okx

package
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 Go to latest Published: Apr 30, 2024 License: MIT Imports: 45 Imported by: 0

README

GoCryptoTrader package Okx

Build Status Software License GoDoc Coverage Status Go Report Card

This okx package is part of the GoCryptoTrader codebase.

This is still in active development

You can track ideas, planned features and what's in progress on this Trello board: https://trello.com/b/ZAhMhpOy/gocryptotrader.

Join our slack to discuss all things related to GoCryptoTrader! GoCryptoTrader Slack

Okx Exchange

Current Features
  • REST Support
  • Websocket Support
How to enable

Enable via configuration

  • Individual package example below:
	// Exchanges will be abstracted out in further updates and examples will be
	// supplied then
How to do REST public/private calls
  • If enabled via "configuration".json file the exchange will be added to the IBotExchange array in the go var bot Bot and you will only be able to use the wrapper interface functions for accessing exchange data. View routines.go for an example of integration usage with GoCryptoTrader. Rudimentary example below:

main.go

var ok exchange.IBotExchange

for i := range bot.Exchanges {
	if bot.Exchanges[i].GetName() == "Okx" {
		y = bot.Exchanges[i]
	}
}

// Public calls - wrapper functions

// Fetches current ticker information
tick, err := ok.FetchTicker()
if err != nil {
	// Handle error
}

// Fetches current orderbook information
ob, err := ok.FetchOrderbook()
if err != nil {
	// Handle error
}

// Private calls - wrapper functions - make sure your APIKEY, APISECRET, and API_CLIENT_ID are
// set and AuthenticatedAPISupport is set to true

// Fetches current account information
accountInfo, err := ok.GetAccountInfo()
if err != nil {
	// Handle error
}
  • If enabled via individually importing package, rudimentary example below:
// Public calls

// Fetches current ticker information
ticker, err := ok.GetTicker()
if err != nil {
	// Handle error
}

// Fetches current orderbook information
ob, err := ok.GetOrderBook()
if err != nil {
	// Handle error
}

// Fetches historic trade data within the timeframe provided
tradeDatas, err := ok.GetHistoricTrades(...)
if err != nil {
	// Handle error
}


// Returns an estimate of fee based on the type of transaction
fee, err := ok.GetFeeByType(...)
if err != nil {
	// Handle error
}

// Private calls - make sure your APIKEY and APISECRET are set and
// AuthenticatedAPISupport is set to true

// Submits an order and the exchange and returns its tradeID
orderID, err := ok.SubmitOrder(...)
if err != nil {
	// Handle error
}

// ModifyOrder will allow of changing orderbook placement and limit to market conversion
updatedOrder, err := ok.ModifyOrder(...)
if err != nil {
	// Handle error
}
How to do Websocket public/private calls
	// Exchanges will be abstracted out in further updates and examples will be
	// supplied then
Please click GoDocs chevron above to view current GoDoc information for this package

Contribution

Please feel free to submit any pull requests or suggest any desired features to be added.

When submitting a PR, please abide by our coding guidelines:

  • Code must adhere to the official Go formatting guidelines (i.e. uses gofmt).
  • Code must be documented adhering to the official Go commentary guidelines.
  • Code must adhere to our coding style.
  • Pull requests need to be based on and opened against the master branch.

Donations

If this framework helped you in any way, or you would like to support the developers working on it, please donate Bitcoin to:

bc1qk0jareu4jytc0cfrhr5wgshsq8282awpavfahc

Documentation

Index

Constants

View Source 
const (

	// TradeModeCross trade mode, cross
	TradeModeCross = "cross"
	// TradeModeIsolated trade mode, isolated
	TradeModeIsolated = "isolated"
	// TradeModeCash trade mode, cash
	TradeModeCash = "cash"

	// AlgoOrdTypeGrid algo order type,grid
	AlgoOrdTypeGrid = "grid"
	// AlgoOrdTypeContractGrid algo order type, contract_grid
	AlgoOrdTypeContractGrid = "contract_grid"
)
View Source 
const (
	// OkxOrderLimit Limit order
	OkxOrderLimit = "limit"
	// OkxOrderMarket Market order
	OkxOrderMarket = "market"
	// OkxOrderPostOnly POST_ONLY order type
	OkxOrderPostOnly = "post_only"
	// OkxOrderFOK fill or kill order type
	OkxOrderFOK = "fok"
	// OkxOrderIOC IOC (immediate or cancel)
	OkxOrderIOC = "ioc"
	// OkxOrderOptimalLimitIOC OPTIMAL_LIMIT_IOC
	OkxOrderOptimalLimitIOC = "optimal_limit_ioc"
)

Variables

View Source 
var (
	ErrorCodes = map[string]error{}/* 515 elements not displayed */

)

ErrorCodes and their corresponding error messages

Functions

func GetAssetTypeFromInstrumentType 

func GetAssetTypeFromInstrumentType(instrumentType string) asset.Item

GetAssetTypeFromInstrumentType returns an asset Item instance given and Instrument Type string.

Types

type Account 

type Account struct {
	AdjEq       types.Number     `json:"adjEq"`
	Details     []AccountDetail  `json:"details"`
	Imr         types.Number     `json:"imr"` // Frozen equity for open positions and pending orders in USD level Applicable to Multi-currency margin and Portfolio margin
	IsoEq       types.Number     `json:"isoEq"`
	MgnRatio    types.Number     `json:"mgnRatio"`
	Mmr         types.Number     `json:"mmr"` // Maintenance margin requirement in USD level Applicable to Multi-currency margin and Portfolio margin
	NotionalUsd types.Number     `json:"notionalUsd"`
	OrdFroz     types.Number     `json:"ordFroz"` // Margin frozen for pending orders in USD level Applicable to Multi-currency margin and Portfolio margin
	TotalEquity types.Number     `json:"totalEq"` // Total Equity in USD level
	UpdateTime  okxUnixMilliTime `json:"uTime"`   // UpdateTime
}

Account holds currency account balance and related information

type AccountAndPositionRisk 

type AccountAndPositionRisk struct {
	AdjEq              string               `json:"adjEq"`
	AccountBalanceData []AccountBalanceData `json:"balData"`
	PosData            []PositionData       `json:"posData"`
	Timestamp          okxUnixMilliTime     `json:"ts"`
}

AccountAndPositionRisk holds information.

type AccountAssetValuation 

type AccountAssetValuation struct {
	Details struct {
		Classic types.Number `json:"classic"`
		Earn    types.Number `json:"earn"`
		Funding types.Number `json:"funding"`
		Trading types.Number `json:"trading"`
	} `json:"details"`
	TotalBalance types.Number     `json:"totalBal"`
	Timestamp    okxUnixMilliTime `json:"ts"`
}

AccountAssetValuation represents view account asset valuation data

type AccountBalanceData 

type AccountBalanceData struct {
	Currency       string `json:"ccy"`
	DiscountEquity string `json:"disEq"` // discount equity of the currency in USD level.
	Equity         string `json:"eq"`    // Equity of the currency
}

AccountBalanceData represents currency account balance.

type AccountConfigurationResponse 

type AccountConfigurationResponse struct {
	AccountLevel         uint   `json:"acctLv,string"` // 1: Simple 2: Single-currency margin 3: Multi-currency margin 4：Portfolio margin
	AutoLoan             bool   `json:"autoLoan"`      // Whether to borrow coins automatically true: borrow coins automatically false: not borrow coins automatically
	ContractIsolatedMode string `json:"ctIsoMode"`     // Contract isolated margin trading settings automatic：Auto transfers autonomy：Manual transfers
	GreeksType           string `json:"greeksType"`    // Current display type of Greeks PA: Greeks in coins BS: Black-Scholes Greeks in dollars
	Level                string `json:"level"`         // The user level of the current real trading volume on the platform, e.g lv1
	LevelTemporary       string `json:"levelTmp"`
	MarginIsolatedMode   string `json:"mgnIsoMode"` // Margin isolated margin trading settings automatic：Auto transfers autonomy：Manual transfers
	PositionMode         string `json:"posMode"`
	AccountID            string `json:"uid"`
}

AccountConfigurationResponse represents account configuration response.

type AccountDetail 

type AccountDetail struct {
	AvailableBalance              types.Number     `json:"availBal"`
	AvailableEquity               types.Number     `json:"availEq"`
	CashBalance                   types.Number     `json:"cashBal"` // Cash Balance
	Currency                      string           `json:"ccy"`
	CrossLiab                     types.Number     `json:"crossLiab"`
	DiscountEquity                types.Number     `json:"disEq"`
	EquityOfCurrency              types.Number     `json:"eq"`
	EquityUsd                     types.Number     `json:"eqUsd"`
	FrozenBalance                 types.Number     `json:"frozenBal"`
	Interest                      types.Number     `json:"interest"`
	IsoEquity                     types.Number     `json:"isoEq"`
	IsolatedLiabilities           types.Number     `json:"isoLiab"`
	IsoUpl                        types.Number     `json:"isoUpl"` // Isolated unrealized profit and loss of the currency applicable to Single-currency margin and Multi-currency margin and Portfolio margin
	LiabilitiesOfCurrency         types.Number     `json:"liab"`
	MaxLoan                       types.Number     `json:"maxLoan"`
	MarginRatio                   types.Number     `json:"mgnRatio"`      // Equity of the currency
	NotionalLever                 types.Number     `json:"notionalLever"` // Leverage of the currency applicable to Single-currency margin
	OpenOrdersMarginFrozen        types.Number     `json:"ordFrozen"`
	Twap                          types.Number     `json:"twap"`
	UpdateTime                    okxUnixMilliTime `json:"uTime"`
	UnrealizedProfit              types.Number     `json:"upl"`
	UnrealizedCurrencyLiabilities types.Number     `json:"uplLiab"`
	StrategyEquity                types.Number     `json:"stgyEq"`  // strategy equity
	TotalEquity                   types.Number     `json:"totalEq"` // Total equity in USD level. Appears unused
}

AccountDetail account detail information.

type AccountPosition 

type AccountPosition struct {
	AutoDeleveraging             string           `json:"adl"`      // Auto-deleveraging (ADL) indicator Divided into 5 levels, from 1 to 5, the smaller the number, the weaker the adl intensity.
	AvailablePosition            string           `json:"availPos"` // Position that can be closed Only applicable to MARGIN, FUTURES/SWAP in the long-short mode, OPTION in Simple and isolated OPTION in margin Account.
	AveragePrice                 types.Number     `json:"avgPx"`
	CreationTime                 okxUnixMilliTime `json:"cTime"`
	Currency                     string           `json:"ccy"`
	DeltaBS                      string           `json:"deltaBS"` // delta：Black-Scholes Greeks in dollars,only applicable to OPTION
	DeltaPA                      string           `json:"deltaPA"` // delta：Greeks in coins,only applicable to OPTION
	GammaBS                      string           `json:"gammaBS"` // gamma：Black-Scholes Greeks in dollars,only applicable to OPTION
	GammaPA                      string           `json:"gammaPA"` // gamma：Greeks in coins,only applicable to OPTION
	InitialMarginRequirement     types.Number     `json:"imr"`     // Initial margin requirement, only applicable to cross.
	InstrumentID                 string           `json:"instId"`
	InstrumentType               asset.Item       `json:"instType"`
	Interest                     types.Number     `json:"interest"`
	USDPrice                     types.Number     `json:"usdPx"`
	LastTradePrice               types.Number     `json:"last"`
	Leverage                     types.Number     `json:"lever"`   // Leverage, not applicable to OPTION seller
	Liabilities                  string           `json:"liab"`    // Liabilities, only applicable to MARGIN.
	LiabilitiesCurrency          string           `json:"liabCcy"` // Liabilities currency, only applicable to MARGIN.
	LiquidationPrice             types.Number     `json:"liqPx"`   // Estimated liquidation price Not applicable to OPTION
	MarkPrice                    types.Number     `json:"markPx"`
	Margin                       types.Number     `json:"margin"`
	MarginMode                   string           `json:"mgnMode"`
	MarginRatio                  types.Number     `json:"mgnRatio"`
	MaintenanceMarginRequirement types.Number     `json:"mmr"`         // Maintenance margin requirement in USD level Applicable to Multi-currency margin and Portfolio margin
	NotionalUsd                  types.Number     `json:"notionalUsd"` // Quality of Positions -- usd
	OptionValue                  types.Number     `json:"optVal"`      // Option Value, only application to position.
	QuantityOfPosition           types.Number     `json:"pos"`         // Quantity of positions,In the mode of autonomous transfer from position to position, after the deposit is transferred, a position with pos of 0 will be generated
	PositionCurrency             string           `json:"posCcy"`
	PositionID                   string           `json:"posId"`
	PositionSide                 string           `json:"posSide"`
	ThetaBS                      string           `json:"thetaBS"` // theta：Black-Scholes Greeks in dollars,only applicable to OPTION
	ThetaPA                      string           `json:"thetaPA"` // theta：Greeks in coins,only applicable to OPTION
	TradeID                      string           `json:"tradeId"`
	UpdatedTime                  okxUnixMilliTime `json:"uTime"`    // Latest time position was adjusted,
	UPNL                         types.Number     `json:"upl"`      // Unrealized profit and loss
	UPLRatio                     types.Number     `json:"uplRatio"` // Unrealized profit and loss ratio
	VegaBS                       string           `json:"vegaBS"`   // vega：Black-Scholes Greeks in dollars,only applicable to OPTION
	VegaPA                       string           `json:"vegaPA"`   // vega：Greeks in coins,only applicable to OPTION

	PushTime okxUnixMilliTime `json:"pTime"` // The time when the account position data is pushed.
}

AccountPosition account position.

type AccountPositionHistory 

type AccountPositionHistory struct {
	CreationTime       okxUnixMilliTime `json:"cTime"`
	Currency           string           `json:"ccy"`
	CloseAveragePrice  types.Number     `json:"closeAvgPx,omitempty"`
	CloseTotalPosition types.Number     `json:"closeTotalPos,omitempty"`
	InstrumentID       string           `json:"instId"`
	InstrumentType     string           `json:"instType"`
	Leverage           string           `json:"lever"`
	ManagementMode     string           `json:"mgnMode"`
	OpenAveragePrice   string           `json:"openAvgPx"`
	OpenMaxPosition    string           `json:"openMaxPos"`
	ProfitAndLoss      types.Number     `json:"pnl,omitempty"`
	ProfitAndLossRatio types.Number     `json:"pnlRatio,omitempty"`
	PositionID         string           `json:"posId"`
	PositionSide       string           `json:"posSide"`
	TriggerPrice       string           `json:"triggerPx"`
	Type               string           `json:"type"`
	UpdateTime         okxUnixMilliTime `json:"uTime"`
	Underlying         string           `json:"uly"`
}

AccountPositionHistory hold account position history.

type AccountRiskState 

type AccountRiskState struct {
	IsTheAccountAtRisk bool             `json:"atRisk"`
	AtRiskIdx          []interface{}    `json:"atRiskIdx"` // derivatives risk unit list
	AtRiskMgn          []interface{}    `json:"atRiskMgn"` // margin risk unit list
	Timestamp          okxUnixMilliTime `json:"ts"`
}

AccountRiskState represents account risk state.

type ActiveFundingOrder 

type ActiveFundingOrder struct {
	OrderID      string `json:"ordId"`
	State        string `json:"state"`
	Currency     string `json:"ccy"`
	Protocol     string `json:"protocol"`
	ProtocolType string `json:"protocolType"`
	Term         string `json:"term"`
	Apy          string `json:"apy"`
	InvestData   []struct {
		Currency string       `json:"ccy"`
		Amount   types.Number `json:"amt"`
	} `json:"investData"`
	EarningData []struct {
		Ccy         string       `json:"ccy"`
		EarningType string       `json:"earningType"`
		Earnings    types.Number `json:"earnings"`
	} `json:"earningData"`
	PurchasedTime okxUnixMilliTime `json:"purchasedTime"`
}

ActiveFundingOrder represents active purchase orders

type AdjustMarginBalanceResponse 

type AdjustMarginBalanceResponse struct {
	AlgoID string `json:"algoId"`
}

AdjustMarginBalanceResponse represents algo id for response for margin balance adjust request.

type AlgoOrder 

type AlgoOrder struct {
	AlgoID     string `json:"algoId"`
	StatusCode string `json:"sCode"`
	StatusMsg  string `json:"sMsg"`
}

AlgoOrder algo order requests response.

type AlgoOrderCancelParams 

type AlgoOrderCancelParams struct {
	AlgoOrderID  string `json:"algoId"`
	InstrumentID string `json:"instId"`
}

AlgoOrderCancelParams algo order request parameter

type AlgoOrderParams 

type AlgoOrderParams struct {
	InstrumentID string     `json:"instId"` // Required
	TradeMode    string     `json:"tdMode"` // Required
	Currency     string     `json:"ccy,omitempty"`
	Side         order.Side `json:"side"` // Required
	PositionSide string     `json:"posSide,omitempty"`
	OrderType    string     `json:"ordType"`   // Required
	Size         float64    `json:"sz,string"` // Required
	ReduceOnly   bool       `json:"reduceOnly,omitempty"`
	OrderTag     string     `json:"tag,omitempty"`
	QuantityType string     `json:"tgtCcy,omitempty"`

	// Place Stop Order params
	TakeProfitTriggerPrice     float64 `json:"tpTriggerPx,string,omitempty"`
	TakeProfitOrderPrice       float64 `json:"tpOrdPx,string,omitempty"`
	StopLossTriggerPrice       float64 `json:"slTriggerPx,string,omitempty"`
	StopLossOrderPrice         float64 `json:"slOrdPx,string,omitempty"`
	StopLossTriggerPriceType   string  `json:"slTriggerPxType,omitempty"`
	TakeProfitTriggerPriceType string  `json:"tpTriggerPxType,omitempty"`

	// Trigger Price  Or TrailingStopOrderRequestParam
	CallbackRatio          float64 `json:"callbackRatio,omitempty,string"`
	ActivePrice            float64 `json:"activePx,string,omitempty"`
	CallbackSpreadVariance string  `json:"callbackSpread,omitempty"`

	// trigger algo orders params.
	// notice: Trigger orders are not available in the net mode of futures and perpetual swaps
	TriggerPrice     float64 `json:"triggerPx,string,omitempty"`
	OrderPrice       float64 `json:"orderPx,string,omitempty"` // if the price i -1, then the order will be executed on the market.
	TriggerPriceType string  `json:"triggerPxType,omitempty"`  // last, index, and mark

	PriceVariance string  `json:"pxVar,omitempty"`          // Optional
	PriceSpread   string  `json:"pxSpread,omitempty"`       // Optional
	SizeLimit     float64 `json:"szLimit,string,omitempty"` // Required
	PriceLimit    float64 `json:"pxLimit,string,omitempty"` // Required

	// TWAPOrder
	TimeInterval kline.Interval `json:"interval,omitempty"` // Required
}

AlgoOrderParams holds algo order information.

type AlgoOrderPosition 

type AlgoOrderPosition struct {
	AutoDecreasingLine           string           `json:"adl"`
	AlgoID                       string           `json:"algoId"`
	AveragePrice                 string           `json:"avgPx"`
	Currency                     string           `json:"ccy"`
	InitialMarginRequirement     string           `json:"imr"`
	InstrumentID                 string           `json:"instId"`
	InstrumentType               string           `json:"instType"`
	LastTradedPrice              string           `json:"last"`
	Leverage                     string           `json:"lever"`
	LiquidationPrice             string           `json:"liqPx"`
	MarkPrice                    string           `json:"markPx"`
	MarginMode                   string           `json:"mgnMode"`
	MarginRatio                  string           `json:"mgnRatio"`
	MaintenanceMarginRequirement string           `json:"mmr"`
	NotionalUSD                  string           `json:"notionalUsd"`
	QuantityPosition             string           `json:"pos"`
	PositionSide                 string           `json:"posSide"`
	UnrealizedProfitAndLoss      string           `json:"upl"`
	UnrealizedProfitAndLossRatio string           `json:"uplRatio"`
	UpdateTime                   okxUnixMilliTime `json:"uTime"`
	CreationTime                 okxUnixMilliTime `json:"cTime"`
}

AlgoOrderPosition represents algo order position detailed data.

type AlgoOrderResponse 

type AlgoOrderResponse struct {
	InstrumentType             string           `json:"instType"`
	InstrumentID               string           `json:"instId"`
	OrderID                    string           `json:"ordId"`
	Currency                   string           `json:"ccy"`
	AlgoOrderID                string           `json:"algoId"`
	Quantity                   string           `json:"sz"`
	OrderType                  string           `json:"ordType"`
	Side                       order.Side       `json:"side"`
	PositionSide               string           `json:"posSide"`
	TradeMode                  string           `json:"tdMode"`
	QuantityType               string           `json:"tgtCcy"`
	State                      string           `json:"state"`
	Lever                      string           `json:"lever"`
	TakeProfitTriggerPrice     string           `json:"tpTriggerPx"`
	TakeProfitTriggerPriceType string           `json:"tpTriggerPxType"`
	TakeProfitOrdPrice         string           `json:"tpOrdPx"`
	StopLossTriggerPriceType   string           `json:"slTriggerPxType"`
	StopLossTriggerPrice       string           `json:"slTriggerPx"`
	TriggerPrice               string           `json:"triggerPx"`
	TriggerPriceType           string           `json:"triggerPxType"`
	OrdPrice                   string           `json:"ordPx"`
	ActualSize                 string           `json:"actualSz"`
	ActualPrice                string           `json:"actualPx"`
	ActualSide                 string           `json:"actualSide"`
	PriceVar                   string           `json:"pxVar"`
	PriceSpread                string           `json:"pxSpread"`
	PriceLimit                 string           `json:"pxLimit"`
	SizeLimit                  string           `json:"szLimit"`
	TimeInterval               string           `json:"timeInterval"`
	TriggerTime                okxUnixMilliTime `json:"triggerTime"`
	CallbackRatio              string           `json:"callbackRatio"`
	CallbackSpread             string           `json:"callbackSpread"`
	ActivePrice                string           `json:"activePx"`
	MoveTriggerPrice           string           `json:"moveTriggerPx"`
	CreationTime               okxUnixMilliTime `json:"cTime"`
}

AlgoOrderResponse holds algo order information.

type AlgoOrderWithdrawalProfit 

type AlgoOrderWithdrawalProfit struct {
	AlgoID         string `json:"algoId"`
	WithdrawProfit string `json:"profit"`
}

AlgoOrderWithdrawalProfit algo withdrawal order profit info.

type AmendOrderRequestParams 

type AmendOrderRequestParams struct {
	InstrumentID    string  `json:"instId"`
	CancelOnFail    bool    `json:"cxlOnFail,omitempty"`
	OrderID         string  `json:"ordId,omitempty"`
	ClientOrderID   string  `json:"clOrdId,omitempty"`
	ClientRequestID string  `json:"reqId,omitempty"`
	NewQuantity     float64 `json:"newSz,string,omitempty"`
	NewPrice        float64 `json:"newPx,string,omitempty"`
}

AmendOrderRequestParams represents amend order requesting parameters.

type AssetBalance 

type AssetBalance struct {
	AvailBal      types.Number `json:"availBal"`
	Balance       types.Number `json:"bal"`
	Currency      string       `json:"ccy"`
	FrozenBalance types.Number `json:"frozenBal"`
}

AssetBalance represents account owner asset balance

type AssetBillDetail 

type AssetBillDetail struct {
	BillID         string           `json:"billId"`
	Currency       string           `json:"ccy"`
	ClientID       string           `json:"clientId"`
	BalanceChange  string           `json:"balChg"`
	AccountBalance string           `json:"bal"`
	Type           int              `json:"type,string"`
	Timestamp      okxUnixMilliTime `json:"ts"`
}

AssetBillDetail represents the billing record

type BalanceAndPositionData 

type BalanceAndPositionData struct {
	PushTime     okxUnixMilliTime     `json:"pTime"`
	EventType    string               `json:"eventType"`
	BalanceData  []BalanceData        `json:"balData"`
	PositionData []PositionDataDetail `json:"posData"`
}

BalanceAndPositionData represents balance and position data with the push time.

type BalanceData 

type BalanceData struct {
	Currency    string           `json:"ccy"`
	CashBalance string           `json:"cashBal"`
	UpdateTime  okxUnixMilliTime `json:"uTime"`
}

