+ var Interval15m = Interval("15m")

+ var Interval1d = Interval("1d")

+ var Interval1h = Interval("1h")

+ var Interval1m = Interval("1m")

+ var Interval2h = Interval("2h")

+ var Interval30m = Interval("30m")

+ var Interval3d = Interval("3d")

+ var Interval4h = Interval("4h")

+ var Interval5m = Interval("5m")

+ var Interval6h = Interval("6h")

+ var KLineChannel = Channel("kline")

+ var MarketBNBUSDT = Market

+ var MarketBTCUSDT = Market

+ var MarketETHUSDT = Market

+ var Markets = map[string]Market

+ var SupportedIntervals = map[Interval]int

+ var USD = accounting.Accounting

+ func SideToColorName(side SideType) string

+ type Account struct

+ AccountType string

+ MakerCommission int

+ TakerCommission int

+ func NewAccount() *Account

+ func (a *Account) AddBalance(currency string, fund fixedpoint.Value) error

+ func (a *Account) Balance(currency string) (balance Balance, ok bool)

+ func (a *Account) Balances() BalanceMap

+ func (a *Account) BindStream(stream Stream)

+ func (a *Account) LockBalance(currency string, locked fixedpoint.Value) error

+ func (a *Account) Print()

+ func (a *Account) UnlockBalance(currency string, unlocked fixedpoint.Value) error

+ func (a *Account) UpdateBalances(balances BalanceMap)

+ func (a *Account) UseLockedBalance(currency string, fund fixedpoint.Value) error

+ type Balance struct

+ Available fixedpoint.Value

+ Currency string

+ Locked fixedpoint.Value

+ type BalanceMap map[string]Balance

+ func (m BalanceMap) Print()

+ type Channel string

+ type Deposit struct

+ Address string

+ AddressTag string

+ Amount float64

+ Asset string

+ Status DepositStatus

+ Time time.Time

+ TransactionID string

+ func (d Deposit) EffectiveTime() time.Time

+ type DepositStatus string

+ type Exchange interface

+ CancelOrders func(ctx context.Context, orders ...Order) error

+ Name func() ExchangeName

+ NewStream func() Stream

+ PlatformFeeCurrency func() string

+ QueryAccount func(ctx context.Context) (*Account, error)

+ QueryAccountBalances func(ctx context.Context) (BalanceMap, error)

+ QueryClosedOrders func(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []Order, err error)

+ QueryDepositHistory func(ctx context.Context, asset string, since, until time.Time) (allDeposits []Deposit, err error)

+ QueryKLines func(ctx context.Context, symbol string, interval Interval, ...) ([]KLine, error)

+ QueryMarkets func(ctx context.Context) (MarketMap, error)

+ QueryOpenOrders func(ctx context.Context, symbol string) (orders []Order, err error)

+ QueryTrades func(ctx context.Context, symbol string, options *TradeQueryOptions) ([]Trade, error)

+ QueryWithdrawHistory func(ctx context.Context, asset string, since, until time.Time) (allWithdraws []Withdraw, err error)

+ SubmitOrders func(ctx context.Context, orders ...SubmitOrder) (createdOrders OrderSlice, err error)

+ type ExchangeBatchProcessor struct

+ func (e ExchangeBatchProcessor) BatchQueryClosedOrders(ctx context.Context, symbol string, startTime, endTime time.Time, ...) (c chan Order, errC chan error)

+ func (e ExchangeBatchProcessor) BatchQueryKLines(ctx context.Context, symbol string, interval Interval, ...) (c chan KLine, errC chan error)

+ func (e ExchangeBatchProcessor) BatchQueryTrades(ctx context.Context, symbol string, options *TradeQueryOptions) (c chan Trade, errC chan error)

+ type ExchangeName string

+ func ValidExchangeName(a string) (ExchangeName, error)

+ func (n ExchangeName) String() string

+ type Interval string

+ func (i *Interval) UnmarshalJSON(b []byte) (err error)

+ func (i Interval) Duration() time.Duration

+ func (i Interval) Minutes() int

+ func (i Interval) String() string

+ type IntervalSlice []Interval

+ func (s IntervalSlice) StringSlice() (slice []string)

