swap

package
v0.5.10 Latest Latest
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 Go to latest Published: Apr 25, 2023 License: MIT Imports: 14 Imported by: 0

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Index

Constants

View Source 
const (
	SwapAPIHost     string = "fapi.binance.com"
	SwapTestAPIHost string = "testnet.binancefuture.com"
)
View Source 
const (
	OrderEndPoint     = "/fapi/v1/order"
	PositionSideBoth  = "BOTH"
	PositionSideLong  = "LONG"
	PositionSideShort = "SHORT"
	SideBuy           = "BUY"
	SideSell          = "SELL"
	OrderTypeMarket   = "MARKET"
	OrderTypeLimit    = "LIMIT"
	TimeInForce       = "GTC"
)
View Source 
const (
	AccountEndPoint = "/fapi/v2/account"
)
View Source 
const (
	CommiionRateEndPoint = "/fapi/v1/commissionRate"
)
View Source 
const (
	IncomeEndPoint = "/fapi/v1/income"
)
View Source 
const (
	PositionSidePath = "/fapi/v1/positionSide/dual"
)
View Source 
const (
	UserTradesEndPoint = "/fapi/v1/userTrades"
)
View Source 
const (
	WSClientEndPoint = "wss://fstream.binance.com/ws"
)

Variables

View Source 
var (
	OrderType2ExType = map[string]exchange.OrderType{
		OrderTypeLimit:  exchange.OrderTypeLimit,
		OrderTypeMarket: exchange.OrderTypeMarket,
	}

	ExType2OrderType = map[exchange.OrderType]string{
		exchange.OrderTypeLimit:  OrderTypeLimit,
		exchange.OrderTypeMarket: OrderTypeMarket,
	}

	Status2ExStatus = map[string]exchange.OrderStatus{
		"NEW":               exchange.OrderStatusOpen,
		"PARTIALLY_FILLED ": exchange.OrderStatusOpen,
		"FILLED":            exchange.OrderStatusDone,
		"CANCELED":          exchange.OrderStatusCancel,
		"REJECTED":          exchange.OrderStatusFailed,
		"EXPIRED":           exchange.OrderStatusFailed,
	}
)

Functions

func Init added in v0.3.0 

func Init(ctx context.Context) error

func InitTest added in v0.5.5 

func InitTest(ctx context.Context) error

func ParseSymbol added in v0.3.0 

func ParseSymbol(symbol string) (exchange.SwapSymbol, error)

func UpdateSymbolMap added in v0.5.5 

func UpdateSymbolMap(ctx context.Context) error

Types

type AccountAsset added in v0.5.5 

type AccountAsset struct {
	Asset                  string          `json:"asset"`
	WalletBalance          decimal.Decimal `json:"walletBalance"`
	UnrealizedProfit       decimal.Decimal `json:"unrealizedProfit"`
	MarginBalance          decimal.Decimal `json:"marginBalance"`
	InitialMargin          decimal.Decimal `json:"initialMargin"`
	PositionInitialMargin  decimal.Decimal `json:"positionInitialMargin"`
	OpenOrderInitialMargin decimal.Decimal `json:"openOrderInitialMargin"`
	CrossWalletBalance     decimal.Decimal `json:"crossWalletBalance"`
	CrossUnPNL             decimal.Decimal `json:"crossUnPnl"`
	AvailableBalance       decimal.Decimal `json:"availableBalance"`
	MaxWithdrawAmount      decimal.Decimal `json:"maxWithdrawAmount"`
	MarginAvailable        bool            `json:"marginAvailable"`
	UpdateTime             int64           `json:"updateTime"`
}

type AccountPosition added in v0.5.5 

type AccountPosition struct {
	Symbol                 string          `json:"symbol"`
	InitialMargin          decimal.Decimal `json:"initialMargin"`
	MaintMargin            decimal.Decimal `json:"maintMargin"`
	UnrealizedProfit       decimal.Decimal `json:"unrealizedProfit"`
	PositionInitialMargin  decimal.Decimal `json:"positionInitialMargin"`
	OpenOrderInitialMargin decimal.Decimal `json:"openOrderInitialMargin"`
	Leverage               decimal.Decimal `json:"leverage"`
	Isolated               bool            `json:"isolated"`
	EntryPrice             decimal.Decimal `json:"entryPrice"`
	MaxNotional            decimal.Decimal `json:"maxNotional"`
	PositionSide           string          `json:"positionSide"`
	PositionAmt            decimal.Decimal `json:"positionAmt"`
	UpdateTime             int64           `json:"updateTime"`
}

