models

package
v0.1.0 Latest Latest
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 Go to latest Published: Sep 25, 2023 License: MIT Imports: 11 Imported by: 0

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Index

Constants

View Source 
const (
	TopicOrder   = "g_order"
	TopicAccount = "g_account"
	TopicTrade   = "g_trade"
	TopicFill    = "g_fill"
	TopicBill    = "g_bill"
)
View Source 
const (
	OrderTypeLimit  = OrderType("limit")
	OrderTypeMarket = OrderType("market")

	GoodTillCanceled  = TimeInForceType("GTC")
	ImmediateOrCancel = TimeInForceType("IOC")
	GoodTillCrossing  = TimeInForceType("GTX")
	FillOrKill        = TimeInForceType("FOK")

	SideBuy  = Side("buy")
	SideSell = Side("sell")

	// 初始状态
	OrderStatusNew = OrderStatus("new")
	// 已经加入orderBook
	OrderStatusOpen = OrderStatus("open")
	// 中间状态，请求取消订单
	OrderStatusCancelling = OrderStatus("cancelling")
	// 完整订单被取消
	OrderStatusCancelled = OrderStatus("cancelled")
	// 部分成交的订单被取消
	OrderStatusPartial = OrderStatus("partial")
	// 订单完全成交
	OrderStatusFilled = OrderStatus("filled")

	BillTypeTrade = BillType("trade")

	DoneReasonFilled    = DoneReason("filled")
	DoneReasonCancelled = DoneReason("cancelled")

	TransactionStatusPending   = TransactionStatus("pending")
	TransactionStatusCompleted = TransactionStatus("completed")
)

Variables

This section is empty.

Functions

func IntegerInterfaceToInt64 

func IntegerInterfaceToInt64(i interface{}) int64

func IntegerInterfaceToUint64 

func IntegerInterfaceToUint64(i interface{}) uint64

Types

type Account 

type Account struct {
	Id        int64 `gorm:"column:id;primary_key;AUTO_INCREMENT"`
	CreatedAt time.Time
	UpdatedAt time.Time
	UserId    int64           `gorm:"column:user_id;unique_index:idx_uid_currency"`
	Currency  string          `gorm:"column:currency;unique_index:idx_uid_currency"`
	Hold      decimal.Decimal `gorm:"column:hold" sql:"type:decimal(32,16);"`
	Available decimal.Decimal `gorm:"column:available" sql:"type:decimal(32,16);"`
}

type Bill 

type Bill struct {
	Id        int64 `gorm:"column:id;primary_key;AUTO_INCREMENT"`
	CreatedAt time.Time
	UpdatedAt time.Time
	UserId    int64
	Currency  string
	Available decimal.Decimal `sql:"type:decimal(32,16);"`
	Hold      decimal.Decimal `sql:"type:decimal(32,16);"`
	Type      BillType
	Settled   bool
	Notes     string
}

type BillType 

type BillType string

用于表示账单类型

type BinLogStream 

type BinLogStream struct {
	canal.DummyEventHandler
	// contains filtered or unexported fields
}

func NewBinLogStream 

func NewBinLogStream() *BinLogStream

func (*BinLogStream) OnRow 

func (s *BinLogStream) OnRow(e *canal.RowsEvent) error

func (*BinLogStream) Start 

func (s *BinLogStream) Start()

type Config 

type Config struct {
	Id        int64 `gorm:"column:id;primary_key;AUTO_INCREMENT"`
	CreatedAt time.Time
	UpdatedAt time.Time
	Key       string
	Value     string
}

type DoneReason 

type DoneReason string

用于表示一条fill完成的原因

type FeeRate 

type FeeRate struct {
	Id            int64 `gorm:"column:id;primary_key;AUTO_INCREMENT"`
	UserLevel     string
	TakerFeeRatio decimal.Decimal `sql:"type:decimal(32,16);"`
	MakerFeeRatio decimal.Decimal `sql:"type:decimal(32,16);"`
	CreatedAt     time.Time
	UpdatedAt     time.Time
}