+ type IntervalWindow struct

+ Interval Interval

+ Window int

+ type KLine struct

+ Close float64

+ Closed bool

+ EndTime time.Time

+ Exchange string

+ GID uint64

+ High float64

+ Interval Interval

+ LastTradeID uint64

+ Low float64

+ NumberOfTrades uint64

+ Open float64

+ QuoteVolume float64

+ StartTime time.Time

+ Symbol string

+ Volume float64

+ func (k KLine) BounceDown() bool

+ func (k KLine) BounceUp() bool

+ func (k KLine) Color() string

+ func (k KLine) GetBody() float64

+ func (k KLine) GetChange() float64

+ func (k KLine) GetClose() float64

+ func (k KLine) GetEndTime() time.Time

+ func (k KLine) GetHigh() float64

+ func (k KLine) GetInterval() Interval

+ func (k KLine) GetLow() float64

+ func (k KLine) GetLowerShadowHeight() float64

+ func (k KLine) GetLowerShadowRatio() float64

+ func (k KLine) GetMaxChange() float64

+ func (k KLine) GetOpen() float64

+ func (k KLine) GetStartTime() time.Time

+ func (k KLine) GetThickness() float64

+ func (k KLine) GetTrend() Trend

+ func (k KLine) GetUpperShadowHeight() float64

+ func (k KLine) GetUpperShadowRatio() float64

+ func (k KLine) Mid() float64

+ func (k KLine) SlackAttachment() slack.Attachment

+ func (k KLine) String() string

+ type KLineCallback func(kline KLine)

+ type KLineOrWindow interface

+ BounceDown func() bool

+ BounceUp func() bool

+ GetChange func() float64

+ GetClose func() float64

+ GetHigh func() float64

+ GetInterval func() string

+ GetLow func() float64

+ GetLowerShadowRatio func() float64

+ GetMaxChange func() float64

+ GetOpen func() float64

+ GetThickness func() float64

+ GetTrend func() int

+ GetUpperShadowRatio func() float64

+ Mid func() float64

+ SlackAttachment func() slack.Attachment

+ type KLineQueryOptions struct

+ EndTime *time.Time

+ Limit int

+ StartTime *time.Time

+ type KLineWindow []KLine

+ func (k *KLineWindow) Add(line KLine)

+ func (k *KLineWindow) Truncate(size int)

+ func (k KLineWindow) AllDrop() bool

+ func (k KLineWindow) AllRise() bool

+ func (k KLineWindow) BounceDown() bool

+ func (k KLineWindow) BounceUp() bool

+ func (k KLineWindow) Color() string

+ func (k KLineWindow) First() KLine

+ func (k KLineWindow) GetBody() float64

+ func (k KLineWindow) GetChange() float64

+ func (k KLineWindow) GetClose() float64

+ func (k KLineWindow) GetHigh() float64

+ func (k KLineWindow) GetInterval() Interval

+ func (k KLineWindow) GetLow() float64

+ func (k KLineWindow) GetLowerShadowHeight() float64

+ func (k KLineWindow) GetLowerShadowRatio() float64

+ func (k KLineWindow) GetMaxChange() float64

+ func (k KLineWindow) GetOpen() float64

+ func (k KLineWindow) GetThickness() float64

+ func (k KLineWindow) GetTrend() int

+ func (k KLineWindow) GetUpperShadowHeight() float64

+ func (k KLineWindow) GetUpperShadowRatio() float64

+ func (k KLineWindow) Last() KLine

+ func (k KLineWindow) Len() int

+ func (k KLineWindow) Mid() float64

+ func (k KLineWindow) ReduceClose() float64

+ func (k KLineWindow) SlackAttachment() slack.Attachment

+ func (k KLineWindow) Tail(size int) KLineWindow

+ func (k KLineWindow) Take(size int) KLineWindow

+ type Market struct

+ BaseCurrency string

+ MaxPrice float64

+ MaxQuantity float64

+ MinAmount float64

+ MinLot float64

+ MinNotional float64

+ MinPrice float64

+ MinQuantity float64

+ PricePrecision int

+ QuoteCurrency string

+ Symbol string

+ TickSize float64

+ VolumePrecision int

+ func FindMarket(symbol string) (m Market, ok bool)

+ func (m Market) CanonicalizeVolume(val float64) float64

+ func (m Market) FormatPrice(val float64) string

+ func (m Market) FormatPriceCurrency(val float64) string

+ func (m Market) FormatQuantity(val float64) string

+ func (m Market) FormatVolume(val float64) string

+ type MarketMap map[string]Market

+ type MutexOrderBook struct

+ func NewMutexOrderBook(symbol string) *MutexOrderBook

+ func (b *MutexOrderBook) Get() OrderBook

+ func (b *MutexOrderBook) Load(book OrderBook)

