futuresusdt

package
v0.0.6 Latest Latest
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 Go to latest Published: Apr 17, 2021 License: MIT Imports: 6 Imported by: 0

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Types

type AggTradeCombinedResponse 

type AggTradeCombinedResponse struct {
	StreamName string           `json:"stream"` // Stream Name
	Data       AggTradeResponse `json:"data"`   // data
}

AggTradeCombinedResponse json parser

type AggTradeResponse 

type AggTradeResponse struct {
	EventType           string `json:"e"` // Event type
	EventTime           int64  `json:"E"` // Event time stamp
	Symbol              string `json:"s"` // Symbol
	AggregateTradeID    int64  `json:"a"` // Aggregate trade ID
	Price               string `json:"p"` // Price
	Quantity            string `json:"q"` // Quantity
	FirstTradeID        int64  `json:"f"` // First trade ID
	LastTradeID         int64  `json:"l"` // Last trade ID
	TradeTime           int64  `json:"T"` // Trade time
	IsBuyerMarketMarker bool   `json:"m"` // Is the buyer the market maker
}

AggTradeResponse json parser

type AllBookTickerCombinedResponse 

type AllBookTickerCombinedResponse struct {
	StreamName string                `json:"stream"` // Stream Name
	Data       AllBookTickerResponse `json:"data"`   // data
}

AllBookTickerCombinedResponse json parser

type AllBookTickerResponse 

type AllBookTickerResponse struct {
	EventType       string `json:"e"` // Event type
	OrderUpdateID   int64  `json:"u"` // Order book updateId
	EventTime       int64  `json:"E"` // Event time stamp
	TransactionTime int64  `json:"T"` // Transaction time stamp
	Symbol          string `json:"s"` // Symbol
	BestPrice       string `json:"b"` // Best bid price
	BestQTY         string `json:"B"` // Best bid qty
	BestAskPrice    string `json:"a"` // Best ask price
	BestAskQTY      string `json:"A"` // Best ask qty
}

AllBookTickerResponse json parser

type AllMarketLiquidationOrderCombinedResponse 

type AllMarketLiquidationOrderCombinedResponse struct {
	StreamName string                            `json:"stream"` // Stream Name
	Data       AllMarketLiquidationOrderResponse `json:"data"`   // data
}

AllMarketLiquidationOrderCombinedResponse json parser

type AllMarketLiquidationOrderResponse 

type AllMarketLiquidationOrderResponse struct {
	EventType string `json:"e"` // Event type
	EventTime int64  `json:"E"` // Event time stamp
	Order     struct {
		Symbol                    string `json:"s"`  // Symbol
		Side                      string `json:"S"`  // Side
		OrderType                 string `json:"o"`  // Order Type
		ForceTime                 string `json:"f"`  // Time in force
		OriginalQuantity          string `json:"q"`  // Original Quantity
		Price                     string `json:"p"`  // Price
		AveragePrice              string `json:"ap"` // Average price
		OrderStatus               string `json:"X"`  // Order status
		LastFilledQuantity        string `json:"l"`  // Order last filled quantity
		FilledAccumulatedQuantity string `json:"z"`  // Order filled accumulated quantity
		OrderTradeTime            int64  `json:"T"`  // Order time
	} `json:"o"` // Order
}

AllMarketLiquidationOrderResponse json parser

type AllMarketMiniTickerCombinedResponse 

type AllMarketMiniTickerCombinedResponse struct {
	StreamName string                      `json:"stream"` // Stream Name
	Data       AllMarketMiniTickerResponse `json:"data"`   // data
}

AllMarketMiniTickerCombinedResponse json parser

type AllMarketMiniTickerResponse 

type AllMarketMiniTickerResponse []struct {
	EventType   string `json:"e"` // Event type
	EventTime   int64  `json:"E"` // Event time stamp
	Symbol      string `json:"s"` // Symbol
	ClosePrice  string `json:"c"` // Close price
	OpenPrice   string `json:"o"` // Open price
	HighPrice   string `json:"h"` // Highest price
	LowPrice    string `json:"l"` // Lowest price
	BaseVolume  string `json:"v"` // Total traded base asset volume
	QuoteVolume string `json:"q"` // Total traded quote asset volume
}

AllMarketMiniTickerResponse json parser

type AllMarketPriceCombinedResponse 

type AllMarketPriceCombinedResponse struct {
	StreamName string                 `json:"stream"` // Stream Name
	Data       AllMarketPriceResponse `json:"data"`   // data
}

AllMarketPriceCombinedResponse json parser

type AllMarketPriceResponse 

type AllMarketPriceResponse []struct {
	EventType       string `json:"e"` // Event type
	EventTime       int64  `json:"E"` // Event time stamp
	Symbol          string `json:"s"` // Symbol
	MarketPrice     string `json:"p"` // Market price
	IndexPrice      string `json:"i"` // Index price
	EstimatedPrice  string `json:"P"` // Estimated Settle Price, only useful in the last hour before the settlement starts
	FundingRate     string `json:"r"` // Funding rate
	NextFundingTime int64  `json:"T"` // Next funding time
}

AllMarketPriceResponse json parser

type AllMarketTickerCombinedResponse 

type AllMarketTickerCombinedResponse struct {
	StreamName string                  `json:"stream"` // Stream Name
	Data       AllMarketTickerResponse `json:"data"`   // data
}

AllMarketTickerCombinedResponse json parser

type AllMarketTickerResponse 

type AllMarketTickerResponse []struct {
	EventType          string `json:"e"` // Event type
	EventTime          int64  `json:"E"` // Event time stamp
	Symbol             string `json:"s"` // Symbol
	PriceChange        string `json:"p"` // Price change
	PriceChangePercent string `json:"P"` // Price change percent
	AverageWeighted    string `json:"w"` // Weighted average price
	LastPrice          string `json:"c"` // Last price
	LastQuantity       string `json:"Q"` // Last quantity
	OpenPrice          string `json:"o"` // Open price
	HighPrice          string `json:"h"` // Highest price
	LowPrice           string `json:"l"` // Lowest price
	BaseVolume         string `json:"v"` // Total traded base asset volume
	QuoteVolume        string `json:"q"` // Total traded quote asset volume
	OpenTime           int64  `json:"O"` // Statistics open time
	CloseTime          int64  `json:"C"` // Statistics close time
	FirstTradeID       int64  `json:"F"` // First trade id
	LastTradeID        int64  `json:"L"` // Last trade id
	TotalTrades        int64  `json:"n"` // Total number of trades
}

AllMarketTickerResponse json parser

type BLVTCandlestickCombinedResponse 

type BLVTCandlestickCombinedResponse struct {
	StreamName string                  `json:"stream"` // Stream Name
	Data       BLVTCandlestickResponse `json:"data"`   // data
}