type Fill 

type Fill struct {
	Id         int64 `gorm:"column:id;primary_key;AUTO_INCREMENT"`
	CreatedAt  time.Time
	UpdatedAt  time.Time
	TradeSeq   int64
	OrderId    int64 `gorm:"unique_index:o_m"`
	MessageSeq int64 `gorm:"unique_index:o_m"`
	ProductId  string
	Size       decimal.Decimal `sql:"type:decimal(32,16);"`
	Price      decimal.Decimal `sql:"type:decimal(32,16);"`
	Funds      decimal.Decimal `sql:"type:decimal(32,16);"`
	Fee        decimal.Decimal `sql:"type:decimal(32,16);"`
	Liquidity  string
	Settled    bool
	Side       Side
	Done       bool
	DoneReason DoneReason
	LogOffset  int64
	LogSeq     int64
}

type Order 

type Order struct {
	Id            int64 `gorm:"column:id;primary_key;AUTO_INCREMENT"`
	CreatedAt     time.Time
	UpdatedAt     time.Time
	ProductId     string
	UserId        int64
	ClientOid     string
	Size          decimal.Decimal `sql:"type:decimal(32,16);"`
	Funds         decimal.Decimal `sql:"type:decimal(32,16);"`
	FilledSize    decimal.Decimal `sql:"type:decimal(32,16);"`
	ExecutedValue decimal.Decimal `sql:"type:decimal(32,16);"`
	Price         decimal.Decimal `sql:"type:decimal(32,16);"`
	FillFees      decimal.Decimal `sql:"type:decimal(32,16);"`
	Type          OrderType
	Side          Side
	TimeInForce   TimeInForceType
	TakerFeeRatio decimal.Decimal `sql:"type:decimal(32,16);"`
	MakerFeeRatio decimal.Decimal `sql:"type:decimal(32,16);"`
	Status        OrderStatus
	Settled       bool
}

type OrderStatus 

type OrderStatus string

用于表示订单状态

func NewOrderStatusFromString 

func NewOrderStatusFromString(s string) (*OrderStatus, error)

func (OrderStatus) String 

func (t OrderStatus) String() string

type OrderType 

type OrderType string

订单类型

func (OrderType) String 

func (t OrderType) String() string

type Product 

type Product struct {
	Id             string `gorm:"column:id;primary_key"`
	CreatedAt      time.Time
	UpdatedAt      time.Time
	BaseCurrency   string
	QuoteCurrency  string
	BaseMinSize    decimal.Decimal `sql:"type:decimal(32,16);"`
	BaseMaxSize    decimal.Decimal `sql:"type:decimal(32,16);"`
	QuoteMinSize   decimal.Decimal `sql:"type:decimal(32,16);"`
	QuoteMaxSize   decimal.Decimal `sql:"type:decimal(32,16);"`
	BaseScale      int32
	QuoteScale     int32
	QuoteIncrement float64
}

type Side 

type Side string

用于表示一笔订单或者交易的方向：买，卖

func NewSideFromString 

func NewSideFromString(s string) (*Side, error)

func (Side) Opposite 

func (s Side) Opposite() Side

func (Side) String 

func (s Side) String() string

type Store 

type Store interface {
	BeginTx() (Store, error)
	Rollback() error
	CommitTx() error

	GetConfigs() ([]*Config, error)

	GetUserByEmail(email string) (*User, error)
	AddUser(user *User) error
	UpdateUser(user *User) error

	GetAccount(userId int64, currency string) (*Account, error)
	GetAccountsByUserId(userId int64) ([]*Account, error)
	GetAccountForUpdate(userId int64, currency string) (*Account, error)
	AddAccount(account *Account) error
	UpdateAccount(account *Account) error

	GetUnsettledBillsByUserId(userId int64, currency string) ([]*Bill, error)
	GetUnsettledBills() ([]*Bill, error)
	AddBills(bills []*Bill) error
	UpdateBill(bill *Bill) error

