fintypes

package
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 Go to latest Published: Dec 8, 2021 License: GPL-3.0 Imports: 19 Imported by: 0

README

FinTypes

Financial industry common types & functions.

Type Description
Kline K线 -
Period K线周期 -
Pair 交易对 -
Currency 货币 -
Account 账户 -
Order 订单 -
Depth 深度 -
Asset 资产 -
Fiat 法币 -
Coin 加密货币 -
Stock 股票 -
Index 指数 -
Precious Metal 贵金属 -

Documentation

Index

Constants

View Source 
const (
	ExprOpen   = "O"
	ExprHigh   = "H"
	ExprLow    = "L"
	ExprClose  = "C"
	ExprVolume = "V"
)
View Source 
const (
	ExApiGetKline = ExApi("ExApiGetKline")
	ExApiGetFill  = ExApi("ExApiGetFill")
)
View Source 
const (
	OrderIdDelimiter = ":"

	OrderStatusError OrderStatus = ""
	// Pending is a status before 'new', indicates that the order has not been successfully created,
	// only some exchanges use it, like Kraken.
	OrderStatusPending           OrderStatus = "pending"
	OrderStatusNew               OrderStatus = "new"
	OrderStatusPartiallyFilled   OrderStatus = "partially_filled"
	OrderStatusFilled            OrderStatus = "filled"
	OrderStatusPartiallyCanceled OrderStatus = "partially_canceled" // binance没有这个状态，huobi有
	OrderStatusCanceled          OrderStatus = "canceled"
	OrderStatusCanceling         OrderStatus = "canceling"
	OrderStatusRejected          OrderStatus = "rejected"
	OrderStatusExpired           OrderStatus = "expired"

	OrderSideError     OrderSide = ""
	OrderSideBuyLong   OrderSide = "buy"
	OrderSideSellShort OrderSide = "sell"

	OrderTypeError            OrderType = ""
	OrderTypeLimit            OrderType = "limit"
	OrderTypeMarket           OrderType = "market"
	OrderTypeStopLossLimit    OrderType = "stop_loss_limit"    // Stop loss limit order.
	OrderTypeTakeProfitLimit  OrderType = "take_profit_limit"  // Take profit limit order.
	OrderTypeStopLossMarket   OrderType = "stop_loss_market"   // Stop loss market order.
	OrderTypeTakeProfitMarket OrderType = "take_profit_market" // Take profit market order.

	TradeIntentError  TradeIntent = ""
	TradeIntentOpen   TradeIntent = "open"   // 开仓进场
	TradeIntentReduce TradeIntent = "reduce" // 减仓
	TradeIntentAdd    TradeIntent = "add"    // 加仓
	TradeIntentClose  TradeIntent = "close"  // 平仓离场
	TradeIntentAdjust TradeIntent = "adjust" // 调整限价单/止盈止损单的点位

	TradeIncomeError  TradeIncome = ""
	TradeIncomeLoss   TradeIncome = "loss"   // 止损
	TradeIncomeProfit TradeIncome = "profit" // 止盈
)
View Source 
const (
	PairErr = Pair("")

	PairIErr   = PairI("")
	PairMErr   = PairM("")
	PairPErr   = PairP("")
	PairIMErr  = PairIM("")
	PairMPErr  = PairMP("")
	PairIPErr  = PairIP("")
	PairIMPErr = PairIMP("")
)

Variables

View Source 
var (

	// famous quote coins
	BTC  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "Bitcoin", "BTC", "", true})
	LTC  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "Litecoin", "LTC", "", true})
	ETH  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "Ethereum", "ETH", "", true})
	EOS  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "EOS", "EOS", "", true})
	ZRX  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "0x", "ZRX", "", true})
	BNB  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "BinanceCoin", "BNB", "", true})
	ETC  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "Ethereum-Classic", "ETC", "", true})
	TRX  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "Tron", "TRX", "", true})
	DOGE = mustEnrollAsset(AssetSetting{AssetTypeCoin, "DogeCoin", "DOGE", "", true})
	XLM  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "Stellar", "XLM", "", true})
	XRP  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "Ripple", "XRP", "", true})

	// famous common coins
	AION = mustEnrollAsset(AssetSetting{AssetTypeCoin, "Aion", "AION", "", false})
	WAN  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "WanCoin", "WAN", "", false})
	FSN  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "Fusion", "FSN", "", false})
	HOLO = mustEnrollAsset(AssetSetting{AssetTypeCoin, "HoloToken", "HOT", "", false})
	DCR  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "Decred", "DCR", "", false})
	POA  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "POA-Network", "POA", "", false})
	DFN  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "Dfinity", "DFN", "", false})
	AE   = mustEnrollAsset(AssetSetting{AssetTypeCoin, "Aeternity", "AE", "", false})
	DOT  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "Polkadot", "DOT", "", false})
	ADA  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "Cardano", "ADA", "", false})
	RHOC = mustEnrollAsset(AssetSetting{AssetTypeCoin, "RChain", "RHOC", "", false})
	ICX  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "ICON", "ICX", "", false})
	NANO = mustEnrollAsset(AssetSetting{AssetTypeCoin, "Nano", "NANO", "", false})
	ZEC  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "ZenCash", "ZEC", "", false})
	GRIN = mustEnrollAsset(AssetSetting{AssetTypeCoin, "Grin", "GRIN", "", false})

	// stable coins
	USDC = mustEnrollAsset(AssetSetting{AssetTypeCoin, "USD-Coin", "USDC", "USD", true})
	USDT = mustEnrollAsset(AssetSetting{AssetTypeCoin, "Tether", "USDT", "USD", true})
	USDS = mustEnrollAsset(AssetSetting{AssetTypeCoin, "StableUSD", "USDS", "USD", true})
	TUSD = mustEnrollAsset(AssetSetting{AssetTypeCoin, "TrueUSD", "TUSD", "USD", true})
	PAX  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "Paxos-Standard-Token", "PAX", "USD", true})
	DAI  = mustEnrollAsset(AssetSetting{AssetTypeCoin, "DAI", "DAI", "USD", true})
	BUSD = mustEnrollAsset(AssetSetting{AssetTypeCoin, "BinanceUSD", "BUSD", "USD", true})
	BKRW = mustEnrollAsset(AssetSetting{AssetTypeCoin, "BinanceKRW", "BKRW", "KRW", true})
	BIDR = mustEnrollAsset(AssetSetting{AssetTypeCoin, "BinanceIDR", "BIDR", "IDR", true})

	// G10 currencies
	USD = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.USD.String(), "", "", true}) // US Dollar ($)
	EUR = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.EUR.String(), "", "", true}) // Euro (€)
	JPY = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.JPY.String(), "", "", true}) // Japanese Yen (¥)
	GBP = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.GBP.String(), "", "", true}) // British Pound Sterling (£)
	CHF = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.CHF.String(), "", "", true}) // Swiss Franc (CHF)
	AUD = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.AUD.String(), "", "", true}) // Australian Dollar, AUD (A$)
	NZD = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.NZD.String(), "", "", true}) // New Zealand Dollar (NZ$)
	CAD = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.CAD.String(), "", "", true}) // Canadian Dollar, CAD (C$)
	SEK = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.SEK.String(), "", "", true}) // Swedish Krona (SEK)
	NOK = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.NOK.String(), "", "", true}) // Norwegian Krone (NOK)

	//  non-famous quote currencies
	NGN = mustEnrollAsset(AssetSetting{AssetTypeFiat, "NGN", "", "", true})                 // Nigerian Naira (NGN)
	TRY = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.TRY.String(), "", "", true}) // Turkish Lira, TRY(₺)

	// Additional common currencies
	BRL = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.BRL.String(), "", "", false}) // Brazilian Real (R$)
	CNY = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.CNY.String(), "", "", false}) // Chinese Yuan (CN¥)
	DKK = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.DKK.String(), "", "", false}) // Danish Krone (DKK)
	INR = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.INR.String(), "", "", false}) // Indian Rupee (Rs.)
	RUB = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.RUB.String(), "", "", false}) // Russian Ruble (RUB)
	HKD = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.HKD.String(), "", "", false}) // Hong Kong Dollar (HK$)
	IDR = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.IDR.String(), "", "", false}) // Indonesian Rupiah (IDR)
	KRW = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.KRW.String(), "", "", false}) // South Korean Won (₩)
	MXN = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.MXN.String(), "", "", false}) // Mexican Peso (MX$)
	PLN = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.PLN.String(), "", "", false}) // Polish Zloty (PLN)
	SAR = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.SAR.String(), "", "", false}) // Saudi Riyal (SAR)
	THB = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.THB.String(), "", "", false}) // Thai Baht (฿)
	TWD = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.TWD.String(), "", "", false}) // New Taiwan dollar, TWD (NT$)
	ZAR = mustEnrollAsset(AssetSetting{AssetTypeFiat, currency.ZAR.String(), "", "", false}) // South African Rand (ZAR)