BLVTCandlestickCombinedResponse json parser

type BLVTCandlestickResponse 

type BLVTCandlestickResponse struct {
	EventType string `json:"e"` // Event type
	EventTime int64  `json:"E"` // Event time stamp
	Symbol    string `json:"s"` // BLVT name
	KLine     struct {
		StartTime        int64  `json:"t"` // K line start time
		CloseTime        int64  `json:"T"` // K line close time
		Symbol           string `json:"s"` // BLVT name
		Interval         string `json:"i"` // Interval
		FirstTradeID     int64  `json:"f"` // First NAV update time
		LastTradeID      int64  `json:"L"` // Last NAV update time
		OpenPrice        string `json:"o"` // Open NAV Price
		ClosePrice       string `json:"c"` // Close NAV Price
		HighPrice        string `json:"h"` // Highest NAV price
		LowPrice         string `json:"l"` // Lowest NAV price
		RealLeverage     string `json:"v"` // Real leverage
		NAVNumber        int64  `json:"n"` // Number of NAV update
		Closed           bool   `json:"x"` // Ignore
		QuoteVolume      string `json:"q"` // Ignore
		TakerBaseVolume  string `json:"V"` // Ignore
		TakerQuoteVolume string `json:"Q"` // Ignore
		OtherParam       string `json:"B"` // Ignore
	} `json:"k"`
}

BLVTCandlestickResponse json parser

type BLVTInfoCombinedResponse 

type BLVTInfoCombinedResponse struct {
	StreamName string           `json:"stream"` // Stream Name
	Data       BLVTInfoResponse `json:"data"`   // data
}

BLVTInfoCombinedResponse json parser

type BLVTInfoResponse 

type BLVTInfoResponse struct {
	EventType   string          `json:"e"` // Event type
	EventTime   int64           `json:"E"` // Event time stamp
	Symbol      string          `json:"s"` // BLVT name
	IssuedToken decimal.Decimal `json:"m"` // Token issued
	Baskets     []struct {
		Symbol  string          `json:"s"` // Futures symbol
		Numbers decimal.Decimal `json:"n"` // position
	} `json:"b"` // Baskets
	NetValue       decimal.Decimal `json:"n"` // BLVT NAV
	RealLeverage   decimal.Decimal `json:"l"` // Real leverage
	TargetLeverage decimal.Decimal `json:"t"` // Target leverage
	FundingRatio   decimal.Decimal `json:"f"` // FundingRatio
}

BLVTInfoResponse json parser

type CandlestickCombinedResponse 

type CandlestickCombinedResponse struct {
	StreamName string              `json:"stream"` // Stream Name
	Data       CandlestickResponse `json:"data"`   // data
}

CandlestickCombinedResponse json parser

type CandlestickResponse 

type CandlestickResponse struct {
	EventType string `json:"e"` // Event type
	EventTime int64  `json:"E"` // Event time stamp
	Symbol    string `json:"s"` // Symbol
	KLine     struct {
		StartTime        int64  `json:"t"` // K line start time
		CloseTime        int64  `json:"T"` // K line close time
		Symbol           string `json:"s"` // Symbol
		Interval         string `json:"i"` // Interval
		FirstTradeID     int64  `json:"f"` // First Trade ID
		LastTradeID      int64  `json:"L"` // Last Trade ID
		OpenPrice        string `json:"o"` // Open Price
		ClosePrice       string `json:"c"` // Close Price
		HighPrice        string `json:"h"` // Highest price
		LowPrice         string `json:"l"` // Lowest price
		BaseVolume       string `json:"v"` // Base asset volume
		TradeNumbers     int64  `json:"n"` // Number of trades
		Closed           bool   `json:"x"` // Is this K line closed
		QuoteVolume      string `json:"q"` // Quote asset volume
		TakerBaseVolume  string `json:"V"` // Taker buy base asset volume
		TakerQuoteVolume string `json:"Q"` // Taker buy quote asset volume
		OtherParam       string `json:"B"` // Ignore
	} `json:"k"` // K line
}

CandlestickResponse json parser

type CompositeIndexCombinedResponse 

type CompositeIndexCombinedResponse struct {
	StreamName string                 `json:"stream"` // Stream Name
	Data       CompositeIndexResponse `json:"data"`   // data
}

CompositeIndexCombinedResponse json parser

type CompositeIndexResponse 

type CompositeIndexResponse struct {
	EventType   string `json:"e"` // Event type
	EventTime   int64  `json:"E"` // Event time stamp
	Symbol      string `json:"s"` // Symbol
	Price       string `json:"p"` // Price
	Composition []struct {
		BaseAsset        string `json:"b"`
		QuantityWeight   string `json:"w"` // Weight in quantity
		PercentageWeight string `json:"W"` // Weight in percentage
	} `json:"c"` // composition
}

CompositeIndexResponse json parser

type ContinuesCandlestickCombinedResponse 

type ContinuesCandlestickCombinedResponse struct {
	StreamName string                       `json:"stream"` // Stream Name
	Data       ContinuesCandlestickResponse `json:"data"`   // data
}

ContinuesCandlestickCombinedResponse json parser

type ContinuesCandlestickResponse 

type ContinuesCandlestickResponse struct {
	EventType    string `json:"e"`  // Event type
	EventTime    int64  `json:"E"`  // Event time stamp
	Pair         string `json:"ps"` // Pair
	ContractType string `json:"ct"` // Contract type
	KLine        struct {
		StartTime        int64  `json:"t"` // K line start time
		CloseTime        int64  `json:"T"` // K line close time
		Interval         string `json:"i"` // Interval
		FirstTradeID     int64  `json:"f"` // First Trade ID
		LastTradeID      int64  `json:"L"` // Last Trade ID
		OpenPrice        string `json:"o"` // Open Price
		ClosePrice       string `json:"c"` // Close Price
		HighPrice        string `json:"h"` // Highest price
		LowPrice         string `json:"l"` // Lowest price
		BaseVolume       string `json:"v"` // Base asset volume
		TradeNumbers     int64  `json:"n"` // Number of trades
		Closed           bool   `json:"x"` // Is this K line closed
		QuoteVolume      string `json:"q"` // Quote asset volume
		TakerBaseVolume  string `json:"V"` // Taker buy base asset volume
		TakerQuoteVolume string `json:"Q"` // Taker buy quote asset volume
		OtherParam       string `json:"B"` // Ignore
	} `json:"k"` // K line
}

ContinuesCandlestickResponse json parser

type DiffBookDepthCombinedResponse 

type DiffBookDepthCombinedResponse struct {
	StreamName string                `json:"stream"` // Stream Name
	Data       DiffBookDepthResponse `json:"data"`   // data
}