BalanceData represents currency and it's Cash balance with the update time.

type BillsDetailQueryParameter 

type BillsDetailQueryParameter struct {
	InstrumentType string // Instrument type "SPOT" "MARGIN" "SWAP" "FUTURES" "OPTION"
	Currency       string
	MarginMode     string // Margin mode "isolated" "cross"
	ContractType   string // Contract type "linear" & "inverse" Only applicable to FUTURES/SWAP
	BillType       uint   // Bill type 1: Transfer 2: Trade 3: Delivery 4: Auto token conversion 5: Liquidation 6: Margin transfer 7: Interest deduction 8: Funding fee 9: ADL 10: Clawback 11: System token conversion 12: Strategy transfer 13: ddh
	BillSubType    int    // allowed bill subtype values are [ 1,2,3,4,5,6,9,11,12,14,160,161,162,110,111,118,119,100,101,102,103,104,105,106,110,125,126,127,128,131,132,170,171,172,112,113,117,173,174,200,201,202,203 ], link: https://www.okx.com/docs-v5/en/#rest-api-account-get-bills-details-last-7-days
	After          string
	Before         string
	BeginTime      time.Time
	EndTime        time.Time
	Limit          int64
}

BillsDetailQueryParameter represents bills detail query parameter

type BillsDetailResponse 

type BillsDetailResponse struct {
	Balance                    types.Number     `json:"bal"`
	BalanceChange              string           `json:"balChg"`
	BillID                     string           `json:"billId"`
	Currency                   string           `json:"ccy"`
	ExecType                   string           `json:"execType"` // Order flow type, T：taker M：maker
	Fee                        types.Number     `json:"fee"`      // Fee Negative number represents the user transaction fee charged by the platform. Positive number represents rebate.
	From                       string           `json:"from"`     // The remitting account 6: FUNDING 18: Trading account When bill type is not transfer, the field returns "".
	InstrumentID               string           `json:"instId"`
	InstrumentType             asset.Item       `json:"instType"`
	MarginMode                 string           `json:"mgnMode"`
	Notes                      string           `json:"notes"` // notes When bill type is not transfer, the field returns "".
	OrderID                    string           `json:"ordId"`
	ProfitAndLoss              types.Number     `json:"pnl"`
	PositionLevelBalance       types.Number     `json:"posBal"`
	PositionLevelBalanceChange types.Number     `json:"posBalChg"`
	SubType                    string           `json:"subType"`
	Size                       types.Number     `json:"sz"`
	To                         string           `json:"to"`
	Timestamp                  okxUnixMilliTime `json:"ts"`
	Type                       string           `json:"type"`
}

BillsDetailResponse represents account bills information.

type BlockTicker 

type BlockTicker struct {
	InstrumentType           string           `json:"instType"`
	InstrumentID             string           `json:"instId"`
	TradingVolumeInCCY24Hour types.Number     `json:"volCcy24h"`
	TradingVolumeInUSD24Hour types.Number     `json:"vol24h"`
	Timestamp                okxUnixMilliTime `json:"ts"`
}

BlockTicker holds block trading information.

func (*BlockTicker) UnmarshalJSON 

func (a *BlockTicker) UnmarshalJSON(data []byte) error

UnmarshalJSON deserializes JSON, and timestamp information.

type BlockTrade 

type BlockTrade struct {
	InstrumentID   string               `json:"instId"`
	TradeID        string               `json:"tradeId"`
	Price          types.Number         `json:"px"`
	Size           types.Number         `json:"sz"`
	Side           order.Side           `json:"side"`
	FillVolatility types.Number         `json:"fillVol"`
	ForwardPrice   types.Number         `json:"fwdPx"`
	IndexPrice     types.Number         `json:"idxPx"`
	MarkPrice      types.Number         `json:"markPx"`
	Timestamp      convert.ExchangeTime `json:"ts"`
}

BlockTrade represents a block trade.

type BlockTradeLeg 

type BlockTradeLeg struct {
	TradeID      string       `json:"tradeId"`
	InstrumentID string       `json:"instId"`
	Side         order.Side   `json:"side"`
	Size         types.Number `json:"sz"`
	Price        types.Number `json:"px"`
	Fee          types.Number `json:"fee,omitempty"`
	FeeCurrency  string       `json:"feeCcy,omitempty"`
}

BlockTradeLeg Rfq trade response leg.

type Book5Data 

type Book5Data struct {
	Asks           [][4]string `json:"asks"`
	Bids           [][4]string `json:"bids"`
	InstrumentID   string      `json:"instId"`
	TimestampMilli int64       `json:"ts,string"`
	SequenceID     int64       `json:"seqId"`
}

Book5Data stores the orderbook data for orderbook 5 websocket

type BorrowInterestAndLimitResponse 

type BorrowInterestAndLimitResponse struct {
	Debt             string           `json:"debt"`
	Interest         string           `json:"interest"`
	NextDiscountTime okxUnixMilliTime `json:"nextDiscountTime"`
	NextInterestTime okxUnixMilliTime `json:"nextInterestTime"`
	Records          []struct {
		AvailLoan  string `json:"availLoan"`
		Currency   string `json:"ccy"`
		Interest   string `json:"interest"`
		LoanQuota  string `json:"loanQuota"`
		PosLoan    string `json:"posLoan"` // Frozen amount for current account Only applicable to VIP loans
		Rate       string `json:"rate"`
		SurplusLmt string `json:"surplusLmt"`
		UsedLmt    string `json:"usedLmt"`
		UsedLoan   string `json:"usedLoan"`
	} `json:"records"`
}

BorrowInterestAndLimitResponse represents borrow interest and limit rate for different loan type.

type BorrowRepayHistory 

type BorrowRepayHistory struct {
	Currency   string           `json:"ccy"`
	TradedLoan string           `json:"tradedLoan"`
	Timestamp  okxUnixMilliTime `json:"ts"`
	Type       string           `json:"type"`
	UsedLoan   string           `json:"usedLoan"`
}

BorrowRepayHistory represents borrow and repay history item data

type CancelFundingParam 

type CancelFundingParam struct {
	OrderID      string `json:"ordId"`
	ProtocolType string `json:"protocolType"`
}

CancelFundingParam cancel purchase or redemption request

type CancelOrderRequestParam 

type CancelOrderRequestParam struct {
	InstrumentID  string `json:"instId"`
	OrderID       string `json:"ordId"`
	ClientOrderID string `json:"clOrdId,omitempty"`
}

CancelOrderRequestParam represents order parameters to cancel an order.

type CancelQuoteRequestParams 

type CancelQuoteRequestParams struct {
	QuoteID       string `json:"quoteId"`
	ClientQuoteID string `json:"clQuoteId"`
}

CancelQuoteRequestParams represents cancel quote request params

type CancelQuoteResponse 

type CancelQuoteResponse struct {
	QuoteID       string `json:"quoteId"`
	ClientQuoteID string `json:"clQuoteId"`
	SCode         string `json:"sCode"`
	SMsg          string `json:"sMsg"`
}

CancelQuoteResponse represents cancel quote response

type CancelQuotesRequestParams 

type CancelQuotesRequestParams struct {
	QuoteIDs       []string `json:"quoteIds,omitempty"`
	ClientQuoteIDs []string `json:"clQuoteIds,omitempty"`
}

CancelQuotesRequestParams represents cancel multiple quotes request params

type CancelRfqRequestParam 

type CancelRfqRequestParam struct {
	RfqID       string `json:"rfqId"`
	ClientRfqID string `json:"clRfqId"`
}

CancelRfqRequestParam represents cancel Rfq order request params

type CancelRfqRequestsParam 

type CancelRfqRequestsParam struct {
	RfqIDs       []string `json:"rfqIds"`
	ClientRfqIDs []string `json:"clRfqIds"`
}

CancelRfqRequestsParam represents cancel multiple Rfq orders request params

type CancelRfqResponse 

type CancelRfqResponse struct {
	RfqID       string `json:"rfqId"`
	ClientRfqID string `json:"clRfqId"`
	StatusCode  string `json:"sCode"`
	StatusMsg   string `json:"sMsg"`
}

CancelRfqResponse represents cancel Rfq orders response

type CandleStick 

type CandleStick struct {
	OpenTime         time.Time
	OpenPrice        float64
	HighestPrice     float64
	LowestPrice      float64
	ClosePrice       float64
	Volume           float64
	QuoteAssetVolume float64
}

CandleStick holds candlestick price data

type CandlestickMarkPrice 

type CandlestickMarkPrice struct {
	Timestamp    time.Time `json:"ts"`
	OpenPrice    float64   `json:"o"`
	HighestPrice float64   `json:"h"`
	LowestPrice  float64   `json:"l"`
	ClosePrice   float64   `json:"s"`
}

CandlestickMarkPrice represents candlestick mark price push data as a result of subscription to "mark-price-candle*" channel.

type ClosePositionResponse 

type ClosePositionResponse struct {
	InstrumentID string `json:"instId"`
	PositionSide string `json:"posSide"`
}

ClosePositionResponse response data for close position.

type ClosePositionsRequestParams 

type ClosePositionsRequestParams struct {
	InstrumentID          string `json:"instId"` // REQUIRED
	PositionSide          string `json:"posSide"`
	MarginMode            string `json:"mgnMode"` // cross or isolated
	Currency              string `json:"ccy"`
	AutomaticallyCanceled bool   `json:"autoCxl"`
	ClientID              string `json:"clOrdId,omitempty"`
	Tag                   string `json:"tag,omitempty"`
}

ClosePositionsRequestParams input parameters for close position endpoints

type ComputeMarginBalance 

type ComputeMarginBalance struct {
	Leverage      types.Number `json:"lever"`
	MaximumAmount types.Number `json:"maxAmt"`
}

ComputeMarginBalance represents compute margin amount request response

type ContractGridAlgoOrder 

type ContractGridAlgoOrder struct {
	ActualLever            string           `json:"actualLever"`
	AlgoID                 string           `json:"algoId"`
	AlgoOrderType          string           `json:"algoOrdType"`
	AnnualizedRate         string           `json:"annualizedRate"`
	ArbitrageNumber        string           `json:"arbitrageNum"`
	BasePosition           bool             `json:"basePos"`
	CancelType             string           `json:"cancelType"`
	Direction              string           `json:"direction"`
	Eq                     string           `json:"eq"`
	FloatProfit            string           `json:"floatProfit"`
	GridQuantity           string           `json:"gridNum"`
	GridProfit             string           `json:"gridProfit"`
	InstrumentID           string           `json:"instId"`
	InstrumentType         string           `json:"instType"`
	Investment             string           `json:"investment"`
	Leverage               string           `json:"lever"`
	LiqPrice               string           `json:"liqPx"`
	MaxPrice               string           `json:"maxPx"`
	MinPrice               string           `json:"minPx"`
	CreationTime           okxUnixMilliTime `json:"cTime"`
	PushTime               okxUnixMilliTime `json:"pTime"`
	PerMaxProfitRate       string           `json:"perMaxProfitRate"`
	PerMinProfitRate       string           `json:"perMinProfitRate"`
	ProfitAndLossRatio     string           `json:"pnlRatio"`
	RunPrice               string           `json:"runPx"`
	RunType                string           `json:"runType"`
	SingleAmount           string           `json:"singleAmt"`
	SlTriggerPx            string           `json:"slTriggerPx"`
	State                  string           `json:"state"`
	StopType               string           `json:"stopType"`
	Size                   string           `json:"sz"`
	Tag                    string           `json:"tag"`
	TotalAnnualizedRate    string           `json:"totalAnnualizedRate"`
	TotalProfitAndLoss     string           `json:"totalPnl"`
	TakeProfitTriggerPrice string           `json:"tpTriggerPx"`
	TradeNumber            string           `json:"tradeNum"`
	TriggerTime            string           `json:"triggerTime"`
	UpdateTime             string           `json:"uTime"`
	Underlying             string           `json:"uly"`
}

ContractGridAlgoOrder represents contract grid algo order

type ConvertCurrency 

type ConvertCurrency struct {
	Currency string       `json:"currency"`
	Min      types.Number `json:"min"`
	Max      types.Number `json:"max"`
}

ConvertCurrency represents currency conversion detailed data.

type ConvertCurrencyPair 

type ConvertCurrencyPair struct {
	InstrumentID     string       `json:"instId"`
	BaseCurrency     string       `json:"baseCcy"`
	BaseCurrencyMax  types.Number `json:"baseCcyMax,omitempty"`
	BaseCurrencyMin  types.Number `json:"baseCcyMin,omitempty"`
	QuoteCurrency    string       `json:"quoteCcy,omitempty"`
	QuoteCurrencyMax types.Number `json:"quoteCcyMax,omitempty"`
	QuoteCurrencyMin types.Number `json:"quoteCcyMin,omitempty"`
}

ConvertCurrencyPair holds information related to conversion between two pairs.

type ConvertHistory 

type ConvertHistory struct {
	InstrumentID  string           `json:"instId"`
	Side          order.Side       `json:"side"`
	FillPrice     types.Number     `json:"fillPx"`
	BaseCurrency  string           `json:"baseCcy"`
	QuoteCurrency string           `json:"quoteCcy"`
	FillBaseSize  types.Number     `json:"fillBaseSz"`
	State         string           `json:"state"`
	TradeID       string           `json:"tradeId"`
	FillQuoteSize types.Number     `json:"fillQuoteSz"`
	Timestamp     okxUnixMilliTime `json:"ts"`
}

ConvertHistory holds convert trade history response

type ConvertTradeInput 

type ConvertTradeInput struct {
	BaseCurrency  string  `json:"baseCcy"`
	QuoteCurrency string  `json:"quoteCcy"`
	Side          string  `json:"side"`
	Size          float64 `json:"sz,string"`
	SizeCurrency  string  `json:"szCcy"`
	QuoteID       string  `json:"quoteId"`
	ClientOrderID string  `json:"clTReqId"`
	Tag           string  `json:"tag"`
}

ConvertTradeInput represents convert trade request input

type ConvertTradeResponse 

type ConvertTradeResponse struct {
	BaseCurrency  string           `json:"baseCcy"`
	ClientOrderID string           `json:"clTReqId"`
	FillBaseSize  types.Number     `json:"fillBaseSz"`
	FillPrice     string           `json:"fillPx"`
	FillQuoteSize types.Number     `json:"fillQuoteSz"`
	InstrumentID  string           `json:"instId"`
	QuoteCurrency string           `json:"quoteCcy"`
	QuoteID       string           `json:"quoteId"`
	Side          order.Side       `json:"side"`
	State         string           `json:"state"`
	TradeID       string           `json:"tradeId"`
	Timestamp     okxUnixMilliTime `json:"ts"`
}

ConvertTradeResponse represents convert trade response

type CounterpartiesResponse 

type CounterpartiesResponse struct {
	TraderName string `json:"traderName"`
	TraderCode string `json:"traderCode"`
	Type       string `json:"type"`
}

CounterpartiesResponse represents

type CreateQuoteParams 

type CreateQuoteParams struct {
	RfqID         string     `json:"rfqId"`
	ClientQuoteID string     `json:"clQuoteId"`
	QuoteSide     order.Side `json:"quoteSide"`
	Legs          []QuoteLeg `json:"legs"`
}

CreateQuoteParams holds information related to create quote.

func (*CreateQuoteParams) MarshalJSON 

func (a *CreateQuoteParams) MarshalJSON() ([]byte, error)

MarshalJSON serialized CreateQuoteParams instance into bytes

type CreateRfqInput 

type CreateRfqInput struct {
	Anonymous      bool          `json:"anonymous"`
	CounterParties []string      `json:"counterparties"`
	ClientRfqID    string        `json:"clRfqId"`
	Legs           []RfqOrderLeg `json:"legs"`
}

CreateRfqInput Rfq create method input.

type CurrencyDebtAmount 

type CurrencyDebtAmount struct {
	DebtAmount   types.Number `json:"debtAmt"`
	DebtCurrency string       `json:"debtCcy"`
}

CurrencyDebtAmount represents debt currency data

type CurrencyDepositResponseItem 

type CurrencyDepositResponseItem struct {
	Tag                      string            `json:"tag"`
	Chain                    string            `json:"chain"`
	ContractAddress          string            `json:"ctAddr"`
	Currency                 string            `json:"ccy"`
	ToBeneficiaryAccount     string            `json:"to"`
	Address                  string            `json:"addr"`
	Selected                 bool              `json:"selected"`
	Memo                     string            `json:"memo"`
	DepositAddressAttachment map[string]string `json:"addrEx"`
	PaymentID                string            `json:"pmtId"`
}

CurrencyDepositResponseItem represents the deposit address information item.

type CurrencyOneClickRepay 

type CurrencyOneClickRepay struct {
	DebtCurrency  string       `json:"debtCcy"`
	FillFromSize  types.Number `json:"fillFromSz"`
	FillRepaySize types.Number `json:"fillRepaySz"`
	FillToSize    types.Number `json:"fillToSz"`
	RepayCurrency string       `json:"repayCcy"`
	Status        string       `json:"status"`
	UpdateTime    time.Time    `json:"uTime"`
}

CurrencyOneClickRepay represents one click repay currency

func (*CurrencyOneClickRepay) UnmarshalJSON 

func (a *CurrencyOneClickRepay) UnmarshalJSON(data []byte) error

UnmarshalJSON deserializes JSON, and timestamp information.

type CurrencyRepayAmount 

type CurrencyRepayAmount struct {
	RepayAmount   types.Number `json:"repayAmt"`
	RepayCurrency string       `json:"repayCcy"`
}

CurrencyRepayAmount represents rebat currency amount.

type CurrencyResponse 

type CurrencyResponse struct {
	CanDeposit          bool         `json:"canDep"`      // Availability to deposit from chain. false: not available true: available
	CanInternalTransfer bool         `json:"canInternal"` // Availability to internal transfer.
	CanWithdraw         bool         `json:"canWd"`       // Availability to withdraw to chain.
	Currency            string       `json:"ccy"`         //
	Chain               string       `json:"chain"`       //
	LogoLink            string       `json:"logoLink"`    // Logo link of currency
	MainNet             bool         `json:"mainNet"`     // If current chain is main net then return true, otherwise return false
	MaxFee              types.Number `json:"maxFee"`      // Minimum withdrawal fee
	MaxWithdrawal       types.Number `json:"maxWd"`       // Minimum amount of currency withdrawal in a single transaction
	MinFee              types.Number `json:"minFee"`      // Minimum withdrawal fee
	MinWithdrawal       string       `json:"minWd"`       // Minimum amount of currency withdrawal in a single transaction
	Name                string       `json:"name"`        // Chinese name of currency
	UsedWithdrawalQuota string       `json:"usedWdQuota"` // Amount of currency withdrawal used in the past 24 hours, unit in BTC
	WithdrawalQuota     string       `json:"wdQuota"`     // Minimum amount of currency withdrawal in a single transaction
	WithdrawalTickSize  string       `json:"wdTickSz"`    // Withdrawal precision, indicating the number of digits after the decimal point
}

CurrencyResponse represents a currency item detail response data.

type CurrencyTakerFlow 

type CurrencyTakerFlow struct {
	Timestamp       time.Time
	CallBuyVolume   float64
	CallSellVolume  float64
	PutBuyVolume    float64
	PutSellVolume   float64
	CallBlockVolume float64
	PutBlockVolume  float64
}

CurrencyTakerFlow holds the taker volume information for a single currency.

type DeliveryEstimatedPrice 

type DeliveryEstimatedPrice struct {
	InstrumentType         string           `json:"instType"`
	InstrumentID           string           `json:"instId"`
	EstimatedDeliveryPrice string           `json:"settlePx"`
	Timestamp              okxUnixMilliTime `json:"ts"`
}

DeliveryEstimatedPrice holds an estimated delivery or exercise price response.

type DeliveryHistory 

type DeliveryHistory struct {
	Timestamp okxUnixMilliTime        `json:"ts"`
	Details   []DeliveryHistoryDetail `json:"details"`
}

DeliveryHistory represents list of delivery history detail items and timestamp information

type DeliveryHistoryDetail 

type DeliveryHistoryDetail struct {
	Type          string       `json:"type"`
	InstrumentID  string       `json:"insId"`
	DeliveryPrice types.Number `json:"px"`
}

DeliveryHistoryDetail holds instrument id and delivery price information detail

type DepositHistoryResponseItem 

type DepositHistoryResponseItem struct {
	Amount           types.Number     `json:"amt"`
	TransactionID    string           `json:"txId"` // Hash record of the deposit
	Currency         string           `json:"ccy"`
	Chain            string           `json:"chain"`
	From             string           `json:"from"`
	ToDepositAddress string           `json:"to"`
	Timestamp        okxUnixMilliTime `json:"ts"`
	State            int              `json:"state,string"`
	DepositID        string           `json:"depId"`
}

DepositHistoryResponseItem deposit history response item.

type DiscountRate 

type DiscountRate struct {
	Amount            string                 `json:"amt"`
	Currency          string                 `json:"ccy"`
	DiscountInfo      []DiscountRateInfoItem `json:"discountInfo"`
	DiscountRateLevel string                 `json:"discountLv"`
}

DiscountRate represents the discount rate amount, currency, and other discount related information.

type DiscountRateInfoItem 

type DiscountRateInfoItem struct {
	DiscountRate string       `json:"discountRate"`
	MaxAmount    types.Number `json:"maxAmt"`
	MinAmount    types.Number `json:"minAmt"`
}

DiscountRateInfoItem represents discount info list item for discount rate response

type EasyConvertDetail 

type EasyConvertDetail struct {
	FromData   []EasyConvertFromData `json:"fromData"`
	ToCurrency []string              `json:"toCcy"`
}

EasyConvertDetail represents easy convert currencies list and their detail.

type EasyConvertFromData 

type EasyConvertFromData struct {
	FromAmount   types.Number `json:"fromAmt"`
	FromCurrency string       `json:"fromCcy"`
}

EasyConvertFromData represents convert currency from detail

type EasyConvertItem 

type EasyConvertItem struct {
	FilFromSize  types.Number     `json:"fillFromSz"`
	FillToSize   types.Number     `json:"fillToSz"`
	FromCurrency string           `json:"fromCcy"`
	Status       string           `json:"status"`
	ToCurrency   string           `json:"toCcy"`
	UpdateTime   okxUnixMilliTime `json:"uTime"`
}

EasyConvertItem represents easy convert place order response.

type EstimateQuoteRequestInput 

type EstimateQuoteRequestInput struct {
	BaseCurrency         string  `json:"baseCcy,omitempty"`
	QuoteCurrency        string  `json:"quoteCcy,omitempty"`
	Side                 string  `json:"side,omitempty"`
	RfqAmount            float64 `json:"rfqSz,omitempty"`
	RfqSzCurrency        string  `json:"rfqSzCcy,omitempty"`
	ClientRequestOrderID string  `json:"clQReqId,string,omitempty"`
	Tag                  string  `json:"tag,omitempty"`
}

EstimateQuoteRequestInput represents estimate quote request parameters

type EstimateQuoteResponse 

type EstimateQuoteResponse struct {
	BaseCurrency    string           `json:"baseCcy"`
	BaseSize        string           `json:"baseSz"`
	ClientRequestID string           `json:"clQReqId"`
	ConvertPrice    string           `json:"cnvtPx"`
	OrigRfqSize     string           `json:"origRfqSz"`
	QuoteCurrency   string           `json:"quoteCcy"`
	QuoteID         string           `json:"quoteId"`
	QuoteSize       string           `json:"quoteSz"`
	QuoteTime       okxUnixMilliTime `json:"quoteTime"`
	RfqSize         string           `json:"rfqSz"`
	RfqSizeCurrency string           `json:"rfqSzCcy"`
	Side            order.Side       `json:"side"`
	TTLMs           string           `json:"ttlMs"` // Validity period of quotation in milliseconds
}

EstimateQuoteResponse represents estimate quote response data.

type ExecuteQuoteParams 

type ExecuteQuoteParams struct {
	RfqID   string `json:"rfqId"`
	QuoteID string `json:"quoteId"`
}

