Documentation ¶
Index ¶
- Constants
- Variables
- func NewExchange(Options map[string]interface{}) (banexg.BanExchange, *errs.Error)
- type AccountTotal
- type AuthRes
- type BaseAccountTotal
- type BaseContPosition
- type BaseLvgBracket
- type BaseOrderBook
- type Binance
- func (e *Binance) CalcMaintMargin(symbol string, cost float64) (float64, *errs.Error)
- func (e *Binance) CancelOrder(id string, symbol string, params map[string]interface{}) (*banexg.Order, *errs.Error)
- func (e *Binance) Close() *errs.Error
- func (e *Binance) CreateOrder(symbol, odType, side string, amount float64, price float64, ...) (*banexg.Order, *errs.Error)
- func (e *Binance) FetchAccountPositions(symbols []string, params map[string]interface{}) ([]*banexg.Position, *errs.Error)
- func (e *Binance) FetchBalance(params map[string]interface{}) (*banexg.Balances, *errs.Error)
- func (e *Binance) FetchOHLCV(symbol, timeframe string, since int64, limit int, ...) ([]*banexg.Kline, *errs.Error)
- func (e *Binance) FetchOpenOrders(symbol string, since int64, limit int, params map[string]interface{}) ([]*banexg.Order, *errs.Error)
- func (e *Binance) FetchOrderBook(symbol string, limit int, params map[string]interface{}) (*banexg.OrderBook, *errs.Error)
- func (e *Binance) FetchOrders(symbol string, since int64, limit int, params map[string]interface{}) ([]*banexg.Order, *errs.Error)
- func (e *Binance) FetchPositions(symbols []string, params map[string]interface{}) ([]*banexg.Position, *errs.Error)
- func (e *Binance) FetchPositionsRisk(symbols []string, params map[string]interface{}) ([]*banexg.Position, *errs.Error)
- func (e *Binance) FetchTicker(symbol string, params map[string]interface{}) (*banexg.Ticker, *errs.Error)
- func (e *Binance) FetchTickerPrice(symbol string, params map[string]interface{}) (map[string]float64, *errs.Error)
- func (e *Binance) FetchTickers(symbols []string, params map[string]interface{}) ([]*banexg.Ticker, *errs.Error)
- func (e *Binance) GetLeverage(symbol string, notional float64, account string) (int, int)
- func (e *Binance) GetMaintMarginPct(symbol string, notional float64) float64
- func (e *Binance) GetWsClient(marType, msgHash string) (*banexg.WsClient, int, *errs.Error)
- func (e *Binance) HandleOrderBookSub(client *banexg.WsClient, msg map[string]string, info *banexg.WsJobInfo)
- func (e *Binance) Init() *errs.Error
- func (e *Binance) LoadLeverageBrackets(reload bool, params map[string]interface{}) *errs.Error
- func (e *Binance) SetLeverage(leverage int, symbol string, params map[string]interface{}) (map[string]interface{}, *errs.Error)
- func (e *Binance) Stream(marType, subHash string) string
- func (e *Binance) UnWatchMarkPrices(symbols []string, params map[string]interface{}) *errs.Error
- func (e *Binance) UnWatchOHLCVs(jobs [][2]string, params map[string]interface{}) *errs.Error
- func (e *Binance) UnWatchOrderBooks(symbols []string, params map[string]interface{}) *errs.Error
- func (e *Binance) UnWatchTrades(symbols []string, params map[string]interface{}) *errs.Error
- func (e *Binance) WatchAccountConfig(params map[string]interface{}) (chan *banexg.AccountConfig, *errs.Error)
- func (e *Binance) WatchBalance(params map[string]interface{}) (chan *banexg.Balances, *errs.Error)
- func (e *Binance) WatchMarkPrices(symbols []string, params map[string]interface{}) (chan map[string]float64, *errs.Error)
- func (e *Binance) WatchMyTrades(params map[string]interface{}) (chan *banexg.MyTrade, *errs.Error)
- func (e *Binance) WatchOHLCVs(jobs [][2]string, params map[string]interface{}) (chan *banexg.PairTFKline, *errs.Error)
- func (e *Binance) WatchOrderBooks(symbols []string, limit int, params map[string]interface{}) (chan *banexg.OrderBook, *errs.Error)
- func (e *Binance) WatchPositions(params map[string]interface{}) (chan []*banexg.Position, *errs.Error)
- func (e *Binance) WatchTrades(symbols []string, params map[string]interface{}) (chan *banexg.Trade, *errs.Error)
- type BnbCurrency
- type BnbFilter
- type BnbMarket
- type BnbMarketRsp
- type BnbNetwork
- type BnbOptionKline
- type BookTicker
- type ContPositionRisk
- type ContractAsset
- type ErrRsp
- type FundingAsset
- type FutBase
- type FutureAsset
- type FutureBase
- type FutureOrder
- type FuturePosition
- type IAccPosition
- type IBnbOrder
- type IBnbOrderBook
- type IBnbPosRisk
- type IBnbTicker
- type ISymbolLvgBracket
- type ITickerPrice
- type InverseAccPositions
- type InverseBalances
- type InverseBookTicker
- type InverseLvgBracket
- type InverseOrder
- type InverseOrderBook
- type InversePairLvgBrackets
- type InversePosition
- type InversePositionRisk
- type InversePriceTicker
- type InverseTicker24hr
- type InverseTickerPrice
- type IsolatedAsset
- type IsolatedBalances
- type IsolatedCurrAsset
- type LinearAccPositions
- type LinearAccountPosition
- type LinearAsset
- type LinearBalances
- type LinearBookTicker
- type LinearLvgBracket
- type LinearOrderBook
- type LinearPosition
- type LinearPositionRisk
- type LinearPriceTicker
- type LinearSymbolLvgBrackets
- type LinearTicker
- type LinearTickerPrice
- type LvgBracket
- type MarginCrossBalances
- type MarginOrder
- type OptionOrder
- type OptionOrderBook
- type OptionTicker
