websocket

Documentation

Index

• type AccountEvent
• type BlockHeightEvent
• type EventAssetBalance
• type KlineEvent
• type KlineInterval
• type KlineRecordEvent
• type MarketDeltaEvent
• type MarketDepthEvent
• type MiniTickerEvent
• type OrderEvent
• type TickerEvent
• type TradeEvent
• type WSClient
  • func NewClient(c basic.BasicClient) WSClient

Types

type AccountEvent

type AccountEvent struct {
	EventType string              `json:"e"` // "e": "outboundAccountInfo"
	EventTime int64               `json:"E"` // "E": 1499405658658,
	Balances  []EventAssetBalance `json:"B"`
}

type BlockHeightEvent

type BlockHeightEvent struct {
	BlockHeight int64 `json:"h"` // "h": 1499405658658,
}

type EventAssetBalance

type EventAssetBalance struct {
	Asset  string       `json:"a"` // "a": "LTC",               // Asset
	Free   types.Fixed8 `json:"f"` // "f": "17366.18538083",    // Free amount
	Frozen types.Fixed8 `json:"r"` // "r":  "0.00000000"        // Frozen amount
	Locked types.Fixed8 `json:"l"` // "l":  "0.00000000"        // Locked amount
}

EventAssetBalance record structure as send to the user

type KlineEvent

type KlineEvent struct {
	EventType string           `json:"e"` // "e": "executionReport"
	EventTime int64            `json:"E"` // "E": 1499405658658,
	Symbol    string           `json:"s"` // "s": "ETH_BTC",
	Kline     KlineRecordEvent `json:"k"`
}

type KlineInterval

type KlineInterval string

const (
	OneMinuteInterval KlineInterval = "1m"

	FiveMinutesInterval   KlineInterval = "5m"
	FifteenMinuteInterval KlineInterval = "15m"
	ThirtMinutesInterval  KlineInterval = "30m"
	OneHourInterval       KlineInterval = "1h"
	TwoHoursInterval      KlineInterval = "2h"
	FourHoursInterval     KlineInterval = "4h"
	SixHoursInterval      KlineInterval = "6h"
	EightHoursInterval    KlineInterval = "8h"
	TwelveHoursInterval   KlineInterval = "12h"
	OneDayInterval        KlineInterval = "1d"
	ThreeDaysInterval     KlineInterval = "3d"
	OneWeekInterval       KlineInterval = "1w"
	OneMonthInterval      KlineInterval = "1M"
)

type KlineRecordEvent

type KlineRecordEvent struct {
	Timestamp        int64        `json:"-"`
	Symbol           string       `json:"s"` //"BNBBTC",  // Symbol
	OpenTime         int64        `json:"t"` //123400000, // Kline start time
	CloseTime        int64        `json:"T"` //123460000, // Kline close time
	Interval         string       `json:"i"` //"1m",      // Interval
	FirstTradeID     string       `json:"f"` //100,       // First trade ID
	LastTradeID      string       `json:"L"` //200,       // Last trade ID
	OpenPrice        types.Fixed8 `json:"o"` //"0.0010",  // Open price
	ClosePrice       types.Fixed8 `json:"c"` //"0.0020",  // Close price
	HighPrice        types.Fixed8 `json:"h"` //"0.0025",  // High price
	LowPrice         types.Fixed8 `json:"l"` //"0.0015",  // Low price
	Volume           types.Double `json:"v"` //"1000",    // Base asset volume
	QuoteAssetVolume types.Double `json:"q"` //"1.0000",  // Quote asset volume
	NumberOfTrades   int64        `json:"n"` //100,       // Number of trades
	Closed           bool         `json:"x"` //Is this kline closed?
}

