binance

package
v0.0.0-...-ea1cebd Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Dec 2, 2023 License: MIT Imports: 18 Imported by: 0

Documentation

Index

Constants

View Source 
const (
	BINANCE_FUTURES_LINK_ID_PREFIX = "x-9Oc4JrZL"
)
View Source 
const BINANCE_PREFIX = "BINANCE-"
View Source 
const (
	BINANCE_SPOT_LINK_ID_PREFIX = "x-INHON5QW"
)

Variables

This section is empty.

Functions

func NewBinanceClient 

func NewBinanceClient(baseURL, apiKey, secretKey string, l *zap.Logger) *api.Client

func NewBinanceFuturesClient 

func NewBinanceFuturesClient(baseURL, apiKey, secretKey string, l *zap.Logger) *apiFutures.Client

func SubscribeToOrders 

func SubscribeToOrders(
	ctx context.Context,
	urls BinanceURLs,
	client *api.Client,
	lg *zap.Logger,
) (<-chan exchanges.OrderEvent, error)

func SubscribeToOrdersFutures 

func SubscribeToOrdersFutures(
	ctx context.Context,
	wsEndpoint string,
	lg *zap.Logger,
) (<-chan exchanges.OrderEvent, error)

func SubscribeToOrdersV2 

func SubscribeToOrdersV2(
	ctx context.Context,
	wsEndpoint string,
	lg *zap.Logger,
) (<-chan exchanges.OrderEvent, error)

Similar with SubscribeToOrders but it accepts ws endpoint instead of urls object

func SubscribeToPositions 

func SubscribeToPositions(
	ctx context.Context,
	wsEndpoint string,
	lg *zap.Logger,
) (<-chan exchanges.PositionEvent, error)

func SubscribeToPositionsFutures 

func SubscribeToPositionsFutures(
	ctx context.Context,
	wsEndpoint string,
	lg *zap.Logger,
) (<-chan exchanges.PositionEvent, error)

func SubscribeToPrice 

func SubscribeToPrice(ctx context.Context, urls BinanceURLs, symbol string, lg *zap.Logger) (<-chan exchanges.PriceEvent, error)

SubscribeToPrice No reconnection in case of error Returns control after connect

func SubscribeToPriceV2 

func SubscribeToPriceV2(ctx context.Context, wsEndpoint string, symbol string, lg *zap.Logger) (<-chan exchanges.PriceEvent, error)

Similar with SubscribeToPrice but it accepts ws endpoint instead of urls object

func ToBinanceSymbol 

func ToBinanceSymbol(symbol string) string

func ToFullSymbol 

func ToFullSymbol(binanceSymbol string) string

Types

type AccountUpdate 

type AccountUpdate struct {
	EventType     string                    `json:"e"`
	EventTime     int64                     `json:"E"`
	BalancesArray []BinanceBalancePositions `json:"B"`
}

type BinanceBalancePositions 

type BinanceBalancePositions struct {
	Asset  string `json:"a"`
	Free   string `json:"f"`
	Locked string `json:"l"`
}

type BinanceFutures 

type BinanceFutures struct {
	Client *api.Client
	// contains filtered or unexported fields
}

BinanceLong TODO: probably it's better to switch to orderID instead of clientOrderID Order ID in the methods input and output is clientOrderID internally.

func NewBinanceFutures 

func NewBinanceFutures(urls BinanceURLs, apiKey, secretKey string, lg *zap.Logger) *BinanceFutures

func (*BinanceFutures) CancelOrder 

func (b *BinanceFutures) CancelOrder(ctx context.Context, symbol, id string) error

func (*BinanceFutures) GenerateClientOrderID 

func (b *BinanceFutures) GenerateClientOrderID(ctx context.Context, identifierID string) (string, error)

func (*BinanceFutures) GetAccount 

func (b *BinanceFutures) GetAccount(ctx context.Context) (exchanges.Account, error)

func (*BinanceFutures) GetName 

func (b *BinanceFutures) GetName() string

func (*BinanceFutures) GetOpenOrders 

func (b *BinanceFutures) GetOpenOrders(ctx context.Context) ([]exchanges.OrderDetailInfo, error)