type AccountReq added in v0.5.5 

type AccountReq struct {
	*binance.RestReq
}

func NewAccountReq added in v0.5.5 

func NewAccountReq() *AccountReq

type AccountResp added in v0.5.5 

type AccountResp struct {
	binance.APIError                             //in case of error
	FeeTier                    int               `json:"feeTier"`
	CanTrade                   bool              `json:"canTrade"`
	CanDeposit                 bool              `json:"canDeposit"`
	CanWithdraw                bool              `json:"canWithdraw"`
	UpdateTime                 int64             `json:"updateTime"`
	TotalInitialMargin         decimal.Decimal   `json:"totalInitialMargin"`
	TotalMaintMargin           decimal.Decimal   `json:"totalMaintMargin"`
	TotalWalletBalance         decimal.Decimal   `json:"totalWalletBalance"`
	TotalUnrealizedProfit      decimal.Decimal   `json:"totalUnrealizedPorfit"`
	TotalMarginBalance         decimal.Decimal   `json:"totalMarginBalance"`
	TotalPositionInitialMargin decimal.Decimal   `json:"totalPositionInitialMargin"`
	Assets                     []AccountAsset    `json:"assets"`
	Positions                  []AccountPosition `json:"positions"`
}

func (*AccountResp) GetAsset added in v0.5.5 

func (ar *AccountResp) GetAsset(currency string) (*AccountAsset, error)

func (*AccountResp) GetPosition added in v0.5.5 

func (ar *AccountResp) GetPosition(symbol string) ([]AccountPosition, error)

type AddOrderReq added in v0.5.5 

type AddOrderReq struct {
	*binance.RestReq
}

func NewAddOrderReq added in v0.5.5 

func NewAddOrderReq(symbol string, side string, typ string) *AddOrderReq

NewAddOrderReq according symbol, side, type

func (*AddOrderReq) PositionSide added in v0.5.5 

func (req *AddOrderReq) PositionSide(side string) *AddOrderReq

func (*AddOrderReq) Price added in v0.5.5 

func (req *AddOrderReq) Price(prc decimal.Decimal) *AddOrderReq

func (*AddOrderReq) Quantity added in v0.5.5 

func (req *AddOrderReq) Quantity(q decimal.Decimal) *AddOrderReq

func (*AddOrderReq) TimeInForce added in v0.5.5 

func (req *AddOrderReq) TimeInForce(tif string) *AddOrderReq

type BookTickerChannel added in v0.5.8 

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

func NewBookTickerChannel added in v0.5.8 

func NewBookTickerChannel(sym string) *BookTickerChannel

func (*BookTickerChannel) String added in v0.5.8 

func (btc *BookTickerChannel) String() string

type BookTickerNotify added in v0.5.8 

type BookTickerNotify struct {
	Event      string `json:"e"`
	UpdateID   int64  `json:"u"`
	PushTime   int64  `json:"E"`
	MatchTime  int64  `json:"T"`
	Symbol     string `json:"s"`
	Bid1Price  string `json:"b"`
	Bid1Amount string `json:"B"`
	Ask1Price  string `json:"a"`
	Ask1Amount string `json:"A"`
}

func ParseBookTickerNotify added in v0.5.8 

func ParseBookTickerNotify(g *gjson.Result) *BookTickerNotify

type CodeC added in v0.5.8 

type CodeC struct {
	*binance.CodeC
}

CodeC for swap ws notify

func NewCodeC added in v0.5.8 

func NewCodeC() *CodeC

func (*CodeC) Decode added in v0.5.8 

func (cc *CodeC) Decode(raw []byte) (rpc.Response, error)

Decode binance websocket notify message

type CommisionRate added in v0.3.0 

type CommisionRate struct {
	Symbol               string
	MakerCommissionRate  decimal.Decimal `json:"makerCommissionRate"`
	TakerCommissioinRate decimal.Decimal `json:"takerCommissionRate"`
}

func (*CommisionRate) Parse added in v0.3.0 

func (tf *CommisionRate) Parse() (*exchange.TradeFee, error)

type ExchangeInfo added in v0.3.0 

type ExchangeInfo struct {
	Timezone   string   `json:"timezone"`
	ServerTime int64    `json:"serverTime"`
	Symbols    []Symbol `json:"symbols"`
}

TODO add additinoal field parse

type Filter added in v0.3.0 

type Filter struct {
	MinPrice          decimal.Decimal `json:"minPrice"`
	MaxPrice          decimal.Decimal `json:"maxPrice"`
	FilterType        string          `json:"filterType"`
	TickSize          decimal.Decimal `json:"tickSize"`
	StepSize          decimal.Decimal `json:"stepSize"`
	MaxQty            decimal.Decimal `json:"maxQty"`
	MinQty            decimal.Decimal `json:"minQty"`
	Limit             int             `json:"limit"`
	MultiplierDown    decimal.Decimal `json:"multiplierDown"`
	MultiplierUp      decimal.Decimal `json:"multiplierUp"`
	MultiplierDecimal decimal.Decimal `json:"multiplierDecimal"`
	Notional          decimal.Decimal `json:"notional"`
}

