bybit

package
v1.58.0 Latest Latest
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 Go to latest Published: Mar 19, 2024 License: AGPL-3.0 Imports: 17 Imported by: 1

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Constants

This section is empty.

Variables

This section is empty.

Functions

This section is empty.

Types

type AccountBalanceProvider added in v1.52.0 

type AccountBalanceProvider interface {
	QueryAccountBalances(ctx context.Context) (types.BalanceMap, error)
}

AccountBalanceProvider provides a function to query all balances at streaming connected and emit balance snapshot.

type BookEvent added in v1.52.0 

type BookEvent struct {
	// Symbol name
	Symbol string `json:"s"`
	// Bids. For snapshot stream, the element is sorted by price in descending order
	Bids types.PriceVolumeSlice `json:"b"`
	// Asks. For snapshot stream, the element is sorted by price in ascending order
	Asks types.PriceVolumeSlice `json:"a"`
	// Update ID. Is a sequence. Occasionally, you'll receive "u"=1, which is a snapshot data due to the restart of
	// the service. So please overwrite your local orderbook
	UpdateId fixedpoint.Value `json:"u"`
	// Cross sequence. You can use this field to compare different levels orderbook data, and for the smaller seq,
	// then it means the data is generated earlier.
	SequenceId fixedpoint.Value `json:"seq"`

	// internal use
	// Copied from WebSocketTopicEvent.Type, WebSocketTopicEvent.Ts
	// Type can be one of snapshot or delta.
	Type DataType
	// ServerTime using the websocket timestamp as server time. Since the event not provide server time information.
	ServerTime time.Time
}

func (*BookEvent) OrderBook added in v1.52.0 

func (e *BookEvent) OrderBook() (snapshot types.SliceOrderBook)

type DataType added in v1.52.0 

type DataType string
const (
	DataTypeSnapshot DataType = "snapshot"
	DataTypeDelta    DataType = "delta"
)

type Exchange 

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

func New 

func New(key, secret string) (*Exchange, error)

func (*Exchange) CancelOrders added in v1.51.1 

func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (errs error)

func (*Exchange) GetAllFeeRates added in v1.52.0 

func (e *Exchange) GetAllFeeRates(ctx context.Context) (bybitapi.FeeRates, error)

func (*Exchange) IsSupportedInterval added in v1.52.0 

func (e *Exchange) IsSupportedInterval(interval types.Interval) bool

func (*Exchange) Name 

func (e *Exchange) Name() types.ExchangeName

func (*Exchange) NewStream added in v1.52.0 

func (e *Exchange) NewStream() types.Stream

func (*Exchange) PlatformFeeCurrency 

func (e *Exchange) PlatformFeeCurrency() string

PlatformFeeCurrency returns empty string. The platform does not support "PlatformFeeCurrency" but instead charges fees using the native token.

func (*Exchange) QueryAccount added in v1.52.0 

func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error)

func (*Exchange) QueryAccountBalances added in v1.52.0 

func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error)

func (*Exchange) QueryClosedOrders added in v1.51.1 

func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, util time.Time, lastOrderID uint64) (orders []types.Order, err error)

func (*Exchange) QueryKLines added in v1.52.0 

func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error)

QueryKLines queries for historical klines (also known as candles/candlesticks). Charts are returned in groups based on the requested interval.

A k-line's start time is inclusive, but end time is not(startTime + interval - 1 millisecond). e.q. 15m interval k line can be represented as 00:00:00.000 ~ 00:14:59.999

func (*Exchange) QueryMarkets added in v1.51.1 

func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error)

func (*Exchange) QueryOpenOrders added in v1.51.1 

func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error)

func (*Exchange) QueryOrder added in v1.52.0 

func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.Order, error)

func (*Exchange) QueryOrderTrades added in v1.52.0 

func (e *Exchange) QueryOrderTrades(ctx context.Context, q types.OrderQuery) (trades []types.Trade, err error)

func (*Exchange) QueryTicker added in v1.51.1 

func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error)

func (*Exchange) QueryTickers added in v1.51.1 

func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[string]types.Ticker, error)

func (*Exchange) QueryTrades added in v1.51.1 

func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) (trades []types.Trade, err error)

QueryTrades queries trades by time range or trade id range. If options.StartTime is not specified, you can only query for records in the last 7 days. If you want to query for records older than 7 days, options.StartTime is required. It supports to query records up to 180 days.

