Documentation ¶
Index ¶
- Constants
- Variables
- func SideToColorName(side SideType) string
- type Account
- func (a *Account) AddBalance(currency string, fund fixedpoint.Value) error
- func (a *Account) Balance(currency string) (balance Balance, ok bool)
- func (a *Account) Balances() BalanceMap
- func (a *Account) BindStream(stream Stream)
- func (a *Account) LockBalance(currency string, locked fixedpoint.Value) error
- func (a *Account) Print()
- func (a *Account) UnlockBalance(currency string, unlocked fixedpoint.Value) error
- func (a *Account) UpdateBalances(balances BalanceMap)
- func (a *Account) UseLockedBalance(currency string, fund fixedpoint.Value) error
- type Asset
- type AssetMap
- type Balance
- type BalanceMap
- type Channel
- type Color
- type Deposit
- type DepositStatus
- type Direction
- type Duration
- type Exchange
- type ExchangeMarketDataService
- type ExchangeName
- type ExchangeRewardService
- type ExchangeTradeHistoryService
- type ExchangeTradeService
- type ExchangeTransferService
- type ExchangeWithdrawalService
- type Float64Slice
- type Interval
- type IntervalSlice
- type IntervalWindow
- type IsolatedMarginAccount
- type IsolatedMarginAsset
- type IsolatedUserAsset
- type KLine
- func (k KLine) BounceDown() bool
- func (k KLine) BounceUp() bool
- func (k KLine) Color() string
- func (k KLine) Direction() Direction
- func (k KLine) GetBody() float64
- func (k KLine) GetChange() float64
- func (k KLine) GetClose() float64
- func (k KLine) GetEndTime() time.Time
- func (k KLine) GetHigh() float64
- func (k KLine) GetInterval() Interval
- func (k KLine) GetLow() float64
- func (k KLine) GetLowerShadowHeight() float64
- func (k KLine) GetLowerShadowRatio() float64
- func (k KLine) GetMaxChange() float64
- func (k KLine) GetOpen() float64
- func (k KLine) GetStartTime() time.Time
- func (k KLine) GetThickness() float64
- func (k KLine) GetUpperShadowHeight() float64
- func (k KLine) GetUpperShadowRatio() float64
- func (k KLine) Mid() float64
- func (k KLine) SlackAttachment() slack.Attachment
- func (k KLine) String() string
- type KLineCallback
- type KLineOrWindow
- type KLineQueryOptions
- type KLineWindow
- func (k *KLineWindow) Add(line KLine)
- func (k KLineWindow) AllDrop() bool
- func (k KLineWindow) AllRise() bool
- func (k KLineWindow) BounceDown() bool
- func (k KLineWindow) BounceUp() bool
- func (k KLineWindow) Color() string
- func (k KLineWindow) First() KLine
- func (k KLineWindow) GetBody() float64
- func (k KLineWindow) GetChange() float64
- func (k KLineWindow) GetClose() float64
- func (k KLineWindow) GetHigh() float64
- func (k KLineWindow) GetInterval() Interval
- func (k KLineWindow) GetLow() float64
- func (k KLineWindow) GetLowerShadowHeight() float64
- func (k KLineWindow) GetLowerShadowRatio() float64
- func (k KLineWindow) GetMaxChange() float64
- func (k KLineWindow) GetOpen() float64
- func (k KLineWindow) GetThickness() float64
- func (k KLineWindow) GetTrend() int
- func (k KLineWindow) GetUpperShadowHeight() float64
- func (k KLineWindow) GetUpperShadowRatio() float64
- func (k KLineWindow) Last() KLine
- func (k KLineWindow) Len() int
- func (k KLineWindow) Mid() float64
- func (k KLineWindow) ReduceClose() float64
- func (k KLineWindow) SlackAttachment() slack.Attachment
- func (k KLineWindow) Tail(size int) KLineWindow
- func (k KLineWindow) Take(size int) KLineWindow
- func (k *KLineWindow) Truncate(size int)
- type MarginAccount
- type MarginExchange
- type MarginOrderSideEffectType
- type MarginSettings
- type MarginUserAsset
- type Market
- type MarketMap
- type MillisecondTimestamp
- type MutexOrderBook
- func (b *MutexOrderBook) BestAsk() (pv PriceVolume, ok bool)
- func (b *MutexOrderBook) BestBid() (pv PriceVolume, ok bool)
- func (b *MutexOrderBook) Copy() OrderBook
- func (b *MutexOrderBook) CopyDepth(depth int) OrderBook
- func (b *MutexOrderBook) IsValid() (ok bool, err error)
- func (b *MutexOrderBook) Load(book SliceOrderBook)
- func (b *MutexOrderBook) Reset()
- func (b *MutexOrderBook) Update(update SliceOrderBook)
- type Order
- type OrderBook
- type OrderMap
- func (m OrderMap) Add(o Order)
- func (m OrderMap) Backup() (orderForms []SubmitOrder)
- func (m OrderMap) Canceled() OrderSlice
- func (m OrderMap) Exists(orderID uint64) bool
- func (m OrderMap) Filled() OrderSlice
- func (m OrderMap) FindByStatus(status OrderStatus) (orders OrderSlice)
- func (m OrderMap) IDs() (ids []uint64)
- func (m OrderMap) Orders() (orders OrderSlice)
- func (m OrderMap) Remove(orderID uint64)
- func (m OrderMap) Update(o Order)
- type OrderSlice
- type OrderStatus
- type OrderType
- type PlainText
- type PriceVolume
- type PriceVolumeSlice
- func (slice PriceVolumeSlice) Copy() PriceVolumeSlice
- func (slice PriceVolumeSlice) CopyDepth(depth int) PriceVolumeSlice
- func (slice PriceVolumeSlice) Find(price fixedpoint.Value, descending bool) (pv PriceVolume, idx int)
- func (slice PriceVolumeSlice) First() (PriceVolume, bool)
- func (slice PriceVolumeSlice) IndexByVolumeDepth(requiredVolume fixedpoint.Value) int
- func (slice PriceVolumeSlice) InsertAt(idx int, pv PriceVolume) PriceVolumeSlice
- func (slice PriceVolumeSlice) Len() int
- func (slice PriceVolumeSlice) Less(i, j int) bool
- func (slice PriceVolumeSlice) Remove(price fixedpoint.Value, descending bool) PriceVolumeSlice
- func (slice PriceVolumeSlice) Second() (PriceVolume, bool)
- func (slice PriceVolumeSlice) Swap(i, j int)
- func (slice PriceVolumeSlice) Trim() (pvs PriceVolumeSlice)
- func (slice PriceVolumeSlice) Upsert(pv PriceVolume, descending bool) PriceVolumeSlice
- type RBNode
- type RBTOrderBook