DiffBookDepthCombinedResponse json parser

type DiffBookDepthResponse 

type DiffBookDepthResponse struct {
	EventType                 string     `json:"e"`  // Event type
	EventTime                 int64      `json:"E"`  // Event time stamp
	TransactionTime           int64      `json:"T"`  // Transaction time stamp
	Symbol                    string     `json:"s"`  // Symbol
	FirstUpdateID             int64      `json:"U"`  // First update ID in event
	FinalUpdateID             int64      `json:"u"`  // Final update ID in event
	FinalUpdateIDInLastStream int64      `json:"Pu"` // Final update Id in last stream(ie `u` in last stream)
	Bids                      [][]string `json:"b"`  // Bids to be updated, in addition, there will be two elements in the array, the first is Price Level to be, and the second is Quantity
	Asks                      [][]string `json:"a"`  // Asks to be updated, in addition, there will be two elements in the array, the first is Price Level to be, and the second is Quantity
}

DiffBookDepthResponse json parser

type FuturesAggTradeWebsocketClient 

type FuturesAggTradeWebsocketClient struct {
	binance.WebsocketClient
}

FuturesAggTradeWebsocketClient responsible to handle market price data from websocket

func NewUSDTFuturesAggTradeWebsocketClient 

func NewUSDTFuturesAggTradeWebsocketClient(streams ...string) *FuturesAggTradeWebsocketClient

NewUSDTFuturesAggTradeWebsocketClient Factory function

func (*FuturesAggTradeWebsocketClient) GetCombined 

func (u *FuturesAggTradeWebsocketClient) GetCombined(id uint)

GetCombined get combined

func (*FuturesAggTradeWebsocketClient) GetSubscribe 

func (u *FuturesAggTradeWebsocketClient) GetSubscribe(id uint)

GetSubscribe get subscribed list

func (*FuturesAggTradeWebsocketClient) SetCombined 

func (u *FuturesAggTradeWebsocketClient) SetCombined(b bool, id uint)

SetCombined set combined, it is true when stream's length is greater than one, and false if stream's length is equal to one

func (*FuturesAggTradeWebsocketClient) SetHandler 

func (u *FuturesAggTradeWebsocketClient) SetHandler(connectHandler binance.ConnectedHandler, responseHandler binance.ResponseHandler)

SetHandler set callback handler

func (*FuturesAggTradeWebsocketClient) Subscribe 

func (u *FuturesAggTradeWebsocketClient) Subscribe(id uint, params ...string)

Subscribe subscribe market price data

func (*FuturesAggTradeWebsocketClient) Unsubscribe 

func (u *FuturesAggTradeWebsocketClient) Unsubscribe(id uint, params ...string)

Unsubscribe unsubscribe market price data

type FuturesAllBookTickerWebsocketClient 

type FuturesAllBookTickerWebsocketClient struct {
	binance.WebsocketClient
}

FuturesAllBookTickerWebsocketClient responsible to handle market price data from websocket

func NewUSDTFuturesAllBookTickerWebsocketClient 

func NewUSDTFuturesAllBookTickerWebsocketClient(streams ...string) *FuturesAllBookTickerWebsocketClient

NewUSDTFuturesAllBookTickerWebsocketClient Factory function

func (*FuturesAllBookTickerWebsocketClient) GetCombined 

func (u *FuturesAllBookTickerWebsocketClient) GetCombined(id uint)

GetCombined get combined

func (*FuturesAllBookTickerWebsocketClient) GetSubscribe 

func (u *FuturesAllBookTickerWebsocketClient) GetSubscribe(id uint)

GetSubscribe get subscribed list

func (*FuturesAllBookTickerWebsocketClient) SetCombined 

func (u *FuturesAllBookTickerWebsocketClient) SetCombined(b bool, id uint)

SetCombined set combined, it is true when stream's length is greater than one, and false if stream's length is equal to one

func (*FuturesAllBookTickerWebsocketClient) SetHandler 

func (u *FuturesAllBookTickerWebsocketClient) SetHandler(connectHandler binance.ConnectedHandler, responseHandler binance.ResponseHandler)

SetHandler set callback handler

func (*FuturesAllBookTickerWebsocketClient) Subscribe 

func (u *FuturesAllBookTickerWebsocketClient) Subscribe(id uint, params ...string)

Subscribe subscribe market price data

func (*FuturesAllBookTickerWebsocketClient) Unsubscribe 

func (u *FuturesAllBookTickerWebsocketClient) Unsubscribe(id uint, params ...string)

Unsubscribe unsubscribe market price data

type FuturesAllMarketLiquidationOrderWebsocketClient 

type FuturesAllMarketLiquidationOrderWebsocketClient struct {
	binance.WebsocketClient
}

FuturesAllMarketLiquidationOrderWebsocketClient responsible to handle market price data from websocket

func NewUSDTFuturesAllMarketLiquidationOrderWebsocketClient 

func NewUSDTFuturesAllMarketLiquidationOrderWebsocketClient(streams ...string) *FuturesAllMarketLiquidationOrderWebsocketClient

NewUSDTFuturesAllMarketLiquidationOrderWebsocketClient Factory function

func (*FuturesAllMarketLiquidationOrderWebsocketClient) GetCombined 

func (u *FuturesAllMarketLiquidationOrderWebsocketClient) GetCombined(id uint)

GetCombined get combined

func (*FuturesAllMarketLiquidationOrderWebsocketClient) GetSubscribe 

func (u *FuturesAllMarketLiquidationOrderWebsocketClient) GetSubscribe(id uint)

GetSubscribe get subscribed list

func (*FuturesAllMarketLiquidationOrderWebsocketClient) SetCombined 

func (u *FuturesAllMarketLiquidationOrderWebsocketClient) SetCombined(b bool, id uint)

SetCombined set combined, it is true when stream's length is greater than one, and false if stream's length is equal to one

func (*FuturesAllMarketLiquidationOrderWebsocketClient) SetHandler 

func (u *FuturesAllMarketLiquidationOrderWebsocketClient) SetHandler(connectHandler binance.ConnectedHandler, responseHandler binance.ResponseHandler)

SetHandler set callback handler

func (*FuturesAllMarketLiquidationOrderWebsocketClient) Subscribe 

func (u *FuturesAllMarketLiquidationOrderWebsocketClient) Subscribe(id uint, params ...string)

Subscribe subscribe market price data

func (*FuturesAllMarketLiquidationOrderWebsocketClient) Unsubscribe 

func (u *FuturesAllMarketLiquidationOrderWebsocketClient) Unsubscribe(id uint, params ...string)

Unsubscribe unsubscribe market price data

type FuturesAllMarketMiniTickerWebsocketClient 

type FuturesAllMarketMiniTickerWebsocketClient struct {
	binance.WebsocketClient
}

FuturesAllMarketMiniTickerWebsocketClient responsible to handle market price data from websocket

func NewUSDTFuturesAllMarketMiniTickerWebsocketClient 

func NewUSDTFuturesAllMarketMiniTickerWebsocketClient(streams ...string) *FuturesAllMarketMiniTickerWebsocketClient

