goex

package module
v1.2.3 Latest Latest
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 Go to latest Published: Aug 16, 2020 License: MIT Imports: 30 Imported by: 0

README

goex

goex目标

goex项目是为了统一并标准化各个数字资产交易平台的接口而设计，同一个策略可以随时切换到任意一个交易平台，而不需要更改任何代码。

English

wiki文档

文档

goex已支持交易所 23+

交易所 行情接口 交易接口 版本号
huobi.pro Y Y 1
hbdm.com Y (REST / WS) Y 1
okex.com (spot/future) Y (REST / WS) Y 1
okex.com (swap future) Y Y 2
binance.com Y Y 1
kucoin.com Y Y 1
bitstamp.net Y Y 1
bitfinex.com Y Y 1
zb.com Y Y 1
kraken.com Y Y *
poloniex.com Y Y *
big.one Y Y 2|3
hitbtc.com Y Y *
coinex.com Y Y 1
exx.com Y Y 1
bithumb.com Y Y *
gate.io Y N 1
bittrex.com Y N 1.1

安装goex库

go get

go get github.com/iBQuant/goex

建议go mod 管理依赖

require (
          github.com/iBQuant/goex latest
)

注意事项

  1. 推荐使用GoLand开发。
  2. 推荐关闭自动格式化功能,代码请使用go fmt 格式化.
  3. 不建议对现已存在的文件进行重新格式化，这样会导致commit特别糟糕。
  4. 请用OrderID2这个字段代替OrderID
  5. 请不要使用deprecated关键字标注的方法和字段，后面版本可能随时删除的

donate

BTC:13cBHLk6B7t3Uj7caJbCwv1UaiuiA6Qx8z

LTC:LVxM7y1K2dnpuNBU42ei3dKzPySf4VAm1H

ETH:0x98573ddb33cdddce480c3bc1f9279ccd88ca1e93

欢迎为作者付一碗面钱

一碗面钱   一碗面钱

Documentation

Index

Constants

View Source 
const (
	OPEN_BUY   = 1 + iota //开多
	OPEN_SELL             //开空
	CLOSE_BUY             //平多
	CLOSE_SELL            //平空
)
View Source 
const (
	KLINE_PERIOD_1MIN = 1 + iota
	KLINE_PERIOD_3MIN
	KLINE_PERIOD_5MIN
	KLINE_PERIOD_15MIN
	KLINE_PERIOD_30MIN
	KLINE_PERIOD_60MIN
	KLINE_PERIOD_1H
	KLINE_PERIOD_2H
	KLINE_PERIOD_3H
	KLINE_PERIOD_4H
	KLINE_PERIOD_6H
	KLINE_PERIOD_8H
	KLINE_PERIOD_12H
	KLINE_PERIOD_1DAY
	KLINE_PERIOD_3DAY
	KLINE_PERIOD_1WEEK
	KLINE_PERIOD_1MONTH
	KLINE_PERIOD_1YEAR
)

k线周期

View Source 
const (
	ORDER_FEATURE_ORDINARY = 0 + iota
	ORDER_FEATURE_POST_ONLY
	ORDER_FEATURE_FOK
	ORDER_FEATURE_IOC
	ORDER_FEATURE_FAK
	ORDER_FEATURE_LIMIT
)
View Source 
const (
	ORDER_TYPE_LIMIT = 1 + iota
	ORDER_TYPE_MARKET
)
View Source 
const (
	KUCOIN       = "kucoin.com"
	OKCOIN_COM   = "okcoin.com"
	OKEX         = "okex.com"
	OKEX_V3      = "okex.com_v3"
	OKEX_FUTURE  = "okex.com_future"
	OKEX_SWAP    = "okex.com_swap"
	HUOBI        = "huobi.com"
	HUOBI_PRO    = "huobi.pro"
	BITSTAMP     = "bitstamp.net"
	KRAKEN       = "kraken.com"
	ZB           = "zb.com"
	BITFINEX     = "bitfinex.com"
	BINANCE      = "binance.com"
	BINANCE_SWAP = "binance.com_swap"
	POLONIEX     = "poloniex.com"
	COINEX       = "coinex.com"
	BITHUMB      = "bithumb.com"
	GATEIO       = "gate.io"
	BITTREX      = "bittrex.com"
	GDAX         = "gdax.com"
	BIGONE       = "big.one"
	FCOIN        = "fcoin.com"
	FCOIN_MARGIN = "fcoin.com_margin"
	FMEX         = "fmex.com"
	HITBTC       = "hitbtc.com"
	BITMEX       = "bitmex.com"
	BITMEX_TEST  = "testnet.bitmex.com"
	CRYPTOPIA    = "cryptopia.co.nz"
	HBDM         = "hbdm.com"
	COINBENE     = "coinbene.com"
	ATOP         = "a.top"
	BITGET_SWAP  = "bitget_swap"
)

exchanges const

View Source 
const (
	SUB_ACCOUNT = iota //子账户
	SPOT               // 币币交易

	FUTURE      //交割合约
	C2C         //法币
	SPOT_MARGIN //币币杠杆交易
	WALLET      // 资金账户

	TIPS //余币宝
	SWAP //永续合约
)