KlineRecordEvent record structure as received from the kafka messages stream

type MarketDeltaEvent

type MarketDeltaEvent struct {
	EventType string           `json:"e"` // "e": "depthUpdate",
	EventTime int64            `json:"E"` // "E": 123456789,
	Symbol    string           `json:"s"` // "s": "ETH_BTC",
	Bids      [][]types.Fixed8 `json:"b"` // "b": [ [ "0.0024", "10" ] ]
	Asks      [][]types.Fixed8 `json:"a"` // "a": [ [ "0.0024", "10" ] ]
}

type MarketDepthEvent

type MarketDepthEvent struct {
	LastUpdateID int64            `json:"lastUpdateId"` // "lastUpdateId": 160,
	Symbol       string           `json:"symbol"`       // "symbol": "BNB_BTC"
	Bids         [][]types.Fixed8 `json:"bids"`         // "bids": [ [ "0.0024", "10" ] ]
	Asks         [][]types.Fixed8 `json:"asks"`         // "asks": [ [ "0.0024", "10" ] ]
}

type MiniTickerEvent

type MiniTickerEvent struct {
	EventType   string       `json:"e"` // "e": "24hrMiniTicker",
	EventTime   int64        `json:"E"` // "E": 123456789,
	Symbol      string       `json:"s"` // "s": "BNBBTC",      // Symbol
	LastPrice   types.Fixed8 `json:"c"` // "c": "0.0025",      // Current day's close price
	OpenPrice   types.Fixed8 `json:"o"` // "o": "0.0010",      // Open price
	HighPrice   types.Fixed8 `json:"h"` // "h": "0.0025",      // High price
	LowPrice    types.Fixed8 `json:"l"` // "l": "0.0010",      // Low price
	Volume      types.Double `json:"v"` // "v": "10000",       // Total traded base asset volume
	QuoteVolume types.Double `json:"q"` // "q": "18",          // Total traded quote asset volume
}

type OrderEvent

type OrderEvent struct {
	EventType            string       `json:"e"` // "e": "executionReport"
	EventTime            int64        `json:"E"` // "E": 1499405658658,
	Symbol               string       `json:"s"` // "s": "ETH_BTC",
	Side                 int8         `json:"S"` //"S": "BUY",
	OrderType            int8         `json:"o"` //"o": "LIMIT", always to `LIMIT`, `will be published`
	TimeInForce          int8         `json:"f"` //"f": "GTC",
	OrderQty             types.Fixed8 `json:"q"` //"q": "1.00000000", `will be published`
	OrderPrice           types.Fixed8 `json:"p"` //"p": "0.10264410", `will be published`
	CurrentExecutionType string       `json:"x"` //"x": "NEW", always `NEW` for now `will be published`
	CurrentOrderStatus   string       `json:"X"` //"X": "Ack", "Canceled", "Expired", "IocNoFill", "PartialFill", "FullyFill", "FailedBlocking", "FailedMatching", "Unknown"
	OrderID              string       `json:"i"` //"i": "917E1846D6B3C40B97465CCF52818471E2C1027C-466",
	LastExecutedQty      types.Fixed8 `json:"l"` // "l": "0.00000000",
	LastExecutedPrice    types.Fixed8 `json:"L"` // "L": "0.00000000",
	CommulativeFilledQty types.Fixed8 `json:"z"` // "z": "0.00000000",
	CommissionAmount     string       `json:"n"` // "n": "0",
	TransactionTime      int64        `json:"T"` //"T": 1499405658657, `this will be the BLockheight`
	TradeID              string       `json:"t"` //"t": -1, `will be published`
	OrderCreationTime    int64        `json:"O"` //"O": 1499405658657, `will be published`
}

