binancefutures

package
v0.0.8 Latest Latest
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 Go to latest Published: Oct 8, 2020 License: Apache-2.0 Imports: 14 Imported by: 0

Documentation

Index

Constants

This section is empty.

Variables

View Source 
var (

	// WebsocketTimeout is an interval for sending ping/pong messages if WebsocketKeepalive is enabled
	WebsocketTimeout = time.Second * 60
	// WebsocketKeepalive enables sending ping/pong messages to check the connection stability
	WebsocketKeepalive = false
)

Functions

func WsAggTradeServe 

func WsAggTradeServe(symbol string, handler WsAggTradeHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error)

WsAggTradeServe serve websocket aggregate handler with a symbol

func WsAllMarketsStatServe 

func WsAllMarketsStatServe(handler WsAllMarketsStatHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error)

WsAllMarketsStatServe serve websocket that push 24hr statistics for all market every second

func WsAllMiniMarketsStatServe 

func WsAllMiniMarketsStatServe(handler WsAllMiniMarketsStatServeHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error)

WsAllMiniMarketsStatServe serve websocket that push mini version of 24hr statistics for all market every second

func WsCombinedPartialDepthServe 

func WsCombinedPartialDepthServe(symbolLevels map[string]string, handler WsPartialDepthHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error)

WsCombinedPartialDepthServe is similar to WsPartialDepthServe, but it for multiple symbols

func WsDepthServe 

func WsDepthServe(symbol string, handler WsDepthHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error)

WsDepthServe serve websocket depth handler with a symbol

func WsFutureUserDataServe 

func WsFutureUserDataServe(listenKey string, handler WsHandler, errHandler ErrHandler, wsConfig ...*WsConfig) (doneC, stopC chan struct{}, err error)

WsFutureUserDataServe serve user data handler with listen key

func WsKlineServe 

func WsKlineServe(symbol string, interval string, handler WsKlineHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error)

WsKlineServe serve websocket kline handler with a symbol and interval like 15m, 30s

func WsMarketStatServe 

func WsMarketStatServe(symbol string, handler WsMarketStatHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error)

WsMarketStatServe serve websocket that push 24hr statistics for single market every second

func WsPartialDepthServe 

func WsPartialDepthServe(symbol string, levels string, handler WsPartialDepthHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error)

WsPartialDepthServe serve websocket partial depth handler with a symbol

func WsTradeServe 

func WsTradeServe(symbol string, handler WsTradeHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error)

WsTradeServe serve websocket handler with a symbol

func WsUserDataServe 

func WsUserDataServe(listenKey string, handler WsHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error)

WsUserDataServe serve user data handler with listen key

Types

type Ask 

type Ask struct {
	Price    string
	Quantity string
}

Ask define ask info with price and quantity

type Bid 

type Bid struct {
	Price    string
	Quantity string
}

Bid define bid info with price and quantity

type BinanceFutures 

type BinanceFutures struct {
	// contains filtered or unexported fields
}

BinanceFutures the Binance futures exchange

func NewBinanceFutures 

func NewBinanceFutures(params *Parameters) *BinanceFutures

func (*BinanceFutures) AmendOrder 

func (b *BinanceFutures) AmendOrder(symbol string, id string, price float64, size float64, opts ...OrderOption) (result *Order, err error)

func (*BinanceFutures) CancelAllOrders 

func (b *BinanceFutures) CancelAllOrders(symbol string, opts ...OrderOption) (err error)

func (*BinanceFutures) CancelOrder 

func (b *BinanceFutures) CancelOrder(symbol string, id string, opts ...OrderOption) (result *Order, err error)

func (*BinanceFutures) CloseLong 

func (b *BinanceFutures) CloseLong(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error)

func (*BinanceFutures) CloseShort 

func (b *BinanceFutures) CloseShort(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error)

func (*BinanceFutures) GetBalance 

func (b *BinanceFutures) GetBalance(currency string) (result *Balance, err error)

currency: USDT

func (*BinanceFutures) GetContractID 

func (b *BinanceFutures) GetContractID() (symbol string, err error)

func (*BinanceFutures) GetName 

func (b *BinanceFutures) GetName() (name string)

func (*BinanceFutures) GetOpenOrders 

func (b *BinanceFutures) GetOpenOrders(symbol string, opts ...OrderOption) (result []*Order, err error)

func (*BinanceFutures) GetOrder 

func (b *BinanceFutures) GetOrder(symbol string, id string, opts ...OrderOption) (result *Order, err error)

func (*BinanceFutures) GetOrderBook 

func (b *BinanceFutures) GetOrderBook(symbol string, depth int) (result *OrderBook, err error)

func (*BinanceFutures) GetPositions 

func (b *BinanceFutures) GetPositions(symbol string) (result []*Position, err error)

func (*BinanceFutures) GetRecords 

func (b *BinanceFutures) GetRecords(symbol string, period string, from int64, end int64, limit int) (records []*Record, err error)