NewUSDTFuturesAllMarketMiniTickerWebsocketClient Factory function

func (*FuturesAllMarketMiniTickerWebsocketClient) GetCombined 

func (u *FuturesAllMarketMiniTickerWebsocketClient) GetCombined(id uint)

GetCombined get combined

func (*FuturesAllMarketMiniTickerWebsocketClient) GetSubscribe 

func (u *FuturesAllMarketMiniTickerWebsocketClient) GetSubscribe(id uint)

GetSubscribe get subscribed list

func (*FuturesAllMarketMiniTickerWebsocketClient) SetCombined 

func (u *FuturesAllMarketMiniTickerWebsocketClient) SetCombined(b bool, id uint)

SetCombined set combined, it is true when stream's length is greater than one, and false if stream's length is equal to one

func (*FuturesAllMarketMiniTickerWebsocketClient) SetHandler 

func (u *FuturesAllMarketMiniTickerWebsocketClient) SetHandler(connectHandler binance.ConnectedHandler, responseHandler binance.ResponseHandler)

SetHandler set callback handler

func (*FuturesAllMarketMiniTickerWebsocketClient) Subscribe 

func (u *FuturesAllMarketMiniTickerWebsocketClient) Subscribe(id uint, params ...string)

Subscribe subscribe market price data

func (*FuturesAllMarketMiniTickerWebsocketClient) Unsubscribe 

func (u *FuturesAllMarketMiniTickerWebsocketClient) Unsubscribe(id uint, params ...string)

Unsubscribe unsubscribe market price data

type FuturesAllMarketPriceWebsocketClient 

type FuturesAllMarketPriceWebsocketClient struct {
	binance.WebsocketClient
}

FuturesAllMarketPriceWebsocketClient responsible to handle market price data from websocket

func NewUSDTFuturesAllMarketPriceWebsocketClient 

func NewUSDTFuturesAllMarketPriceWebsocketClient(streams ...string) *FuturesAllMarketPriceWebsocketClient

NewUSDTFuturesAllMarketPriceWebsocketClient Factory function

func (*FuturesAllMarketPriceWebsocketClient) GetCombined 

func (u *FuturesAllMarketPriceWebsocketClient) GetCombined(id uint)

GetCombined get combined

func (*FuturesAllMarketPriceWebsocketClient) GetSubscribe 

func (u *FuturesAllMarketPriceWebsocketClient) GetSubscribe(id uint)

GetSubscribe get subscribed list

func (*FuturesAllMarketPriceWebsocketClient) SetCombined 

func (u *FuturesAllMarketPriceWebsocketClient) SetCombined(b bool, id uint)

SetCombined set combined, it is true when stream's length is greater than one, and false if stream's length is equal to one

func (*FuturesAllMarketPriceWebsocketClient) SetHandler 

func (u *FuturesAllMarketPriceWebsocketClient) SetHandler(connectHandler binance.ConnectedHandler, responseHandler binance.ResponseHandler)

SetHandler set callback handler

func (*FuturesAllMarketPriceWebsocketClient) Subscribe 

func (u *FuturesAllMarketPriceWebsocketClient) Subscribe(id uint, params ...string)

Subscribe subscribe market price data

func (*FuturesAllMarketPriceWebsocketClient) Unsubscribe 

func (u *FuturesAllMarketPriceWebsocketClient) Unsubscribe(id uint, params ...string)

Unsubscribe unsubscribe market price data

type FuturesAllMarketTickerWebsocketClient 

type FuturesAllMarketTickerWebsocketClient struct {
	binance.WebsocketClient
}

FuturesAllMarketTickerWebsocketClient responsible to handle market price data from websocket

func NewUSDTFuturesAllMarketTickerWebsocketClient 

func NewUSDTFuturesAllMarketTickerWebsocketClient(streams ...string) *FuturesAllMarketTickerWebsocketClient

NewUSDTFuturesAllMarketTickerWebsocketClient Factory function

func (*FuturesAllMarketTickerWebsocketClient) GetCombined 

func (u *FuturesAllMarketTickerWebsocketClient) GetCombined(id uint)

GetCombined get combined

func (*FuturesAllMarketTickerWebsocketClient) GetSubscribe 

func (u *FuturesAllMarketTickerWebsocketClient) GetSubscribe(id uint)

GetSubscribe get subscribed list

func (*FuturesAllMarketTickerWebsocketClient) SetCombined 

func (u *FuturesAllMarketTickerWebsocketClient) SetCombined(b bool, id uint)

SetCombined set combined, it is true when stream's length is greater than one, and false if stream's length is equal to one

func (*FuturesAllMarketTickerWebsocketClient) SetHandler 

func (u *FuturesAllMarketTickerWebsocketClient) SetHandler(connectHandler binance.ConnectedHandler, responseHandler binance.ResponseHandler)

SetHandler set callback handler

func (*FuturesAllMarketTickerWebsocketClient) Subscribe 

func (u *FuturesAllMarketTickerWebsocketClient) Subscribe(id uint, params ...string)

Subscribe subscribe market price data

func (*FuturesAllMarketTickerWebsocketClient) Unsubscribe 

func (u *FuturesAllMarketTickerWebsocketClient) Unsubscribe(id uint, params ...string)

Unsubscribe unsubscribe market price data

type FuturesBLVTCandlestickWebsocketClient 

type FuturesBLVTCandlestickWebsocketClient struct {
	binance.WebsocketClient
}

FuturesBLVTCandlestickWebsocketClient responsible to handle market price data from websocket

func NewUSDTFuturesBLVTCandlestickWebsocketClient 

func NewUSDTFuturesBLVTCandlestickWebsocketClient(streams ...string) *FuturesBLVTCandlestickWebsocketClient

NewUSDTFuturesBLVTCandlestickWebsocketClient Factory function

func (*FuturesBLVTCandlestickWebsocketClient) GetCombined 

func (u *FuturesBLVTCandlestickWebsocketClient) GetCombined(id uint)

GetCombined get combined

func (*FuturesBLVTCandlestickWebsocketClient) GetSubscribe 

func (u *FuturesBLVTCandlestickWebsocketClient) GetSubscribe(id uint)

GetSubscribe get subscribed list

func (*FuturesBLVTCandlestickWebsocketClient) SetCombined 

func (u *FuturesBLVTCandlestickWebsocketClient) SetCombined(b bool, id uint)

SetCombined set combined, it is true when stream's length is greater than one, and false if stream's length is equal to one

func (*FuturesBLVTCandlestickWebsocketClient) SetHandler 

func (u *FuturesBLVTCandlestickWebsocketClient) SetHandler(connectHandler binance.ConnectedHandler, responseHandler binance.ResponseHandler)

