quotes

Aug 13, 2024

Changes in this version

+ type TokenNetwork struct

+ ChainID uint32

+ TokenAddress string

Aug 6, 2024

Changes in this version

+ func TokenExists(token Token, tokens []Asset) bool

+ type Asset struct

+ ID string

+ Name string

+ Symbol string

+ func FetchTokens() ([]Asset, error)

+ type Prices map[string]map[string]float64

+ func FetchPrices(tokens []Token) (Prices, error)

+ type Token struct

+ ID string

+ Symbol string

Jun 11, 2024

Changes in this version

type LynexV2Config

+ MarketsURL string

type LynexV3Config

+ MarketsURL string

Jun 11, 2024

Changes in this version

+ var ErrMarketDisabled = errors.New("market is disabled")

type QuickswapConfig

+ MarketsURL string

type SectaV2Config

+ MarketsURL string

type SectaV3Config

+ MarketsURL string

type SyncswapConfig

+ MarketsURL string

type UniswapV3Config

+ MarketsURL string

Jun 6, 2024

Changes in this version

+ var DriverLynexV2 = DriverType

+ var DriverLynexV3 = DriverType

type Config

+ LynexV2 LynexV2Config

+ LynexV3 LynexV3Config

+ Rpc RpcConfig

+ type HistoricalData interface

+ HistoricalData func(ctx context.Context, market Market, window time.Duration, limit uint64) ([]TradeEvent, error)

+ type LynexV2Config struct

+ AssetsURL string

+ FactoryAddress string

+ Filter FilterConfig

+ IdlePeriod time.Duration

+ MappingURL string

+ StablePoolMarkets []string

+ type LynexV3Config struct

+ AssetsURL string

+ FactoryAddress string

+ Filter FilterConfig

+ IdlePeriod time.Duration

+ MappingURL string

+ type RpcConfig struct

+ Ethereum string

+ Linea string

+ Polygon string

May 27, 2024

Changes in this version

type BinanceConfig

+ IdlePeriod time.Duration

type QuickswapConfig

+ IdlePeriod time.Duration

type SectaV2Config

+ IdlePeriod time.Duration

type SectaV3Config

+ IdlePeriod time.Duration

type SyncswapConfig

+ IdlePeriod time.Duration

type UniswapV3Config

+ IdlePeriod time.Duration

May 23, 2024

Changes in this version

+ var DriverMexc = DriverType

type BitfakerConfig

+ Markets map[string]FakeMarketConfig

type Config

+ Mexc MexcConfig

+ type FakeMarketConfig struct

+ AmountVolatility float64

+ Period time.Duration

+ PriceVolatility float64

+ StartAmount float64

+ StartPrice float64

+ type MexcConfig struct

+ AssetsUpdatePeriod time.Duration

+ BatchPeriod time.Duration

+ Filter FilterConfig

+ ReconnectPeriod time.Duration

+ URL string

+ USDCtoUSDT bool

May 15, 2024

Changes in this version

+ var MarketSubscriptions = prometheus.NewGaugeVec(prometheus.GaugeOpts{ ... }, []string{ ... })

May 7, 2024

Changes in this version

+ var ErrSwapParsing = errors.New("recovered in from panic during swap parsing")

Apr 22, 2024

Changes in this version

type BinanceConfig

+ AssetsUpdatePeriod time.Duration

+ BatchPeriod time.Duration

Apr 18, 2024

Changes in this version

+ var DriverSectaV2 = DriverType

+ var DriverSectaV3 = DriverType

type Config

+ SectaV2 SectaV2Config

+ SectaV3 SectaV3Config

type Market

+ func NewMarketDerived(base, quote, convertQuoteTo string) Market

+ type SectaV2Config struct

+ AssetsURL string

+ FactoryAddress string

+ Filter FilterConfig

+ MappingURL string

+ URL string

+ type SectaV3Config struct

+ AssetsURL string

+ FactoryAddress string

+ Filter FilterConfig

+ MappingURL string

+ URL string

Apr 18, 2024

Changes in this version

type BinanceConfig

+ BatchBufferSeconds int

+ type ConfFunc func(*indexStrategy)

+ func WithCustomWeights(driversWeights map[DriverType]decimal.Decimal) ConfFunc

type IndexConfig

+ BufferSeconds int

+ type PriceCache struct

+ func (p *PriceCache) AddTrade(market Market, price, volume decimal.Decimal, timestamp time.Time, ...)