ExecuteQuoteParams represents Execute quote request params

type ExecuteQuoteResponse 

type ExecuteQuoteResponse struct {
	BlockTradedID   string           `json:"blockTdId"`
	RfqID           string           `json:"rfqId"`
	ClientRfqID     string           `json:"clRfqId"`
	QuoteID         string           `json:"quoteId"`
	ClientQuoteID   string           `json:"clQuoteId"`
	TraderCode      string           `json:"tTraderCode"`
	MakerTraderCode string           `json:"mTraderCode"`
	CreationTime    okxUnixMilliTime `json:"cTime"`
	Legs            []OrderLeg       `json:"legs"`
}

ExecuteQuoteResponse represents execute quote response.

type ExpiryOpenInterestAndVolume 

type ExpiryOpenInterestAndVolume struct {
	Timestamp        time.Time
	ExpiryTime       time.Time
	CallOpenInterest float64
	PutOpenInterest  float64
	CallVolume       float64
	PutVolume        float64
}

ExpiryOpenInterestAndVolume represents open interest and trading volume of calls and puts for each upcoming expiration.

type FundingBalance 

type FundingBalance struct {
	AvailableBalance string `json:"availBal"`
	Balance          string `json:"bal"`
	Currency         string `json:"ccy"`
	FrozenBalance    string `json:"frozenBal"`
}

FundingBalance holds function balance.

type FundingOrder 

type FundingOrder struct {
	OrderID      string       `json:"ordId"`
	State        string       `json:"state"`
	Currency     string       `json:"ccy"`
	Protocol     string       `json:"protocol"`
	ProtocolType string       `json:"protocolType"`
	Term         string       `json:"term"`
	Apy          types.Number `json:"apy"`
	InvestData   []struct {
		Currency string       `json:"ccy"`
		Amount   types.Number `json:"amt"`
	} `json:"investData"`
	EarningData []struct {
		Currency         string       `json:"ccy"`
		EarningType      string       `json:"earningType"`
		RealizedEarnings types.Number `json:"realizedEarnings"`
	} `json:"earningData"`
	PurchasedTime okxUnixMilliTime `json:"purchasedTime"`
	RedeemedTime  okxUnixMilliTime `json:"redeemedTime"`
	EarningCcy    []string         `json:"earningCcy,omitempty"`
}

FundingOrder represents orders of earning, purchase, and redeem

type FundingRateResponse 

type FundingRateResponse struct {
	FundingRate     types.Number     `json:"fundingRate"`
	RealisedRate    types.Number     `json:"realizedRate"`
	FundingTime     okxUnixMilliTime `json:"fundingTime"`
	InstrumentID    string           `json:"instId"`
	InstrumentType  string           `json:"instType"`
	NextFundingRate types.Number     `json:"nextFundingRate"`
	NextFundingTime okxUnixMilliTime `json:"nextFundingTime"`
}

FundingRateResponse response data for the Funding Rate for an instruction type

type FundingTransferRequestInput 

type FundingTransferRequestInput struct {
	Currency     string  `json:"ccy"`
	Type         int     `json:"type,string"`
	Amount       float64 `json:"amt,string"`
	From         string  `json:"from"` // "6": Funding account, "18": Trading account
	To           string  `json:"to"`
	SubAccount   string  `json:"subAcct"`
	LoanTransfer bool    `json:"loanTrans,string"`
	ClientID     string  `json:"clientId"` // Client-supplied ID A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 32 characters.
}

FundingTransferRequestInput represents funding account request input.

type FundingTransferResponse 

type FundingTransferResponse struct {
	TransferID string       `json:"transId"`
	Currency   string       `json:"ccy"`
	ClientID   string       `json:"clientId"`
	From       int64        `json:"from,string"`
	Amount     types.Number `json:"amt"`
	To         int64        `json:"to,string"`
}

FundingTransferResponse represents funding transfer and trading account transfer response.

type GreeksItem 

type GreeksItem struct {
	ThetaBS   string           `json:"thetaBS"`
	ThetaPA   string           `json:"thetaPA"`
	DeltaBS   string           `json:"deltaBS"`
	DeltaPA   string           `json:"deltaPA"`
	GammaBS   string           `json:"gammaBS"`
	GammaPA   string           `json:"gammaPA"`
	VegaBS    string           `json:"vegaBS"`
	VegaPA    string           `json:"vegaPA"`
	Currency  string           `json:"ccy"`
	Timestamp okxUnixMilliTime `json:"ts"`
}

GreeksItem represents greeks response

type GreeksType 

type GreeksType struct {
	GreeksType string `json:"greeksType"` // Display type of Greeks. PA: Greeks in coins BS: Black-Scholes Greeks in dollars
}

GreeksType represents for greeks type response

type GridAIParameterResponse 

type GridAIParameterResponse struct {
	AlgoOrderType        string       `json:"algoOrdType"`
	AnnualizedRate       string       `json:"annualizedRate"`
	Currency             string       `json:"ccy"`
	Direction            string       `json:"direction"`
	Duration             string       `json:"duration"`
	GridNum              string       `json:"gridNum"`
	InstrumentID         string       `json:"instId"`
	Leverage             types.Number `json:"lever"`
	MaximumPrice         types.Number `json:"maxPx"`
	MinimumInvestment    types.Number `json:"minInvestment"`
	MinimumPrice         types.Number `json:"minPx"`
	PerMaximumProfitRate types.Number `json:"perMaxProfitRate"`
	PerMinimumProfitRate types.Number `json:"perMinProfitRate"`
	RunType              string       `json:"runType"`
}

GridAIParameterResponse represents gri AI parameter response.

type GridAlgoOrder 

type GridAlgoOrder struct {
	InstrumentID string       `json:"instId"`
	AlgoOrdType  string       `json:"algoOrdType"`
	MaxPrice     types.Number `json:"maxPx"`
	MinPrice     types.Number `json:"minPx"`
	GridQuantity types.Number `json:"gridNum"`
	GridType     string       `json:"runType"` // "1": Arithmetic, "2": Geometric Default is Arithmetic

	// Spot Grid Order
	QuoteSize types.Number `json:"quoteSz"` // Invest amount for quote currency Either "instId" or "ccy" is required
	BaseSize  types.Number `json:"baseSz"`  // Invest amount for base currency Either "instId" or "ccy" is required

	// Contract Grid Order
	BasePosition bool         `json:"basePos"` // Whether or not open a position when strategy actives Default is false Neutral contract grid should omit the parameter
	Size         types.Number `json:"sz"`
	Direction    string       `json:"direction"`
	Lever        string       `json:"lever"`
}

GridAlgoOrder represents grid algo order.

type GridAlgoOrderAmend 

type GridAlgoOrderAmend struct {
	AlgoID                 string `json:"algoId"`
	InstrumentID           string `json:"instId"`
	StopLossTriggerPrice   string `json:"slTriggerPx"`
	TakeProfitTriggerPrice string `json:"tpTriggerPx"`
}

GridAlgoOrderAmend represents amend algo order response

type GridAlgoOrderIDResponse 

type GridAlgoOrderIDResponse struct {
	AlgoOrderID string `json:"algoId"`
	SCode       string `json:"sCode"`
	SMsg        string `json:"sMsg"`
}

GridAlgoOrderIDResponse represents grid algo order

type GridAlgoOrderResponse 

type GridAlgoOrderResponse struct {
	ActualLever               string           `json:"actualLever"`
	AlgoID                    string           `json:"algoId"`
	AlgoOrderType             string           `json:"algoOrdType"`
	ArbitrageNumber           string           `json:"arbitrageNum"`
	BasePosition              bool             `json:"basePos"`
	BaseSize                  string           `json:"baseSz"`
	CancelType                string           `json:"cancelType"`
	Direction                 string           `json:"direction"`
	FloatProfit               string           `json:"floatProfit"`
	GridQuantity              string           `json:"gridNum"`
	GridProfit                string           `json:"gridProfit"`
	InstrumentID              string           `json:"instId"`
	InstrumentType            string           `json:"instType"`
	Investment                string           `json:"investment"`
	Leverage                  string           `json:"lever"`
	EstimatedLiquidationPrice string           `json:"liqPx"`
	MaximumPrice              string           `json:"maxPx"`
	MinimumPrice              string           `json:"minPx"`
	ProfitAndLossRatio        string           `json:"pnlRatio"`
	QuoteSize                 string           `json:"quoteSz"`
	RunType                   string           `json:"runType"`
	StopLossTriggerPx         string           `json:"slTriggerPx"`
	State                     string           `json:"state"`
	StopResult                string           `json:"stopResult,omitempty"`
	StopType                  string           `json:"stopType"`
	Size                      string           `json:"sz"`
	Tag                       string           `json:"tag"`
	TotalProfitAndLoss        string           `json:"totalPnl"`
	TakeProfitTriggerPrice    string           `json:"tpTriggerPx"`
	CreationTime              okxUnixMilliTime `json:"cTime"`
	UpdateTime                okxUnixMilliTime `json:"uTime"`
	Underlying                string           `json:"uly"`

	EquityOfStrength    string `json:"eq,omitempty"`
	PerMaxProfitRate    string `json:"perMaxProfitRate,omitempty"`
	PerMinProfitRate    string `json:"perMinProfitRate,omitempty"`
	Profit              string `json:"profit,omitempty"`
	Runpx               string `json:"runpx,omitempty"`
	SingleAmt           string `json:"singleAmt,omitempty"`
	TotalAnnualizedRate string `json:"totalAnnualizedRate,omitempty"`
	TradeNumber         string `json:"tradeNum,omitempty"`

	AnnualizedRate string `json:"annualizedRate,omitempty"`
	CurBaseSz      string `json:"curBaseSz,omitempty"`
	CurQuoteSz     string `json:"curQuoteSz,omitempty"`
}

GridAlgoOrderResponse a complete information of grid algo order item response.

type GridAlgoSuborder 

type GridAlgoSuborder struct {
	ActualLeverage      string           `json:"actualLever"`
	AlgoID              string           `json:"algoId"`
	AlgoOrderType       string           `json:"algoOrdType"`
	AnnualizedRate      string           `json:"annualizedRate"`
	ArbitrageNum        string           `json:"arbitrageNum"`
	BasePosition        bool             `json:"basePos"`
	BaseSize            string           `json:"baseSz"`
	CancelType          string           `json:"cancelType"`
	CurBaseSz           string           `json:"curBaseSz"`
	CurQuoteSz          string           `json:"curQuoteSz"`
	Direction           string           `json:"direction"`
	EquityOfStrength    string           `json:"eq"`
	FloatProfit         string           `json:"floatProfit"`
	GridQuantity        string           `json:"gridNum"`
	GridProfit          string           `json:"gridProfit"`
	InstrumentID        string           `json:"instId"`
	InstrumentType      string           `json:"instType"`
	Investment          string           `json:"investment"`
	Leverage            string           `json:"lever"`
	LiquidationPx       string           `json:"liqPx"`
	MaximumPrice        string           `json:"maxPx"`
	MinimumPrice        string           `json:"minPx"`
	PerMaxProfitRate    string           `json:"perMaxProfitRate"`
	PerMinProfitRate    string           `json:"perMinProfitRate"`
	ProfitAndLossRatio  string           `json:"pnlRatio"`
	Profit              string           `json:"profit"`
	QuoteSize           string           `json:"quoteSz"`
	RunType             string           `json:"runType"`
	Runpx               string           `json:"runpx"`
	SingleAmount        string           `json:"singleAmt"`
	StopLossTriggerPx   string           `json:"slTriggerPx"`
	State               string           `json:"state"`
	StopResult          string           `json:"stopResult"`
	StopType            string           `json:"stopType"`
	Size                string           `json:"sz"`
	Tag                 string           `json:"tag"`
	TotalAnnualizedRate string           `json:"totalAnnualizedRate"`
	TotalProfitAndLoss  string           `json:"totalPnl"`
	TakeProfitTriggerPx string           `json:"tpTriggerPx"`
	TradeNum            string           `json:"tradeNum"`
	UpdateTime          okxUnixMilliTime `json:"uTime"`
	CreationTime        okxUnixMilliTime `json:"cTime"`
}

GridAlgoSuborder represents a grid algo suborder item.

type GridPositionData 

type GridPositionData struct {
	AutoDeleveraging             string           `json:"adl"`
	AlgoID                       string           `json:"algoId"`
	AveragePrice                 string           `json:"avgPx"`
	Currency                     string           `json:"ccy"`
	InitialMarginRequirement     string           `json:"imr"`
	InstrumentID                 string           `json:"instId"`
	InstrumentType               string           `json:"instType"`
	Last                         string           `json:"last"`
	Leverage                     string           `json:"lever"`
	LiquidationPrice             string           `json:"liqPx"`
	MarkPrice                    string           `json:"markPx"`
	MarginMode                   string           `json:"mgnMode"`
	MarginRatio                  string           `json:"mgnRatio"`
	MaintenanceMarginRequirement string           `json:"mmr"`
	NotionalUsd                  string           `json:"notionalUsd"`
	QuantityOfPositions          string           `json:"pos"`
	PositionSide                 string           `json:"posSide"`
	UnrealizedProfitAndLoss      string           `json:"upl"`
	UnrealizedProfitAndLossRatio string           `json:"uplRatio"`
	PushTime                     okxUnixMilliTime `json:"pTime"`
	UpdateTime                   okxUnixMilliTime `json:"uTime"`
	CreationTime                 okxUnixMilliTime `json:"cTime"`
}

GridPositionData represents a position data

type GridSubOrderData 

type GridSubOrderData struct {
	AccumulatedFillSize string           `json:"accFillSz"`
	AlgoID              string           `json:"algoId"`
	AlgoOrderType       string           `json:"algoOrdType"`
	AveragePrice        string           `json:"avgPx"`
	CreationTime        string           `json:"cTime"`
	ContractValue       string           `json:"ctVal"`
	Fee                 string           `json:"fee"`
	FeeCurrency         string           `json:"feeCcy"`
	GroupID             string           `json:"groupId"`
	InstrumentID        string           `json:"instId"`
	InstrumentType      string           `json:"instType"`
	Leverage            string           `json:"lever"`
	OrderID             string           `json:"ordId"`
	OrderType           string           `json:"ordType"`
	PushTime            okxUnixMilliTime `json:"pTime"`
	ProfitAdLoss        string           `json:"pnl"`
	PositionSide        string           `json:"posSide"`
	Price               string           `json:"px"`
	Side                order.Side       `json:"side"`
	State               string           `json:"state"`
	Size                string           `json:"sz"`
	Tag                 string           `json:"tag"`
	TradeMode           string           `json:"tdMode"`
	UpdateTime          okxUnixMilliTime `json:"uTime"`
}

GridSubOrderData represents a single sub order detailed info

type IncreaseDecreaseMargin 

type IncreaseDecreaseMargin struct {
	Amount       types.Number `json:"amt"`
	Ccy          string       `json:"ccy"`
	InstrumentID string       `json:"instId"`
	Leverage     types.Number `json:"leverage"`
	PosSide      string       `json:"posSide"`
	Type         string       `json:"type"`
}

IncreaseDecreaseMargin represents increase or decrease the margin of the isolated position response

type IncreaseDecreaseMarginInput 

type IncreaseDecreaseMarginInput struct {
	InstrumentID     string  `json:"instId"`
	PositionSide     string  `json:"posSide"`
	Type             string  `json:"type"`
	Amount           float64 `json:"amt,string"`
	Currency         string  `json:"ccy"`
	AutoLoadTransfer bool    `json:"auto"`
	LoadTransfer     bool    `json:"loanTrans"`
}

IncreaseDecreaseMarginInput represents increase or decrease the margin of the isolated position.

type IndexComponent 

type IndexComponent struct {
	Components []IndexComponentItem `json:"components"`
	Last       types.Number         `json:"last"`
	Index      string               `json:"index"`
	Timestamp  okxUnixMilliTime     `json:"ts"`
}

IndexComponent represents index component data on the market

type IndexComponentItem 

type IndexComponentItem struct {
	Symbol          string `json:"symbol"`
	SymbolPairPrice string `json:"symbolPx"`
	Weights         string `json:"wgt"`
	ConvertToPrice  string `json:"cnvPx"`
	ExchangeName    string `json:"exch"`
}

IndexComponentItem an item representing the index component item

type IndexTicker 

type IndexTicker struct {
	InstID    string           `json:"instId"`
	IdxPx     types.Number     `json:"idxPx"`
	High24H   types.Number     `json:"high24h"`
	SodUtc0   types.Number     `json:"sodUtc0"`
	Open24H   types.Number     `json:"open24h"`
	Low24H    types.Number     `json:"low24h"`
	SodUtc8   types.Number     `json:"sodUtc8"`
	Timestamp okxUnixMilliTime `json:"ts"`
}

IndexTicker represents Index ticker data.

type Instrument 

type Instrument struct {
	InstrumentType                  string       `json:"instType"`
	InstrumentID                    string       `json:"instId"`
	InstrumentFamily                string       `json:"instFamily"`
	Underlying                      string       `json:"uly"`
	Category                        string       `json:"category"`
	BaseCurrency                    string       `json:"baseCcy"`
	QuoteCurrency                   string       `json:"quoteCcy"`
	SettlementCurrency              string       `json:"settleCcy"`
	ContractValue                   types.Number `json:"ctVal"`
	ContractMultiplier              types.Number `json:"ctMult"`
	ContractValueCurrency           string       `json:"ctValCcy"`
	OptionType                      string       `json:"optType"`
	StrikePrice                     string       `json:"stk"`
	ListTime                        okxTime      `json:"listTime"`
	ExpTime                         okxTime      `json:"expTime"`
	MaxLeverage                     types.Number `json:"lever"`
	TickSize                        types.Number `json:"tickSz"`
	LotSize                         types.Number `json:"lotSz"`
	MinimumOrderSize                types.Number `json:"minSz"`
	ContractType                    string       `json:"ctType"`
	Alias                           string       `json:"alias"`
	State                           string       `json:"state"`
	MaxQuantityOfSpotLimitOrder     types.Number `json:"maxLmtSz"`
	MaxQuantityOfMarketLimitOrder   types.Number `json:"maxMktSz"`
	MaxQuantityOfSpotTwapLimitOrder types.Number `json:"maxTwapSz"`
	MaxSpotIcebergSize              types.Number `json:"maxIcebergSz"`
	MaxTriggerSize                  types.Number `json:"maxTriggerSz"`
	MaxStopSize                     types.Number `json:"maxStopSz"`
}

Instrument representing an instrument with open contract.

type InstrumentsFetchParams 

type InstrumentsFetchParams struct {
	InstrumentType string // Mandatory
	Underlying     string // Optional
	InstrumentID   string // Optional
}

InstrumentsFetchParams request params for requesting list of instruments

type InsuranceFundInformation 

type InsuranceFundInformation struct {
	Details []InsuranceFundInformationDetail `json:"details"`
	Total   types.Number                     `json:"total"`
}

InsuranceFundInformation holds insurance fund information data.

type InsuranceFundInformationDetail 

type InsuranceFundInformationDetail struct {
	Amount    types.Number     `json:"amt"`
	Balance   types.Number     `json:"balance"`
	Currency  string           `json:"ccy"`
	Timestamp okxUnixMilliTime `json:"ts"`
	Type      string           `json:"type"`
}

InsuranceFundInformationDetail represents an Insurance fund information item for a single currency and type

type InsuranceFundInformationRequestParams 

type InsuranceFundInformationRequestParams struct {
	InstrumentType string    `json:"instType"`
	Type           string    `json:"type"` //  Type values allowed are `liquidation_balance_deposit, bankruptcy_loss, and platform_revenue`
	Underlying     string    `json:"uly"`
	Currency       string    `json:"ccy"`
	Before         time.Time `json:"before"`
	After          time.Time `json:"after"`
	Limit          int64     `json:"limit"`
}

InsuranceFundInformationRequestParams insurance fund balance information.

type InterestAccruedData 

type InterestAccruedData struct {
	Currency     string           `json:"ccy"`
	InstrumentID string           `json:"instId"`
	Interest     string           `json:"interest"`
	InterestRate string           `json:"interestRate"` // Interest rate in an hour.
	Liability    string           `json:"liab"`
	MarginMode   string           `json:"mgnMode"` //  	Margin mode "cross" "isolated"
	Timestamp    okxUnixMilliTime `json:"ts"`
	LoanType     string           `json:"type"`
}

InterestAccruedData represents interest rate accrued response

type InterestRateLoanQuotaBasic 

type InterestRateLoanQuotaBasic struct {
	Currency     string       `json:"ccy"`
	LoanQuota    string       `json:"quota"`
	InterestRate types.Number `json:"rate"`
}

InterestRateLoanQuotaBasic holds the basic Currency, loan,and interest rate information.

type InterestRateLoanQuotaItem 

type InterestRateLoanQuotaItem struct {
	InterestRateLoanQuotaBasic
	InterestRateDiscount types.Number `json:"0.7"`
	LoanQuotaCoefficient types.Number `json:"loanQuotaCoef"`
	Level                string       `json:"level"`
}

InterestRateLoanQuotaItem holds the basic Currency, loan,interest rate, and other level and VIP related information.

type InterestRateResponse 

type InterestRateResponse struct {
	InterestRate types.Number `json:"interestRate"`
	Currency     string       `json:"ccy"`
}

InterestRateResponse represents interest rate response.

type IsolatedMode 

type IsolatedMode struct {
	IsoMode        string `json:"isoMode"` // "automatic":Auto transfers "autonomy":Manual transfers
	InstrumentType string `json:"type"`    // Instrument type "MARGIN" "CONTRACTS"
}

IsolatedMode represents Isolated margin trading settings

type LendingHistory 

type LendingHistory struct {
	Currency  string           `json:"ccy"`
	Amount    types.Number     `json:"amt"`
	Earnings  types.Number     `json:"earnings,omitempty"`
	Rate      types.Number     `json:"rate"`
	Timestamp okxUnixMilliTime `json:"ts"`
}

LendingHistory holds lending history responses

type LendingRate 

type LendingRate struct {
	Currency string       `json:"ccy"`
	Rate     types.Number `json:"rate"`
}

LendingRate represents lending rate response

type LeverageResponse 

type LeverageResponse struct {
	InstrumentID string       `json:"instId"`
	MarginMode   string       `json:"mgnMode"`
	PositionSide string       `json:"posSide"`
	Leverage     types.Number `json:"lever"`
}

LeverageResponse instrument id leverage response.

type LightningDepositItem 

type LightningDepositItem struct {
	CreationTime okxUnixMilliTime `json:"cTime"`
	Invoice      string           `json:"invoice"`
}

LightningDepositItem for creating an invoice.

type LightningWithdrawalRequestInput 

type LightningWithdrawalRequestInput struct {
	Currency string `json:"ccy"`     // REQUIRED Token symbol. Currently only BTC is supported.
	Invoice  string `json:"invoice"` // REQUIRED Invoice text
	Memo     string `json:"memo"`    // Lightning withdrawal memo
}

LightningWithdrawalRequestInput to request Lightning Withdrawal requests.

type LightningWithdrawalResponse 

type LightningWithdrawalResponse struct {
	WithdrawalID string           `json:"wdId"`
	CreationTime okxUnixMilliTime `json:"cTime"`
}

LightningWithdrawalResponse response item for holding lightning withdrawal requests.

type LimitPriceResponse 

type LimitPriceResponse struct {
	InstrumentType string           `json:"instType"`
	InstID         string           `json:"instId"`
	BuyLimit       types.Number     `json:"buyLmt"`
	SellLimit      types.Number     `json:"sellLmt"`
	Timestamp      okxUnixMilliTime `json:"ts"`
}

LimitPriceResponse hold an information for

func (*LimitPriceResponse) UnmarshalJSON 

func (a *LimitPriceResponse) UnmarshalJSON(data []byte) error

UnmarshalJSON deserializes JSON, and timestamp information.

type LiquidationOrder 

type LiquidationOrder struct {
	Details        []LiquidationOrderDetailItem `json:"details"`
	InstrumentID   string                       `json:"instId"`
	InstrumentType string                       `json:"instType"`
	TotalLoss      string                       `json:"totalLoss"`
	Underlying     string                       `json:"uly"`
}

LiquidationOrder represents liquidation order item detailed information

type LiquidationOrderDetailItem 

type LiquidationOrderDetailItem struct {
	BankruptcyLoss        string           `json:"bkLoss"`
	BankruptcyPx          string           `json:"bkPx"`
	Currency              string           `json:"ccy"`
	PosSide               string           `json:"posSide"`
	Side                  string           `json:"side"` // May be empty
	QuantityOfLiquidation types.Number     `json:"sz"`
	Timestamp             okxUnixMilliTime `json:"ts"`
}

