okex

package
v1.58.0 Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Mar 19, 2024 License: AGPL-3.0 Imports: 16 Imported by: 2

Documentation

Overview

Code generated by go generate; DO NOT EDIT.

Index

Constants

View Source 
const (
	ID = "okex"

	// PlatformToken is the platform currency of OKEx, pre-allocate static string here
	PlatformToken = "OKB"
)
View Source 
const (
	WsEventTypeLogin       = "login"
	WsEventTypeError       = "error"
	WsEventTypeSubscribe   = "subscribe"
	WsEventTypeUnsubscribe = "unsubscribe"
)

Variables

View Source 
var (
	// below are supported UTC timezone interval for okex
	SupportedIntervals = map[types.Interval]int{
		types.Interval1m:  1 * 60,
		types.Interval3m:  3 * 60,
		types.Interval5m:  5 * 60,
		types.Interval15m: 15 * 60,
		types.Interval30m: 30 * 60,
		types.Interval1h:  60 * 60,
		types.Interval2h:  60 * 60 * 2,
		types.Interval4h:  60 * 60 * 4,
		types.Interval6h:  60 * 60 * 6,
		types.Interval12h: 60 * 60 * 12,
		types.Interval1d:  60 * 60 * 24,
		types.Interval3d:  60 * 60 * 24 * 3,
		types.Interval1w:  60 * 60 * 24 * 7,
		types.Interval1mo: 60 * 60 * 24 * 30,
	}

	ToLocalInterval = map[types.Interval]string{
		types.Interval1m:  "1m",
		types.Interval3m:  "3m",
		types.Interval5m:  "5m",
		types.Interval15m: "15m",
		types.Interval30m: "30m",
		types.Interval1h:  "1H",
		types.Interval2h:  "2H",
		types.Interval4h:  "4H",
		types.Interval6h:  "6Hutc",
		types.Interval12h: "12Hutc",
		types.Interval1d:  "1Dutc",
		types.Interval3d:  "3Dutc",
		types.Interval1w:  "1Wutc",
		types.Interval1mo: "1Mutc",
	}
)
View Source 
var CandleChannels = []string{
	"candle1Y",
	"candle6M", "candle3M", "candle1M",
	"candle1W",
	"candle1D", "candle2D", "candle3D", "candle5D",
	"candle12H", "candle6H", "candle4H", "candle2H", "candle1H",
	"candle30m", "candle15m", "candle5m", "candle3m", "candle1m",
}
View Source 
var ErrSymbolRequired = errors.New("symbol is a required parameter")

Functions

This section is empty.

Types

type ActionType added in v1.56.0 

type ActionType string
const (
	ActionTypeSnapshot ActionType = "snapshot"
	ActionTypeUpdate   ActionType = "update"
)

type BookEvent added in v1.23.0 

type BookEvent struct {
	InstrumentID string
	Symbol       string
	Action       ActionType

	Data []struct {
		Bids                 PriceVolumeOrderSlice      `json:"bids"`
		Asks                 PriceVolumeOrderSlice      `json:"asks"`
		MillisecondTimestamp types.MillisecondTimestamp `json:"ts"`
		Checksum             int                        `json:"checksum"`
	}
	// contains filtered or unexported fields
}

func (*BookEvent) Book added in v1.23.0 

func (event *BookEvent) Book() types.SliceOrderBook

func (*BookEvent) BookTicker added in v1.23.0 

func (event *BookEvent) BookTicker() types.BookTicker

type Channel added in v1.56.0 

type Channel string
const (
	ChannelBooks        Channel = "books"
	ChannelBook5        Channel = "book5"
	ChannelCandlePrefix Channel = "candle"
	ChannelAccount      Channel = "account"
	ChannelMarketTrades Channel = "trades"
	ChannelOrderTrades  Channel = "orders"
)

type Exchange 

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

func New 

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

func (*Exchange) CancelOrders 

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

func (*Exchange) IsSupportedInterval added in v1.53.0 

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

func (*Exchange) Name 

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

func (*Exchange) NewStream 

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

func (*Exchange) PlatformFeeCurrency 

func (e *Exchange) PlatformFeeCurrency() string

func (*Exchange) QueryAccount 

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

func (*Exchange) QueryAccountBalances 

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

func (*Exchange) QueryClosedOrders added in v1.53.0 

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

QueryClosedOrders can query closed orders in last 3 months, there are no time interval limitations, as long as until >= since. Please Use lastOrderID as cursor, only return orders later than that order, that order is not included. If you want to query all orders within a large time range (e.g. total orders > 100), we recommend using batch.ClosedOrderBatchQuery.

