providers

Documentation

Index

• type BinanceProvider
  • func NewBinanceOrderbooks(feedch chan orderbook.DataFeed, symbols []string) *BinanceProvider
  • func (b *BinanceProvider) GetOrderbooks() orderbook.Orderbooks
  • func (b *BinanceProvider) Name() string
  • func (b *BinanceProvider) Start() error
• type CoinbaseMessage
• type CoinbaseProvider
  • func NewCoinbaseProvider(feedch chan orderbook.DataFeed, symbols []string) *CoinbaseProvider
  • func (c *CoinbaseProvider) GetOrderbooks() orderbook.Orderbooks
  • func (c *CoinbaseProvider) Name() string
  • func (c *CoinbaseProvider) Start() error
• type KrakenProvider
  • func NewKrakenProvider(feedch chan orderbook.DataFeed, symbols []string) *KrakenProvider
  • func (p *KrakenProvider) GetOrderbooks() orderbook.Orderbooks
  • func (p *KrakenProvider) Name() string
  • func (p *KrakenProvider) Start() error
• type Message
• type MessageChannel
• type SnapshotChange
• type SnapshotEntry

Types

type BinanceProvider

type BinanceProvider struct {
	Orderbooks orderbook.Orderbooks
	// contains filtered or unexported fields
}

func NewBinanceOrderbooks

func NewBinanceOrderbooks(feedch chan orderbook.DataFeed, symbols []string) *BinanceProvider

func (*BinanceProvider) GetOrderbooks

func (b *BinanceProvider) GetOrderbooks() orderbook.Orderbooks

func (*BinanceProvider) Name

func (b *BinanceProvider) Name() string

func (*BinanceProvider) Start

func (b *BinanceProvider) Start() error

type CoinbaseMessage

type CoinbaseMessage struct {
	Type       string   `json:"type"`
	ProductIds []string `json:"product_ids"`
	Channels   []string `json:"channels"`
}

type CoinbaseProvider

type CoinbaseProvider struct {
	Orderbooks orderbook.Orderbooks
	// contains filtered or unexported fields
}

func NewCoinbaseProvider

func NewCoinbaseProvider(feedch chan orderbook.DataFeed, symbols []string) *CoinbaseProvider

func (*CoinbaseProvider) GetOrderbooks

func (c *CoinbaseProvider) GetOrderbooks() orderbook.Orderbooks

func (*CoinbaseProvider) Name

func (c *CoinbaseProvider) Name() string

func (*CoinbaseProvider) Start

func (c *CoinbaseProvider) Start() error

type KrakenProvider

type KrakenProvider struct {
	Orderbooks orderbook.Orderbooks
	// contains filtered or unexported fields
}

func NewKrakenProvider

func NewKrakenProvider(feedch chan orderbook.DataFeed, symbols []string) *KrakenProvider

func (*KrakenProvider) GetOrderbooks

func (p *KrakenProvider) GetOrderbooks() orderbook.Orderbooks

func (*KrakenProvider) Name

func (p *KrakenProvider) Name() string

func (*KrakenProvider) Start

func (p *KrakenProvider) Start() error

type Message

type Message struct {
	Type       string   `json:"type"`
	ProductID  string   `json:"product_id"`
	ProductIds []string `json:"product_ids"`
	//Products      []Product        `json:"products"`
	//Currencies    []Currency       `json:"currencies"`
	TradeID      int    `json:"trade_id,number"`
	OrderID      string `json:"order_id"`
	ClientOID    string `json:"client_oid"`
	Sequence     int64  `json:"sequence,number"`
	MakerOrderID string `json:"maker_order_id"`
	TakerOrderID string `json:"taker_order_id"`
	//Time          Time             `json:"time,string"`
	RemainingSize string           `json:"remaining_size"`
	NewSize       string           `json:"new_size"`
	OldSize       string           `json:"old_size"`
	Size          string           `json:"size"`
	Price         string           `json:"price"`
	Side          string           `json:"side"`
	Reason        string           `json:"reason"`
	OrderType     string           `json:"order_type"`
	Funds         string           `json:"funds"`
	NewFunds      string           `json:"new_funds"`
	OldFunds      string           `json:"old_funds"`
	Message       string           `json:"message"`
	Bids          []SnapshotEntry  `json:"bids,omitempty"`
	Asks          []SnapshotEntry  `json:"asks,omitempty"`
	Changes       []SnapshotChange `json:"changes,omitempty"`
	LastSize      string           `json:"last_size"`
	BestBid       string           `json:"best_bid"`
	BestAsk       string           `json:"best_ask"`
	Channels      []MessageChannel `json:"channels"`
	UserID        string           `json:"user_id"`
	ProfileID     string           `json:"profile_id"`
	LastTradeID   int              `json:"last_trade_id"`
}

type MessageChannel

type MessageChannel struct {
	Name       string   `json:"name"`
	ProductIds []string `json:"product_ids"`
}

type SnapshotChange

type SnapshotChange [3]string

type SnapshotEntry

type SnapshotEntry [2]string