LiquidationOrderDetailItem represents the detail information of liquidation order

type LiquidationOrderRequestParams 

type LiquidationOrderRequestParams struct {
	InstrumentType string
	MarginMode     string // values are either isolated or crossed
	InstrumentID   string
	Currency       currency.Code
	Underlying     string
	Alias          string
	State          string
	Before         time.Time
	After          time.Time
	Limit          int64
}

LiquidationOrderRequestParams holds information to request liquidation orders

type LoanBorrowAndReplay 

type LoanBorrowAndReplay struct {
	Amount        string `json:"amt"`
	AvailableLoan string `json:"availLoan"`
	Currency      string `json:"ccy"`
	LoanQuota     string `json:"loanQuota"`
	PosLoan       string `json:"posLoan"`
	Side          string `json:"side"` // borrow or repay
	UsedLoan      string `json:"usedLoan"`
}

LoanBorrowAndReplay loans borrow and repay

type LoanBorrowAndReplayInput 

type LoanBorrowAndReplayInput struct {
	Currency string       `json:"ccy"`
	Side     string       `json:"side,omitempty"`
	Amount   types.Number `json:"amt,omitempty"`
}

LoanBorrowAndReplayInput represents currency VIP borrow or repay request params.

type LongShortRatio 

type LongShortRatio struct {
	Timestamp       time.Time `json:"ts"`
	MarginLendRatio float64   `json:"ratio"`
}

LongShortRatio represents the ratio of users with net long vs net short positions for futures and perpetual swaps.

type MakerInstrumentSetting 

type MakerInstrumentSetting struct {
	Underlying     string       `json:"uly"`
	InstrumentID   string       `json:"instId"`
	MaxBlockSize   types.Number `json:"maxBlockSz"`
	MakerPriceBand types.Number `json:"makerPxBand"`
}

MakerInstrumentSetting represents set quote product setting info

type MarginBalanceParam 

type MarginBalanceParam struct {
	AlgoID     string  `json:"algoId"`
	Type       string  `json:"type"`
	Amount     float64 `json:"amt,string"`               // Adjust margin balance amount Either amt or percent is required.
	Percentage float64 `json:"percent,string,omitempty"` // Adjust margin balance percentage, used In Adjusting margin balance
}

MarginBalanceParam represents compute margin balance request param

type MarginLendRatioItem 

type MarginLendRatioItem struct {
	Timestamp       time.Time `json:"ts"`
	MarginLendRatio float64   `json:"ratio"`
}

MarginLendRatioItem represents margin lend ration information and creation timestamp

type MarkPrice 

type MarkPrice struct {
	InstrumentType string           `json:"instType"`
	InstrumentID   string           `json:"instId"`
	MarkPrice      string           `json:"markPx"`
	Timestamp      okxUnixMilliTime `json:"ts"`
}

MarkPrice represents a mark price information for a single instrument id

type MaximumBuyAndSell 

type MaximumBuyAndSell struct {
	Currency     string `json:"ccy"`
	InstrumentID string `json:"instId"`
	MaximumBuy   string `json:"maxBuy"`
	MaximumSell  string `json:"maxSell"`
}

MaximumBuyAndSell get maximum buy , sell amount or open amount

type MaximumLoanInstrument 

type MaximumLoanInstrument struct {
	InstrumentID string     `json:"instId"`
	MgnMode      string     `json:"mgnMode"`
	MgnCcy       string     `json:"mgnCcy"`
	MaxLoan      string     `json:"maxLoan"`
	Ccy          string     `json:"ccy"`
	Side         order.Side `json:"side"`
}

MaximumLoanInstrument represents maximum loan of an instrument id.

type MaximumTradableAmount 

type MaximumTradableAmount struct {
	InstrumentID string `json:"instId"`
	AvailBuy     string `json:"availBuy"`
	AvailSell    string `json:"availSell"`
}

MaximumTradableAmount represents get maximum tradable amount response

type MaximumWithdrawal 

type MaximumWithdrawal struct {
	Currency            string `json:"ccy"`
	MaximumWithdrawal   string `json:"maxWd"`   // Max withdrawal (not allowing borrowed crypto transfer out under Multi-currency margin)
	MaximumWithdrawalEx string `json:"maxWdEx"` // Max withdrawal (allowing borrowed crypto transfer out under Multi-currency margin)
}

MaximumWithdrawal represents maximum withdrawal amount query response.

type Offer 

type Offer struct {
	Currency     string            `json:"ccy"`
	ProductID    string            `json:"productId"`
	Protocol     string            `json:"protocol"`
	ProtocolType string            `json:"protocolType"`
	EarningCcy   []string          `json:"earningCcy"`
	Term         string            `json:"term"`
	Apy          types.Number      `json:"apy"`
	EarlyRedeem  bool              `json:"earlyRedeem"`
	InvestData   []OfferInvestData `json:"investData"`
	EarningData  []struct {
		Currency    string `json:"ccy"`
		EarningType string `json:"earningType"`
	} `json:"earningData"`
}

Offer represents an investment offer information for different 'staking' and 'defi' protocols

type OfferInvestData 

type OfferInvestData struct {
	Currency      string       `json:"ccy"`
	Balance       types.Number `json:"bal"`
	MinimumAmount types.Number `json:"minAmt"`
	MaximumAmount types.Number `json:"maxAmt"`
}

OfferInvestData represents currencies invest data information for an offer

type Okx 

type Okx struct {
	exchange.Base
	WsResponseMultiplexer wsRequestDataChannelsMultiplexer

	// WsRequestSemaphore channel is used to block write operation on the websocket connection to reduce contention; a kind of bounded parallelism.
	// it is made to hold up to 20 integers so that up to 20 write operations can be called over the websocket connection at a time.
	// and when the operation is completed the thread releases (consumes) one value from the channel so that the other waiting operation can enter.
	// ok.WsRequestSemaphore <- 1
	// defer func() { <-ok.WsRequestSemaphore }()
	WsRequestSemaphore chan int
}

Okx is the overarching type across this package

func (*Okx) AccountBalance 

func (ok *Okx) AccountBalance(ctx context.Context, currency string) ([]Account, error)

AccountBalance retrieves a list of assets (with non-zero balance), remaining balance, and available amount in the trading account. Interest-free quota and discount rates are public data and not displayed on the account interface.

func (*Okx) AccountGreeksSubscription 

func (ok *Okx) AccountGreeksSubscription(operation string, pair currency.Pair) error

AccountGreeksSubscription algo order subscription to retrieve account greeks information. Data will be pushed when triggered by events such as increase/decrease positions or cash balance in account, and will also be pushed in regular interval according to subscription granularity.

func (*Okx) AdjustMarginBalance 

func (ok *Okx) AdjustMarginBalance(ctx context.Context, arg MarginBalanceParam) (*AdjustMarginBalanceResponse, error)

AdjustMarginBalance retrieves adjust margin balance with 'add' and 'reduce' balance type

func (*Okx) AdvanceAlgoOrdersSubscription 

func (ok *Okx) AdvanceAlgoOrdersSubscription(operation string, assetType asset.Item, pair currency.Pair, algoID string) error

AdvanceAlgoOrdersSubscription algo order subscription to retrieve advance algo orders (including Iceberg order, TWAP order, Trailing order). Data will be pushed when first subscribed. Data will be pushed when triggered by events such as placing/canceling order.

func (*Okx) AlgoOrdersSubscription 

func (ok *Okx) AlgoOrdersSubscription(operation string, assetType asset.Item, pair currency.Pair) error

AlgoOrdersSubscription for subscribing to algo - order channels

func (*Okx) AmendGridAlgoOrder 

func (ok *Okx) AmendGridAlgoOrder(ctx context.Context, arg GridAlgoOrderAmend) (*GridAlgoOrderIDResponse, error)

AmendGridAlgoOrder supported contract grid algo order amendment.

func (*Okx) AmendMultipleOrders 

func (ok *Okx) AmendMultipleOrders(ctx context.Context, args []AmendOrderRequestParams) ([]OrderData, error)

AmendMultipleOrders amend incomplete orders in batches. Maximum 20 orders can be amended at a time. Request parameters should be passed in the form of an array.

func (*Okx) AmendOrder 

func (ok *Okx) AmendOrder(ctx context.Context, arg *AmendOrderRequestParams) (*OrderData, error)

AmendOrder an incomplete order.

func (*Okx) AppendWsOrderbookItems 

func (ok *Okx) AppendWsOrderbookItems(entries [][4]string) ([]orderbook.Item, error)

AppendWsOrderbookItems adds websocket orderbook data bid/asks into an orderbook item array

func (*Okx) BalanceAndPositionSubscription 

func (ok *Okx) BalanceAndPositionSubscription(operation, uid string) error

BalanceAndPositionSubscription retrieve account balance and position information. Data will be pushed when triggered by events such as filled order, funding transfer.

func (*Okx) BlockTickerSubscription 

func (ok *Okx) BlockTickerSubscription(operation string, assetType asset.Item, pair currency.Pair) error

BlockTickerSubscription a method to subscribe and unsubscribe to a "block-tickers" channel to retrieve the latest block trading volume in the last 24 hours. The data will be pushed when triggered by transaction execution event. In addition, it will also be pushed in 5 minutes interval according to subscription granularity.

func (*Okx) CalculateOrderbookChecksum 

func (ok *Okx) CalculateOrderbookChecksum(orderbookData WsOrderBookData) (int32, error)

CalculateOrderbookChecksum alternates over the first 25 bid and ask entries from websocket data.

func (*Okx) CalculateUpdateOrderbookChecksum 

func (ok *Okx) CalculateUpdateOrderbookChecksum(orderbookData *orderbook.Base, checksumVal uint32) error

CalculateUpdateOrderbookChecksum alternates over the first 25 bid and ask entries of a merged orderbook. The checksum is made up of the price and the quantity with a semicolon (:) deliminating them. This will also work when there are less than 25 entries (for whatever reason) eg Bid:Ask:Bid:Ask:Ask:Ask

func (*Okx) CancelAdvanceAlgoOrder 

func (ok *Okx) CancelAdvanceAlgoOrder(ctx context.Context, args []AlgoOrderCancelParams) ([]AlgoOrder, error)

CancelAdvanceAlgoOrder Cancel unfilled algo orders A maximum of 10 orders can be canceled at a time. Request parameters should be passed in the form of an array.

func (*Okx) CancelAlgoOrder 

func (ok *Okx) CancelAlgoOrder(ctx context.Context, args []AlgoOrderCancelParams) ([]AlgoOrder, error)

CancelAlgoOrder to cancel unfilled algo orders (not including Iceberg order, TWAP order, Trailing Stop order). A maximum of 10 orders can be canceled at a time. Request parameters should be passed in the form of an array.

func (*Okx) CancelAllOrders 

func (ok *Okx) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error)

CancelAllOrders cancels all orders associated with a currency pair

func (*Okx) CancelAllQuotes 

func (ok *Okx) CancelAllQuotes(ctx context.Context) (time.Time, error)

CancelAllQuotes cancels all active Quotes.

func (*Okx) CancelAllRfqs 

func (ok *Okx) CancelAllRfqs(ctx context.Context) (time.Time, error)

CancelAllRfqs cancels all active Rfqs.

func (*Okx) CancelBatchOrders 

func (ok *Okx) CancelBatchOrders(ctx context.Context, o []order.Cancel) (*order.CancelBatchResponse, error)

CancelBatchOrders cancels orders by their corresponding ID numbers

func (*Okx) CancelMultipleOrders 

func (ok *Okx) CancelMultipleOrders(ctx context.Context, args []CancelOrderRequestParam) ([]OrderData, error)

CancelMultipleOrders cancel incomplete orders in batches. Maximum 20 orders can be canceled at a time. Request parameters should be passed in the form of an array.

func (*Okx) CancelMultipleQuote 

func (ok *Okx) CancelMultipleQuote(ctx context.Context, arg CancelQuotesRequestParams) ([]CancelQuoteResponse, error)

CancelMultipleQuote cancel multiple active Quotes in a single batch. Maximum 100 quote orders can be canceled at a time.

func (*Okx) CancelMultipleRfqs 

func (ok *Okx) CancelMultipleRfqs(ctx context.Context, arg CancelRfqRequestsParam) ([]CancelRfqResponse, error)

CancelMultipleRfqs cancel multiple active Rfqs in a single batch. Maximum 100 Rfq orders can be canceled at a time.

func (*Okx) CancelOrder 

func (ok *Okx) CancelOrder(ctx context.Context, ord *order.Cancel) error

CancelOrder cancels an order by its corresponding ID number

func (*Okx) CancelPurchaseOrRedemption 

func (ok *Okx) CancelPurchaseOrRedemption(ctx context.Context, arg CancelFundingParam) (*OrderIDResponse, error)

CancelPurchaseOrRedemption cancels Purchases or Redemptions after cancelling, returning funds will go to the funding account.

func (*Okx) CancelQuote 

func (ok *Okx) CancelQuote(ctx context.Context, arg CancelQuoteRequestParams) (*CancelQuoteResponse, error)

CancelQuote cancels an existing active quote you have created in response to an Rfq. rfqCancelQuote = "rfq/cancel-quote"

func (*Okx) CancelRfq 

func (ok *Okx) CancelRfq(ctx context.Context, arg CancelRfqRequestParam) (*CancelRfqResponse, error)

CancelRfq Cancel an existing active Rfq that you has previously created.

func (*Okx) CancelSingleOrder 

func (ok *Okx) CancelSingleOrder(ctx context.Context, arg CancelOrderRequestParam) (*OrderData, error)

CancelSingleOrder cancel an incomplete order.

func (*Okx) CancelWithdrawal 

func (ok *Okx) CancelWithdrawal(ctx context.Context, withdrawalID string) (string, error)

CancelWithdrawal You can cancel normal withdrawal, but can not cancel the withdrawal on Lightning.

func (*Okx) CandlesticksSubscription 

func (ok *Okx) CandlesticksSubscription(operation, channel string, assetType asset.Item, pair currency.Pair) error

CandlesticksSubscription to subscribe or unsubscribe to "candle" channels to retrieve the candlesticks data of an instrument. the push frequency is the fastest interval 500ms push the data.

func (*Okx) ChangePositionMargin 

func (ok *Okx) ChangePositionMargin(ctx context.Context, req *margin.PositionChangeRequest) (*margin.PositionChangeResponse, error)

ChangePositionMargin will modify a position/currencies margin parameters

func (*Okx) ClosePositions 

func (ok *Okx) ClosePositions(ctx context.Context, arg *ClosePositionsRequestParams) (*ClosePositionResponse, error)

ClosePositions Close all positions of an instrument via a market order.

func (*Okx) ComputeMarginBalance 

func (ok *Okx) ComputeMarginBalance(ctx context.Context, arg MarginBalanceParam) (*ComputeMarginBalance, error)

ComputeMarginBalance computes margin balance with 'add' and 'reduce' balance type

func (*Okx) ContractGridAlgoOrders 

func (ok *Okx) ContractGridAlgoOrders(operation string, assetType asset.Item, pair currency.Pair, algoID string) error

ContractGridAlgoOrders to retrieve contract grid algo orders. Data will be pushed when first subscribed. Data will be pushed when triggered by events such as placing/canceling order.

func (*Okx) ConvertTrade 

func (ok *Okx) ConvertTrade(ctx context.Context, arg *ConvertTradeInput) (*ConvertTradeResponse, error)

ConvertTrade converts a base currency to quote currency.

func (*Okx) CreateQuote 

func (ok *Okx) CreateQuote(ctx context.Context, arg CreateQuoteParams) (*QuoteResponse, error)

CreateQuote allows the user to Quote an Rfq that they are a counterparty to. The user MUST quote the entire Rfq and not part of the legs or part of the quantity. Partial quoting or partial fills are not allowed.

func (*Okx) CreateRfq 

func (ok *Okx) CreateRfq(ctx context.Context, arg CreateRfqInput) (*RfqResponse, error)

CreateRfq Creates a new Rfq

func (*Okx) CurrencyUnitConvert 

func (ok *Okx) CurrencyUnitConvert(ctx context.Context, instrumentID string, quantity, orderPrice float64, convertType uint, unitOfCurrency string) (*UnitConvertResponse, error)

CurrencyUnitConvert convert currency to contract, or contract to currency.

func (*Okx) EstimateQuote 

func (ok *Okx) EstimateQuote(ctx context.Context, arg *EstimateQuoteRequestInput) (*EstimateQuoteResponse, error)

EstimateQuote retrieves quote estimation detail result given the base and quote currency.

func (*Okx) EstimatedDeliveryExercisePriceSubscription 

func (ok *Okx) EstimatedDeliveryExercisePriceSubscription(operation string, assetType asset.Item, pair currency.Pair) error

EstimatedDeliveryExercisePriceSubscription to subscribe or unsubscribe to "estimated-price" channel to retrieve the estimated delivery/exercise price of FUTURES contracts and OPTION.

func (*Okx) ExecuteQuote 

func (ok *Okx) ExecuteQuote(ctx context.Context, arg ExecuteQuoteParams) (*ExecuteQuoteResponse, error)

ExecuteQuote executes a Quote. It is only used by the creator of the Rfq

func (*Okx) FetchAccountInfo 

func (ok *Okx) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error)

FetchAccountInfo retrieves balances for all enabled currencies

func (*Okx) FetchOrderbook 

func (ok *Okx) FetchOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Base, error)

FetchOrderbook returns orderbook base on the currency pair

func (*Okx) FetchTicker 

func (ok *Okx) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error)

FetchTicker returns the ticker for a currency pair

func (*Okx) FetchTradablePairs 

func (ok *Okx) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error)

FetchTradablePairs returns a list of the exchanges tradable pairs

func (*Okx) FundingRateSubscription 

func (ok *Okx) FundingRateSubscription(operation string, assetType asset.Item, pair currency.Pair) error

FundingRateSubscription a method to subscribe and unsubscribe to "funding-rate" channel. retrieve funding rate. Data will be pushed in 30s to 90s.

func (*Okx) FundingTransfer 

func (ok *Okx) FundingTransfer(ctx context.Context, arg *FundingTransferRequestInput) ([]FundingTransferResponse, error)

FundingTransfer transfer of funds between your funding account and trading account, and from the master account to sub-accounts.

func (*Okx) GenerateDefaultSubscriptions 

func (ok *Okx) GenerateDefaultSubscriptions() ([]subscription.Subscription, error)

GenerateDefaultSubscriptions returns a list of default subscription message.

func (*Okx) Get24HTotalVolume 

func (ok *Okx) Get24HTotalVolume(ctx context.Context) (*TradingVolumeIn24HR, error)

Get24HTotalVolume The 24-hour trading volume is calculated on a rolling basis, using USD as the pricing unit.

func (*Okx) Get3MonthOrderHistory 

func (ok *Okx) Get3MonthOrderHistory(ctx context.Context, arg *OrderHistoryRequestParams) ([]OrderDetail, error)

Get3MonthOrderHistory retrieves the completed order data for the last 7 days, and the incomplete orders that have been cancelled are only reserved for 2 hours.

func (*Okx) Get7DayOrderHistory 

func (ok *Okx) Get7DayOrderHistory(ctx context.Context, arg *OrderHistoryRequestParams) ([]OrderDetail, error)

Get7DayOrderHistory retrieves the completed order data for the last 7 days, and the incomplete orders that have been cancelled are only reserved for 2 hours.

func (*Okx) GetAccountAndPositionRisk 

func (ok *Okx) GetAccountAndPositionRisk(ctx context.Context, instrumentType string) ([]AccountAndPositionRisk, error)

GetAccountAndPositionRisk get account and position risks.

func (*Okx) GetAccountAssetValuation 

func (ok *Okx) GetAccountAssetValuation(ctx context.Context, currency string) ([]AccountAssetValuation, error)

GetAccountAssetValuation view account asset valuation

func (*Okx) GetAccountConfiguration 

func (ok *Okx) GetAccountConfiguration(ctx context.Context) ([]AccountConfigurationResponse, error)

GetAccountConfiguration retrieves current account configuration.

func (*Okx) GetAccountFundingHistory 

func (ok *Okx) GetAccountFundingHistory(ctx context.Context) ([]exchange.FundingHistory, error)

GetAccountFundingHistory returns funding history, deposits and withdrawals

func (*Okx) GetAccountRiskState 

func (ok *Okx) GetAccountRiskState(ctx context.Context) ([]AccountRiskState, error)

GetAccountRiskState gets the account risk status. only applicable to Portfolio margin account

func (*Okx) GetActiveOrders 

func (ok *Okx) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error)

GetActiveOrders retrieves any orders that are active/open

func (*Okx) GetAlgoOrderHistory 

func (ok *Okx) GetAlgoOrderHistory(ctx context.Context, orderType, state, algoOrderID, instrumentType, instrumentID string, after, before time.Time, limit int64) ([]AlgoOrderResponse, error)

GetAlgoOrderHistory load a list of all algo orders under the current account in the last 3 months.

func (*Okx) GetAlgoOrderList 

func (ok *Okx) GetAlgoOrderList(ctx context.Context, orderType, algoOrderID, clientOrderID, instrumentType, instrumentID string, after, before time.Time, limit int64) ([]AlgoOrderResponse, error)

GetAlgoOrderList retrieves a list of untriggered Algo orders under the current account.

func (*Okx) GetAssetBillsDetails 

func (ok *Okx) GetAssetBillsDetails(ctx context.Context, currency, clientID string, after, before time.Time, billType, limit int64) ([]AssetBillDetail, error)

GetAssetBillsDetails Query the billing record, you can get the latest 1 month historical data

func (*Okx) GetAssetsFromInstrumentTypeOrID 

func (ok *Okx) GetAssetsFromInstrumentTypeOrID(instType, instrumentID string) ([]asset.Item, error)

GetAssetsFromInstrumentTypeOrID parses an instrument type and instrument ID and returns a list of assets that the currency pair is associated with.

func (*Okx) GetAvailableTransferChains 

func (ok *Okx) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error)

GetAvailableTransferChains returns the available transfer blockchains for the specific cryptocurrency

func (*Okx) GetBalance 

func (ok *Okx) GetBalance(ctx context.Context, currency string) ([]AssetBalance, error)

GetBalance retrieves the funding account balances of all the assets and the amount that is available or on hold.

func (*Okx) GetBillsDetail 

func (ok *Okx) GetBillsDetail(ctx context.Context, arg *BillsDetailQueryParameter, route string) ([]BillsDetailResponse, error)

GetBillsDetail retrieves the bills of the account.

func (*Okx) GetBillsDetail3Months 

func (ok *Okx) GetBillsDetail3Months(ctx context.Context, arg *BillsDetailQueryParameter) ([]BillsDetailResponse, error)

GetBillsDetail3Months retrieves the account’s bills. The bill refers to all transaction records that result in changing the balance of an account. Pagination is supported, and the response is sorted with most recent first. This endpoint can retrieve data from the last 3 months.

func (*Okx) GetBillsDetailLast7Days 

func (ok *Okx) GetBillsDetailLast7Days(ctx context.Context, arg *BillsDetailQueryParameter) ([]BillsDetailResponse, error)

GetBillsDetailLast7Days The bill refers to all transaction records that result in changing the balance of an account. Pagination is supported, and the response is sorted with the most recent first. This endpoint can retrieve data from the last 7 days.

func (*Okx) GetBlockTicker 

func (ok *Okx) GetBlockTicker(ctx context.Context, instrumentID string) (*BlockTicker, error)

GetBlockTicker retrieves the latest block trading volume in the last 24 hours.

func (*Okx) GetBlockTickers 

func (ok *Okx) GetBlockTickers(ctx context.Context, instrumentType, underlying string) ([]BlockTicker, error)

GetBlockTickers retrieves the latest block trading volume in the last 24 hours. Instrument Type Is Mandatory, and Underlying is Optional.

func (*Okx) GetBlockTrades 

func (ok *Okx) GetBlockTrades(ctx context.Context, instrumentID string) ([]BlockTrade, error)

GetBlockTrades retrieves the recent block trading transactions of an instrument. Descending order by tradeId.

func (*Okx) GetBorrowAndRepayHistoryForVIPLoans 

func (ok *Okx) GetBorrowAndRepayHistoryForVIPLoans(ctx context.Context, currency string, after, before time.Time, limit int64) ([]BorrowRepayHistory, error)

