hs

README

hs

hs golang utils lib

Documentation

Index

• Constants
• func ConnectMongo(ctx context.Context, conf MongoConf) (*mongo.Database, error)
• func IsDuplicateError(err error) bool
• func MergeTick(o1, h1, l1, c1, v1, o2, h2, l2, c2, v2 float64) (open, high, low, close, volume float64)
• func NewZapLogger(level string, outputPaths, errorPaths []string) (*zap.Logger, error)
• func ParseJsonConfig(filename string, config interface{}) error
• type BroadcastConf
• type Candle
  • func NewCandle(capacity int) Candle
  • func (c *Candle) Add(other Candle)
  • func (c *Candle) Append(ticker Ticker)
  • func (c Candle) Length() int
  • func (c *Candle) Truncate()
• type Exchange
• type ExchangeConf
• type Grid
• type GridStrategyConf
• type HistoryConf
• type LogConf
• type MongoConf
• type MySQLConf
• type Order
• type OrderStatus
• type OrderType
• type ResponseHandler
• type RestAPIExchange
• type RestGridStrategyConf
• type SQLiteConf
• type Ticker
• type Trade
• type WsAPIExchange

Constants

const (
	GateIO = "gate"
	MXC    = "mxc"
	OKEx   = "okex"
	Huobi  = "huobi"
)

const (
	Open      OrderStatus = 1 // open but not filled
	Closed                = 2 // full filled
	Filled                = 3 // part filled
	Cancelled             = 4
)

const (
	MIN1  = time.Minute
	MIN5  = time.Minute * 5
	MIN15 = time.Minute * 15
	MIN30 = time.Minute * 30
	HOUR1 = time.Hour
	HOUR4 = time.Hour * 4
	DAY1  = time.Hour * 24
	MON1  = DAY1 * 30
	WEEK1 = DAY1 * 7
	YEAR1 = DAY1 * 365
)

Functions

func ConnectMongo

func ConnectMongo(ctx context.Context, conf MongoConf) (*mongo.Database, error)

func IsDuplicateError

func IsDuplicateError(err error) bool

func MergeTick

func MergeTick(o1, h1, l1, c1, v1, o2, h2, l2, c2, v2 float64) (open, high, low, close, volume float64)

func NewZapLogger

func NewZapLogger(level string, outputPaths, errorPaths []string) (*zap.Logger, error)

func ParseJsonConfig

func ParseJsonConfig(filename string, config interface{}) error

Types

type BroadcastConf

type BroadcastConf = broadcast.Config

type Candle

type Candle struct {
	Capacity  int
	Timestamp []int64 // unix timestamp in seconds
	Open      []float64
	High      []float64
	Low       []float64
	Close     []float64
	Volume    []float64
}

func NewCandle

func NewCandle(capacity int) Candle

func (*Candle) Add

func (c *Candle) Add(other Candle)

func (*Candle) Append

func (c *Candle) Append(ticker Ticker)

func (Candle) Length

func (c Candle) Length() int

func (*Candle) Truncate

func (c *Candle) Truncate()

type Exchange

type Exchange interface {
	RestAPIExchange
	WsAPIExchange
}

common exchange interface, for all symbols, all crypto-exchanges

type ExchangeConf

type ExchangeConf struct {
	Name    string // see const below
	Label   string
	Symbols []string
	Key     string
	Secret  string
	Host    string
}

type Grid

type Grid struct {
	Id         int
	Price      decimal.Decimal
	AmountBuy  decimal.Decimal
	AmountSell decimal.Decimal
	TotalBuy   decimal.Decimal
	Order      uint64
}

type GridStrategyConf

type GridStrategyConf struct {
	MaxPrice float64
	MinPrice float64
	Number   int
	Total    float64
}

type HistoryConf

type HistoryConf struct {
	Prefix   string
	Interval string
}

type LogConf

type LogConf struct {
	Level   string
	Outputs []string
	Errors  []string
}

type MongoConf

type MongoConf struct {
	// mongodb://[username:password@]host1[:port1][,...hostN[:portN]][/[defaultauthdb][?options]]
	URI         string `json:"uri"`
	Database    string `json:"database"`
	MaxPoolSize uint64 `json:"maxPoolSize"`
	MinPoolSize uint64 `json:"minPoolSize"`
	AppName     string `json:"appName"`
}

type MySQLConf

type MySQLConf struct {
	URI string `json:"uri"`
}

type Order

type Order struct {
	Id            uint64
	ClientOrderId string `bson:"clientOrderId"`

	Type          string
	Symbol        string
	InitialPrice  decimal.Decimal `bson:"initialPrice"`
	InitialAmount decimal.Decimal
	Timestamp     int64

	Status string

	FilledPrice  decimal.Decimal
	FilledAmount decimal.Decimal
	Trades       []Trade
	Fee          map[string]decimal.Decimal
}

type OrderStatus

type OrderStatus = int

type OrderType

type OrderType = int

const (
	Buy  OrderType = 1
	Sell           = -1
)

type ResponseHandler

type ResponseHandler func(response interface{})

type RestAPIExchange

type RestAPIExchange interface {
	PricePrecision(symbol string) int32
	AmountPrecision(symbol string) int32
	MinAmount(symbol string) decimal.Decimal
	MinTotal(symbol string) decimal.Decimal

	SpotAvailableBalance() (map[string]decimal.Decimal, error)
	LastPrice(symbol string) (decimal.Decimal, error)
	CandleBySize(symbol string, period time.Duration, size int) (Candle, error)
	CandleFrom(symbol, clientId string, period time.Duration, from, to time.Time) (Candle, error)

	//PlaceOrder(orderType, symbol, clientOrderId string, price, amount decimal.Decimal) (int64, error)
	BuyLimit(symbol, clientOrderId string, price, amount decimal.Decimal) (orderId int64, err error)
	SellLimit(symbol, clientOrderId string, price, amount decimal.Decimal) (orderId int64, err error)
	BuyMarket(symbol, clientOrderId string, amount decimal.Decimal) (orderId int64, err error)
	SellMarket(symbol, clientOrderId string, amount decimal.Decimal) (orderId int64, err error)
	BuyStopLimit(symbol, clientOrderId string, price, amount, stopPrice decimal.Decimal) (orderId int64, err error)
	SellStopLimit(symbol, clientOrderId string, price, amount, stopPrice decimal.Decimal) (orderId int64, err error)

	GetOrderById(orderId uint64, symbol string) (Order, error)
	CancelOrder(symbol string, orderId uint64) error
}

common exchange interface for all symbols

type RestGridStrategyConf

type RestGridStrategyConf struct {
	MaxPrice  float64
	MinPrice  float64
	Number    int
	Total     float64
	Rebalance bool
	Interval  string // sleep interval
}

type SQLiteConf

type SQLiteConf struct {
	Location string
}

type Ticker

type Ticker struct {
	Timestamp int64 // unix timestamp in seconds
	Open      float64
	High      float64
	Low       float64
	Close     float64
	Volume    float64
}

type Trade

type Trade struct {
	Id          uint64
	Price       decimal.Decimal
	Amount      decimal.Decimal
	FeeCurrency string
	FeeAmount   decimal.Decimal
}

type WsAPIExchange

type WsAPIExchange interface {
	SubscribeOrder(ctx context.Context, symbol, clientId string, responseHandler ResponseHandler)
	SubscribeCandlestick(ctx context.Context, symbol, clientId string, period time.Duration, responseHandler ResponseHandler)
	SubscribeCandlestickWithReq(ctx context.Context, symbol, clientId string, period time.Duration, responseHandler ResponseHandler)
}