types

package
v1.0.0 Latest Latest
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 Go to latest Published: Nov 11, 2020 License: MIT Imports: 16 Imported by: 161

Documentation

Index

Constants

View Source 
const (
	DepositOther = DepositStatus("")

	DepositPending = DepositStatus("pending")

	DepositRejected = DepositStatus("rejected")

	DepositSuccess = DepositStatus("success")

	DepositCancelled = DepositStatus("canceled")

	// created but can not withdraw
	DepositCredited = DepositStatus("credited")
)
View Source 
const (
	ExchangeMax     = ExchangeName("max")
	ExchangeBinance = ExchangeName("binance")
)
View Source 
const (
	SideTypeBuy  = SideType("BUY")
	SideTypeSell = SideType("SELL")
	SideTypeSelf = SideType("SELF")
)
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const DateFormat = "2006-01-02"
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const Green = "#228B22"
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const Red = "#800000"
View Source 
const TrendDown = -1
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const TrendFlat = 0
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const TrendUp = 1

Variables

View Source 
var BNB = accounting.Accounting{Symbol: "BNB ", Precision: 4}
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var BTC = accounting.Accounting{Symbol: "BTC ", Precision: 2}
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var BookChannel = Channel("book")
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var Interval12h = Interval("12h")
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var Interval15m = Interval("15m")
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var Interval1d = Interval("1d")
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var Interval1h = Interval("1h")
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var Interval1m = Interval("1m")
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var Interval2h = Interval("2h")
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var Interval30m = Interval("30m")
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var Interval3d = Interval("3d")
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var Interval4h = Interval("4h")
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var Interval5m = Interval("5m")
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var Interval6h = Interval("6h")
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var KLineChannel = Channel("kline")
View Source 
var MarketBNBUSDT = Market{
	Symbol:          "BNBUSDT",
	BaseCurrency:    "BNB",
	QuoteCurrency:   "USDT",
	PricePrecision:  4,
	VolumePrecision: 2,
	MinQuantity:     0.01,
	MinLot:          0.01,
	MinAmount:       10.0,
	MinNotional:     10.0,
}
View Source 
var MarketBTCUSDT = Market{
	Symbol:          "BTCUSDT",
	BaseCurrency:    "BTC",
	QuoteCurrency:   "USDT",
	PricePrecision:  2,
	VolumePrecision: 6,
	MinQuantity:     0.000001,
	MinLot:          0.000001,
	MinAmount:       10.0,
	MinNotional:     10.0,
}
View Source 
var MarketETHUSDT = Market{
	Symbol:          "ETHUSDT",
	BaseCurrency:    "ETH",
	QuoteCurrency:   "USDT",
	PricePrecision:  2,
	VolumePrecision: 5,
	MinQuantity:     0.01,
	MinLot:          0.01,
	MinAmount:       10.0,
	MinNotional:     10.0,
}
View Source 
var Markets = map[string]Market{
	"ETHUSDT": MarketETHUSDT,
	"BNBUSDT": MarketBNBUSDT,
	"BTCUSDT": MarketBTCUSDT,
}
View Source 
var SupportedIntervals = map[Interval]int{
	Interval1m:  1,
	Interval5m:  5,
	Interval15m: 15,
	Interval30m: 30,
	Interval1h:  60,
	Interval2h:  60 * 2,
	Interval4h:  60 * 4,
	Interval6h:  60 * 6,
	Interval12h: 60 * 12,
	Interval1d:  60 * 24,
	Interval3d:  60 * 24 * 3,
}
View Source 
var USD = accounting.Accounting{Symbol: "$ ", Precision: 2}

