model

Documentation

Index

• Variables
• func NumDecPlaces(v float64) int64
• type Account
  • func (a Account) Balance(tick string) Balance
  • func (a Account) Equity() float64
• type AssetInfo
• type Balance
• type Candle
  • func (c Candle) Less(j Item) bool
  • func (c Candle) ToHeikinAshi(ha *HeikinAshi) Candle
  • func (c Candle) ToSlice(precision int) []string
• type Dataframe
• type HeikinAshi
  • func NewHeikinAshi() *HeikinAshi
  • func (ha *HeikinAshi) CalculateHeikinAshi(c Candle) Candle
• type Item
• type Order
  • func (o Order) String() string
• type OrderStatusType
• type OrderType
• type PriorityQueue
  • func NewPriorityQueue(data []Item) *PriorityQueue
  • func (q *PriorityQueue) Len() int
  • func (q *PriorityQueue) Peek() Item
  • func (q *PriorityQueue) Pop() Item
  • func (q *PriorityQueue) PopLock() <-chan Item
  • func (q *PriorityQueue) Push(item Item)
• type Series
  • func (s Series) Cross(ref Series) bool
  • func (s Series) Crossover(ref Series) bool
  • func (s Series) Crossunder(ref Series) bool
  • func (s Series) Last(position int) float64
  • func (s Series) LastValues(size int) []float64
  • func (s Series) Values() []float64
• type Settings
• type SideType
• type TelegramSettings

Variables

var (
	SideTypeBuy  SideType = "BUY"
	SideTypeSell SideType = "SELL"

	OrderTypeLimit           OrderType = "LIMIT"
	OrderTypeMarket          OrderType = "MARKET"
	OrderTypeLimitMaker      OrderType = "LIMIT_MAKER"
	OrderTypeStopLoss        OrderType = "STOP_LOSS"
	OrderTypeStopLossLimit   OrderType = "STOP_LOSS_LIMIT"
	OrderTypeTakeProfit      OrderType = "TAKE_PROFIT"
	OrderTypeTakeProfitLimit OrderType = "TAKE_PROFIT_LIMIT"

	OrderStatusTypeNew             OrderStatusType = "NEW"
	OrderStatusTypePartiallyFilled OrderStatusType = "PARTIALLY_FILLED"
	OrderStatusTypeFilled          OrderStatusType = "FILLED"
	OrderStatusTypeCanceled        OrderStatusType = "CANCELED"
	OrderStatusTypePendingCancel   OrderStatusType = "PENDING_CANCEL"
	OrderStatusTypeRejected        OrderStatusType = "REJECTED"
	OrderStatusTypeExpired         OrderStatusType = "EXPIRED"
)

Functions

func NumDecPlaces

func NumDecPlaces(v float64) int64

Types

type Account

type Account struct {
	Balances []Balance
}

func (Account) Balance

func (a Account) Balance(tick string) Balance

func (Account) Equity

func (a Account) Equity() float64

type AssetInfo

type AssetInfo struct {
	BaseAsset  string
	QuoteAsset string

	MinPrice    float64
	MaxPrice    float64
	MinQuantity float64
	MaxQuantity float64
	StepSize    float64
	TickSize    float64

	// Number of decimal places
	QtyDecimalPrecision   int64
	PriceDecimalPrecision int64
}

type Balance

type Balance struct {
	Tick string
	Free float64
	Lock float64
}

type Candle

type Candle struct {
	Pair      string
	Time      time.Time
	UpdatedAt time.Time
	Open      float64
	Close     float64
	Low       float64
	High      float64
	Volume    float64
	Trades    int64
	Complete  bool
}

func (Candle) Less

func (c Candle) Less(j Item) bool

func (Candle) ToHeikinAshi

func (c Candle) ToHeikinAshi(ha *HeikinAshi) Candle

func (Candle) ToSlice

func (c Candle) ToSlice(precision int) []string

type Dataframe

type Dataframe struct {
	Pair string

	Close  Series
	Open   Series
	High   Series
	Low    Series
	Volume Series

	Time       []time.Time
	LastUpdate time.Time

	// Custom user metadata
	Metadata map[string]Series
}

type HeikinAshi

type HeikinAshi struct {
	PreviousHACandle Candle
}

func NewHeikinAshi

func NewHeikinAshi() *HeikinAshi

func (*HeikinAshi) CalculateHeikinAshi

func (ha *HeikinAshi) CalculateHeikinAshi(c Candle) Candle

type Item

type Item interface {
	Less(Item) bool
}

type Order

type Order struct {
	ID         int64           `db:"id" json:"id"`
	ExchangeID int64           `db:"exchange_id" json:"exchange_id"`
	Pair       string          `db:"pair" json:"pair"`
	Side       SideType        `db:"side" json:"side"`
	Type       OrderType       `db:"type" json:"type"`
	Status     OrderStatusType `db:"status" json:"status"`
	Price      float64         `db:"price" json:"price"`
	Quantity   float64         `db:"quantity" json:"quantity"`

	CreatedAt time.Time `db:"created_at" json:"created_at"`
	UpdatedAt time.Time `db:"updated_at" json:"updated_at"`

	// OCO Orders only
	Stop    *float64 `db:"stop" json:"stop"`
	GroupID *int64   `db:"group_id" json:"group_id"`

	// Internal use (Plot)
	RefPrice float64 `json:"-"`
	Profit   float64 `json:"-"`
	Candle   Candle  `json:"-"`
}

func (Order) String

func (o Order) String() string

type OrderStatusType

type OrderStatusType string

type OrderType

type OrderType string

type PriorityQueue

type PriorityQueue struct {
	sync.Mutex
	// contains filtered or unexported fields
}

func NewPriorityQueue

func NewPriorityQueue(data []Item) *PriorityQueue

func (*PriorityQueue) Len

func (q *PriorityQueue) Len() int

func (*PriorityQueue) Peek

func (q *PriorityQueue) Peek() Item

func (*PriorityQueue) Pop

func (q *PriorityQueue) Pop() Item

func (*PriorityQueue) PopLock

func (q *PriorityQueue) PopLock() <-chan Item

func (*PriorityQueue) Push

func (q *PriorityQueue) Push(item Item)

type Series

type Series []float64

func (Series) Cross

func (s Series) Cross(ref Series) bool

func (Series) Crossover

func (s Series) Crossover(ref Series) bool

func (Series) Crossunder

func (s Series) Crossunder(ref Series) bool

func (Series) Last

func (s Series) Last(position int) float64

func (Series) LastValues

func (s Series) LastValues(size int) []float64

func (Series) Values

func (s Series) Values() []float64

type Settings

type Settings struct {
	Pairs    []string
	Telegram TelegramSettings
}

type SideType

type SideType string

type TelegramSettings

type TelegramSettings struct {
	Enabled bool
	Token   string
	Users   []int
}