exchange

package
v0.0.0-...-ac30242 Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Apr 1, 2020 License: MIT Imports: 24 Imported by: 0

Documentation

Index

Constants

View Source 
const (
	BUY = 1 + iota
	SELL
)
View Source 
const (
	LIMIT = 1 + iota
	MARKET
	FOK
	IOC
	POST_ONLY
)
View Source 
const (
	SUBMITTED = iota
	PARTIAL_FILLED
	PARTIAL_CANCELED
	FILLED
	CANCELED
	PENDING_CANCEL
)
View Source 
const (
	KLINE_PERIOD_1MIN = 1 + iota
	KLINE_PERIOD_3MIN
	KLINE_PERIOD_5MIN
	KLINE_PERIOD_15MIN
	KLINE_PERIOD_30MIN
	KLINE_PERIOD_60MIN
	KLINE_PERIOD_1H
	KLINE_PERIOD_2H
	KLINE_PERIOD_4H
	KLINE_PERIOD_6H
	KLINE_PERIOD_8H
	KLINE_PERIOD_12H
	KLINE_PERIOD_1DAY
	KLINE_PERIOD_3DAY
	KLINE_PERIOD_1WEEK
	KLINE_PERIOD_1MONTH
	KLINE_PERIOD_1YEAR
)
View Source 
const (
	FCOIN     = "fcoin.com"
	FCOIN_PRO = "fcoin.pro"
)

Variables

View Source 
var (
	API_ERR                     = ApiError{ErrCode: "EX_ERR_0000", ErrMsg: "unknown error"}
	HTTP_ERR_CODE               = ApiError{ErrCode: "HTTP_ERR_0001", ErrMsg: "http request error"}
	EX_ERR_API_LIMIT            = ApiError{ErrCode: "EX_ERR_1000", ErrMsg: "api limited"}
	EX_ERR_SIGN                 = ApiError{ErrCode: "EX_ERR_0001", ErrMsg: "signature error"}
	EX_ERR_NOT_FIND_SECRETKEY   = ApiError{ErrCode: "EX_ERR_0002", ErrMsg: "not find secretkey"}
	EX_ERR_NOT_FIND_APIKEY      = ApiError{ErrCode: "EX_ERR_0003", ErrMsg: "not find apikey"}
	EX_ERR_INSUFFICIENT_BALANCE = ApiError{ErrCode: "EX_ERR_0004", ErrMsg: "Insufficient Balance"}
	EX_ERR_PLACE_ORDER_FAIL     = ApiError{ErrCode: "EX_ERR_0005", ErrMsg: "place order failure"}
	EX_ERR_CANCEL_ORDER_FAIL    = ApiError{ErrCode: "EX_ERR_0006", ErrMsg: "cancel order failure"}
	EX_ERR_INVALID_SYMBOL       = ApiError{ErrCode: "EX_ERR_0007", ErrMsg: "invalid symbol"}
	EX_ERR_NOT_FIND_ORDER       = ApiError{ErrCode: "EX_ERR_0008", ErrMsg: "not find order"}
	EX_ERR_SYMBOL_ERR           = ApiError{ErrCode: "EX_ERR_0009", ErrMsg: "symbol error"}
)
View Source 
var (
	UNKNOWN = Currency{"UNKNOWN", ""}

	USDT = Currency{"USDT", ""}
	PAX  = Currency{"PAX", ""}
	TUSD = Currency{"TUSD", ""}
	USDC = Currency{"USDC", ""}
	GUSD = Currency{"GUSD", ""}
	BTC  = Currency{"BTC", ""}
	BCH  = Currency{"BCH", ""}
	BSV  = Currency{"BSV", ""}
	ETH  = Currency{"ETH", ""}
	ETC  = Currency{"ETC", ""}
	LTC  = Currency{"LTC", ""}
	EOS  = Currency{"EOS", ""}
	XRP  = Currency{"XRP", ""}
	FT   = Currency{"FT", "FCoin Token"}
	FMEX = Currency{"FMEX", "FCoin Contract Token"}

	PAX_USDT  = Symbol{PAX, USDT}
	TUSD_USDT = Symbol{TUSD, USDT}
	USDC_USDT = Symbol{USDC, USDT}
	GUSD_USDT = Symbol{GUSD, USDT}
	BTC_USDT  = Symbol{BTC, USDT}
	BCH_USDT  = Symbol{BCH, USDT}
	BSV_USDT  = Symbol{BSV, USDT}
	ETH_USDT  = Symbol{ETH, USDT}
	ETC_USDT  = Symbol{ETC, USDT}
	LTC_USDT  = Symbol{LTC, USDT}
	EOS_USDT  = Symbol{EOS, USDT}
	XRP_USDT  = Symbol{XRP, USDT}
	FT_USDT   = Symbol{FT, USDT}
	FMEX_USDT = Symbol{FMEX, USDT}