- func (b *RBTOrderBook) BestAsk() (PriceVolume, bool)
- func (b *RBTOrderBook) BestBid() (PriceVolume, bool)
- func (b *RBTOrderBook) Copy() OrderBook
- func (b *RBTOrderBook) CopyDepth(limit int) OrderBook
- func (b *RBTOrderBook) EmitLoad(book *RBTOrderBook)
- func (b *RBTOrderBook) EmitUpdate(book *RBTOrderBook)
- func (b *RBTOrderBook) IsValid() (bool, error)
- func (b *RBTOrderBook) Load(book SliceOrderBook)
- func (b *RBTOrderBook) OnLoad(cb func(book *RBTOrderBook))
- func (b *RBTOrderBook) OnUpdate(cb func(book *RBTOrderBook))
- func (b *RBTOrderBook) Print()
- func (b *RBTOrderBook) Reset()
- func (b *RBTOrderBook) SideBook(sideType SideType) PriceVolumeSlice
- func (b *RBTOrderBook) Spread() (fixedpoint.Value, bool)
- func (b *RBTOrderBook) Update(book SliceOrderBook)
- type RBTree
- func (tree *RBTree) Copy() *RBTree
- func (tree *RBTree) CopyInorder(limit int) *RBTree
- func (tree *RBTree) CopyInorderReverse(limit int) *RBTree
- func (tree *RBTree) Delete(key fixedpoint.Value) bool
- func (tree *RBTree) DeleteFixup(current *RBNode)
- func (tree *RBTree) Inorder(cb func(n *RBNode) bool)
- func (tree *RBTree) InorderOf(current *RBNode, cb func(n *RBNode) bool)
- func (tree *RBTree) InorderReverse(cb func(n *RBNode) bool)
- func (tree *RBTree) InorderReverseOf(current *RBNode, cb func(n *RBNode) bool)
- func (tree *RBTree) Insert(key, val fixedpoint.Value)
- func (tree *RBTree) InsertFixup(current *RBNode)
- func (tree *RBTree) Leftmost() *RBNode
- func (tree *RBTree) LeftmostOf(current *RBNode) *RBNode
- func (tree *RBTree) Postorder(cb func(n *RBNode) bool)
- func (tree *RBTree) PostorderOf(current *RBNode, cb func(n *RBNode) bool)
- func (tree *RBTree) Preorder(cb func(n *RBNode))
- func (tree *RBTree) PreorderOf(current *RBNode, cb func(n *RBNode))
- func (tree *RBTree) Print()
- func (tree *RBTree) Rightmost() *RBNode
- func (tree *RBTree) RightmostOf(current *RBNode) *RBNode
- func (tree *RBTree) RotateLeft(x *RBNode)
- func (tree *RBTree) RotateRight(y *RBNode)
- func (tree *RBTree) Search(key fixedpoint.Value) *RBNode
- func (tree *RBTree) Size() int
- func (tree *RBTree) Successor(current *RBNode) *RBNode
- func (tree *RBTree) Upsert(key, val fixedpoint.Value)
- type Reward
- type RewardSlice
- type RewardSliceByCreationTime
- type RewardType
- type SideType
- type SliceOrderBook
- func (b *SliceOrderBook) BestAsk() (PriceVolume, bool)
- func (b *SliceOrderBook) BestBid() (PriceVolume, bool)
- func (b *SliceOrderBook) Copy() OrderBook
- func (b *SliceOrderBook) CopyDepth(limit int) OrderBook
- func (b *SliceOrderBook) EmitLoad(book *SliceOrderBook)
- func (b *SliceOrderBook) EmitUpdate(book *SliceOrderBook)
- func (b *SliceOrderBook) IsValid() (bool, error)
- func (b *SliceOrderBook) Load(book SliceOrderBook)
- func (b *SliceOrderBook) OnLoad(cb func(book *SliceOrderBook))
- func (b *SliceOrderBook) OnUpdate(cb func(book *SliceOrderBook))
- func (b *SliceOrderBook) PriceVolumesBySide(side SideType) PriceVolumeSlice
- func (b *SliceOrderBook) Print()
- func (b *SliceOrderBook) Reset()
- func (b *SliceOrderBook) SideBook(sideType SideType) PriceVolumeSlice
- func (b *SliceOrderBook) Spread() (fixedpoint.Value, bool)
- func (b *SliceOrderBook) String() string
- func (b *SliceOrderBook) Update(book SliceOrderBook)
- type StandardStream
- func (stream *StandardStream) EmitBalanceSnapshot(balances BalanceMap)
- func (stream *StandardStream) EmitBalanceUpdate(balances BalanceMap)
- func (stream *StandardStream) EmitBookSnapshot(book SliceOrderBook)
- func (stream *StandardStream) EmitBookUpdate(book SliceOrderBook)
- func (stream *StandardStream) EmitConnect()
- func (stream *StandardStream) EmitDisconnect()
- func (stream *StandardStream) EmitKLine(kline KLine)
- func (stream *StandardStream) EmitKLineClosed(kline KLine)
- func (stream *StandardStream) EmitOrderUpdate(order Order)
- func (stream *StandardStream) EmitStart()
- func (stream *StandardStream) EmitTradeUpdate(trade Trade)
- func (stream *StandardStream) OnBalanceSnapshot(cb func(balances BalanceMap))
- func (stream *StandardStream) OnBalanceUpdate(cb func(balances BalanceMap))
- func (stream *StandardStream) OnBookSnapshot(cb func(book SliceOrderBook))
- func (stream *StandardStream) OnBookUpdate(cb func(book SliceOrderBook))
- func (stream *StandardStream) OnConnect(cb func())
- func (stream *StandardStream) OnDisconnect(cb func())
- func (stream *StandardStream) OnKLine(cb func(kline KLine))
- func (stream *StandardStream) OnKLineClosed(cb func(kline KLine))
- func (stream *StandardStream) OnOrderUpdate(cb func(order Order))
- func (stream *StandardStream) OnStart(cb func())
- func (stream *StandardStream) OnTradeUpdate(cb func(trade Trade))
- func (stream *StandardStream) Subscribe(channel Channel, symbol string, options SubscribeOptions)
- type StandardStreamEventHub
- type Stream
- type StreamOrderBook
- type Stringer
- type SubmitOrder
- type SubscribeOptions
- type Subscription
- type SyncOrderMap
- func (m *SyncOrderMap) Add(o Order)
- func (m *SyncOrderMap) AnyFilled() (order Order, ok bool)
- func (m *SyncOrderMap) Backup() []SubmitOrder
- func (m *SyncOrderMap) Canceled() OrderSlice
- func (m *SyncOrderMap) Exists(orderID uint64) (exists bool)
- func (m *SyncOrderMap) Filled() OrderSlice
- func (m *SyncOrderMap) FindByStatus(status OrderStatus) OrderSlice
- func (m *SyncOrderMap) IDs() (ids []uint64)
- func (m *SyncOrderMap) Iterate(it func(id uint64, order Order) bool)
- func (m *SyncOrderMap) Len() int
- func (m *SyncOrderMap) Orders() (slice OrderSlice)
- func (m *SyncOrderMap) Remove(orderID uint64) (exists bool)
- func (m *SyncOrderMap) Update(o Order)
