model

package
v0.0.193 Latest Latest
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 Go to latest Published: Dec 29, 2021 License: MIT Imports: 11 Imported by: 0

Documentation

Index

Constants

View Source 
const (
	EUR = "EUR"
	USD = "USD"
	BTC = "BTC"
	ETH = "ETH"
	LTC = "LTC"
	XRP = "XRP"
)

Variables

View Source 
var OrderSideString = map[OrderSide]string{
	ORDER_SIDE_NONE: "",
	BUY:             "buy",
	SELL:            "sell",
}
View Source 
var OrderTypeString = map[OrderType]string{
	ORDER_TYPE_NONE: "",
	LIMIT:           "limit",
	MARKET:          "market",
}

Functions

func Call2File 

func Call2File(call *Call, name string) error

func Fiat 

func Fiat(asset string) bool

func FormatOrderSide 

func FormatOrderSide(value OrderSide) string

func GetBaseCurr 

func GetBaseCurr(markets []Market, market string) (string, error)

func GetMarket 

func GetMarket(exchange Exchange) (string, error)

get the --market=X arg. verifies whether the specific market exists (or not).

func GetQuoteCurr 

func GetQuoteCurr(markets []Market, market string) (string, error)

func GetSizeMax 

func GetSizeMax(hold, earn bool, def float64, mult multiplier.Mult, prec func() int) float64

GetSizeMax returns the maximum size we can SELL

func GetSizeMin 

func GetSizeMin(hold bool, asset string) float64

GetSizeMin returns the minimum size we must BUY, source: https://pro.coinbase.com/markets

func HasMarket 

func HasMarket(markets []Market, market string) bool

func IndexByMarket 

func IndexByMarket(markets []Market, market string) int

func ParseMarket 

func ParseMarket(markets []Market, market string) (base, quote string, err error)

func TweetMarket 

func TweetMarket(markets []Market, market string) string

Types

type Assets 

type Assets []string

func (Assets) HasAsset 

func (assets Assets) HasAsset(asset string) bool

func (Assets) IndexOf 

func (assets Assets) IndexOf(asset string) int

func (Assets) IsEmpty 

func (assets Assets) IsEmpty() bool

type Book 

type Book []Buy

func (Book) Calls 

func (b Book) Calls() Calls

func (Book) EntryByPrice 

func (b Book) EntryByPrice(price float64) *Buy

func (Book) IndexByPrice 

func (b Book) IndexByPrice(price float64) int

type BookSide 

type BookSide int
const (
	BOOK_SIDE_BIDS BookSide = iota
	BOOK_SIDE_ASKS
)

type Buy 

type Buy struct {
	Market string  `json:"market"`
	Price  float64 `json:"price"`
	Size   float64 `json:"size,omitempty"`
}

type Call 

type Call struct {
	*Buy
	Skip   bool   `json:"-"`
	Stop   string `json:"stop,omitempty"`
	Target string `json:"target,omitempty"`
}

func File2Call 

func File2Call(name string) (*Call, error)

func (*Call) Corrupt 

func (c *Call) Corrupt(orderType OrderType) bool

func (*Call) Deviate 

func (c *Call) Deviate(exchange Exchange, client interface{}, kind OrderType, mult float64) (OrderType, float64)

Multiply the buy target. Returns (new order type, deviated buy target). Does not modify the buy signal itself.

func (*Call) HasStop 

func (c *Call) HasStop() bool

func (*Call) HasTarget 

func (c *Call) HasTarget() bool

func (*Call) ParseStop 

func (c *Call) ParseStop() float64

func (*Call) ParseTarget 

func (c *Call) ParseTarget() float64

type Calls 

type Calls []Call

func (Calls) HasBuy 

func (c Calls) HasBuy() bool

func (Calls) IndexByMarket 

func (c Calls) IndexByMarket(market string) int

func (Calls) IndexByMarketPrice 

func (c Calls) IndexByMarketPrice(market string, price float64) int

func (Calls) IndexByPrice 

func (c Calls) IndexByPrice(price float64) int

type Channel 

type Channel interface {
	Init() error
	GetName() string
	GetOrderType() OrderType
	GetRateLimit() time.Duration
	GetValidity() (time.Duration, error)
	GetMarkets(exchange Exchange, quote Assets, btcVolumeMin float64, valid time.Duration, sandbox, debug bool, ignore []string) (Markets, error)
	GetCalls(exchange Exchange, market string, sandbox, debug bool) (Calls, error)
}

type Endpoint 

type Endpoint struct {
	URI     string `json:"uri,omitempty"`
	Sandbox string `json:"sandbox,omitempty"`
}