Functions

func SideToColorName 

func SideToColorName(side SideType) string

Types

type Account 

type Account struct {
	sync.Mutex

	MakerCommission int    `json:"makerCommission"`
	TakerCommission int    `json:"takerCommission"`
	AccountType     string `json:"accountType"`
	// contains filtered or unexported fields
}

func NewAccount 

func NewAccount() *Account

func (*Account) AddBalance 

func (a *Account) AddBalance(currency string, fund fixedpoint.Value) error

func (*Account) Balance 

func (a *Account) Balance(currency string) (balance Balance, ok bool)

func (*Account) Balances 

func (a *Account) Balances() BalanceMap

Balances lock the balances and returned the copied balances

func (*Account) BindStream 

func (a *Account) BindStream(stream Stream)

func (*Account) LockBalance 

func (a *Account) LockBalance(currency string, locked fixedpoint.Value) error

func (*Account) Print 

func (a *Account) Print()

func (*Account) UnlockBalance 

func (a *Account) UnlockBalance(currency string, unlocked fixedpoint.Value) error

func (*Account) UpdateBalances 

func (a *Account) UpdateBalances(balances BalanceMap)

func (*Account) UseLockedBalance 

func (a *Account) UseLockedBalance(currency string, fund fixedpoint.Value) error

type Balance 

type Balance struct {
	Currency  string           `json:"currency"`
	Available fixedpoint.Value `json:"available"`
	Locked    fixedpoint.Value `json:"locked"`
}

type BalanceMap 

type BalanceMap map[string]Balance

func (BalanceMap) Print 

func (m BalanceMap) Print()

type Channel 

type Channel string

type Deposit 

type Deposit struct {
	Time          time.Time     `json:"time"`
	Amount        float64       `json:"amount"`
	Asset         string        `json:"asset"`
	Address       string        `json:"address"`
	AddressTag    string        `json:"addressTag"`
	TransactionID string        `json:"txId"`
	Status        DepositStatus `json:"status"`
}

func (Deposit) EffectiveTime 

func (d Deposit) EffectiveTime() time.Time

type DepositStatus 

type DepositStatus string

type Exchange 

type Exchange interface {
	Name() ExchangeName

	PlatformFeeCurrency() string

	NewStream() Stream

	QueryMarkets(ctx context.Context) (MarketMap, error)

	QueryAccount(ctx context.Context) (*Account, error)

	QueryAccountBalances(ctx context.Context) (BalanceMap, error)

	QueryKLines(ctx context.Context, symbol string, interval Interval, options KLineQueryOptions) ([]KLine, error)

	QueryTrades(ctx context.Context, symbol string, options *TradeQueryOptions) ([]Trade, error)

	QueryDepositHistory(ctx context.Context, asset string, since, until time.Time) (allDeposits []Deposit, err error)

	QueryWithdrawHistory(ctx context.Context, asset string, since, until time.Time) (allWithdraws []Withdraw, err error)

	SubmitOrders(ctx context.Context, orders ...SubmitOrder) (createdOrders OrderSlice, err error)

	QueryOpenOrders(ctx context.Context, symbol string) (orders []Order, err error)

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

	CancelOrders(ctx context.Context, orders ...Order) error
}

type ExchangeBatchProcessor 

type ExchangeBatchProcessor struct {
	Exchange
}

func (ExchangeBatchProcessor) BatchQueryClosedOrders 

func (e ExchangeBatchProcessor) BatchQueryClosedOrders(ctx context.Context, symbol string, startTime, endTime time.Time, lastOrderID uint64) (c chan Order, errC chan error)

func (ExchangeBatchProcessor) BatchQueryKLines 

func (e ExchangeBatchProcessor) BatchQueryKLines(ctx context.Context, symbol string, interval Interval, startTime, endTime time.Time) (c chan KLine, errC chan error)

func (ExchangeBatchProcessor) BatchQueryTrades 

func (e ExchangeBatchProcessor) BatchQueryTrades(ctx context.Context, symbol string, options *TradeQueryOptions) (c chan Trade, errC chan error)

type ExchangeName 

type ExchangeName string

func ValidExchangeName 

func ValidExchangeName(a string) (ExchangeName, error)