func (*BinanceFutures) GetTime 

func (b *BinanceFutures) GetTime() (tm int64, err error)

func (*BinanceFutures) IntervalKlinePeriod 

func (b *BinanceFutures) IntervalKlinePeriod(period string) string

func (*BinanceFutures) OpenLong 

func (b *BinanceFutures) OpenLong(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error)

func (*BinanceFutures) OpenShort 

func (b *BinanceFutures) OpenShort(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error)

func (*BinanceFutures) PlaceOrder 

func (b *BinanceFutures) PlaceOrder(symbol string, direction Direction, orderType OrderType, price float64,
	size float64, opts ...PlaceOrderOption) (result *Order, err error)

func (*BinanceFutures) SetContractType 

func (b *BinanceFutures) SetContractType(currencyPair string, contractType string) (err error)

func (*BinanceFutures) SetLeverRate 

func (b *BinanceFutures) SetLeverRate(value float64) (err error)

func (*BinanceFutures) SetProxy 

func (b *BinanceFutures) SetProxy(proxyURL string) error

SetProxy ... proxyURL: http://127.0.0.1:1080

func (*BinanceFutures) SubscribeLevel2Snapshots 

func (b *BinanceFutures) SubscribeLevel2Snapshots(market Market, callback func(ob *OrderBook)) error

SubscribeLevel2Snapshots 订阅orderbook .

func (*BinanceFutures) SubscribeOrders 

func (b *BinanceFutures) SubscribeOrders(market Market, callback func(orders []*Order)) error

func (*BinanceFutures) SubscribePositions 

func (b *BinanceFutures) SubscribePositions(market Market, callback func(positions []*Position)) error

func (*BinanceFutures) SubscribeTrades 

func (b *BinanceFutures) SubscribeTrades(market Market, callback func(trades []*Trade)) error

SubscribeTrades 订阅逐笔成交.

type BinanceOrder 

type BinanceOrder struct {
	ID           int64  `json:"i"`  // ID
	ClientOId    string `json:"c"`  // 客户端订单ID
	Symbol       string `json:"s"`  // 标
	Price        string `json:"p"`  // 价格
	StopPx       string `json:"sp"` // 触发价
	Amount       string `json:"q"`  // 委托数量
	AvgPrice     string `json:"ap"` // 平均成交价
	FilledAmount string `json:"z"`  // 成交数量
	Direction    string `json:"S"`  // 委托方向
	Type         string `json:"ot"` // 委托类型
	Status       string `json:"X"`  // 委托状态
}

BinanceOrder .

type BinancePosition 

type BinancePosition struct {
	Symbol    string `json:"s"`
	Size      string `json:"pa"`
	CostPrice string `json:"ep"`
}

BinancePosition 仓位.

type ErrHandler 

type ErrHandler func(err error)

ErrHandler handles errors

type EventOrder 

type EventOrder struct {
	Event      string       `json:"e"`
	UpdateTime int64        `json:"E"`
	Order      BinanceOrder `json:"o"`
}

EventOrder .

type EventPosition 

type EventPosition struct {
	Event      string `json:"e"`
	UpdateTime int64  `json:"E"`
	A          struct {
		Positions []BinancePosition `json:"P"`
	} `json:"a"`
}

EventPosition 仓位信息事件.

type EventType 

type EventType struct {
	Event string `json:"e"`
	T     int64  `json:"T"`
	E     int64  `json:"E"`
}

EventType 用户获取用户私人数据推送过来的数据类型.

type WsAggTradeEvent 

type WsAggTradeEvent struct {
	Event                 string `json:"e"`
	Time                  int64  `json:"E"`
	Symbol                string `json:"s"`
	AggTradeID            int64  `json:"a"`
	Price                 string `json:"p"`
	Quantity              string `json:"q"`
	FirstBreakdownTradeID int64  `json:"f"`
	LastBreakdownTradeID  int64  `json:"l"`
	TradeTime             int64  `json:"T"`
	IsBuyerMaker          bool   `json:"m"`
	Placeholder           bool   `json:"M"` // add this field to avoid case insensitive unmarshaling
}

WsAggTradeEvent define websocket aggregate trade event

type WsAggTradeHandler 

type WsAggTradeHandler func(event *WsAggTradeEvent)

WsAggTradeHandler handle websocket aggregate trade event

type WsAllMarketsStatEvent 

type WsAllMarketsStatEvent []*WsMarketStatEvent

WsAllMarketsStatEvent define array of websocket market statistics events

type WsAllMarketsStatHandler 

type WsAllMarketsStatHandler func(event WsAllMarketsStatEvent)

WsAllMarketsStatHandler handle websocket that push all markets statistics for 24hr

type WsAllMiniMarketsStatEvent 

type WsAllMiniMarketsStatEvent []*WsMiniMarketsStatEvent

WsAllMiniMarketsStatEvent define array of websocket market mini-ticker statistics events

type WsAllMiniMarketsStatServeHandler 

type WsAllMiniMarketsStatServeHandler func(event WsAllMiniMarketsStatEvent)

