chronosapi

package
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 Go to latest Published: Aug 12, 2020 License: BSD-3-Clause Imports: 2 Imported by: 0

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Index

Constants

View Source 
const ServiceName = "ChronosAPI"

ServiceName is the name of the service as defined in the design. This is the same value that is set in the endpoint request contexts under the ServiceKey key.

Variables

View Source 
var MethodNames = [7]string{"symbolInfo", "history", "fillsHistory", "marketSummary", "futuresHistory", "futuresFillsHistory", "futuresMarketSummary"}

MethodNames lists the service method names as defined in the design. These are the same values that are set in the endpoint request contexts under the MethodKey key.

Functions

func MakeBadRequest 

func MakeBadRequest(err error) *goa.ServiceError

MakeBadRequest builds a goa.ServiceError from an error.

func MakeInternal 

func MakeInternal(err error) *goa.ServiceError

MakeInternal builds a goa.ServiceError from an error.

func MakeNotFound 

func MakeNotFound(err error) *goa.ServiceError

MakeNotFound builds a goa.ServiceError from an error.

func NewFillsHistoryEndpoint 

func NewFillsHistoryEndpoint(s Service) goa.Endpoint

NewFillsHistoryEndpoint returns an endpoint function that calls the method "fillsHistory" of service "ChronosAPI".

func NewFuturesFillsHistoryEndpoint 

func NewFuturesFillsHistoryEndpoint(s Service) goa.Endpoint

NewFuturesFillsHistoryEndpoint returns an endpoint function that calls the method "futuresFillsHistory" of service "ChronosAPI".

func NewFuturesHistoryEndpoint 

func NewFuturesHistoryEndpoint(s Service) goa.Endpoint

NewFuturesHistoryEndpoint returns an endpoint function that calls the method "futuresHistory" of service "ChronosAPI".

func NewFuturesMarketSummaryEndpoint 

func NewFuturesMarketSummaryEndpoint(s Service) goa.Endpoint

NewFuturesMarketSummaryEndpoint returns an endpoint function that calls the method "futuresMarketSummary" of service "ChronosAPI".

func NewHistoryEndpoint 

func NewHistoryEndpoint(s Service) goa.Endpoint

NewHistoryEndpoint returns an endpoint function that calls the method "history" of service "ChronosAPI".

func NewMarketSummaryEndpoint 

func NewMarketSummaryEndpoint(s Service) goa.Endpoint

NewMarketSummaryEndpoint returns an endpoint function that calls the method "marketSummary" of service "ChronosAPI".

func NewSymbolInfoEndpoint 

func NewSymbolInfoEndpoint(s Service) goa.Endpoint

NewSymbolInfoEndpoint returns an endpoint function that calls the method "symbolInfo" of service "ChronosAPI".

Types

type Client 

type Client struct {
	SymbolInfoEndpoint           goa.Endpoint
	HistoryEndpoint              goa.Endpoint
	FillsHistoryEndpoint         goa.Endpoint
	MarketSummaryEndpoint        goa.Endpoint
	FuturesHistoryEndpoint       goa.Endpoint
	FuturesFillsHistoryEndpoint  goa.Endpoint
	FuturesMarketSummaryEndpoint goa.Endpoint
}

Client is the "ChronosAPI" service client.

func NewClient 

func NewClient(symbolInfo, history, fillsHistory, marketSummary, futuresHistory, futuresFillsHistory, futuresMarketSummary goa.Endpoint) *Client

NewClient initializes a "ChronosAPI" service client given the endpoints.

func (*Client) FillsHistory 

func (c *Client) FillsHistory(ctx context.Context, p *FillsHistoryPayload) (res []*FillEvent, err error)

FillsHistory calls the "fillsHistory" endpoint of the "ChronosAPI" service.

func (*Client) FuturesFillsHistory 

func (c *Client) FuturesFillsHistory(ctx context.Context, p *FuturesFillsHistoryPayload) (res []*FuturesFillEvent, err error)

FuturesFillsHistory calls the "futuresFillsHistory" endpoint of the "ChronosAPI" service.

func (*Client) FuturesHistory 

func (c *Client) FuturesHistory(ctx context.Context, p *FuturesHistoryPayload) (res *FuturesHistoryResponse, err error)