	UNKNOWN_SYMBOL = Symbol{UNKNOWN, UNKNOWN}
)

Functions

func CancelAllUnfinishedOrders 

func CancelAllUnfinishedOrders(api API, symbol Symbol) int

*

  • call all unfinished orders

func FlateUnCompress 

func FlateUnCompress(data []byte) ([]byte, error)

func FloatToString 

func FloatToString(v float64, n int) string

func FloatToStringForEx 

func FloatToStringForEx(v float64) string

func FmtBalance 

func FmtBalance(balance float64, usdt float64, usdtFrozen float64, currency float64, currencyFrozen float64, ft float64, ftFrozen float64) string

func FmtBalanceExt 

func FmtBalanceExt(balance float64, usdt float64, usdtFrozen float64, fmex float64, fmexFrozen float64, ft float64, ftFrozen float64) string

func FmtOrder 

func FmtOrder(symbol string, price float64, amount float64, state string, filledAmount float64) string

func FmtPaxMemoryStates 

func FmtPaxMemoryStates(curBuyPrice float64, curSellPrice float64, lastBuyPrice float64, lastSellPrice float64, maxBuyPrice float64, minSellPrice float64) string

func FmtTicker 

func FmtTicker(ticker *Ticker) string

func GetParamHmacMD5Sign 

func GetParamHmacMD5Sign(secret, params string) (string, error)

func GetParamHmacSHA1Sign 

func GetParamHmacSHA1Sign(secret, params string) (string, error)

func GetParamHmacSHA256Base64Sign 

func GetParamHmacSHA256Base64Sign(secret, params string) (string, error)

func GetParamHmacSHA256Sign 

func GetParamHmacSHA256Sign(secret, params string) (string, error)

func GetParamHmacSHA512Base64Sign 

func GetParamHmacSHA512Base64Sign(hmac_key string, hmac_data string) string

func GetParamHmacSHA512Sign 

func GetParamHmacSHA512Sign(secret, params string) (string, error)

func GetParamHmacSha384Sign 

func GetParamHmacSha384Sign(secret, params string) (string, error)

func GetParamMD5Sign 

func GetParamMD5Sign(secret, params string) (string, error)

func GetSHA 

func GetSHA(text string) (string, error)

func GzipUnCompress 

func GzipUnCompress(data []byte) ([]byte, error)

func HttpDelete 

func HttpDelete(client *http.Client, reqUrl string, postData url.Values, headers map[string]string) ([]byte, error)

func HttpGet 

func HttpGet(client *http.Client, reqUrl string) (map[string]interface{}, error)

func HttpGet2 

func HttpGet2(client *http.Client, reqUrl string, headers map[string]string) (map[string]interface{}, error)

func HttpGet3 

func HttpGet3(client *http.Client, reqUrl string, headers map[string]string) ([]interface{}, error)

func HttpGet4 

func HttpGet4(client *http.Client, reqUrl string, headers map[string]string, result interface{}) error

func HttpGet5 

func HttpGet5(client *http.Client, reqUrl string, headers map[string]string) ([]byte, error)

func HttpPost 

func HttpPost(client *http.Client, reqUrl string, postData map[string]string, headers map[string]string) ([]byte, error)

func HttpPost2 

func HttpPost2(client *http.Client, reqUrl string, postData url.Values) ([]byte, error)

func HttpPost3 

func HttpPost3(client *http.Client, reqUrl string, postData url.Values, headers map[string]string) ([]byte, error)

func HttpPost4 

func HttpPost4(client *http.Client, reqUrl string, postData string, headers map[string]string) ([]byte, error)

func NewHttpRequest 

func NewHttpRequest(client *http.Client, reqType string, reqUrl string, postData string, requstHeaders map[string]string) ([]byte, error)

func Retry 

func Retry(retry int, delay time.Duration, method interface{}, params ...interface{}) interface{}

* 

Retry API: one error param
@retry  重试次数
@delay  每次重试延迟时间间隔
@method 调用的函数，比如：api.GetTicker，注意：不是 api.GetTicker(...)
@params 参数、顺序一定要按照实际调用函数入参顺序一样
@return

func ToFloat64 

func ToFloat64(v interface{}) float64

func ToInt 

func ToInt(v interface{}) int

func ToInt64 

func ToInt64(v interface{}) int64

func ToUint64 

func ToUint64(v interface{}) uint64

func ValuesToJson 

func ValuesToJson(v url.Values) ([]byte, error)