- type OrderBase
- type RateLimit
- type SpotAccount
- type SpotAsset
- type SpotBase
- type SpotFill
- type SpotOrder
- type SpotOrderBook
- type SpotPriceTicker
- type SpotTicker
- type SpotTicker24hr
- type SymbolLvgBrackets
- type SymbolPrice
- type WSContractPosition
- type WsKline
Constants ¶
const ( HostDApiPublic = "dapiPublic" HostDApiPrivate = "dapiPrivate" HostDApiPrivateV2 = "dapiPrivateV2" HostFApiPublic = "fapiPublic" HostFApiPublicV2 = "fapiPublicV2" HostFApiPrivate = "fapiPrivate" HostFApiPrivateV2 = "fapiPrivateV2" HostPublic = "public" HostPrivate = "private" HostV1 = "v1" HostSApi = "sapi" HostSApiV2 = "sapiV2" HostSApiV3 = "sapiV3" HostSApiV4 = "sapiV4" HostEApiPublic = "eapiPublic" HostEApiPrivate = "eapiPrivate" HostDApiData = "dapiData" HostFApiData = "fapiData" HostPApi = "papi" WssApi = "ws" )
const ( OdStatusNew = "NEW" OdStatusPartiallyFilled = "PARTIALLY_FILLED" OdStatusAccept = "ACCEPTED" OdStatusFilled = "FILLED" OdStatusCanceled = "CANCELED" OdStatusCancelled = "CANCELLED" OdStatusPendingCancel = "PENDING_CANCEL" OdStatusReject = "REJECTED" OdStatusExpired = "EXPIRED" OdStatusExpiredInMatch = "EXPIRED_IN_MATCH" )
const (
OptRecvWindow = "RecvWindow"
)
Variables ¶
var ( DefCareMarkets = []string{ banexg.MarketSpot, banexg.MarketLinear, banexg.MarketInverse, } )
Functions ¶
func NewExchange ¶
func NewExchange(Options map[string]interface{}) (banexg.BanExchange, *errs.Error)
Types ¶
type AccountTotal ¶
type AccountTotal struct { BaseAccountTotal MultiAssetsMargin bool `json:"multiAssetsMargin"` TradeGroupId int64 `json:"tradeGroupId"` TotalInitialMargin string `json:"totalInitialMargin"` // 当前所需起始保证金总额(存在逐仓请忽略), 仅计算usdt资产 TotalMaintMargin string `json:"totalMaintMargin"` // 维持保证金总额, 仅计算usdt资产 TotalWalletBalance string `json:"totalWalletBalance"` // 账户总余额, 仅计算usdt资产 TotalUnrealizedProfit string `json:"totalUnrealizedProfit"` // 持仓未实现盈亏总额, 仅计算usdt资产 TotalMarginBalance string `json:"totalMarginBalance"` // 保证金总余额, 仅计算usdt资产 TotalPositionInitialMargin string `json:"totalPositionInitialMargin"` // 持仓所需起始保证金(基于最新标记价格), 仅计算usdt资产 TotalOpenOrderInitialMargin string `json:"totalOpenOrderInitialMargin"` // 当前挂单所需起始保证金(基于最新标记价格), 仅计算usdt资产 TotalCrossWalletBalance string `json:"totalCrossWalletBalance"` // 全仓账户余额, 仅计算usdt资产 TotalCrossUnPnl string `json:"totalCrossUnPnl"` // 全仓持仓未实现盈亏总额, 仅计算usdt资产 AvailableBalance string `json:"availableBalance"` // 可用余额, 仅计算usdt资产 MaxWithdrawAmount string `json:"maxWithdrawAmount"` // 最大可转出余额, 仅计算usdt资产 }
type BaseAccountTotal ¶
type BaseContPosition ¶
type BaseContPosition struct { Symbol string `json:"symbol"` // 交易对 PositionSide string `json:"positionSide"` // 持仓方向 PositionAmt string `json:"positionAmt"` // 持仓数量 Leverage string `json:"leverage"` // 杠杆倍率 EntryPrice string `json:"entryPrice"` // 持仓成本价 UnRealizedProfit string `json:"unRealizedProfit"` // 持仓未实现盈亏 UpdateTime int64 `json:"updateTime"` // 更新时间 }
func (*BaseContPosition) ToStdPos ¶
func (p *BaseContPosition) ToStdPos() *banexg.Position
type BaseLvgBracket ¶
type BaseOrderBook ¶
func (BaseOrderBook) ToStdOrderBook ¶
func (o BaseOrderBook) ToStdOrderBook(market *banexg.Market) *banexg.OrderBook
type Binance ¶
type Binance struct { *banexg.Exchange RecvWindow int LeverageBrackets map[string]*SymbolLvgBrackets // symbol: Leverage Brackets // contains filtered or unexported fields }
func (*Binance) CalcMaintMargin ¶ added in v0.1.2
func (*Binance) CancelOrder ¶
func (e *Binance) CancelOrder(id string, symbol string, params map[string]interface{}) (*banexg.Order, *errs.Error)
CancelOrder cancels an open order
:see: https://binance-docs.github.io/apidocs/spot/en/#cancel-order-trade :see: https://binance-docs.github.io/apidocs/futures/en/#cancel-order-trade :see: https://binance-docs.github.io/apidocs/delivery/en/#cancel-order-trade :see: https://binance-docs.github.io/apidocs/voptions/en/#cancel-option-order-trade :see: https://binance-docs.github.io/apidocs/spot/en/#margin-account-cancel-order-trade :param str id: order id :param str symbol: unified symbol of the market the order was made in :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: An `order structure <https://docs.ccxt.com/#/?id=order-structure>`
func (*Binance) CreateOrder ¶
func (e *Binance) CreateOrder(symbol, odType, side string, amount float64, price float64, params map[string]interface{}) (*banexg.Order, *errs.Error)
CreateOrder 提交订单到交易所
:see: https://binance-docs.github.io/apidocs/spot/en/#new-order-trade
:see: https://binance-docs.github.io/apidocs/spot/en/#test-new-order-trade :see: https://binance-docs.github.io/apidocs/futures/en/#new-order-trade :see: https://binance-docs.github.io/apidocs/delivery/en/#new-order-trade :see: https://binance-docs.github.io/apidocs/voptions/en/#new-order-trade :see: https://binance-docs.github.io/apidocs/spot/en/#new-order-using-sor-trade :see: https://binance-docs.github.io/apidocs/spot/en/#test-new-order-using-sor-trade :param str symbol: unified symbol of the market to create an order in :param str type: 'MARKET' or 'LIMIT' or 'STOP_LOSS' or 'STOP_LOSS_LIMIT' or 'TAKE_PROFIT' or 'TAKE_PROFIT_LIMIT' or 'STOP' :param str side: 'buy' or 'sell' :param float amount: how much of currency you want to trade in units of base currency :param float [price]: the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.marginMode]: 'cross' or 'isolated', for spot margin trading :param boolean [params.sor]: *spot only* whether to use SOR(Smart Order Routing) or not, default is False :param boolean [params.test]: *spot only* whether to use the test endpoint or not, default is False :returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