GetBorrowAndRepayHistoryForVIPLoans retrieves borrow and repay history for VIP loans.

func (*Okx) GetBorrowInterestAndLimit 

func (ok *Okx) GetBorrowInterestAndLimit(ctx context.Context, loanType int64, currency string) ([]BorrowInterestAndLimitResponse, error)

GetBorrowInterestAndLimit borrow interest and limit

func (*Okx) GetCandlestickData 

func (ok *Okx) GetCandlestickData(ctx context.Context, instrumentID string, interval kline.Interval, before, after time.Time, limit int64, route string, rateLimit request.EndpointLimit) ([]CandleStick, error)

GetCandlestickData handles fetching the data for both the default GetCandlesticks, GetCandlesticksHistory, and GetIndexCandlesticks() methods.

func (*Okx) GetCandlesticks 

func (ok *Okx) GetCandlesticks(ctx context.Context, instrumentID string, interval kline.Interval, before, after time.Time, limit int64) ([]CandleStick, error)

GetCandlesticks Retrieve the candlestick charts. This endpoint can retrieve the latest 1,440 data entries. Charts are returned in groups based on the requested bar.

func (*Okx) GetCandlesticksHistory 

func (ok *Okx) GetCandlesticksHistory(ctx context.Context, instrumentID string, interval kline.Interval, before, after time.Time, limit int64) ([]CandleStick, error)

GetCandlesticksHistory Retrieve history candlestick charts from recent years.

func (*Okx) GetCollateralMode 

func (ok *Okx) GetCollateralMode(ctx context.Context, item asset.Item) (collateral.Mode, error)

GetCollateralMode returns the collateral type for your account

func (*Okx) GetContractsOpenInterestAndVolume 

func (ok *Okx) GetContractsOpenInterestAndVolume(ctx context.Context, currency string, begin, end time.Time, period kline.Interval) ([]OpenInterestVolume, error)

GetContractsOpenInterestAndVolume retrieves the open interest and trading volume for futures and perpetual swaps.

func (*Okx) GetConvertCurrencies 

func (ok *Okx) GetConvertCurrencies(ctx context.Context) ([]ConvertCurrency, error)

GetConvertCurrencies retrieves the currency conversion information.

func (*Okx) GetConvertCurrencyPair 

func (ok *Okx) GetConvertCurrencyPair(ctx context.Context, fromCurrency, toCurrency string) (*ConvertCurrencyPair, error)

GetConvertCurrencyPair retrieves the currency conversion response detail given the 'currency from' and 'currency to'

func (*Okx) GetConvertHistory 

func (ok *Okx) GetConvertHistory(ctx context.Context, before, after time.Time, limit int64, tag string) ([]ConvertHistory, error)

GetConvertHistory gets the recent history.

func (*Okx) GetCounterparties 

func (ok *Okx) GetCounterparties(ctx context.Context) ([]CounterpartiesResponse, error)

GetCounterparties retrieves the list of counterparties that the user has permissions to trade with.

func (*Okx) GetCurrencyDepositAddress 

func (ok *Okx) GetCurrencyDepositAddress(ctx context.Context, currency string) ([]CurrencyDepositResponseItem, error)

GetCurrencyDepositAddress returns the deposit address and related information for the provided currency information.

func (*Okx) GetCurrencyDepositHistory 

func (ok *Okx) GetCurrencyDepositHistory(ctx context.Context, currency, depositID, transactionID string, after, before time.Time, state, limit int64) ([]DepositHistoryResponseItem, error)

GetCurrencyDepositHistory retrieves deposit records and withdrawal status information depending on the currency, timestamp, and chronological order.

func (*Okx) GetCustodyTradingSubaccountList 

func (ok *Okx) GetCustodyTradingSubaccountList(ctx context.Context, subaccountName string) ([]SubaccountName, error)

GetCustodyTradingSubaccountList the trading team uses this interface to view the list of sub-accounts currently under escrow usersEntrustSubaccountList ="users/entrust-subaccount-list"

func (*Okx) GetDeliveryHistory 

func (ok *Okx) GetDeliveryHistory(ctx context.Context, instrumentType, underlying string, after, before time.Time, limit int64) ([]DeliveryHistory, error)

GetDeliveryHistory retrieves the estimated delivery price of the last 3 months, which will only have a return value one hour before the delivery/exercise.

func (*Okx) GetDepositAddress 

func (ok *Okx) GetDepositAddress(ctx context.Context, c currency.Code, _, chain string) (*deposit.Address, error)

GetDepositAddress returns a deposit address for a specified currency

func (*Okx) GetDiscountRateAndInterestFreeQuota 

func (ok *Okx) GetDiscountRateAndInterestFreeQuota(ctx context.Context, currency string, discountLevel int8) ([]DiscountRate, error)

GetDiscountRateAndInterestFreeQuota retrieves discount rate level and interest-free quota.

func (*Okx) GetEarnActiveOrders 

func (ok *Okx) GetEarnActiveOrders(ctx context.Context, productID, protocolType, currency, state string) ([]ActiveFundingOrder, error)

GetEarnActiveOrders retrieves active orders.

func (*Okx) GetEasyConvertCurrencyList 

func (ok *Okx) GetEasyConvertCurrencyList(ctx context.Context) (*EasyConvertDetail, error)

GetEasyConvertCurrencyList retrieve list of small convertibles and mainstream currencies. Only applicable to the crypto balance less than $10.

func (*Okx) GetEasyConvertHistory 

func (ok *Okx) GetEasyConvertHistory(ctx context.Context, after, before time.Time, limit int64) ([]EasyConvertItem, error)

GetEasyConvertHistory retrieves the history and status of easy convert trades.

func (*Okx) GetEstimatedDeliveryPrice 

func (ok *Okx) GetEstimatedDeliveryPrice(ctx context.Context, instrumentID string) ([]DeliveryEstimatedPrice, error)

GetEstimatedDeliveryPrice retrieves the estimated delivery price which will only have a return value one hour before the delivery/exercise.

func (*Okx) GetExchangeRate 

func (ok *Okx) GetExchangeRate(ctx context.Context) (*UsdCnyExchangeRate, error)

GetExchangeRate this interface provides the average exchange rate data for 2 weeks from USD to CNY

func (*Okx) GetFee 

func (ok *Okx) GetFee(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error)

GetFee returns Cryptocurrency trade fee, and offline trade fee

func (*Okx) GetFeeByType 

func (ok *Okx) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error)

GetFeeByType returns an estimate of fee based on the type of transaction

func (*Okx) GetFundingCurrencies 

func (ok *Okx) GetFundingCurrencies(ctx context.Context) ([]CurrencyResponse, error)

GetFundingCurrencies Retrieve a list of all currencies.

func (*Okx) GetFundingOrderHistory 

func (ok *Okx) GetFundingOrderHistory(ctx context.Context, productID, protocolType, currency string, after, before time.Time, limit int64) ([]ActiveFundingOrder, error)

GetFundingOrderHistory retrieves funding order history valid protocol types are 'staking' and 'defi'

func (*Okx) GetFundingRateHistory 

func (ok *Okx) GetFundingRateHistory(ctx context.Context, instrumentID string, before, after time.Time, limit int64) ([]FundingRateResponse, error)

GetFundingRateHistory retrieves funding rate history. This endpoint can retrieve data from the last 3 months.

func (*Okx) GetFundsTransferState 

func (ok *Okx) GetFundsTransferState(ctx context.Context, transferID, clientID string, transferType int64) ([]TransferFundRateResponse, error)

GetFundsTransferState get funding rate response.

func (*Okx) GetFuturesContractDetails 

func (ok *Okx) GetFuturesContractDetails(ctx context.Context, item asset.Item) ([]futures.Contract, error)

GetFuturesContractDetails returns details about futures contracts

func (*Okx) GetFuturesPositionOrders 

func (ok *Okx) GetFuturesPositionOrders(ctx context.Context, req *futures.PositionsRequest) ([]futures.PositionResponse, error)

GetFuturesPositionOrders returns the orders for futures positions

func (*Okx) GetFuturesPositionSummary 

func (ok *Okx) GetFuturesPositionSummary(ctx context.Context, req *futures.PositionSummaryRequest) (*futures.PositionSummary, error)

GetFuturesPositionSummary returns position summary details for an active position

func (*Okx) GetGreeks 

func (ok *Okx) GetGreeks(ctx context.Context, currency string) ([]GreeksItem, error)

GetGreeks retrieves a greeks list of all assets in the account.

func (*Okx) GetGridAIParameter 

func (ok *Okx) GetGridAIParameter(ctx context.Context, algoOrderType, instrumentID, direction, duration string) ([]GridAIParameterResponse, error)

GetGridAIParameter retrieves grid AI parameter

func (*Okx) GetGridAlgoOrderDetails 

func (ok *Okx) GetGridAlgoOrderDetails(ctx context.Context, algoOrderType, algoID string) (*GridAlgoOrderResponse, error)

GetGridAlgoOrderDetails retrieves grid algo order details

func (*Okx) GetGridAlgoOrderHistory 

func (ok *Okx) GetGridAlgoOrderHistory(ctx context.Context, algoOrderType, algoID,
	instrumentID, instrumentType,
	after, before string, limit int64) ([]GridAlgoOrderResponse, error)

GetGridAlgoOrderHistory retrieves list of grid algo orders with the complete data including the stopped orders.

func (*Okx) GetGridAlgoOrderPositions 

func (ok *Okx) GetGridAlgoOrderPositions(ctx context.Context, algoOrderType, algoID string) ([]AlgoOrderPosition, error)

GetGridAlgoOrderPositions retrieves grid algo order positions.

func (*Okx) GetGridAlgoOrdersList 

func (ok *Okx) GetGridAlgoOrdersList(ctx context.Context, algoOrderType, algoID,
	instrumentID, instrumentType,
	after, before string, limit int64) ([]GridAlgoOrderResponse, error)

GetGridAlgoOrdersList retrieves list of pending grid algo orders with the complete data.

func (*Okx) GetGridAlgoSubOrders 

func (ok *Okx) GetGridAlgoSubOrders(ctx context.Context, algoOrderType, algoID, subOrderType, groupID, after, before string, limit int64) ([]GridAlgoOrderResponse, error)

GetGridAlgoSubOrders retrieves grid algo sub orders

func (*Okx) GetHistoricCandles 

func (ok *Okx) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error)

GetHistoricCandles returns candles between a time period for a set time interval

func (*Okx) GetHistoricCandlesExtended 

func (ok *Okx) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error)

GetHistoricCandlesExtended returns candles between a time period for a set time interval

func (*Okx) GetHistoricTrades 

func (ok *Okx) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error)

GetHistoricTrades retrieves historic trade data within the timeframe provided

func (*Okx) GetHistoricalFundingRates 

func (ok *Okx) GetHistoricalFundingRates(ctx context.Context, r *fundingrate.HistoricalRatesRequest) (*fundingrate.HistoricalRates, error)

GetHistoricalFundingRates returns funding rates for a given asset and currency for a time period

func (*Okx) GetIndexCandlesticks 

func (ok *Okx) GetIndexCandlesticks(ctx context.Context, instrumentID string, interval kline.Interval, before, after time.Time, limit int64) ([]CandleStick, error)

GetIndexCandlesticks Retrieve the candlestick charts of the index. This endpoint can retrieve the latest 1,440 data entries. Charts are returned in groups based on the requested bar. the response is a list of Candlestick data.

func (*Okx) GetIndexComponents 

func (ok *Okx) GetIndexComponents(ctx context.Context, index string) (*IndexComponent, error)

GetIndexComponents returns the index component information data on the market

func (*Okx) GetIndexTickers 

func (ok *Okx) GetIndexTickers(ctx context.Context, quoteCurrency, instID string) ([]IndexTicker, error)

GetIndexTickers Retrieves index tickers.

func (*Okx) GetInstrumentTypeFromAssetItem 

func (ok *Okx) GetInstrumentTypeFromAssetItem(a asset.Item) string

GetInstrumentTypeFromAssetItem returns a string representation of asset.Item; which is an equivalent term for InstrumentType in Okx exchange.

func (*Okx) GetInstruments 

func (ok *Okx) GetInstruments(ctx context.Context, arg *InstrumentsFetchParams) ([]Instrument, error)

GetInstruments Retrieve a list of instruments with open contracts.

func (*Okx) GetInsuranceFundInformation 

func (ok *Okx) GetInsuranceFundInformation(ctx context.Context, arg *InsuranceFundInformationRequestParams) (*InsuranceFundInformation, error)

GetInsuranceFundInformation returns insurance fund balance information.

func (*Okx) GetInterestAccruedData 

func (ok *Okx) GetInterestAccruedData(ctx context.Context, loanType, limit int64, currency, instrumentID, marginMode string, after, before time.Time) ([]InterestAccruedData, error)

GetInterestAccruedData returns accrued interest data

func (*Okx) GetInterestRate 

func (ok *Okx) GetInterestRate(ctx context.Context, currency string) ([]InterestRateResponse, error)

GetInterestRate get the user's current leveraged currency borrowing interest rate

func (*Okx) GetInterestRateAndLoanQuota 

func (ok *Okx) GetInterestRateAndLoanQuota(ctx context.Context) (map[string][]InterestRateLoanQuotaItem, error)

GetInterestRateAndLoanQuota retrieves an interest rate and loan quota information for various currencies.

func (*Okx) GetInterestRateAndLoanQuotaForVIPLoans 

func (ok *Okx) GetInterestRateAndLoanQuotaForVIPLoans(ctx context.Context) ([]VIPInterestRateAndLoanQuotaInformation, error)

GetInterestRateAndLoanQuotaForVIPLoans retrieves an interest rate and loan quota information for VIP users of various currencies.

func (*Okx) GetIntervalEnum 

func (ok *Okx) GetIntervalEnum(interval kline.Interval, appendUTC bool) string

GetIntervalEnum allowed interval params by Okx Exchange

func (*Okx) GetLatestFundingRates 

func (ok *Okx) GetLatestFundingRates(ctx context.Context, r *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error)

GetLatestFundingRates returns the latest funding rates data

func (*Okx) GetLendingHistory 

func (ok *Okx) GetLendingHistory(ctx context.Context, currency string, before, after time.Time, limit int64) ([]LendingHistory, error)

GetLendingHistory lending history

func (*Okx) GetLeverage 

func (ok *Okx) GetLeverage(ctx context.Context, item asset.Item, pair currency.Pair, marginType margin.Type, orderSide order.Side) (float64, error)

GetLeverage gets the account's initial leverage for the asset type and pair

func (*Okx) GetLeverageRate 

func (ok *Okx) GetLeverageRate(ctx context.Context, instrumentID, marginMode string) ([]LeverageResponse, error)

GetLeverageRate retrieves leverage data for different instrument id or margin mode.

func (*Okx) GetLightningDeposits 

func (ok *Okx) GetLightningDeposits(ctx context.Context, currency string, amount float64, to int64) ([]LightningDepositItem, error)

GetLightningDeposits users can create up to 10 thousand different invoices within 24 hours. this method fetches list of lightning deposits filtered by a currency and amount.

func (*Okx) GetLimitPrice 

func (ok *Okx) GetLimitPrice(ctx context.Context, instrumentID string) (*LimitPriceResponse, error)

GetLimitPrice retrieves the highest buy limit and lowest sell limit of the instrument.

func (*Okx) GetLiquidationOrders 

func (ok *Okx) GetLiquidationOrders(ctx context.Context, arg *LiquidationOrderRequestParams) (*LiquidationOrder, error)

GetLiquidationOrders retrieves information on liquidation orders in the last day.

func (*Okx) GetLongShortRatio 

func (ok *Okx) GetLongShortRatio(ctx context.Context, currency string, begin, end time.Time, period kline.Interval) ([]LongShortRatio, error)

GetLongShortRatio retrieves the ratio of users with net long vs net short positions for futures and perpetual swaps.

func (*Okx) GetMarginLendingRatio 

func (ok *Okx) GetMarginLendingRatio(ctx context.Context, currency string, begin, end time.Time, period kline.Interval) ([]MarginLendRatioItem, error)

GetMarginLendingRatio retrieves the ratio of cumulative amount between currency margin quote currency and base currency.

func (*Okx) GetMarkPrice 

func (ok *Okx) GetMarkPrice(ctx context.Context, instrumentType, underlying, instrumentID string) ([]MarkPrice, error)

GetMarkPrice Retrieve mark price.

func (*Okx) GetMarkPriceCandlesticks 

func (ok *Okx) GetMarkPriceCandlesticks(ctx context.Context, instrumentID string, interval kline.Interval, before, after time.Time, limit int64) ([]CandleStick, error)

GetMarkPriceCandlesticks Retrieve the candlestick charts of mark price. This endpoint can retrieve the latest 1,440 data entries. Charts are returned in groups based on the requested bar.

func (*Okx) GetMaximumAvailableTradableAmount 

func (ok *Okx) GetMaximumAvailableTradableAmount(ctx context.Context, instrumentID, currency, tradeMode string, reduceOnly bool, price float64) ([]MaximumTradableAmount, error)

GetMaximumAvailableTradableAmount retrieves the maximum tradable amount for specific instrument id, and/or currency

func (*Okx) GetMaximumBuySellAmountOROpenAmount 

func (ok *Okx) GetMaximumBuySellAmountOROpenAmount(ctx context.Context, instrumentID, tradeMode, currency, leverage string, price float64) ([]MaximumBuyAndSell, error)

GetMaximumBuySellAmountOROpenAmount retrieves the maximum buy or sell amount for a specific instrument id

func (*Okx) GetMaximumLoanOfInstrument 

func (ok *Okx) GetMaximumLoanOfInstrument(ctx context.Context, instrumentID, marginMode, mgnCurrency string) ([]MaximumLoanInstrument, error)

GetMaximumLoanOfInstrument returns list of maximum loan of instruments.

func (*Okx) GetMaximumWithdrawals 

func (ok *Okx) GetMaximumWithdrawals(ctx context.Context, currency string) ([]MaximumWithdrawal, error)

GetMaximumWithdrawals retrieves the maximum transferable amount from trading account to funding account.

func (*Okx) GetOffers 

func (ok *Okx) GetOffers(ctx context.Context, productID, protocolType, currency string) ([]Offer, error)

GetOffers retrieves list of offers for different protocols.

func (*Okx) GetOneClickRepayCurrencyList 

func (ok *Okx) GetOneClickRepayCurrencyList(ctx context.Context, debtType string) ([]CurrencyOneClickRepay, error)

GetOneClickRepayCurrencyList retrieves list of debt currency data and repay currencies. Debt currencies include both cross and isolated debts. debt level "cross", and "isolated" are allowed

func (*Okx) GetOneClickRepayHistory 

func (ok *Okx) GetOneClickRepayHistory(ctx context.Context, after, before time.Time, limit int64) ([]CurrencyOneClickRepay, error)

GetOneClickRepayHistory get the history and status of one-click repay trades.

func (*Okx) GetOpenInterest 

func (ok *Okx) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]futures.OpenInterest, error)

GetOpenInterest returns the open interest rate for a given asset pair

func (*Okx) GetOpenInterestAndVolumeExpiry 

func (ok *Okx) GetOpenInterestAndVolumeExpiry(ctx context.Context, currency string, period kline.Interval) ([]ExpiryOpenInterestAndVolume, error)

GetOpenInterestAndVolumeExpiry retrieves the open interest and trading volume of calls and puts for each upcoming expiration.

func (*Okx) GetOpenInterestAndVolumeStrike 

func (ok *Okx) GetOpenInterestAndVolumeStrike(ctx context.Context, currency string,
	expTime time.Time, period kline.Interval) ([]StrikeOpenInterestAndVolume, error)

GetOpenInterestAndVolumeStrike retrieves the taker volume for both buyers and sellers of calls and puts.

func (*Okx) GetOpenInterestData 

func (ok *Okx) GetOpenInterestData(ctx context.Context, instType, uly, instID string) ([]OpenInterest, error)

GetOpenInterestData retrieves the total open interest for contracts on OKX

func (*Okx) GetOptionMarketData 

func (ok *Okx) GetOptionMarketData(ctx context.Context, underlying string, expTime time.Time) ([]OptionMarketDataResponse, error)

GetOptionMarketData retrieves option market data.

func (*Okx) GetOptionsOpenInterestAndVolume 

func (ok *Okx) GetOptionsOpenInterestAndVolume(ctx context.Context, currency string, period kline.Interval) ([]OpenInterestVolume, error)

GetOptionsOpenInterestAndVolume retrieves the open interest and trading volume for options.

func (*Okx) GetOracle 

func (ok *Okx) GetOracle(ctx context.Context) (*OracleSmartContractResponse, error)

GetOracle Get the crypto price of signing using Open Oracle smart contract.

func (*Okx) GetOrderBookDepth 

func (ok *Okx) GetOrderBookDepth(ctx context.Context, instrumentID string, depth int64) (*OrderBookResponse, error)

GetOrderBookDepth returns the recent order asks and bids before specified timestamp.

func (*Okx) GetOrderDetail 

func (ok *Okx) GetOrderDetail(ctx context.Context, arg *OrderDetailRequestParam) (*OrderDetail, error)

GetOrderDetail retrieves order details given instrument id and order identification

func (*Okx) GetOrderHistory 

func (ok *Okx) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error)

GetOrderHistory retrieves account order information Can Limit response to specific order status

func (*Okx) GetOrderInfo 

func (ok *Okx) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (*order.Detail, error)

GetOrderInfo returns order information based on order ID

func (*Okx) GetOrderList 

func (ok *Okx) GetOrderList(ctx context.Context, arg *OrderListRequestParams) ([]OrderDetail, error)

GetOrderList retrieves all incomplete orders under the current account.

func (*Okx) GetPMLimitation 

func (ok *Okx) GetPMLimitation(ctx context.Context, instrumentType, underlying string) ([]PMLimitationResponse, error)

GetPMLimitation retrieve cross position limitation of SWAP/FUTURES/OPTION under Portfolio margin mode.

func (*Okx) GetPairFromInstrumentID 

func (ok *Okx) GetPairFromInstrumentID(instrumentID string) (currency.Pair, error)

GetPairFromInstrumentID returns a currency pair give an instrument ID and asset Item, which represents the instrument type.

func (*Okx) GetPositionTiers 

func (ok *Okx) GetPositionTiers(ctx context.Context, instrumentType, tradeMode, underlying, instrumentID, tiers string) ([]PositionTiers, error)

GetPositionTiers retrieves position tiers information，maximum leverage depends on your borrowings and margin ratio.

func (*Okx) GetPositions 

func (ok *Okx) GetPositions(ctx context.Context, instrumentType, instrumentID, positionID string) ([]AccountPosition, error)

GetPositions retrieves information on your positions. When the account is in net mode, net positions will be displayed, and when the account is in long/short mode, long or short positions will be displayed.

func (*Okx) GetPositionsHistory 

func (ok *Okx) GetPositionsHistory(ctx context.Context, instrumentType, instrumentID, marginMode string, closePositionType, limit int64, after, before time.Time) ([]AccountPositionHistory, error)

GetPositionsHistory retrieves the updated position data for the last 3 months.

func (*Okx) GetPublicBlockTrades 

func (ok *Okx) GetPublicBlockTrades(ctx context.Context, beginID, endID string, limit int64) ([]PublicBlockTradesResponse, error)

GetPublicBlockTrades retrieves the recent executed block trades.

func (*Okx) GetPublicBorrowHistory 

func (ok *Okx) GetPublicBorrowHistory(ctx context.Context, currency string, before, after time.Time, limit int64) ([]PublicBorrowHistory, error)

GetPublicBorrowHistory return list of publix borrow history.

func (*Okx) GetPublicBorrowInfo 

func (ok *Okx) GetPublicBorrowInfo(ctx context.Context, currency string) ([]PublicBorrowInfo, error)

GetPublicBorrowInfo returns the public borrow info.

func (*Okx) GetPublicUnderlyings 

func (ok *Okx) GetPublicUnderlyings(ctx context.Context, instrumentType string) ([]string, error)

GetPublicUnderlyings returns list of underlyings for various instrument types.

func (*Okx) GetPutCallRatio 

func (ok *Okx) GetPutCallRatio(ctx context.Context, currency string,
	period kline.Interval) ([]OpenInterestVolumeRatio, error)