** Here includes MakerRebate. If needed, let's discuss how to modify it to return in trade. ** ** StartTime and EndTime are inclusive. ** ** StartTime and EndTime cannot exceed 180 days. ** ** StartTime, EndTime, FromTradeId can be used together. ** ** If the `FromTradeId` is passed, and `ToTradeId` is null, then the result is sorted by tradeId in `ascend`. Otherwise, the result is sorted by tradeId in `descend`. **

func (*Exchange) SubmitOrder added in v1.51.1 

func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (*types.Order, error)

func (*Exchange) SupportedInterval added in v1.52.0 

func (e *Exchange) SupportedInterval() map[types.Interval]int

type KLine added in v1.52.0 

type KLine struct {
	// The start timestamp (ms)
	StartTime types.MillisecondTimestamp `json:"start"`
	// The end timestamp (ms)
	EndTime types.MillisecondTimestamp `json:"end"`
	// Kline interval
	Interval   string           `json:"interval"`
	OpenPrice  fixedpoint.Value `json:"open"`
	ClosePrice fixedpoint.Value `json:"close"`
	HighPrice  fixedpoint.Value `json:"high"`
	LowPrice   fixedpoint.Value `json:"low"`
	// Trade volume
	Volume fixedpoint.Value `json:"volume"`
	// Turnover.  Unit of figure: quantity of quota coin
	Turnover fixedpoint.Value `json:"turnover"`
	// Weather the tick is ended or not
	Confirm bool `json:"confirm"`
	// The timestamp (ms) of the last matched order in the candle
	Timestamp types.MillisecondTimestamp `json:"timestamp"`
}

type KLineEvent added in v1.52.0 

type KLineEvent struct {
	KLines []KLine

	// internal use
	// Type can be one of snapshot or delta. Copied from WebSocketTopicEvent.Type
	Type DataType
	// Symbol. Copied from WebSocketTopicEvent.Topic
	Symbol string
}

type MarketInfoProvider added in v1.52.0 

type MarketInfoProvider interface {
	GetAllFeeRates(ctx context.Context) (bybitapi.FeeRates, error)
	QueryMarkets(ctx context.Context) (types.MarketMap, error)
}

MarketInfoProvider calculates trade fees since trading fees are not supported by streaming.

type MarketTradeEvent added in v1.52.0 

type MarketTradeEvent struct {
	// Timestamp is the timestamp (ms) that the order is filled
	Timestamp types.MillisecondTimestamp `json:"T"`
	Symbol    string                     `json:"s"`
	// Side of taker. Buy,Sell
	Side bybitapi.Side `json:"S"`
	// Quantity is the trade size
	Quantity fixedpoint.Value `json:"v"`
	// Price is the trade price
	Price fixedpoint.Value `json:"p"`
	// L is the direction of price change. Unique field for future
	Direction string `json:"L"`
	// trade ID
	TradeId string `json:"i"`
	// Whether it is a block trade order or not
	BlockTrade bool `json:"BT"`
}

type OrderEvent added in v1.52.0 

type OrderEvent struct {
	bybitapi.Order

	Category bybitapi.Category `json:"category"`
}

type Stream added in v1.52.0 

type Stream struct {
	types.StandardStream
	// contains filtered or unexported fields
}

func NewStream added in v1.52.0 

func NewStream(key, secret string, userDataProvider StreamDataProvider) *Stream

func (*Stream) EmitBookEvent added in v1.52.0 

func (s *Stream) EmitBookEvent(e BookEvent)

func (*Stream) EmitKLineEvent added in v1.52.0 

func (s *Stream) EmitKLineEvent(e KLineEvent)

func (*Stream) EmitMarketTradeEvent added in v1.52.0 

func (s *Stream) EmitMarketTradeEvent(e []MarketTradeEvent)

func (*Stream) EmitOrderEvent added in v1.52.0 

func (s *Stream) EmitOrderEvent(e []OrderEvent)

func (*Stream) EmitTradeEvent added in v1.52.0 

func (s *Stream) EmitTradeEvent(e []TradeEvent)

func (*Stream) EmitWalletEvent added in v1.52.0 

func (s *Stream) EmitWalletEvent(e []bybitapi.WalletBalances)

func (*Stream) OnBookEvent added in v1.52.0 

func (s *Stream) OnBookEvent(cb func(e BookEvent))

func (*Stream) OnKLineEvent added in v1.52.0 

func (s *Stream) OnKLineEvent(cb func(e KLineEvent))

func (*Stream) OnMarketTradeEvent added in v1.52.0 

func (s *Stream) OnMarketTradeEvent(cb func(e []MarketTradeEvent))

func (*Stream) OnOrderEvent added in v1.52.0 

func (s *Stream) OnOrderEvent(cb func(e []OrderEvent))

func (*Stream) OnTradeEvent added in v1.52.0 

func (s *Stream) OnTradeEvent(cb func(e []TradeEvent))

func (*Stream) OnWalletEvent added in v1.52.0 

func (s *Stream) OnWalletEvent(cb func(e []bybitapi.WalletBalances))

func (*Stream) Unsubscribe added in v1.52.0 

func (s *Stream) Unsubscribe()

type StreamDataProvider added in v1.52.0 

type StreamDataProvider interface {
	MarketInfoProvider
	AccountBalanceProvider
}

type TopicType added in v1.52.0 

type TopicType string
const (
	TopicTypeOrderBook   TopicType = "orderbook"
	TopicTypeMarketTrade TopicType = "publicTrade"
	TopicTypeWallet      TopicType = "wallet"
	TopicTypeOrder       TopicType = "order"
	TopicTypeKLine       TopicType = "kline"
	TopicTypeTrade       TopicType = "execution"
)

type TradeEvent added in v1.52.0 

type TradeEvent struct {
	// linear and inverse order id format: 42f4f364-82e1-49d3-ad1d-cd8cf9aa308d (UUID format)
	// spot: 1468264727470772736 (only numbers)
	// we only use spot trading.
	OrderId     string            `json:"orderId"`
	OrderLinkId string            `json:"orderLinkId"`
	Category    bybitapi.Category `json:"category"`
	Symbol      string            `json:"symbol"`
	ExecId      string            `json:"execId"`
	ExecPrice   fixedpoint.Value  `json:"execPrice"`
	ExecQty     fixedpoint.Value  `json:"execQty"`