func (*BinanceFutures) GetOrderInfo 

func (b *BinanceFutures) GetOrderInfo(ctx context.Context, symbol, id string, _ *time.Time) (exchanges.OrderInfo, error)

func (*BinanceFutures) GetOrderInfoByClientOrderID 

func (b *BinanceFutures) GetOrderInfoByClientOrderID(ctx context.Context, symbol, clientOrderID string, _ *time.Time) (exchanges.OrderInfo, error)

func (*BinanceFutures) GetOrders 

func (b *BinanceFutures) GetOrders(ctx context.Context, filter exchanges.OrderFilter) ([]exchanges.OrderDetailInfo, error)

func (*BinanceFutures) GetPrefix 

func (b *BinanceFutures) GetPrefix() string

func (*BinanceFutures) GetPrice 

func (b *BinanceFutures) GetPrice(ctx context.Context, symbol string) (*apd.Decimal, error)

func (*BinanceFutures) GetTradableSymbols 

func (b *BinanceFutures) GetTradableSymbols(ctx context.Context) ([]exchanges.SymbolInfo, error)

func (*BinanceFutures) PlaceBuyOrder 

func (b *BinanceFutures) PlaceBuyOrder(ctx context.Context,
	_ bool, symbol string, price, quantity *apd.Decimal, prefferedID string,
) (id string, e error)

func (*BinanceFutures) PlaceBuyOrderV2 

func (b *BinanceFutures) PlaceBuyOrderV2(ctx context.Context, _ bool, symbol string, price, qty *apd.Decimal, preferredID string, orderType string) (id string, e error)

PlaceBuyOrderV2 Place Buy Order with OrderType param

func (*BinanceFutures) PlaceSellOrder 

func (b *BinanceFutures) PlaceSellOrder(ctx context.Context,
	_ bool, symbol string, price, quantity *apd.Decimal, prefferedID string,
) (id string, e error)

func (*BinanceFutures) PlaceSellOrderV2 

func (b *BinanceFutures) PlaceSellOrderV2(ctx context.Context, _ bool, symbol string, price, qty *apd.Decimal, preferredID string, orderType string) (id string, e error)

PlaceSellOrderV2 Place Sell Order with OrderType param

func (*BinanceFutures) ReleaseOrder 

func (b *BinanceFutures) ReleaseOrder(_ context.Context, symbol, id string) error

func (*BinanceFutures) RoundPrice 

func (b *BinanceFutures) RoundPrice(
	_ context.Context,
	symbol string,
	price *apd.Decimal,
	tickSize *string,
) (*apd.Decimal, error)

func (*BinanceFutures) RoundQuantity 

func (b *BinanceFutures) RoundQuantity(_ context.Context, symbol string, qty *apd.Decimal) (*apd.Decimal, error)

func (*BinanceFutures) WatchAccountPositions 

func (b *BinanceFutures) WatchAccountPositions(ctx context.Context) (<-chan exchanges.PositionEvent, error)

func (*BinanceFutures) WatchOrdersStatuses 

func (b *BinanceFutures) WatchOrdersStatuses(ctx context.Context) (<-chan exchanges.OrderEvent, error)

func (*BinanceFutures) WatchSymbolPrice 

func (b *BinanceFutures) WatchSymbolPrice(ctx context.Context, symbol string) (<-chan exchanges.PriceEvent, error)

type BinanceLong 

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

BinanceLong TODO: probably it's better to switch to orderID instead of clientOrderID Order ID in the methods input and output is clientOrderID internally.

func NewBinanceLong 

func NewBinanceLong(urls BinanceURLs, apiKey, secretKey string, lg *zap.Logger) *BinanceLong

func (*BinanceLong) CancelOrder 

func (b *BinanceLong) CancelOrder(ctx context.Context, symbol, id string) error

func (*BinanceLong) GenerateClientOrderID 

func (b *BinanceLong) GenerateClientOrderID(ctx context.Context, identifierID string) (string, error)

func (*BinanceLong) GetAccount 

func (b *BinanceLong) GetAccount(ctx context.Context) (exchanges.Account, error)

