exchange

Documentation

Index

• Constants
• type Exchange
• type Fee
• type Order
• type OrderStatus
• type OrderType
• type ResponseHandler
• type RestAPIExchange
• type Symbol
• type Ticker
• type Trade
• type WsAPIExchange

Constants

const (
	MIN1  = time.Minute
	MIN5  = time.Minute * 5
	MIN15 = time.Minute * 15
	MIN30 = time.Minute * 30
	HOUR1 = time.Hour
	HOUR4 = time.Hour * 4
	DAY1  = time.Hour * 24
	MON1  = DAY1 * 30
	WEEK1 = DAY1 * 7
	YEAR1 = DAY1 * 365
)

const (
	Open      OrderStatus = 1 // open but not filled
	Closed                = 2 // full filled
	Filled                = 3 // part filled
	Cancelled             = 4
)

Types

type Exchange

type Exchange interface {
	RestAPIExchange
	WsAPIExchange
}

common exchange interface, for all symbols, all crypto-exchanges

type Fee

type Fee struct {
	Symbol      string
	BaseMaker   decimal.Decimal `json:"baseMaker"`
	BaseTaker   decimal.Decimal `json:"baseTaker"`
	ActualMaker decimal.Decimal `json:"actualMaker"`
	ActualTaker decimal.Decimal `json:"actualTaker"`
}

type Order

type Order struct {
	Id            uint64 // Id should be uint64
	ClientOrderId string `bson:"clientOrderId"`

	Type      string
	Symbol    string
	Price     decimal.Decimal
	Amount    decimal.Decimal
	Timestamp int64

	Status string

	FilledPrice  decimal.Decimal
	FilledAmount decimal.Decimal
	Trades       []Trade
}

type OrderStatus

type OrderStatus = int

type OrderType

type OrderType = int

const (
	Buy  OrderType = 1
	Sell           = -1
)

type ResponseHandler

type ResponseHandler func(response interface{})

type RestAPIExchange

type RestAPIExchange interface {
	FormatSymbol(base, quote string) string
	AllSymbols(ctx context.Context) (s []Symbol, err error)
	GetSymbol(ctx context.Context, symbol string) (Symbol, error)
	GetFee(symbol string) (fee Fee, err error)
	SpotBalance() (map[string]decimal.Decimal, error)
	SpotAvailableBalance() (map[string]decimal.Decimal, error)
	LastPrice(symbol string) (decimal.Decimal, error)
	Last24hVolume(symbol string) (decimal.Decimal, error)
	CandleBySize(symbol string, period time.Duration, size int) (hs.Candle, error)
	CandleFrom(symbol, clientId string, period time.Duration, from, to time.Time) (hs.Candle, error)

	//PlaceOrder(orderType, symbol, clientOrderId string, price, amount decimal.Decimal) (uint64, error)
	BuyLimit(symbol, clientOrderId string, price, amount decimal.Decimal) (orderId uint64, err error)
	SellLimit(symbol, clientOrderId string, price, amount decimal.Decimal) (orderId uint64, err error)
	BuyMarket(symbol Symbol, clientOrderId string, amount decimal.Decimal) (orderId uint64, err error)
	SellMarket(symbol Symbol, clientOrderId string, amount decimal.Decimal) (orderId uint64, err error)
	BuyStopLimit(symbol, clientOrderId string, price, amount, stopPrice decimal.Decimal) (orderId uint64, err error)
	SellStopLimit(symbol, clientOrderId string, price, amount, stopPrice decimal.Decimal) (orderId uint64, err error)

	GetOrderById(orderId uint64, symbol string) (Order, error)
	CancelOrder(symbol string, orderId uint64) error
	IsFullFilled(symbol string, orderId uint64) (Order, bool, error)
}

common exchange interface for all symbols

type Symbol

type Symbol struct {
	Symbol          string
	Disabled        bool
	BaseCurrency    string          `json:"baseCurrency"`  // 交易对中的基础币种, coin, eg. BTC
	QuoteCurrency   string          `json:"quoteCurrency"` // 交易对中的报价币种, cash, eg. USDT
	PricePrecision  int32           `json:"pricePrecision"`
	AmountPrecision int32           `json:"amountPrecision"`
	MinAmount       decimal.Decimal `json:"minAmount"`
	MinTotal        decimal.Decimal `json:"minTotal"`
}

type Ticker

type Ticker struct {
	Id            int64
	Last          decimal.Decimal // 最新成交价
	LowestAsk     decimal.Decimal // 卖1，卖方最低价
	HighestBid    decimal.Decimal // 买1，买方最高价
	PercentChange decimal.Decimal // 涨跌百分比
	BaseVolume    decimal.Decimal // 交易量
	QuoteVolume   decimal.Decimal // 兑换货币交易量
	High24hr      decimal.Decimal // 24小时最高价
	Low24hr       decimal.Decimal // 24小时最低价
}

type Trade

type Trade struct {
	Id          uint64 // Id should be uint64
	Price       decimal.Decimal
	Amount      decimal.Decimal
	FeeCurrency string
	FeeAmount   decimal.Decimal
}

type WsAPIExchange

type WsAPIExchange interface {
	SubscribeOrder(symbol, clientId string, responseHandler ResponseHandler)
	UnsubscribeOrder(symbol, clientId string)
	SubscribeCandlestick(symbol, clientId string, period time.Duration, responseHandler ResponseHandler)
	UnsubscribeCandlestick(symbol, clientId string, period time.Duration)
	SubscribeCandlestickWithReq(symbol, clientId string, period time.Duration, responseHandler ResponseHandler)
	UnsubscribeCandlestickWithReq(symbol, clientId string, period time.Duration)
}