	GetProductById(id string) (*Product, error)
	GetProducts() ([]*Product, error)

	GetOrderById(orderId int64) (*Order, error)
	GetOrderByClientOid(userId int64, clientOid string) (*Order, error)
	GetOrderByIdForUpdate(orderId int64) (*Order, error)
	GetOrdersByUserId(userId int64, statuses []OrderStatus, side *Side, productId string,
		beforeId, afterId int64, limit int) ([]*Order, error)
	AddOrder(order *Order) error
	UpdateOrder(order *Order) error
	UpdateOrderStatus(orderId int64, oldStatus, newStatus OrderStatus) (bool, error)

	GetLastFillByProductId(productId string) (*Fill, error)
	GetUnsettledFillsByOrderId(orderId int64) ([]*Fill, error)
	GetUnsettledFills(count int32) ([]*Fill, error)
	UpdateFill(fill *Fill) error
	AddFills(fills []*Fill) error

	GetLastTradeByProductId(productId string) (*Trade, error)
	GetTradesByProductId(productId string, count int) ([]*Trade, error)
	AddTrades(trades []*Trade) error

	GetTicksByProductId(productId string, granularity int64, limit int) ([]*Tick, error)
	GetLastTickByProductId(productId string, granularity int64) (*Tick, error)
	GetLastTicksAllByProductId(productId string) ([]*Tick, error)
	AddTicks(ticks []*Tick) error

	GetFeeRateByUserLevel(userLevel string) (*FeeRate, error)
}

type Tick 

type Tick struct {
	Id          int64 `gorm:"column:id;primary_key;AUTO_INCREMENT"`
	CreatedAt   time.Time
	UpdatedAt   time.Time
	ProductId   string          `gorm:"unique_index:p_g_t"`
	Granularity int64           `gorm:"unique_index:p_g_t"`
	Time        int64           `gorm:"unique_index:p_g_t"`
	Open        decimal.Decimal `sql:"type:decimal(32,16);"`
	High        decimal.Decimal `sql:"type:decimal(32,16);"`
	Low         decimal.Decimal `sql:"type:decimal(32,16);"`
	Close       decimal.Decimal `sql:"type:decimal(32,16);"`
	Volume      decimal.Decimal `sql:"type:decimal(32,16);"`
	LogOffset   int64
	LogSeq      int64
}

type TimeInForceType 

type TimeInForceType string

Time In Force状态

func NewTimeInForceTypeFromString 

func NewTimeInForceTypeFromString(s string) (*TimeInForceType, error)

func (TimeInForceType) String 

func (t TimeInForceType) String() string

type Trade 

type Trade struct {
	Id           int64 `gorm:"column:id;primary_key;AUTO_INCREMENT"`
	CreatedAt    time.Time
	UpdatedAt    time.Time
	ProductId    string
	TradeSeq     int64
	TakerOrderId int64
	TakerUserId  int64
	MakerOrderId int64
	MakerUserId  int64
	Price        decimal.Decimal `sql:"type:decimal(32,16);"`
	Size         decimal.Decimal `sql:"type:decimal(32,16);"`
	Side         Side
	Time         time.Time
	LogOffset    int64
	LogSeq       int64
}

type Transaction 

type Transaction struct {
	Id          int64 `gorm:"column:id;primary_key;AUTO_INCREMENT"`
	CreatedAt   time.Time
	UpdatedAt   time.Time
	UserId      int64
	Currency    string
	BlockNum    int
	ConfirmNum  int
	Status      TransactionStatus
	FromAddress string
	ToAddress   string
	Note        string
	TxId        string
}

type TransactionStatus 

type TransactionStatus string

type User 

type User struct {
	Id           int64 `gorm:"column:id;primary_key;AUTO_INCREMENT"`
	CreatedAt    time.Time
	UpdatedAt    time.Time
	UserId       string
	Email        string
	PasswordHash string
	UserLevel    string
}

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