Variables

View Source 
var (
	API_ERR                      = ApiError{ErrCode: "EX_ERR_0000", ErrMsg: "unknown error"}
	HTTP_ERR_CODE                = ApiError{ErrCode: "HTTP_ERR_0001", ErrMsg: "http request error"}
	EX_ERR_API_LIMIT             = ApiError{ErrCode: "EX_ERR_1000", ErrMsg: "api limited"}
	EX_ERR_SIGN                  = ApiError{ErrCode: "EX_ERR_0001", ErrMsg: "signature error"}
	EX_ERR_NOT_FIND_SECRETKEY    = ApiError{ErrCode: "EX_ERR_0002", ErrMsg: "not find secretkey"}
	EX_ERR_NOT_FIND_APIKEY       = ApiError{ErrCode: "EX_ERR_0003", ErrMsg: "not find apikey"}
	EX_ERR_INSUFFICIENT_BALANCE  = ApiError{ErrCode: "EX_ERR_0004", ErrMsg: "Insufficient Balance"}
	EX_ERR_PLACE_ORDER_FAIL      = ApiError{ErrCode: "EX_ERR_0005", ErrMsg: "place order failure"}
	EX_ERR_CANCEL_ORDER_FAIL     = ApiError{ErrCode: "EX_ERR_0006", ErrMsg: "cancel order failure"}
	EX_ERR_INVALID_CURRENCY_PAIR = ApiError{ErrCode: "EX_ERR_0007", ErrMsg: "invalid currency pair"}
	EX_ERR_NOT_FIND_ORDER        = ApiError{ErrCode: "EX_ERR_0008", ErrMsg: "not find order"}
	EX_ERR_SYMBOL_ERR            = ApiError{ErrCode: "EX_ERR_0009", ErrMsg: "symbol error"}
)
View Source 
var (
	THIS_WEEK_CONTRACT  = "this_week"  //周合约
	NEXT_WEEK_CONTRACT  = "next_week"  //次周合约
	QUARTER_CONTRACT    = "quarter"    //季度合约
	BI_QUARTER_CONTRACT = "bi_quarter" // NEXT QUARTER
	SWAP_CONTRACT       = "swap"       //永续合约
)
View Source 
var (
	UNKNOWN = Currency{"UNKNOWN", ""}
	CNY     = Currency{"CNY", ""}
	USD     = Currency{"USD", ""}
	USDT    = Currency{"USDT", ""}
	PAX     = Currency{"PAX", "https://www.paxos.com/"}
	USDC    = Currency{"USDC", "https://www.centre.io/"}
	EUR     = Currency{"EUR", ""}
	KRW     = Currency{"KRW", ""}
	JPY     = Currency{"JPY", ""}
	BTC     = Currency{"BTC", "https://bitcoin.org/"}
	XBT     = Currency{"XBT", ""}
	BCC     = Currency{"BCC", ""}
	BCH     = Currency{"BCH", ""}
	BCX     = Currency{"BCX", ""}
	LTC     = Currency{"LTC", ""}
	ETH     = Currency{"ETH", ""}
	ETC     = Currency{"ETC", ""}
	EOS     = Currency{"EOS", ""}
	BTS     = Currency{"BTS", ""}
	QTUM    = Currency{"QTUM", ""}
	SC      = Currency{"SC", ""}
	ANS     = Currency{"ANS", ""}
	ZEC     = Currency{"ZEC", ""}
	DCR     = Currency{"DCR", ""}
	XRP     = Currency{"XRP", ""}
	BTG     = Currency{"BTG", ""}
	BCD     = Currency{"BCD", ""}
	NEO     = Currency{"NEO", ""}
	HSR     = Currency{"HSR", ""}
	BSV     = Currency{"BSV", ""}
	OKB     = Currency{"OKB", "OKB is a global utility token issued by OK Blockchain Foundation"}
	HT      = Currency{"HT", "HuoBi Token"}
	BNB     = Currency{"BNB", "BNB, or Binance Coin, is a cryptocurrency created by Binance."}
	TRX     = Currency{"TRX", ""}

	BTC_CNY  = CurrencyPair{BTC, CNY}
	LTC_CNY  = CurrencyPair{LTC, CNY}
	BCC_CNY  = CurrencyPair{BCC, CNY}
	ETH_CNY  = CurrencyPair{ETH, CNY}
	ETC_CNY  = CurrencyPair{ETC, CNY}
	EOS_CNY  = CurrencyPair{EOS, CNY}
	BTS_CNY  = CurrencyPair{BTS, CNY}
	QTUM_CNY = CurrencyPair{QTUM, CNY}
	SC_CNY   = CurrencyPair{SC, CNY}
	ANS_CNY  = CurrencyPair{ANS, CNY}
	ZEC_CNY  = CurrencyPair{ZEC, CNY}

	BTC_KRW = CurrencyPair{BTC, KRW}
	ETH_KRW = CurrencyPair{ETH, KRW}
	ETC_KRW = CurrencyPair{ETC, KRW}
	LTC_KRW = CurrencyPair{LTC, KRW}
	BCH_KRW = CurrencyPair{BCH, KRW}