func (*Binance) FetchAccountPositions ¶
func (e *Binance) FetchAccountPositions(symbols []string, params map[string]interface{}) ([]*banexg.Position, *errs.Error)
FetchAccountPositions
:see: https://binance-docs.github.io/apidocs/futures/en/#account-information-v2-user_data :see: https://binance-docs.github.io/apidocs/delivery/en/#account-information-user_data :param str[]|None symbols: list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: data on account positions
func (*Binance) FetchBalance ¶
query for balance and get the amount of funds available for trading or funds locked in orders :see: https://binance-docs.github.io/apidocs/spot/en/#account-information-user_data # spot :see: https://binance-docs.github.io/apidocs/spot/en/#query-cross-margin-account-details-user_data # cross margin :see: https://binance-docs.github.io/apidocs/spot/en/#query-isolated-margin-account-info-user_data # isolated margin :see: https://binance-docs.github.io/apidocs/spot/en/#lending-account-user_data # lending :see: https://binance-docs.github.io/apidocs/spot/en/#funding-wallet-user_data # funding :see: https://binance-docs.github.io/apidocs/futures/en/#account-information-v2-user_data # swap :see: https://binance-docs.github.io/apidocs/delivery/en/#account-information-user_data # future :see: https://binance-docs.github.io/apidocs/voptions/en/#option-account-information-trade # option :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.market]: 'spot', 'future', 'swap', 'funding', or 'spot' :param str [params.marginMode]: 'cross' or 'isolated', for margin trading, uses self.options.defaultMarginMode if not passed, defaults to None/None/None :param str[]|None [params.symbols]: unified market symbols, only used in isolated margin mode :returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
func (*Binance) FetchOHLCV ¶ added in v0.1.2
func (e *Binance) FetchOHLCV(symbol, timeframe string, since int64, limit int, params map[string]interface{}) ([]*banexg.Kline, *errs.Error)
fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market :see: https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data :see: https://binance-docs.github.io/apidocs/voptions/en/#kline-candlestick-data :see: https://binance-docs.github.io/apidocs/futures/en/#index-price-kline-candlestick-data :see: https://binance-docs.github.io/apidocs/futures/en/#mark-price-kline-candlestick-data :see: https://binance-docs.github.io/apidocs/futures/en/#kline-candlestick-data :see: https://binance-docs.github.io/apidocs/delivery/en/#index-price-kline-candlestick-data :see: https://binance-docs.github.io/apidocs/delivery/en/#mark-price-kline-candlestick-data :see: https://binance-docs.github.io/apidocs/delivery/en/#kline-candlestick-data :param str symbol: unified symbol of the market to fetch OHLCV data for :param str timeframe: the length of time each candle represents :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.price]: "mark" or "index" for mark price and index price candles :param int [params.until]: timestamp in ms of the latest candle to fetch :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params) :returns int[][]: A list of candles ordered, open, high, low, close, volume
func (*Binance) FetchOpenOrders ¶
func (e *Binance) FetchOpenOrders(symbol string, since int64, limit int, params map[string]interface{}) ([]*banexg.Order, *errs.Error)
FetchOpenOrders
:see: https://binance-docs.github.io/apidocs/spot/en/#cancel-an-existing-order-and-send-a-new-order-trade :see: https://binance-docs.github.io/apidocs/futures/en/#current-all-open-orders-user_data :see: https://binance-docs.github.io/apidocs/delivery/en/#current-all-open-orders-user_data :see: https://binance-docs.github.io/apidocs/voptions/en/#query-current-open-option-orders-user_data fetch all unfilled currently open orders :see: https://binance-docs.github.io/apidocs/spot/en/#current-open-orders-user_data :see: https://binance-docs.github.io/apidocs/futures/en/#current-all-open-orders-user_data :see: https://binance-docs.github.io/apidocs/delivery/en/#current-all-open-orders-user_data :see: https://binance-docs.github.io/apidocs/voptions/en/#query-current-open-option-orders-user_data :see: https://binance-docs.github.io/apidocs/spot/en/#query-margin-account-39-s-open-orders-user_data :param str symbol: unified market symbol :param int [since]: the earliest time in ms to fetch open orders for :param int [limit]: the maximum number of open orders structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.marginMode]: 'cross' or 'isolated', for spot margin trading :returns Order[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
func (*Binance) FetchOrderBook ¶
func (*Binance) FetchOrders ¶
func (e *Binance) FetchOrders(symbol string, since int64, limit int, params map[string]interface{}) ([]*banexg.Order, *errs.Error)