SetHandler set callback handler

func (*FuturesBLVTCandlestickWebsocketClient) Subscribe 

func (u *FuturesBLVTCandlestickWebsocketClient) Subscribe(id uint, params ...string)

Subscribe subscribe market price data

func (*FuturesBLVTCandlestickWebsocketClient) Unsubscribe 

func (u *FuturesBLVTCandlestickWebsocketClient) Unsubscribe(id uint, params ...string)

Unsubscribe unsubscribe market price data

type FuturesBLVTInfoWebsocketClient 

type FuturesBLVTInfoWebsocketClient struct {
	binance.WebsocketClient
}

FuturesBLVTInfoWebsocketClient responsible to handle market price data from websocket

func NewUSDTFuturesBLVTInfoClient 

func NewUSDTFuturesBLVTInfoClient(streams ...string) *FuturesBLVTInfoWebsocketClient

NewUSDTFuturesBLVTInfoClient Factory function stream's token name must be uppercase, e.g. "TRXDOWN@tokenNav"

func (*FuturesBLVTInfoWebsocketClient) GetCombined 

func (u *FuturesBLVTInfoWebsocketClient) GetCombined(id uint)

GetCombined get combined

func (*FuturesBLVTInfoWebsocketClient) GetSubscribe 

func (u *FuturesBLVTInfoWebsocketClient) GetSubscribe(id uint)

GetSubscribe get subscribed list

func (*FuturesBLVTInfoWebsocketClient) SetCombined 

func (u *FuturesBLVTInfoWebsocketClient) SetCombined(b bool, id uint)

SetCombined set combined, it is true when stream's length is greater than one, and false if stream's length is equal to one

func (*FuturesBLVTInfoWebsocketClient) SetHandler 

func (u *FuturesBLVTInfoWebsocketClient) SetHandler(connectHandler binance.ConnectedHandler, responseHandler binance.ResponseHandler)

SetHandler set callback handler

func (*FuturesBLVTInfoWebsocketClient) Subscribe 

func (u *FuturesBLVTInfoWebsocketClient) Subscribe(id uint, params ...string)

Subscribe subscribe market price data

func (*FuturesBLVTInfoWebsocketClient) Unsubscribe 

func (u *FuturesBLVTInfoWebsocketClient) Unsubscribe(id uint, params ...string)

Unsubscribe unsubscribe market price data

type FuturesCandlestickWebsocketClient 

type FuturesCandlestickWebsocketClient struct {
	binance.WebsocketClient
}

FuturesCandlestickWebsocketClient responsible to handle market price data from websocket

func NewUSDTFuturesCandlestickWebsocketClient 

func NewUSDTFuturesCandlestickWebsocketClient(streams ...string) *FuturesCandlestickWebsocketClient

NewUSDTFuturesCandlestickWebsocketClient Factory function

func (*FuturesCandlestickWebsocketClient) GetCombined 

func (u *FuturesCandlestickWebsocketClient) GetCombined(id uint)

GetCombined get combined

func (*FuturesCandlestickWebsocketClient) GetSubscribe 

func (u *FuturesCandlestickWebsocketClient) GetSubscribe(id uint)

GetSubscribe get subscribed list

func (*FuturesCandlestickWebsocketClient) SetCombined 

func (u *FuturesCandlestickWebsocketClient) SetCombined(b bool, id uint)

SetCombined set combined, it is true when stream's length is greater than one, and false if stream's length is equal to one

func (*FuturesCandlestickWebsocketClient) SetHandler 

func (u *FuturesCandlestickWebsocketClient) SetHandler(connectHandler binance.ConnectedHandler, responseHandler binance.ResponseHandler)

SetHandler set callback handler

func (*FuturesCandlestickWebsocketClient) Subscribe 

func (u *FuturesCandlestickWebsocketClient) Subscribe(id uint, params ...string)

Subscribe subscribe market price data

func (*FuturesCandlestickWebsocketClient) Unsubscribe 

func (u *FuturesCandlestickWebsocketClient) Unsubscribe(id uint, params ...string)

Unsubscribe unsubscribe market price data

type FuturesCompositeIndexWebsocketClient 

type FuturesCompositeIndexWebsocketClient struct {
	binance.WebsocketClient
}

FuturesCompositeIndexWebsocketClient responsible to handle market price data from websocket

func NewUSDTFuturesCompositeIndexWebsocketClient 

func NewUSDTFuturesCompositeIndexWebsocketClient(streams ...string) *FuturesCompositeIndexWebsocketClient

NewUSDTFuturesCompositeIndexWebsocketClient Factory function

func (*FuturesCompositeIndexWebsocketClient) GetCombined 

func (u *FuturesCompositeIndexWebsocketClient) GetCombined(id uint)

GetCombined get combined

func (*FuturesCompositeIndexWebsocketClient) GetSubscribe 

func (u *FuturesCompositeIndexWebsocketClient) GetSubscribe(id uint)

GetSubscribe get subscribed list

func (*FuturesCompositeIndexWebsocketClient) SetCombined 

func (u *FuturesCompositeIndexWebsocketClient) SetCombined(b bool, id uint)

SetCombined set combined, it is true when stream's length is greater than one, and false if stream's length is equal to one

func (*FuturesCompositeIndexWebsocketClient) SetHandler 

func (u *FuturesCompositeIndexWebsocketClient) SetHandler(connectHandler binance.ConnectedHandler, responseHandler binance.ResponseHandler)

SetHandler set callback handler

func (*FuturesCompositeIndexWebsocketClient) Subscribe 

func (u *FuturesCompositeIndexWebsocketClient) Subscribe(id uint, params ...string)

Subscribe subscribe market price data

func (*FuturesCompositeIndexWebsocketClient) Unsubscribe 

func (u *FuturesCompositeIndexWebsocketClient) Unsubscribe(id uint, params ...string)

Unsubscribe unsubscribe market price data

type FuturesContinuesCandlestickWebsocketClient 

type FuturesContinuesCandlestickWebsocketClient struct {
	binance.WebsocketClient
}

FuturesContinuesCandlestickWebsocketClient responsible to handle market price data from websocket

func NewUSDTFuturesContinuesCandlestickWebsocketClient 

func NewUSDTFuturesContinuesCandlestickWebsocketClient(streams ...string) *FuturesContinuesCandlestickWebsocketClient

NewUSDTFuturesContinuesCandlestickWebsocketClient Factory function

func (*FuturesContinuesCandlestickWebsocketClient) GetCombined 

func (u *FuturesContinuesCandlestickWebsocketClient) GetCombined(id uint)

GetCombined get combined

func (*FuturesContinuesCandlestickWebsocketClient) GetSubscribe 

func (u *FuturesContinuesCandlestickWebsocketClient) GetSubscribe(id uint)

GetSubscribe get subscribed list

func (*FuturesContinuesCandlestickWebsocketClient) SetCombined 

func (u *FuturesContinuesCandlestickWebsocketClient) SetCombined(b bool, id uint)