+ func (p *PriceCache) GetIndexPrice(event *TradeEvent) (decimal.Decimal, bool)

Apr 16, 2024

Changes in this version

+ var ErrAlreadyStarted = errors.New("driver is already started")

+ var ErrAlreadyStopped = errors.New("driver is already stopped")

+ var ErrInvalidWsUrl = errors.New("websocket URL must start with ws:// or wss://")

+ var ErrNotStarted = errors.New("driver is not started; call `Start()` first or wait for it to finish")

type Config

+ UniswapV3 UniswapV3Config

+ type UniswapV3Config struct

+ AssetsURL string

+ FactoryAddress string

+ Filter FilterConfig

+ MappingURL string

+ URL string

Apr 16, 2024

Changes in this version

type IndexConfig

+ MaxPriceDiff string

Apr 16, 2024

Changes in this version

type IndexConfig

+ BatchBufferSeconds int

Apr 15, 2024

Changes in this version

type QuickswapConfig

+ MappingURL string

type UniswapV3GethConfig

+ MappingURL string

Apr 14, 2024

Changes in this version

type Market

+ func NewMarketWithMainQuote(base, quote, mainQuote string) Market

+ func (m Market) ApplyMainQuote() Market

+ func (m Market) LegacyQuote() string

+ func (m Market) StringWithoutMain() string

type SyncswapConfig

+ MappingURL string

Apr 14, 2024

Changes in this version

type Config

+ Drivers []DriverType

+ func (config Config) GetByDriverType(driver DriverType) (Config, error)

type Driver

+ ActiveDrivers func() []DriverType

+ ExchangeType func() ExchangeType

type DriverType

+ func (t *DriverType) SetValue(s string) error

+ type ExchangeType string

+ var ExchangeTypeCEX ExchangeType = "cex"

+ var ExchangeTypeDEX ExchangeType = "dex"

+ var ExchangeTypeHybrid ExchangeType = "hybrid"

+ var ExchangeTypeUnspecified ExchangeType = ""

Apr 10, 2024

Changes in this version

type SyncswapConfig

+ StablePoolFactoryAddress string

+ StablePoolMarkets []string

Apr 8, 2024

Changes in this version

type IndexConfig

+ BufferMinutes int

Apr 3, 2024

Changes in this version

+ var DriverInternal = DriverType

type Driver

+ SetInbox func(inbox <-chan TradeEvent)

Mar 28, 2024

Changes in this version

+ var DriverNeodax = DriverType

Mar 25, 2024

Changes in this version

+ var DefaultMarketsMapping = map[string][]string

type Driver

+ Type func() Type

type IndexConfig

+ MarketsMapping map[string][]string

+ type Type string

+ var TypeCEX Type = "cex"

+ var TypeDEX Type = "dex"

+ var TypeHybrid Type = "hybrid"

+ var TypeUnspecified Type = ""

Mar 21, 2024

Changes in this version

type Market

+ func (m *Market) UnmarshalJSON(raw []byte) error

+ func (m Market) MarshalJSON() ([]byte, error)

Mar 21, 2024

Changes in this version

type BinanceConfig

+ USDCtoUSDT bool

type Market

+ func NewDerivedMerket(base, quote, convertQuoteTo string) Market

+ func (m Market) Print() string

Mar 21, 2024

Changes in this version

type Filter

+ func NewFilter(conf FilterConfig) Filter

Mar 20, 2024

Changes in this version

+ var DriverQuickswap = DriverType

type Config

+ Quickswap QuickswapConfig

+ type QuickswapConfig struct

+ AssetsURL string

+ Filter FilterConfig

+ PoolFactoryAddress string

+ URL string

+ func (QuickswapConfig) DriverType() DriverType

Mar 14, 2024

Changes in this version

+ func FlipSwap(swap *isyncswap_pool.ISyncSwapPoolSwap)