- type Ticker
- type Time
- type Trade
- type TradeKey
- type TradeQueryOptions
- type TradeSlice
- type Withdraw
- type WithdrawalOptions
Constants ¶
const ( DepositPending = DepositStatus("pending") DepositRejected = DepositStatus("rejected") DepositSuccess = DepositStatus("success") DepositCancelled = DepositStatus("canceled") // created but can not withdraw DepositCredited = DepositStatus("credited") )
const ( ExchangeMax = ExchangeName("max") ExchangeBinance = ExchangeName("binance") ExchangeFTX = ExchangeName("ftx") ExchangeOKEx = ExchangeName("okex") ExchangeBacktest = ExchangeName("backtest") )
const ( Red = Color(false) Black = Color(true) )
const ( RewardAirdrop = RewardType("airdrop") RewardCommission = RewardType("commission") RewardHolding = RewardType("holding") RewardMining = RewardType("mining") RewardTrading = RewardType("trading") RewardVipRebate = RewardType("vip_rebate") )
const ( SideTypeBuy = SideType("BUY") SideTypeSell = SideType("SELL") SideTypeSelf = SideType("SELF") // SideTypeBoth is only used for the configuration context SideTypeBoth = SideType("BOTH") )
const DateFormat = "2006-01-02"
const DirectionDown = -1
const DirectionNone = 0
const DirectionUp = 1
const GrayColor = "#f0f0f0"
const GreenColor = "#228B22"
const RedColor = "#800000"
Variables ¶
var BNB = accounting.Accounting{Symbol: "BNB ", Precision: 4}
var BTC = accounting.Accounting{Symbol: "BTC ", Precision: 2}
var BookChannel = Channel("book")
var ErrInvalidSideType = errors.New("invalid side type")
var Interval12h = Interval("12h")
var Interval15m = Interval("15m")
var Interval1d = Interval("1d")
var Interval1h = Interval("1h")
var Interval1m = Interval("1m")
var Interval2h = Interval("2h")
var Interval30m = Interval("30m")
var Interval3d = Interval("3d")
var Interval4h = Interval("4h")
var Interval5m = Interval("5m")
var Interval6h = Interval("6h")
var KLineChannel = Channel("kline")
var Neel = &RBNode{ Color: Black, }
var SupportedExchanges = []ExchangeName{"binance", "max", "ftx", "okex"}
var SupportedIntervals = map[Interval]int{ Interval1m: 1, Interval5m: 5, Interval15m: 15, Interval30m: 30, Interval1h: 60, Interval2h: 60 * 2, Interval4h: 60 * 4, Interval6h: 60 * 6, Interval12h: 60 * 12, Interval1d: 60 * 24, Interval3d: 60 * 24 * 3, }
var USD = accounting.Accounting{Symbol: "$ ", Precision: 2}
Functions ¶
func SideToColorName ¶
Types ¶
type Account ¶
type Account struct { sync.Mutex `json:"-"` // bps. 0.15% fee will be 15. MakerCommission fixedpoint.Value `json:"makerCommission,omitempty"` TakerCommission fixedpoint.Value `json:"takerCommission,omitempty"` AccountType string `json:"accountType,omitempty"` // contains filtered or unexported fields }
func NewAccount ¶
func NewAccount() *Account
func (*Account) AddBalance ¶
func (a *Account) AddBalance(currency string, fund fixedpoint.Value) error
func (*Account) Balances ¶
func (a *Account) Balances() BalanceMap
Balances lock the balances and returned the copied balances
func (*Account) BindStream ¶
func (*Account) LockBalance ¶
func (a *Account) LockBalance(currency string, locked fixedpoint.Value) error
func (*Account) UnlockBalance ¶
func (a *Account) UnlockBalance(currency string, unlocked fixedpoint.Value) error
func (*Account) UpdateBalances ¶
func (a *Account) UpdateBalances(balances BalanceMap)
func (*Account) UseLockedBalance ¶
func (a *Account) UseLockedBalance(currency string, fund fixedpoint.Value) error
type Asset ¶
type Asset struct { Currency string `json:"currency"` Total fixedpoint.Value `json:"total"` InUSD fixedpoint.Value `json:"inUSD"` InBTC fixedpoint.Value `json:"inBTC"` }
type Balance ¶
type Balance struct { Currency string `json:"currency"` Available fixedpoint.Value `json:"available"` Locked fixedpoint.Value `json:"locked"` }
func (Balance) Total ¶
func (b Balance) Total() fixedpoint.Value
type BalanceMap ¶
func (BalanceMap) Print ¶
func (m BalanceMap) Print()
func (BalanceMap) String ¶
func (m BalanceMap) String() string
type Deposit ¶
type Deposit struct { GID int64 `json:"gid" db:"gid"` Exchange ExchangeName `json:"exchange" db:"exchange"` Time Time `json:"time" db:"time"` Amount float64 `json:"amount" db:"amount"` Asset string `json:"asset" db:"asset"` Address string `json:"address" db:"address"` AddressTag string `json:"addressTag"` TransactionID string `json:"transactionID" db:"txn_id"` Status DepositStatus `json:"status"` }
func (Deposit) EffectiveTime ¶
type DepositStatus ¶
type DepositStatus string
type Duration ¶
func (*Duration) UnmarshalJSON ¶
type Exchange ¶
type Exchange interface { Name() ExchangeName PlatformFeeCurrency() string ExchangeMarketDataService ExchangeTradeService }
type ExchangeMarketDataService ¶
type ExchangeMarketDataService interface { NewStream() Stream QueryMarkets(ctx context.Context) (MarketMap, error) QueryTicker(ctx context.Context, symbol string) (*Ticker, error) QueryTickers(ctx context.Context, symbol ...string) (map[string]Ticker, error) QueryKLines(ctx context.Context, symbol string, interval Interval, options KLineQueryOptions) ([]KLine, error) }
type ExchangeName ¶
type ExchangeName string
func ValidExchangeName ¶
func ValidExchangeName(a string) (ExchangeName, error)
func (ExchangeName) String ¶
func (n ExchangeName) String() string
func (*ExchangeName) UnmarshalJSON ¶
func (n *ExchangeName) UnmarshalJSON(data []byte) error
type ExchangeRewardService ¶
type ExchangeTradeService ¶
type ExchangeTradeService interface { QueryAccount(ctx context.Context) (*Account, error) QueryAccountBalances(ctx context.Context) (BalanceMap, error) SubmitOrders(ctx context.Context, orders ...SubmitOrder) (createdOrders OrderSlice, err error) QueryOpenOrders(ctx context.Context, symbol string) (orders []Order, err error) CancelOrders(ctx context.Context, orders ...Order) error }