	BTC_USD = CurrencyPair{BTC, USD}
	LTC_USD = CurrencyPair{LTC, USD}
	ETH_USD = CurrencyPair{ETH, USD}
	ETC_USD = CurrencyPair{ETC, USD}
	BCH_USD = CurrencyPair{BCH, USD}
	BCC_USD = CurrencyPair{BCC, USD}
	XRP_USD = CurrencyPair{XRP, USD}
	BCD_USD = CurrencyPair{BCD, USD}
	EOS_USD = CurrencyPair{EOS, USD}
	BTG_USD = CurrencyPair{BTG, USD}
	BSV_USD = CurrencyPair{BSV, USD}

	BTC_USDT = CurrencyPair{BTC, USDT}
	LTC_USDT = CurrencyPair{LTC, USDT}
	BCH_USDT = CurrencyPair{BCH, USDT}
	BCC_USDT = CurrencyPair{BCC, USDT}
	ETC_USDT = CurrencyPair{ETC, USDT}
	ETH_USDT = CurrencyPair{ETH, USDT}
	BCD_USDT = CurrencyPair{BCD, USDT}
	NEO_USDT = CurrencyPair{NEO, USDT}
	EOS_USDT = CurrencyPair{EOS, USDT}
	XRP_USDT = CurrencyPair{XRP, USDT}
	HSR_USDT = CurrencyPair{HSR, USDT}
	BSV_USDT = CurrencyPair{BSV, USDT}
	OKB_USDT = CurrencyPair{OKB, USDT}
	HT_USDT  = CurrencyPair{HT, USDT}
	BNB_USDT = CurrencyPair{BNB, USDT}
	PAX_USDT = CurrencyPair{PAX, USDT}
	TRX_USDT = CurrencyPair{TRX, USDT}

	XRP_EUR = CurrencyPair{XRP, EUR}

	BTC_JPY = CurrencyPair{BTC, JPY}
	LTC_JPY = CurrencyPair{LTC, JPY}
	ETH_JPY = CurrencyPair{ETH, JPY}
	ETC_JPY = CurrencyPair{ETC, JPY}
	BCH_JPY = CurrencyPair{BCH, JPY}

	LTC_BTC = CurrencyPair{LTC, BTC}
	ETH_BTC = CurrencyPair{ETH, BTC}
	ETC_BTC = CurrencyPair{ETC, BTC}
	BCC_BTC = CurrencyPair{BCC, BTC}
	BCH_BTC = CurrencyPair{BCH, BTC}
	DCR_BTC = CurrencyPair{DCR, BTC}
	XRP_BTC = CurrencyPair{XRP, BTC}
	BTG_BTC = CurrencyPair{BTG, BTC}
	BCD_BTC = CurrencyPair{BCD, BTC}
	NEO_BTC = CurrencyPair{NEO, BTC}
	EOS_BTC = CurrencyPair{EOS, BTC}
	HSR_BTC = CurrencyPair{HSR, BTC}
	BSV_BTC = CurrencyPair{BSV, BTC}
	OKB_BTC = CurrencyPair{OKB, BTC}
	HT_BTC  = CurrencyPair{HT, BTC}
	BNB_BTC = CurrencyPair{BNB, BTC}
	TRX_BTC = CurrencyPair{TRX, BTC}

	ETC_ETH = CurrencyPair{ETC, ETH}
	EOS_ETH = CurrencyPair{EOS, ETH}
	ZEC_ETH = CurrencyPair{ZEC, ETH}
	NEO_ETH = CurrencyPair{NEO, ETH}
	HSR_ETH = CurrencyPair{HSR, ETH}
	LTC_ETH = CurrencyPair{LTC, ETH}

	UNKNOWN_PAIR = CurrencyPair{UNKNOWN, UNKNOWN}
)

Functions

func AdaptKlinePeriodForOKEx 

func AdaptKlinePeriodForOKEx(period int) string

func CancelAllUnfinishedFutureOrders 

func CancelAllUnfinishedFutureOrders(api FutureRestAPI, contractType string, currencyPair CurrencyPair) int

*

  • call all unfinished future orders
  • @return c 成功撤单数量

func CancelAllUnfinishedOrders 

func CancelAllUnfinishedOrders(api API, currencyPair CurrencyPair) int

*

  • call all unfinished orders

func FlateDecompress added in v1.2.3 

func FlateDecompress(data []byte) ([]byte, error)

func FloatToFixed added in v1.2.3 

func FloatToFixed(v float64, precision int) float64

func FloatToString 

func FloatToString(v float64, precision int) string

func GenerateOrderClientId added in v1.2.3 

func GenerateOrderClientId(size int) string

func GetParamHmacMD5Sign 

func GetParamHmacMD5Sign(secret, params string) (string, error)

func GetParamHmacSHA1Sign 

func GetParamHmacSHA1Sign(secret, params string) (string, error)

func GetParamHmacSHA256Base64Sign 

func GetParamHmacSHA256Base64Sign(secret, params string) (string, error)

func GetParamHmacSHA256Sign 

func GetParamHmacSHA256Sign(secret, params string) (string, error)

func GetParamHmacSHA512Base64Sign 

func GetParamHmacSHA512Base64Sign(hmac_key string, hmac_data string) string

func GetParamHmacSHA512Sign 

func GetParamHmacSHA512Sign(secret, params string) (string, error)

func GetParamHmacSha384Sign 

func GetParamHmacSha384Sign(secret, params string) (string, error)

for bitfinex.com

func GetParamMD5Sign 

func GetParamMD5Sign(secret, params string) (string, error)