Types

type API 

type API interface {
	GetExchangeName() string

	GetAccount() (*Account, error)
	GetSubAccount(currency Currency) (*SubAccount, error)

	LimitBuy(amount, price string, symbol Symbol) (*NewOrder, error)
	LimitSell(amount, price string, symbol Symbol) (*NewOrder, error)
	MarketBuy(amount, price string, symbol Symbol) (*NewOrder, error)
	MarketSell(amount, price string, symbol Symbol) (*NewOrder, error)

	GetActiveOrders(symbol Symbol) ([]NewOrder, error)
	CancelOrder(orderId string, symbol Symbol) (bool, error)

	GetOrder(orderId string, symbol Symbol) (*NewOrder, error)
	GetOrderHistorys(symbol Symbol, currentPage, pageSize int) ([]NewOrder, error)

	GetTicker(symbol Symbol) (*Ticker, error)
	GetDepth(size int, symbol Symbol) (*Depth, error)
	GetKlines(symbol Symbol) ([]Kline, error)
	IsOrderable(symbol Symbol) (bool, error)

	GetTrades(symbol Symbol, since int64) ([]Trade, error)
}

type Account 

type Account struct {
	Exchange    string
	Asset       float64 //总资产
	NetAsset    float64 //净资产
	SubAccounts map[Currency]SubAccount
}

type ApiError 

type ApiError struct {
	ErrCode,
	ErrMsg,
	OriginErrMsg string
}

func (ApiError) Error 

func (e ApiError) Error() string

func (ApiError) OriginErr 

func (e ApiError) OriginErr(err string) ApiError

type Currency 

type Currency struct {
	Name string
	Desc string
}

func NewCurrency 

func NewCurrency(name, desc string) Currency

func (Currency) Eq 

func (c Currency) Eq(c2 Currency) bool

func (Currency) String 

func (c Currency) String() string

type Depth 

type Depth struct {
	Symbol  string
	UTime   time.Time
	AskList DepthRecords //Descending order
	BidList DepthRecords //Descending order
}

type DepthRecord 

type DepthRecord struct {
	Price  float64
	Amount float64
}

type DepthRecords 

type DepthRecords []DepthRecord

func (DepthRecords) Len 

func (dr DepthRecords) Len() int

func (DepthRecords) Less 

func (dr DepthRecords) Less(i, j int) bool

func (DepthRecords) Swap 

func (dr DepthRecords) Swap(i, j int)

type Kline 

type Kline struct {
	Symbol    Symbol
	Timestamp int64
	Open      float64
	Close     float64
	High      float64
	Low       float64
	Vol       float64
}

type NewOrder 

type NewOrder struct {
	ID           string
	Symbol       string
	Side         string
	OrderType    string
	Price        float64
	Amount       float64
	State        string
	FilledAmount float64
	FillFee      float64
	Source       string
	CreatedAt    uint64
}

type Order 

type Order struct {
	Price      float64
	Amount     float64
	AvgPrice   float64
	DealAmount float64
	Fee        float64
	Cid        string //clientId
	OrderID2   string
	OrderID    int //deprecated
	OrderTime  int
	Status     OrderState
	Symbol     Symbol
	Side       TradeSide
}

type OrderState 

type OrderState int

func (OrderState) String 

func (state OrderState) String() string

type OrderType 

type OrderType int

func (OrderType) String 

func (ot OrderType) String() string

type SubAccount 

type SubAccount struct {
	Currency      string
	Available     float64
	Frozen        float64
	DemandDeposit float64
	LockDeposit   float64
	Balance       float64
}