type ExchangeTransferService ¶
type ExchangeWithdrawalService ¶
type ExchangeWithdrawalService interface {
Withdrawal(ctx context.Context, asset string, amount fixedpoint.Value, address string, options *WithdrawalOptions) error
}
type Float64Slice ¶
type Float64Slice []float64
func (Float64Slice) Max ¶
func (s Float64Slice) Max() float64
func (Float64Slice) Mean ¶
func (s Float64Slice) Mean() (mean float64)
func (Float64Slice) Min ¶
func (s Float64Slice) Min() float64
func (*Float64Slice) Pop ¶
func (s *Float64Slice) Pop(i int64) (v float64)
func (*Float64Slice) Push ¶
func (s *Float64Slice) Push(v float64)
func (Float64Slice) Sum ¶
func (s Float64Slice) Sum() (sum float64)
func (Float64Slice) Tail ¶
func (s Float64Slice) Tail(size int) Float64Slice
type IntervalSlice ¶
type IntervalSlice []Interval
func (IntervalSlice) StringSlice ¶
func (s IntervalSlice) StringSlice() (slice []string)
type IntervalWindow ¶
type IntervalWindow struct { // The interval of kline Interval Interval // The windows size of the indicator (EWMA and SMA) Window int }
IntervalWindow is used by the indicators
func (IntervalWindow) String ¶
func (iw IntervalWindow) String() string
type IsolatedMarginAccount ¶
type IsolatedMarginAccount struct { TotalAssetOfBTC fixedpoint.Value `json:"totalAssetOfBtc"` TotalLiabilityOfBTC fixedpoint.Value `json:"totalLiabilityOfBtc"` TotalNetAssetOfBTC fixedpoint.Value `json:"totalNetAssetOfBtc"` Assets []IsolatedMarginAsset `json:"assets"` }
IsolatedMarginAccount defines isolated user assets of margin account
type IsolatedMarginAsset ¶
type IsolatedMarginAsset struct { Symbol string `json:"symbol"` QuoteAsset IsolatedUserAsset `json:"quoteAsset"` BaseAsset IsolatedUserAsset `json:"baseAsset"` IsolatedCreated bool `json:"isolatedCreated"` MarginLevel fixedpoint.Value `json:"marginLevel"` MarginLevelStatus string `json:"marginLevelStatus"` MarginRatio fixedpoint.Value `json:"marginRatio"` IndexPrice fixedpoint.Value `json:"indexPrice"` LiquidatePrice fixedpoint.Value `json:"liquidatePrice"` LiquidateRate fixedpoint.Value `json:"liquidateRate"` TradeEnabled bool `json:"tradeEnabled"` }
IsolatedMarginAsset defines isolated margin asset information, like margin level, liquidation price... etc
type IsolatedUserAsset ¶
type IsolatedUserAsset struct { Asset string `json:"asset"` Borrowed fixedpoint.Value `json:"borrowed"` Free fixedpoint.Value `json:"free"` Interest fixedpoint.Value `json:"interest"` Locked fixedpoint.Value `json:"locked"` NetAsset fixedpoint.Value `json:"netAsset"` NetAssetOfBtc fixedpoint.Value `json:"netAssetOfBtc"` BorrowEnabled bool `json:"borrowEnabled"` RepayEnabled bool `json:"repayEnabled"` TotalAsset fixedpoint.Value `json:"totalAsset"` }
IsolatedUserAsset defines isolated user assets of the margin account
type KLine ¶
type KLine struct { GID uint64 `json:"gid" db:"gid"` Exchange string `json:"exchange" db:"exchange"` Symbol string `json:"symbol" db:"symbol"` StartTime time.Time `json:"startTime" db:"start_time"` EndTime time.Time `json:"endTime" db:"end_time"` Interval Interval `json:"interval" db:"interval"` Open float64 `json:"open" db:"open"` Close float64 `json:"close" db:"close"` High float64 `json:"high" db:"high"` Low float64 `json:"low" db:"low"` Volume float64 `json:"volume" db:"volume"` QuoteVolume float64 `json:"quoteVolume" db:"quote_volume"` LastTradeID uint64 `json:"lastTradeID" db:"last_trade_id"` NumberOfTrades uint64 `json:"numberOfTrades" db:"num_trades"` Closed bool `json:"closed" db:"closed"` }
KLine uses binance's kline as the standard structure
func (KLine) BounceDown ¶
red candle with open and close near low price
func (KLine) GetEndTime ¶
func (KLine) GetInterval ¶
func (KLine) GetLowerShadowHeight ¶
func (KLine) GetLowerShadowRatio ¶
func (KLine) GetMaxChange ¶
func (KLine) GetStartTime ¶
func (KLine) GetThickness ¶
GetThickness returns the thickness of the kline. 1 => thick, 0.1 => thin
func (KLine) GetUpperShadowHeight ¶
func (KLine) GetUpperShadowRatio ¶
func (KLine) SlackAttachment ¶
func (k KLine) SlackAttachment() slack.Attachment
type KLineCallback ¶
type KLineCallback func(kline KLine)
type KLineOrWindow ¶
type KLineOrWindow interface { GetInterval() string Direction() Direction GetChange() float64 GetMaxChange() float64 GetThickness() float64 Mid() float64 GetOpen() float64 GetClose() float64 GetHigh() float64 GetLow() float64 BounceUp() bool BounceDown() bool GetUpperShadowRatio() float64 GetLowerShadowRatio() float64 SlackAttachment() slack.Attachment }
type KLineQueryOptions ¶
type KLineWindow ¶
type KLineWindow []KLine
func (*KLineWindow) Add ¶
func (k *KLineWindow) Add(line KLine)
func (KLineWindow) AllDrop ¶
func (k KLineWindow) AllDrop() bool
func (KLineWindow) AllRise ¶
func (k KLineWindow) AllRise() bool
func (KLineWindow) BounceDown ¶
func (k KLineWindow) BounceDown() bool
BounceDown returns true red candle with open and close near low price
func (KLineWindow) BounceUp ¶
func (k KLineWindow) BounceUp() bool
BounceUp returns true if it's green candle with open and close near high price
func (KLineWindow) Color ¶
func (k KLineWindow) Color() string
func (KLineWindow) First ¶
func (k KLineWindow) First() KLine
func (KLineWindow) GetBody ¶
func (k KLineWindow) GetBody() float64
func (KLineWindow) GetChange ¶
func (k KLineWindow) GetChange() float64
func (KLineWindow) GetClose ¶
func (k KLineWindow) GetClose() float64
func (KLineWindow) GetHigh ¶
func (k KLineWindow) GetHigh() float64
func (KLineWindow) GetInterval ¶