GetPutCallRatio retrieves the open interest ration and trading volume ratio of calls vs puts.

func (*Okx) GetQuotes 

func (ok *Okx) GetQuotes(ctx context.Context, arg *QuoteRequestParams) ([]QuoteResponse, error)

GetQuotes retrieves all Quotes that the user is a counterparty to (either as the creator or the receiver).

func (*Okx) GetRecentTrades 

func (ok *Okx) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error)

GetRecentTrades returns the most recent trades for a currency and asset

func (*Okx) GetRfqTrades 

func (ok *Okx) GetRfqTrades(ctx context.Context, arg *RfqTradesRequestParams) ([]RfqTradeResponse, error)

GetRfqTrades retrieves the executed trades that the user is a counterparty to (either as the creator or the receiver).

func (*Okx) GetRfqs 

func (ok *Okx) GetRfqs(ctx context.Context, arg *RfqRequestParams) ([]RfqResponse, error)

GetRfqs retrieves details of Rfqs that the user is a counterparty to (either as the creator or the receiver of the Rfq).

func (*Okx) GetSavingBalance 

func (ok *Okx) GetSavingBalance(ctx context.Context, currency string) ([]SavingBalanceResponse, error)

GetSavingBalance returns saving balance, and only assets in the funding account can be used for saving.

func (*Okx) GetServerTime 

func (ok *Okx) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error)

GetServerTime returns the current exchange server time.

func (*Okx) GetSingleFundingRate 

func (ok *Okx) GetSingleFundingRate(ctx context.Context, instrumentID string) (*FundingRateResponse, error)

GetSingleFundingRate returns the latest funding rate

func (*Okx) GetSubaccountFundingBalance 

func (ok *Okx) GetSubaccountFundingBalance(ctx context.Context, subaccountName, currency string) ([]FundingBalance, error)

GetSubaccountFundingBalance query detailed balance info of Funding Account of a sub-account via the master account (applies to master accounts only)

func (*Okx) GetSubaccountTradingBalance 

func (ok *Okx) GetSubaccountTradingBalance(ctx context.Context, subaccountName string) ([]SubaccountBalanceResponse, error)

GetSubaccountTradingBalance query detailed balance info of Trading Account of a sub-account via the master account (applies to master accounts only)

func (*Okx) GetSupportCoins 

func (ok *Okx) GetSupportCoins(ctx context.Context) (*SupportedCoinsData, error)

GetSupportCoins retrieves the currencies supported by the trading data endpoints

func (*Okx) GetSystemTime 

func (ok *Okx) GetSystemTime(ctx context.Context) (time.Time, error)

GetSystemTime Retrieve API server time.

func (*Okx) GetTakerFlow 

func (ok *Okx) GetTakerFlow(ctx context.Context, currency string, period kline.Interval) (*CurrencyTakerFlow, error)

GetTakerFlow shows the relative buy/sell volume for calls and puts. It shows whether traders are bullish or bearish on price and volatility

func (*Okx) GetTakerVolume 

func (ok *Okx) GetTakerVolume(ctx context.Context, currency, instrumentType string, begin, end time.Time, period kline.Interval) ([]TakerVolume, error)

GetTakerVolume retrieves the taker volume for both buyers and sellers.

func (*Okx) GetTicker 

func (ok *Okx) GetTicker(ctx context.Context, instrumentID string) (*TickerResponse, error)

GetTicker retrieves the latest price snapshot, best bid/ask price, and trading volume in the last 24 hours.

func (*Okx) GetTickers 

func (ok *Okx) GetTickers(ctx context.Context, instType, uly, instID string) ([]TickerResponse, error)

GetTickers retrieves the latest price snapshots best bid/ ask price, and trading volume in the last 24 hours.

func (*Okx) GetTradeFee 

func (ok *Okx) GetTradeFee(ctx context.Context, instrumentType, instrumentID, underlying string) ([]TradeFeeRate, error)

GetTradeFee query trade fee rate of various instrument types and instrument ids.

func (*Okx) GetTrades 

func (ok *Okx) GetTrades(ctx context.Context, instrumentID string, limit int64) ([]TradeResponse, error)

GetTrades Retrieve the recent transactions of an instrument.

func (*Okx) GetTradesHistory 

func (ok *Okx) GetTradesHistory(ctx context.Context, instrumentID, before, after string, limit int64) ([]TradeResponse, error)

GetTradesHistory retrieves the recent transactions of an instrument from the last 3 months with pagination.

func (*Okx) GetTransactionDetailsLast3Days 

func (ok *Okx) GetTransactionDetailsLast3Days(ctx context.Context, arg *TransactionDetailRequestParams) ([]TransactionDetail, error)

GetTransactionDetailsLast3Days retrieves recently-filled transaction details in the last 3 day.

func (*Okx) GetTransactionDetailsLast3Months 

func (ok *Okx) GetTransactionDetailsLast3Months(ctx context.Context, arg *TransactionDetailRequestParams) ([]TransactionDetail, error)

GetTransactionDetailsLast3Months Retrieve recently-filled transaction details in the last 3 months.

func (*Okx) GetUnderlying 

func (ok *Okx) GetUnderlying(pair currency.Pair, a asset.Item) (string, error)

GetUnderlying returns the instrument ID for the corresponding asset pairs and asset type( Instrument Type )

func (*Okx) GetWithdrawalHistory 

func (ok *Okx) GetWithdrawalHistory(ctx context.Context, currency, withdrawalID, clientID, transactionID, state string, after, before time.Time, limit int64) ([]WithdrawalHistoryResponse, error)

GetWithdrawalHistory retrieves the withdrawal records according to the currency, withdrawal status, and time range in reverse chronological order. The 100 most recent records are returned by default.

func (*Okx) GetWithdrawalsHistory 

func (ok *Okx) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error)

GetWithdrawalsHistory returns previous withdrawals data

func (*Okx) GridPositionsSubscription 

func (ok *Okx) GridPositionsSubscription(operation, algoID string) error

GridPositionsSubscription to retrieve grid positions. Data will be pushed when first subscribed. Data will be pushed when triggered by events such as placing/canceling order.

func (*Okx) GridSubOrders 

func (ok *Okx) GridSubOrders(operation, algoID string) error

GridSubOrders to retrieve grid sub orders. Data will be pushed when first subscribed. Data will be pushed when triggered by events such as placing order.

func (*Okx) HistoryOfSubaccountTransfer 

func (ok *Okx) HistoryOfSubaccountTransfer(ctx context.Context, currency, subaccountType, subaccountName string, before, after time.Time, limit int64) ([]SubaccountBillItem, error)

HistoryOfSubaccountTransfer retrieves subaccount transfer histories; applies to master accounts only. Retrieve the transfer data for the last 3 months.

func (*Okx) IncreaseDecreaseMargin 

func (ok *Okx) IncreaseDecreaseMargin(ctx context.Context, arg *IncreaseDecreaseMarginInput) (*IncreaseDecreaseMargin, error)

IncreaseDecreaseMargin Increase or decrease the margin of the isolated position. Margin reduction may result in the change of the actual leverage.

func (*Okx) IndexCandlesticksSubscription 

func (ok *Okx) IndexCandlesticksSubscription(operation, channel string, assetType asset.Item, pair currency.Pair) error

IndexCandlesticksSubscription a method to subscribe and unsubscribe to "index-candle*" channel to retrieve the candlesticks data of the index. Data will be pushed every 500 ms.

func (*Okx) IndexTickerChannel 

func (ok *Okx) IndexTickerChannel(operation string, assetType asset.Item, pair currency.Pair) error

IndexTickerChannel a method to subscribe and unsubscribe to "index-tickers" channel

func (*Okx) InstrumentsSubscription 

func (ok *Okx) InstrumentsSubscription(operation string, assetType asset.Item, pair currency.Pair) error

InstrumentsSubscription to subscribe for instruments. The full instrument list will be pushed for the first time after subscription. Subsequently, the instruments will be pushed if there is any change to the instrument’s state (such as delivery of FUTURES, exercise of OPTION, listing of new contracts / trading pairs, trading suspension, etc.).

func (*Okx) IsPerpetualFutureCurrency 

func (ok *Okx) IsPerpetualFutureCurrency(a asset.Item, _ currency.Pair) (bool, error)

IsPerpetualFutureCurrency ensures a given asset and currency is a perpetual future

func (*Okx) IsolatedMarginTradingSettings 

func (ok *Okx) IsolatedMarginTradingSettings(ctx context.Context, arg IsolatedMode) (*IsolatedMode, error)

IsolatedMarginTradingSettings to set the currency margin and futures/perpetual Isolated margin trading mode.

func (*Okx) LightningWithdrawal 

func (ok *Okx) LightningWithdrawal(ctx context.Context, arg LightningWithdrawalRequestInput) (*LightningWithdrawalResponse, error)

LightningWithdrawal to withdraw a currency from an invoice.

func (*Okx) MarkPriceCandlesticksSubscription 

func (ok *Okx) MarkPriceCandlesticksSubscription(operation, channel string, assetType asset.Item, pair currency.Pair) error

MarkPriceCandlesticksSubscription to subscribe or unsubscribe to "mark-price-candles" channels to retrieve the candlesticks data of the mark price. Data will be pushed every 500 ms.

func (*Okx) MarkPriceSubscription 

func (ok *Okx) MarkPriceSubscription(operation string, assetType asset.Item, pair currency.Pair) error

MarkPriceSubscription to subscribe or unsubscribe to the "mark-price" to retrieve the mark price. Data will be pushed every 200 ms when the mark price changes, and will be pushed every 10 seconds when the mark price does not change.

func (*Okx) MasterAccountsManageTransfersBetweenSubaccounts 

func (ok *Okx) MasterAccountsManageTransfersBetweenSubaccounts(ctx context.Context, arg *SubAccountAssetTransferParams) ([]TransferIDInfo, error)

MasterAccountsManageTransfersBetweenSubaccounts master accounts manage the transfers between sub-accounts applies to master accounts only

func (*Okx) ModifyOrder 

func (ok *Okx) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error)

ModifyOrder will allow of changing orderbook placement and limit to market conversion

func (*Okx) OpenInterestSubscription 

func (ok *Okx) OpenInterestSubscription(operation string, assetType asset.Item, pair currency.Pair) error

OpenInterestSubscription to subscribe or unsubscribe to "open-interest" channel to retrieve the open interest. Data will by pushed every 3 seconds.

func (*Okx) OptionSummarySubscription 

func (ok *Okx) OptionSummarySubscription(operation string, pair currency.Pair) error

OptionSummarySubscription a method to subscribe or unsubscribe to "opt-summary" channel to retrieve detailed pricing information of all OPTION contracts. Data will be pushed at once.

func (*Okx) OrderBooksSubscription 

func (ok *Okx) OrderBooksSubscription(operation, channel string, assetType asset.Item, pair currency.Pair) error

OrderBooksSubscription subscribe or unsubscribe to "books*" channel to retrieve order book data.

func (*Okx) OrderTypeFromString 

func (ok *Okx) OrderTypeFromString(orderType string) (order.Type, error)

OrderTypeFromString returns order.Type instance from string

func (*Okx) OrderTypeString 

func (ok *Okx) OrderTypeString(orderType order.Type) (string, error)

OrderTypeString returns a string representation of order.Type instance

func (*Okx) PlaceAlgoOrder 

func (ok *Okx) PlaceAlgoOrder(ctx context.Context, arg *AlgoOrderParams) (*AlgoOrder, error)

PlaceAlgoOrder order includes trigger order, oco order, conditional order,iceberg order, twap order and trailing order.

func (*Okx) PlaceEasyConvert 

func (ok *Okx) PlaceEasyConvert(ctx context.Context, arg PlaceEasyConvertParam) ([]EasyConvertItem, error)

PlaceEasyConvert converts small currencies to mainstream currencies. Only applicable to the crypto balance less than $10.

func (*Okx) PlaceGridAlgoOrder 

func (ok *Okx) PlaceGridAlgoOrder(ctx context.Context, arg *GridAlgoOrder) (*GridAlgoOrderIDResponse, error)

PlaceGridAlgoOrder place spot grid algo order.

func (*Okx) PlaceIcebergOrder 

func (ok *Okx) PlaceIcebergOrder(ctx context.Context, arg *AlgoOrderParams) (*AlgoOrder, error)

PlaceIcebergOrder to place iceburg algo order

func (*Okx) PlaceMultipleOrders 

func (ok *Okx) PlaceMultipleOrders(ctx context.Context, args []PlaceOrderRequestParam) ([]OrderData, error)

PlaceMultipleOrders to place orders in batches. Maximum 20 orders can be placed at a time. Request parameters should be passed in the form of an array.

func (*Okx) PlaceOrder 

func (ok *Okx) PlaceOrder(ctx context.Context, arg *PlaceOrderRequestParam, a asset.Item) (*OrderData, error)

PlaceOrder place an order only if you have sufficient funds.

func (*Okx) PlaceStopOrder 

func (ok *Okx) PlaceStopOrder(ctx context.Context, arg *AlgoOrderParams) (*AlgoOrder, error)

PlaceStopOrder to place stop order

func (*Okx) PlaceTWAPOrder 

func (ok *Okx) PlaceTWAPOrder(ctx context.Context, arg *AlgoOrderParams) (*AlgoOrder, error)

PlaceTWAPOrder to place TWAP algo orders

func (*Okx) PlaceTrailingStopOrder 

func (ok *Okx) PlaceTrailingStopOrder(ctx context.Context, arg *AlgoOrderParams) (*AlgoOrder, error)

PlaceTrailingStopOrder to place trailing stop order

func (*Okx) PositionBuilder 

func (ok *Okx) PositionBuilder(ctx context.Context, arg PositionBuilderInput) ([]PositionBuilderResponse, error)

PositionBuilder calculates portfolio margin information for simulated position or current position of the user. You can add up to 200 simulated positions in one request. Instrument type SWAP FUTURES, and OPTION are supported

func (*Okx) PositionRiskWarningSubscription 

func (ok *Okx) PositionRiskWarningSubscription(operation string, assetType asset.Item, pair currency.Pair) error

PositionRiskWarningSubscription this push channel is only used as a risk warning, and is not recommended as a risk judgment for strategic trading In the case that the market is not moving violently, there may be the possibility that the position has been liquidated at the same time that this message is pushed.

func (*Okx) PriceLimitSubscription 

func (ok *Okx) PriceLimitSubscription(operation string, pair currency.Pair) error

PriceLimitSubscription subscribe or unsubscribe to "price-limit" channel to retrieve the maximum buy price and minimum sell price of the instrument. Data will be pushed every 5 seconds when there are changes in limits, and will not be pushed when there is no changes on limit.

func (*Okx) PublicStructureBlockTradesSubscription 

func (ok *Okx) PublicStructureBlockTradesSubscription(operation string, assetType asset.Item, pair currency.Pair) error

PublicStructureBlockTradesSubscription a method to subscribe or unsubscribe to "public-struc-block-trades" channel

func (*Okx) Purchase 

func (ok *Okx) Purchase(ctx context.Context, arg PurchaseRequestParam) (*OrderIDResponse, error)

Purchase invest on specific product

func (*Okx) QuotesSubscription 

func (ok *Okx) QuotesSubscription(operation string) error

QuotesSubscription subscription to retrieve Quote subscription

func (*Okx) Redeem 

func (ok *Okx) Redeem(ctx context.Context, arg RedeemRequestParam) (*OrderIDResponse, error)

Redeem redemption of investment

func (*Okx) ResetMMPStatus 

func (ok *Okx) ResetMMPStatus(ctx context.Context) (time.Time, error)

ResetMMPStatus reset the MMP status to be inactive.

func (*Okx) ResetSubAccountAPIKey 

func (ok *Okx) ResetSubAccountAPIKey(ctx context.Context, arg *SubAccountAPIKeyParam) (*SubAccountAPIKeyResponse, error)

ResetSubAccountAPIKey applies to master accounts only and master accounts APIKey must be linked to IP addresses.

func (*Okx) RfqSubscription 

func (ok *Okx) RfqSubscription(operation, uid string) error

RfqSubscription subscription to retrieve Rfq updates on Rfq orders.

func (*Okx) SavingsPurchaseOrRedemption 

func (ok *Okx) SavingsPurchaseOrRedemption(ctx context.Context, arg *SavingsPurchaseRedemptionInput) (*SavingsPurchaseRedemptionResponse, error)

SavingsPurchaseOrRedemption creates a purchase or redemption instance

func (*Okx) SendHTTPRequest 

func (ok *Okx) SendHTTPRequest(ctx context.Context, ep exchange.URL, f request.EndpointLimit, httpMethod, requestPath string, data, result interface{}, authenticated bool) (err error)

SendHTTPRequest sends an authenticated http request to a desired path with a JSON payload (of present) URL arguments must be in the request path and not as url.URL values

func (*Okx) SetCollateralMode 

func (ok *Okx) SetCollateralMode(_ context.Context, _ asset.Item, _ collateral.Mode) error

SetCollateralMode sets the collateral type for your account

func (*Okx) SetDefaults 

func (ok *Okx) SetDefaults()

SetDefaults sets the basic defaults for Okx

func (*Okx) SetGreeks 

func (ok *Okx) SetGreeks(ctx context.Context, greeksType string) (*GreeksType, error)

SetGreeks set the display type of Greeks. PA: Greeks in coins BS: Black-Scholes Greeks in dollars

func (*Okx) SetLendingRate 

func (ok *Okx) SetLendingRate(ctx context.Context, arg LendingRate) (*LendingRate, error)

SetLendingRate sets an assets lending rate

func (*Okx) SetLeverage 

func (ok *Okx) SetLeverage(ctx context.Context, item asset.Item, pair currency.Pair, marginType margin.Type, amount float64, orderSide order.Side) error

SetLeverage sets the account's initial leverage for the asset type and pair

func (*Okx) SetLeverageRate 

func (ok *Okx) SetLeverageRate(ctx context.Context, arg SetLeverageInput) (*SetLeverageResponse, error)

SetLeverageRate sets a leverage setting for instrument id.

func (*Okx) SetMarginType 

func (ok *Okx) SetMarginType(_ context.Context, _ asset.Item, _ currency.Pair, _ margin.Type) error

SetMarginType sets the default margin type for when opening a new position okx allows this to be set with an order, however this sets a default

func (*Okx) SetPermissionOfTransferOut 

func (ok *Okx) SetPermissionOfTransferOut(ctx context.Context, arg PermissionOfTransfer) ([]PermissionOfTransfer, error)

SetPermissionOfTransferOut set permission of transfer out for sub-account(only applicable to master account). Sub-account can transfer out to master account by default.

func (*Okx) SetPositionMode 

func (ok *Okx) SetPositionMode(ctx context.Context, positionMode string) (string, error)

SetPositionMode FUTURES and SWAP support both long/short mode and net mode. In net mode, users can only have positions in one direction; In long/short mode, users can hold positions in long and short directions.

func (*Okx) SetQuoteProducts 

func (ok *Okx) SetQuoteProducts(ctx context.Context, args []SetQuoteProductParam) (*SetQuoteProductsResult, error)

SetQuoteProducts customize the products which makers want to quote and receive Rfqs for, and the corresponding price and size limit.

func (*Okx) Setup 

func (ok *Okx) Setup(exch *config.Exchange) error

Setup takes in the supplied exchange configuration details and sets params

func (*Okx) Shutdown 

func (ok *Okx) Shutdown() error

Shutdown calls Base.Shutdown and then shuts down the response multiplexer

func (*Okx) SmallAssetsConvert 

func (ok *Okx) SmallAssetsConvert(ctx context.Context, currency []string) (*SmallAssetConvertResponse, error)

SmallAssetsConvert Convert small assets in funding account to OKB. Only one convert is allowed within 24 hours.

func (*Okx) SpotGridAlgoOrdersSubscription 

func (ok *Okx) SpotGridAlgoOrdersSubscription(operation string, assetType asset.Item, pair currency.Pair, algoID string) error

SpotGridAlgoOrdersSubscription to retrieve spot grid algo orders. Data will be pushed when first subscribed. Data will be pushed when triggered by events such as placing/canceling order.

func (*Okx) SpotGridWithdrawProfit 

func (ok *Okx) SpotGridWithdrawProfit(ctx context.Context, algoID string) (*AlgoOrderWithdrawalProfit, error)

SpotGridWithdrawProfit returns the spot grid orders withdrawal profit given an instrument id.

func (*Okx) StatusSubscription 

func (ok *Okx) StatusSubscription(operation string, assetType asset.Item, pair currency.Pair) error

StatusSubscription get the status of system maintenance and push when the system maintenance status changes. First subscription: "Push the latest change data"; every time there is a state change, push the changed content

func (*Okx) StopGridAlgoOrder 

func (ok *Okx) StopGridAlgoOrder(ctx context.Context, arg []StopGridAlgoOrderRequest) ([]GridAlgoOrderIDResponse, error)

StopGridAlgoOrder stop a batch of grid algo orders.

func (*Okx) StructureBlockTradesSubscription 

func (ok *Okx) StructureBlockTradesSubscription(operation string) error

StructureBlockTradesSubscription to retrieve Structural block subscription

func (*Okx) SubmitOrder 

func (ok *Okx) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error)

SubmitOrder submits a new order

func (*Okx) Subscribe 

func (ok *Okx) Subscribe(channelsToSubscribe []subscription.Subscription) error

Subscribe sends a websocket subscription request to several channels to receive data.

func (*Okx) SystemStatusResponse 

func (ok *Okx) SystemStatusResponse(ctx context.Context, state string) ([]SystemStatusResponse, error)

SystemStatusResponse retrieves the system status. state supports valid values 'scheduled', 'ongoing', 'pre_open', 'completed', and 'canceled'.

func (*Okx) TickersSubscription 

func (ok *Okx) TickersSubscription(operation string, assetType asset.Item, pair currency.Pair) error

TickersSubscription subscribing to "ticker" channel to retrieve the last traded price, bid price, ask price and 24-hour trading volume of instruments. Data will be pushed every 100 ms.

func (*Okx) TradeOneClickRepay 

func (ok *Okx) TradeOneClickRepay(ctx context.Context, arg TradeOneClickRepayParam) ([]CurrencyOneClickRepay, error)

TradeOneClickRepay trade one-click repay to repay cross debts. Isolated debts are not applicable. The maximum repayment amount is based on the remaining available balance of funding and trading accounts.

func (*Okx) TradesSubscription 

func (ok *Okx) TradesSubscription(operation string, assetType asset.Item, pair currency.Pair) error

TradesSubscription to subscribe or unsubscribe to "trades" channel to retrieve the recent trades data. Data will be pushed whenever there is a trade. Every update contain only one trade.

func (*Okx) TriggerAlgoOrder 

func (ok *Okx) TriggerAlgoOrder(ctx context.Context, arg *AlgoOrderParams) (*AlgoOrder, error)

TriggerAlgoOrder fetches algo trigger orders for SWAP market types.

func (*Okx) Unsubscribe 

func (ok *Okx) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error

Unsubscribe sends a websocket unsubscription request to several channels to receive data.

func (*Okx) UpdateAccountInfo 

func (ok *Okx) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error)

UpdateAccountInfo retrieves balances for all enabled currencies.

func (*Okx) UpdateOrderExecutionLimits 

func (ok *Okx) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error

UpdateOrderExecutionLimits sets exchange execution order limits for an asset type

func (*Okx) UpdateOrderbook 

func (ok *Okx) UpdateOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Base, error)

UpdateOrderbook updates and returns the orderbook for a currency pair

func (*Okx) UpdateTicker 

func (ok *Okx) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error)

UpdateTicker updates and returns the ticker for a currency pair

func (*Okx) UpdateTickers 

func (ok *Okx) UpdateTickers(ctx context.Context, assetType asset.Item) error

UpdateTickers updates all currency pairs of a given asset type

func (*Okx) UpdateTradablePairs 

func (ok *Okx) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error

UpdateTradablePairs updates the exchanges available pairs and stores them in the exchanges config

func (*Okx) VIPLoansBorrowAndRepay 

func (ok *Okx) VIPLoansBorrowAndRepay(ctx context.Context, arg LoanBorrowAndReplayInput) (*LoanBorrowAndReplay, error)

VIPLoansBorrowAndRepay creates VIP borrow or repay for a currency.