* 

*md5签名,okcoin和huobi适用

func GetSHA 

func GetSHA(text string) (string, error)

func GzipDecompress added in v1.2.3 

func GzipDecompress(data []byte) ([]byte, error)

func HttpDeleteForm 

func HttpDeleteForm(client *http.Client, reqUrl string, postData url.Values, headers map[string]string) ([]byte, error)

func HttpGet 

func HttpGet(client *http.Client, reqUrl string) (map[string]interface{}, error)

func HttpGet2 

func HttpGet2(client *http.Client, reqUrl string, headers map[string]string) (map[string]interface{}, error)

func HttpGet3 

func HttpGet3(client *http.Client, reqUrl string, headers map[string]string) ([]interface{}, error)

func HttpGet4 

func HttpGet4(client *http.Client, reqUrl string, headers map[string]string, result interface{}) error

func HttpGet5 

func HttpGet5(client *http.Client, reqUrl string, headers map[string]string) ([]byte, error)

func HttpPostForm 

func HttpPostForm(client *http.Client, reqUrl string, postData url.Values) ([]byte, error)

func HttpPostForm2 

func HttpPostForm2(client *http.Client, reqUrl string, postData url.Values, headers map[string]string) ([]byte, error)

func HttpPostForm3 

func HttpPostForm3(client *http.Client, reqUrl string, postData string, headers map[string]string) ([]byte, error)

func HttpPostForm4 

func HttpPostForm4(client *http.Client, reqUrl string, postData map[string]string, headers map[string]string) ([]byte, error)

func HttpPut added in v1.2.3 

func HttpPut(client *http.Client, reqUrl string, postData url.Values, headers map[string]string) ([]byte, error)

func NewHttpRequest 

func NewHttpRequest(client *http.Client, reqType string, reqUrl string, postData string, requstHeaders map[string]string) ([]byte, error)

func NewHttpRequestWithFasthttp added in v1.2.3 

func NewHttpRequestWithFasthttp(client *http.Client, reqMethod, reqUrl, postData string, headers map[string]string) ([]byte, error)

func RE 

func RE(retry int, delay time.Duration, method interface{}, params ...interface{}) interface{}

* 

本函数只适合，返回两个参数的API重试调用，其中一个参数必须是error
@retry  重试次数
@delay  每次重试延迟时间间隔
@method 调用的函数，比如: api.GetTicker ,注意：不是api.GetTicker(...)
@params 参数,顺序一定要按照实际调用函数入参顺序一样
@return 返回

func ToFloat64 

func ToFloat64(v interface{}) float64

func ToInt 

func ToInt(v interface{}) int

func ToInt64 

func ToInt64(v interface{}) int64

func ToUint64 

func ToUint64(v interface{}) uint64

func ValuesToJson 

func ValuesToJson(v url.Values) ([]byte, error)

Types

type API 

type API interface {
	LimitBuy(amount, price string, currency CurrencyPair, opt ...LimitOrderOptionalParameter) (*Order, error)
	LimitSell(amount, price string, currency CurrencyPair, opt ...LimitOrderOptionalParameter) (*Order, error)
	MarketBuy(amount, price string, currency CurrencyPair) (*Order, error)
	MarketSell(amount, price string, currency CurrencyPair) (*Order, error)
	CancelOrder(orderId string, currency CurrencyPair) (bool, error)
	GetOneOrder(orderId string, currency CurrencyPair) (*Order, error)
	GetUnfinishOrders(currency CurrencyPair) ([]Order, error)
	GetOrderHistorys(currency CurrencyPair, currentPage, pageSize int) ([]Order, error)
	GetAccount() (*Account, error)

	GetTicker(currency CurrencyPair) (*Ticker, error)
	GetDepth(size int, currency CurrencyPair) (*Depth, error)
	GetKlineRecords(currency CurrencyPair, period, size, since int) ([]Kline, error)
	//非个人，整个交易所的交易记录
	GetTrades(currencyPair CurrencyPair, since int64) ([]Trade, error)

	GetExchangeName() string
}

type APIConfig 

type APIConfig struct {
	HttpClient    *http.Client
	Endpoint      string
	ApiKey        string
	ApiSecretKey  string
	ApiPassphrase string //for okex.com v3 api
	ClientId      string //for bitstamp.net , huobi.pro