func (k KLineWindow) GetInterval() Interval
func (KLineWindow) GetLow ¶
func (k KLineWindow) GetLow() float64
func (KLineWindow) GetLowerShadowHeight ¶
func (k KLineWindow) GetLowerShadowHeight() float64
func (KLineWindow) GetLowerShadowRatio ¶
func (k KLineWindow) GetLowerShadowRatio() float64
func (KLineWindow) GetMaxChange ¶
func (k KLineWindow) GetMaxChange() float64
func (KLineWindow) GetOpen ¶
func (k KLineWindow) GetOpen() float64
func (KLineWindow) GetThickness ¶
func (k KLineWindow) GetThickness() float64
func (KLineWindow) GetTrend ¶
func (k KLineWindow) GetTrend() int
func (KLineWindow) GetUpperShadowHeight ¶
func (k KLineWindow) GetUpperShadowHeight() float64
func (KLineWindow) GetUpperShadowRatio ¶
func (k KLineWindow) GetUpperShadowRatio() float64
func (KLineWindow) Last ¶
func (k KLineWindow) Last() KLine
func (KLineWindow) Len ¶
func (k KLineWindow) Len() int
func (KLineWindow) ReduceClose ¶
func (k KLineWindow) ReduceClose() float64
ReduceClose reduces the closed prices
func (KLineWindow) SlackAttachment ¶
func (k KLineWindow) SlackAttachment() slack.Attachment
func (KLineWindow) Tail ¶
func (k KLineWindow) Tail(size int) KLineWindow
func (KLineWindow) Take ¶
func (k KLineWindow) Take(size int) KLineWindow
func (*KLineWindow) Truncate ¶
func (k *KLineWindow) Truncate(size int)
Truncate removes the old klines from the window
type MarginAccount ¶
type MarginAccount struct { BorrowEnabled bool `json:"borrowEnabled"` MarginLevel fixedpoint.Value `json:"marginLevel"` TotalAssetOfBTC fixedpoint.Value `json:"totalAssetOfBtc"` TotalLiabilityOfBTC fixedpoint.Value `json:"totalLiabilityOfBtc"` TotalNetAssetOfBTC fixedpoint.Value `json:"totalNetAssetOfBtc"` TradeEnabled bool `json:"tradeEnabled"` TransferEnabled bool `json:"transferEnabled"` UserAssets []MarginUserAsset `json:"userAssets"` }
MarginAccount is for the cross margin account
type MarginExchange ¶
type MarginExchange interface { UseMargin() UseIsolatedMargin(symbol string) GetMarginSettings() MarginSettings }
type MarginOrderSideEffectType ¶
type MarginOrderSideEffectType string
MarginOrderSideEffectType define side effect type for orders
var ( SideEffectTypeNoSideEffect MarginOrderSideEffectType = "NO_SIDE_EFFECT" SideEffectTypeMarginBuy MarginOrderSideEffectType = "MARGIN_BUY" SideEffectTypeAutoRepay MarginOrderSideEffectType = "AUTO_REPAY" )
func (*MarginOrderSideEffectType) UnmarshalJSON ¶
func (t *MarginOrderSideEffectType) UnmarshalJSON(data []byte) error
type MarginSettings ¶
func (MarginSettings) GetMarginSettings ¶
func (e MarginSettings) GetMarginSettings() MarginSettings
func (*MarginSettings) UseIsolatedMargin ¶
func (e *MarginSettings) UseIsolatedMargin(symbol string)
func (*MarginSettings) UseMargin ¶
func (e *MarginSettings) UseMargin()
type MarginUserAsset ¶
type MarginUserAsset struct { Asset string `json:"asset"` Borrowed fixedpoint.Value `json:"borrowed"` Free fixedpoint.Value `json:"free"` Interest fixedpoint.Value `json:"interest"` Locked fixedpoint.Value `json:"locked"` NetAsset fixedpoint.Value `json:"netAsset"` }
MarginUserAsset define user assets of margin account
type Market ¶
type Market struct { Symbol string LocalSymbol string // LocalSymbol is used for exchange's API PricePrecision int VolumePrecision int QuoteCurrency string BaseCurrency string // The MIN_NOTIONAL filter defines the minimum notional value allowed for an order on a symbol. // An order's notional value is the price * quantity MinNotional float64 MinAmount float64 // The LOT_SIZE filter defines the quantity MinQuantity float64 MaxQuantity float64 StepSize float64 MinPrice float64 MaxPrice float64 TickSize float64 }
func (Market) CanonicalizeVolume ¶
func (Market) FormatPrice ¶
func (Market) FormatPriceCurrency ¶
func (Market) FormatQuantity ¶
func (Market) FormatVolume ¶
type MillisecondTimestamp ¶
func (MillisecondTimestamp) String ¶
func (t MillisecondTimestamp) String() string
func (MillisecondTimestamp) Time ¶
func (t MillisecondTimestamp) Time() time.Time
func (*MillisecondTimestamp) UnmarshalJSON ¶
func (t *MillisecondTimestamp) UnmarshalJSON(data []byte) error
type MutexOrderBook ¶
func NewMutexOrderBook ¶
func NewMutexOrderBook(symbol string) *MutexOrderBook
func (*MutexOrderBook) BestAsk ¶
func (b *MutexOrderBook) BestAsk() (pv PriceVolume, ok bool)
func (*MutexOrderBook) BestBid ¶
func (b *MutexOrderBook) BestBid() (pv PriceVolume, ok bool)
func (*MutexOrderBook) Copy ¶
func (b *MutexOrderBook) Copy() OrderBook
func (*MutexOrderBook) CopyDepth ¶
func (b *MutexOrderBook) CopyDepth(depth int) OrderBook
func (*MutexOrderBook) IsValid ¶
func (b *MutexOrderBook) IsValid() (ok bool, err error)
func (*MutexOrderBook) Load ¶
func (b *MutexOrderBook) Load(book SliceOrderBook)
func (*MutexOrderBook) Reset ¶
func (b *MutexOrderBook) Reset()
func (*MutexOrderBook) Update ¶
func (b *MutexOrderBook) Update(update SliceOrderBook)
type Order ¶
type Order struct { SubmitOrder Exchange ExchangeName `json:"exchange" db:"exchange"` GID uint64 `json:"gid" db:"gid"` OrderID uint64 `json:"orderID" db:"order_id"` // order id Status OrderStatus `json:"status" db:"status"` ExecutedQuantity float64 `json:"executedQuantity" db:"executed_quantity"` IsWorking bool `json:"isWorking" db:"is_working"` CreationTime Time `json:"creationTime" db:"created_at"` UpdateTime Time `json:"updateTime" db:"updated_at"` IsMargin bool `json:"isMargin" db:"is_margin"` IsIsolated bool `json:"isIsolated" db:"is_isolated"` }
func (Order) Backup ¶
func (o Order) Backup() SubmitOrder
Backup backs up the current order quantity to a SubmitOrder object so that we can post the order later when we want to restore the orders.