func (*BinanceLong) GetName 

func (b *BinanceLong) GetName() string

func (*BinanceLong) GetOpenOrders 

func (b *BinanceLong) GetOpenOrders(ctx context.Context) ([]exchanges.OrderDetailInfo, error)

func (*BinanceLong) GetOrderInfo 

func (b *BinanceLong) GetOrderInfo(ctx context.Context, symbol, id string, _ *time.Time) (exchanges.OrderInfo, error)

func (*BinanceLong) GetOrderInfoByClientOrderID 

func (b *BinanceLong) GetOrderInfoByClientOrderID(ctx context.Context, symbol, clientOrderID string, _ *time.Time) (exchanges.OrderInfo, error)

func (*BinanceLong) GetOrders 

func (b *BinanceLong) GetOrders(ctx context.Context, filter exchanges.OrderFilter) (res []exchanges.OrderDetailInfo, err error)

func (*BinanceLong) GetPrefix 

func (b *BinanceLong) GetPrefix() string

func (*BinanceLong) GetPrice 

func (b *BinanceLong) GetPrice(ctx context.Context, symbol string) (*apd.Decimal, error)

func (*BinanceLong) GetTradableSymbols 

func (b *BinanceLong) GetTradableSymbols(ctx context.Context) ([]exchanges.SymbolInfo, error)

func (*BinanceLong) PlaceBuyOrder 

func (b *BinanceLong) PlaceBuyOrder(ctx context.Context,
	_ bool, symbol string, price, quantity *apd.Decimal, prefferedID string,
) (id string, e error)

func (*BinanceLong) PlaceBuyOrderV2 

func (b *BinanceLong) PlaceBuyOrderV2(ctx context.Context, _ bool, symbol string, price, qty *apd.Decimal, preferredID string, orderType string) (id string, e error)

PlaceBuyOrderV2 Place Buy Order with OrderType param

func (*BinanceLong) PlaceSellOrder 

func (b *BinanceLong) PlaceSellOrder(ctx context.Context,
	_ bool, symbol string, price, quantity *apd.Decimal, prefferedID string,
) (id string, e error)

func (*BinanceLong) PlaceSellOrderV2 

func (b *BinanceLong) PlaceSellOrderV2(ctx context.Context, _ bool, symbol string, price, qty *apd.Decimal, preferredID string, orderType string) (id string, e error)

PlaceSellOrderV2 Place Sell Order with OrderType param

func (*BinanceLong) ReleaseOrder 

func (b *BinanceLong) ReleaseOrder(_ context.Context, symbol, id string) error

func (*BinanceLong) RoundPrice 

func (b *BinanceLong) RoundPrice(_ context.Context, symbol string, price *apd.Decimal, tickSize *string) (*apd.Decimal, error)

func (*BinanceLong) RoundQuantity 

func (b *BinanceLong) RoundQuantity(_ context.Context, symbol string, qty *apd.Decimal) (*apd.Decimal, error)

func (*BinanceLong) WatchAccountPositions 

func (b *BinanceLong) WatchAccountPositions(ctx context.Context) (<-chan exchanges.PositionEvent, error)

func (*BinanceLong) WatchOrdersStatuses 

func (b *BinanceLong) WatchOrdersStatuses(ctx context.Context) (<-chan exchanges.OrderEvent, error)

WatchOrdersStatuses Returns control immediately

func (*BinanceLong) WatchSymbolPrice 

func (b *BinanceLong) WatchSymbolPrice(ctx context.Context, symbol string) (<-chan exchanges.PriceEvent, error)

WatchSymbolPrice OPTIMIZATION: subscribe to single symbol on client side not to all symbols.

type BinanceOrderCanceller 

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

func NewBinanceOrderCanceller 

func NewBinanceOrderCanceller(client *api.Client) *BinanceOrderCanceller

func (*BinanceOrderCanceller) CancelOrder 

func (b *BinanceOrderCanceller) CancelOrder(ctx context.Context, symbol, clientOrderID string) error