	// precious metal
	XAU = mustEnrollAsset(AssetSetting{AssetTypeMetal, "xau", "", "", false}) // gold
	XAG = mustEnrollAsset(AssetSetting{AssetTypeMetal, "xag", "", "", false}) // silver
	XPT = mustEnrollAsset(AssetSetting{AssetTypeMetal, "xpt", "", "", false}) // platinum
	XPD = mustEnrollAsset(AssetSetting{AssetTypeMetal, "xpd", "", "", false}) // Palladium
)

famous assets

View Source 
var (
	// https://www.blockchain.com/btc/block/000000000019d6689c085ae165831e934ff763ae46a2a6c172b3f1b60a8ce26f
	BTCGenesisBlockTime = time.Date(2009, 1, 3, 18, 15, 5, 0, time.UTC)
	BTCGenesisBlockDate = gtime.TimeToDate(BTCGenesisBlockTime, time.UTC)
)
View Source 
var (
	KlineDeepCopy  = false // if set it true, will cost about 2.5x time than false
	KInternalExprs = []string{ExprOpen, ExprHigh, ExprLow, ExprClose, ExprVolume}
)
View Source 
var (
	ErrFunctionNotSupported = gerrors.Errorf("function not supported")
	AllSupportedExs         = []Platform{Binance}
)
View Source 
var (
	IndexDJI, _  = NewAsset("i.dji")  // Dow Jones Industrial Average (^DJI)
	IndexSP, _   = NewAsset("i.sp")   // S&P 500 (^GSPC)
	IndexIXIC, _ = NewAsset("i.ixic") // NASDAQ Composite (^IXIC)
	IndexNYA, _  = NewAsset("i.nya")  // NYSE Composite (^NYA)
	IndexRUT, _  = NewAsset("i.rut")  // Russell 2000 (^RUT)
	IndexVIX, _  = NewAsset("i.vix")  // CBOE Volatility Index (^VIX)
	IndexSHH, _  = NewAsset("i.shh")  // SSE Composite Index (000001.SS), 上证指数
)
View Source 
var (
	MarginError    = Margin("")
	MarginNo       = enrollNewMargin("no")       // 无杠杆
	MarginIsolated = enrollNewMargin("isolated") // 逐仓
	MarginCross    = enrollNewMargin("cross")    // 全仓
)
View Source 
var (
	MarketError  Market = ""
	MarketSpot          = enrollNewMarket("spot")
	MarketFuture        = enrollNewMarket("future")
	MarketPerp          = enrollNewMarket("perp") // Perpetual Swap
	MarketOption        = enrollNewMarket("option")
)
View Source 
var (
	AllPeriods = []Period{
		Period1Min,
		Period3Min,
		Period5Min,
		Period15Min,
		Period30Min,
		Period1Hour,
		Period2Hour,
		Period4Hour,
		Period6Hour,
		Period8Hour,
		Period12Hour,
		Period1Day,
		Period1Week,
		Period1MonthFUZZY,
		Period1YearFUZZY,
	}

	DefaultPeriodRoundConfig = PeriodRoundConfig{Location: *time.UTC, WeekBegin: time.Sunday, UseLocalZeroOClockAsDayBeginning: false}
)
View Source 
var (
	NASDAQOpenDate, _ = gtime.NewDate(1971, 2, 4)
	NYSEOpenDate, _   = gtime.NewDate(1817, 3, 8)
	AMEXOpenDate, _   = gtime.NewDate(1971, 2, 8) // https://www.loc.gov/rr/business/amex/amex.html
	SSEOpenDate, _    = gtime.NewDate(1990, 12, 19)
	SZSEOpenDate, _   = gtime.NewDate(1991, 7, 3)
	HKEXOpenDate, _   = gtime.NewDate(1891, 2, 3) // https://www.ximalaya.com/shangye/22958651/178058751
	TwOpenDate, _     = gtime.NewDate(1962, 2, 9)

	PlatformUnknown = Platform("")
	PlatformOpen    = enrollPlatform("open", PlatformInfo{Support: []AssetType{AssetTypeCoin, AssetTypeStock, AssetTypeIndex, AssetTypeMetal}, OpenDate: 0})  // fake platform for internet finance data like gold price
	PlatformIndex   = enrollPlatform("index", PlatformInfo{Support: []AssetType{AssetTypeCoin, AssetTypeStock, AssetTypeIndex, AssetTypeMetal}, OpenDate: 0}) // fake platform for all indexes

	// 第三方金融数据平台
	CryptoCompare = enrollPlatform("cryptocompare", PlatformInfo{Support: []AssetType{AssetTypeCoin}, OpenDate: 0})
	DataHub       = enrollPlatform("datahub", PlatformInfo{Support: []AssetType{AssetTypeCoin}, OpenDate: 0})
	YahooFinance  = enrollPlatform("yahoofinance", PlatformInfo{Support: []AssetType{AssetTypeCoin, AssetTypeStock}, OpenDate: 0})
	GoogleFinance = enrollPlatform("googlefinance", PlatformInfo{Support: []AssetType{AssetTypeCoin, AssetTypeStock}, OpenDate: 0})
	CoinMarketCap = enrollPlatform("coinmarketcap", PlatformInfo{Support: []AssetType{AssetTypeCoin}, OpenDate: 0})
	CoinGecko     = enrollPlatform("coingecko", PlatformInfo{Support: []AssetType{AssetTypeCoin}, OpenDate: 0})

	// 国内加密货币市场
	Binance = enrollPlatform("binance", PlatformInfo{Support: []AssetType{AssetTypeCoin}, OpenDate: 0})
	Huobi   = enrollPlatform("huobi", PlatformInfo{Support: []AssetType{AssetTypeCoin}, OpenDate: 0})
	Okex    = enrollPlatform("okex", PlatformInfo{Support: []AssetType{AssetTypeCoin}, OpenDate: 0})
	Gate    = enrollPlatform("gate", PlatformInfo{Support: []AssetType{AssetTypeCoin}, OpenDate: 0})

	// 美国证券市场
	Nasdaq = enrollPlatform("nasdaq", PlatformInfo{Support: []AssetType{AssetTypeStock}, OpenDate: NASDAQOpenDate})
	Nyse   = enrollPlatform("nyse", PlatformInfo{Support: []AssetType{AssetTypeStock}, OpenDate: NYSEOpenDate})
	Amex   = enrollPlatform("amex", PlatformInfo{Support: []AssetType{AssetTypeStock}, OpenDate: AMEXOpenDate}) // belongs to NYSE now

	// 中国期货市场
	Shfe = enrollPlatform("shfe", PlatformInfo{Support: []AssetType{AssetTypeUnknown}, OpenDate: gtime.NewDatePanic(1990, 11, 26)}) // 上海期货交易所
	Czce = enrollPlatform("czce", PlatformInfo{Support: []AssetType{AssetTypeUnknown}, OpenDate: gtime.NewDatePanic(1990, 10, 12)}) // 郑州商品交易所
	Dce  = enrollPlatform("dce", PlatformInfo{Support: []AssetType{AssetTypeUnknown}, OpenDate: gtime.NewDatePanic(1993, 2, 28)})   // 大连商品交易所

	// 国外加密货币市场
	Kraken  = enrollPlatform("kraken", PlatformInfo{Support: []AssetType{AssetTypeCoin}, OpenDate: 0})
	Deribit = enrollPlatform("deribit", PlatformInfo{Support: []AssetType{AssetTypeCoin}, OpenDate: 0})
	UniSwap = enrollPlatform("uniswap", PlatformInfo{Support: []AssetType{AssetTypeCoin}, OpenDate: 0})
	Ftx     = enrollPlatform("ftx", PlatformInfo{Support: []AssetType{AssetTypeCoin}, OpenDate: 0})

	// 中国证券市场
	Szse = enrollPlatform("szse", PlatformInfo{Support: []AssetType{AssetTypeStock}, OpenDate: SZSEOpenDate}) // Shen Zhen Stock Exchange
	Sse  = enrollPlatform("sse", PlatformInfo{Support: []AssetType{AssetTypeStock}, OpenDate: SSEOpenDate})   // Shanghai Stock Exchange
	Hkex = enrollPlatform("hkex", PlatformInfo{Support: []AssetType{AssetTypeStock}, OpenDate: HKEXOpenDate}) // Hong Kong Exchange

)
View Source 
var (
	AssetNil = Asset("")
)
View Source 
var (
	PricePiercing = gdecimal.NewFromInt(-1)
)

Functions

func CurrencyCodesHistorical 

func CurrencyCodesHistorical() []currency.Unit

func CurrencyCodesNow 

func CurrencyCodesNow() []currency.Unit

func CurrencyGetSymbol 

func CurrencyGetSymbol(unit currency.Unit) string

Returns $ like UTF8 string

func CurrencyIsFiat 

func CurrencyIsFiat(unit currency.Unit) bool

func CurrencyIsMetal 

func CurrencyIsMetal(unit currency.Unit) bool

func CurrencyIsTest 

func CurrencyIsTest(unit currency.Unit) bool

func CurrencyParse 

func CurrencyParse(s string) (currency.Unit, error)

Support ISO currency name and symbol 注意，有些常见的Symbol是简化的不完整版本，会在多个法币的完整Symbol中出现，比如¥和$

func FindSamePairs 

func FindSamePairs(pairs map[Platform][]Pair) map[Pair][]Platform

find same Pairs between exchanges

func FixCoinName 

func FixCoinName(name string) string

Fix coin name like "bytom"

func FixCoinSymbol 

func FixCoinSymbol(symbol string) string

Fix coin symbols like "BTM*"

func FixNameSymbol 

func FixNameSymbol(s string) string

Fix error coin names like "Ethereum (ETH)" or "FileCoin [Future]", they are data source error.