SetCombined set combined, it is true when stream's length is greater than one, and false if stream's length is equal to one

func (*FuturesContinuesCandlestickWebsocketClient) SetHandler 

func (u *FuturesContinuesCandlestickWebsocketClient) SetHandler(connectHandler binance.ConnectedHandler, responseHandler binance.ResponseHandler)

SetHandler set callback handler

func (*FuturesContinuesCandlestickWebsocketClient) Subscribe 

func (u *FuturesContinuesCandlestickWebsocketClient) Subscribe(id uint, params ...string)

Subscribe subscribe market price data

func (*FuturesContinuesCandlestickWebsocketClient) Unsubscribe 

func (u *FuturesContinuesCandlestickWebsocketClient) Unsubscribe(id uint, params ...string)

Unsubscribe unsubscribe market price data

type FuturesDiffBookDepthWebsocketClient 

type FuturesDiffBookDepthWebsocketClient struct {
	binance.WebsocketClient
}

FuturesDiffBookDepthWebsocketClient responsible to handle market price data from websocket

func NewUSDTFuturesDiffBookDepthWebsocketClient 

func NewUSDTFuturesDiffBookDepthWebsocketClient(streams ...string) *FuturesDiffBookDepthWebsocketClient

NewUSDTFuturesDiffBookDepthWebsocketClient Factory function

func (*FuturesDiffBookDepthWebsocketClient) GetCombined 

func (u *FuturesDiffBookDepthWebsocketClient) GetCombined(id uint)

GetCombined get combined

func (*FuturesDiffBookDepthWebsocketClient) GetSubscribe 

func (u *FuturesDiffBookDepthWebsocketClient) GetSubscribe(id uint)

GetSubscribe get subscribed list

func (*FuturesDiffBookDepthWebsocketClient) SetCombined 

func (u *FuturesDiffBookDepthWebsocketClient) SetCombined(b bool, id uint)

SetCombined set combined, it is true when stream's length is greater than one, and false if stream's length is equal to one

func (*FuturesDiffBookDepthWebsocketClient) SetHandler 

func (u *FuturesDiffBookDepthWebsocketClient) SetHandler(connectHandler binance.ConnectedHandler, responseHandler binance.ResponseHandler)

SetHandler set callback handler

func (*FuturesDiffBookDepthWebsocketClient) Subscribe 

func (u *FuturesDiffBookDepthWebsocketClient) Subscribe(id uint, params ...string)

Subscribe subscribe market price data

func (*FuturesDiffBookDepthWebsocketClient) Unsubscribe 

func (u *FuturesDiffBookDepthWebsocketClient) Unsubscribe(id uint, params ...string)

Unsubscribe unsubscribe market price data

type FuturesLiquidationOrderWebsocketClient 

type FuturesLiquidationOrderWebsocketClient struct {
	binance.WebsocketClient
}

FuturesLiquidationOrderWebsocketClient responsible to handle market price data from websocket

func NewUSDTFuturesLiquidationOrderWebsocketClient 

func NewUSDTFuturesLiquidationOrderWebsocketClient(streams ...string) *FuturesLiquidationOrderWebsocketClient

NewUSDTFuturesLiquidationOrderWebsocketClient Factory function

func (*FuturesLiquidationOrderWebsocketClient) GetCombined 

func (u *FuturesLiquidationOrderWebsocketClient) GetCombined(id uint)

GetCombined get combined

func (*FuturesLiquidationOrderWebsocketClient) GetSubscribe 

func (u *FuturesLiquidationOrderWebsocketClient) GetSubscribe(id uint)

GetSubscribe get subscribed list

func (*FuturesLiquidationOrderWebsocketClient) SetCombined 

func (u *FuturesLiquidationOrderWebsocketClient) SetCombined(b bool, id uint)

SetCombined set combined, it is true when stream's length is greater than one, and false if stream's length is equal to one

func (*FuturesLiquidationOrderWebsocketClient) SetHandler 

func (u *FuturesLiquidationOrderWebsocketClient) SetHandler(connectHandler binance.ConnectedHandler, responseHandler binance.ResponseHandler)

SetHandler set callback handler

func (*FuturesLiquidationOrderWebsocketClient) Subscribe 

func (u *FuturesLiquidationOrderWebsocketClient) Subscribe(id uint, params ...string)

Subscribe subscribe market price data

func (*FuturesLiquidationOrderWebsocketClient) Unsubscribe 

func (u *FuturesLiquidationOrderWebsocketClient) Unsubscribe(id uint, params ...string)

Unsubscribe unsubscribe market price data

type FuturesMarketPriceWebsocketClient 

type FuturesMarketPriceWebsocketClient struct {
	binance.WebsocketClient
}

FuturesMarketPriceWebsocketClient responsible to handle market price data from websocket

func NewUSDTFuturesMarketPriceWebsocketClient 

func NewUSDTFuturesMarketPriceWebsocketClient(streams ...string) *FuturesMarketPriceWebsocketClient

NewUSDTFuturesMarketPriceWebsocketClient Factory function

func (*FuturesMarketPriceWebsocketClient) GetCombined 

func (u *FuturesMarketPriceWebsocketClient) GetCombined(id uint)

GetCombined get combined

func (*FuturesMarketPriceWebsocketClient) GetSubscribe 

func (u *FuturesMarketPriceWebsocketClient) GetSubscribe(id uint)

GetSubscribe get subscribed list

func (*FuturesMarketPriceWebsocketClient) SetCombined 

func (u *FuturesMarketPriceWebsocketClient) SetCombined(b bool, id uint)

SetCombined set combined, it is true when stream's length is greater than one, and false if stream's length is equal to one

func (*FuturesMarketPriceWebsocketClient) SetHandler 

func (u *FuturesMarketPriceWebsocketClient) SetHandler(connectHandler binance.ConnectedHandler, responseHandler binance.ResponseHandler)

SetHandler set callback handler

func (*FuturesMarketPriceWebsocketClient) Subscribe 

func (u *FuturesMarketPriceWebsocketClient) Subscribe(id uint, params ...string)

Subscribe subscribe market price data

func (*FuturesMarketPriceWebsocketClient) Unsubscribe 

func (u *FuturesMarketPriceWebsocketClient) Unsubscribe(id uint, params ...string)

Unsubscribe unsubscribe market price data

type FuturesPartialBookDepthWebsocketClient 

type FuturesPartialBookDepthWebsocketClient struct {
	binance.WebsocketClient
}

FuturesPartialBookDepthWebsocketClient responsible to handle market price data from websocket

func NewUSDTFuturesPartialBookDepthWebsocketClient 

func NewUSDTFuturesPartialBookDepthWebsocketClient(streams ...string) *FuturesPartialBookDepthWebsocketClient