type BinanceURLs 

type BinanceURLs struct {
	APIURL                 string
	WebSocketBaseURL       string
	USAPIURL               string
	FutureAPIURL           string
	USWebSocketBaseURL     string
	FutureWebSocketBaseURL string
}
var OriginalBinanceURLs BinanceURLs = BinanceURLs{
	APIURL:                 "https://api.binance.com",
	WebSocketBaseURL:       "wss://stream.binance.com:9443/ws",
	USAPIURL:               "https://api.binance.us",
	FutureAPIURL:           "https://fapi.binance.com",
	USWebSocketBaseURL:     "wss://stream.binance.us:9443/ws",
	FutureWebSocketBaseURL: "wss://fstream.binance.com/ws",
}
var TestnetBinanceURLs BinanceURLs = BinanceURLs{
	APIURL:                 "https://testnet.binance.vision/api",
	WebSocketBaseURL:       "wss://testnet.binance.vision/ws",
	FutureWebSocketBaseURL: "wss://stream.binancefuture.com/ws",
	FutureAPIURL:           "https://testnet.binancefuture.com",
}

func (BinanceURLs) WSAllMiniMarketsStatURL 

func (u BinanceURLs) WSAllMiniMarketsStatURL() string

WSAllMiniMarketsStatServe serve websocket that push mini version of 24hr statistics for all market every second

func (BinanceURLs) WSFuturesAllMiniMarketStatsURL 

func (u BinanceURLs) WSFuturesAllMiniMarketStatsURL() string

func (BinanceURLs) WSFuturesUserDataURL 

func (u BinanceURLs) WSFuturesUserDataURL(listenKey string) string

func (BinanceURLs) WSUSAllMiniMarketsStatURL 

func (u BinanceURLs) WSUSAllMiniMarketsStatURL() string

func (BinanceURLs) WSUSUserDataURL 

func (u BinanceURLs) WSUSUserDataURL(listenKey string) string

func (BinanceURLs) WSUserDataURL 

func (u BinanceURLs) WSUserDataURL(listenKey string) string

WSUserDataServe serve user data handler with listen key

type BinanceUS 

type BinanceUS struct {
	Client *api.Client
	// contains filtered or unexported fields
}

BinanceLong TODO: probably it's better to switch to orderID instead of clientOrderID Order ID in the methods input and output is clientOrderID internally.

func NewBinanceUS 

func NewBinanceUS(urls BinanceURLs, apiKey, secretKey string, lg *zap.Logger) *BinanceUS

func (*BinanceUS) CancelOrder 

func (b *BinanceUS) CancelOrder(ctx context.Context, symbol, id string) error

func (*BinanceUS) GenerateClientOrderID 

func (b *BinanceUS) GenerateClientOrderID(ctx context.Context, identifierID string) (string, error)

func (*BinanceUS) GetAccount 

func (b *BinanceUS) GetAccount(ctx context.Context) (exchanges.Account, error)

func (*BinanceUS) GetName 

func (b *BinanceUS) GetName() string

func (*BinanceUS) GetOpenOrders 

func (b *BinanceUS) GetOpenOrders(ctx context.Context) ([]exchanges.OrderDetailInfo, error)

func (*BinanceUS) GetOrderInfo 

func (b *BinanceUS) GetOrderInfo(ctx context.Context, symbol, id string, _ *time.Time) (exchanges.OrderInfo, error)

func (*BinanceUS) GetOrderInfoByClientOrderID 

func (b *BinanceUS) GetOrderInfoByClientOrderID(ctx context.Context, symbol, clientOrderID string, _ *time.Time) (exchanges.OrderInfo, error)

func (*BinanceUS) GetOrders 

func (b *BinanceUS) GetOrders(ctx context.Context, filter exchanges.OrderFilter) (res []exchanges.OrderDetailInfo, err error)

func (*BinanceUS) GetPrefix 

func (b *BinanceUS) GetPrefix() string

func (*BinanceUS) GetPrice 

func (b *BinanceUS) GetPrice(ctx context.Context, symbol string) (*apd.Decimal, error)

func (*BinanceUS) GetTradableSymbols 

func (b *BinanceUS) GetTradableSymbols(ctx context.Context) ([]exchanges.SymbolInfo, error)

func (*BinanceUS) PlaceBuyOrder 

func (b *BinanceUS) PlaceBuyOrder(ctx context.Context,
	_ bool, symbol string, price, quantity *apd.Decimal, prefferedID string,
) (id string, e error)

func (*BinanceUS) PlaceBuyOrderV2 

func (b *BinanceUS) PlaceBuyOrderV2(ctx context.Context, _ bool, symbol string, price, qty *apd.Decimal, preferredID string, orderType string) (id string, e error)