type GetPositionSideRequest added in v0.5.5 

type GetPositionSideRequest struct {
	*binance.RestReq
}

func NewGetPositionSideRequest added in v0.5.5 

func NewGetPositionSideRequest() *GetPositionSideRequest

type GetPositionSideResp added in v0.5.5 

type GetPositionSideResp struct {
	binance.APIError
	DualSidePosition bool `json:"dualSidePosition"`
}

type Income added in v0.3.0 

type Income struct {
	Symbol     string          `json:"symbol"`
	IncomeType IncomeType      `json:"incomeType"`
	Income     decimal.Decimal `json:"income"`
	Asset      string          `json:"asset"`
	Info       string          `json:"info"`
	Time       int64           `json:"time"`
	TranID     int64           `json:"tranId"`
	TradeID    string          `json:"tradeId"`
}

func (*Income) Parse added in v0.3.0 

func (ic *Income) Parse() (*exchange.Finance, error)

type IncomeType added in v0.3.0 

type IncomeType string
const (
	IncomeTypeNone           IncomeType = ""
	IncomeTypeTransfer       IncomeType = "TRANSFER"
	IncomeTypeWelcomeBonus   IncomeType = "WELCOME_BONUS"
	IncomeTypeRealizedPnl    IncomeType = "REALIZED_PNL"
	IncomeTypeFundingFee     IncomeType = "FUNDING_FEE"
	IncomeTypeCommission     IncomeType = "COMMISSION"
	IncomeTypeInsuranceClear IncomeType = "INSURANCE_CLEAR"
)

func (IncomeType) Parse added in v0.3.0 

func (ic IncomeType) Parse() exchange.FinanceType

type OrderReq added in v0.5.5 

type OrderReq struct {
	*binance.RestReq
}

func NewOrderReq added in v0.5.5 

func NewOrderReq(symbol string) *OrderReq

func (*OrderReq) OrderID added in v0.5.5 

func (r *OrderReq) OrderID(id int64) *OrderReq

type OrderResp added in v0.5.5 

type OrderResp struct {
	binance.APIError                 //in case of error
	ClientOrderID    string          `json:"newOrderId"`
	CumQty           decimal.Decimal `json:"cumQty"`
	CumQuote         decimal.Decimal `json:"cumQuote"`
	ExecutedQty      decimal.Decimal `json:"executedQty"`
	OrderID          int64           `json:"orderId"`
	AvgPrice         decimal.Decimal `json:"avgPrice"`
	OrigQty          decimal.Decimal `json:"origQty"`
	Price            decimal.Decimal `json:"price"`
	ReduceOnly       bool            `json:"reduceOnly"`
	Side             string          `json:"side"`
	PositionSide     string          `json:"positionSide"`
	Status           string          `json:"status"`
	StopPrice        decimal.Decimal `json:"stopPrice"`
	ClosePosition    bool            `json:"closePosition"`
	Symbol           string          `json:"symbol"`
	TimeInForce      string          `json:"timeInForce"`
	Type             string          `json:"type"`
	OrigType         string          `json:"origType"`
	ActivatePrice    decimal.Decimal `json:"activatePrice"`
	PriceRate        decimal.Decimal `json:"priceRate"`
	UpdateTime       int64           `json:"updateTime"`
	WorkingType      string          `json:"workingType"`
	PriceProtect     bool            `json:"priceProtect"`
}

func (*OrderResp) Transfer added in v0.5.5 

func (resp *OrderResp) Transfer() (*exchange.Order, error)

type RestClient 

type RestClient struct {
	*binance.RestClient
	// contains filtered or unexported fields
}

RestClient struct

func NewRestClient 

func NewRestClient(key, secret string) *RestClient

func NewTestRestClient added in v0.5.5 

func NewTestRestClient(key, secret string) *RestClient

func (*RestClient) Account added in v0.5.5 

func (rc *RestClient) Account(ctx context.Context, req *AccountReq) (*AccountResp, error)

func (*RestClient) AddOrder added in v0.5.5 

func (cl *RestClient) AddOrder(ctx context.Context, req *AddOrderReq) (*OrderResp, error)

func (*RestClient) CancelOrder added in v0.5.5 

func (cl *RestClient) CancelOrder(ctx context.Context, order *exchange.Order) (*exchange.Order, error)

func (*RestClient) CommisionRate added in v0.3.0 

func (rc *RestClient) CommisionRate(ctx context.Context, symbol string) (*CommisionRate, error)

func (*RestClient) CreateOrder added in v0.5.5 

func (cl *RestClient) CreateOrder(ctx context.Context, req *exchange.OrderRequest) (*exchange.Order, error)

func (*RestClient) DeleteOrder added in v0.5.5 

func (cl *RestClient) DeleteOrder(ctx context.Context, req *OrderReq) (*OrderResp, error)