func (ExchangeName) String 

func (n ExchangeName) String() string

type Interval 

type Interval string

func (Interval) Duration 

func (i Interval) Duration() time.Duration

func (Interval) Minutes 

func (i Interval) Minutes() int

func (Interval) String 

func (i Interval) String() string

func (*Interval) UnmarshalJSON 

func (i *Interval) UnmarshalJSON(b []byte) (err error)

type IntervalSlice 

type IntervalSlice []Interval

func (IntervalSlice) StringSlice 

func (s IntervalSlice) StringSlice() (slice []string)

type IntervalWindow 

type IntervalWindow struct {
	// The interval of kline
	Interval Interval

	// The windows size of the indicator (EWMA and SMA)
	Window int
}

IntervalWindow is used by the indicators

type KLine 

type KLine struct {
	GID      uint64 `json:"gid" db:"gid"`
	Exchange string `json:"exchange" db:"exchange"`

	Symbol string `json:"symbol" db:"symbol"`

	StartTime time.Time `json:"startTime" db:"start_time"`
	EndTime   time.Time `json:"endTime" db:"end_time"`

	Interval Interval `json:"interval" db:"interval"`

	Open        float64 `json:"open" db:"open"`
	Close       float64 `json:"close" db:"close"`
	High        float64 `json:"high" db:"high"`
	Low         float64 `json:"low" db:"low"`
	Volume      float64 `json:"volume" db:"volume"`
	QuoteVolume float64 `json:"quoteVolume" db:"quote_volume"`

	LastTradeID    uint64 `json:"lastTradeID" db:"last_trade_id"`
	NumberOfTrades uint64 `json:"numberOfTrades" db:"num_trades"`
	Closed         bool   `json:"closed" db:"closed"`
}

KLine uses binance's kline as the standard structure

func (KLine) BounceDown 

func (k KLine) BounceDown() bool

red candle with open and close near low price

func (KLine) BounceUp 

func (k KLine) BounceUp() bool

green candle with open and close near high price

func (KLine) Color 

func (k KLine) Color() string

func (KLine) GetBody 

func (k KLine) GetBody() float64

GetBody returns the height of the candle real body

func (KLine) GetChange 

func (k KLine) GetChange() float64

GetChange returns Close price - Open price.

func (KLine) GetClose 

func (k KLine) GetClose() float64

func (KLine) GetEndTime 

func (k KLine) GetEndTime() time.Time

func (KLine) GetHigh 

func (k KLine) GetHigh() float64

func (KLine) GetInterval 

func (k KLine) GetInterval() Interval

func (KLine) GetLow 

func (k KLine) GetLow() float64

func (KLine) GetLowerShadowHeight 

func (k KLine) GetLowerShadowHeight() float64

func (KLine) GetLowerShadowRatio 

func (k KLine) GetLowerShadowRatio() float64

func (KLine) GetMaxChange 

func (k KLine) GetMaxChange() float64

func (KLine) GetOpen 

func (k KLine) GetOpen() float64

func (KLine) GetStartTime 

func (k KLine) GetStartTime() time.Time

func (KLine) GetThickness 

func (k KLine) GetThickness() float64

GetThickness returns the thickness of the kline. 1 => thick, 0.1 => thin

func (KLine) GetTrend 

func (k KLine) GetTrend() Trend

func (KLine) GetUpperShadowHeight 

func (k KLine) GetUpperShadowHeight() float64

func (KLine) GetUpperShadowRatio 

func (k KLine) GetUpperShadowRatio() float64

func (KLine) Mid 

func (k KLine) Mid() float64

func (KLine) SlackAttachment 

func (k KLine) SlackAttachment() slack.Attachment

func (KLine) String 

func (k KLine) String() string

type KLineCallback 

type KLineCallback func(kline KLine)

type KLineOrWindow 

type KLineOrWindow interface {
	GetInterval() string
	GetTrend() int
	GetChange() float64
	GetMaxChange() float64
	GetThickness() float64

	Mid() float64
	GetOpen() float64
	GetClose() float64
	GetHigh() float64
	GetLow() float64