func (Order) SlackAttachment ¶
func (o Order) SlackAttachment() slack.Attachment
type OrderBook ¶
type OrderBook interface { Spread() (fixedpoint.Value, bool) BestAsk() (PriceVolume, bool) BestBid() (PriceVolume, bool) Reset() Load(book SliceOrderBook) Update(book SliceOrderBook) Copy() OrderBook CopyDepth(depth int) OrderBook SideBook(sideType SideType) PriceVolumeSlice IsValid() (bool, error) }
type OrderMap ¶
OrderMap is used for storing orders by their order id
func (OrderMap) Backup ¶
func (m OrderMap) Backup() (orderForms []SubmitOrder)
func (OrderMap) Canceled ¶
func (m OrderMap) Canceled() OrderSlice
func (OrderMap) Filled ¶
func (m OrderMap) Filled() OrderSlice
func (OrderMap) FindByStatus ¶
func (m OrderMap) FindByStatus(status OrderStatus) (orders OrderSlice)
func (OrderMap) Orders ¶
func (m OrderMap) Orders() (orders OrderSlice)
type OrderSlice ¶
type OrderSlice []Order
func (OrderSlice) IDs ¶
func (s OrderSlice) IDs() (ids []uint64)
type OrderStatus ¶
type OrderStatus string
const ( OrderStatusNew OrderStatus = "NEW" OrderStatusFilled OrderStatus = "FILLED" OrderStatusPartiallyFilled OrderStatus = "PARTIALLY_FILLED" OrderStatusCanceled OrderStatus = "CANCELED" OrderStatusRejected OrderStatus = "REJECTED" )
type PriceVolume ¶
type PriceVolume struct { Price fixedpoint.Value Volume fixedpoint.Value }
func (PriceVolume) String ¶
func (p PriceVolume) String() string
type PriceVolumeSlice ¶
type PriceVolumeSlice []PriceVolume
func (PriceVolumeSlice) Copy ¶
func (slice PriceVolumeSlice) Copy() PriceVolumeSlice
func (PriceVolumeSlice) CopyDepth ¶
func (slice PriceVolumeSlice) CopyDepth(depth int) PriceVolumeSlice
func (PriceVolumeSlice) Find ¶
func (slice PriceVolumeSlice) Find(price fixedpoint.Value, descending bool) (pv PriceVolume, idx int)
Find finds the pair by the given price, this function is a read-only operation, so we use the value receiver to avoid copy value from the pointer If the price is not found, it will return the index where the price can be inserted at. true for descending (bid orders), false for ascending (ask orders)
func (PriceVolumeSlice) First ¶
func (slice PriceVolumeSlice) First() (PriceVolume, bool)
func (PriceVolumeSlice) IndexByVolumeDepth ¶
func (slice PriceVolumeSlice) IndexByVolumeDepth(requiredVolume fixedpoint.Value) int
func (PriceVolumeSlice) InsertAt ¶
func (slice PriceVolumeSlice) InsertAt(idx int, pv PriceVolume) PriceVolumeSlice
func (PriceVolumeSlice) Len ¶
func (slice PriceVolumeSlice) Len() int
func (PriceVolumeSlice) Less ¶
func (slice PriceVolumeSlice) Less(i, j int) bool
func (PriceVolumeSlice) Remove ¶
func (slice PriceVolumeSlice) Remove(price fixedpoint.Value, descending bool) PriceVolumeSlice
func (PriceVolumeSlice) Second ¶
func (slice PriceVolumeSlice) Second() (PriceVolume, bool)
func (PriceVolumeSlice) Swap ¶
func (slice PriceVolumeSlice) Swap(i, j int)
func (PriceVolumeSlice) Trim ¶
func (slice PriceVolumeSlice) Trim() (pvs PriceVolumeSlice)
Trim removes the pairs that volume = 0
func (PriceVolumeSlice) Upsert ¶
func (slice PriceVolumeSlice) Upsert(pv PriceVolume, descending bool) PriceVolumeSlice
type RBNode ¶
type RBNode struct {
Left, Right, Parent *RBNode
Color Color
Key, Value fixedpoint.Value
}
RBNode A red node always has black children. A black node may have red or black children
type RBTOrderBook ¶
type RBTOrderBook struct { Symbol string Bids *RBTree Asks *RBTree // contains filtered or unexported fields }
func NewRBOrderBook ¶
func NewRBOrderBook(symbol string) *RBTOrderBook
func (*RBTOrderBook) BestAsk ¶
func (b *RBTOrderBook) BestAsk() (PriceVolume, bool)
func (*RBTOrderBook) BestBid ¶
func (b *RBTOrderBook) BestBid() (PriceVolume, bool)
func (*RBTOrderBook) Copy ¶
func (b *RBTOrderBook) Copy() OrderBook
func (*RBTOrderBook) CopyDepth ¶
func (b *RBTOrderBook) CopyDepth(limit int) OrderBook
func (*RBTOrderBook) EmitLoad ¶
func (b *RBTOrderBook) EmitLoad(book *RBTOrderBook)
func (*RBTOrderBook) EmitUpdate ¶
func (b *RBTOrderBook) EmitUpdate(book *RBTOrderBook)
func (*RBTOrderBook) IsValid ¶
func (b *RBTOrderBook) IsValid() (bool, error)
func (*RBTOrderBook) Load ¶
func (b *RBTOrderBook) Load(book SliceOrderBook)
func (*RBTOrderBook) OnLoad ¶
func (b *RBTOrderBook) OnLoad(cb func(book *RBTOrderBook))
func (*RBTOrderBook) OnUpdate ¶
func (b *RBTOrderBook) OnUpdate(cb func(book *RBTOrderBook))
func (*RBTOrderBook) Print ¶
func (b *RBTOrderBook) Print()
func (*RBTOrderBook) Reset ¶
func (b *RBTOrderBook) Reset()
func (*RBTOrderBook) SideBook ¶
func (b *RBTOrderBook) SideBook(sideType SideType) PriceVolumeSlice
func (*RBTOrderBook) Spread ¶
func (b *RBTOrderBook) Spread() (fixedpoint.Value, bool)
func (*RBTOrderBook) Update ¶
func (b *RBTOrderBook) Update(book SliceOrderBook)
type RBTree ¶
type RBTree struct { Root *RBNode // contains filtered or unexported fields }
func (*RBTree) CopyInorder ¶
func (*RBTree) CopyInorderReverse ¶
func (*RBTree) DeleteFixup ¶
func (*RBTree) InorderReverse ¶
InorderReverse traverses the tree in descending order
func (*RBTree) InorderReverseOf ¶
func (*RBTree) Insert ¶
func (tree *RBTree) Insert(key, val fixedpoint.Value)
func (*RBTree) InsertFixup ¶
func (*RBTree) LeftmostOf ¶
func (*RBTree) PostorderOf ¶
func (*RBTree) PreorderOf ¶
func (*RBTree) RightmostOf ¶
func (*RBTree) RotateLeft ¶
RotateLeft x is the axes of rotation, y is the node that will be replace x's position. we need to: 1. move y's left child to the x's right child 2. change y's parent to x's parent 3. change x's parent to y
func (*RBTree) RotateRight ¶
func (*RBTree) Upsert ¶
func (tree *RBTree) Upsert(key, val fixedpoint.Value)
type Reward ¶
type Reward struct { GID int64 `json:"gid" db:"gid"` UUID string `json:"uuid" db:"uuid"` Exchange ExchangeName `json:"exchange" db:"exchange"` Type RewardType `json:"reward_type" db:"reward_type"` Currency string `json:"currency" db:"currency"` Quantity fixedpoint.Value `json:"quantity" db:"quantity"` State string `json:"state" db:"state"` Note string `json:"note" db:"note"` Spent bool `json:"spent" db:"spent"` // Unix timestamp in seconds CreatedAt Time `json:"created_at" db:"created_at"` }