NewUSDTFuturesPartialBookDepthWebsocketClient Factory function

func (*FuturesPartialBookDepthWebsocketClient) GetCombined 

func (u *FuturesPartialBookDepthWebsocketClient) GetCombined(id uint)

GetCombined get combined

func (*FuturesPartialBookDepthWebsocketClient) GetSubscribe 

func (u *FuturesPartialBookDepthWebsocketClient) GetSubscribe(id uint)

GetSubscribe get subscribed list

func (*FuturesPartialBookDepthWebsocketClient) SetCombined 

func (u *FuturesPartialBookDepthWebsocketClient) SetCombined(b bool, id uint)

SetCombined set combined, it is true when stream's length is greater than one, and false if stream's length is equal to one

func (*FuturesPartialBookDepthWebsocketClient) SetHandler 

func (u *FuturesPartialBookDepthWebsocketClient) SetHandler(connectHandler binance.ConnectedHandler, responseHandler binance.ResponseHandler)

SetHandler set callback handler

func (*FuturesPartialBookDepthWebsocketClient) Subscribe 

func (u *FuturesPartialBookDepthWebsocketClient) Subscribe(id uint, params ...string)

Subscribe subscribe market price data

func (*FuturesPartialBookDepthWebsocketClient) Unsubscribe 

func (u *FuturesPartialBookDepthWebsocketClient) Unsubscribe(id uint, params ...string)

Unsubscribe unsubscribe market price data

type FuturesSymbolBookTickerWebsocketClient 

type FuturesSymbolBookTickerWebsocketClient struct {
	binance.WebsocketClient
}

FuturesSymbolBookTickerWebsocketClient responsible to handle market price data from websocket

func NewUSDTFuturesSymbolBookTickerWebsocketClient 

func NewUSDTFuturesSymbolBookTickerWebsocketClient(streams ...string) *FuturesSymbolBookTickerWebsocketClient

NewUSDTFuturesSymbolBookTickerWebsocketClient Factory function

func (*FuturesSymbolBookTickerWebsocketClient) GetCombined 

func (u *FuturesSymbolBookTickerWebsocketClient) GetCombined(id uint)

GetCombined get combined

func (*FuturesSymbolBookTickerWebsocketClient) GetSubscribe 

func (u *FuturesSymbolBookTickerWebsocketClient) GetSubscribe(id uint)

GetSubscribe get subscribed list

func (*FuturesSymbolBookTickerWebsocketClient) SetCombined 

func (u *FuturesSymbolBookTickerWebsocketClient) SetCombined(b bool, id uint)

SetCombined set combined, it is true when stream's length is greater than one, and false if stream's length is equal to one

func (*FuturesSymbolBookTickerWebsocketClient) SetHandler 

func (u *FuturesSymbolBookTickerWebsocketClient) SetHandler(connectHandler binance.ConnectedHandler, responseHandler binance.ResponseHandler)

SetHandler set callback handler

func (*FuturesSymbolBookTickerWebsocketClient) Subscribe 

func (u *FuturesSymbolBookTickerWebsocketClient) Subscribe(id uint, params ...string)

Subscribe subscribe market price data

func (*FuturesSymbolBookTickerWebsocketClient) Unsubscribe 

func (u *FuturesSymbolBookTickerWebsocketClient) Unsubscribe(id uint, params ...string)

Unsubscribe unsubscribe market price data

type FuturesSymbolMiniTickerWebsocketClient 

type FuturesSymbolMiniTickerWebsocketClient struct {
	binance.WebsocketClient
}

FuturesSymbolMiniTickerWebsocketClient responsible to handle market price data from websocket

func NewUSDTFuturesSymbolMiniTickerWebsocketClient 

func NewUSDTFuturesSymbolMiniTickerWebsocketClient(streams ...string) *FuturesSymbolMiniTickerWebsocketClient

NewUSDTFuturesSymbolMiniTickerWebsocketClient Factory function

func (*FuturesSymbolMiniTickerWebsocketClient) GetCombined 

func (u *FuturesSymbolMiniTickerWebsocketClient) GetCombined(id uint)

GetCombined get combined

func (*FuturesSymbolMiniTickerWebsocketClient) GetSubscribe 

func (u *FuturesSymbolMiniTickerWebsocketClient) GetSubscribe(id uint)

GetSubscribe get subscribed list

func (*FuturesSymbolMiniTickerWebsocketClient) SetCombined 

func (u *FuturesSymbolMiniTickerWebsocketClient) SetCombined(b bool, id uint)

SetCombined set combined, it is true when stream's length is greater than one, and false if stream's length is equal to one

func (*FuturesSymbolMiniTickerWebsocketClient) SetHandler 

func (u *FuturesSymbolMiniTickerWebsocketClient) SetHandler(connectHandler binance.ConnectedHandler, responseHandler binance.ResponseHandler)

SetHandler set callback handler

func (*FuturesSymbolMiniTickerWebsocketClient) Subscribe 

func (u *FuturesSymbolMiniTickerWebsocketClient) Subscribe(id uint, params ...string)

Subscribe subscribe market price data

func (*FuturesSymbolMiniTickerWebsocketClient) Unsubscribe 

func (u *FuturesSymbolMiniTickerWebsocketClient) Unsubscribe(id uint, params ...string)

Unsubscribe unsubscribe market price data

type FuturesSymbolTickerWebsocketClient 

type FuturesSymbolTickerWebsocketClient struct {
	binance.WebsocketClient
}

FuturesSymbolTickerWebsocketClient responsible to handle market price data from websocket

func NewUSDTFuturesSymbolTickerWebsocketClient 

func NewUSDTFuturesSymbolTickerWebsocketClient(streams ...string) *FuturesSymbolTickerWebsocketClient

NewUSDTFuturesSymbolTickerWebsocketClient Factory function

func (*FuturesSymbolTickerWebsocketClient) GetCombined 

func (u *FuturesSymbolTickerWebsocketClient) GetCombined(id uint)

GetCombined get combined

func (*FuturesSymbolTickerWebsocketClient) GetSubscribe 

func (u *FuturesSymbolTickerWebsocketClient) GetSubscribe(id uint)

GetSubscribe get subscribed list

func (*FuturesSymbolTickerWebsocketClient) SetCombined 

func (u *FuturesSymbolTickerWebsocketClient) SetCombined(b bool, id uint)

SetCombined set combined, it is true when stream's length is greater than one, and false if stream's length is equal to one

func (*FuturesSymbolTickerWebsocketClient) SetHandler 

func (u *FuturesSymbolTickerWebsocketClient) SetHandler(connectHandler binance.ConnectedHandler, responseHandler binance.ResponseHandler)

SetHandler set callback handler

func (*FuturesSymbolTickerWebsocketClient) Subscribe 

func (u *FuturesSymbolTickerWebsocketClient) Subscribe(id uint, params ...string)