func (*Okx) ValidateAPICredentials 

func (ok *Okx) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error

ValidateAPICredentials validates current credentials used for wrapper

func (*Okx) ViewSubAccountList 

func (ok *Okx) ViewSubAccountList(ctx context.Context, enable bool, subaccountName string, after, before time.Time, limit int64) ([]SubaccountInfo, error)

ViewSubAccountList applies to master accounts only

func (*Okx) WithdrawCryptocurrencyFunds 

func (ok *Okx) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error)

WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted

func (*Okx) WithdrawFiatFunds 

func (ok *Okx) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error)

WithdrawFiatFunds returns a withdrawal ID when a withdrawal is submitted

func (*Okx) WithdrawFiatFundsToInternationalBank 

func (ok *Okx) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error)

WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is submitted

func (*Okx) Withdrawal 

func (ok *Okx) Withdrawal(ctx context.Context, input *WithdrawalInput) (*WithdrawalResponse, error)

Withdrawal to perform a withdrawal action. Sub-account does not support withdrawal.

func (*Okx) WsAccountSubscription 

func (ok *Okx) WsAccountSubscription(operation string, assetType asset.Item, pair currency.Pair) error

WsAccountSubscription retrieve account information. Data will be pushed when triggered by events such as placing order, canceling order, transaction execution, etc. It will also be pushed in regular interval according to subscription granularity.

func (*Okx) WsAmendMultipleOrders 

func (ok *Okx) WsAmendMultipleOrders(args []AmendOrderRequestParams) ([]OrderData, error)

WsAmendMultipleOrders a request through the websocket connection to amend multiple trade orders.

func (*Okx) WsAmendOrder 

func (ok *Okx) WsAmendOrder(arg *AmendOrderRequestParams) (*OrderData, error)

WsAmendOrder method to amend trade order using a request thought the websocket channel.

func (*Okx) WsAuth 

func (ok *Okx) WsAuth(ctx context.Context, dialer *websocket.Dialer) error

WsAuth will connect to Okx's Private websocket connection and Authenticate with a login payload.

func (*Okx) WsCancelMultipleOrder 

func (ok *Okx) WsCancelMultipleOrder(args []CancelOrderRequestParam) ([]OrderData, error)

WsCancelMultipleOrder cancel multiple order through the websocket channel.

func (*Okx) WsCancelOrder 

func (ok *Okx) WsCancelOrder(arg CancelOrderRequestParam) (*OrderData, error)

WsCancelOrder websocket function to cancel a trade order

func (*Okx) WsConnect 

func (ok *Okx) WsConnect() error

WsConnect initiates a websocket connection

func (*Okx) WsHandleData 

func (ok *Okx) WsHandleData(respRaw []byte) error

WsHandleData will read websocket raw data and pass to appropriate handler

func (*Okx) WsOrderChannel 

func (ok *Okx) WsOrderChannel(operation string, assetType asset.Item, pair currency.Pair, _ string) error

WsOrderChannel for subscribing for orders.

func (*Okx) WsPlaceMultipleOrder 

func (ok *Okx) WsPlaceMultipleOrder(args []PlaceOrderRequestParam) ([]OrderData, error)

WsPlaceMultipleOrder creates an order through the websocket stream.

func (*Okx) WsPlaceOrder 

func (ok *Okx) WsPlaceOrder(arg *PlaceOrderRequestParam) (*OrderData, error)

WsPlaceOrder places an order thought the websocket connection stream, and returns a SubmitResponse and error message.

func (*Okx) WsPositionChannel 

func (ok *Okx) WsPositionChannel(operation string, assetType asset.Item, pair currency.Pair) error

WsPositionChannel retrieve the position data. The first snapshot will be sent in accordance with the granularity of the subscription. Data will be pushed when certain actions, such placing or canceling an order, trigger it. It will also be pushed periodically based on the granularity of the subscription.

func (*Okx) WsProcessSnapshotOrderBook 

func (ok *Okx) WsProcessSnapshotOrderBook(data WsOrderBookData, pair currency.Pair, assets []asset.Item) error

WsProcessSnapshotOrderBook processes snapshot order books

func (*Okx) WsProcessUpdateOrderbook 

func (ok *Okx) WsProcessUpdateOrderbook(data WsOrderBookData, pair currency.Pair, assets []asset.Item) error

WsProcessUpdateOrderbook updates an existing orderbook using websocket data After merging WS data, it will sort, validate and finally update the existing orderbook

type OneClickRepayCurrencyItem 

type OneClickRepayCurrencyItem struct {
	DebtData  []CurrencyDebtAmount  `json:"debtData"`
	DebtType  string                `json:"debtType"`
	RepayData []CurrencyRepayAmount `json:"repayData"`
}

OneClickRepayCurrencyItem represents debt currency data and repay currencies.

type OpenInterest 

type OpenInterest struct {
	InstrumentType       asset.Item       `json:"instType"`
	InstrumentID         string           `json:"instId"`
	OpenInterest         types.Number     `json:"oi"`
	OpenInterestCurrency types.Number     `json:"oiCcy"`
	Timestamp            okxUnixMilliTime `json:"ts"`
}

OpenInterest Retrieve the total open interest for contracts on OKX.

func (*OpenInterest) UnmarshalJSON 

func (a *OpenInterest) UnmarshalJSON(data []byte) error

UnmarshalJSON decoder for OpenInterestResponse instance.

type OpenInterestVolume 

type OpenInterestVolume struct {
	Timestamp    time.Time `json:"ts"`
	OpenInterest float64   `json:"oi"`
	Volume       float64   `json:"vol"`
}

OpenInterestVolume represents open interest and trading volume item for currencies of futures and perpetual swaps.

type OpenInterestVolumeRatio 

type OpenInterestVolumeRatio struct {
	Timestamp         time.Time `json:"ts"`
	OpenInterestRatio float64   `json:"oiRatio"`
	VolumeRatio       float64   `json:"volRatio"`
}

OpenInterestVolumeRatio represents open interest and trading volume ratio for currencies of futures and perpetual swaps.

type OptionMarketDataResponse 

type OptionMarketDataResponse struct {
	InstrumentType string           `json:"instType"`
	InstrumentID   string           `json:"instId"`
	Underlying     string           `json:"uly"`
	Delta          types.Number     `json:"delta"`
	Gamma          types.Number     `json:"gamma"`
	Theta          types.Number     `json:"theta"`
	Vega           types.Number     `json:"vega"`
	DeltaBS        types.Number     `json:"deltaBS"`
	GammaBS        types.Number     `json:"gammaBS"`
	ThetaBS        types.Number     `json:"thetaBS"`
	VegaBS         types.Number     `json:"vegaBS"`
	RealVol        string           `json:"realVol"`
	BidVolatility  string           `json:"bidVol"`
	AskVolatility  types.Number     `json:"askVol"`
	MarkVolatility types.Number     `json:"markVol"`
	Leverage       types.Number     `json:"lever"`
	ForwardPrice   string           `json:"fwdPx"`
	Timestamp      okxUnixMilliTime `json:"ts"`
}

OptionMarketDataResponse holds response data for option market data

type OracleSmartContractResponse 

type OracleSmartContractResponse struct {
	Messages   []string          `json:"messages"`
	Prices     map[string]string `json:"prices"`
	Signatures []string          `json:"signatures"`
	Timestamp  okxUnixMilliTime  `json:"timestamp"`
}

OracleSmartContractResponse returns the crypto price of signing using Open Oracle smart contract.

type OrderAsk 

type OrderAsk struct {
	DepthPrice        float64
	NumberOfContracts float64
	LiquidationOrders int64
	NumberOfOrders    int64
}

OrderAsk represents currencies bid detailed information.

type OrderBid 

type OrderBid struct {
	DepthPrice        float64
	BaseCurrencies    float64
	LiquidationOrders int64
	NumberOfOrders    int64
}

OrderBid represents currencies bid detailed information.

type OrderBookResponse 

type OrderBookResponse struct {
	Asks                [][4]string      `json:"asks"`
	Bids                [][4]string      `json:"bids"`
	GenerationTimeStamp okxUnixMilliTime `json:"ts"`
}

OrderBookResponse holds the order asks and bids at a specific timestamp

func (*OrderBookResponse) GetAsks 

func (a *OrderBookResponse) GetAsks() ([]OrderAsk, error)

GetAsks returns list of asks from an order book response instance.

func (*OrderBookResponse) GetBids 

func (a *OrderBookResponse) GetBids() ([]OrderBid, error)

GetBids returns list of order bids instance from list of slice.

func (*OrderBookResponse) GetOrderBookResponseDetail 

func (a *OrderBookResponse) GetOrderBookResponseDetail() (*OrderBookResponseDetail, error)

GetOrderBookResponseDetail returns the OrderBookResponseDetail instance from OrderBookResponse object.

type OrderBookResponseDetail 

type OrderBookResponseDetail struct {
	Asks                []OrderAsk
	Bids                []OrderBid
	GenerationTimestamp time.Time
}

OrderBookResponseDetail holds the order asks and bids in a struct field with the corresponding order generation timestamp.

type OrderData 

type OrderData struct {
	OrderID       string `json:"ordId,omitempty"`
	RequestID     string `json:"reqId,omitempty"`
	ClientOrderID string `json:"clOrdId,omitempty"`
	Tag           string `json:"tag,omitempty"`
	SCode         string `json:"sCode,omitempty"`
	SMessage      string `json:"sMsg,omitempty"`
}

OrderData response message for place, cancel, and amend an order requests.

type OrderDetail 

type OrderDetail struct {
	InstrumentType             string       `json:"instType"`
	InstrumentID               string       `json:"instId"`
	Currency                   string       `json:"ccy"`
	OrderID                    string       `json:"ordId"`
	ClientOrderID              string       `json:"clOrdId"`
	Tag                        string       `json:"tag"`
	ProfitAndLoss              string       `json:"pnl"`
	OrderType                  string       `json:"ordType"`
	Side                       order.Side   `json:"side"`
	PositionSide               string       `json:"posSide"`
	TradeMode                  string       `json:"tdMode"`
	TradeID                    string       `json:"tradeId"`
	FillTime                   time.Time    `json:"fillTime"`
	Source                     string       `json:"source"`
	State                      string       `json:"state"`
	TakeProfitTriggerPriceType string       `json:"tpTriggerPxType"`
	StopLossTriggerPriceType   string       `json:"slTriggerPxType"`
	StopLossOrdPx              string       `json:"slOrdPx"`
	RebateCurrency             string       `json:"rebateCcy"`
	QuantityType               string       `json:"tgtCcy"`   // base_ccy and quote_ccy
	Category                   string       `json:"category"` // normal, twap, adl, full_liquidation, partial_liquidation, delivery, ddh
	AccumulatedFillSize        types.Number `json:"accFillSz"`
	FillPrice                  types.Number `json:"fillPx"`
	FillSize                   types.Number `json:"fillSz"`
	RebateAmount               types.Number `json:"rebate"`
	FeeCurrency                string       `json:"feeCcy"`
	TransactionFee             types.Number `json:"fee"`
	AveragePrice               types.Number `json:"avgPx"`
	Leverage                   types.Number `json:"lever"`
	Price                      types.Number `json:"px"`
	Size                       types.Number `json:"sz"`
	TakeProfitTriggerPrice     types.Number `json:"tpTriggerPx"`
	TakeProfitOrderPrice       types.Number `json:"tpOrdPx"`
	StopLossTriggerPrice       types.Number `json:"slTriggerPx"`
	UpdateTime                 time.Time    `json:"uTime"`
	CreationTime               time.Time    `json:"cTime"`
}

OrderDetail returns a order detail information

func (*OrderDetail) UnmarshalJSON 

func (a *OrderDetail) UnmarshalJSON(data []byte) error

UnmarshalJSON deserializes JSON, and timestamp information.

type OrderDetailRequestParam 

type OrderDetailRequestParam struct {
	InstrumentID  string `json:"instId"`
	OrderID       string `json:"ordId"`
	ClientOrderID string `json:"clOrdId"`
}

OrderDetailRequestParam payload data to request order detail

type OrderHistoryRequestParams 

type OrderHistoryRequestParams struct {
	OrderListRequestParams
	Category string `json:"category"` // twap, adl, full_liquidation, partial_liquidation, delivery, ddh
}

OrderHistoryRequestParams holds parameters to request order data history of last 7 days.

type OrderIDResponse 

type OrderIDResponse struct {
	OrderID string `json:"orderId"`
}

OrderIDResponse represents purchase order ID

type OrderLeg 

type OrderLeg struct {
	Price          string `json:"px"`
	Size           string `json:"sz"`
	InstrumentID   string `json:"instId"`
	Side           string `json:"side"`
	TargetCurrency string `json:"tgtCcy"`

	// available in REST only
	Fee         types.Number `json:"fee"`
	FeeCurrency string       `json:"feeCcy"`
	TradeID     string       `json:"tradeId"`
}

OrderLeg represents legs information for both websocket and REST available Quote information.

type OrderListRequestParams 

type OrderListRequestParams struct {
	InstrumentType string    `json:"instType"` // SPOT , MARGIN, SWAP, FUTURES , OPTIONS
	Underlying     string    `json:"uly"`
	InstrumentID   string    `json:"instId"`
	OrderType      string    `json:"orderType"`
	State          string    `json:"state"`            // live, partially_filled
	Before         string    `json:"before,omitempty"` // used for order IDs
	After          string    `json:"after,omitempty"`  // used for order IDs
	Start          time.Time `json:"begin"`
	End            time.Time `json:"end"`
	Limit          int64     `json:"limit,omitempty"`
}

OrderListRequestParams represents order list requesting parameters.

type PMLimitationResponse 

type PMLimitationResponse struct {
	MaximumSize  types.Number `json:"maxSz"`
	PositionType string       `json:"postType"`
	Underlying   string       `json:"uly"`
}

PMLimitationResponse represents portfolio margin mode limitation for specific underlying

type PendingOrderItem 

type PendingOrderItem struct {
	AccumulatedFillSize        types.Number     `json:"accFillSz"`
	AveragePrice               types.Number     `json:"avgPx"`
	CreationTime               okxUnixMilliTime `json:"cTime"`
	Category                   string           `json:"category"`
	Currency                   string           `json:"ccy"`
	ClientOrderID              string           `json:"clOrdId"`
	Fee                        types.Number     `json:"fee"`
	FeeCurrency                currency.Code    `json:"feeCcy"`
	LastFilledPrice            types.Number     `json:"fillPx"`
	LastFilledSize             types.Number     `json:"fillSz"`
	FillTime                   okxUnixMilliTime `json:"fillTime"`
	InstrumentID               string           `json:"instId"`
	InstrumentType             string           `json:"instType"`
	Leverage                   types.Number     `json:"lever"`
	OrderID                    string           `json:"ordId"`
	OrderType                  string           `json:"ordType"`
	ProfitAndLoss              string           `json:"pnl"`
	PositionSide               string           `json:"posSide"`
	RebateAmount               types.Number     `json:"rebate"`
	RebateCurrency             string           `json:"rebateCcy"`
	Side                       order.Side       `json:"side"`
	StopLossOrdPrice           types.Number     `json:"slOrdPx"`
	StopLossTriggerPrice       types.Number     `json:"slTriggerPx"`
	StopLossTriggerPriceType   string           `json:"slTriggerPxType"`
	State                      string           `json:"state"`
	Price                      types.Number     `json:"px"`
	Size                       types.Number     `json:"sz"`
	Tag                        string           `json:"tag"`
	SizeType                   string           `json:"tgtCcy"`
	TradeMode                  string           `json:"tdMode"`
	Source                     string           `json:"source"`
	TakeProfitOrdPrice         types.Number     `json:"tpOrdPx"`
	TakeProfitTriggerPrice     types.Number     `json:"tpTriggerPx"`
	TakeProfitTriggerPriceType string           `json:"tpTriggerPxType"`
	TradeID                    string           `json:"tradeId"`
	UpdateTime                 okxUnixMilliTime `json:"uTime"`
}

PendingOrderItem represents a pending order Item in pending orders list.

type PermissionOfTransfer 

type PermissionOfTransfer struct {
	SubAcct     string `json:"subAcct"`
	CanTransOut bool   `json:"canTransOut"`
}

PermissionOfTransfer represents subaccount transfer information and it's permission.

type PlaceEasyConvertParam 

type PlaceEasyConvertParam struct {
	FromCurrency []string `json:"fromCcy"`
	ToCurrency   string   `json:"toCcy"`
}

PlaceEasyConvertParam represents easy convert request params

type PlaceOrderRequestParam 

type PlaceOrderRequestParam struct {
	AssetType     asset.Item `json:"-"`
	InstrumentID  string     `json:"instId"`
	TradeMode     string     `json:"tdMode,omitempty"` // cash isolated
	ClientOrderID string     `json:"clOrdId,omitempty"`
	Currency      string     `json:"ccy,omitempty"` // Only applicable to cross MARGIN orders in Single-currency margin.
	OrderTag      string     `json:"tag,omitempty"`
	Side          string     `json:"side,omitempty"`
	PositionSide  string     `json:"posSide,omitempty"`
	OrderType     string     `json:"ordType,omitempty"`
	Amount        float64    `json:"sz,string,omitempty"`
	Price         float64    `json:"px,string,omitempty"`
	ReduceOnly    bool       `json:"reduceOnly,string,omitempty"`
	QuantityType  string     `json:"tgtCcy,omitempty"` // values base_ccy and quote_ccy
	// Added in the websocket requests
	BanAmend   bool             `json:"banAmend,omitempty"` // Whether the SPOT Market Order size can be amended by the system.
	ExpiryTime okxUnixMilliTime `json:"expTime,omitempty"`
}

PlaceOrderRequestParam requesting parameter for placing an order.

type PositionBuilderData 

type PositionBuilderData struct {
	Delta              string `json:"delta"`
	Gamma              string `json:"gamma"`
	InstrumentID       string `json:"instId"`
	InstrumentType     string `json:"instType"`
	NotionalUsd        string `json:"notionalUsd"` // Quantity of positions usd
	QuantityOfPosition string `json:"pos"`         // Quantity of positions
	Theta              string `json:"theta"`       // Sensitivity of option price to remaining maturity
	Vega               string `json:"vega"`        // Sensitivity of option price to implied volatility
}

PositionBuilderData represent a position item.

type PositionBuilderInput 

type PositionBuilderInput struct {
	InstrumentType         string         `json:"instType,omitempty"`
	InstrumentID           string         `json:"instId,omitempty"`
	ImportExistingPosition bool           `json:"inclRealPos,omitempty"` // "true"：Import existing positions and hedge with simulated ones "false"：Only use simulated positions The default is true
	ListOfPositions        []PositionItem `json:"simPos,omitempty"`
	PositionsCount         uint           `json:"pos,omitempty"`
}

PositionBuilderInput represents request parameter for position builder item.

type PositionBuilderResponse 

type PositionBuilderResponse struct {
	InitialMarginRequirement     string                `json:"imr"` // Initial margin requirement of riskUnit dimension
	MaintenanceMarginRequirement string                `json:"mmr"` // Maintenance margin requirement of riskUnit dimension
	SpotAndVolumeMovement        string                `json:"mr1"`
	ThetaDecay                   string                `json:"mr2"`
	VegaTermStructure            string                `json:"mr3"`
	BasicRisk                    string                `json:"mr4"`
	InterestRateRisk             string                `json:"mr5"`
	ExtremeMarketMove            string                `json:"mr6"`
	TransactionCostAndSlippage   string                `json:"mr7"`
	PositionData                 []PositionBuilderData `json:"posData"` // List of positions
	RiskUnit                     string                `json:"riskUnit"`
	Timestamp                    okxUnixMilliTime      `json:"ts"`
}

PositionBuilderResponse represents a position builder endpoint response.

type PositionData 

type PositionData struct {
	BaseBal          string `json:"baseBal"`
	Currency         string `json:"ccy"`
	InstrumentID     string `json:"instId"`
	InstrumentType   string `json:"instType"`
	ManagementMode   string `json:"mgnMode"`
	NotionalCurrency string `json:"notionalCcy"`
	NotionalUsd      string `json:"notionalUsd"`
	Position         string `json:"pos"`
	PositionedCcy    string `json:"posCcy"`
	PositionedID     string `json:"posId"`
	PositionedSide   string `json:"posSide"`
	QuoteBalance     string `json:"quoteBal"`
}

PositionData holds account position data.

type PositionDataDetail 

type PositionDataDetail struct {
	PositionID       string           `json:"posId"`
	TradeID          string           `json:"tradeId"`
	InstrumentID     string           `json:"instId"`
	InstrumentType   string           `json:"instType"`
	MarginMode       string           `json:"mgnMode"`
	PositionSide     string           `json:"posSide"`
	Position         string           `json:"pos"`
	Currency         string           `json:"ccy"`
	PositionCurrency string           `json:"posCcy"`
	AveragePrice     string           `json:"avgPx"`
	UpdateTime       okxUnixMilliTime `json:"uTIme"`
}

PositionDataDetail position data information for the websocket push data

type PositionItem 

type PositionItem struct {
	Position     string `json:"pos"`
	InstrumentID string `json:"instId"`
}

PositionItem represents current position of the user.

type PositionMode 

type PositionMode struct {
	PositionMode string `json:"posMode"` // "long_short_mode": long/short, only applicable to FUTURES/SWAP "net_mode": net
}

PositionMode represents position mode response

type PositionTiers 

type PositionTiers struct {
	BaseMaxLoan                  string       `json:"baseMaxLoan"`
	InitialMarginRequirement     string       `json:"imr"`
	InstrumentID                 string       `json:"instId"`
	MaximumLeverage              string       `json:"maxLever"`
	MaximumSize                  types.Number `json:"maxSz"`
	MinSize                      types.Number `json:"minSz"`
	MaintenanceMarginRequirement string       `json:"mmr"`
	OptionalMarginFactor         string       `json:"optMgnFactor"`
	QuoteMaxLoan                 string       `json:"quoteMaxLoan"`
	Tier                         string       `json:"tier"`
	Underlying                   string       `json:"uly"`
}

PositionTiers represents position tier detailed information.

type PublicBlockTradesResponse 

type PublicBlockTradesResponse struct {
	BlockTradeID string           `json:"blockTdId"`
	CreationTime okxUnixMilliTime `json:"cTime"`
	Legs         []BlockTradeLeg  `json:"legs"`
}

PublicBlockTradesResponse represents data will be pushed whenever there is a block trade.

type PublicBorrowHistory 

type PublicBorrowHistory struct {
	Amount    types.Number     `json:"amt"`
	Currency  string           `json:"ccy"`
	Rate      types.Number     `json:"rate"`
	Timestamp okxUnixMilliTime `json:"ts"`
}

PublicBorrowHistory holds a currencies borrow history.

type PublicBorrowInfo 

type PublicBorrowInfo struct {
	Currency         string       `json:"ccy"`
	AverageAmount    types.Number `json:"avgAmt"`
	AverageAmountUSD types.Number `json:"avgAmtUsd"`
	AverageRate      types.Number `json:"avgRate"`
	PreviousRate     types.Number `json:"preRate"`
	EstimatedRate    types.Number `json:"estRate"`
}

PublicBorrowInfo holds a currency's borrow info.

type PurchaseInvestDataItem 

type PurchaseInvestDataItem struct {
	Currency string       `json:"ccy"`
	Amount   types.Number `json:"amt"`
}

PurchaseInvestDataItem represents purchase invest data information having the currency and amount information

type PurchaseRequestParam 

type PurchaseRequestParam struct {
	ProductID  string                   `json:"productId"`
	Term       int                      `json:"term,string,omitempty"`
	InvestData []PurchaseInvestDataItem `json:"investData"`
}

PurchaseRequestParam represents purchase request param specific product

type QuoteLeg 

type QuoteLeg struct {
	Price          types.Number `json:"px"`
	SizeOfQuoteLeg types.Number `json:"sz"`
	InstrumentID   string       `json:"instId"`
	Side           order.Side   `json:"side"`

	// TargetCurrency represents target currency
	TargetCurrency string `json:"tgtCcy,omitempty"`
}

QuoteLeg the legs of the Quote.

func (*QuoteLeg) MarshalJSON 

func (a *QuoteLeg) MarshalJSON() ([]byte, error)