	Lever float64 //杠杆倍数 , for future
}

type Account 

type Account struct {
	Exchange    string
	Asset       float64 //总资产
	NetAsset    float64 //净资产
	SubAccounts map[Currency]SubAccount
}

type ApiError 

type ApiError struct {
	ErrCode,
	ErrMsg,
	OriginErrMsg string
}

func (ApiError) Error 

func (e ApiError) Error() string

func (ApiError) OriginErr 

func (e ApiError) OriginErr(err string) ApiError

type BorrowParameter 

type BorrowParameter struct {
	CurrencyPair CurrencyPair
	Currency     Currency
	Amount       float64
}

type Currency 

type Currency struct {
	Symbol string
	Desc   string
}

func NewCurrency 

func NewCurrency(symbol, desc string) Currency

func (Currency) AdaptBccToBch 

func (c Currency) AdaptBccToBch() Currency

func (Currency) AdaptBchToBcc 

func (c Currency) AdaptBchToBcc() Currency

func (Currency) Eq 

func (c Currency) Eq(c2 Currency) bool

func (Currency) String 

func (c Currency) String() string

type CurrencyPair 

type CurrencyPair struct {
	CurrencyA Currency
	CurrencyB Currency
}

A->B(A兑换为B)

func NewCurrencyPair 

func NewCurrencyPair(currencyA Currency, currencyB Currency) CurrencyPair

func NewCurrencyPair2 

func NewCurrencyPair2(currencyPairSymbol string) CurrencyPair

func NewCurrencyPair3 added in v1.2.3 

func NewCurrencyPair3(currencyPairSymbol string, sep string) CurrencyPair

func (CurrencyPair) AdaptBccToBch 

func (pair CurrencyPair) AdaptBccToBch() CurrencyPair

func (CurrencyPair) AdaptBchToBcc 

func (pair CurrencyPair) AdaptBchToBcc() CurrencyPair

It is currently applicable to binance and zb

func (CurrencyPair) AdaptUsdToUsdt 

func (pair CurrencyPair) AdaptUsdToUsdt() CurrencyPair

func (CurrencyPair) AdaptUsdtToUsd 

func (pair CurrencyPair) AdaptUsdtToUsd() CurrencyPair

func (CurrencyPair) Eq 

func (c CurrencyPair) Eq(c2 CurrencyPair) bool

func (CurrencyPair) Reverse 

func (pair CurrencyPair) Reverse() CurrencyPair

func (CurrencyPair) String 

func (c CurrencyPair) String() string

func (CurrencyPair) ToLower 

func (pair CurrencyPair) ToLower() CurrencyPair

for to symbol lower , Not practical '==' operation method

func (CurrencyPair) ToSymbol 

func (pair CurrencyPair) ToSymbol(joinChar string) string

func (CurrencyPair) ToSymbol2 

func (pair CurrencyPair) ToSymbol2(joinChar string) string

type DepositWithdrawHistory added in v1.2.3 

type DepositWithdrawHistory struct {
	WithdrawalId string    `json:"withdrawal_id,omitempty"`
	Currency     string    `json:"currency"`
	Txid         string    `json:"txid"`
	Amount       float64   `json:"amount,string"`
	From         string    `json:"from,omitempty"`
	To           string    `json:"to"`
	Memo         string    `json:"memo,omitempty"`
	Fee          string    `json:"fee"`
	Status       int       `json:"status,string"`
	Timestamp    time.Time `json:"timestamp"`
}

type Depth 

type Depth struct {
	ContractType string `json:"contract_type,omitempty"` //for futures
	ContractId   string `json:"contract_id,omitempty"`   // for futures
	Pair         CurrencyPair
	UTime        time.Time
	AskList      DepthRecords // Descending order
	BidList      DepthRecords // Descending order
}

type DepthRecord 

type DepthRecord struct {
	Price  float64
	Amount float64
}

type DepthRecords 

type DepthRecords []DepthRecord

func (DepthRecords) Len 

func (dr DepthRecords) Len() int

func (DepthRecords) Less 

func (dr DepthRecords) Less(i, j int) bool

func (DepthRecords) Swap 

func (dr DepthRecords) Swap(i, j int)

type FutureAccount 

type FutureAccount struct {
	FutureSubAccounts map[Currency]FutureSubAccount
}

type FutureKline 

type FutureKline struct {
	*Kline
	Vol2 float64 //个数
}

type FutureOrder 

type FutureOrder struct {
	ClientOid    string //自定义ID，GoEx内部自动生成
	OrderID2     string //请尽量用这个字段替代OrderID字段
	Price        float64
	Amount       float64
	AvgPrice     float64
	DealAmount   float64
	OrderID      int64 //deprecated
	OrderTime    int64
	Status       TradeStatus
	Currency     CurrencyPair
	OrderType    int     //ORDINARY=0 POST_ONLY=1 FOK= 2 IOC= 3
	OType        int     //1：开多 2：开空 3：平多 4： 平空
	LeverRate    float64 //倍数
	Fee          float64 //手续费
	ContractName string
	FinishedTime int64 // finished timestamp