Subscribe subscribe market price data

func (*FuturesSymbolTickerWebsocketClient) Unsubscribe 

func (u *FuturesSymbolTickerWebsocketClient) Unsubscribe(id uint, params ...string)

Unsubscribe unsubscribe market price data

type LiquidationOrderCombinedResponse 

type LiquidationOrderCombinedResponse struct {
	StreamName string                   `json:"stream"` // Stream Name
	Data       LiquidationOrderResponse `json:"data"`   // data
}

LiquidationOrderCombinedResponse json parser

type LiquidationOrderResponse 

type LiquidationOrderResponse struct {
	EventType string `json:"e"` // Event type
	EventTime int64  `json:"E"` // Event time stamp
	Order     struct {
		Symbol                    string `json:"s"`  // Symbol
		Side                      string `json:"S"`  // Side
		OrderType                 string `json:"o"`  // Order Type
		ForceTime                 string `json:"f"`  // Time in force
		OriginalQuantity          string `json:"q"`  // Original Quantity
		Price                     string `json:"p"`  // Price
		AveragePrice              string `json:"ap"` // Average price
		OrderStatus               string `json:"X"`  // Order status
		LastFilledQuantity        string `json:"l"`  // Order last filled quantity
		FilledAccumulatedQuantity string `json:"z"`  // Order filled accumulated quantity
		OrderTradeTime            int64  `json:"T"`  // Order time
	} `json:"o"` // Order
}

LiquidationOrderResponse json parser

type MarketPriceCombinedResponse 

type MarketPriceCombinedResponse struct {
	StreamName string              `json:"stream"` // Stream Name
	Data       MarketPriceResponse `json:"data"`   // data
}

MarketPriceCombinedResponse json parser

type MarketPriceResponse 

type MarketPriceResponse struct {
	EventType       string `json:"e"` // Event type
	EventTime       int64  `json:"E"` // Event time stamp
	Symbol          string `json:"s"` // Symbol
	MarketPrice     string `json:"p"` // Market price
	IndexPrice      string `json:"i"` // Index price
	EstimatedPrice  string `json:"P"` // Estimated Settle Price, only useful in the last hour before the settlement starts
	FundingRate     string `json:"r"` // Funding rate
	NextFundingTime int64  `json:"T"` // Next funding time
}

MarketPriceResponse json parser

type PartialBookDepthCombinedResponse 

type PartialBookDepthCombinedResponse struct {
	StreamName string                   `json:"stream"` // Stream Name
	Data       PartialBookDepthResponse `json:"data"`   // data
}

PartialBookDepthCombinedResponse json parser

type PartialBookDepthResponse 

type PartialBookDepthResponse struct {
	EventType                 string     `json:"e"`  // Event type
	EventTime                 int64      `json:"E"`  // Event time stamp
	TransactionTime           int64      `json:"T"`  // Transaction time stamp
	Symbol                    string     `json:"s"`  // Symbol
	FirstUpdateID             int64      `json:"U"`  // First update ID in event
	FinalUpdateID             int64      `json:"u"`  // Final update ID in event
	FinalUpdateIDInLastStream int64      `json:"Pu"` // Final update Id in last stream(ie `u` in last stream)
	Bids                      [][]string `json:"b"`  // Bids to be updated, in addition, there will be two elements in the array, the first is Price Level to be, and the second is Quantity
	Asks                      [][]string `json:"a"`  // Asks to be updated, in addition, there will be two elements in the array, the first is Price Level to be, and the second is Quantity
}

PartialBookDepthResponse json parser

type SymbolBookTickerCombinedResponse 

type SymbolBookTickerCombinedResponse struct {
	StreamName string                   `json:"stream"` // Stream Name
	Data       SymbolBookTickerResponse `json:"data"`   // data
}

SymbolBookTickerCombinedResponse json parser

type SymbolBookTickerResponse 

type SymbolBookTickerResponse struct {
	EventType       string `json:"e"` // Event type
	OrderUpdateID   int64  `json:"u"` // Order book updateId
	EventTime       int64  `json:"E"` // Event time stamp
	TransactionTime int64  `json:"T"` // Transaction time stamp
	Symbol          string `json:"s"` // Symbol
	BestPrice       string `json:"b"` // Best bid price
	BestQTY         string `json:"B"` // Best bid qty
	BestAskPrice    string `json:"a"` // Best ask price
	BestAskQTY      string `json:"A"` // Best ask qty
}

SymbolBookTickerResponse json parser

type SymbolMiniTickerCombinedResponse 

type SymbolMiniTickerCombinedResponse struct {
	StreamName string                   `json:"stream"` // Stream Name
	Data       SymbolMiniTickerResponse `json:"data"`   // data
}

SymbolMiniTickerCombinedResponse json parser

type SymbolMiniTickerResponse 

type SymbolMiniTickerResponse struct {
	EventType   string `json:"e"` // Event type
	EventTime   int64  `json:"E"` // Event time stamp
	Symbol      string `json:"s"` // Symbol
	ClosePrice  string `json:"c"` // Close price
	OpenPrice   string `json:"o"` // Open price
	HighPrice   string `json:"h"` // Highest price
	LowPrice    string `json:"l"` // Lowest price
	BaseVolume  string `json:"v"` // Total traded base asset volume
	QuoteVolume string `json:"q"` // Total traded quote asset volume
}

SymbolMiniTickerResponse json parser

type SymbolTickerCombinedResponse 

type SymbolTickerCombinedResponse struct {
	StreamName string               `json:"stream"` // Stream Name
	Data       SymbolTickerResponse `json:"data"`   // data
}

SymbolTickerCombinedResponse json parser

type SymbolTickerResponse 

type SymbolTickerResponse struct {
	EventType          string `json:"e"` // Event type
	EventTime          int64  `json:"E"` // Event time stamp
	Symbol             string `json:"s"` // Symbol
	PriceChange        string `json:"p"` // Price change
	PriceChangePercent string `json:"P"` // Price change percent
	AverageWeighted    string `json:"w"` // Weighted average price
	LastPrice          string `json:"c"` // Last price
	LastQuantity       string `json:"Q"` // Last quantity
	OpenPrice          string `json:"o"` // Open price
	HighPrice          string `json:"h"` // Highest price
	LowPrice           string `json:"l"` // Lowest price
	BaseVolume         string `json:"v"` // Total traded base asset volume
	QuoteVolume        string `json:"q"` // Total traded quote asset volume
	OpenTime           int64  `json:"O"` // Statistics open time
	CloseTime          int64  `json:"C"` // Statistics close time
	FirstTradeID       int64  `json:"F"` // First trade id
	LastTradeID        int64  `json:"L"` // Last trade id
	TotalTrades        int64  `json:"n"` // Total number of trades
}

SymbolTickerResponse json parser

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