** since and until are inclusive, you can include the lastTradeId as well. **

func (*Exchange) QueryKLines 

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

func (*Exchange) QueryMarkets 

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

func (*Exchange) QueryOpenOrders 

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

QueryOpenOrders retrieves the pending orders. The data returned is ordered by createdTime, and we utilized the `After` parameter to acquire all orders.

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)

QueryOrderTrades quires order trades can query trades in last 3 months.

func (*Exchange) QueryTicker 

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

func (*Exchange) QueryTickers 

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

func (*Exchange) QueryTrades added in v1.53.0 

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

QueryTrades can query trades in last 3 months, there are no time interval limitations, as long as end_time >= start_time. okx does not provide an API to query by trade ID, so we use the bill ID to do it. The trades result is ordered by timestamp.

REMARK: If your start time is 90 days earlier, we will update it to now - 90 days. ** StartTime and EndTime are inclusive. ** ** StartTime and EndTime cannot exceed 90 days. ** ** StartTime, EndTime, FromTradeId can be used together. **

If you want to query all trades within a large time range (e.g. total orders > 100), we recommend using batch.TradeBatchQuery. We don't support the last trade id as a filter because okx supports bill ID only.

func (*Exchange) SubmitOrder added in v1.40.3 

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

func (*Exchange) SupportedInterval added in v1.53.0 

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

type KLineEvent added in v1.56.0 

type KLineEvent struct {
	Events okexapi.KLineSlice

	InstrumentID string
	Symbol       string
	Interval     string
	Channel      Channel
}

type KLineStream added in v1.57.0 

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

func NewKLineStream added in v1.57.0 

func NewKLineStream() *KLineStream

func (*KLineStream) Connect added in v1.57.0 

func (s *KLineStream) Connect(ctx context.Context) error

func (*KLineStream) EmitKLineEvent added in v1.57.0 

func (K *KLineStream) EmitKLineEvent(candle KLineEvent)

func (*KLineStream) OnKLineEvent added in v1.57.0 

func (K *KLineStream) OnKLineEvent(cb func(candle KLineEvent))

func (*KLineStream) Unsubscribe added in v1.57.0 

func (s *KLineStream) Unsubscribe()

type KLineStreamEventHub added in v1.57.0 

type KLineStreamEventHub interface {
	OnKLineEvent(cb func(candle KLineEvent))
}

type MarketTradeEvent added in v1.56.0 

type MarketTradeEvent struct {
	InstId    string                     `json:"instId"`
	TradeId   types.StrInt64             `json:"tradeId"`
	Px        fixedpoint.Value           `json:"px"`
	Sz        fixedpoint.Value           `json:"sz"`
	Side      okexapi.SideType           `json:"side"`
	Timestamp types.MillisecondTimestamp `json:"ts"`
	Count     types.StrInt64             `json:"count"`
}

type OrderTradeEvent added in v1.56.0 

type OrderTradeEvent struct {
	okexapi.OrderDetail

	Code          types.StrInt64        `json:"code"`
	Msg           string                `json:"msg"`
	AmendResult   string                `json:"amendResult"`
	ExecutionType okexapi.LiquidityType `json:"execType"`
	// FillFee last filled fee amount or rebate amount:
	// Negative number represents the user transaction fee charged by the platform;
	// Positive number represents rebate
	FillFee fixedpoint.Value `json:"fillFee"`
	// FillFeeCurrency last filled fee currency or rebate currency.
	// It is fee currency when fillFee is less than 0; It is rebate currency when fillFee>=0.
	FillFeeCurrency string `json:"fillFeeCcy"`
	// FillNotionalUsd Filled notional value in USD of order
	FillNotionalUsd fixedpoint.Value `json:"fillNotionalUsd"`
	FillPnl         fixedpoint.Value `json:"fillPnl"`
	// NotionalUsd Estimated national value in USD of order
	NotionalUsd fixedpoint.Value `json:"notionalUsd"`
	// ReqId Client Request ID as assigned by the client for order amendment. "" will be returned if there is no order amendment.
	ReqId     string           `json:"reqId"`
	LastPrice fixedpoint.Value `json:"lastPx"`
	// QuickMgnType Quick Margin type, Only applicable to Quick Margin Mode of isolated margin
	// manual, auto_borrow, auto_repay
	QuickMgnType string `json:"quickMgnType"`
	// AmendSource Source of the order amendation.
	AmendSource string `json:"amendSource"`
	// CancelSource Source of the order cancellation.
	CancelSource string `json:"cancelSource"`