func GetTotalAmount 

func GetTotalAmount(input []OrderBook) gdecimal.Decimal

获取挂单中币的总量

func GetTotalPrice 

func GetTotalPrice(input []OrderBook) gdecimal.Decimal

获取挂单中（如果都成交）基准货币的总量

func IsTradeSymbolFiat 

func IsTradeSymbolFiat(sym string) bool

func NewPairExt 

func NewPairExt(p Pair, period *Period, market *Market, platform *Platform) pairExt

func PairExtsEqual 

func PairExtsEqual(a []pairExt, b []pairExt) bool

func PairExtsInclude 

func PairExtsInclude(src []pairExt, find pairExt) bool

func PairExtsSort 

func PairExtsSort(src []pairExt)

func PairMPEqual 

func PairMPEqual(a []PairMP, b []PairMP) bool

func PairMPInclude 

func PairMPInclude(src []PairMP, find PairMP) bool

func PairMPSort 

func PairMPSort(src []PairMP)

func ParsePairExtString 

func ParsePairExtString(s string) (Pair, *Period, *Market, *Platform, error)

TODO 也许需要提高性能

func RoundPeriodEarlier 

func RoundPeriodEarlier(dotTime time.Time, period Period, prc PeriodRoundConfig) time.Time

根据给定时间和周期值，计算它归属于哪个OpenTime的周期 get kline dot open time by dotTime

func SyncXAxis 

func SyncXAxis(ks1, ks2 *CandleSticks, fillIfNotExist Bar)

Types

type AR 

type AR struct {
	LHS
	RHS
}

K Association Rule

func (*AR) IsLong 

func (ar *AR) IsLong() bool

func (*AR) IsShort 

func (ar *AR) IsShort() bool

func (*AR) PatternRHS 

func (ar *AR) PatternRHS() PatternRHS

type ARs 

type ARs struct {
	Items []AR
}

K Association Rules

func (*ARs) Parse 

func (ars *ARs) Parse() *Patterns

type Account 

type Account struct {
	Balances []Balance
}

func NewEmptyAccount 

func NewEmptyAccount() *Account

func NewTestAccount 

func NewTestAccount(assets []string, totalInUSD gdecimal.Decimal, ticks Ticks) (*Account, error)

func (*Account) AddAccount 

func (a *Account) AddAccount(toAdd Account)

func (*Account) AddFree 

func (a *Account) AddFree(ap AssetProperty, toAdd gdecimal.Decimal)

增加余额，如果已经有相关条目就着做加法，如果没有则新增

func (*Account) AddLock 

func (a *Account) AddLock(ap AssetProperty, toAdd gdecimal.Decimal)

func (*Account) Borrow 

func (a *Account) Borrow(tm time.Time, margin Margin, asset string, amount gdecimal.Decimal) error

只支持现货杠杆

func (*Account) ExchangeToUSD 

func (a *Account) ExchangeToUSD(ticks Ticks, ignorePairsNotFound bool) (*AssetAmount, error)

换算成USD 计算的用途是统计回报的相关指标

func (*Account) GetAmountByName 

func (a *Account) GetAmountByName(asset string) AssetAmount

根据资产名称获取总数量

func (*Account) GetAmountByProperty 

func (a *Account) GetAmountByProperty(ap AssetProperty) AssetAmount

根据资产属性（market、margin、名称等等）获取数量

func (*Account) JsonString 

func (a *Account) JsonString() string

func (*Account) Lock 

func (a *Account) Lock(market Market, margin Margin, asset string, amount gdecimal.Decimal) error

func (*Account) RemoveZeroMembers 

func (a *Account) RemoveZeroMembers()

清除为0的成员，用于Transfer等操作之后清除没必要显示的成员

func (*Account) Repay 

func (a *Account) Repay(tm time.Time, interestRateDaily gdecimal.Decimal, margin Margin, asset string, toRepay gdecimal.Decimal) error

func (*Account) SetAmount 

func (a *Account) SetAmount(ap AssetProperty, amount AssetAmount)

upsert new balance item

func (*Account) SetFreeAmount 

func (a *Account) SetFreeAmount(ap AssetProperty, freeAmount gdecimal.Decimal)

upsert free amount

func (*Account) SetLockedAmount 

func (a *Account) SetLockedAmount(ap AssetProperty, lockedAmount gdecimal.Decimal)

upsert locked amount

func (*Account) String 

func (a *Account) String() string

func (*Account) Transfer 

func (a *Account) Transfer(asset string, amount gdecimal.Decimal, from, to SubAcc) error

func (*Account) Unlock 

func (a *Account) Unlock(ap AssetProperty, amount gdecimal.Decimal) error

type AccountAddress 

type AccountAddress string

example: buffett@gmail.com@binance 

const (
	AccountAddressNull AccountAddress = ""
)

func NewAccountAddress 

func NewAccountAddress(email string, platform Platform) AccountAddress

func ParseAccountAddress 

func ParseAccountAddress(s string) (AccountAddress, error)

func (AccountAddress) Email 

func (tai AccountAddress) Email() string

func (AccountAddress) MarshalJSON 

func (tai AccountAddress) MarshalJSON() ([]byte, error)

func (AccountAddress) Platform 

func (tai AccountAddress) Platform() Platform

func (AccountAddress) String 

func (tai AccountAddress) String() string

func (*AccountAddress) UnmarshalJSON 

func (tai *AccountAddress) UnmarshalJSON(b []byte) error

type AccountSnapshot 

type AccountSnapshot struct {
	Time   time.Time
	Asset  Asset       `json:"Asset, omitempty"` // 计算Total时用的的Fiat，通常是USD
	Total  AssetAmount // 统计得来的法币总值，用于回测计算收益指标等
	Detail Account
}

func (*AccountSnapshot) Add 

func (as *AccountSnapshot) Add(toAdd AccountSnapshot)

type Asset 

type Asset string

func AllFiats 

func AllFiats() []Asset

func AllIndexes 

func AllIndexes() []Asset

func AllMetals 

func AllMetals() []Asset

func AllQuoteAssets 

func AllQuoteAssets() []Asset

func AllQuoteCoins 

func AllQuoteCoins() []Asset

func AllStableCoins 

func AllStableCoins() []Asset

func NewAsset 

func NewAsset(sdn string) (Asset, error)

sdn: self desc name

func NewCoin 

func NewCoin(name, symbol string, plt Platform) Asset

func NewCoinWithSymbol 

func NewCoinWithSymbol(symbol string, plt Platform) Asset

func NewStock 

func NewStock(symbol string, exchange Platform) Asset

func ParseFiat 

func ParseFiat(s string) (Asset, error)

Support ISO currency name and symbol 注意，有些常见的Symbol是简化的不完整版本，会在多个法币的完整Symbol中出现，比如¥和$

func StableCoinsByFiat 

func StableCoinsByFiat(anchorFiat Asset) []Asset

func (Asset) Against 

func (a Asset) Against(quote Asset) Pair

func (Asset) Equal 

func (a Asset) Equal(cmp Asset) bool

func (Asset) MarshalJSON 

func (a Asset) MarshalJSON() ([]byte, error)

func (Asset) Name 

func (a Asset) Name() string

can't find name from stock type Asset

func (Asset) String 

func (a Asset) String() string

func (Asset) Symbol 

func (a Asset) Symbol() string

func (Asset) ToCoin 

func (a Asset) ToCoin() (platform Platform, name, symbol string, ok bool)

func (Asset) ToFiat 

func (a Asset) ToFiat() (string, bool)

func (Asset) ToFiatUnit 

func (a Asset) ToFiatUnit() (currency.Unit, bool)

func (Asset) ToIndex 

func (a Asset) ToIndex() (string, bool)

func (Asset) ToMetal 

func (a Asset) ToMetal() (string, bool)

func (Asset) ToStock 

func (a Asset) ToStock() (exchange Platform, symbol string, ok bool)

func (Asset) TradeSymbol 

func (a Asset) TradeSymbol() string

Trade symbol of assets, in fiat Trade Symbol is Name but not symbol

func (Asset) Type 

func (a Asset) Type() AssetType

func (*Asset) UnmarshalJSON 

func (a *Asset) UnmarshalJSON(b []byte) error

type AssetAmount 

type AssetAmount struct {
	// 沿用现货的成员
	Free     gdecimal.Decimal `json:"Free"`     // available，可操作买卖，但不一定可以提现
	Locked   gdecimal.Decimal `json:"Locked"`   //
	Borrowed gdecimal.Decimal `json:"Borrowed"` // to repay, only available in margin account
	Interest gdecimal.Decimal `json:"Interest"` // only available in margin account
}

资产数量

func (*AssetAmount) Add 

func (b *AssetAmount) Add(toAdd AssetAmount)

func (*AssetAmount) Net 

func (b *AssetAmount) Net() gdecimal.Decimal

净值

func (*AssetAmount) ToRepay 

func (b *AssetAmount) ToRepay() gdecimal.Decimal

需要还的

type AssetProperty 

type AssetProperty struct {
	Market           Market // 属于哪个市场
	Margin           Margin
	CustomSubAccName string // 自定义子账户名称
	Asset            string
}

资产属性

func NewAP 

func NewAP(market Market, margin Margin, asset string) AssetProperty

type AssetSetting 

type AssetSetting struct {
	AssetType   AssetType
	Name        string
	Symbol      string
	AnchorFiat  string
	UsedAsQuote bool
}

type AssetType 

type AssetType string
const (
	AssetTypeUnknown AssetType = "unknown"
	AssetTypeFiat    AssetType = "fiat"
	AssetTypeMetal   AssetType = "metal"
	AssetTypeStock   AssetType = "stock"
	AssetTypeIndex   AssetType = "index"
	AssetTypeCoin    AssetType = "coin"
)

type Balance 

type Balance struct {
	AssetProperty          // 资产属性
	AssetAmount            // 资产数量
	BorrowHist    []Borrow // 现货杠杆才有，用于回测
}