FuturesHistory calls the "futuresHistory" endpoint of the "ChronosAPI" service.

func (*Client) FuturesMarketSummary 

func (c *Client) FuturesMarketSummary(ctx context.Context, p *FuturesMarketSummaryPayload) (res *FuturesMarketSummaryResponse, err error)

FuturesMarketSummary calls the "futuresMarketSummary" endpoint of the "ChronosAPI" service.

func (*Client) History 

func (c *Client) History(ctx context.Context, p *HistoryPayload) (res *HistoryResponse, err error)

History calls the "history" endpoint of the "ChronosAPI" service.

func (*Client) MarketSummary 

func (c *Client) MarketSummary(ctx context.Context, p *MarketSummaryPayload) (res *MarketSummaryResponse, err error)

MarketSummary calls the "marketSummary" endpoint of the "ChronosAPI" service.

func (*Client) SymbolInfo 

func (c *Client) SymbolInfo(ctx context.Context, p *SymbolInfoPayload) (res *TradingViewSymbolInfoResponse, err error)

SymbolInfo calls the "symbolInfo" endpoint of the "ChronosAPI" service.

type Endpoints 

type Endpoints struct {
	SymbolInfo           goa.Endpoint
	History              goa.Endpoint
	FillsHistory         goa.Endpoint
	MarketSummary        goa.Endpoint
	FuturesHistory       goa.Endpoint
	FuturesFillsHistory  goa.Endpoint
	FuturesMarketSummary goa.Endpoint
}

Endpoints wraps the "ChronosAPI" service endpoints.

func NewEndpoints 

func NewEndpoints(s Service) *Endpoints

NewEndpoints wraps the methods of the "ChronosAPI" service with endpoints.

func (*Endpoints) Use 

func (e *Endpoints) Use(m func(goa.Endpoint) goa.Endpoint)

Use applies the given middleware to all the "ChronosAPI" service endpoints.

type FillEvent 

type FillEvent struct {
	// Account's side in the trade
	Side string
	// UNIX timestamp of the fill event
	Ts int64
	// Filled amount in quote currency
	Size float64
	// Filled amount in base currency
	Filled float64
	// Price in quote currency
	Price float64
	// Transaction hash related to this fill
	TxHash *string
}

type FillsHistoryPayload 

type FillsHistoryPayload struct {
	// Account address to get related fill events
	Account *string
	// Trade pair name
	TradePair string
}

FillsHistoryPayload is the payload type of the ChronosAPI service fillsHistory method.

type FuturesFillEvent 

type FuturesFillEvent struct {
	// Account's side in the trade
	Side string
	// UNIX timestamp of the fill event
	Ts int64
	// Filled amount in quote currency
	Size float64
	// Filled amount in base currency
	Filled float64
	// Price in quote currency
	Price float64
	// Transaction hash related to this fill
	TxHash *string
}

type FuturesFillsHistoryPayload 

type FuturesFillsHistoryPayload struct {
	// Account address to get related fill events
	Account *string
	// Market ID of the futures pair
	MarketID string
}

FuturesFillsHistoryPayload is the payload type of the ChronosAPI service futuresFillsHistory method.

type FuturesHistoryPayload 

type FuturesHistoryPayload struct {
	// ID of the derivative market
	MarketID string
	// Symbol resolution. Possible resolutions are daily (D or 1D, 2D ... ), weekly
	// (1W, 2W ...), monthly (1M, 2M...) and an intra-day resolution – minutes(1, 2
	// ...).
	Resolution string
	// Unix timestamp (UTC) of the leftmost required bar, including from
	From *int
	// Unix timestamp (UTC) of the rightmost required bar, including to. It can be
	// in the future. In this case, the rightmost required bar is the latest
	// available bar.
	To int
	// Number of bars (higher priority than from) starting with to. If countback is
	// set, from should be ignored.
	Countback *int
}

FuturesHistoryPayload is the payload type of the ChronosAPI service futuresHistory method.

