exchange

package
v0.3.4 Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: May 15, 2023 License: MIT Imports: 22 Imported by: 5

Documentation

Index

Constants

This section is empty.

Variables

View Source 
var (
	MarginTypeIsolated MarginType = "ISOLATED"
	MarginTypeCrossed  MarginType = "CROSSED"

	ErrNoNeedChangeMarginType int64 = -4046
)
View Source 
var (
	ErrInvalidQuantity   = errors.New("invalid quantity")
	ErrInsufficientFunds = errors.New("insufficient funds or locked")
	ErrInvalidAsset      = errors.New("invalid asset")
)
View Source 
var ErrInsufficientData = errors.New("insufficient data")

Functions

func CandleFromKline 

func CandleFromKline(pair string, k binance.Kline) model.Candle

func CandleFromWsKline 

func CandleFromWsKline(pair string, k binance.WsKline) model.Candle

func FutureCandleFromKline added in v0.3.0 

func FutureCandleFromKline(pair string, k futures.Kline) model.Candle

func FutureCandleFromWsKline added in v0.3.0 

func FutureCandleFromWsKline(pair string, k futures.WsKline) model.Candle

func SplitAssetQuote 

func SplitAssetQuote(pair string) (asset string, quote string)

Types

type AssetQuote 

type AssetQuote struct {
	Quote string
	Asset string
}

type AssetValue added in v0.0.14 

type AssetValue struct {
	Time  time.Time
	Value float64
}

type Binance 

type Binance struct {
	HeikinAshi bool
	Testnet    bool

	APIKey    string
	APISecret string

	MetadataFetchers []MetadataFetchers
	// contains filtered or unexported fields
}

func NewBinance 

func NewBinance(ctx context.Context, options ...BinanceOption) (*Binance, error)

NewBinance create a new Binance exchange instance

func (*Binance) Account 

func (b *Binance) Account() (model.Account, error)

func (*Binance) AssetsInfo added in v0.0.18 

func (b *Binance) AssetsInfo(pair string) model.AssetInfo

func (*Binance) Cancel 

func (b *Binance) Cancel(order model.Order) error

func (*Binance) CandlesByLimit 

func (b *Binance) CandlesByLimit(ctx context.Context, pair, period string, limit int) ([]model.Candle, error)

func (*Binance) CandlesByPeriod 

func (b *Binance) CandlesByPeriod(ctx context.Context, pair, period string,
	start, end time.Time) ([]model.Candle, error)

func (*Binance) CandlesSubscription 

func (b *Binance) CandlesSubscription(ctx context.Context, pair, period string) (chan model.Candle, chan error)

func (*Binance) CreateOrderLimit 

func (b *Binance) CreateOrderLimit(side model.SideType, pair string,
	quantity float64, limit float64) (model.Order, error)

func (*Binance) CreateOrderMarket 

func (b *Binance) CreateOrderMarket(side model.SideType, pair string, quantity float64) (model.Order, error)

func (*Binance) CreateOrderMarketQuote 

func (b *Binance) CreateOrderMarketQuote(side model.SideType, pair string, quantity float64) (model.Order, error)

func (*Binance) CreateOrderOCO 

func (b *Binance) CreateOrderOCO(side model.SideType, pair string,
	quantity, price, stop, stopLimit float64) ([]model.Order, error)

func (*Binance) CreateOrderStop added in v0.0.24 

func (b *Binance) CreateOrderStop(pair string, quantity float64, limit float64) (model.Order, error)

func (*Binance) LastQuote added in v0.0.21 

func (b *Binance) LastQuote(ctx context.Context, pair string) (float64, error)

func (*Binance) Order 

func (b *Binance) Order(pair string, id int64) (model.Order, error)

func (*Binance) Orders 

func (b *Binance) Orders(pair string, limit int) ([]model.Order, error)

func (*Binance) Position 

func (b *Binance) Position(pair string) (asset, quote float64, err error)

type BinanceFuture added in v0.3.0 

type BinanceFuture struct {
	HeikinAshi bool
	Testnet    bool

	APIKey    string
	APISecret string

	MetadataFetchers []MetadataFetchers
	PairOptions      []PairOption
	// contains filtered or unexported fields
}

func NewBinanceFuture added in v0.3.0 

func NewBinanceFuture(ctx context.Context, options ...BinanceFutureOption) (*BinanceFuture, error)