	// Is maker order. true: maker, false: taker
	IsMaker bool `json:"isMaker"`
	// Paradigm block trade ID
	BlockTradeId string `json:"blockTradeId"`
	// Order type. Market,Limit
	OrderType bybitapi.OrderType `json:"orderType"`
	// 	Side. Buy,Sell
	Side bybitapi.Side `json:"side"`
	// 	Executed timestamp（ms）
	ExecTime types.MillisecondTimestamp `json:"execTime"`
	// 	Closed position size
	ClosedSize fixedpoint.Value `json:"closedSize"`

	/* The following parameters do not support SPOT trading. */
	// Executed trading fee. You can get spot fee currency instruction here. Normal spot is not supported
	ExecFee fixedpoint.Value `json:"execFee"`
	// Executed type. Normal spot is not supported
	ExecType string `json:"execType"`
	// Executed order value. Normal spot is not supported
	ExecValue fixedpoint.Value `json:"execValue"`
	// Trading fee rate. Normal spot is not supported
	FeeRate fixedpoint.Value `json:"feeRate"`
	// The remaining qty not executed. Normal spot is not supported
	LeavesQty fixedpoint.Value `json:"leavesQty"`
	// Order price. Normal spot is not supported
	OrderPrice fixedpoint.Value `json:"orderPrice"`
	// Order qty. Normal spot is not supported
	OrderQty fixedpoint.Value `json:"orderQty"`
	// Stop order type. If the order is not stop order, any type is not returned. Normal spot is not supported
	StopOrderType string `json:"stopOrderType"`
	// Whether to borrow. Unified spot only. 0: false, 1: true. . Normal spot is not supported, always 0
	IsLeverage string `json:"isLeverage"`
	// Implied volatility of mark price. Valid for option
	MarkIv string `json:"markIv"`
	// The mark price of the symbol when executing. Valid for option
	MarkPrice fixedpoint.Value `json:"markPrice"`
	// The index price of the symbol when executing. Valid for option
	IndexPrice fixedpoint.Value `json:"indexPrice"`
	// The underlying price of the symbol when executing. Valid for option
	UnderlyingPrice fixedpoint.Value `json:"underlyingPrice"`
	// Implied volatility. Valid for option
	TradeIv string `json:"tradeIv"`
}

type WebSocketOpEvent added in v1.52.0 

type WebSocketOpEvent struct {
	Success bool   `json:"success"`
	RetMsg  string `json:"ret_msg"`
	ReqId   string `json:"req_id,omitempty"`

	ConnId string   `json:"conn_id"`
	Op     WsOpType `json:"op"`
	Args   []string `json:"args"`
}

func (*WebSocketOpEvent) IsAuthenticated added in v1.52.0 

func (w *WebSocketOpEvent) IsAuthenticated() bool

func (*WebSocketOpEvent) IsValid added in v1.52.0 

func (w *WebSocketOpEvent) IsValid() error

type WebSocketTopicEvent added in v1.52.0 

type WebSocketTopicEvent struct {
	Topic string   `json:"topic"`
	Type  DataType `json:"type"`
	// The timestamp (ms) that the system generates the data
	Ts   types.MillisecondTimestamp `json:"ts"`
	Data json.RawMessage            `json:"data"`
}

type WebsocketOp added in v1.52.0 

type WebsocketOp struct {
	Op   WsOpType `json:"op"`
	Args []string `json:"args"`
}

type WsEvent added in v1.52.0 

type WsEvent struct {
	// "op" and "topic" are exclusive.
	*WebSocketOpEvent
	*WebSocketTopicEvent
}

func (*WsEvent) IsOp added in v1.52.0 

func (w *WsEvent) IsOp() bool

func (*WsEvent) IsTopic added in v1.52.0 

func (w *WsEvent) IsTopic() bool

type WsOpType added in v1.52.0 

type WsOpType string
const (
	WsOpTypePing        WsOpType = "ping"
	WsOpTypePong        WsOpType = "pong"
	WsOpTypeAuth        WsOpType = "auth"
	WsOpTypeSubscribe   WsOpType = "subscribe"
	WsOpTypeUnsubscribe WsOpType = "unsubscribe"
)

Source Files

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Directories

Path Synopsis
v3
Package mocks is a generated GoMock package.
 Package mocks is a generated GoMock package.

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