	BounceUp() bool
	BounceDown() bool
	GetUpperShadowRatio() float64
	GetLowerShadowRatio() float64

	SlackAttachment() slack.Attachment
}

type KLineQueryOptions 

type KLineQueryOptions struct {
	Limit     int
	StartTime *time.Time
	EndTime   *time.Time
}

type KLineWindow 

type KLineWindow []KLine

func (*KLineWindow) Add 

func (k *KLineWindow) Add(line KLine)

func (KLineWindow) AllDrop 

func (k KLineWindow) AllDrop() bool

func (KLineWindow) AllRise 

func (k KLineWindow) AllRise() bool

func (KLineWindow) BounceDown 

func (k KLineWindow) BounceDown() bool

red candle with open and close near low price

func (KLineWindow) BounceUp 

func (k KLineWindow) BounceUp() bool

green candle with open and close near high price

func (KLineWindow) Color 

func (k KLineWindow) Color() string

func (KLineWindow) First 

func (k KLineWindow) First() KLine

func (KLineWindow) GetBody 

func (k KLineWindow) GetBody() float64

func (KLineWindow) GetChange 

func (k KLineWindow) GetChange() float64

func (KLineWindow) GetClose 

func (k KLineWindow) GetClose() float64

func (KLineWindow) GetHigh 

func (k KLineWindow) GetHigh() float64

func (KLineWindow) GetInterval 

func (k KLineWindow) GetInterval() Interval

func (KLineWindow) GetLow 

func (k KLineWindow) GetLow() float64

func (KLineWindow) GetLowerShadowHeight 

func (k KLineWindow) GetLowerShadowHeight() float64

func (KLineWindow) GetLowerShadowRatio 

func (k KLineWindow) GetLowerShadowRatio() float64

func (KLineWindow) GetMaxChange 

func (k KLineWindow) GetMaxChange() float64

func (KLineWindow) GetOpen 

func (k KLineWindow) GetOpen() float64

func (KLineWindow) GetThickness 

func (k KLineWindow) GetThickness() float64

func (KLineWindow) GetTrend 

func (k KLineWindow) GetTrend() int

func (KLineWindow) GetUpperShadowHeight 

func (k KLineWindow) GetUpperShadowHeight() float64

func (KLineWindow) GetUpperShadowRatio 

func (k KLineWindow) GetUpperShadowRatio() float64

func (KLineWindow) Last 

func (k KLineWindow) Last() KLine

func (KLineWindow) Len 

func (k KLineWindow) Len() int

func (KLineWindow) Mid 

func (k KLineWindow) Mid() float64

func (KLineWindow) ReduceClose 

func (k KLineWindow) ReduceClose() float64

ReduceClose reduces the closed prices

func (KLineWindow) SlackAttachment 

func (k KLineWindow) SlackAttachment() slack.Attachment

func (KLineWindow) Tail 

func (k KLineWindow) Tail(size int) KLineWindow

func (KLineWindow) Take 

func (k KLineWindow) Take(size int) KLineWindow

func (*KLineWindow) Truncate 

func (k *KLineWindow) Truncate(size int)

Truncate removes the old klines from the window

type Market 

type Market struct {
	Symbol          string
	PricePrecision  int
	VolumePrecision int
	QuoteCurrency   string
	BaseCurrency    string

	// The MIN_NOTIONAL filter defines the minimum notional value allowed for an order on a symbol. An order's notional value is the price * quantity
	MinNotional float64
	MinAmount   float64

	// The LOT_SIZE filter defines the quantity
	MinLot      float64
	MinQuantity float64
	MaxQuantity float64