	//策略委托单
	TriggerPrice float64
	AlgoType     int //1:限价 2:市场价；触发价格类型，默认是限价；为市场价时，委托价格不必填；
}

type FuturePosition 

type FuturePosition struct {
	BuyAmount      float64
	BuyAvailable   float64
	BuyPriceAvg    float64
	BuyPriceCost   float64
	BuyProfitReal  float64
	BuyProfit      float64
	CreateDate     int64
	LeverRate      float64
	SellAmount     float64
	SellAvailable  float64
	SellPriceAvg   float64
	SellPriceCost  float64
	SellProfitReal float64
	SellProfit     float64
	Symbol         CurrencyPair //btc_usd:比特币,ltc_usd:莱特币
	ContractType   string
	ContractId     int64
	ForceLiquPrice float64 //预估爆仓价
	ShortPnlRatio  float64 //空仓收益率
	LongPnlRatio   float64 //多仓收益率
}

type FutureRestAPI 

type FutureRestAPI interface {
	/**
	 *获取交易所名字
	 */
	GetExchangeName() string

	/**
	 *获取交割预估价
	 */
	GetFutureEstimatedPrice(currencyPair CurrencyPair) (float64, error)

	/**
	 * 期货行情
	 * @param currency_pair   btc_usd:比特币    ltc_usd :莱特币
	 * @param contractType  合约类型: this_week:当周   next_week:下周   month:当月   quarter:季度
	 */
	GetFutureTicker(currencyPair CurrencyPair, contractType string) (*Ticker, error)

	/**
	 * 期货深度
	 * @param currencyPair  btc_usd:比特币    ltc_usd :莱特币
	 * @param contractType  合约类型: this_week:当周   next_week:下周   month:当月   quarter:季度
	 * @param size 获取深度档数
	 * @return
	 */
	GetFutureDepth(currencyPair CurrencyPair, contractType string, size int) (*Depth, error)

	/**
	 * 期货指数
	 * @param currencyPair   btc_usd:比特币    ltc_usd :莱特币
	 */
	GetFutureIndex(currencyPair CurrencyPair) (float64, error)

	/**
	 *全仓账户
	 *@param currency
	 */
	GetFutureUserinfo(currencyPair ...CurrencyPair) (*FutureAccount, error)

	/**
	 * @deprecated
	 * 期货下单
	 * @param currencyPair   btc_usd:比特币    ltc_usd :莱特币
	 * @param contractType   合约类型: this_week:当周   next_week:下周   month:当月   quarter:季度
	 * @param price  价格
	 * @param amount  委托数量
	 * @param openType   1:开多   2:开空   3:平多   4:平空
	 * @param matchPrice  是否为对手价 0:不是    1:是   ,当取值为1时,price无效
	 */
	PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice int, leverRate float64) (string, error)

	LimitFuturesOrder(currencyPair CurrencyPair, contractType, price, amount string, openType int, opt ...LimitOrderOptionalParameter) (*FutureOrder, error)

	//对手价下单
	MarketFuturesOrder(currencyPair CurrencyPair, contractType, amount string, openType int) (*FutureOrder, error)

	/**
	 * 取消订单
	 * @param symbol   btc_usd:比特币    ltc_usd :莱特币
	 * @param contractType    合约类型: this_week:当周   next_week:下周   month:当月   quarter:季度
	 * @param orderId   订单ID

	 */
	FutureCancelOrder(currencyPair CurrencyPair, contractType, orderId string) (bool, error)

	/**
	 * 用户持仓查询
	 * @param symbol   btc_usd:比特币    ltc_usd :莱特币
	 * @param contractType   合约类型: this_week:当周   next_week:下周   month:当月   quarter:季度
	 * @return
	 */
	GetFuturePosition(currencyPair CurrencyPair, contractType string) ([]FuturePosition, error)

	/**
	 *获取订单信息
	 */
	GetFutureOrders(orderIds []string, currencyPair CurrencyPair, contractType string) ([]FutureOrder, error)

	/**
	 *获取单个订单信息
	 */
	GetFutureOrder(orderId string, currencyPair CurrencyPair, contractType string) (*FutureOrder, error)

	/**
	 *获取未完成订单信息
	 */
	GetUnfinishFutureOrders(currencyPair CurrencyPair, contractType string) ([]FutureOrder, error)

	/**
	 *获取交易费
	 */
	GetFee() (float64, error)

	/**
	 *获取每张合约价值
	 */
	GetContractValue(currencyPair CurrencyPair) (float64, error)

	/**
	 *获取交割时间 星期(0,1,2,3,4,5,6)，小时，分，秒
	 */
	GetDeliveryTime() (int, int, int, int)

	/**
	 * 获取K线数据
	 */
	GetKlineRecords(contractType string, currency CurrencyPair, period, size, since int) ([]FutureKline, error)