余额记录，一个特定市场特定杠杆类型下特定资产对应一个BTBalance

func (*Balance) Add 

func (b *Balance) Add(toAdd Balance) error

func (*Balance) AssetPropertyEquals 

func (b *Balance) AssetPropertyEquals(ap AssetProperty) bool

func (*Balance) BorrowedByHist 

func (b *Balance) BorrowedByHist() gdecimal.Decimal

func (*Balance) InterestByHist 

func (b *Balance) InterestByHist(tm time.Time, interestRateDaily gdecimal.Decimal) gdecimal.Decimal

func (*Balance) IsZero 

func (b *Balance) IsZero() bool

func (Balance) Len 

func (b Balance) Len() int

按borrows的时间排序

func (Balance) Less 

func (b Balance) Less(i, j int) bool

func (Balance) Swap 

func (b Balance) Swap(i, j int)

func (*Balance) VerifyAssetProperty 

func (b *Balance) VerifyAssetProperty(ap AssetProperty) error

验证资产种类，如果Market、Margin、CustomSubAccName、Asset不同则返回错误

type Bar 

type Bar struct {
	T          time.Time          `json:"_id" bson:"_id" csv:"_id"`                         // Statistic begin time.
	O          gdecimal.Decimal   `json:"O,omitempty" bson:"O,omitempty" csv:"O,omitempty"` // Open price.
	L          gdecimal.Decimal   `json:"L,omitempty" bson:"L,omitempty" csv:"L,omitempty"` // Lowest price.
	H          gdecimal.Decimal   `json:"H,omitempty" bson:"H,omitempty" csv:"H,omitempty"` // Highest price.
	C          gdecimal.Decimal   `json:"C,omitempty" bson:"C,omitempty" csv:"C,omitempty"` // Close price.
	V          gdecimal.Decimal   `json:"V,omitempty" bson:"V,omitempty" csv:"V,omitempty"` // Volume in unit asset, always. It is 'BTC' in 'BTC/USD' pair.
	E          *time.Time         `json:"E,omitempty" bson:"E,omitempty" csv:"E,omitempty"` // Close time, it is useful in last entry in candle sticks.
	Indicators map[string]float64 `json:"Indicators,omitempty" bson:"Indicators,omitempty" csv:"Indicators,omitempty"`
}

func (*Bar) ExprValue 

func (d *Bar) ExprValue(expr string) (gdecimal.Decimal, bool)

TODO: 需要吗

func (*Bar) ExprValueFloat64 

func (d *Bar) ExprValueFloat64(expr string) (float64, bool)

func (Bar) GetId 

func (d Bar) GetId() (gdecimal.Decimal, error)

func (Bar) GetTime 

func (d Bar) GetTime() (time.Time, error)

func (*Bar) IsCrossLine 

func (d *Bar) IsCrossLine() bool

TODO: 需要吗

func (*Bar) IsNegativeLine 

func (d *Bar) IsNegativeLine() bool

TODO: 需要吗

func (*Bar) IsPositiveLine 

func (d *Bar) IsPositiveLine() bool

TODO: 需要吗

type Borrow 

type Borrow struct {
	Time      time.Time        // 借入时间
	Principal gdecimal.Decimal // 本金
}

一条现货杠杆借贷记录

func (*Borrow) Interest 

func (b *Borrow) Interest(tm time.Time, interestRateDaily gdecimal.Decimal) gdecimal.Decimal

某一笔借款的利息

type CandleSticks 

type CandleSticks struct {
	Pair  PairIMP // 原始K线的周期
	Items []Bar   // 原始K线数据
	// contains filtered or unexported fields
}

Bar items for Global

func NewAndCopyBasicInfo 

func NewAndCopyBasicInfo(src *CandleSticks) *CandleSticks

func NewKline 

func NewKline(pair PairIMP, dots []Bar) *CandleSticks

func (*CandleSticks) AcrossDays 

func (k *CandleSticks) AcrossDays() float64

func (*CandleSticks) BeforeEqualClosest 

func (k *CandleSticks) BeforeEqualClosest(tm time.Time) (item *Bar, exists bool)

TODO 用sort.Search改造？ 找出在指定时间tm之前，且与tm时间间隔最小的Kline条目

func (*CandleSticks) CleanHMS 

func (k *CandleSticks) CleanHMS(loc *time.Location) *CandleSticks

func (*CandleSticks) Clone 

func (k *CandleSticks) Clone() *CandleSticks

todo: test required note: 使用 nk := *k; return nk 这样是无法深度拷贝k的

func (*CandleSticks) Close 

func (k *CandleSticks) Close(i int) float64

func (*CandleSticks) CloseRaw 

func (k *CandleSticks) CloseRaw(i int) gdecimal.Decimal

func (*CandleSticks) CloseValues 

func (k *CandleSticks) CloseValues() []float64

func (*CandleSticks) Closes 

func (k *CandleSticks) Closes() []gdecimal.Decimal

func (*CandleSticks) DetectPeriod 

func (k *CandleSticks) DetectPeriod() Period

func (*CandleSticks) ExprValues 

func (k *CandleSticks) ExprValues(expr string) ([]float64, error)

func (*CandleSticks) Exprs 

func (k *CandleSticks) Exprs() []string

func (*CandleSticks) ExprsOfIndExpr 

func (k *CandleSticks) ExprsOfIndExpr(ie ta.IndExpr) []string

是否有指标表达式的值，比如Kline中有MACD(12,9,3).Mid，ie=MACD(12,9,3)，那么就返回true

func (*CandleSticks) First 

func (k *CandleSticks) First() (Bar, bool)

func (*CandleSticks) FirstDay 

func (k *CandleSticks) FirstDay(tz *time.Location) gtime.Date

func (*CandleSticks) FirstTime 

func (k *CandleSticks) FirstTime(defIfEmpty time.Time) time.Time

First T

func (*CandleSticks) FirstTimeEx 

func (k *CandleSticks) FirstTimeEx() (last *time.Time, exists bool)

Min time in records

func (*CandleSticks) GetDoc 

func (k *CandleSticks) GetDoc(i int) TimeDoc

func (*CandleSticks) GetName 

func (k *CandleSticks) GetName() string

func (*CandleSticks) HasDuplicatedKeys 

func (k *CandleSticks) HasDuplicatedKeys() ([]time.Time, bool)

func (*CandleSticks) HasExpr 

func (k *CandleSticks) HasExpr(expr string) bool

func (*CandleSticks) HasTime 

func (k *CandleSticks) HasTime(tm time.Time) bool

func (*CandleSticks) High 

func (k *CandleSticks) High(i int) float64

func (*CandleSticks) HighRaw 

func (k *CandleSticks) HighRaw(i int) gdecimal.Decimal

func (*CandleSticks) HighValues 

func (k *CandleSticks) HighValues() []float64

func (*CandleSticks) Highs 

func (k *CandleSticks) Highs() []gdecimal.Decimal

func (*CandleSticks) IndexEqual 

func (k *CandleSticks) IndexEqual(t time.Time) (int, Bar, bool)

search index whose T == t

func (*CandleSticks) IndicatorExps 

func (k *CandleSticks) IndicatorExps() []string

func (*CandleSticks) IsConsequentDayLine 

func (k *CandleSticks) IsConsequentDayLine() bool

func (*CandleSticks) IsTimeOverlappingAreaEqual 

func (k *CandleSticks) IsTimeOverlappingAreaEqual(cmp *CandleSticks) (equal bool)

compare data of same timestamp items, time different items between them are ignored

func (*CandleSticks) Last 

func (k *CandleSticks) Last() (Bar, bool)

func (*CandleSticks) LastClose 

func (k *CandleSticks) LastClose(defIfEmpty gdecimal.Decimal) gdecimal.Decimal

func (*CandleSticks) LastCloseTime 

func (k *CandleSticks) LastCloseTime(defTime time.Time) time.Time

最后一根Bar的收线时间，用于判断最后一根线是否及时，尤其是K线周期比较大时，这个数据可以表示最后一根Bar的时效性 如果没有记录E，则使用T代替E

func (*CandleSticks) LastDay 

func (k *CandleSticks) LastDay(tz *time.Location) gtime.Date

func (*CandleSticks) LastExprValue 

func (k *CandleSticks) LastExprValue(expr string) (float64, error)

func (*CandleSticks) LastExprs 

func (k *CandleSticks) LastExprs() []string

func (*CandleSticks) LastLow 

func (k *CandleSticks) LastLow(defIfEmpty gdecimal.Decimal) gdecimal.Decimal

func (*CandleSticks) LastTime 

func (k *CandleSticks) LastTime(defIfEmpty time.Time) time.Time

Last open time T

func (*CandleSticks) LastTimeEx 

func (k *CandleSticks) LastTimeEx() (last *time.Time, exists bool)