	MinPrice float64
	MaxPrice float64
	TickSize float64
}

func FindMarket 

func FindMarket(symbol string) (m Market, ok bool)

func (Market) CanonicalizeVolume 

func (m Market) CanonicalizeVolume(val float64) float64

func (Market) FormatPrice 

func (m Market) FormatPrice(val float64) string

func (Market) FormatPriceCurrency 

func (m Market) FormatPriceCurrency(val float64) string

func (Market) FormatQuantity 

func (m Market) FormatQuantity(val float64) string

func (Market) FormatVolume 

func (m Market) FormatVolume(val float64) string

type MarketMap 

type MarketMap map[string]Market

type MutexOrderBook 

type MutexOrderBook struct {
	sync.Mutex

	*OrderBook
}

func NewMutexOrderBook 

func NewMutexOrderBook(symbol string) *MutexOrderBook

func (*MutexOrderBook) Get 

func (b *MutexOrderBook) Get() OrderBook

func (*MutexOrderBook) Load 

func (b *MutexOrderBook) Load(book OrderBook)

func (*MutexOrderBook) Update 

func (b *MutexOrderBook) Update(book OrderBook)

type Order 

type Order struct {
	SubmitOrder

	Exchange         string      `json:"exchange" db:"exchange"`
	GID              uint64      `json:"gid" db:"gid"`
	OrderID          uint64      `json:"orderID" db:"order_id"` // order id
	Status           OrderStatus `json:"status" db:"status"`
	ExecutedQuantity float64     `json:"executedQuantity" db:"executed_quantity"`
	IsWorking        bool        `json:"isWorking" db:"is_working"`
	CreationTime     time.Time   `json:"creationTime" db:"created_at"`
	UpdateTime       time.Time   `json:"updateTime" db:"updated_at"`
}

func (Order) String 

func (o Order) String() string

type OrderBook 

type OrderBook struct {
	Symbol string
	Bids   PriceVolumeSlice
	Asks   PriceVolumeSlice
	// contains filtered or unexported fields
}

func (*OrderBook) Copy 

func (b *OrderBook) Copy() (book OrderBook)

func (*OrderBook) EmitAsksChange 

func (b *OrderBook) EmitAsksChange(pvs PriceVolumeSlice)

func (*OrderBook) EmitBidsChange 

func (b *OrderBook) EmitBidsChange(pvs PriceVolumeSlice)

func (*OrderBook) EmitLoad 

func (b *OrderBook) EmitLoad(book *OrderBook)

func (*OrderBook) EmitUpdate 

func (b *OrderBook) EmitUpdate(book *OrderBook)

func (*OrderBook) Load 

func (b *OrderBook) Load(book OrderBook)

func (*OrderBook) OnAsksChange 

func (b *OrderBook) OnAsksChange(cb func(pvs PriceVolumeSlice))

func (*OrderBook) OnBidsChange 

func (b *OrderBook) OnBidsChange(cb func(pvs PriceVolumeSlice))

func (*OrderBook) OnLoad 

func (b *OrderBook) OnLoad(cb func(book *OrderBook))

func (*OrderBook) OnUpdate 

func (b *OrderBook) OnUpdate(cb func(book *OrderBook))

func (*OrderBook) PriceVolumesBySide 

func (b *OrderBook) PriceVolumesBySide(side SideType) PriceVolumeSlice

func (*OrderBook) Print 

func (b *OrderBook) Print()

func (*OrderBook) Reset 

func (b *OrderBook) Reset()

func (*OrderBook) Update 

func (b *OrderBook) Update(book OrderBook)

type OrderMap 

type OrderMap map[uint64]Order

OrderMap is used for storing orders by their order id

func (OrderMap) Add 

func (m OrderMap) Add(o Order)

func (OrderMap) Canceled 

func (m OrderMap) Canceled() OrderSlice

func (OrderMap) Delete 

func (m OrderMap) Delete(orderID uint64)

func (OrderMap) Exists 

func (m OrderMap) Exists(orderID uint64) bool

func (OrderMap) Filled 

func (m OrderMap) Filled() OrderSlice

func (OrderMap) FindByStatus 

func (m OrderMap) FindByStatus(status OrderStatus) (orders OrderSlice)

func (OrderMap) IDs 

func (m OrderMap) IDs() (ids []uint64)

func (OrderMap) Orders 

func (m OrderMap) Orders() (orders OrderSlice)

func (OrderMap) Update 

func (m OrderMap) Update(o Order)