	/**
	 * 获取Trade数据
	 */
	GetTrades(contractType string, currencyPair CurrencyPair, since int64) ([]Trade, error)
}

type FutureSubAccount 

type FutureSubAccount struct {
	Currency      Currency
	AccountRights float64 //账户权益
	KeepDeposit   float64 //保证金
	ProfitReal    float64 //已实现盈亏
	ProfitUnreal  float64
	RiskRate      float64 //保证金率
}

type FutureTicker 

type FutureTicker struct {
	*Ticker
	ContractType string  `json:"omitempty"`
	ContractId   string  `json:"contractId"`
	LimitHigh    float64 `json:"limitHigh,string"`
	LimitLow     float64 `json:"limitLow,string"`
	HoldAmount   float64 `json:"hold_amount,string"`
	UnitAmount   float64 `json:"unitAmount,string"`
}

type FuturesContractInfo added in v1.2.3 

type FuturesContractInfo struct {
	*TickSize
	ContractVal  float64 //合约面值(美元)
	Delivery     string  //交割日期
	ContractType string  //	本周 this_week 次周 next_week 季度 quarter
}

type FuturesWsApi added in v1.2.3 

type FuturesWsApi interface {
	DepthCallback(func(depth *Depth))
	TickerCallback(func(ticker *FutureTicker))
	TradeCallback(func(trade *Trade, contract string))

	SubscribeDepth(pair CurrencyPair, contractType string) error
	SubscribeTicker(pair CurrencyPair, contractType string) error
	SubscribeTrade(pair CurrencyPair, contractType string) error
}

type HistoricalFunding added in v1.0.5 

type HistoricalFunding struct {
	InstrumentId string    `json:"instrument_id"`
	RealizedRate float64   `json:"realized_rate,string"`
	FundingTime  time.Time `json:"funding_time"`
}

type Kline 

type Kline struct {
	Pair      CurrencyPair
	Timestamp int64
	Open      float64
	Close     float64
	High      float64
	Low       float64
	Vol       float64
}

type KlinePeriod added in v1.0.3 

type KlinePeriod int

type LimitOrderOptionalParameter added in v1.2.3 

type LimitOrderOptionalParameter int
const (
	PostOnly LimitOrderOptionalParameter = iota + 1
	Ioc
	Fok
)

func (LimitOrderOptionalParameter) String added in v1.2.3 

func (opt LimitOrderOptionalParameter) String() string

type MarginAccount 

type MarginAccount struct {
	Sub              map[Currency]MarginSubAccount
	LiquidationPrice float64
	RiskRate         float64
	MarginRatio      float64
}

type MarginSubAccount 

type MarginSubAccount struct {
	Balance     float64
	Frozen      float64
	Available   float64
	CanWithdraw float64
	Loan        float64
	LendingFee  float64
}

type Order 

type Order struct {
	Price        float64
	Amount       float64
	AvgPrice     float64
	DealAmount   float64
	Fee          float64
	Cid          string //客户端自定义ID
	OrderID2     string
	OrderID      int //deprecated
	Status       TradeStatus
	Currency     CurrencyPair
	Side         TradeSide
	Type         string //limit / market
	OrderType    int    //0:default,1:maker,2:fok,3:ioc
	OrderTime    int    // create  timestamp
	FinishedTime int64  //finished timestamp
}

type OrderFeature added in v1.2.3 

type OrderFeature int

func (OrderFeature) String added in v1.2.3 

func (of OrderFeature) String() string

type OrderType 

type OrderType int

func (OrderType) String 

func (ot OrderType) String() string

type RepaymentParameter 

type RepaymentParameter struct {
	BorrowParameter
	BorrowId string
}

type SpotWsApi added in v1.2.3 

type SpotWsApi interface {
	DepthCallback(func(depth *Depth))
	TickerCallback(func(ticker *Ticker))
	TradeCallback(func(trade *Trade))

	SubscribeDepth(pair CurrencyPair) error
	SubscribeTicker(pair CurrencyPair) error
	SubscribeTrade(pair CurrencyPair) error
}

type SubAccount 

type SubAccount struct {
	Currency     Currency
	Amount       float64
	ForzenAmount float64
	LoanAmount   float64
}

type TickSize added in v1.2.3 

type TickSize struct {
	InstrumentID    string
	UnderlyingIndex string
	QuoteCurrency   string
	PriceTickSize   float64 //下单价格精度
	AmountTickSize  float64 //数量精度
}

type Ticker 

type Ticker struct {
	Pair CurrencyPair `json:"omitempty"`
	Last float64      `json:"last,string"`
	Buy  float64      `json:"buy,string"`
	Sell float64      `json:"sell,string"`
	High float64      `json:"high,string"`
	Low  float64      `json:"low,string"`
	Vol  float64      `json:"vol,string"`
	Date uint64       `json:"date"` // 单位:ms
}

type Trade 

type Trade struct {
	Tid    int64        `json:"tid"`
	Type   TradeSide    `json:"type"`
	Amount float64      `json:"amount,string"`
	Price  float64      `json:"price,string"`
	Date   int64        `json:"date_ms"`
	Pair   CurrencyPair `json:"omitempty"`
}

type TradeSide 

type TradeSide int
const (
	BUY TradeSide = 1 + iota
	SELL
	BUY_MARKET
	SELL_MARKET
)