type FuturesHistoryResponse 

type FuturesHistoryResponse struct {
	// Status of the response.
	S string
	// Error message.
	Errmsg *string
	// Unix time of the next bar if there is no data in the requested period
	// (optional).
	Nb *int
	// Bar time, Unix timestamp (UTC). Daily bars should only have the date part,
	// time should be 0.
	T []int
	// Open price.
	O []float64
	// High price.
	H []float64
	// Low price.
	L []float64
	// Close price.
	C []float64
	// Volume.
	V []float64
}

FuturesHistoryResponse is the result type of the ChronosAPI service futuresHistory method.

type FuturesMarketSummaryPayload 

type FuturesMarketSummaryPayload struct {
	// Market ID of the futures pair
	MarketID string
	// Specify the resolution
	Resolution string
}

FuturesMarketSummaryPayload is the payload type of the ChronosAPI service futuresMarketSummary method.

type FuturesMarketSummaryResponse 

type FuturesMarketSummaryResponse struct {
	// Open price.
	Open float64
	// High price.
	High float64
	// Low price.
	Low float64
	// Volume.
	Volume float64
	// Current price based on latest fill event.
	Price float64
	// Change percent from the previous period on the same resolution.
	Change float64
}

FuturesMarketSummaryResponse is the result type of the ChronosAPI service futuresMarketSummary method.

type HistoryPayload 

type HistoryPayload struct {
	// Symbol name or ticker.
	Symbol string
	// Symbol resolution. Possible resolutions are daily (D or 1D, 2D ... ), weekly
	// (1W, 2W ...), monthly (1M, 2M...) and an intra-day resolution – minutes(1, 2
	// ...).
	Resolution string
	// Unix timestamp (UTC) of the leftmost required bar, including from
	From *int
	// Unix timestamp (UTC) of the rightmost required bar, including to. It can be
	// in the future. In this case, the rightmost required bar is the latest
	// available bar.
	To int
	// Number of bars (higher priority than from) starting with to. If countback is
	// set, from should be ignored.
	Countback *int
}

HistoryPayload is the payload type of the ChronosAPI service history method.

type HistoryResponse 

type HistoryResponse struct {
	// Status of the response.
	S string
	// Error message.
	Errmsg *string
	// Unix time of the next bar if there is no data in the requested period
	// (optional).
	Nb *int
	// Bar time, Unix timestamp (UTC). Daily bars should only have the date part,
	// time should be 0.
	T []int
	// Open price.
	O []float64
	// High price.
	H []float64
	// Low price.
	L []float64
	// Close price.
	C []float64
	// Volume.
	V []float64
}

HistoryResponse is the result type of the ChronosAPI service history method.

type MarketSummaryPayload 

type MarketSummaryPayload struct {
	// Trade pair name
	TradePair string
	// Specify the resolution
	Resolution string
}

MarketSummaryPayload is the payload type of the ChronosAPI service marketSummary method.

type MarketSummaryResponse 

type MarketSummaryResponse struct {
	// Open price.
	Open float64
	// High price.
	High float64
	// Low price.
	Low float64
	// Volume.
	Volume float64
	// Current price based on latest fill event.
	Price float64
	// Change percent from the previous period on the same resolution.
	Change float64
}

MarketSummaryResponse is the result type of the ChronosAPI service marketSummary method.

type Service 

type Service interface {
	// Get a list of all instruments.
	SymbolInfo(context.Context, *SymbolInfoPayload) (res *TradingViewSymbolInfoResponse, err error)
	// Request for history bars. Each property of the response object is treated as
	// a table column.
	History(context.Context, *HistoryPayload) (res *HistoryResponse, err error)
	// Get history of past fill events, filtered by trade pair name
	FillsHistory(context.Context, *FillsHistoryPayload) (res []*FillEvent, err error)
	// Gets market summary for the latest interval (hour, day, month)
	MarketSummary(context.Context, *MarketSummaryPayload) (res *MarketSummaryResponse, err error)
	// Request for futures asset prices history bars. Each property of the response
	// object is treated as a table column.
	FuturesHistory(context.Context, *FuturesHistoryPayload) (res *FuturesHistoryResponse, err error)
	// Get history of past fill events, filtered by trade pair name
	FuturesFillsHistory(context.Context, *FuturesFillsHistoryPayload) (res []*FuturesFillEvent, err error)
	// Gets futures market summary for the latest interval (hour, day, month)
	FuturesMarketSummary(context.Context, *FuturesMarketSummaryPayload) (res *FuturesMarketSummaryResponse, err error)
}