Update only updates the order when the order exists in the map

type OrderSlice 

type OrderSlice []Order

func (OrderSlice) IDs 

func (s OrderSlice) IDs() (ids []uint64)

type OrderStatus 

type OrderStatus string
const (
	OrderStatusNew             OrderStatus = "NEW"
	OrderStatusFilled          OrderStatus = "FILLED"
	OrderStatusPartiallyFilled OrderStatus = "PARTIALLY_FILLED"
	OrderStatusCanceled        OrderStatus = "CANCELED"
	OrderStatusRejected        OrderStatus = "REJECTED"
)

type OrderType 

type OrderType string

OrderType define order type 

const (
	OrderTypeLimit      OrderType = "LIMIT"
	OrderTypeMarket     OrderType = "MARKET"
	OrderTypeStopLimit  OrderType = "STOP_LIMIT"
	OrderTypeStopMarket OrderType = "STOP_MARKET"
)

type PriceVolume 

type PriceVolume struct {
	Price  fixedpoint.Value
	Volume fixedpoint.Value
}

func (PriceVolume) String 

func (p PriceVolume) String() string

type PriceVolumeSlice 

type PriceVolumeSlice []PriceVolume

func (PriceVolumeSlice) Copy 

func (slice PriceVolumeSlice) Copy() PriceVolumeSlice

func (PriceVolumeSlice) Find 

func (slice PriceVolumeSlice) Find(price fixedpoint.Value, descending bool) (pv PriceVolume, idx int)

FindPriceVolumePair finds the pair by the given price, this function is a read-only operation, so we use the value receiver to avoid copy value from the pointer If the price is not found, it will return the index where the price can be inserted at. true for descending (bid orders), false for ascending (ask orders)

func (PriceVolumeSlice) First 

func (slice PriceVolumeSlice) First() (PriceVolume, bool)

func (PriceVolumeSlice) IndexByVolumeDepth 

func (slice PriceVolumeSlice) IndexByVolumeDepth(requiredVolume fixedpoint.Value) int

func (PriceVolumeSlice) InsertAt 

func (slice PriceVolumeSlice) InsertAt(idx int, pv PriceVolume) PriceVolumeSlice

func (PriceVolumeSlice) Len 

func (slice PriceVolumeSlice) Len() int

func (PriceVolumeSlice) Less 

func (slice PriceVolumeSlice) Less(i, j int) bool

func (PriceVolumeSlice) Remove 

func (slice PriceVolumeSlice) Remove(price fixedpoint.Value, descending bool) PriceVolumeSlice

func (PriceVolumeSlice) Swap 

func (slice PriceVolumeSlice) Swap(i, j int)

func (PriceVolumeSlice) Trim 

func (slice PriceVolumeSlice) Trim() (pvs PriceVolumeSlice)

Trim removes the pairs that volume = 0

func (PriceVolumeSlice) Upsert 

func (slice PriceVolumeSlice) Upsert(pv PriceVolume, descending bool) PriceVolumeSlice

type SideType 

type SideType string

SideType define side type of order

func (SideType) Color 

func (side SideType) Color() string

func (SideType) Reverse 

func (side SideType) Reverse() SideType

type StandardStream 

type StandardStream struct {
	Subscriptions []Subscription
	// contains filtered or unexported fields
}

func (*StandardStream) EmitBalanceSnapshot 

func (stream *StandardStream) EmitBalanceSnapshot(balances BalanceMap)

func (*StandardStream) EmitBalanceUpdate 

func (stream *StandardStream) EmitBalanceUpdate(balances BalanceMap)

func (*StandardStream) EmitBookSnapshot 

func (stream *StandardStream) EmitBookSnapshot(book OrderBook)

func (*StandardStream) EmitBookUpdate 

func (stream *StandardStream) EmitBookUpdate(book OrderBook)

