realtime

Documentation

Index

• Constants
• func CalcPartialChecksum(bids [][2]float64, asks [][2]float64) int64
• func CalcPartialOBChecksum(data *Orderbook) int64
• func Connect(ctx context.Context, ch chan Response, channels, symbols []string, ...) error
• func ConnectForPrivate(ctx context.Context, ch chan Response, key, secret string, channels []string, ...) error
• type Orderbook
• type Response

Constants

const (
	UNDEFINED = iota
	ERROR
	TICKER
	TRADES
	ORDERBOOK
	ORDERS
	FILLS
)

Functions

func CalcPartialChecksum

func CalcPartialChecksum(bids [][2]float64, asks [][2]float64) int64

func CalcPartialOBChecksum

func CalcPartialOBChecksum(data *Orderbook) int64

CalcPartialOBChecksum calculates checksum of partial OB data received from WS

func Connect

func Connect(ctx context.Context, ch chan Response, channels, symbols []string, l *log.Logger) error

func ConnectForPrivate

func ConnectForPrivate(ctx context.Context, ch chan Response, key, secret string, channels []string, l *log.Logger, subaccount ...string) error

Types

type Orderbook

type Orderbook struct {
	Bids [][2]float64 `json:"bids"`
	Asks [][2]float64 `json:"asks"`
	// Action return update/partial
	Action   string        `json:"action"`
	Time     types.FtxTime `json:"time"`
	Checksum int64         `json:"checksum"`
}

type Response

type Response struct {
	Type   int
	Symbol string

	Ticker    markets.Ticker
	Trades    []markets.Trade
	Orderbook Orderbook

	Orders orders.Order
	Fills  fills.Fill

	Results error
}