Mar 14, 2024

Changes in this version

type IndexConfig

+ DriverConfigs []Config

Feb 23, 2024

Changes in this version

type BinanceConfig

+ Filter FilterConfig

type BitfakerConfig

+ Filter FilterConfig

+ type DisabledFilter struct

+ func (f DisabledFilter) Allow(trade TradeEvent) bool

+ type Filter interface

+ Allow func(trade TradeEvent) bool

+ func FilterFactory(conf FilterConfig) Filter

+ type FilterConfig struct

+ FilterType FilterType

+ PriceDiffFilter PriceDiffFilterConfig

+ SamplerFilter SamplerFilterConfig

+ type FilterType string

+ const DisabledFilterType

+ const PriceDiffFilterType

+ const SamplerFilterType

type KrakenConfig

+ Filter FilterConfig

type OpendaxConfig

+ Filter FilterConfig

+ type PriceDiffFilter struct

+ func (f *PriceDiffFilter) Allow(trade TradeEvent) bool

+ type PriceDiffFilterConfig struct

+ Threshold string

+ type SamplerFilterConfig struct

+ Percentage int64

type SyncswapConfig

+ Filter FilterConfig

type UniswapV3ApiConfig

+ Filter FilterConfig

type UniswapV3GethConfig

+ Filter FilterConfig

Feb 6, 2024

Changes in this version

+ var AllDrivers = []DriverConfig

+ var DefaultWeightsMap = map[DriverType]decimal.Decimal

+ var DriverIndex = DriverType

+ func NewStrategyVWA(configs ...ConfFuncVWA) priceCalculator

+ type ConfFuncVWA func(*strategyVWA)

+ func WithCustomPriceCacheVWA(priceCache *PriceCacheVWA) ConfFuncVWA

+ func WithCustomWeightsVWA(driversWeights map[DriverType]decimal.Decimal) ConfFuncVWA

type Config

+ Index IndexConfig

+ func ToConfig(driver DriverConfig) Config

type Driver

+ func NewIndexAggregator(driversConfigs []DriverConfig, strategy priceCalculator, ...) Driver

+ Name func() DriverType

+ type DriverConfig interface

+ DriverType func() DriverType

+ type IndexConfig struct

+ TradesCached int

+ func (IndexConfig) DriverType() DriverType

type Market

+ func NewMarket(base, quote string) Market

+ func NewMarketFromString(s string) (Market, bool)

+ func (m Market) Base() string

+ func (m Market) IsEmpty() bool

+ func (m Market) Quote() string

+ func (m Market) String() string

+ type PriceCacheVWA struct

+ func NewPriceCacheVWA(driversWeights map[DriverType]decimal.Decimal, nTrades int) *PriceCacheVWA

+ func (p *PriceCacheVWA) ActivateDriver(driver DriverType, market Market)

+ func (p *PriceCacheVWA) ActiveWeights(market Market) decimal.Decimal

+ func (p *PriceCacheVWA) AddTrade(market Market, price, volume, weight decimal.Decimal)

+ func (p *PriceCacheVWA) GetVWA(market Market) (decimal.Decimal, bool)

Feb 1, 2024

Changes in this version

type Config

+ Binance BinanceConfig

+ Bitfaker BitfakerConfig

+ Kraken KrakenConfig

+ Opendax OpendaxConfig

+ Syncswap SyncswapConfig

+ UniswapV3Api UniswapV3ApiConfig

+ UniswapV3Geth UniswapV3GethConfig

+ func NewConfigFromFile(path string) (Config, error)