Max time in records

func (*CandleSticks) Len 

func (k *CandleSticks) Len() int

func (*CandleSticks) Less 

func (k *CandleSticks) Less(i, j int) bool

func (*CandleSticks) Low 

func (k *CandleSticks) Low(i int) float64

func (*CandleSticks) LowRaw 

func (k *CandleSticks) LowRaw(i int) gdecimal.Decimal

func (*CandleSticks) LowValues 

func (k *CandleSticks) LowValues() []float64

func (*CandleSticks) Lows 

func (k *CandleSticks) Lows() []gdecimal.Decimal

func (*CandleSticks) MaxIndex 

func (k *CandleSticks) MaxIndex() int

func (*CandleSticks) MaxIndexLT 

func (k *CandleSticks) MaxIndexLT(t time.Time) int

search max index whose T < t, index whose T == t is NOT included

func (*CandleSticks) MaxIndexLTE 

func (k *CandleSticks) MaxIndexLTE(t time.Time) int

TODO test required search max index whose T <= t, index whose T == t is included

func (*CandleSticks) Merge 

func (k *CandleSticks) Merge() Bar

func (*CandleSticks) MinIndexGT 

func (k *CandleSticks) MinIndexGT(t time.Time) int

search min index whose T > t, index whose T == t is NOT included

func (*CandleSticks) MinIndexGTE 

func (k *CandleSticks) MinIndexGTE(t time.Time) int

search min index whose T is >= t, index whose T == t is included if result <= k.Len() - 1 && k.items[result].T == t, there is a dot whose time is t otherwise not found, but result still means which index is mostly close to t

func (*CandleSticks) Open 

func (k *CandleSticks) Open(i int) float64

func (*CandleSticks) OpenRaw 

func (k *CandleSticks) OpenRaw(i int) gdecimal.Decimal

func (*CandleSticks) OpenValues 

func (k *CandleSticks) OpenValues() []float64

func (*CandleSticks) Opens 

func (k *CandleSticks) Opens() []gdecimal.Decimal

func (*CandleSticks) RemoveTail 

func (k *CandleSticks) RemoveTail(n int) *CandleSticks

func (*CandleSticks) Set 

func (k *CandleSticks) Set(newKs *CandleSticks)

func (*CandleSticks) SetIndicatorValue 

func (k *CandleSticks) SetIndicatorValue(indExpr ta.IndExpr, subItemName string, values []float64) error

func (*CandleSticks) SliceAfter 

func (k *CandleSticks) SliceAfter(gt time.Time) *CandleSticks

select item which time before 'lte'

func (*CandleSticks) SliceAfterEqual 

func (k *CandleSticks) SliceAfterEqual(gte time.Time) *CandleSticks

select item which time before or equal 'lte'

func (*CandleSticks) SliceBefore 

func (k *CandleSticks) SliceBefore(lt time.Time) *CandleSticks

TODO: test required select item which time before or equal 'lte'

func (*CandleSticks) SliceBeforeEqual 

func (k *CandleSticks) SliceBeforeEqual(lte time.Time) *CandleSticks

TODO: test required select item which time before or equal 'lte'

func (*CandleSticks) SliceBetween 

func (k *CandleSticks) SliceBetween(gt, lt time.Time) *CandleSticks

TODO test required fixme 有问题

func (*CandleSticks) SliceBetweenEqual 

func (k *CandleSticks) SliceBetweenEqual(gte, lte time.Time) *CandleSticks

TODO test required

func (*CandleSticks) SliceBetweenId 

func (k *CandleSticks) SliceBetweenId(gte, lte int) *CandleSticks

func (*CandleSticks) SliceHead 

func (k *CandleSticks) SliceHead(n int) *CandleSticks

func (*CandleSticks) SliceTail 

func (k *CandleSticks) SliceTail(n int) *CandleSticks

func (*CandleSticks) Sort 

func (k *CandleSticks) Sort()

func (*CandleSticks) SortClose 

func (k *CandleSticks) SortClose()

func (*CandleSticks) SortCloseReverse 

func (k *CandleSticks) SortCloseReverse()

func (*CandleSticks) SortHigh 

func (k *CandleSticks) SortHigh()

func (*CandleSticks) SortHighReverse 

func (k *CandleSticks) SortHighReverse()

func (*CandleSticks) SortLow 

func (k *CandleSticks) SortLow()

func (*CandleSticks) SortLowReverse 

func (k *CandleSticks) SortLowReverse()

func (*CandleSticks) SortOpen 

func (k *CandleSticks) SortOpen()

func (*CandleSticks) SortOpenReverse 

func (k *CandleSticks) SortOpenReverse()

func (*CandleSticks) String 

func (k *CandleSticks) String() string

func (*CandleSticks) Swap 

func (k *CandleSticks) Swap(i, j int)

func (*CandleSticks) TA 

func (k *CandleSticks) TA() *KTA

func (*CandleSticks) Time 

func (k *CandleSticks) Time(i int) time.Time

implement TimeSeries and Series(in github.com/iwat) interface

func (*CandleSticks) TimeOverlappingArea 

func (k *CandleSticks) TimeOverlappingArea(cmp *CandleSticks) (exist bool, begin, end time.Time)

func (*CandleSticks) Times 

func (k *CandleSticks) Times() []time.Time

func (*CandleSticks) ToBar 

func (k *CandleSticks) ToBar() Bar

func (*CandleSticks) ToChartTemplate 

func (k *CandleSticks) ToChartTemplate(indExprs ...string) (*ghtml.ChartTemplate, error)

TODO: test required 转换为chart模板，方便绘图

func (*CandleSticks) ToPeriod 

func (k *CandleSticks) ToPeriod(newPeriod Period, config PeriodRoundConfig) (*CandleSticks, error)

转换周期，但不缓存转换之后的数据 NOTE: 如果交易所中间维护，中间空缺的数据会被忽略，而不是填充空数据 FIXME: 如果最后一个周期数据尚未Close，那最后一根线会画出来吗？

func (*CandleSticks) ToPeriodPartly 

func (k *CandleSticks) ToPeriodPartly(lastConverted *CandleSticks, newPeriod Period, config PeriodRoundConfig) error

局部周期转换，只转换lastConverted的最后一个时间（包含）往后的数据 lastConverted is input and output config TODO: test required

func (*CandleSticks) ToPeriodWithTail 

func (k *CandleSticks) ToPeriodWithTail(newPeriod Period, config PeriodRoundConfig, tail int) (*CandleSticks, error)

just convert last tail dots in newPeriod

func (*CandleSticks) Update 

func (k *CandleSticks) Update(time time.Time, itemName string, value gdecimal.Decimal) (updatedCount int)

func (*CandleSticks) Upsert 

func (k *CandleSticks) Upsert(toUpsert *CandleSticks)

func (*CandleSticks) UpsertDot 

func (k *CandleSticks) UpsertDot(dot Bar)

func (*CandleSticks) Volume 

func (k *CandleSticks) Volume(i int) float64

func (*CandleSticks) VolumeRaw 

func (k *CandleSticks) VolumeRaw(i int) gdecimal.Decimal

func (*CandleSticks) VolumeValues 

func (k *CandleSticks) VolumeValues() []float64

func (*CandleSticks) Volumes 

func (k *CandleSticks) Volumes() []gdecimal.Decimal

type CandleSticksConverter 

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

type CustomPairParse 

type CustomPairParse = func(s string) (Pair, error)

type Depth 

type Depth struct {
	Time time.Time `json:"T"` // T
	DepthRawData
}

Depth = open order books.

func (*Depth) MarketBuyDetect 

func (d *Depth) MarketBuyDetect(quoteAmount gdecimal.Decimal) DepthTolerance

拉盘探测，能拉多高

func (*Depth) MarketBuyDetectEx 

func (d *Depth) MarketBuyDetectEx(quoteAmount gdecimal.Decimal, slippageAllowed gdecimal.Decimal, precision int, lot gdecimal.Decimal) DepthTolerance

拉盘探测，能拉多高 note: 如果不给出Prec，可能导致模拟成交的时候由于除法除不尽导致结果不精确而稍稍大于绝对精确值的情况，从而产生连锁反应 FIXME: precision 确定一下是unit的precision吗，同理也给marketSell确认一下

func (*Depth) MarketSellDetect 

func (d *Depth) MarketSellDetect(unitAmount gdecimal.Decimal) DepthTolerance

砸盘探测，能砸多深

func (*Depth) MarketSellDetectEx 

func (d *Depth) MarketSellDetectEx(unitAmount, slippageAllowed gdecimal.Decimal) DepthTolerance

砸盘探测，能砸多深

func (*Depth) ParseBuyOnePrice 

func (d *Depth) ParseBuyOnePrice() gdecimal.Decimal

func (*Depth) ParseBuyerTotal 

func (d *Depth) ParseBuyerTotal() (avgPrice, totalAmount gdecimal.Decimal)

func (*Depth) ParseSellOnePrice 

func (d *Depth) ParseSellOnePrice() gdecimal.Decimal

func (*Depth) ParseSellerTotal 

func (d *Depth) ParseSellerTotal() (avgPrice, totalAmount gdecimal.Decimal)

func (*Depth) Sort 

func (d *Depth) Sort()

func (Depth) String 

func (d Depth) String() string

type DepthRawData 

type DepthRawData struct {
	Sells OrderBookList `json:"Sells"` // Asks
	Buys  OrderBookList `json:"Buys"`  // Bids
}

Raw depth data without timestamp. Useful in remake new Depth like struct.

func (*DepthRawData) Equal 

func (drd *DepthRawData) Equal(cmp *DepthRawData) bool

func (*DepthRawData) GetMaxBuy 

func (drd *DepthRawData) GetMaxBuy() (price, amount gdecimal.Decimal, err error)

func (*DepthRawData) GetMinSell 

func (drd *DepthRawData) GetMinSell() (price, amount gdecimal.Decimal, err error)

type DepthTolerance 

type DepthTolerance struct {
	UnitDealAmount  gdecimal.Decimal
	QuoteDealAmount gdecimal.Decimal
	Price1          gdecimal.Decimal
	PriceReach      gdecimal.Decimal // 上/下探价格, -1 means 击穿
}