+ func (b *MutexOrderBook) Update(book OrderBook)

+ type Order struct

+ CreationTime time.Time

+ Exchange string

+ ExecutedQuantity float64

+ GID uint64

+ IsWorking bool

+ OrderID uint64

+ Status OrderStatus

+ UpdateTime time.Time

+ func (o Order) String() string

+ type OrderBook struct

+ Asks PriceVolumeSlice

+ Bids PriceVolumeSlice

+ Symbol string

+ func (b *OrderBook) Copy() (book OrderBook)

+ func (b *OrderBook) EmitAsksChange(pvs PriceVolumeSlice)

+ func (b *OrderBook) EmitBidsChange(pvs PriceVolumeSlice)

+ func (b *OrderBook) EmitLoad(book *OrderBook)

+ func (b *OrderBook) EmitUpdate(book *OrderBook)

+ func (b *OrderBook) Load(book OrderBook)

+ func (b *OrderBook) OnAsksChange(cb func(pvs PriceVolumeSlice))

+ func (b *OrderBook) OnBidsChange(cb func(pvs PriceVolumeSlice))

+ func (b *OrderBook) OnLoad(cb func(book *OrderBook))

+ func (b *OrderBook) OnUpdate(cb func(book *OrderBook))

+ func (b *OrderBook) PriceVolumesBySide(side SideType) PriceVolumeSlice

+ func (b *OrderBook) Print()

+ func (b *OrderBook) Reset()

+ func (b *OrderBook) Update(book OrderBook)

+ type OrderMap map[uint64]Order

+ func (m OrderMap) Add(o Order)

+ func (m OrderMap) Canceled() OrderSlice

+ func (m OrderMap) Delete(orderID uint64)

+ func (m OrderMap) Exists(orderID uint64) bool

+ func (m OrderMap) Filled() OrderSlice

+ func (m OrderMap) FindByStatus(status OrderStatus) (orders OrderSlice)

+ func (m OrderMap) IDs() (ids []uint64)

+ func (m OrderMap) Orders() (orders OrderSlice)

+ func (m OrderMap) Update(o Order)

+ type OrderSlice []Order

+ func (s OrderSlice) IDs() (ids []uint64)

+ type OrderStatus string

+ const OrderStatusCanceled

+ const OrderStatusFilled

+ const OrderStatusNew

+ const OrderStatusPartiallyFilled

+ const OrderStatusRejected

+ type OrderType string

+ const OrderTypeLimit

+ const OrderTypeMarket

+ const OrderTypeStopLimit

+ const OrderTypeStopMarket

+ type PriceVolume struct

+ Price fixedpoint.Value

+ Volume fixedpoint.Value

+ func (p PriceVolume) String() string

+ type PriceVolumeSlice []PriceVolume

+ func (slice PriceVolumeSlice) Copy() PriceVolumeSlice

+ func (slice PriceVolumeSlice) Find(price fixedpoint.Value, descending bool) (pv PriceVolume, idx int)

+ func (slice PriceVolumeSlice) First() (PriceVolume, bool)

+ func (slice PriceVolumeSlice) IndexByVolumeDepth(requiredVolume fixedpoint.Value) int

+ func (slice PriceVolumeSlice) InsertAt(idx int, pv PriceVolume) PriceVolumeSlice

+ func (slice PriceVolumeSlice) Len() int

+ func (slice PriceVolumeSlice) Less(i, j int) bool

+ func (slice PriceVolumeSlice) Remove(price fixedpoint.Value, descending bool) PriceVolumeSlice

+ func (slice PriceVolumeSlice) Swap(i, j int)

+ func (slice PriceVolumeSlice) Trim() (pvs PriceVolumeSlice)

+ func (slice PriceVolumeSlice) Upsert(pv PriceVolume, descending bool) PriceVolumeSlice

+ type SideType string

+ func (side SideType) Color() string

+ func (side SideType) Reverse() SideType

+ type StandardStream struct

+ Subscriptions []Subscription

+ func (stream *StandardStream) EmitBalanceSnapshot(balances BalanceMap)

+ func (stream *StandardStream) EmitBalanceUpdate(balances BalanceMap)

+ func (stream *StandardStream) EmitBookSnapshot(book OrderBook)

+ func (stream *StandardStream) EmitBookUpdate(book OrderBook)

+ func (stream *StandardStream) EmitConnect()

+ func (stream *StandardStream) EmitKLine(kline KLine)