type Exchange 

type Exchange interface {
	GetInfo() *ExchangeInfo
	GetClient(permission Permission, sandbox bool) (interface{}, error)
	GetMarkets(cached, sandbox bool, ignore []string) ([]Market, error)
	FormatMarket(base, quote string) string
	Sell(stategy Strategy, hold, earn Markets, sandbox, tweet, debug bool, success OnSuccess) error
	Order(client interface{}, side OrderSide, market string, size float64, price float64, kind OrderType, metadata string) (oid []byte, raw []byte, err error)
	StopLoss(client interface{}, market string, size float64, price float64, kind OrderType, metadata string) ([]byte, error)
	OCO(client interface{}, market string, size float64, price, stop float64, metadata string) ([]byte, error)
	GetClosed(client interface{}, market string) (Orders, error)
	GetOpened(client interface{}, market string) (Orders, error)
	GetBook(client interface{}, market string, side BookSide) (interface{}, error)
	Aggregate(client, book interface{}, market string, agg float64) (Book, error)
	GetTicker(client interface{}, market string) (float64, error)
	Get24h(client interface{}, market string) (*Stats, error)
	GetPricePrec(client interface{}, market string) (int, error)
	GetSizePrec(client interface{}, market string) (int, error)
	GetMaxSize(client interface{}, base, quote string, hold, earn bool, def float64, mult multiplier.Mult) float64
	Cancel(client interface{}, market string, side OrderSide) error
	Buy(client interface{}, cancel bool, market string, calls Calls, deviation float64, kind OrderType) error
	IsLeveragedToken(name string) bool
	HasAlgoOrder(client interface{}, market string) (bool, error)
}

type ExchangeInfo 

type ExchangeInfo struct {
	Code      string   `json:"code"`
	Name      string   `json:"name"`
	URL       string   `json:"url"`
	REST      Endpoint `json:"rest"`
	WebSocket Endpoint `json:"websocket,omitempty"`
	Country   string   `json:"country,omitempty"`
}

func (*ExchangeInfo) Equals 

func (info *ExchangeInfo) Equals(name string) bool

type Frequency 

type Frequency int
const (
	ALWAYS Frequency = iota
	ONCE_PER_MINUTE
)

type Market 

type Market struct {
	Name  string `json:"name"`
	Base  string `json:"-"`
	Quote string `json:"-"`
}

type Markets 

type Markets []string

func (Markets) HasMarket 

func (markets Markets) HasMarket(market string) bool

func (Markets) IndexOf 

func (markets Markets) IndexOf(market string) int

type Notify 

type Notify interface {
	PromptForKeys(interactive, verify bool) (ok bool, err error)
	SendMessage(message interface{}, title string, frequency Frequency) error
}

type OnSuccess 

type OnSuccess func(service Notify) error

type Order 

type Order struct {
	Side      OrderSide `json:"-"`
	Market    string    `json:"market"`
	Size      float64   `json:"size"`
	Price     float64   `json:"price"`
	CreatedAt time.Time `json:"createdAt"`
}

func (*Order) MarshalJSON 

func (order *Order) MarshalJSON() ([]byte, error)

type OrderSide 

type OrderSide int
const (
	ORDER_SIDE_NONE OrderSide = iota
	BUY
	SELL
)

func NewOrderSide 

func NewOrderSide(data string) OrderSide

func (*OrderSide) String 

func (os *OrderSide) String() string

type OrderType 

type OrderType int
const (
	ORDER_TYPE_NONE OrderType = iota
	LIMIT
	MARKET
)

func NewOrderType 

func NewOrderType(data string) OrderType

func (*OrderType) String 

func (ot *OrderType) String() string

type Orders 

type Orders []Order

func (Orders) IndexByPrice 

func (orders Orders) IndexByPrice(side OrderSide, market string, price float64) int

func (Orders) OrderByPrice 

func (orders Orders) OrderByPrice(side OrderSide, market string, price float64) *Order

func (Orders) Youngest 

func (orders Orders) Youngest(side OrderSide, def time.Time) time.Time

type Permission 

type Permission int
const (
	PRIVATE Permission = iota
	PUBLIC
	BOOK
)

type Stats 

type Stats struct {
	Market    string
	High      float64
	Low       float64
	BtcVolume float64
}

func (*Stats) Avg 

func (s *Stats) Avg(exchange Exchange, sandbox bool) (float64, error)

type Strategy 

type Strategy int
const (
	STRATEGY_STANDARD Strategy = iota
	STRATEGY_STOP_LOSS
)

func GetStrategy 

func GetStrategy() (Strategy, error)

Source Files

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