FetchOrders 获取自己的订单 symbol: 必填,币种
func (*Binance) FetchPositions ¶
func (*Binance) FetchPositionsRisk ¶
func (*Binance) FetchTicker ¶
func (*Binance) FetchTickerPrice ¶ added in v0.2.0
func (e *Binance) FetchTickerPrice(symbol string, params map[string]interface{}) (map[string]float64, *errs.Error)
FetchTickerPrice symbol为空表示获取所有,不为空获取单个
func (*Binance) FetchTickers ¶
func (e *Binance) FetchTickers(symbols []string, params map[string]interface{}) ([]*banexg.Ticker, *errs.Error)
FetchTickers fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market
:see: https://binance-docs.github.io/apidocs/spot/en/#24hr-ticker-price-change-statistics # spot :see: https://binance-docs.github.io/apidocs/futures/en/#24hr-ticker-price-change-statistics # swap :see: https://binance-docs.github.io/apidocs/delivery/en/#24hr-ticker-price-change-statistics # future :see: https://binance-docs.github.io/apidocs/voptions/en/#24hr-ticker-price-change-statistics # option :param str[]|None symbols: unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a dictionary of `ticker structures <https://docs.ccxt.com/#/?id=ticker-structure>`
func (*Binance) GetLeverage ¶ added in v0.2.0
func (*Binance) GetMaintMarginPct ¶
GetMaintMarginPct 获取指定名义价值的维持保证金比率
func (*Binance) GetWsClient ¶
func (*Binance) HandleOrderBookSub ¶
func (*Binance) LoadLeverageBrackets ¶
func (*Binance) SetLeverage ¶
func (e *Binance) SetLeverage(leverage int, symbol string, params map[string]interface{}) (map[string]interface{}, *errs.Error)
SetLeverage set the level of leverage for a market
:see: https://binance-docs.github.io/apidocs/futures/en/#change-initial-leverage-trade :see: https://binance-docs.github.io/apidocs/delivery/en/#change-initial-leverage-trade :param float leverage: the rate of leverage :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: response from the exchange
func (*Binance) UnWatchMarkPrices ¶
func (*Binance) UnWatchOHLCVs ¶ added in v0.1.2
func (*Binance) UnWatchOrderBooks ¶
func (*Binance) UnWatchTrades ¶ added in v0.1.3
func (*Binance) WatchAccountConfig ¶ added in v0.2.0
func (*Binance) WatchBalance ¶
func (*Binance) WatchMarkPrices ¶
func (*Binance) WatchMyTrades ¶
WatchMyTrades
watches information on multiple trades made by the user
:param str symbol: unified market symbol of the market orders were made in :param int [since]: the earliest time in ms to fetch orders for :param int [limit]: the maximum number of orde structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
func (*Binance) WatchOHLCVs ¶ added in v0.1.2
func (e *Binance) WatchOHLCVs(jobs [][2]string, params map[string]interface{}) (chan *banexg.PairTFKline, *errs.Error)
WatchOHLCVs watches historical candlestick data containing the open, high, low, and close price, and the volume of a market :param [][2]string jobs: array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']] :param dict [params]: extra parameters specific to the exchange API endpoint :returns int[][]: A list of candles ordered, open, high, low, close, volume
func (*Binance) WatchOrderBooks ¶
func (e *Binance) WatchOrderBooks(symbols []string, limit int, params map[string]interface{}) (chan *banexg.OrderBook, *errs.Error)
WatchOrderBooks watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
:param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
func (*Binance) WatchPositions ¶
type BnbCurrency ¶
type BnbCurrency struct { Coin string `json:"coin"` DepositAllEnable bool `json:"depositAllEnable"` Free string `json:"free"` Freeze string `json:"freeze"` Ipoable string `json:"ipoable"` Ipoing string `json:"ipoing"` IsLegalMoney bool `json:"isLegalMoney"` Locked string `json:"locked"` Name string `json:"name"` Storage string `json:"storage"` Trading bool `json:"trading"` WithdrawAllEnable bool `json:"withdrawAllEnable"` Withdrawing string `json:"withdrawing"` NetworkList []*BnbNetwork `json:"networkList"` }
***************************** CurrencyMap ***********************************
type BnbMarket ¶
type BnbMarket struct { Symbol string `json:"symbol"` Status string `json:"status"` BaseAsset string `json:"baseAsset"` BaseAssetPrecision int `json:"baseAssetPrecision"` QuoteAsset string `json:"quoteAsset"` QuotePrecision int `json:"quotePrecision"` QuoteAssetPrecision int `json:"quoteAssetPrecision"` BaseCommissionPrecision int `json:"baseCommissionPrecision"` QuoteCommissionPrecision int `json:"quoteCommissionPrecision"` OrderTypes []string `json:"orderTypes"` IcebergAllowed bool `json:"icebergAllowed"` OcoAllowed bool `json:"ocoAllowed"` QuoteOrderQtyMarketAllowed bool `json:"quoteOrderQtyMarketAllowed"` AllowTrailingStop bool `json:"allowTrailingStop"` CancelReplaceAllowed bool `json:"cancelReplaceAllowed"` IsSpotTradingAllowed bool `json:"isSpotTradingAllowed"` IsMarginTradingAllowed bool `json:"isMarginTradingAllowed"` Filters []BnbFilter `json:"filters"` Permissions []string `json:"permissions"` DefaultSelfTradePreventionMode string `json:"defaultSelfTradePreventionMode"` AllowedSelfTradePreventionModes []string `json:"allowedSelfTradePreventionModes"` // 合约 ContractType string `json:"contractType"` DeliveryDate int64 `json:"deliveryDate"` //期货交割时间 MarginAsset string `json:"marginAsset"` // 保证金资产 QuantityPrecision int `json:"quantityPrecision"` // U合约数量小数点位数 PricePrecision int `json:"pricePrecision"` // U合约价格小数点位数 OnboardDate int64 `json:"onboardDate"` // 合约上线时间,币u合约都有 ContractSize int `json:"contractSize"` // 币合约数量 ContractStatus string `json:"contractStatus"` // 币合约状态 // 期权 ExpiryDate int64 `json:"expiryDate"` // 期权到期时间 Underlying string `json:"underlying"` // 期权合约底层资产 StrikePrice string `json:"strikePrice"` // 期权行权价 Unit int `json:"unit"` // 期权合约单位,单一合约代表的底层资产数量 Side string `json:"side"` // 期权方向 QuantityScale int `json:"quantityScale"` // 期权数量精读 PriceScale int `json:"priceScale"` // 期权价格精度 MinQty string `json:"minQty"` // 期权最小下单数量 MaxQty string `json:"maxQty"` // 期权最大下单数量 }
