hs

README

hs

hs golang utils lib

Documentation

Index

• Constants
• func ConnectMongo(ctx context.Context, conf MongoConf) (*mongo.Database, error)
• func IsDuplicateError(err error) bool
• func ParseJsonConfig(filename string, config interface{}) error
• type BroadcastConf
• type Candle
  • func NewCandle(capacity int) Candle
  • func (c *Candle) Add(other Candle)
  • func (c *Candle) Append(ticker Ticker)
  • func (c Candle) Length() int
  • func (c *Candle) Truncate()
• type Exchange
• type ExchangeConf
• type Grid
• type GridStrategyConf
• type HistoryConf
• type MongoConf
• type MySQLConf
• type Order
• type OrderStatus
• type OrderType
• type RestAPI
• type RestGridStrategyConf
• type SQLiteConf
• type Ticker
• type Trade
• type WsAPI

Constants

const (
	GateIO = "gate"
	MXC    = "mxc"
	OKEx   = "okex"
	Huobi  = "huobi"
)

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

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
)

Functions

func ConnectMongo

func ConnectMongo(ctx context.Context, conf MongoConf) (*mongo.Database, error)

func IsDuplicateError

func IsDuplicateError(err error) bool

func ParseJsonConfig

func ParseJsonConfig(filename string, config interface{}) error

Types

type BroadcastConf

type BroadcastConf = broadcast.Config

type Candle

type Candle struct {
	Capacity  int
	Timestamp []int64 // unix timestamp in seconds
	Open      []float64
	High      []float64
	Low       []float64
	Close     []float64
	Volume    []float64
}

func NewCandle

func NewCandle(capacity int) Candle

func (*Candle) Add

func (c *Candle) Add(other Candle)

func (*Candle) Append

func (c *Candle) Append(ticker Ticker)

func (Candle) Length

func (c Candle) Length() int

func (*Candle) Truncate

func (c *Candle) Truncate()

type Exchange

type Exchange interface {
	RestAPI
	WsAPI
}

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

type ExchangeConf

type ExchangeConf struct {
	Name    string // see const below
	Label   string
	Symbols []string
	Key     string
	Secret  string
	Host    string
}

type Grid

type Grid struct {
	Id         int
	Price      decimal.Decimal
	AmountBuy  decimal.Decimal
	AmountSell decimal.Decimal
	TotalBuy   decimal.Decimal
	Order      uint64
}

type GridStrategyConf

type GridStrategyConf struct {
	MaxPrice float64
	MinPrice float64
	Number   int
	Total    float64
}

type HistoryConf

type HistoryConf struct {
	Prefix   string
	Interval string
}

type MongoConf

type MongoConf struct {
	// mongodb://[username:password@]host1[:port1][,...hostN[:portN]][/[defaultauthdb][?options]]
	URI         string `json:"uri"`
	Database    string `json:"database"`
	MaxPoolSize uint64 `json:"maxPoolSize"`
	MinPoolSize uint64 `json:"minPoolSize"`
	AppName     string `json:"appName"`
}

type MySQLConf

type MySQLConf struct {
	URI string `json:"uri"`
}

type Order

type Order struct {
	Id       uint64
	ClientId string

	Type          OrderType
	Symbol        string
	InitialPrice  decimal.Decimal
	InitialAmount decimal.Decimal
	Timestamp     int64

	Status OrderStatus

	FilledPrice  decimal.Decimal
	FilledAmount decimal.Decimal
	Trades       []Trade
	Fee          map[string]decimal.Decimal
}

type OrderStatus

type OrderStatus = int

type OrderType

type OrderType = int

const (
	Buy  OrderType = 1
	Sell           = -1
)

type RestAPI

type RestAPI interface {
	PricePrecision(symbol string) int32
	AmountPrecision(symbol string) int32
	GetSpotBalance() (map[string]decimal.Decimal, error)
	GetPrice(symbol string) (decimal.Decimal, error)
	GetCandle(symbol, clientId, period string, from, to time.Time) (Candle, error)

	PlaceOrder(orderType, symbol, clientOrderId string, price, amount decimal.Decimal) (uint64, error)
	CancelOrder(orderId uint64) error
}

common exchange interface for all symbols

type RestGridStrategyConf

type RestGridStrategyConf struct {
	MaxPrice  float64
	MinPrice  float64
	Number    int
	Total     float64
	Rebalance bool
	Interval  string // sleep interval
}

type SQLiteConf

type SQLiteConf struct {
	Location string
}

type Ticker

type Ticker struct {
	Timestamp int64 // unix timestamp in seconds
	Open      float64
	High      float64
	Low       float64
	Close     float64
	Volume    float64
}

type Trade

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

type WsAPI

type WsAPI interface {
	SubscribeCandlestick(ctx context.Context, symbol, clientId string, period time.Duration, responseHandler websocketclientbase.ResponseHandler)
	SubscribeCandlestickWithReq(ctx context.Context, symbol, clientId string, period time.Duration, responseHandler websocketclientbase.ResponseHandler)
}