盘口承受力

func (*DepthTolerance) Equal 

func (dt *DepthTolerance) Equal(cmp DepthTolerance) bool

func (*DepthTolerance) Verify 

func (dt *DepthTolerance) Verify() error

verify price and unit amount

type Dir 

type Dir string
const (
	TADirectionDown       Dir = "down"
	TADirectionUp         Dir = "up"
	TADirectionNotSureYet Dir = "not_sure_yet"
)

type DirWT 

type DirWT struct {
	Time time.Time
	Dir  Dir
}

direction with time

type DoubleDir 

type DoubleDir string

type ExApi 

type ExApi string

type ExProperty 

type ExProperty struct {
	Name                  Platform
	Email                 string // optional
	MaxDepth              int
	MaxFills              int
	IgnorePairs           []string        // custom step 1, ignore invalid/test pairs
	CustomToStdPairs      map[string]Pair // custom step 2, hard to parse special pairs: like [USDTCHF]:USDT/CHF
	CustomPairParse       CustomPairParse // custom step 3
	Periods               map[Period]string
	OrderStatus           map[OrderStatus]string
	OrderTypes            map[OrderType]string
	OrderSides            map[OrderSide]string
	RateLimits            map[ExApi]time.Duration
	MarketEnabled         map[Market]bool
	Clock                 gtime.Clock
	IsBackTestEx          bool
	TradeBeginTime        time.Time
	BarCountLimitSinceNow *int // how many bar provided by exchange since now, if it is nil means no limit -- you can get first bar from exchange open
}

PairDelimiter string // pair separator PairDelimiterLeftTail []string PairDelimiterRightHead []string PairNormalOrder bool // whether is ISO order —— unit first quote second PairUpperCase bool PairsSeparator string // separator between multiple pairs in api request CustomPairPreCrop CustomPairPreCrop // custom step 3 StdToCustomHeadTailMap map[string]string // custom step 4, [StdSym]CustomSym like: BTC

func (ExProperty) MinPeriod 

func (cc ExProperty) MinPeriod() Period

func (ExProperty) SupportedPeriods 

func (cc ExProperty) SupportedPeriods() []Period

type Fill 

type Fill struct {
	Id      int64            `json:"Id" bson:"_id"`
	Time    time.Time        `json:"T" bson:"T"`
	Price   gdecimal.Decimal `json:"Price" bson:"Price"`
	UnitQty gdecimal.Decimal `json:"UnitQty" bson:"UnitQty"`
	Side    string           `json:"Side" bson:"Side"` // "buy", "sell", "auction"...
}

QuoteQty decimals.Decimal `json:"QuoteQty" bson:"QuoteQty"` BuyerMaker bool `json:"BuyerMaker" bson:"BuyerMaker"` // binance use it only

type FillOption 

type FillOption struct {
	BeginTime    time.Time
	TimeDuration time.Duration

	BeginId int64
	IdLimit int64
}

func (FillOption) VerifyBinance 

func (fo FillOption) VerifyBinance() error

type HighlyRelevant 

type HighlyRelevant struct {
	Items []PairMP
}

type Irrelevant 

type Irrelevant struct {
	Lows []LowlyRelevant
}

type KForm 

type KForm int // ABC 3位数字表示，分别代表上影线震幅，实体线震幅，下影线震幅，正负代表是阴线还是阳线

const (
	KFormUnknown KForm = 0
	KFormOne     KForm = 0
)

type KTA 

type KTA CandleSticks

func (*KTA) Break 

func (kta *KTA) Break(breakUp bool, beginInclude bool, begin time.Time, endInclude bool, end time.Time, priceInclude bool, price gdecimal.Decimal) (time.Time, bool)

func (*KTA) CleanupIndicators 

func (kta *KTA) CleanupIndicators()

func (*KTA) Crosses 

func (kta *KTA) Crosses(exp1, exp2 string, n int) ([]TACross, error)

exp1: slow expression exp2: fast expression

func (*KTA) FirstHeavyVolumePriceRose 

func (kta *KTA) FirstHeavyVolumePriceRose(gt time.Time, pricePercent float64, volumeCmpDays int, lowGt *float64) (Bar, bool)

从前往后找放量上涨 pricePercent 价格上涨幅度 volumeCmpDays 成交量大于之前多少天 lowGt low价必须大于这个值，相当于给出一条最低线，忽略低于这条线的大阳线

func (*KTA) K 

func (kta *KTA) K() *CandleSticks

func (*KTA) LastDirReversalExprValue 

func (kta *KTA) LastDirReversalExprValue(exp string, gt *time.Time) (float64, error)

最后一个方向反转处的某表达式的值 适用于Donchian Channel

func (*KTA) LastDirs 

func (kta *KTA) LastDirs(exp string, directionSize int, gt *time.Time) ([]DirWT, error)

某表达式(比如DonChian Channel)最后的涨跌趋势，持平的点忽略不计

func (*KTA) LastHeavyVolumePriceRose 

func (kta *KTA) LastHeavyVolumePriceRose(gt time.Time, pricePercent float64, volumeCmpDays int) (Bar, bool)

从后往前找放量上涨 pricePercent 价格上涨幅度 volumeCmpDays 成交量大于之前多少天

func (*KTA) ReverseCross1 

func (kta *KTA) ReverseCross1(exp1, exp2 string) (*TACross, error)

func (*KTA) ReverseCrosses 

func (kta *KTA) ReverseCrosses(exp1, exp2 string, n int) ([]TACross, error)

从后往前 exp1: slow expression exp2: fast expression n: how much cross do you want, n <= 0: ignore it

func (*KTA) UpdateIndicators 

func (kta *KTA) UpdateIndicators(indicatorExpr ...string) error

NOTE: 能否把已经计算过的缓存起来？很难，因为有些指数是和之前的值相关联的，你无法核实之前的值是否改动过

type KlineProviderInfo 

type KlineProviderInfo struct {
	//SupportedPairs        []PairIMP
	SupportedPairs        []PairM
	MinPeriod             Period
	KlineRequestRateLimit time.Duration
	FirstTrade            time.Time
}

type LHS 

type LHS struct {
	Form KForm
}

associated rules antecedent 目前只使用了K线形态

type Leverage 

type Leverage struct {
	BuySideFixed             []gdecimal.Decimal
	BuySideSmoothMinStepMax  []gdecimal.Decimal
	SellSideFixed            []gdecimal.Decimal
	SellSideSmoothMinStepMax []gdecimal.Decimal
}

func (*Leverage) BuySideMaxLeverage 

func (l *Leverage) BuySideMaxLeverage() gdecimal.Decimal

func (*Leverage) SellSideMaxLeverage 

func (l *Leverage) SellSideMaxLeverage() gdecimal.Decimal

func (*Leverage) SetFixedFloat64 

func (l *Leverage) SetFixedFloat64(buySide bool, fixLeverages ...float64)

func (*Leverage) SetSmoothFloat64 

func (l *Leverage) SetSmoothFloat64(buySide bool, min float64, step float64, max float64)

func (*Leverage) SupportLeverage 

func (l *Leverage) SupportLeverage(buySide bool) bool

func (*Leverage) Verify 

func (l *Leverage) Verify() error

type LowlyRelevant 

type LowlyRelevant struct {
	Mids []ModeratelyRelevant
}

type Margin 

type Margin string

func ParseMargin 

func ParseMargin(s string) (Margin, error)

func (Margin) Verify 

func (m Margin) Verify() error

type Market 

type Market string

func ParseMarket 

func ParseMarket(s string) (Market, error)

func (Market) IsContract 

func (m Market) IsContract() bool

func (Market) Verify 

func (m Market) Verify() error

type MarketInfo 

type MarketInfo struct {
	UnrecognizedPairs []string
	Infos             map[PairM]PairInfo
}

func (*MarketInfo) AvailableSymbols 

func (mi *MarketInfo) AvailableSymbols() []string

func (*MarketInfo) GetMakerFee 

func (mi *MarketInfo) GetMakerFee(pm PairM) (gdecimal.Decimal, bool)

func (*MarketInfo) GetTakerFee 

func (mi *MarketInfo) GetTakerFee(pm PairM) (gdecimal.Decimal, bool)

func (*MarketInfo) PairIMPs 

func (mi *MarketInfo) PairIMPs(period Period, platform Platform) []PairIMP

func (*MarketInfo) PairMs 

func (mi *MarketInfo) PairMs() []PairM

func (*MarketInfo) Pairs 

func (mi *MarketInfo) Pairs() []Pair

all trading pairs, if some pair exist in different markets(spot,margin...), only one be kept

func (*MarketInfo) PairsAllowedFilter 

func (mi *MarketInfo) PairsAllowedFilter(allowedSymbols []string) []Pair

func (*MarketInfo) PairsIncludeFilter 

func (mi *MarketInfo) PairsIncludeFilter(includeSymbols []string, excludeSymbols []string) []Pair