WsAllMiniMarketsStatServeHandler handle websocket that push all mini-ticker market statistics for 24hr

type WsConfig 

type WsConfig struct {
	Endpoint string
}

WsConfig webservice configuration

type WsDepthEvent 

type WsDepthEvent struct {
	Event         string `json:"e"`
	Time          int64  `json:"E"`
	Symbol        string `json:"s"`
	UpdateID      int64  `json:"u"`
	FirstUpdateID int64  `json:"U"`
	Bids          []Bid  `json:"b"`
	Asks          []Ask  `json:"a"`
}

WsDepthEvent define websocket depth event

type WsDepthHandler 

type WsDepthHandler func(event *WsDepthEvent)

WsDepthHandler handle websocket depth event

type WsHandler 

type WsHandler func(message []byte)

WsHandler handle raw websocket message

type WsKline 

type WsKline struct {
	StartTime            int64  `json:"t"`
	EndTime              int64  `json:"T"`
	Symbol               string `json:"s"`
	Interval             string `json:"i"`
	FirstTradeID         int64  `json:"f"`
	LastTradeID          int64  `json:"L"`
	Open                 string `json:"o"`
	Close                string `json:"c"`
	High                 string `json:"h"`
	Low                  string `json:"l"`
	Volume               string `json:"v"`
	TradeNum             int64  `json:"n"`
	IsFinal              bool   `json:"x"`
	QuoteVolume          string `json:"q"`
	ActiveBuyVolume      string `json:"V"`
	ActiveBuyQuoteVolume string `json:"Q"`
}

WsKline define websocket kline

type WsKlineEvent 

type WsKlineEvent struct {
	Event  string  `json:"e"`
	Time   int64   `json:"E"`
	Symbol string  `json:"s"`
	Kline  WsKline `json:"k"`
}

WsKlineEvent define websocket kline event

type WsKlineHandler 

type WsKlineHandler func(event *WsKlineEvent)

WsKlineHandler handle websocket kline event

type WsMarketStatEvent 

type WsMarketStatEvent struct {
	Event              string `json:"e"`
	Time               int64  `json:"E"`
	Symbol             string `json:"s"`
	PriceChange        string `json:"p"`
	PriceChangePercent string `json:"P"`
	WeightedAvgPrice   string `json:"w"`
	PrevClosePrice     string `json:"x"`
	LastPrice          string `json:"c"`
	CloseQty           string `json:"Q"`
	BidPrice           string `json:"b"`
	BidQty             string `json:"B"`
	AskPrice           string `json:"a"`
	AskQty             string `json:"A"`
	OpenPrice          string `json:"o"`
	HighPrice          string `json:"h"`
	LowPrice           string `json:"l"`
	BaseVolume         string `json:"v"`
	QuoteVolume        string `json:"q"`
	OpenTime           int64  `json:"O"`
	CloseTime          int64  `json:"C"`
	FirstID            int64  `json:"F"`
	LastID             int64  `json:"L"`
	Count              int64  `json:"n"`
}

WsMarketStatEvent define websocket market statistics event

type WsMarketStatHandler 

type WsMarketStatHandler func(event *WsMarketStatEvent)

WsMarketStatHandler handle websocket that push single market statistics for 24hr

type WsMiniMarketsStatEvent 

type WsMiniMarketsStatEvent struct {
	Event       string `json:"e"`
	Time        int64  `json:"E"`
	Symbol      string `json:"s"`
	LastPrice   string `json:"c"`
	OpenPrice   string `json:"o"`
	HighPrice   string `json:"h"`
	LowPrice    string `json:"l"`
	BaseVolume  string `json:"v"`
	QuoteVolume string `json:"q"`
}

WsMiniMarketsStatEvent define websocket market mini-ticker statistics event

type WsPartialDepthEvent 

type WsPartialDepthEvent struct {
	Symbol       string
	LastUpdateID int64 `json:"lastUpdateId"`
	Bids         []Bid `json:"bids"`
	Asks         []Ask `json:"asks"`
}

WsPartialDepthEvent define websocket partial depth book event

type WsPartialDepthHandler 

type WsPartialDepthHandler func(event *WsPartialDepthEvent)

WsPartialDepthHandler handle websocket partial depth event

type WsTradeEvent 

type WsTradeEvent struct {
	Event         string `json:"e"`
	Time          int64  `json:"E"`
	Symbol        string `json:"s"`
	TradeID       int64  `json:"t"`
	Price         string `json:"p"`
	Quantity      string `json:"q"`
	BuyerOrderID  int64  `json:"b"`
	SellerOrderID int64  `json:"a"`
	TradeTime     int64  `json:"T"`
	IsBuyerMaker  bool   `json:"m"`
	Placeholder   bool   `json:"M"` // add this field to avoid case insensitive unmarshaling
}

WsTradeEvent define websocket trade event

type WsTradeHandler 

type WsTradeHandler func(event *WsTradeEvent)

WsTradeHandler handle websocket trade event

Source Files

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