exchange

Documentation

Index

• Constants
• type AccountBalance
• type Balance
• type Exchange
• type Fee
• type Order
• type OrderBook
• type OrderStatus
• type OrderType
• type Quote
• 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 AccountBalance

type AccountBalance struct {
	Type       string // spot, margin, future
	Currencies []Balance
}

type Balance

type Balance struct {
	Currency  string
	Available decimal.Decimal
	Locked    decimal.Decimal
}

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 `json:"id"` // Id should be uint64
	ClientOrderId string `json:"clientOrderId" bson:"clientOrderId"`

	// gate: limit
	// huobi:
	Type   string          `json:"type"`
	Symbol string          `json:"symbol"`
	Price  decimal.Decimal `json:"price"`
	Amount decimal.Decimal `json:"amount"`
	Time   time.Time       `json:"time"`

	Status string `json:"status"`

	FilledPrice  decimal.Decimal `json:"filledPrice"`
	FilledAmount decimal.Decimal `json:"filledAmount"`
	Trades       []Trade         `json:"trades,omitempty"`
}

Order is common order type between all exchanges, use for exchange interface

type OrderBook

type OrderBook struct {
	Id   int
	Asks []Quote // sell
	Bids []Quote // buy
}

type OrderStatus

type OrderStatus = int

type OrderType

type OrderType = int

const (
	Buy  OrderType = 1
	Sell           = -1
)

type Quote

type Quote [2]float64

price, amount

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, total 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 `json:"id"` // Id should be uint64
	OrderId uint64 `json:"orderId"`
	Symbol  string `json:"symbol,omitempty"`
	Type    string `json:"type,omitempty"`
	// v4, side = buy/sell, role = maker/taker
	Side        string          `json:"side,omitempty"`
	Role        string          `json:"role,omitempty"`
	Price       decimal.Decimal `json:"price"`
	Amount      decimal.Decimal `json:"amount"`
	FeeCurrency string          `json:"feeCurrency,omitempty"`
	FeeAmount   decimal.Decimal `json:"feeAmount,omitempty"`
	Time        time.Time       `json:"time"`
}

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)
}