type RewardSlice ¶
type RewardSlice []Reward
func (RewardSlice) Len ¶
func (s RewardSlice) Len() int
func (RewardSlice) Swap ¶
func (s RewardSlice) Swap(i, j int)
type RewardSliceByCreationTime ¶
type RewardSliceByCreationTime RewardSlice
func (RewardSliceByCreationTime) Len ¶
func (s RewardSliceByCreationTime) Len() int
func (RewardSliceByCreationTime) Less ¶
func (s RewardSliceByCreationTime) Less(i, j int) bool
Less reports whether x[i] should be ordered before x[j]
func (RewardSliceByCreationTime) Swap ¶
func (s RewardSliceByCreationTime) Swap(i, j int)
type RewardType ¶
type RewardType string
type SideType ¶
type SideType string
SideType define side type of order
func StrToSideType ¶
func (*SideType) UnmarshalJSON ¶
type SliceOrderBook ¶
type SliceOrderBook struct { Symbol string Bids PriceVolumeSlice Asks PriceVolumeSlice // contains filtered or unexported fields }
SliceOrderBook is a general order book structure which could be used for RESTful responses and websocket stream parsing
func NewSliceOrderBook ¶
func NewSliceOrderBook(symbol string) *SliceOrderBook
func (*SliceOrderBook) BestAsk ¶
func (b *SliceOrderBook) BestAsk() (PriceVolume, bool)
func (*SliceOrderBook) BestBid ¶
func (b *SliceOrderBook) BestBid() (PriceVolume, bool)
func (*SliceOrderBook) Copy ¶
func (b *SliceOrderBook) Copy() OrderBook
func (*SliceOrderBook) CopyDepth ¶
func (b *SliceOrderBook) CopyDepth(limit int) OrderBook
func (*SliceOrderBook) EmitLoad ¶
func (b *SliceOrderBook) EmitLoad(book *SliceOrderBook)
func (*SliceOrderBook) EmitUpdate ¶
func (b *SliceOrderBook) EmitUpdate(book *SliceOrderBook)
func (*SliceOrderBook) IsValid ¶
func (b *SliceOrderBook) IsValid() (bool, error)
func (*SliceOrderBook) Load ¶
func (b *SliceOrderBook) Load(book SliceOrderBook)
func (*SliceOrderBook) OnLoad ¶
func (b *SliceOrderBook) OnLoad(cb func(book *SliceOrderBook))
func (*SliceOrderBook) OnUpdate ¶
func (b *SliceOrderBook) OnUpdate(cb func(book *SliceOrderBook))
func (*SliceOrderBook) PriceVolumesBySide ¶
func (b *SliceOrderBook) PriceVolumesBySide(side SideType) PriceVolumeSlice
func (*SliceOrderBook) Print ¶
func (b *SliceOrderBook) Print()
func (*SliceOrderBook) Reset ¶
func (b *SliceOrderBook) Reset()
func (*SliceOrderBook) SideBook ¶
func (b *SliceOrderBook) SideBook(sideType SideType) PriceVolumeSlice
func (*SliceOrderBook) Spread ¶
func (b *SliceOrderBook) Spread() (fixedpoint.Value, bool)
func (*SliceOrderBook) String ¶
func (b *SliceOrderBook) String() string
func (*SliceOrderBook) Update ¶
func (b *SliceOrderBook) Update(book SliceOrderBook)
type StandardStream ¶
type StandardStream struct { Subscriptions []Subscription // contains filtered or unexported fields }
func (*StandardStream) EmitBalanceSnapshot ¶
func (stream *StandardStream) EmitBalanceSnapshot(balances BalanceMap)
func (*StandardStream) EmitBalanceUpdate ¶
func (stream *StandardStream) EmitBalanceUpdate(balances BalanceMap)
func (*StandardStream) EmitBookSnapshot ¶
func (stream *StandardStream) EmitBookSnapshot(book SliceOrderBook)
func (*StandardStream) EmitBookUpdate ¶
func (stream *StandardStream) EmitBookUpdate(book SliceOrderBook)
func (*StandardStream) EmitConnect ¶
func (stream *StandardStream) EmitConnect()
func (*StandardStream) EmitDisconnect ¶
func (stream *StandardStream) EmitDisconnect()
func (*StandardStream) EmitKLine ¶
func (stream *StandardStream) EmitKLine(kline KLine)
func (*StandardStream) EmitKLineClosed ¶
func (stream *StandardStream) EmitKLineClosed(kline KLine)
func (*StandardStream) EmitOrderUpdate ¶
func (stream *StandardStream) EmitOrderUpdate(order Order)
func (*StandardStream) EmitStart ¶
func (stream *StandardStream) EmitStart()
func (*StandardStream) EmitTradeUpdate ¶
func (stream *StandardStream) EmitTradeUpdate(trade Trade)
func (*StandardStream) OnBalanceSnapshot ¶
func (stream *StandardStream) OnBalanceSnapshot(cb func(balances BalanceMap))
func (*StandardStream) OnBalanceUpdate ¶
func (stream *StandardStream) OnBalanceUpdate(cb func(balances BalanceMap))
func (*StandardStream) OnBookSnapshot ¶
func (stream *StandardStream) OnBookSnapshot(cb func(book SliceOrderBook))
func (*StandardStream) OnBookUpdate ¶
func (stream *StandardStream) OnBookUpdate(cb func(book SliceOrderBook))
func (*StandardStream) OnConnect ¶
func (stream *StandardStream) OnConnect(cb func())
func (*StandardStream) OnDisconnect ¶
func (stream *StandardStream) OnDisconnect(cb func())
func (*StandardStream) OnKLine ¶
func (stream *StandardStream) OnKLine(cb func(kline KLine))
func (*StandardStream) OnKLineClosed ¶
func (stream *StandardStream) OnKLineClosed(cb func(kline KLine))
func (*StandardStream) OnOrderUpdate ¶
func (stream *StandardStream) OnOrderUpdate(cb func(order Order))
func (*StandardStream) OnStart ¶
func (stream *StandardStream) OnStart(cb func())
func (*StandardStream) OnTradeUpdate ¶
func (stream *StandardStream) OnTradeUpdate(cb func(trade Trade))
func (*StandardStream) Subscribe ¶
func (stream *StandardStream) Subscribe(channel Channel, symbol string, options SubscribeOptions)
type StandardStreamEventHub ¶
type StandardStreamEventHub interface { OnStart(cb func()) OnConnect(cb func()) OnDisconnect(cb func()) OnTradeUpdate(cb func(trade Trade)) OnOrderUpdate(cb func(order Order)) OnBalanceSnapshot(cb func(balances BalanceMap)) OnBalanceUpdate(cb func(balances BalanceMap)) OnKLineClosed(cb func(kline KLine)) OnKLine(cb func(kline KLine)) OnBookUpdate(cb func(book SliceOrderBook)) OnBookSnapshot(cb func(book SliceOrderBook)) }
type Stream ¶
type Stream interface { StandardStreamEventHub Subscribe(channel Channel, symbol string, options SubscribeOptions) SetPublicOnly() Connect(ctx context.Context) error Close() error }
type StreamOrderBook ¶
type StreamOrderBook struct { *MutexOrderBook C sigchan.Chan }
StreamOrderBook receives streaming data from websocket connection and update the order book with mutex lock, so you can safely access it.