func (*RestClient) ExchangeInfo added in v0.3.0 

func (rc *RestClient) ExchangeInfo(ctx context.Context) (*ExchangeInfo, error)

func (*RestClient) FeeRate added in v0.3.0 

func (rc *RestClient) FeeRate(ctx context.Context, symbols []exchange.Symbol) ([]*exchange.TradeFee, error)

func (*RestClient) FetchOrder added in v0.5.5 

func (cl *RestClient) FetchOrder(ctx context.Context, order *exchange.Order) (*exchange.Order, error)

func (*RestClient) Finance added in v0.3.0 

func (rc *RestClient) Finance(ctx context.Context, req *exchange.FinanceReqParam) ([]exchange.Finance, error)

func (*RestClient) GetOrder added in v0.5.5 

func (cl *RestClient) GetOrder(ctx context.Context, req *OrderReq) (*OrderResp, error)

func (*RestClient) GetPositionSide added in v0.5.5 

func (rc *RestClient) GetPositionSide(ctx context.Context, req *GetPositionSideRequest) (*GetPositionSideResp, error)

func (*RestClient) Income added in v0.3.0 

func (rc *RestClient) Income(ctx context.Context, symbol string, it IncomeType, st int64, et int64, limit int) ([]Income, error)

func (*RestClient) Property added in v0.3.0 

func (rc *RestClient) Property() exchange.Property

func (*RestClient) SetPositionSide added in v0.5.5 

func (rc *RestClient) SetPositionSide(ctx context.Context, req *SetPositionSideRequest) error

func (*RestClient) Symbols 

func (rc *RestClient) Symbols(ctx context.Context) ([]exchange.SwapSymbol, error)

func (*RestClient) Trades added in v0.3.0 

func (rc *RestClient) Trades(ctx context.Context, req *exchange.TradeReqParam) ([]exchange.Trade, error)

func (*RestClient) UserTrades added in v0.3.0 

func (rc *RestClient) UserTrades(ctx context.Context, symbol string, st int64, et int64, fid int64, limit int) ([]Trade, error)

type SetPositionSideRequest added in v0.5.5 

type SetPositionSideRequest struct {
	*binance.RestReq
	// contains filtered or unexported fields
}

func NewSetPositionSideRequest added in v0.5.5 

func NewSetPositionSideRequest(dualSide bool) *SetPositionSideRequest

type SetPositionSideResp added in v0.5.5 

type SetPositionSideResp struct {
	Code    int    `json:"code"`
	Message string `json:"msg"`
}

type SwapSymbol 

type SwapSymbol struct {
	*exchange.BaseSwapSymbol
	Symbol string
}

func (*SwapSymbol) String 

func (s *SwapSymbol) String() string

type Symbol added in v0.3.0 

type Symbol struct {
	Symbol                string          `json:"symbol"`
	Status                string          `json:"status"`
	MaintMarginPercent    decimal.Decimal `json:"maintMarginPercent"`
	RequiredMarginPercent decimal.Decimal `json:"requiredMarginPercent"`
	BaseAsset             string          `json:"baseAsset"`
	QuoteAsset            string          `json:"quoteAsset"`
	PricePrecision        int             `json:"pricePrecision"`
	QuantityPrecision     int             `json:"quantityPrecision"`
	BaseAssetPrecision    int             `json:"baseAssetPrecision"`
	QuotePrecision        int             `json:"quotePrecision"`
	UnderlyingType        string          `json:"COIN"`
	Filters               []Filter        `json:"filters"`
	OrderTypes            []string        `json:"orderTypes"`
	TimeInForce           []string        `json:"timeInForce"`
}

func (*Symbol) Parse added in v0.3.0 

func (s *Symbol) Parse() (exchange.SwapSymbol, error)

type Trade added in v0.3.0 

type Trade struct {
	Symbol          string          `json:"symbol"`
	ID              int64           `json:"id"`
	OrderID         int64           `json:"orderId"`
	Price           decimal.Decimal `json:"price"`
	Qty             decimal.Decimal `json:"qty"`
	QuoteQty        decimal.Decimal `json:"quoteQty"`
	Commission      decimal.Decimal `json:"commission"`
	CommissionAsset string          `json:"commissionAsset"`
	RealizedPnl     decimal.Decimal `json:"realizedPnl"`
	Side            string          `json:"SIDE"`
	PositionSide    string          `json:"positionSide"`
	Time            int64           `json:"time"`
	Maker           bool            `json:"Maker"`
}

func (*Trade) Parse added in v0.3.0 

func (t *Trade) Parse() (*exchange.Trade, error)

type WSClient added in v0.5.8 

type WSClient struct {
	*binance.NotifyClient
}

func NewWSClient added in v0.5.8 

func NewWSClient(data chan interface{}) *WSClient

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