ChronosAPI implements historical data API for e.g. TradingView.

type SymbolInfoPayload 

type SymbolInfoPayload struct {
	// ID of a symbol group. It is only required if you use groups of symbols to
	// restrict access to instrument's data.
	Group *string
}

SymbolInfoPayload is the payload type of the ChronosAPI service symbolInfo method.

type TradingViewSymbolInfoResponse 

type TradingViewSymbolInfoResponse struct {
	// Status of the response.
	S string
	// Error message.
	Errmsg *string
	// This is the name of the symbol - a string that the users will see. It should
	// contain uppercase letters, numbers, a dot or an underscore. Also, it will be
	// used for data requests if you are not using tickers.
	Symbol []string
	// Description of a symbol. Will be displayed in the chart legend for this
	// symbol.
	Description []string
	// Symbol currency, also named as counter currency. If a symbol is a currency
	// pair, then the currency field has to contain the second currency of this
	// pair. For example, USD is a currency for EURUSD ticker. Fiat currency must
	// meet the ISO 4217 standard. The default value is null.
	Currency []string
	// Short name of exchange where this symbol is listed.
	ExchangeListed []string
	// Short name of exchange where this symbol is traded.
	ExchangeTraded []string
	// Minimal integer price change.
	Minmovement []int
	// Indicates how many decimal points the price has. For example, if the price
	// has 2 decimal points (ex., 300.01), then pricescale is 100. If it has 3
	// decimals, then pricescale is 1000 etc. If the price doesn't have decimals,
	// set pricescale to 1
	Pricescale []int
	// Timezone of the exchange for this symbol. We expect to get the name of the
	// time zone in olsondb format.
	Timezone []string
	// Symbol type (forex/stock, crypto etc.).
	Type []string
	// Bitcoin and other cryptocurrencies: the session string should be 24x7
	SessionRegular []string
	// For currency pairs only. This field contains the first currency of the pair.
	// For example, base currency for EURUSD ticker is EUR. Fiat currency must meet
	// the ISO 4217 standard.
	BaseCurrency []string
	// This is a number for complex price formatting cases.
	Minmov2 []int
	// Boolean showing whether this symbol wants to have complex price formatting
	// (see minmov2) or not. The default value is false.
	Fractional []bool
	// Root of the features. It's required for futures symbol types only. Provide a
	// null value for other symbol types. The default value is null.
	Root []string
	// Short description of the futures root that will be displayed in the symbol
	// search. It's required for futures only. Provide a null value for other
	// symbol types. The default value is null.
	RootDescription []string
	// Boolean value showing whether the symbol includes intraday (minutes)
	// historical data.
	HasIntraday []bool
	// Boolean showing whether the symbol includes volume data or not. The default
	// value is false.
	HasNoVolume []bool
	// Boolean value showing whether the symbol is CFD. The base instrument type is
	// set using the type field.
	IsCfd []bool
	// This is a unique identifier for this particular symbol in your symbology. If
	// you specify this property then its value will be used for all data requests
	// for this symbol.
	Ticker []string
	// The boolean value showing whether data feed has its own daily resolution
	// bars or not.
	HasDaily []bool
	// This is an array containing intraday resolutions (in minutes) that the data
	// feed may provide
	IntradayMultipliers []string
	// The boolean value showing whether data feed has its own weekly and monthly
	// resolution bars or not.
	HasWeeklyAndMonthly []bool
	// The currency value of a single whole unit price change in the instrument's
	// currency. If the value is not provided it is assumed to be 1.
	Pointvalue []int
	// Expiration of the futures in the following format: YYYYMMDD. Required for
	// futures type symbols only.
	Expiration []int
	// The principle of building bars. The default value is trade.
	BarSource []string
	// The principle of bar alignment. The default value is none.
	BarTransform []string
	// Is used to create the zero-volume bars in the absence of any trades
	BarFillgaps []bool
}

TradingViewSymbolInfoResponse is the result type of the ChronosAPI service symbolInfo method.

Source Files

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