	// Only applicable to options; return "" for other instrument types
	FillPriceVolume string `json:"fillPxVol"`
	FillPriceUsd    string `json:"fillPxUsd"`
	FillMarkVolume  string `json:"fillMarkVol"`
	FillFwdPrice    string `json:"fillFwdPx"`
	FillMarkPrice   string `json:"fillMarkPx"`
}

type PriceVolumeOrder added in v1.56.0 

type PriceVolumeOrder struct {
	types.PriceVolume
	// NumLiquidated is part of a deprecated feature and it is always "0"
	NumLiquidated int
	// NumOrders is the number of orders at the price.
	NumOrders int
}

type PriceVolumeOrderSlice added in v1.56.0 

type PriceVolumeOrderSlice []PriceVolumeOrder

func ParsePriceVolumeOrderSliceJSON added in v1.56.0 

func ParsePriceVolumeOrderSliceJSON(b []byte) (slice PriceVolumeOrderSlice, err error)

ParsePriceVolumeOrderSliceJSON tries to parse a 2 dimensional string array into a PriceVolumeOrderSlice 

[["8476.98", "415", "0", "13"], ["8477", "7", "0", "2"], ... ]

func (*PriceVolumeOrderSlice) UnmarshalJSON added in v1.56.0 

func (slice *PriceVolumeOrderSlice) UnmarshalJSON(b []byte) error

type Stream 

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

func NewStream 

func NewStream(client *okexapi.RestClient, balanceProvider types.ExchangeAccountService) *Stream

func (*Stream) Connect 

func (s *Stream) Connect(ctx context.Context) error

func (*Stream) EmitAccountEvent added in v1.23.0 

func (s *Stream) EmitAccountEvent(account okexapi.Account)

func (*Stream) EmitBookEvent added in v1.23.0 

func (s *Stream) EmitBookEvent(book BookEvent)

func (*Stream) EmitKLineEvent added in v1.56.0 

func (s *Stream) EmitKLineEvent(candle KLineEvent)

func (*Stream) EmitMarketTradeEvent added in v1.56.0 

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

func (*Stream) EmitOrderTradesEvent added in v1.56.0 

func (s *Stream) EmitOrderTradesEvent(orderTrades []OrderTradeEvent)

func (*Stream) OnAccountEvent added in v1.23.0 

func (s *Stream) OnAccountEvent(cb func(account okexapi.Account))

func (*Stream) OnBookEvent added in v1.23.0 

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

func (*Stream) OnKLineEvent added in v1.56.0 

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

func (*Stream) OnMarketTradeEvent added in v1.56.0 

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

func (*Stream) OnOrderTradesEvent added in v1.56.0 

func (s *Stream) OnOrderTradesEvent(cb func(orderTrades []OrderTradeEvent))

func (*Stream) Subscribe added in v1.57.0 

func (s *Stream) Subscribe(channel types.Channel, symbol string, options types.SubscribeOptions)

func (*Stream) Unsubscribe added in v1.56.0 

func (s *Stream) Unsubscribe()

type StreamEventHub 

type StreamEventHub interface {
	OnKLineEvent(cb func(candle KLineEvent))

	OnBookEvent(cb func(book BookEvent))

	OnAccountEvent(cb func(account okexapi.Account))

	OnOrderTradesEvent(cb func(orderTrades []OrderTradeEvent))

	OnMarketTradeEvent(cb func(tradeDetail []MarketTradeEvent))
}

type WebSocketEvent 

type WebSocketEvent struct {
	Event   WsEventType `json:"event"`
	Code    string      `json:"code,omitempty"`
	Message string      `json:"msg,omitempty"`
	Arg     struct {
		Channel Channel `json:"channel"`
		InstId  string  `json:"instId"`
	} `json:"arg,omitempty"`
	Data       json.RawMessage `json:"data"`
	ActionType ActionType      `json:"action"`
}

func (*WebSocketEvent) IsAuthenticated added in v1.56.0 

func (w *WebSocketEvent) IsAuthenticated() bool

func (*WebSocketEvent) IsValid added in v1.56.0 

func (w *WebSocketEvent) IsValid() error

type WebsocketLogin 

type WebsocketLogin struct {
	Key        string `json:"apiKey"`
	Passphrase string `json:"passphrase"`
	Timestamp  string `json:"timestamp"`
	Sign       string `json:"sign"`
}

type WebsocketOp 

type WebsocketOp struct {
	Op   WsEventType `json:"op"`
	Args interface{} `json:"args"`
}

type WebsocketSubscription 

type WebsocketSubscription struct {
	Channel        Channel `json:"channel"`
	InstrumentID   string  `json:"instId,omitempty"`
	InstrumentType string  `json:"instType,omitempty"`
}

type WsEventType added in v1.56.0 

type WsEventType string

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