NewBinanceFuture will create a new BinanceFuture instance

func (*BinanceFuture) Account added in v0.3.0 

func (b *BinanceFuture) Account() (model.Account, error)

func (*BinanceFuture) AssetsInfo added in v0.3.0 

func (b *BinanceFuture) AssetsInfo(pair string) model.AssetInfo

func (*BinanceFuture) Cancel added in v0.3.0 

func (b *BinanceFuture) Cancel(order model.Order) error

func (*BinanceFuture) CandlesByLimit added in v0.3.0 

func (b *BinanceFuture) CandlesByLimit(ctx context.Context, pair, period string, limit int) ([]model.Candle, error)

func (*BinanceFuture) CandlesByPeriod added in v0.3.0 

func (b *BinanceFuture) CandlesByPeriod(ctx context.Context, pair, period string,
	start, end time.Time) ([]model.Candle, error)

func (*BinanceFuture) CandlesSubscription added in v0.3.0 

func (b *BinanceFuture) CandlesSubscription(ctx context.Context, pair, period string) (chan model.Candle, chan error)

func (*BinanceFuture) CreateOrderLimit added in v0.3.0 

func (b *BinanceFuture) CreateOrderLimit(side model.SideType, pair string,
	quantity float64, limit float64) (model.Order, error)

func (*BinanceFuture) CreateOrderMarket added in v0.3.0 

func (b *BinanceFuture) CreateOrderMarket(side model.SideType, pair string, quantity float64) (model.Order, error)

func (*BinanceFuture) CreateOrderMarketQuote added in v0.3.0 

func (b *BinanceFuture) CreateOrderMarketQuote(_ model.SideType, _ string, _ float64) (model.Order, error)

func (*BinanceFuture) CreateOrderOCO added in v0.3.0 

func (b *BinanceFuture) CreateOrderOCO(_ model.SideType, _ string,
	_, _, _, _ float64) ([]model.Order, error)

func (*BinanceFuture) CreateOrderStop added in v0.3.0 

func (b *BinanceFuture) CreateOrderStop(pair string, quantity float64, limit float64) (model.Order, error)

func (*BinanceFuture) LastQuote added in v0.3.0 

func (b *BinanceFuture) LastQuote(ctx context.Context, pair string) (float64, error)

func (*BinanceFuture) Order added in v0.3.0 

func (b *BinanceFuture) Order(pair string, id int64) (model.Order, error)

func (*BinanceFuture) Orders added in v0.3.0 

func (b *BinanceFuture) Orders(pair string, limit int) ([]model.Order, error)

func (*BinanceFuture) Position added in v0.3.0 

func (b *BinanceFuture) Position(pair string) (asset, quote float64, err error)

type BinanceFutureOption added in v0.3.0 

type BinanceFutureOption func(*BinanceFuture)

func WithBinanceFutureCredentials added in v0.3.0 

func WithBinanceFutureCredentials(key, secret string) BinanceFutureOption

WithBinanceFutureCredentials will set the credentials for Binance Futures

func WithBinanceFutureLeverage added in v0.3.2 

func WithBinanceFutureLeverage(pair string, leverage int, marginType MarginType) BinanceFutureOption

WithBinanceFutureLeverage will set the leverage for a pair

func WithBinanceFuturesHeikinAshiCandle added in v0.3.0 

func WithBinanceFuturesHeikinAshiCandle() BinanceFutureOption

WithBinanceFuturesHeikinAshiCandle will use Heikin Ashi candle instead of regular candle

type BinanceOption 

type BinanceOption func(*Binance)

func WithBinanceCredentials 

func WithBinanceCredentials(key, secret string) BinanceOption

WithBinanceCredentials will set Binance credentials

func WithBinanceHeikinAshiCandle added in v0.1.1 

func WithBinanceHeikinAshiCandle() BinanceOption

WithBinanceHeikinAshiCandle will convert candle to Heikin Ashi

func WithMetadataFetcher added in v0.2.3 

func WithMetadataFetcher(fetcher MetadataFetchers) BinanceOption

WithMetadataFetcher will execute a function after receive a new candle and include additional information to candle's metadata

func WithTestNet added in v0.1.3 

func WithTestNet() BinanceOption

WithTestNet activate Bianance testnet

type CSVFeed 

type CSVFeed struct {
	Feeds               map[string]PairFeed
	CandlePairTimeFrame map[string][]model.Candle
}

func NewCSVFeed 

func NewCSVFeed(targetTimeframe string, feeds ...PairFeed) (*CSVFeed, error)

NewCSVFeed creates a new data feed from CSV files and resample

func (CSVFeed) AssetsInfo added in v0.0.18 

func (c CSVFeed) AssetsInfo(pair string) model.AssetInfo

func (*CSVFeed) CandlesByLimit 

func (c *CSVFeed) CandlesByLimit(_ context.Context, pair, timeframe string, limit int) ([]model.Candle, error)

func (CSVFeed) CandlesByPeriod 

func (c CSVFeed) CandlesByPeriod(_ context.Context, pair, timeframe string,
	start, end time.Time) ([]model.Candle, error)

func (CSVFeed) CandlesSubscription 

func (c CSVFeed) CandlesSubscription(_ context.Context, pair, timeframe string) (chan model.Candle, chan error)

func (CSVFeed) LastQuote added in v0.0.21 

func (c CSVFeed) LastQuote(_ context.Context, _ string) (float64, error)

func (*CSVFeed) Limit added in v0.2.3 

func (c *CSVFeed) Limit(duration time.Duration) *CSVFeed

type DataFeed 

type DataFeed struct {
	Data chan model.Candle
	Err  chan error
}

type DataFeedConsumer 

type DataFeedConsumer func(model.Candle)