func AdaptTradeSide 

func AdaptTradeSide(side string) TradeSide

func (TradeSide) String 

func (ts TradeSide) String() string

type TradeStatus 

type TradeStatus int
const (
	ORDER_UNFINISH TradeStatus = iota
	ORDER_PART_FINISH
	ORDER_FINISH
	ORDER_CANCEL
	ORDER_REJECT
	ORDER_CANCEL_ING
	ORDER_FAIL
)

func (TradeStatus) String 

func (ts TradeStatus) String() string

type TransferParameter added in v1.2.3 

type TransferParameter struct {
	Currency       string  `json:"currency"`
	From           int     `json:"from"`
	To             int     `json:"to"`
	Amount         float64 `json:"amount"`
	SubAccount     string  `json:"sub_account"`
	InstrumentId   string  `json:"instrument_id"`
	ToInstrumentId string  `json:"to_instrument_id"`
}

type WalletApi added in v1.2.3 

type WalletApi interface {
	//获取钱包资产
	GetAccount() (*Account, error)
	//提币
	Withdrawal(param WithdrawParameter) (withdrawId string, err error)
	//划转资产
	Transfer(param TransferParameter) error
	//获取提币记录
	GetWithDrawHistory(currency *Currency) ([]DepositWithdrawHistory, error)
	//获取充值记录
	GetDepositHistory(currency *Currency) ([]DepositWithdrawHistory, error)
}

type WithdrawParameter added in v1.2.3 

type WithdrawParameter struct {
	Currency    string  `json:"currency"`
	Amount      float64 `json:"amount,string"`
	Destination int     `json:"destination"` //提币到(2:OKCoin国际 3:OKEx 4:数字货币地址)
	ToAddress   string  `json:"to_address"`
	TradePwd    string  `json:"trade_pwd"`
	Fee         string  `json:"fee"`
}

type WsBuilder 

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

func NewWsBuilder 

func NewWsBuilder() *WsBuilder

func (*WsBuilder) AutoReconnect added in v1.2.3 

func (b *WsBuilder) AutoReconnect() *WsBuilder

func (*WsBuilder) Build 

func (b *WsBuilder) Build() *WsConn

func (*WsBuilder) ConnectSuccessAfterSendMessage added in v1.2.3 

func (b *WsBuilder) ConnectSuccessAfterSendMessage(msg func() []byte) *WsBuilder

func (*WsBuilder) DecompressFunc added in v1.2.3 

func (b *WsBuilder) DecompressFunc(f func([]byte) ([]byte, error)) *WsBuilder

func (*WsBuilder) Dump 

func (b *WsBuilder) Dump() *WsBuilder

func (*WsBuilder) ErrorHandleFunc 

func (b *WsBuilder) ErrorHandleFunc(f func(err error)) *WsBuilder

func (*WsBuilder) Heartbeat 

func (b *WsBuilder) Heartbeat(heartbeat func() []byte, t time.Duration) *WsBuilder

func (*WsBuilder) ProtoHandleFunc 

func (b *WsBuilder) ProtoHandleFunc(f func([]byte) error) *WsBuilder

func (*WsBuilder) ProxyUrl 

func (b *WsBuilder) ProxyUrl(proxyUrl string) *WsBuilder

func (*WsBuilder) ReconnectInterval added in v1.2.3 

func (b *WsBuilder) ReconnectInterval(t time.Duration) *WsBuilder

func (*WsBuilder) ReqHeader 

func (b *WsBuilder) ReqHeader(key, value string) *WsBuilder

func (*WsBuilder) WsUrl 

func (b *WsBuilder) WsUrl(wsUrl string) *WsBuilder

type WsConfig 

type WsConfig struct {
	WsUrl                          string
	ProxyUrl                       string
	ReqHeaders                     map[string][]string //连接的时候加入的头部信息
	HeartbeatIntervalTime          time.Duration       //
	HeartbeatData                  func() []byte       //心跳数据2
	IsAutoReconnect                bool
	ProtoHandleFunc                func([]byte) error           //协议处理函数
	DecompressFunc                 func([]byte) ([]byte, error) //解压函数
	ErrorHandleFunc                func(err error)
	ConnectSuccessAfterSendMessage func() []byte //for reconnect
	IsDump                         bool
	// contains filtered or unexported fields
}

type WsConn 

type WsConn struct {
	WsConfig
	// contains filtered or unexported fields
}

func (*WsConn) CloseWs 

func (ws *WsConn) CloseWs()

func (*WsConn) NewWs 

func (ws *WsConn) NewWs() *WsConn

func (*WsConn) SendCloseMessage added in v1.2.3 

func (ws *WsConn) SendCloseMessage(msg []byte)

func (*WsConn) SendJsonMessage 

func (ws *WsConn) SendJsonMessage(m interface{}) error

func (*WsConn) SendMessage added in v1.2.3 

func (ws *WsConn) SendMessage(msg []byte)

func (*WsConn) SendPingMessage added in v1.2.3 

func (ws *WsConn) SendPingMessage(msg []byte)

func (*WsConn) SendPongMessage added in v1.2.3 

func (ws *WsConn) SendPongMessage(msg []byte)

func (*WsConn) Subscribe 

func (ws *WsConn) Subscribe(subEvent interface{}) error

Source Files

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