type Symbol 

type Symbol struct {
	BaseCurrency  Currency
	QuoteCurrency Currency
}

func NewSymbol 

func NewSymbol(baseCurrency Currency, quoteCurrency Currency) Symbol

func NewSymbol2 

func NewSymbol2(symbolName string) Symbol

func (Symbol) Eq 

func (c Symbol) Eq(c2 Symbol) bool

func (Symbol) Reverse 

func (symbol Symbol) Reverse() Symbol

func (Symbol) String 

func (c Symbol) String() string

func (Symbol) ToLower 

func (symbol Symbol) ToLower() Symbol

for to symbol lower, Not practical '==' operation method

func (Symbol) ToSymbol 

func (symbol Symbol) ToSymbol(joinChar string) string

func (Symbol) ToSymbol2 

func (symbol Symbol) ToSymbol2(joinChar string) string

type Ticker 

type Ticker struct {
	Symbol  string  `json:"symbol"`
	Last    float64 `json:"last,string"`     //最新成交价
	LastVol float64 `json:"last_vol,string"` //最近一笔成交的成交量
	Buy     float64 `json:"buy,string"`      //最大买一价
	BuyVol  float64 `json:"buy_vol,string"`  //最大买一量
	Sell    float64 `json:"sell,string"`     //最小卖一价
	SellVol float64 `json:"sell_vol,string"` //最小卖一量
	High    float64 `json:"high,string"`     //24小时内最高价
	Low     float64 `json:"low,string"`      //24小时内最低价
	BaseVol float64 `json:"base_vol,string"` //24小时内基准货币成交量
}

type Trade 

type Trade struct {
	Tid    int64     `json:"tid"`
	Type   TradeSide `json:"type"`
	Amount float64   `json:"amount,string"`
	Price  float64   `json:"price,string"`
	Date   int64     `json:"date_ms"`
	Symbol Symbol    `json:"omitempty"`
}

type TradeSide 

type TradeSide int

func (TradeSide) String 

func (ts TradeSide) String() string

type WsBuilder 

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

func NewWsBuilder 

func NewWsBuilder() *WsBuilder

func (*WsBuilder) Build 

func (b *WsBuilder) Build() *WsConn

func (*WsBuilder) Dump 

func (b *WsBuilder) Dump() *WsBuilder

func (*WsBuilder) ErrorHandleFunc 

func (b *WsBuilder) ErrorHandleFunc(f func(err error)) *WsBuilder

func (*WsBuilder) Heartbeat 

func (b *WsBuilder) Heartbeat(data []byte, t time.Duration) *WsBuilder

func (*WsBuilder) Heartbeat2 

func (b *WsBuilder) Heartbeat2(heartbeat func() interface{}, t time.Duration) *WsBuilder

func (*WsBuilder) ProtoHandleFunc 

func (b *WsBuilder) ProtoHandleFunc(f func([]byte) error) *WsBuilder

func (*WsBuilder) ProxyUrl 

func (b *WsBuilder) ProxyUrl(proxyUrl string) *WsBuilder

func (*WsBuilder) ReconnectIntervalTime 

func (b *WsBuilder) ReconnectIntervalTime(t time.Duration) *WsBuilder

func (*WsBuilder) ReqHeader 

func (b *WsBuilder) ReqHeader(key, value string) *WsBuilder

func (*WsBuilder) UnCompressFunc 

func (b *WsBuilder) UnCompressFunc(f func([]byte) ([]byte, error)) *WsBuilder

func (*WsBuilder) WsUrl 

func (b *WsBuilder) WsUrl(wsUrl string) *WsBuilder

type WsConfig 

type WsConfig struct {
	WsUrl                 string
	ProxyUrl              string
	ReqHeaders            map[string][]string //连接的时候加入的头部信息
	HeartbeatIntervalTime time.Duration
	HeartbeatData         []byte                       //心跳数据
	HeartbeatFunc         func() interface{}           //心跳数据2
	ReconnectIntervalTime time.Duration                //定时重连时间间隔
	ProtoHandleFunc       func([]byte) error           //协议处理函数
	UnCompressFunc        func([]byte) ([]byte, error) //解压函数
	ErrorHandleFunc       func(err error)
	IsDump                bool
}

type WsConn 

type WsConn struct {
	*websocket.Conn
	sync.Mutex
	WsConfig
	// contains filtered or unexported fields
}

func (*WsConn) CloseWs 

func (ws *WsConn) CloseWs()

func (*WsConn) HeartbeatTimer 

func (ws *WsConn) HeartbeatTimer()

func (*WsConn) NewWs 

func (ws *WsConn) NewWs() *WsConn

func (*WsConn) ReConnect 

func (ws *WsConn) ReConnect()

func (*WsConn) ReConnectTimer 

func (ws *WsConn) ReConnectTimer()

func (*WsConn) ReceiveMessage 

func (ws *WsConn) ReceiveMessage()

func (*WsConn) SendJsonMessage 

func (ws *WsConn) SendJsonMessage(v interface{}) error

func (*WsConn) SendTextMessage 

func (ws *WsConn) SendTextMessage(data []byte) error

func (*WsConn) Subscribe 

func (ws *WsConn) Subscribe(subEvent interface{}) error

func (*WsConn) UpdateActiveTime 

func (ws *WsConn) UpdateActiveTime()

Source Files

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