func (*BnbMarket) GetMarketLimits ¶
func (mar *BnbMarket) GetMarketLimits() (*banexg.MarketLimits, float64, float64)
func (*BnbMarket) GetPrecision ¶
type BnbMarketRsp ¶
type BnbNetwork ¶
type BnbNetwork struct { AddressRegex string `json:"addressRegex"` Coin string `json:"coin"` DepositDesc string `json:"depositDesc"` DepositEnable bool `json:"depositEnable"` IsDefault bool `json:"isDefault"` MemoRegex string `json:"memoRegex"` MinConfirm int `json:"minConfirm"` Name string `json:"name"` Network string `json:"network"` ResetAddressStatus bool `json:"resetAddressStatus"` SpecialTips string `json:"specialTips"` UnLockConfirm int `json:"unLockConfirm"` WithdrawDesc string `json:"withdrawDesc"` WithdrawEnable bool `json:"withdrawEnable"` WithdrawFee string `json:"withdrawFee"` WithdrawIntegerMultiple string `json:"withdrawIntegerMultiple"` WithdrawMax string `json:"withdrawMax"` WithdrawMin string `json:"withdrawMin"` SameAddress bool `json:"sameAddress"` EstimatedArrivalTime int `json:"estimatedArrivalTime"` Busy bool `json:"busy"` }
type BnbOptionKline ¶
type BnbOptionKline struct { Open string `json:"open"` // 开盘价 High string `json:"high"` // 最高价 Low string `json:"low"` // 最低价 Close string `json:"close"` // 收盘价(当前K线未结束的即为最新价) Volume string `json:"volume"` // 成交额 Amount string `json:"amount"` // 成交量 Interval string `json:"interval"` // 时间区间 TradeCount int `json:"tradeCount"` // 成交笔数 TakerVolume string `json:"takerVolume"` // 主动买入成交额 TakerAmount string `json:"takerAmount"` // 主动买入成交量 OpenTime int64 `json:"openTime"` // 开盘时间 CloseTime int64 `json:"closeTime"` // 收盘时间 }
***************************** Kline ***********************************
type BookTicker ¶
type BookTicker struct { Symbol string `json:"symbol"` // 交易对 AskPrice string `json:"askPrice"` // 卖价 AskQty string `json:"askQty"` // 卖单数量 BidPrice string `json:"bidPrice"` // 买价 BidQty string `json:"bidQty"` // 买单数量 }
func (*BookTicker) SetStdTicker ¶
func (t *BookTicker) SetStdTicker(ticker *banexg.Ticker)
type ContPositionRisk ¶
type ContPositionRisk struct { BaseContPosition BreakEvenPrice string `json:"breakEvenPrice"` // 盈亏平衡价 MarginType string `json:"marginType"` // 逐仓模式或全仓模式 IsAutoAddMargin string `json:"isAutoAddMargin"` IsolatedMargin string `json:"isolatedMargin"` // 逐仓保证金 LiquidationPrice string `json:"liquidationPrice"` // 参考强平价格 MarkPrice string `json:"markPrice"` // 当前标记价格 }
合约持仓风险
func (*ContPositionRisk) ToStdPos ¶
func (p *ContPositionRisk) ToStdPos() *banexg.Position
type ContractAsset ¶
type FundingAsset ¶
type FundingAsset struct { Asset string `json:"asset"` Free string `json:"free"` // 可用余额 Locked string `json:"locked"` // 锁定资金 Freeze string `json:"freeze"` // 冻结资金 Withdrawing string `json:"withdrawing"` // 提币 BtcValuation string `json:"btcValuation"` // btc估值 }
FundingAsset 资金账户余额
type FutureAsset ¶
type FutureAsset struct { Asset string `json:"asset"` // 资产名 WalletBalance string `json:"walletBalance"` // 账户余额 UnrealizedProfit string `json:"unrealizedProfit"` // 全部持仓未实现盈亏 MarginBalance string `json:"marginBalance"` // 保证金余额 MaintMargin string `json:"maintMargin"` // 维持保证金 InitialMargin string `json:"initialMargin"` // 当前所需起始保证金(按最新标标记价格) PositionInitialMargin string `json:"positionInitialMargin"` // 当前所需持仓起始保证金(按最新标标记价格) OpenOrderInitialMargin string `json:"openOrderInitialMargin"` // 当前所需挂单起始保证金(按最新标标记价格) MaxWithdrawAmount string `json:"maxWithdrawAmount"` // 最大可提款金额 CrossWalletBalance string `json:"crossWalletBalance"` // 可用于全仓的账户余额 CrossUnPnl string `json:"crossUnPnl"` // 所有全仓持仓的未实现盈亏 AvailableBalance string `json:"availableBalance"` // 可用下单余额 UpdateTime int64 `json:"updateTime"` // 更新时间 }
资产内容
func (*FutureAsset) ToStdAsset ¶
func (a *FutureAsset) ToStdAsset(getCurrCode func(string) string) *banexg.Asset
type FutureBase ¶
type FutureBase struct { FutBase Time int64 `json:"time"` // 订单时间 OrigType string `json:"origType"` // 触发前订单类型 ActivatePrice string `json:"activatePrice"` // 跟踪止损激活价格, 仅`TRAILING_STOP_MARKET` 订单返回此字段 WorkingType string `json:"workingType"` // 条件价格触发类型 ClosePosition bool `json:"closePosition"` // 是否条件全平仓 PositionSide string `json:"positionSide"` // 持仓方向 OrigQty string `json:"origQty"` // 原始委托数量 StopPrice string `json:"stopPrice"` // 触发价,对`TRAILING_STOP_MARKET`无效 PriceRate string `json:"priceRate"` // 跟踪止损回调比例, 仅`TRAILING_STOP_MARKET` 订单返回此字段 PriceProtect bool `json:"priceProtect"` // 是否开启条件单触发保护 CumQty string `json:"cumQty"` }
func (*FutureBase) ToStdOrder ¶
func (o *FutureBase) ToStdOrder(mapSymbol func(string) string) *banexg.Order