Jan 31, 2024

Changes in this version

+ var DriverSyncswap = DriverType

+ type BinanceConfig struct

+ TradeSampler TradeSamplerConfig

+ func (BinanceConfig) DriverType() DriverType

+ type BitfakerConfig struct

+ Period time.Duration

+ TradeSampler TradeSamplerConfig

+ func (BitfakerConfig) DriverType() DriverType

type Config

+ DriverType func() DriverType

+ type KrakenConfig struct

+ ReconnectPeriod time.Duration

+ TradeSampler TradeSamplerConfig

+ URL string

+ func (KrakenConfig) DriverType() DriverType

+ type OpendaxConfig struct

+ ReconnectPeriod time.Duration

+ TradeSampler TradeSamplerConfig

+ URL string

+ func (OpendaxConfig) DriverType() DriverType

+ type SyncswapConfig struct

+ AssetsURL string

+ ClassicPoolFactoryAddress string

+ TradeSampler TradeSamplerConfig

+ URL string

+ func (SyncswapConfig) DriverType() DriverType

+ type UniswapV3ApiConfig struct

+ TradeSampler TradeSamplerConfig

+ URL string

+ WindowSize time.Duration

+ func (UniswapV3ApiConfig) DriverType() DriverType

+ type UniswapV3GethConfig struct

+ AssetsURL string

+ FactoryAddress string

+ TradeSampler TradeSamplerConfig

+ URL string

+ func (UniswapV3GethConfig) DriverType() DriverType

Jan 23, 2024

Changes in this version

+ var DriverUniswapV3Api = DriverType

+ var DriverUniswapV3Geth = DriverType

type Config

+ AssetsURL string

+ func NewConfigFromEnv() (Config, error)

Jan 3, 2024

Changes in this version

+ var ErrAlreadySubbed = errors.New("market already subscribed")

+ var ErrFailedSub = errors.New("failed to subscribe to market")

+ var ErrFailedUnsub = errors.New("failed to unsubscribe from market")

+ var ErrNotSubbed = errors.New("market not subscribed")

type Driver

+ Unsubscribe func(market Market) error

Dec 14, 2023

Changes in this version

+ var DriverBinance = DriverType

+ var DriverBitfaker = DriverType

+ var DriverKraken = DriverType

+ var DriverOpendax = DriverType

+ var DriverUniswapV3 = DriverType

+ var TakerTypeBuy = TakerType

+ var TakerTypeSell = TakerType

+ var TakerTypeUnknown = TakerType

+ type Config struct

+ Driver DriverType

+ ReconnectPeriod time.Duration

+ TradeSampler TradeSamplerConfig

+ URL string

+ type Driver interface

+ Start func(markets []Market) error

+ Stop func() error

+ Subscribe func(market Market) error

+ func NewDriver(config Config, outbox chan<- TradeEvent) (Driver, error)

+ type DriverType struct

+ func ToDriverType(raw string) (DriverType, error)

+ func (d *DriverType) String() string

+ func (t *DriverType) UnmarshalJSON(raw []byte) error

+ func (t *DriverType) UnmarshalYAML(value *yaml.Node) error

+ func (t DriverType) MarshalJSON() ([]byte, error)

+ func (t DriverType) MarshalYAML() (any, error)

+ type Market struct

+ BaseUnit string

+ QuoteUnit string

+ type TakerType struct

+ func ToTakerType(raw string) (TakerType, error)

+ func (t *TakerType) String() string

+ func (t *TakerType) UnmarshalJSON(raw []byte) error

+ func (t *TakerType) UnmarshalYAML(value *yaml.Node) error

+ func (t TakerType) MarshalJSON() ([]byte, error)

+ func (t TakerType) MarshalYAML() (any, error)

+ type TradeEvent struct

+ Amount decimal.Decimal

+ CreatedAt time.Time

+ Market string

+ Price decimal.Decimal

+ Source DriverType

+ TakerType TakerType

+ Total decimal.Decimal

+ type TradeSamplerConfig struct

+ DefaultPercentage int

+ Enabled bool