type TickerEvent

type TickerEvent struct {
	EventType          string       `json:"e"` // "e": "24hrTicker",
	EventTime          int64        `json:"E"` // "E": 123456789,
	Symbol             string       `json:"s"` // "s": "BNBBTC",      // Symbol
	PriceChange        types.Fixed8 `json:"p"` // "p": "0.0015",      // Price change
	PriceChangePercent types.Fixed8 `json:"P"` // "P": "250.00",      // Price change percent
	WeightedAvgPrice   types.Fixed8 `json:"w"` // "w": "0.0018",      // Weighted average price
	PrevClosePrice     types.Fixed8 `json:"x"` // "x": "0.0009",      // Previous day's close price
	LastPrice          types.Fixed8 `json:"c"` // "c": "0.0025",      // Current day's close price
	LastQuantity       types.Fixed8 `json:"Q"` // "Q": "10",          // Close trade's quantity
	BidPrice           types.Fixed8 `json:"b"` // "b": "0.0024",      // Best bid price
	BidQuantity        types.Fixed8 `json:"B"` // "B": "10",          // Best bid quantity
	AskPrice           types.Fixed8 `json:"a"` // "a": "0.0026",      // Best ask price
	AskQuantity        types.Fixed8 `json:"A"` // "A": "100",         // Best ask quantity
	OpenPrice          types.Fixed8 `json:"o"` // "o": "0.0010",      // Open price
	HighPrice          types.Fixed8 `json:"h"` // "h": "0.0025",      // High price
	LowPrice           types.Fixed8 `json:"l"` // "l": "0.0010",      // Low price
	Volume             types.Double `json:"v"` // "v": "10000",       // Total traded base asset volume
	QuoteVolume        types.Double `json:"q"` // "q": "18",          // Total traded quote asset volume
	OpenTime           int64        `json:"O"` // "O": 0,             // Statistics open time
	CloseTime          int64        `json:"C"` // "C": 86400000,      // Statistics close time
	FirstID            string       `json:"F"` // "F": 0,             // First trade ID
	LastID             string       `json:"L"` // "L": 18150,         // Last trade Id
	Count              int64        `json:"n"` // "n": 18151          // Total number of trades
}

type TradeEvent

type TradeEvent struct {
	EventType     string       `json:"e"`  // "e": "trade",
	EventTime     int64        `json:"E"`  // "E": 123456789,
	Symbol        string       `json:"s"`  // "s": "ETH_BTC",
	TradeID       string       `json:"t"`  // "t": 4293153,
	Price         types.Fixed8 `json:"p"`  // "p": "0.001",
	Qty           types.Fixed8 `json:"q"`  // "q": "88",
	BuyerOrderID  string       `json:"b"`  // "f": "50",
	SellerOrderID string       `json:"a"`  // "q": "100",
	TradeTime     int64        `json:"T"`  // "p": 123456785
	SellerAddress string       `json:"sa"` // "sa": 0x4092678e4e78230f46a1534c0fbc8fa39780892b
	BuyerAddress  string       `json:"ba"` // "ba": 0x4092778e4e78230f46a1534c0fbc8fa39780892c
}

type WSClient

type WSClient interface {
	SubscribeAccountEvent(userAddr string, quit chan struct{}, onReceive func(event *AccountEvent), onError func(err error), onClose func()) error
	SubscribeBlockHeightEvent(quit chan struct{}, onReceive func(event *BlockHeightEvent), onError func(err error), onClose func()) error
	SubscribeKlineEvent(baseAssetSymbol, quoteAssetSymbol string, interval KlineInterval, quit chan struct{}, onReceive func(event *KlineEvent), onError func(err error), onClose func()) error
	SubscribeMarketDiffEvent(baseAssetSymbol, quoteAssetSymbol string, quit chan struct{}, onReceive func(event *MarketDeltaEvent), onError func(err error), onClose func()) error
	SubscribeMarketDepthEvent(baseAssetSymbol, quoteAssetSymbol string, quit chan struct{}, onReceive func(event *MarketDepthEvent), onError func(err error), onClose func()) error
	SubscribeOrderEvent(userAddr string, quit chan struct{}, onReceive func(event []*OrderEvent), onError func(err error), onClose func()) error
	SubscribeTickerEvent(baseAssetSymbol, quoteAssetSymbol string, quit chan struct{}, onReceive func(event *TickerEvent), onError func(err error), onClose func()) error
	SubscribeAllTickerEvent(quit chan struct{}, onReceive func(event []*TickerEvent), onError func(err error), onClose func()) error
	SubscribeMiniTickerEvent(baseAssetSymbol, quoteAssetSymbol string, quit chan struct{}, onReceive func(event *MiniTickerEvent), onError func(err error), onClose func()) error
	SubscribeAllMiniTickersEvent(quit chan struct{}, onReceive func(events []*MiniTickerEvent), onError func(err error), onClose func()) error
	SubscribeTradeEvent(baseAssetSymbol, quoteAssetSymbol string, quit chan struct{}, onReceive func(events []*TradeEvent), onError func(err error), onClose func()) error
}

func NewClient

func NewClient(c basic.BasicClient) WSClient