common

Documentation

Index

• Constants
• Variables
• type BookFrequency
• type BookPrecision
• type CandleResolution
  • func CandleResolutionFromString(str string) (CandleResolution, error)
• type Mts
• type OrderSide
• type OrderType
• type PermissionType
• type QueryLimit
• type SortOrder
• type StatKey
• type StatusType

Constants

const (
	OrderFlagHidden               int              = 64
	OrderFlagClose                int              = 512
	OrderFlagPostOnly             int              = 4096
	OrderFlagOCO                  int              = 16384
	Checksum                      int              = 131072
	OrderStatusActive                              = "ACTIVE"
	OrderStatusExecuted                            = "EXECUTED"
	OrderStatusPartiallyFilled                     = "PARTIALLY FILLED"
	OrderStatusCanceled                            = "CANCELED"
	OrderTypeExchangeLimit                         = "EXCHANGE LIMIT"
	OrderTypeMarket                                = "MARKET"
	OrderTypeExchangeMarket                        = "EXCHANGE MARKET"
	OrderTypeLimit                                 = "LIMIT"
	OrderTypeStop                                  = "STOP"
	OrderTypeExchangeStop                          = "EXCHANGE STOP"
	OrderTypeTrailingStop                          = "TRAILING STOP"
	OrderTypeExchangeTrailingStop                  = "EXCHANGE TRAILING STOP"
	OrderTypeFOK                                   = "FOK"
	OrderTypeExchangeFOK                           = "EXCHANGE FOK"
	OrderTypeStopLimit                             = "STOP LIMIT"
	OrderTypeExchangeStopLimit                     = "EXCHANGE STOP LIMIT"
	PermissionRead                                 = "r"
	PermissionWrite                                = "w"
	FundingPrefix                                  = "f"
	TradingPrefix                                  = "t"
	FundingSizeKey                StatKey          = "funding.size"
	CreditSizeKey                 StatKey          = "credits.size"
	CreditSizeSymKey              StatKey          = "credits.size.sym"
	PositionSizeKey               StatKey          = "pos.size"
	Bid                           OrderSide        = 1
	Ask                           OrderSide        = 2
	Long                          OrderSide        = 1
	Short                         OrderSide        = 2
	OldestFirst                   SortOrder        = 1
	NewestFirst                   SortOrder        = -1
	OneMinute                     CandleResolution = "1m"
	FiveMinutes                   CandleResolution = "5m"
	FifteenMinutes                CandleResolution = "15m"
	ThirtyMinutes                 CandleResolution = "30m"
	OneHour                       CandleResolution = "1h"
	ThreeHours                    CandleResolution = "3h"
	SixHours                      CandleResolution = "6h"
	TwelveHours                   CandleResolution = "12h"
	OneDay                        CandleResolution = "1D"
	OneWeek                       CandleResolution = "7D"
	TwoWeeks                      CandleResolution = "14D"
	OneMonth                      CandleResolution = "1M"
	Precision0                    BookPrecision    = "P0" // Aggregate precision levels
	Precision1                    BookPrecision    = "P1" // Aggregate precision levels
	Precision2                    BookPrecision    = "P2" // Aggregate precision levels
	Precision3                    BookPrecision    = "P3" // Aggregate precision levels
	PrecisionRawBook              BookPrecision    = "R0" // Raw precision
	// FrequencyRealtime book frequency gives updates as they occur in real-time.
	FrequencyRealtime BookFrequency = "F0"
	// FrequencyTwoPerSecond delivers two book updates per second.
	FrequencyTwoPerSecond BookFrequency = "F1"
	// PriceLevelDefault provides a constant default price level for book subscriptions.
	PriceLevelDefault int = 25
)

Variables

var (
	ErrNotFound = errors.New("not found")
)

Types

type BookFrequency

type BookFrequency string

BookFrequency provides a typed book frequency.

type BookPrecision

type BookPrecision string

BookPrecision provides a typed book precision level.

type CandleResolution

type CandleResolution string

CandleResolution provides a typed set of resolutions for candle subscriptions.

func CandleResolutionFromString

func CandleResolutionFromString(str string) (CandleResolution, error)

type Mts

type Mts int64

type OrderSide

type OrderSide byte

OrderSide provides a typed set of order sides.

type OrderType

type OrderType string

type PermissionType

type PermissionType string

type QueryLimit

type QueryLimit int

type SortOrder

type SortOrder int

type StatKey

type StatKey string

type StatusType

type StatusType string