func NewStreamBook ¶
func NewStreamBook(symbol string) *StreamOrderBook
func (*StreamOrderBook) BindStream ¶
func (sb *StreamOrderBook) BindStream(stream Stream)
type SubmitOrder ¶
type SubmitOrder struct { ClientOrderID string `json:"clientOrderID" db:"client_order_id"` Symbol string `json:"symbol" db:"symbol"` Side SideType `json:"side" db:"side"` Type OrderType `json:"orderType" db:"order_type"` Quantity float64 `json:"quantity" db:"quantity"` Price float64 `json:"price" db:"price"` StopPrice float64 `json:"stopPrice,omitempty" db:"stop_price"` Market Market `json:"-" db:"-"` // TODO: we can probably remove these field StopPriceString string `json:"-"` PriceString string `json:"-"` QuantityString string `json:"-"` TimeInForce string `json:"timeInForce,omitempty" db:"time_in_force"` // GTC, IOC, FOK GroupID uint32 `json:"groupID,omitempty"` MarginSideEffect MarginOrderSideEffectType `json:"marginSideEffect,omitempty"` // AUTO_REPAY = repay, MARGIN_BUY = borrow, defaults to NO_SIDE_EFFECT }
func (*SubmitOrder) PlainText ¶
func (o *SubmitOrder) PlainText() string
func (*SubmitOrder) SlackAttachment ¶
func (o *SubmitOrder) SlackAttachment() slack.Attachment
func (*SubmitOrder) String ¶
func (o *SubmitOrder) String() string
type SubscribeOptions ¶
type SubscribeOptions struct { Interval string `json:"interval,omitempty"` Depth string `json:"depth,omitempty"` }
SubscribeOptions provides the standard stream options
func (SubscribeOptions) String ¶
func (o SubscribeOptions) String() string
type Subscription ¶
type Subscription struct { Symbol string `json:"symbol"` Channel Channel `json:"channel"` Options SubscribeOptions `json:"options"` }
type SyncOrderMap ¶
func NewSyncOrderMap ¶
func NewSyncOrderMap() *SyncOrderMap
func (*SyncOrderMap) Add ¶
func (m *SyncOrderMap) Add(o Order)
func (*SyncOrderMap) AnyFilled ¶
func (m *SyncOrderMap) AnyFilled() (order Order, ok bool)
AnyFilled find any order is filled and stop iterating the order map
func (*SyncOrderMap) Backup ¶
func (m *SyncOrderMap) Backup() []SubmitOrder
func (*SyncOrderMap) Canceled ¶
func (m *SyncOrderMap) Canceled() OrderSlice
func (*SyncOrderMap) Exists ¶
func (m *SyncOrderMap) Exists(orderID uint64) (exists bool)
func (*SyncOrderMap) Filled ¶
func (m *SyncOrderMap) Filled() OrderSlice
func (*SyncOrderMap) FindByStatus ¶
func (m *SyncOrderMap) FindByStatus(status OrderStatus) OrderSlice
func (*SyncOrderMap) IDs ¶
func (m *SyncOrderMap) IDs() (ids []uint64)
func (*SyncOrderMap) Len ¶
func (m *SyncOrderMap) Len() int
func (*SyncOrderMap) Orders ¶
func (m *SyncOrderMap) Orders() (slice OrderSlice)
func (*SyncOrderMap) Remove ¶
func (m *SyncOrderMap) Remove(orderID uint64) (exists bool)
func (*SyncOrderMap) Update ¶
func (m *SyncOrderMap) Update(o Order)
type Ticker ¶
type Ticker struct { Time time.Time Volume float64 // `volume` from Max & binance Last float64 // `last` from Max, `lastPrice` from binance Open float64 // `open` from Max, `openPrice` from binance High float64 // `high` from Max, `highPrice` from binance Low float64 // `low` from Max, `lowPrice` from binance Buy float64 // `buy` from Max, `bidPrice` from binance Sell float64 // `sell` from Max, `askPrice` from binance }
type Trade ¶
type Trade struct { // GID is the global ID GID int64 `json:"gid" db:"gid"` // ID is the source trade ID ID int64 `json:"id" db:"id"` OrderID uint64 `json:"orderID" db:"order_id"` Exchange ExchangeName `json:"exchange" db:"exchange"` Price float64 `json:"price" db:"price"` Quantity float64 `json:"quantity" db:"quantity"` QuoteQuantity float64 `json:"quoteQuantity" db:"quote_quantity"` Symbol string `json:"symbol" db:"symbol"` Side SideType `json:"side" db:"side"` IsBuyer bool `json:"isBuyer" db:"is_buyer"` IsMaker bool `json:"isMaker" db:"is_maker"` Time Time `json:"tradedAt" db:"traded_at"` Fee float64 `json:"fee" db:"fee"` FeeCurrency string `json:"feeCurrency" db:"fee_currency"` IsMargin bool `json:"isMargin" db:"is_margin"` IsIsolated bool `json:"isIsolated" db:"is_isolated"` StrategyID sql.NullString `json:"strategyID" db:"strategy"` PnL sql.NullFloat64 `json:"pnl" db:"pnl"` }
func (Trade) SlackAttachment ¶
func (trade Trade) SlackAttachment() slack.Attachment
type TradeQueryOptions ¶
type TradeSlice ¶
type TradeSlice struct { Trades []Trade // contains filtered or unexported fields }
func (*TradeSlice) Append ¶
func (s *TradeSlice) Append(t Trade)
func (*TradeSlice) Copy ¶
func (s *TradeSlice) Copy() []Trade
func (*TradeSlice) Reverse ¶
func (s *TradeSlice) Reverse()
type Withdraw ¶
type Withdraw struct { GID int64 `json:"gid" db:"gid"` Exchange ExchangeName `json:"exchange" db:"exchange"` Asset string `json:"asset" db:"asset"` Amount float64 `json:"amount" db:"amount"` Address string `json:"address" db:"address"` AddressTag string `json:"addressTag"` Status string `json:"status"` TransactionID string `json:"transactionID" db:"txn_id"` TransactionFee float64 `json:"transactionFee" db:"txn_fee"` TransactionFeeCurrency string `json:"transactionFeeCurrency" db:"txn_fee_currency"` WithdrawOrderID string `json:"withdrawOrderId"` ApplyTime Time `json:"applyTime" db:"time"` Network string `json:"network" db:"network"` }
func (Withdraw) EffectiveTime ¶
type WithdrawalOptions ¶
Source Files ¶
- account.go
- active_book.go
- color.go
- currencies.go
- deposit.go
- exchange.go
- float_slice.go
- interval.go
- kline.go
- margin.go
- market.go
- order.go
- orderbook.go
- ordermap.go
- plaintext.go
- price_volume_slice.go
- rbtorderbook.go
- rbtorderbook_callbacks.go
- rbtree.go
- rbtree_node.go
- reward.go
- side.go
- sliceorderbook.go
- sliceorderbook_callbacks.go
- standardstream_callbacks.go
- stream.go
- ticker.go
- time.go
- trade.go
- withdraw.go