type FutureOrder ¶
type FutureOrder struct { FutureBase GoodTillDate int64 `json:"goodTillDate"` //订单TIF为GTD时的自动取消时间 SelfTradePreventionMode string `json:"selfTradePreventionMode"` //订单自成交保护模式 CumQuote string `json:"cumQuote"` // 成交金额 PriceMatch string `json:"priceMatch"` //盘口价格下单模式 }
FutureOrder U本位合约订单
func (*FutureOrder) ToStdOrder ¶
func (o *FutureOrder) ToStdOrder(mapSymbol func(string) string) *banexg.Order
type FuturePosition ¶
type FuturePosition struct { BaseContPosition InitialMargin string `json:"initialMargin"` // 当前所需起始保证金(基于最新标记价格) MaintMargin string `json:"maintMargin"` // 维持保证金 PositionInitialMargin string `json:"positionInitialMargin"` // 持仓所需起始保证金(基于最新标记价格) OpenOrderInitialMargin string `json:"openOrderInitialMargin"` // 当前挂单所需起始保证金(基于最新标记价格) Isolated bool `json:"isolated"` // 是否是逐仓模式 IsolatedWallet string `json:"isolatedWallet"` }
type IAccPosition ¶
type IAccPosition interface { GetFutPosition() *FuturePosition GetNotional() string }
type IBnbOrderBook ¶
type IBnbPosRisk ¶
type IBnbTicker ¶
type ISymbolLvgBracket ¶
type ISymbolLvgBracket interface { ToStdBracket() *SymbolLvgBrackets GetSymbol() string }
type ITickerPrice ¶ added in v0.2.0
type InverseAccPositions ¶
type InverseAccPositions struct { BaseAccountTotal Assets []*FutureAsset `json:"assets"` Positions []*InversePosition `json:"positions"` }
InverseAccPositions 币本位合约的AccountPositions
type InverseBalances ¶
type InverseBalances struct { Assets []*FutureAsset `json:"assets"` Positions []*InversePosition `json:"positions"` CanDeposit bool `json:"canDeposit"` CanTrade bool `json:"canTrade"` CanWithdraw bool `json:"canWithdraw"` FeeTier int `json:"feeTier"` UpdateTime int64 `json:"updateTime"` }
InverseBalances Coin-Based Balances
type InverseBookTicker ¶
type InverseBookTicker struct { LinearBookTicker Pair string `json:"pair"` }
type InverseLvgBracket ¶
type InverseLvgBracket struct { BaseLvgBracket QtyCap float64 `json:"qtyCap"` //该层对应的数量上限 QtylFloor float64 `json:"qtylFloor"` // 该层对应的数量下限 }
type InverseOrder ¶
type InverseOrder struct { FutureBase Pair string `json:"pair"` // 标的交易对 CumBase string `json:"cumBase"` // 成交金额(标的数量) }
InverseOrder 币本位合约订单
func (*InverseOrder) ToStdOrder ¶
func (o *InverseOrder) ToStdOrder(mapSymbol func(string) string) *banexg.Order
type InverseOrderBook ¶
type InverseOrderBook struct { LinearOrderBook Symbol string `json:"symbol"` Pair string `json:"pair"` }
func (InverseOrderBook) ToStdOrderBook ¶
func (o InverseOrderBook) ToStdOrderBook(market *banexg.Market) *banexg.OrderBook
type InversePairLvgBrackets ¶
type InversePairLvgBrackets struct { Symbol string `json:"symbol"` NotionalCoef float64 `json:"notionalCoef"` //用户bracket相对默认bracket的倍数,仅在和交易对默认不一样时显示 Brackets []*InverseLvgBracket `json:"brackets"` }
func (*InversePairLvgBrackets) GetSymbol ¶
func (b *InversePairLvgBrackets) GetSymbol() string
func (*InversePairLvgBrackets) ToStdBracket ¶
func (b *InversePairLvgBrackets) ToStdBracket() *SymbolLvgBrackets
type InversePosition ¶
type InversePosition struct { FuturePosition BreakEvenPrice string `json:"breakEvenPrice"` // 盈亏平衡价 MaxQty string `json:"maxQty"` // 当前杠杆下最大可开仓数(标的数量) NotionalValue string `json:"notionalValue"` // 当前名义价值 }
头寸
func (*InversePosition) GetFutPosition ¶
func (p *InversePosition) GetFutPosition() *FuturePosition
func (*InversePosition) GetNotional ¶
func (p *InversePosition) GetNotional() string
type InversePositionRisk ¶
type InversePositionRisk struct { ContPositionRisk MaxQuantity string `json:"maxQty"` // 当前杠杆倍数允许的数量上限(标的数量) NotionalValue string `json:"notionalValue"` // 当前名义价值 }
币本位合约持仓风险
type InversePriceTicker ¶
type InversePriceTicker struct { LinearPriceTicker PS string `json:"ps"` // 标的交易对 }
type InverseTicker24hr ¶
type InverseTicker24hr struct { SpotTicker BaseVolume string `json:"baseVolume"` // 24小时成交额 LastQty string `json:"lastQty"` // 最近一次成交额 Pair string `json:"pair"` }
func (*InverseTicker24hr) ToStdTicker ¶
func (t *InverseTicker24hr) ToStdTicker(e *Binance, marketType string) *banexg.Ticker
type InverseTickerPrice ¶ added in v0.2.0
type InverseTickerPrice struct { LinearTickerPrice PS string `json:"ps"` // 标的交易对 }
type IsolatedAsset ¶
type IsolatedAsset struct { BaseAsset *IsolatedCurrAsset `json:"baseAsset"` QuoteAsset *IsolatedCurrAsset `json:"quoteAsset"` Symbol string `json:"symbol"` IsolatedCreated bool `json:"isolatedCreated"` Enabled bool `json:"enabled"` MarginLevel string `json:"marginLevel"` MarginLevelStatus string `json:"marginLevelStatus"` MarginRatio string `json:"marginRatio"` IndexPrice string `json:"indexPrice"` LiquidatePrice string `json:"liquidatePrice"` LiquidateRate string `json:"liquidateRate"` TradeEnabled bool `json:"tradeEnabled"` }
type IsolatedBalances ¶
type IsolatedBalances struct { Assets []IsolatedAsset `json:"assets"` TotalAssetOfBtc string `json:"totalAssetOfBtc"` TotalLiabilityOfBtc string `json:"totalLiabilityOfBtc"` TotalNetAssetOfBtc string `json:"totalNetAssetOfBtc"` }
IsolatedBalances Binance Margin Isolated Balance
type IsolatedCurrAsset ¶
type LinearAccPositions ¶
type LinearAccPositions struct { AccountTotal Assets []*LinearAsset `json:"assets"` Positions []*LinearAccountPosition `json:"positions"` }
LinearAccPositions U本位合约的AccountPositions