PlaceBuyOrderV2 Place Buy Order with OrderType param

func (*BinanceUS) PlaceSellOrder 

func (b *BinanceUS) PlaceSellOrder(ctx context.Context,
	_ bool, symbol string, price, quantity *apd.Decimal, prefferedID string,
) (id string, e error)

func (*BinanceUS) PlaceSellOrderV2 

func (b *BinanceUS) PlaceSellOrderV2(ctx context.Context, _ bool, symbol string, price, qty *apd.Decimal, preferredID string, orderType string) (id string, e error)

PlaceSellOrderV2 Place Sell Order with OrderType param

func (*BinanceUS) ReleaseOrder 

func (b *BinanceUS) ReleaseOrder(_ context.Context, symbol, id string) error

func (*BinanceUS) RoundPrice 

func (b *BinanceUS) RoundPrice(_ context.Context, symbol string, price *apd.Decimal, tickSize *string) (*apd.Decimal, error)

func (*BinanceUS) RoundQuantity 

func (b *BinanceUS) RoundQuantity(_ context.Context, symbol string, qty *apd.Decimal) (*apd.Decimal, error)

func (*BinanceUS) WatchAccountPositions 

func (b *BinanceUS) WatchAccountPositions(ctx context.Context) (<-chan exchanges.PositionEvent, error)

func (*BinanceUS) WatchOrdersStatuses 

func (b *BinanceUS) WatchOrdersStatuses(ctx context.Context) (<-chan exchanges.OrderEvent, error)

func (*BinanceUS) WatchSymbolPrice 

func (b *BinanceUS) WatchSymbolPrice(ctx context.Context, symbol string) (<-chan exchanges.PriceEvent, error)

type FuturesAccountUpdate 

type FuturesAccountUpdate struct {
	EventType string                   `json:"e"`
	EventTime int64                    `json:"E"`
	Data      FuturesAccountUpdateData `json:"a"`
}

type FuturesAccountUpdateData 

type FuturesAccountUpdateData struct {
	EventReasonType string                    `json:"m"`
	Positions       []FuturesBinancePositions `json:"P"`
}

type FuturesBinancePositions 

type FuturesBinancePositions struct {
	Symbol         string `json:"s"`
	PositionAmount string `json:"pa"`
}

type OrderGetter 

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

func (*OrderGetter) GetBinanceOrder 

func (og *OrderGetter) GetBinanceOrder(ctx context.Context, symbol, clientOrderID string) (*api.Order, error)

func (*OrderGetter) GetHistoryOrders 

func (og *OrderGetter) GetHistoryOrders(
	ctx context.Context,
	symbol string,
	orderID *string,
	clientOrderID *string,
) (res []exchanges.OrderDetailInfo, err error)

func (*OrderGetter) GetOpenOrders 

func (og *OrderGetter) GetOpenOrders(ctx context.Context) (res []exchanges.OrderDetailInfo, err error)

func (*OrderGetter) GetOrderBinanceStatus 

func (og *OrderGetter) GetOrderBinanceStatus(ctx context.Context, symbol, clientOrderID string) (api.OrderStatusType, error)

func (*OrderGetter) GetOrderInfoByClientOrderID 

func (og *OrderGetter) GetOrderInfoByClientOrderID(ctx context.Context, symbol, clientOrderID string) (exchanges.OrderInfo, error)

type OrderPlacer 

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

func NewOrderPlacer 

func NewOrderPlacer(client *api.Client) *OrderPlacer

func (*OrderPlacer) CreateOrderRequest 

func (op *OrderPlacer) CreateOrderRequest(
	symbol string, price, quantity *apd.Decimal, prefferedID string,
	side api.SideType,
) (*orderFields, error)