func (*MarketInfo) SupportMargin 

func (mi *MarketInfo) SupportMargin(pair Pair) bool

func (*MarketInfo) Verify 

func (mi *MarketInfo) Verify() error

type ModeratelyRelevant 

type ModeratelyRelevant struct {
	Highs []HighlyRelevant
}

type Order 

type Order struct {
	Id         OrderId
	Time       time.Time
	Market     Market
	Margin     Margin
	Leverage   int // FIXME change to decimal
	Pair       Pair
	Side       OrderSide
	Type       OrderType
	Status     OrderStatus
	StopPrice  gdecimal.Decimal // 止盈止损触发价，限价单才有 FIXME 如果该用*会导致程序崩溃
	Price      gdecimal.Decimal
	Amount     gdecimal.Decimal // initial total amount in unit, unit always
	AvgPrice   gdecimal.Decimal // Binance貌似不提供AvgPrice
	DealAmount gdecimal.Decimal // filled amount in unit, NOT quote,PaperEx在撮合的时候是这么理解的，如果以后要改，也要修正paperEx
	Fee        gdecimal.Decimal // Binance貌似不提供Fee
}

func FilterOrders 

func FilterOrders(src []Order, market Market, target Pair) []Order

func (Order) String 

func (od Order) String() string

type OrderBook 

type OrderBook struct {
	Price  gdecimal.Decimal `json:"Price"`
	Amount gdecimal.Decimal `json:"Amount"`
}

func RemoveInvalidOrders 

func RemoveInvalidOrders(input []OrderBook) []OrderBook

删除挂单价格或者数量为0的单子

type OrderBookList 

type OrderBookList []OrderBook

func (OrderBookList) Len 

func (obl OrderBookList) Len() int

func (OrderBookList) Less 

func (obl OrderBookList) Less(i, j int) bool

func (OrderBookList) Swap 

func (obl OrderBookList) Swap(i, j int)

type OrderId 

type OrderId string

func NewOrderId 

func NewOrderId(market Market, margin Margin, pair Pair, strId string) OrderId

func (OrderId) Margin 

func (id OrderId) Margin() Margin

func (OrderId) Market 

func (id OrderId) Market() Market

func (OrderId) MarshalJSON 

func (id OrderId) MarshalJSON() ([]byte, error)

func (OrderId) Pair 

func (id OrderId) Pair() Pair

func (OrderId) StrId 

func (id OrderId) StrId() string

func (OrderId) String 

func (id OrderId) String() string

func (*OrderId) UnmarshalJSON 

func (id *OrderId) UnmarshalJSON(b []byte) error

func (OrderId) Verify 

func (id OrderId) Verify() error

type OrderList 

type OrderList []Order

func (OrderList) Len 

func (ol OrderList) Len() int

func (OrderList) Less 

func (ol OrderList) Less(i, j int) bool

func (OrderList) Swap 

func (ol OrderList) Swap(i, j int)

type OrderSide 

type OrderSide string

func (OrderSide) CustomFormat 

func (tt OrderSide) CustomFormat(config *ExProperty) string

func (OrderSide) IsBuy 

func (tt OrderSide) IsBuy() bool

func (OrderSide) IsSell 

func (tt OrderSide) IsSell() bool

func (OrderSide) String 

func (tt OrderSide) String() string

func (OrderSide) Verify 

func (tt OrderSide) Verify() error

type OrderStatus 

type OrderStatus string

func (OrderStatus) End 

func (ts OrderStatus) End() bool

FIXME 如果部分完成后取消了，这个订单的状态是什么

func (OrderStatus) String 

func (ts OrderStatus) String() string

type OrderType 

type OrderType string

func (OrderType) CustomFormat 

func (tt OrderType) CustomFormat(config *ExProperty) string

func (OrderType) IsLimit 

func (tt OrderType) IsLimit() bool

func (OrderType) IsMarket 

func (tt OrderType) IsMarket() bool

func (OrderType) IsStopLimit 

func (tt OrderType) IsStopLimit() bool

Is stop loss limit or take profit limit order. On the front page of some platforms, there is no distinction between 'stop loss limit' and 'take profit limit', but rather a 'stop limit' order to express.

func (OrderType) String 

func (tt OrderType) String() string

func (OrderType) Verify 

func (tt OrderType) Verify() error

type Pair 

type Pair string // BTC/USDT

TODO test pairExt

func NewPair 

func NewPair(unit, quote string) Pair

func ParsePair 

func ParsePair(s string) (Pair, error)

parse ISO standard pair string

func ParsePairCustom 

func ParsePairCustom(s string, config *ExProperty) (Pair, error)

func (Pair) CustomFormat 

func (p Pair) CustomFormat(config *ExProperty) string

TODO 修整这个函数

func (Pair) First 

func (p Pair) First() string

func (Pair) Format 

func (p Pair) Format(split string, upper bool) string

func (Pair) FormatISO 

func (p Pair) FormatISO() string

func (Pair) MarshalJSON 

func (p Pair) MarshalJSON() ([]byte, error)

func (Pair) Quote 

func (p Pair) Quote() string

get first asset in ISO trade pair format

func (Pair) Second 

func (p Pair) Second() string

func (Pair) SetI 

func (p Pair) SetI(period Period) PairI

func (Pair) SetM 

func (p Pair) SetM(market Market) PairM

func (Pair) SetP 

func (p Pair) SetP(platform Platform) PairP

func (Pair) String 

func (p Pair) String() string

func (Pair) Unit 

func (p Pair) Unit() string

get first asset in ISO trade pair format

func (Pair) Verify 

func (p Pair) Verify() error

type PairI 

type PairI string // Pair with Interval

TODO test pairExt

func (PairI) I 

func (pi PairI) I() Period

func (PairI) Pair 

func (pi PairI) Pair() Pair

func (PairI) SetI 

func (pi PairI) SetI(i Period) PairI

func (PairI) SetM 

func (pi PairI) SetM(m Market) PairIM

func (PairI) SetP 

func (pi PairI) SetP(p Platform) PairIP

func (PairI) String 

func (pi PairI) String() string

func (PairI) Verify 

func (pi PairI) Verify() error

type PairIM 

type PairIM string // Pair with Interval & Market

TODO test pairExt

func (PairIM) I 

func (pim PairIM) I() Period

func (PairIM) M 

func (pim PairIM) M() Market

func (PairIM) Pair 

func (pim PairIM) Pair() Pair

func (PairIM) SetI 

func (pim PairIM) SetI(i Period) PairIM

func (PairIM) SetM 

func (pim PairIM) SetM(m Market) PairIM

func (PairIM) SetP 

func (pim PairIM) SetP(p Platform) PairIMP

func (PairIM) String 

func (pim PairIM) String() string

func (PairIM) Verify 

func (pim PairIM) Verify() error

type PairIMP 

type PairIMP string // Pair with Interval, Market & Platform

TODO test pairExt

func ParsePairIMP 

func ParsePairIMP(s string) (PairIMP, error)

func (PairIMP) I 

func (pimp PairIMP) I() Period

func (PairIMP) M 

func (pimp PairIMP) M() Market

func (PairIMP) P 

func (pimp PairIMP) P() Platform

func (PairIMP) Pair 

func (pimp PairIMP) Pair() Pair

func (PairIMP) PairMP 

func (pimp PairIMP) PairMP() PairMP

func (PairIMP) SetI 

func (pimp PairIMP) SetI(i Period) PairIMP

func (PairIMP) SetM 

func (pimp PairIMP) SetM(m Market) PairIMP

func (PairIMP) SetP 

func (pimp PairIMP) SetP(p Platform) PairIMP

func (PairIMP) String 

func (pimp PairIMP) String() string

func (PairIMP) Verify 

func (pimp PairIMP) Verify() error

type PairIP 

type PairIP string // Pair with Interval & Platform

TODO test pairExt

func (PairIP) I 

func (pip PairIP) I() Period

func (PairIP) P 

func (pip PairIP) P() Platform

func (PairIP) Pair 

func (pip PairIP) Pair() Pair

func (PairIP) SetI 

func (pip PairIP) SetI(i Period) PairIP

func (PairIP) SetM 

func (pip PairIP) SetM(m Market) PairIMP

func (PairIP) SetP 

func (pip PairIP) SetP(p Platform) PairIP

func (PairIP) String 

func (pip PairIP) String() string

func (PairIP) Verify 

func (pip PairIP) Verify() error

type PairInfo 

type PairInfo struct {
	// spot only
	Enabled        bool
	UnitPrecision  int              // precision of unit amount? No, seems useless
	QuotePrecision int              // precision of quote price? No, seems useless
	UnitMin        gdecimal.Decimal // unit min trade amount, mostly it is the same as LostStep
	UnitStep       gdecimal.Decimal // unit min step amount, min trade amount in unit, same as amount in SetPosition()
	QuoteStep      gdecimal.Decimal // quote min movement

	// shared
	Leverage              Leverage
	MarginIsolatedEnabled bool
	MarginCrossEnabled    bool
	MakerFee              gdecimal.Decimal // fee of depth maker, 挂单等吃费率
	TakerFee              gdecimal.Decimal // fee of depth taker, 主动吃单费率

	// contract only
	MaintMarginPercent    gdecimal.Decimal
	RequiredMarginPercent gdecimal.Decimal
}