type LinearAccountPosition ¶
type LinearAccountPosition struct { LinearPosition Notional string `json:"notional"` IsolatedWallet string `json:"isolatedWallet"` BreakEvenPrice string `json:"breakEvenPrice"` // 盈亏平衡价 }
LinearAccountPosition Account Position for Linear Contract
func (*LinearAccountPosition) GetFutPosition ¶
func (p *LinearAccountPosition) GetFutPosition() *FuturePosition
func (*LinearAccountPosition) GetNotional ¶
func (p *LinearAccountPosition) GetNotional() string
type LinearAsset ¶
type LinearAsset struct { FutureAsset MarginAvailable bool `json:"marginAvailable"` // 是否可用作联合保证金 }
type LinearBalances ¶
type LinearBalances struct { AccountTotal Assets []*LinearAsset `json:"assets"` Positions []*LinearPosition `json:"positions"` }
LinearBalances U本位合约账户余额
type LinearBookTicker ¶
type LinearBookTicker struct { BookTicker LastUpdateId int `json:"lastUpdateId"` Time int64 `json:"time"` }
type LinearLvgBracket ¶
type LinearLvgBracket struct { BaseLvgBracket NotionalCap float64 `json:"notionalCap"` // 该层对应的名义价值上限 NotionalFloor float64 `json:"notionalFloor"` // 该层对应的名义价值下限 }
合约的杠杆分层标准
type LinearOrderBook ¶
type LinearOrderBook struct { BaseOrderBook Time int64 `json:"T"` MsgTime int64 `json:"E"` UpdateID int `json:"lastUpdateId"` }
func (LinearOrderBook) ToStdOrderBook ¶
func (o LinearOrderBook) ToStdOrderBook(market *banexg.Market) *banexg.OrderBook
type LinearPosition ¶
type LinearPosition struct { FuturePosition MaxNotional string `json:"maxNotional"` // 当前杠杆下用户可用的最大名义价值 BidNotional string `json:"bidNotional"` // 买单净值,忽略 AskNotional string `json:"askNotional"` // 卖单净值,忽略 }
type LinearPositionRisk ¶
type LinearPositionRisk struct { ContPositionRisk Notional string `json:"notional"` MaxNotionalValue string `json:"maxNotionalValue"` // 当前杠杆倍数允许的名义价值上限 IsolatedWallet string `json:"isolatedWallet"` }
U本位合约持仓风险
type LinearPriceTicker ¶
type LinearPriceTicker struct { SpotPriceTicker Time int64 `json:"time"` }
type LinearSymbolLvgBrackets ¶
type LinearSymbolLvgBrackets struct { Symbol string `json:"symbol"` NotionalCoef float64 `json:"notionalCoef"` //用户bracket相对默认bracket的倍数,仅在和交易对默认不一样时显示 Brackets []*LinearLvgBracket `json:"brackets"` }
func (*LinearSymbolLvgBrackets) GetSymbol ¶
func (b *LinearSymbolLvgBrackets) GetSymbol() string
func (*LinearSymbolLvgBrackets) ToStdBracket ¶
func (b *LinearSymbolLvgBrackets) ToStdBracket() *SymbolLvgBrackets
type LinearTicker ¶
type LinearTicker struct { SpotTicker LastQty string `json:"lastQty"` // 最近一次成交额 }
func (*LinearTicker) ToStdTicker ¶
func (t *LinearTicker) ToStdTicker(e *Binance, marketType string) *banexg.Ticker
type LinearTickerPrice ¶ added in v0.2.0
type LinearTickerPrice struct { SymbolPrice Time int64 `json:"time"` // 撮合引擎的时间戳,单位为毫秒 }
type LvgBracket ¶ added in v0.1.2
type LvgBracket struct { BaseLvgBracket Capacity float64 Floor float64 }
LvgBracket 标准杠杆费率信息
type MarginCrossBalances ¶
type MarginCrossBalances struct { BorrowEnabled bool `json:"borrowEnabled"` MarginLevel string `json:"marginLevel"` CollateralMarginLevel string `json:"CollateralMarginLevel"` TotalAssetOfBtc string `json:"totalAssetOfBtc"` TotalLiabilityOfBtc string `json:"totalLiabilityOfBtc"` TotalNetAssetOfBtc string `json:"totalNetAssetOfBtc"` TotalCollateralValueInUSDT string `json:"TotalCollateralValueInUSDT"` TradeEnabled bool `json:"tradeEnabled"` TransferEnabled bool `json:"transferEnabled"` AccountType string `json:"accountType"` UserAssets []*SpotAsset `json:"userAssets"` }
MarginCrossBalances
binance margin cross balance
type MarginOrder ¶
MarginOrder 保证金杠杆订单
func (*MarginOrder) ToStdOrder ¶
func (o *MarginOrder) ToStdOrder(mapSymbol func(string) string) *banexg.Order
type OptionOrder ¶
type OptionOrder struct { FutBase PostOnly bool `json:"postOnly"` // 仅做maker PriceScale int `json:"priceScale"` // 价格精度 OptionSide string `json:"optionSide"` // 期权类型 QuoteAsset string `json:"quoteAsset"` // 报价资产 Quantity float64 `json:"quantity"` // 订单数量 QuantityScale int `json:"quantityScale"` // 数量精度 Fee float64 `json:"fee"` // 手续费 CreateTime int64 `json:"createTime"` // 订单创建时间 Source string `json:"source"` // 订单来源 Mmp bool `json:"mmp"` // 是否为MMP订单 }
OptionOrder 期权订单
func (*OptionOrder) ToStdOrder ¶
func (o *OptionOrder) ToStdOrder(mapSymbol func(string) string) *banexg.Order
type OptionOrderBook ¶
type OptionOrderBook struct { BaseOrderBook Time int64 `json:"T"` UpdateID int `json:"u"` }
func (OptionOrderBook) ToStdOrderBook ¶
func (o OptionOrderBook) ToStdOrderBook(market *banexg.Market) *banexg.OrderBook
type OptionTicker ¶
type OptionTicker struct { Symbol string `json:"symbol"` PriceChange float64 `json:"priceChange,string"` // 24小时价格变动 PriceChangePercent float64 `json:"priceChangePercent,string"` // 24小时价格变动百分比 LastPrice float64 `json:"lastPrice,string"` // 最近一次成交价 LastQty float64 `json:"lastQty,string"` // 最近一次成交额 Open float64 `json:"open,string"` // 24小时内第一次成交的价格 High float64 `json:"high,string"` // 24小时最高价 Low float64 `json:"low,string"` // 24小时最低价 Volume float64 `json:"volume,string"` // 成交额 Amount float64 `json:"amount,string"` // 成交量 BidPrice float64 `json:"bidPrice,string"` // 最优买价 AskPrice float64 `json:"askPrice,string"` // 最优卖价 OpenTime int64 `json:"openTime"` // 24小时内,第一笔交易的发生时间 CloseTime int64 `json:"closeTime"` // 24小时内,最后一笔交易的发生时间 FirstTradeID int `json:"firstTradeId"` // 首笔成交ID TradeCount int `json:"tradeCount"` // 成交笔数 StrikePrice float64 `json:"strikePrice,string"` // 行权价 ExercisePrice float64 `json:"exercisePrice,string"` // 行权前半小时返回预估结算价,其他时刻返回指数价格 }