CreateOrderRequest Don't forget to floor `price` and `quantity`

func (*OrderPlacer) CreateOrderRequestV2 

func (op *OrderPlacer) CreateOrderRequestV2(symbol string, price, quantity *apd.Decimal, preferredID string, side api.SideType, orderType api.OrderType) (*orderFields, error)

func (*OrderPlacer) PlaceOrder 

func (op *OrderPlacer) PlaceOrder(ctx context.Context,
	symbol string, price, quantity *apd.Decimal, prefferedID string,
	side api.SideType,
) (id string, e error)

func (*OrderPlacer) PlaceOrderV2 

func (op *OrderPlacer) PlaceOrderV2(ctx context.Context, symbol string, price, quantity *apd.Decimal, preferredID string,
	side api.SideType, orderType api.OrderType) (id string, e error)

func (*OrderPlacer) TestOrder 

func (op *OrderPlacer) TestOrder(ctx context.Context,
	symbol string, price, quantity *apd.Decimal, prefferedID string,
	side api.SideType,
) error

type OrderUpdate 

type OrderUpdate struct {
	// !WARNING Keep upper and lower case letters -- this is workaround to make case-sensetive JSON
	EventType string `json:"e"` // "e": "executionReport", // Event type
	EventTime int64  `json:"E"` // "E": 1499405658658,     // Event time

	ClientOrderID         string  `json:"c"` // "c": "mUvoqJxFIILMdfAW5iGSOW", // Client order ID
	OriginalClientOrderID *string `json:"C"` // "C": null,                     // Original client order ID; This is the ID of the order being canceled

	CurrentExecutionType string `json:"x"` // "x": "NEW", // Current execution type
	CurrentOrderStatus   string `json:"X"` // "X": "NEW", // Current order status

	Symbol string `json:"s"` // "s": "ETHBTC", // Symbol
	Side   string `json:"S"` // "S": "BUY",    // Side

}

type OrderUpdateDataFutures 

type OrderUpdateDataFutures struct {
	ClientOrderID string `json:"c"` // "c": "mUvoqJxFIILMdfAW5iGSOW", // Client order ID              // Original client order ID; This is the ID of the order being canceled

	CurrentExecutionType string `json:"x"` // "x": "NEW", // Current execution type
	CurrentOrderStatus   string `json:"X"` // "X": "NEW", // Current order status

	Symbol string `json:"s"` // "s": "ETHBTC", // Symbol
	Side   string `json:"S"` // "S": "BUY",    // Side

}

type OrderUpdateFutures 

type OrderUpdateFutures struct {
	EventType string                 `json:"e"` // "e": "ORDER_TRADE_UPDATE", // Event type
	EventTime int64                  `json:"E"` // "E": 1499405658658,     // Event time
	OrderData OrderUpdateDataFutures `json:"o"`
}

type PositionGetter 

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

func (*PositionGetter) GetAccountBalances 

func (pg *PositionGetter) GetAccountBalances(ctx context.Context) (res exchanges.Account, err error)

type WSAllMiniMarketsStatEvent 

type WSAllMiniMarketsStatEvent []*WSMiniMarketsStatEvent

type WSMiniMarketsStatEvent 

type WSMiniMarketsStatEvent struct {
	// ! DON'T REMOVE NullJSONValue fields. They are used to make JSON case-senitive
	Event string `json:"e"`
	Time  int64  `json:"E"`

	Symbol  string              `json:"s"`
	Ignore1 utils.NullJSONValue `json:"S"`

	LastPrice string              `json:"c"`
	Ignore2   utils.NullJSONValue `json:"C"`

	OpenPrice string              `json:"o"`
	Ignore3   utils.NullJSONValue `json:"O"`

	HighPrice string              `json:"h"`
	Ignore4   utils.NullJSONValue `json:"H"`

	LowPrice string              `json:"l"`
	Ignore5  utils.NullJSONValue `json:"L"`

	BaseVolume string              `json:"v"`
	Ignore6    utils.NullJSONValue `json:"V"`

	QuoteVolume string              `json:"q"`
	Ignore7     utils.NullJSONValue `json:"Q"`
}

WSMiniMarketsStatEvent define websocket market mini-ticker statistics event

Source Files

View all Source files

Directories

Path Synopsis
show_data
show_data/binance_futures
show_data/binance_long
show_data/binance_us
experiments
double_cancellation

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