func (*StandardStream) EmitConnect 

func (stream *StandardStream) EmitConnect()

func (*StandardStream) EmitKLine 

func (stream *StandardStream) EmitKLine(kline KLine)

func (*StandardStream) EmitKLineClosed 

func (stream *StandardStream) EmitKLineClosed(kline KLine)

func (*StandardStream) EmitOrderUpdate 

func (stream *StandardStream) EmitOrderUpdate(order Order)

func (*StandardStream) EmitTradeUpdate 

func (stream *StandardStream) EmitTradeUpdate(trade Trade)

func (*StandardStream) OnBalanceSnapshot 

func (stream *StandardStream) OnBalanceSnapshot(cb func(balances BalanceMap))

func (*StandardStream) OnBalanceUpdate 

func (stream *StandardStream) OnBalanceUpdate(cb func(balances BalanceMap))

func (*StandardStream) OnBookSnapshot 

func (stream *StandardStream) OnBookSnapshot(cb func(book OrderBook))

func (*StandardStream) OnBookUpdate 

func (stream *StandardStream) OnBookUpdate(cb func(book OrderBook))

func (*StandardStream) OnConnect 

func (stream *StandardStream) OnConnect(cb func())

func (*StandardStream) OnKLine 

func (stream *StandardStream) OnKLine(cb func(kline KLine))

func (*StandardStream) OnKLineClosed 

func (stream *StandardStream) OnKLineClosed(cb func(kline KLine))

func (*StandardStream) OnOrderUpdate 

func (stream *StandardStream) OnOrderUpdate(cb func(order Order))

func (*StandardStream) OnTradeUpdate 

func (stream *StandardStream) OnTradeUpdate(cb func(trade Trade))

func (*StandardStream) Subscribe 

func (stream *StandardStream) Subscribe(channel Channel, symbol string, options SubscribeOptions)

type StandardStreamEventHub 

type StandardStreamEventHub interface {
	OnConnect(cb func())

	OnTradeUpdate(cb func(trade Trade))

	OnOrderUpdate(cb func(order Order))

	OnBalanceSnapshot(cb func(balances BalanceMap))

	OnBalanceUpdate(cb func(balances BalanceMap))

	OnKLineClosed(cb func(kline KLine))

	OnKLine(cb func(kline KLine))

	OnBookUpdate(cb func(book OrderBook))

	OnBookSnapshot(cb func(book OrderBook))
}

type Stream 

type Stream interface {
	StandardStreamEventHub

	Subscribe(channel Channel, symbol string, options SubscribeOptions)
	Connect(ctx context.Context) error
	Close() error
}

type StreamOrderBook 

type StreamOrderBook struct {
	*MutexOrderBook

	C sigchan.Chan
}

StreamOrderBook receives streaming data from websocket connection and update the order book with mutex lock, so you can safely access it.

func NewStreamBook 

func NewStreamBook(symbol string) *StreamOrderBook

func (*StreamOrderBook) BindStream 

func (sb *StreamOrderBook) BindStream(stream Stream)

type SubmitOrder 

type SubmitOrder struct {
	ClientOrderID string `json:"clientOrderID" db:"client_order_id"`

	Symbol string    `json:"symbol" db:"symbol"`
	Side   SideType  `json:"side" db:"side"`
	Type   OrderType `json:"orderType" db:"order_type"`

	Quantity  float64 `json:"quantity" db:"quantity"`
	Price     float64 `json:"price" db:"price"`
	StopPrice float64 `json:"stopPrice" db:"stop_price"`

	Market Market `json:"market" db:"-"`

	// TODO: we can probably remove these field
	StopPriceString string `json:"-"`
	PriceString     string `json:"-"`
	QuantityString  string `json:"-"`