func (*OptionTicker) ToStdPrice ¶ added in v0.2.0
func (t *OptionTicker) ToStdPrice(e *Binance, marketType string) (string, float64)
func (*OptionTicker) ToStdTicker ¶
func (t *OptionTicker) ToStdTicker(e *Binance, marketType string) *banexg.Ticker
type OrderBase ¶
type OrderBase struct { Symbol string `json:"symbol"` Side string `json:"side"` ClientOrderId string `json:"clientOrderId"` ExecutedQty string `json:"executedQty"` UpdateTime int64 `json:"updateTime"` Status string `json:"status"` Type string `json:"type"` // 订单类型 OrderId int `json:"orderId"` Price string `json:"price"` TimeInForce string `json:"timeInForce"` }
***************************** Private Rows ***********************************
type SpotAccount ¶
type SpotAccount struct { MakerCommission int `json:"makerCommission"` TakerCommission int `json:"takerCommission"` BuyerCommission int `json:"buyerCommission"` SellerCommission int `json:"sellerCommission"` CommissionRates map[string]string `json:"commissionRates"` CanTrade bool `json:"canTrade"` CanWithdraw bool `json:"canWithdraw"` CanDeposit bool `json:"canDeposit"` Brokered bool `json:"brokered"` RequireSelfTradePrevention bool `json:"requireSelfTradePrevention"` PreventSor bool `json:"preventSor"` UpdateTime int64 `json:"updateTime"` AccountType string `json:"accountType"` Balances []*SpotAsset `json:"balances"` Permissions []string `json:"permissions"` Uid int `json:"uid"` }
***************************** Account ***********************************
type SpotAsset ¶
type SpotBase ¶
type SpotBase struct { OrderBase IcebergQty string `json:"icebergQty"` Time int64 `json:"time"` SelfTradePreventionMode string `json:"selfTradePreventionMode"` CummulativeQuoteQty string `json:"cummulativeQuoteQty"` IsWorking bool `json:"isWorking"` OrigQty string `json:"origQty"` StopPrice string `json:"stopPrice"` TransactTime int64 `json:"transactTime"` // 交易时间戳 }
type SpotOrder ¶
type SpotOrder struct { SpotBase OrderListId int `json:"orderListId"` // OCO订单ID,否则为 -1 OrigQuoteOrderQty string `json:"origQuoteOrderQty"` WorkingTime int64 `json:"workingTime"` Fills []*SpotFill `json:"fills"` WorkingFloor string `json:"workingFloor"` // sor SelfTradePreventionMode string `json:"selfTradePreventionMode"` // sor UsedSor bool `json:"usedSor"` }
SpotOrder 现货订单
type SpotOrderBook ¶
type SpotOrderBook struct { BaseOrderBook UpdateID int `json:"lastUpdateId"` }
func (SpotOrderBook) ToStdOrderBook ¶
func (o SpotOrderBook) ToStdOrderBook(market *banexg.Market) *banexg.OrderBook
type SpotPriceTicker ¶
type SpotTicker ¶
type SpotTicker struct { Symbol string `json:"symbol"` // 交易对 PriceChange string `json:"priceChange"` // 24小时价格变动 PriceChangePercent string `json:"priceChangePercent"` // 24小时价格变动百分比 WeightedAvgPrice string `json:"weightedAvgPrice"` // 加权平均价 LastPrice string `json:"lastPrice"` // 最近一次成交价 LastQty string `json:"lastQty"` // 最近一次成交额 OpenPrice string `json:"openPrice"` // 24小时内第一次成交的价格 HighPrice string `json:"highPrice"` // 24小时最高价 LowPrice string `json:"lowPrice"` // 24小时最低价 Volume string `json:"volume"` // 24小时成交量 QuoteVolume string `json:"quoteVolume"` // 24小时成交额 OpenTime int64 `json:"openTime"` // 24小时内,第一笔交易的发生时间 CloseTime int64 `json:"closeTime"` // 24小时内,最后一笔交易的发生时间 FirstId int `json:"firstId"` // 首笔成交id LastId int `json:"lastId"` // 末笔成交id Count int `json:"count"` // 成交笔数 }
SpotTicker 现货: /ticker & /ticker/tradingDay
func (*SpotTicker) ToStdTicker ¶
func (t *SpotTicker) ToStdTicker(e *Binance, marketType string) *banexg.Ticker
type SpotTicker24hr ¶
type SpotTicker24hr struct { BookTicker LinearTicker PrevClosePrice string `json:"prevClosePrice"` // 前收盘价 }
func (*SpotTicker24hr) ToStdTicker ¶
func (t *SpotTicker24hr) ToStdTicker(e *Binance, marketType string) *banexg.Ticker
type SymbolLvgBrackets ¶ added in v0.1.2
type SymbolLvgBrackets struct { Symbol string `json:"symbol"` NotionalCoef float64 `json:"notionalCoef"` //用户bracket相对默认bracket的倍数,仅在和交易对默认不一样时显示 Brackets []*LvgBracket }
SymbolLvgBrackets 币种所有杠杆费率信息
type SymbolPrice ¶ added in v0.2.0
type SymbolPrice struct { Symbol string `json:"symbol"` // 交易对,比如 "LTCBTC" Price float64 `json:"price,string"` // 交易价格,保留为字符串以防止精度损失 }
func (*SymbolPrice) ToStdPrice ¶ added in v0.2.0
func (t *SymbolPrice) ToStdPrice(e *Binance, marketType string) (string, float64)
type WSContractPosition ¶
type WSContractPosition struct { Symbol string `json:"s"` PosAmount string `json:"pa"` EntryPrice string `json:"ep"` BreakEvenPrice string `json:"bep"` AccuRealized string `json:"cr"` UnrealizedPnl string `json:"up"` MarginType string `json:"mt"` IsolatedWallet string `json:"iw"` PositionSide string `json:"ps"` }
type WsKline ¶
type WsKline struct { OpenTime int64 `json:"t"` CloseTime int64 `json:"T"` Symbol string `json:"s"` PairSymbol string `json:"ps"` TimeFrame string `json:"i"` Open string `json:"o"` Close string `json:"c"` High string `json:"h"` Low string `json:"l"` Volume string `json:"v"` LastId int64 `json:"L"` }