type DataFeedSubscription 

type DataFeedSubscription struct {
	Feeds                   *set.LinkedHashSetString
	DataFeeds               map[string]*DataFeed
	SubscriptionsByDataFeed map[string][]Subscription
	// contains filtered or unexported fields
}

func NewDataFeed 

func NewDataFeed(exchange service.Exchange) *DataFeedSubscription

func (*DataFeedSubscription) Connect 

func (d *DataFeedSubscription) Connect()

func (*DataFeedSubscription) Preload 

func (d *DataFeedSubscription) Preload(pair, timeframe string, candles []model.Candle)

func (*DataFeedSubscription) Start 

func (d *DataFeedSubscription) Start(loadSync bool)

func (*DataFeedSubscription) Subscribe 

func (d *DataFeedSubscription) Subscribe(pair, timeframe string, consumer DataFeedConsumer, onCandleClose bool)

type MarginType added in v0.3.2 

type MarginType = futures.MarginType

type MetadataFetchers added in v0.2.3 

type MetadataFetchers func(pair string, t time.Time) (string, float64)

type OrderError added in v0.0.23 

type OrderError struct {
	Err      error
	Pair     string
	Quantity float64
}

func (*OrderError) Error added in v0.0.23 

func (o *OrderError) Error() string

type PairFeed 

type PairFeed struct {
	Pair       string
	File       string
	Timeframe  string
	HeikinAshi bool
}

type PairOption added in v0.3.2 

type PairOption struct {
	Pair       string
	Leverage   int
	MarginType futures.MarginType
}

type PaperWallet 

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

func NewPaperWallet 

func NewPaperWallet(ctx context.Context, baseCoin string, options ...PaperWalletOption) *PaperWallet

func (*PaperWallet) Account 

func (p *PaperWallet) Account() (model.Account, error)

func (*PaperWallet) AssetValues added in v0.0.14 

func (p *PaperWallet) AssetValues(pair string) []AssetValue

func (*PaperWallet) AssetsInfo added in v0.0.18 

func (p *PaperWallet) AssetsInfo(pair string) model.AssetInfo

func (*PaperWallet) Cancel 

func (p *PaperWallet) Cancel(order model.Order) error

func (*PaperWallet) CandlesByLimit 

func (p *PaperWallet) CandlesByLimit(ctx context.Context, pair, period string, limit int) ([]model.Candle, error)

func (*PaperWallet) CandlesByPeriod 

func (p *PaperWallet) CandlesByPeriod(ctx context.Context, pair, period string,
	start, end time.Time) ([]model.Candle, error)

func (*PaperWallet) CandlesSubscription 

func (p *PaperWallet) CandlesSubscription(ctx context.Context, pair, timeframe string) (chan model.Candle, chan error)

func (*PaperWallet) CreateOrderLimit 

func (p *PaperWallet) CreateOrderLimit(side model.SideType, pair string,
	size float64, limit float64) (model.Order, error)

func (*PaperWallet) CreateOrderMarket 

func (p *PaperWallet) CreateOrderMarket(side model.SideType, pair string, size float64) (model.Order, error)

func (*PaperWallet) CreateOrderMarketQuote 

func (p *PaperWallet) CreateOrderMarketQuote(side model.SideType, pair string,
	quoteQuantity float64) (model.Order, error)

func (*PaperWallet) CreateOrderOCO 

func (p *PaperWallet) CreateOrderOCO(side model.SideType, pair string,
	size, price, stop, stopLimit float64) ([]model.Order, error)

func (*PaperWallet) CreateOrderStop added in v0.0.24 

func (p *PaperWallet) CreateOrderStop(pair string, size float64, limit float64) (model.Order, error)

func (*PaperWallet) EquityValues added in v0.0.14 

func (p *PaperWallet) EquityValues() []AssetValue

func (*PaperWallet) ID 

func (p *PaperWallet) ID() int64

func (*PaperWallet) LastQuote added in v0.0.21 

func (p *PaperWallet) LastQuote(ctx context.Context, pair string) (float64, error)

func (*PaperWallet) MaxDrawdown added in v0.0.14 

func (p *PaperWallet) MaxDrawdown() (float64, time.Time, time.Time)

func (*PaperWallet) OnCandle 

func (p *PaperWallet) OnCandle(candle model.Candle)

func (*PaperWallet) Order 

func (p *PaperWallet) Order(_ string, id int64) (model.Order, error)

func (*PaperWallet) Pairs added in v0.0.14 

func (p *PaperWallet) Pairs() []string

func (*PaperWallet) Position 

func (p *PaperWallet) Position(pair string) (asset, quote float64, err error)

func (*PaperWallet) Summary 

func (p *PaperWallet) Summary()

type PaperWalletOption 

type PaperWalletOption func(*PaperWallet)

func WithDataFeed 

func WithDataFeed(feeder service.Feeder) PaperWalletOption

func WithPaperAsset 

func WithPaperAsset(pair string, amount float64) PaperWalletOption

func WithPaperFee 

func WithPaperFee(maker, taker float64) PaperWalletOption

type Subscription 

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

Source Files

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