	TimeInForce string `json:"timeInForce" db:"time_in_force"` // GTC, IOC, FOK
}

func (*SubmitOrder) SlackAttachment 

func (o *SubmitOrder) SlackAttachment() slack.Attachment

func (*SubmitOrder) String 

func (o *SubmitOrder) String() string

type SubscribeOptions 

type SubscribeOptions struct {
	Interval string
	Depth    string
}

SubscribeOptions provides the standard stream options

func (SubscribeOptions) String 

func (o SubscribeOptions) String() string

type Subscription 

type Subscription struct {
	Symbol  string
	Channel Channel
	Options SubscribeOptions
}

type SyncOrderMap 

type SyncOrderMap struct {
	sync.RWMutex
	// contains filtered or unexported fields
}

func NewSyncOrderMap 

func NewSyncOrderMap() *SyncOrderMap

func (*SyncOrderMap) Add 

func (m *SyncOrderMap) Add(o Order)

func (*SyncOrderMap) AnyFilled 

func (m *SyncOrderMap) AnyFilled() (order Order, ok bool)

AnyFilled find any order is filled and stop iterating the order map

func (*SyncOrderMap) Canceled 

func (m *SyncOrderMap) Canceled() OrderSlice

func (*SyncOrderMap) Delete 

func (m *SyncOrderMap) Delete(orderID uint64)

func (*SyncOrderMap) Exists 

func (m *SyncOrderMap) Exists(orderID uint64) bool

func (*SyncOrderMap) Filled 

func (m *SyncOrderMap) Filled() OrderSlice

func (*SyncOrderMap) FindByStatus 

func (m *SyncOrderMap) FindByStatus(status OrderStatus) OrderSlice

func (*SyncOrderMap) IDs 

func (m *SyncOrderMap) IDs() []uint64

func (*SyncOrderMap) Iterate 

func (m *SyncOrderMap) Iterate(it func(id uint64, order Order) bool)

func (*SyncOrderMap) Len 

func (m *SyncOrderMap) Len() int

func (*SyncOrderMap) Orders 

func (m *SyncOrderMap) Orders() OrderSlice

func (*SyncOrderMap) Update 

func (m *SyncOrderMap) Update(o Order)

type Trade 

type Trade struct {
	// GID is the global ID
	GID int64 `json:"gid" db:"gid"`

	// ID is the source trade ID
	ID            int64   `json:"id" db:"id"`
	OrderID       uint64  `json:"orderID" db:"order_id"`
	Exchange      string  `json:"exchange" db:"exchange"`
	Price         float64 `json:"price" db:"price"`
	Quantity      float64 `json:"quantity" db:"quantity"`
	QuoteQuantity float64 `json:"quoteQuantity" db:"quote_quantity"`
	Symbol        string  `json:"symbol" db:"symbol"`

	Side        SideType  `json:"side" db:"side"`
	IsBuyer     bool      `json:"isBuyer" db:"is_buyer"`
	IsMaker     bool      `json:"isMaker" db:"is_maker"`
	Time        time.Time `json:"tradedAt" db:"traded_at"`
	Fee         float64   `json:"fee" db:"fee"`
	FeeCurrency string    `json:"feeCurrency" db:"fee_currency"`
}

func (Trade) SlackAttachment 

func (trade Trade) SlackAttachment() slack.Attachment

type TradeQueryOptions 

type TradeQueryOptions struct {
	StartTime   *time.Time
	EndTime     *time.Time
	Limit       int64
	LastTradeID int64
}

type Trend 

type Trend int

type Withdraw 

type Withdraw struct {
	ID         string  `json:"id"`
	Asset      string  `json:"asset"`
	Amount     float64 `json:"amount"`
	Address    string  `json:"address"`
	AddressTag string  `json:"addressTag"`
	Status     string  `json:"status"`

	TransactionID   string    `json:"txId"`
	TransactionFee  float64   `json:"transactionFee"`
	WithdrawOrderID string    `json:"withdrawOrderId"`
	ApplyTime       time.Time `json:"applyTime"`
	Network         string    `json:"network"`
}

func (Withdraw) EffectiveTime 

func (w Withdraw) EffectiveTime() time.Time

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