币安的永续合约说明，可以辅助完善PairInfo https://binance.zendesk.com/hc/zh-cn/articles/360033161972-%E5%90%88%E7%BA%A6%E7%BB%86%E5%88%99 MinNotional decimals.Decimal // notional = price * amount

type PairM 

type PairM string // Pair with Market

TODO test pairExt

func (PairM) M 

func (pm PairM) M() Market

func (PairM) Pair 

func (pm PairM) Pair() Pair

func (PairM) SetI 

func (pm PairM) SetI(i Period) PairIM

func (PairM) SetM 

func (pm PairM) SetM(m Market) PairM

func (PairM) SetP 

func (pm PairM) SetP(p Platform) PairMP

func (PairM) String 

func (pm PairM) String() string

func (PairM) Verify 

func (pm PairM) Verify() error

type PairMP 

type PairMP string // Pair with Market & Platform

TODO test pairExt

func (PairMP) M 

func (pmp PairMP) M() Market

func (PairMP) P 

func (pmp PairMP) P() Platform

func (PairMP) Pair 

func (pmp PairMP) Pair() Pair

func (PairMP) PairM 

func (pmp PairMP) PairM() PairM

func (PairMP) PairP 

func (pmp PairMP) PairP() PairP

func (PairMP) SetI 

func (pmp PairMP) SetI(i Period) PairIMP

func (PairMP) SetM 

func (pmp PairMP) SetM(m Market) PairMP

func (PairMP) SetP 

func (pmp PairMP) SetP(p Platform) PairMP

func (PairMP) String 

func (pmp PairMP) String() string

func (PairMP) Verify 

func (pmp PairMP) Verify() error

type PairP 

type PairP string // Pair with Platform

TODO test pairExt

func IndexToPairP 

func IndexToPairP(index Asset) PairP

index is special trade pair

func (PairP) P 

func (pp PairP) P() Platform

func (PairP) Pair 

func (pp PairP) Pair() Pair

func (PairP) SetI 

func (pp PairP) SetI(i Period) PairIP

func (PairP) SetM 

func (pp PairP) SetM(m Market) PairMP

func (PairP) SetP 

func (pp PairP) SetP(p Platform) PairP

func (PairP) String 

func (pp PairP) String() string

func (PairP) Verify 

func (pp PairP) Verify() error

type Pattern 

type Pattern struct {
	PatternLHS
	PatternRHS
}

type PatternLHS 

type PatternLHS struct {
	Forms [3]KForm
}

type PatternRHS 

type PatternRHS struct {
	LongTimes  int
	ShockTimes int
	ShortTimes int
}

type Patterns 

type Patterns struct {
	Items map[PatternLHS]PatternRHS
}

func NewPatterns 

func NewPatterns() *Patterns

func (*Patterns) Best 

func (ps *Patterns) Best()

func (*Patterns) Join 

func (ps *Patterns) Join(newPattern *Patterns) *Patterns

func (*Patterns) MaxLongTimes 

func (ps *Patterns) MaxLongTimes() int

func (*Patterns) MaxShockTimes 

func (ps *Patterns) MaxShockTimes() int

func (*Patterns) MaxShortTimes 

func (ps *Patterns) MaxShortTimes() int

type Period 

type Period string
const (
	PeriodError       Period = ""
	Period1Min        Period = "1min"
	Period3Min        Period = "3min"
	Period5Min        Period = "5min"
	Period15Min       Period = "15min"
	Period30Min       Period = "30min"
	Period1Hour       Period = "1hour"
	Period2Hour       Period = "2hour"
	Period4Hour       Period = "4hour"
	Period6Hour       Period = "6hour"
	Period8Hour       Period = "8hour"
	Period12Hour      Period = "12hour"
	Period1Day        Period = "1day"
	Period1Week       Period = "1week"
	Period1MonthFUZZY Period = "1mon"
	Period1YearFUZZY  Period = "1year"
)

func DurationToPeriod 

func DurationToPeriod(d time.Duration) Period

func ParsePeriod 

func ParsePeriod(s string) (Period, error)

func (Period) CustomFormat 

func (p Period) CustomFormat(config *ExProperty) (string, error)

func (Period) MarshalJSON 

func (p Period) MarshalJSON() ([]byte, error)

func (Period) String 

func (p Period) String() string

func (Period) ToDuration 

func (p Period) ToDuration() time.Duration

func (Period) ToDurationExact 

func (p Period) ToDurationExact(t time.Time, tz *time.Location) time.Duration

对于Period1MonthFUZZY和Period1YearFUZZY也能精确计算

func (Period) ToSeconds 

func (p Period) ToSeconds() int64

func (*Period) UnmarshalJSON 

func (p *Period) UnmarshalJSON(b []byte) error

type PeriodRoundConfig 

type PeriodRoundConfig struct {
	Location  time.Location // FIXME 按下面的说法是不是不需要Location？
	WeekBegin time.Weekday
	// 本身time.Round是和时区无关的，都是依据UTC进行Round的，但是金融市场中根据Period进行RoundPeriod时，某些Period（周）就需要参考时区了，同一时刻不同时区可能属于不同的Weekday
	// 当然，如果偏要以当地时间的0点作为Round的起点，那么就要把UseLocalZeroOClockAsDayBeginning设置为true
	// 以2019-09-01 09:00:00 +0800 CST 为例，Round24小时，标准结果应该等于2019-09-01 08:00:00 +0800 CST，这个是Go标准库的执行结果
	// 要遵循Go标准库time.Round的思路，就需要把UseLocalZeroOClockAsDayBeginning设置为false
	UseLocalZeroOClockAsDayBeginning bool // false: use UTC zero clock
}

func (PeriodRoundConfig) String 

func (cc PeriodRoundConfig) String() string

type Platform 

type Platform string

func AllStockExchanges 

func AllStockExchanges() []Platform

func ParsePlatform 

func ParsePlatform(name string) (Platform, error)

func RemoveDuplicatePlatforms 

func RemoveDuplicatePlatforms(platforms []Platform) []Platform

func (*Platform) Info 

func (p *Platform) Info() PlatformInfo

func (Platform) IsSupported 

func (p Platform) IsSupported() bool

Check whether supported exchange or n ot.

func (Platform) MarshalJSON 

func (p Platform) MarshalJSON() ([]byte, error)

func (Platform) String 

func (p Platform) String() string

func (*Platform) UnmarshalJSON 

func (p *Platform) UnmarshalJSON(data []byte) error

type PlatformInfo 

type PlatformInfo struct {
	Support  []AssetType
	OpenDate gtime.Date
}

type Portfolio 

type Portfolio struct {
	RelevantSet *Irrelevant `json:"RelevantSet,omitempty"`
	DirectSet   []PairMP    `json:"DirectSet,omitempty"`
}

func (Portfolio) String 

func (p Portfolio) String() string

func (Portfolio) Targets 

func (p Portfolio) Targets() []PairMP

func (Portfolio) Verify 

func (p Portfolio) Verify() error

type RHS 

type RHS struct {
	Shock map[int]int // map[PeriodSize]ShockScale[-3,3]
}

associated rules consequent

type Since 

type Since struct {
	Time *time.Time
	Id   *int64
}

type SubAcc 

type SubAcc string

* 子账户

SubAcc的形式： ::spot:: ::spot::cross customSubAcc::spot::cross

func NewSubAccAddr 

func NewSubAccAddr(subAccName string, market Market, margin Margin) SubAcc

func (SubAcc) Parse 

func (sa SubAcc) Parse() (sap SubAccParsed, err error)

func (SubAcc) String 

func (sa SubAcc) String() string

func (SubAcc) Verify 

func (sa SubAcc) Verify() error

type SubAccParsed 

type SubAccParsed struct {
	Name   string
	Market Market
	Margin Margin
}

* 子账户

SubAcc的形式： ::spot:: ::spot::cross customSubAcc::spot::cross

func ParseSubAcc 

func ParseSubAcc(s string) (sap SubAccParsed, err error)

type TACross 

type TACross struct {
	Time      time.Time
	Direction Dir
}

func TACrossesSort 

func TACrossesSort(src []TACross) []TACross

type TACrosses 

type TACrosses []TACross

func (TACrosses) Len 

func (ccs TACrosses) Len() int

func (TACrosses) Less 

func (ccs TACrosses) Less(i, j int) bool

func (TACrosses) Swap 

func (ccs TACrosses) Swap(i, j int)

type Tick 

type Tick struct {
	Time   time.Time        `json:"time"`
	Last   gdecimal.Decimal `json:"last"` // 最新成交价, binance has Last only
	Buy    gdecimal.Decimal `json:"buy"`  // 买一价
	Sell   gdecimal.Decimal `json:"sell"` // 卖一价
	High   gdecimal.Decimal `json:"high"` // 最高价
	Low    gdecimal.Decimal `json:"low"`  // 最低价
	Volume gdecimal.Decimal `json:"vol"`  // 最近的24小时成交量
}

In some exchange, it won't return H/L/V, even returns T & Last only, like binance They will be filled with -1

func (Tick) String 

func (t Tick) String() string

type Ticks 

type Ticks struct {
	Items map[PairM]gdecimal.Decimal
}

In some exchange, it won't return H/L/V, even returns T & Last only, like binance They will be filled with -1

func TicksToPrices 

func TicksToPrices(ticks map[PairM]Tick) Ticks

func (Ticks) GetUSDPrice 

func (t Ticks) GetUSDPrice(market Market, unit string) (gdecimal.Decimal, error)

Query fiat price of some asset. unit: which asset's fiat price need to query.

type TimeDoc 

type TimeDoc interface {
	GetId() (gdecimal.Decimal, error)
	GetTime() (time.Time, error)
}

type TimeSeries 

type TimeSeries interface {
	GetName() string
	GetInterval() (time.Duration, error)
	GetDoc(i int) TimeDoc
	Len() int
	Swap(i, j int)
	Less(i, j int) bool
}

type TradeIncome 

type TradeIncome string

type TradeIntent 

type TradeIntent string // 交易意图

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