+ func (stream *StandardStream) EmitKLineClosed(kline KLine)

+ func (stream *StandardStream) EmitOrderUpdate(order Order)

+ func (stream *StandardStream) EmitTradeUpdate(trade Trade)

+ func (stream *StandardStream) OnBalanceSnapshot(cb func(balances BalanceMap))

+ func (stream *StandardStream) OnBalanceUpdate(cb func(balances BalanceMap))

+ func (stream *StandardStream) OnBookSnapshot(cb func(book OrderBook))

+ func (stream *StandardStream) OnBookUpdate(cb func(book OrderBook))

+ func (stream *StandardStream) OnConnect(cb func())

+ func (stream *StandardStream) OnKLine(cb func(kline KLine))

+ func (stream *StandardStream) OnKLineClosed(cb func(kline KLine))

+ func (stream *StandardStream) OnOrderUpdate(cb func(order Order))

+ func (stream *StandardStream) OnTradeUpdate(cb func(trade Trade))

+ func (stream *StandardStream) Subscribe(channel Channel, symbol string, options SubscribeOptions)

+ type StandardStreamEventHub interface

+ OnBalanceSnapshot func(cb func(balances BalanceMap))

+ OnBalanceUpdate func(cb func(balances BalanceMap))

+ OnBookSnapshot func(cb func(book OrderBook))

+ OnBookUpdate func(cb func(book OrderBook))

+ OnConnect func(cb func())

+ OnKLine func(cb func(kline KLine))

+ OnKLineClosed func(cb func(kline KLine))

+ OnOrderUpdate func(cb func(order Order))

+ OnTradeUpdate func(cb func(trade Trade))

+ type Stream interface

+ Close func() error

+ Connect func(ctx context.Context) error

+ Subscribe func(channel Channel, symbol string, options SubscribeOptions)

+ type StreamOrderBook struct

+ C sigchan.Chan

+ func NewStreamBook(symbol string) *StreamOrderBook

+ func (sb *StreamOrderBook) BindStream(stream Stream)

+ type SubmitOrder struct

+ ClientOrderID string

+ Market Market

+ Price float64

+ PriceString string

+ Quantity float64

+ QuantityString string

+ Side SideType

+ StopPrice float64

+ StopPriceString string

+ Symbol string

+ TimeInForce string

+ Type OrderType

+ func (o *SubmitOrder) SlackAttachment() slack.Attachment

+ func (o *SubmitOrder) String() string

+ type SubscribeOptions struct

+ Depth string

+ Interval string

+ func (o SubscribeOptions) String() string

+ type Subscription struct

+ Channel Channel

+ Options SubscribeOptions

+ Symbol string

+ type SyncOrderMap struct

+ func NewSyncOrderMap() *SyncOrderMap

+ func (m *SyncOrderMap) Add(o Order)

+ func (m *SyncOrderMap) AnyFilled() (order Order, ok bool)

+ func (m *SyncOrderMap) Canceled() OrderSlice

+ func (m *SyncOrderMap) Delete(orderID uint64)

+ func (m *SyncOrderMap) Exists(orderID uint64) bool

+ func (m *SyncOrderMap) Filled() OrderSlice

+ func (m *SyncOrderMap) FindByStatus(status OrderStatus) OrderSlice

+ func (m *SyncOrderMap) IDs() []uint64

+ func (m *SyncOrderMap) Iterate(it func(id uint64, order Order) bool)

+ func (m *SyncOrderMap) Len() int

+ func (m *SyncOrderMap) Orders() OrderSlice

+ func (m *SyncOrderMap) Update(o Order)

+ type Trade struct

+ Exchange string

+ Fee float64

+ FeeCurrency string

+ GID int64

+ ID int64

+ IsBuyer bool

+ IsMaker bool

+ OrderID uint64

+ Price float64

+ Quantity float64

+ QuoteQuantity float64

+ Side SideType

+ Symbol string

+ Time time.Time

+ func (trade Trade) SlackAttachment() slack.Attachment

+ type TradeQueryOptions struct

+ EndTime *time.Time

+ LastTradeID int64

+ Limit int64

+ StartTime *time.Time

+ type Trend int

+ type Withdraw struct

+ Address string

+ AddressTag string

+ Amount float64

+ ApplyTime time.Time

+ Asset string

+ ID string

+ Network string

+ Status string

+ TransactionFee float64

+ TransactionID string

+ WithdrawOrderID string

+ func (w Withdraw) EffectiveTime() time.Time