MarshalJSON serialized QuoteLeg instance into bytes

type QuoteRequestParams 

type QuoteRequestParams struct {
	RfqID         string
	ClientRfqID   string
	QuoteID       string
	ClientQuoteID string
	State         string
	BeginID       string
	EndID         string
	Limit         int64
}

QuoteRequestParams request params.

type QuoteResponse 

type QuoteResponse struct {
	CreationTime  okxUnixMilliTime `json:"cTime"`
	UpdateTime    okxUnixMilliTime `json:"uTime"`
	ValidUntil    okxUnixMilliTime `json:"validUntil"`
	QuoteID       string           `json:"quoteId"`
	ClientQuoteID string           `json:"clQuoteId"`
	RfqID         string           `json:"rfqId"`
	QuoteSide     string           `json:"quoteSide"`
	ClientRfqID   string           `json:"clRfqId"`
	TraderCode    string           `json:"traderCode"`
	State         string           `json:"state"`
	Legs          []QuoteLeg       `json:"legs"`
}

QuoteResponse holds create quote response variables.

type RateLimit 

type RateLimit struct {
	// Trade Endpoints
	PlaceOrder                  *rate.Limiter
	PlaceMultipleOrders         *rate.Limiter
	CancelOrder                 *rate.Limiter
	CancelMultipleOrders        *rate.Limiter
	AmendOrder                  *rate.Limiter
	AmendMultipleOrders         *rate.Limiter
	CloseDeposit                *rate.Limiter
	GetOrderDetails             *rate.Limiter
	GetOrderList                *rate.Limiter
	GetOrderHistory7Days        *rate.Limiter
	GetOrderHistory3Months      *rate.Limiter
	GetTransactionDetail3Days   *rate.Limiter
	GetTransactionDetail3Months *rate.Limiter
	PlaceAlgoOrder              *rate.Limiter
	CancelAlgoOrder             *rate.Limiter
	CancelAdvanceAlgoOrder      *rate.Limiter
	GetAlgoOrderList            *rate.Limiter
	GetAlgoOrderHistory         *rate.Limiter
	GetEasyConvertCurrencyList  *rate.Limiter
	PlaceEasyConvert            *rate.Limiter
	GetEasyConvertHistory       *rate.Limiter
	GetOneClickRepayHistory     *rate.Limiter
	OneClickRepayCurrencyList   *rate.Limiter
	TradeOneClickRepay          *rate.Limiter
	// Block Trading endpoints
	GetCounterparties    *rate.Limiter
	CreateRfq            *rate.Limiter
	CancelRfq            *rate.Limiter
	CancelMultipleRfq    *rate.Limiter
	CancelAllRfqs        *rate.Limiter
	ExecuteQuote         *rate.Limiter
	SetQuoteProducts     *rate.Limiter
	RestMMPStatus        *rate.Limiter
	CreateQuote          *rate.Limiter
	CancelQuote          *rate.Limiter
	CancelMultipleQuotes *rate.Limiter
	CancelAllQuotes      *rate.Limiter
	GetRfqs              *rate.Limiter
	GetQuotes            *rate.Limiter
	GetTrades            *rate.Limiter
	GetTradesHistory     *rate.Limiter
	GetPublicTrades      *rate.Limiter
	// Funding
	GetCurrencies            *rate.Limiter
	GetBalance               *rate.Limiter
	GetAccountAssetValuation *rate.Limiter
	FundsTransfer            *rate.Limiter
	GetFundsTransferState    *rate.Limiter
	AssetBillsDetails        *rate.Limiter
	LightningDeposits        *rate.Limiter
	GetDepositAddress        *rate.Limiter
	GetDepositHistory        *rate.Limiter
	Withdrawal               *rate.Limiter
	LightningWithdrawals     *rate.Limiter
	CancelWithdrawal         *rate.Limiter
	GetWithdrawalHistory     *rate.Limiter
	SmallAssetsConvert       *rate.Limiter
	// Savings
	GetSavingBalance       *rate.Limiter
	SavingsPurchaseRedempt *rate.Limiter
	SetLendingRate         *rate.Limiter
	GetLendingHistory      *rate.Limiter
	GetPublicBorrowInfo    *rate.Limiter
	GetPublicBorrowHistory *rate.Limiter
	// Convert
	GetConvertCurrencies   *rate.Limiter
	GetConvertCurrencyPair *rate.Limiter
	EstimateQuote          *rate.Limiter
	ConvertTrade           *rate.Limiter
	GetConvertHistory      *rate.Limiter
	// Account
	GetAccountBalance                 *rate.Limiter
	GetPositions                      *rate.Limiter
	GetPositionsHistory               *rate.Limiter
	GetAccountAndPositionRisk         *rate.Limiter
	GetBillsDetails                   *rate.Limiter
	GetAccountConfiguration           *rate.Limiter
	SetPositionMode                   *rate.Limiter
	SetLeverage                       *rate.Limiter
	GetMaximumBuyOrSellAmount         *rate.Limiter
	GetMaximumAvailableTradableAmount *rate.Limiter
	IncreaseOrDecreaseMargin          *rate.Limiter
	GetLeverage                       *rate.Limiter
	GetTheMaximumLoanOfInstrument     *rate.Limiter
	GetFeeRates                       *rate.Limiter
	GetInterestAccruedData            *rate.Limiter
	GetInterestRate                   *rate.Limiter
	SetGreeks                         *rate.Limiter
	IsolatedMarginTradingSettings     *rate.Limiter
	GetMaximumWithdrawals             *rate.Limiter
	GetAccountRiskState               *rate.Limiter
	VipLoansBorrowAnsRepay            *rate.Limiter
	GetBorrowAnsRepayHistoryHistory   *rate.Limiter
	GetBorrowInterestAndLimit         *rate.Limiter
	PositionBuilder                   *rate.Limiter
	GetGreeks                         *rate.Limiter
	GetPMLimitation                   *rate.Limiter
	// Sub Account Endpoints
	ViewSubaccountList                             *rate.Limiter
	ResetSubAccountAPIKey                          *rate.Limiter
	GetSubaccountTradingBalance                    *rate.Limiter
	GetSubaccountFundingBalance                    *rate.Limiter
	HistoryOfSubaccountTransfer                    *rate.Limiter
	MasterAccountsManageTransfersBetweenSubaccount *rate.Limiter
	SetPermissionOfTransferOut                     *rate.Limiter
	GetCustodyTradingSubaccountList                *rate.Limiter
	GridTrading                                    *rate.Limiter
	AmendGridAlgoOrder                             *rate.Limiter
	StopGridAlgoOrder                              *rate.Limiter
	GetGridAlgoOrderList                           *rate.Limiter
	GetGridAlgoOrderHistory                        *rate.Limiter
	GetGridAlgoOrderDetails                        *rate.Limiter
	GetGridAlgoSubOrders                           *rate.Limiter
	GetGridAlgoOrderPositions                      *rate.Limiter
	SpotGridWithdrawIncome                         *rate.Limiter
	ComputeMarginBalance                           *rate.Limiter
	AdjustMarginBalance                            *rate.Limiter
	GetGridAIParameter                             *rate.Limiter
	// Earn
	GetOffer                   *rate.Limiter
	Purchase                   *rate.Limiter
	Redeem                     *rate.Limiter
	CancelPurchaseOrRedemption *rate.Limiter
	GetEarnActiveOrders        *rate.Limiter
	GetFundingOrderHistory     *rate.Limiter
	// Market Data
	GetTickers               *rate.Limiter
	GetIndexTickers          *rate.Limiter
	GetOrderBook             *rate.Limiter
	GetCandlesticks          *rate.Limiter
	GetCandlesticksHistory   *rate.Limiter
	GetIndexCandlesticks     *rate.Limiter
	GetMarkPriceCandlesticks *rate.Limiter
	GetTradesRequest         *rate.Limiter
	Get24HTotalVolume        *rate.Limiter
	GetOracle                *rate.Limiter
	GetExchangeRateRequest   *rate.Limiter
	GetIndexComponents       *rate.Limiter
	GetBlockTickers          *rate.Limiter
	GetBlockTrades           *rate.Limiter
	// Public Data Endpoints
	GetInstruments                         *rate.Limiter
	GetDeliveryExerciseHistory             *rate.Limiter
	GetOpenInterest                        *rate.Limiter
	GetFunding                             *rate.Limiter
	GetFundingRateHistory                  *rate.Limiter
	GetLimitPrice                          *rate.Limiter
	GetOptionMarketDate                    *rate.Limiter
	GetEstimatedDeliveryExercisePrice      *rate.Limiter
	GetDiscountRateAndInterestFreeQuota    *rate.Limiter
	GetSystemTime                          *rate.Limiter
	GetLiquidationOrders                   *rate.Limiter
	GetMarkPrice                           *rate.Limiter
	GetPositionTiers                       *rate.Limiter
	GetInterestRateAndLoanQuota            *rate.Limiter
	GetInterestRateAndLoanQuoteForVIPLoans *rate.Limiter
	GetUnderlying                          *rate.Limiter
	GetInsuranceFund                       *rate.Limiter
	UnitConvert                            *rate.Limiter
	// Trading Data Endpoints
	GetSupportCoin                    *rate.Limiter
	GetTakerVolume                    *rate.Limiter
	GetMarginLendingRatio             *rate.Limiter
	GetLongShortRatio                 *rate.Limiter
	GetContractsOpenInterestAndVolume *rate.Limiter
	GetOptionsOpenInterestAndVolume   *rate.Limiter
	GetPutCallRatio                   *rate.Limiter
	GetOpenInterestAndVolume          *rate.Limiter
	GetTakerFlow                      *rate.Limiter
	// Status Endpoints
	GetEventStatus *rate.Limiter
}

RateLimit implements the request.Limiter interface

func SetRateLimit 

func SetRateLimit() *RateLimit

SetRateLimit returns a RateLimit instance, which implements the request.Limiter interface.

func (*RateLimit) Limit 

func (r *RateLimit) Limit(ctx context.Context, f request.EndpointLimit) error

Limit executes rate limiting for Okx exchange given the context and EndpointLimit

type RedeemRequestParam 

type RedeemRequestParam struct {
	OrderID          string `json:"ordId"`
	ProtocolType     string `json:"protocolType"`
	AllowEarlyRedeem bool   `json:"allowEarlyRedeem"`
}

RedeemRequestParam represents redeem request input param

type RfqOrderLeg 

type RfqOrderLeg struct {
	Size         string `json:"sz"`
	Side         string `json:"side"`
	InstrumentID string `json:"instId"`
	TgtCurrency  string `json:"tgtCcy,omitempty"`
}

RfqOrderLeg represents Rfq Order responses leg.

type RfqRequestParams 

type RfqRequestParams struct {
	RfqID       string
	ClientRfqID string
	State       string
	BeginningID string
	EndID       string
	Limit       int64
}

RfqRequestParams represents get Rfq orders param

type RfqResponse 

type RfqResponse struct {
	CreateTime     okxUnixMilliTime `json:"cTime"`
	UpdateTime     okxUnixMilliTime `json:"uTime"`
	ValidUntil     okxUnixMilliTime `json:"validUntil"`
	TraderCode     string           `json:"traderCode"`
	RfqID          string           `json:"rfqId"`
	ClientRfqID    string           `json:"clRfqId"`
	State          string           `json:"state"`
	Counterparties []string         `json:"counterparties"`
	Legs           []struct {
		InstrumentID string `json:"instId"`
		Size         string `json:"sz"`
		Side         string `json:"side"`
		TgtCcy       string `json:"tgtCcy"`
	} `json:"legs"`
}

RfqResponse Rfq response detail.

type RfqTradeResponse 

type RfqTradeResponse struct {
	RfqID           string          `json:"rfqId"`
	ClientRfqID     string          `json:"clRfqId"`
	QuoteID         string          `json:"quoteId"`
	ClientQuoteID   string          `json:"clQuoteId"`
	BlockTradeID    string          `json:"blockTdId"`
	Legs            []BlockTradeLeg `json:"legs"`
	CreationTime    time.Time       `json:"cTime"`
	TakerTraderCode string          `json:"tTraderCode"`
	MakerTraderCode string          `json:"mTraderCode"`
}

RfqTradeResponse Rfq trade response

func (*RfqTradeResponse) UnmarshalJSON 

func (a *RfqTradeResponse) UnmarshalJSON(data []byte) error

UnmarshalJSON deserializes JSON, and timestamp information.

type RfqTradesRequestParams 

type RfqTradesRequestParams struct {
	RfqID         string
	ClientRfqID   string
	QuoteID       string
	BlockTradeID  string
	ClientQuoteID string
	State         string
	BeginID       string
	EndID         string
	Limit         int64
}

RfqTradesRequestParams represents Rfq trades request param

type SavingBalanceResponse 

type SavingBalanceResponse struct {
	Earnings      types.Number `json:"earnings"`
	RedemptAmount types.Number `json:"redemptAmt"`
	Rate          types.Number `json:"rate"`
	Currency      string       `json:"ccy"`
	Amount        types.Number `json:"amt"`
	LoanAmount    types.Number `json:"loanAmt"`
	PendingAmount types.Number `json:"pendingAmt"`
}

SavingBalanceResponse returns a saving response.

type SavingsPurchaseRedemptionInput 

type SavingsPurchaseRedemptionInput struct {
	Currency   string  `json:"ccy"`         // REQUIRED:
	Amount     float64 `json:"amt,string"`  // REQUIRED: purchase or redemption amount
	ActionType string  `json:"side"`        // REQUIRED: action type \"purchase\" or \"redemption\"
	Rate       float64 `json:"rate,string"` // REQUIRED:
}

SavingsPurchaseRedemptionInput input json to SavingPurchase Post merthod.

type SavingsPurchaseRedemptionResponse 

type SavingsPurchaseRedemptionResponse struct {
	Currency   string       `json:"ccy"`
	Amount     types.Number `json:"amt"`
	ActionType string       `json:"side"`
	Rate       types.Number `json:"rate"`
}

SavingsPurchaseRedemptionResponse response json to SavingPurchase or SavingRedemption Post method.

type ServerTime 

type ServerTime struct {
	Timestamp okxUnixMilliTime `json:"ts"`
}

ServerTime returning the server time instance.

type SetLeverageInput 

type SetLeverageInput struct {
	Leverage     float64 `json:"lever,string"`     // set leverage for isolated
	MarginMode   string  `json:"mgnMode"`          // Margin Mode "cross" and "isolated"
	InstrumentID string  `json:"instId,omitempty"` // Optional:
	Currency     string  `json:"ccy,omitempty"`    // Optional:
	PositionSide string  `json:"posSide,omitempty"`
}

SetLeverageInput represents set leverage request input

type SetLeverageResponse 

type SetLeverageResponse struct {
	Leverage     types.Number `json:"lever"`
	MarginMode   string       `json:"mgnMode"` // Margin Mode "cross" and "isolated"
	InstrumentID string       `json:"instId"`
	PositionSide string       `json:"posSide"` // "long", "short", and "net"
}

SetLeverageResponse represents set leverage response

type SetQuoteProductParam 

type SetQuoteProductParam struct {
	InstrumentType string                   `json:"instType"`
	Data           []MakerInstrumentSetting `json:"data"`
}

SetQuoteProductParam represents set quote product request param

type SetQuoteProductsResult 

type SetQuoteProductsResult struct {
	Result bool `json:"result"`
}

SetQuoteProductsResult represents set quote products result

type SmallAssetConvertResponse 

type SmallAssetConvertResponse struct {
	Details []struct {
		Amount        string `json:"amt"`    // Quantity of currency assets before conversion
		Currency      string `json:"ccy"`    //
		ConvertAmount string `json:"cnvAmt"` // Quantity of OKB after conversion
		ConversionFee string `json:"fee"`    // Fee for conversion, unit in OKB
	} `json:"details"`
	TotalConvertAmount string `json:"totalCnvAmt"` // Total quantity of OKB after conversion
}

SmallAssetConvertResponse represents a response of converting a small asset to OKB.

type SpotGridAlgoData 

type SpotGridAlgoData struct {
	AlgoID          string `json:"algoId"`
	AlgoOrderType   string `json:"algoOrdType"`
	AnnualizedRate  string `json:"annualizedRate"`
	ArbitrageNumber string `json:"arbitrageNum"`
	BaseSize        string `json:"baseSz"`
	// Algo order stop reason 0: None 1: Manual stop 2: Take profit
	// 3: Stop loss 4: Risk control 5: delivery
	CancelType           string `json:"cancelType"`
	CurBaseSize          string `json:"curBaseSz"`
	CurQuoteSize         string `json:"curQuoteSz"`
	FloatProfit          string `json:"floatProfit"`
	GridNumber           string `json:"gridNum"`
	GridProfit           string `json:"gridProfit"`
	InstrumentID         string `json:"instId"`
	InstrumentType       string `json:"instType"`
	Investment           string `json:"investment"`
	MaximumPrice         string `json:"maxPx"`
	MinimumPrice         string `json:"minPx"`
	PerMaximumProfitRate string `json:"perMaxProfitRate"`
	PerMinimumProfitRate string `json:"perMinProfitRate"`
	ProfitAndLossRatio   string `json:"pnlRatio"`
	QuoteSize            string `json:"quoteSz"`
	RunPrice             string `json:"runPx"`
	RunType              string `json:"runType"`
	SingleAmount         string `json:"singleAmt"`
	StopLossTriggerPrice string `json:"slTriggerPx"`
	State                string `json:"state"`
	// Stop result of spot grid
	// 0: default, 1: Successful selling of currency at market price,
	// -1: Failed to sell currency at market price
	StopResult string `json:"stopResult"`
	// Stop type Spot grid 1: Sell base currency 2: Keep base currency
	// Contract grid 1: Market Close All positions 2: Keep positions
	StopType               string           `json:"stopType"`
	TotalAnnualizedRate    string           `json:"totalAnnualizedRate"`
	TotalProfitAndLoss     string           `json:"totalPnl"`
	TakeProfitTriggerPrice string           `json:"tpTriggerPx"`
	TradeNum               string           `json:"tradeNum"`
	TriggerTime            okxUnixMilliTime `json:"triggerTime"`
	CreationTime           okxUnixMilliTime `json:"cTime"`
	PushTime               okxUnixMilliTime `json:"pTime"`
	UpdateTime             okxUnixMilliTime `json:"uTime"`
}

SpotGridAlgoData represents spot grid algo orders.

type StopGridAlgoOrderRequest 

type StopGridAlgoOrderRequest struct {
	AlgoID        string `json:"algoId"`
	InstrumentID  string `json:"instId"`
	StopType      uint   `json:"stopType,string"` // Spot grid "1": Sell base currency "2": Keep base currency | Contract grid "1": Market Close All positions "2": Keep positions
	AlgoOrderType string `json:"algoOrdType"`
}

StopGridAlgoOrderRequest represents stop grid algo order request parameter

type StopOrderParams 

type StopOrderParams struct {
	AlgoOrderParams
	TakeProfitTriggerPrice     string `json:"tpTriggerPx"`
	TakeProfitTriggerPriceType string `json:"tpTriggerPxType"`
	TakeProfitOrderType        string `json:"tpOrdPx"`
	StopLossTriggerPrice       string `json:"slTriggerPx"`
	StopLossTriggerPriceType   string `json:"slTriggerPxType"`
	StopLossOrderPrice         string `json:"slOrdPx"`
}

StopOrderParams holds stop order request payload.

type StrikeOpenInterestAndVolume 

type StrikeOpenInterestAndVolume struct {
	Timestamp        time.Time
	Strike           int64
	CallOpenInterest float64
	PutOpenInterest  float64
	CallVolume       float64
	PutVolume        float64
}

StrikeOpenInterestAndVolume represents open interest and volume for both buyers and sellers of calls and puts.

type SubAccountAPIKeyParam 

type SubAccountAPIKeyParam struct {
	SubAccountName   string   `json:"subAcct"`         // Sub-account name
	APIKey           string   `json:"apiKey"`          // Sub-accountAPI public key
	Label            string   `json:"label,omitempty"` // Sub-account APIKey label
	APIKeyPermission string   `json:"perm,omitempty"`  // Sub-account APIKey permissions
	IP               string   `json:"ip,omitempty"`    // Sub-account APIKey linked IP addresses, separate with commas if more than
	Permissions      []string `json:"-"`
}

SubAccountAPIKeyParam represents Reset the APIKey of a sub-account request param

type SubAccountAPIKeyResponse 

type SubAccountAPIKeyResponse struct {
	SubAccountName   string           `json:"subAcct"`
	APIKey           string           `json:"apiKey"`
	Label            string           `json:"label"`
	APIKeyPermission string           `json:"perm"`
	IP               string           `json:"ip"`
	Timestamp        okxUnixMilliTime `json:"ts"`
}

SubAccountAPIKeyResponse represents sub-account api key reset response

type SubAccountAssetTransferParams 

type SubAccountAssetTransferParams struct {
	Currency         string  `json:"ccy"`            // {REQUIRED}
	Amount           float64 `json:"amt,string"`     // {REQUIRED}
	From             int64   `json:"from,string"`    // {REQUIRED} 6:Funding Account 18:Trading account
	To               int64   `json:"to,string"`      // {REQUIRED} 6:Funding Account 18:Trading account
	FromSubAccount   string  `json:"fromSubAccount"` // {REQUIRED} subaccount name.
	ToSubAccount     string  `json:"toSubAccount"`   // {REQUIRED} destination sub-account
	LoanTransfer     bool    `json:"loanTrans,omitempty"`
	OmitPositionRisk bool    `json:"omitPosRisk,omitempty"`
}

SubAccountAssetTransferParams represents subaccount asset transfer request parameters.

type SubaccountBalanceDetail 

type SubaccountBalanceDetail struct {
	AvailableBalance               string           `json:"availBal"`
	AvailableEquity                string           `json:"availEq"`
	CashBalance                    string           `json:"cashBal"`
	Currency                       string           `json:"ccy"`
	CrossLiability                 string           `json:"crossLiab"`
	DiscountEquity                 string           `json:"disEq"`
	Equity                         string           `json:"eq"`
	EquityUsd                      string           `json:"eqUsd"`
	FrozenBalance                  string           `json:"frozenBal"`
	Interest                       string           `json:"interest"`
	IsoEquity                      string           `json:"isoEq"`
	IsolatedLiabilities            string           `json:"isoLiab"`
	LiabilitiesOfCurrency          string           `json:"liab"`
	MaxLoan                        string           `json:"maxLoan"`
	MarginRatio                    string           `json:"mgnRatio"`
	NotionalLeverage               string           `json:"notionalLever"`
	OrdFrozen                      string           `json:"ordFrozen"`
	Twap                           string           `json:"twap"`
	UpdateTime                     okxUnixMilliTime `json:"uTime"`
	UnrealizedProfitAndLoss        string           `json:"upl"`
	UnrealizedProfitAndLiabilities string           `json:"uplLiab"`
}

SubaccountBalanceDetail represents subaccount balance detail

type SubaccountBalanceResponse 

type SubaccountBalanceResponse struct {
	AdjustedEffectiveEquity      string                    `json:"adjEq"`
	Details                      []SubaccountBalanceDetail `json:"details"`
	Imr                          string                    `json:"imr"`
	IsolatedMarginEquity         string                    `json:"isoEq"`
	MarginRatio                  string                    `json:"mgnRatio"`
	MaintenanceMarginRequirement string                    `json:"mmr"`
	NotionalUsd                  string                    `json:"notionalUsd"`
	OrdFroz                      string                    `json:"ordFroz"`
	TotalEq                      string                    `json:"totalEq"`
	UpdateTime                   okxUnixMilliTime          `json:"uTime"`
}

SubaccountBalanceResponse represents subaccount balance response

type SubaccountBillItem 

type SubaccountBillItem struct {
	BillID                 string           `json:"billId"`
	Type                   string           `json:"type"`
	AccountCurrencyBalance string           `json:"ccy"`
	Amount                 string           `json:"amt"`
	SubAccount             string           `json:"subAcct"`
	Timestamp              okxUnixMilliTime `json:"ts"`
}

SubaccountBillItem represents subaccount balance bill item

type SubaccountInfo 

type SubaccountInfo struct {
	Enable          bool             `json:"enable"`
	SubAccountName  string           `json:"subAcct"`
	SubaccountType  string           `json:"type"` // sub-account note
	SubaccountLabel string           `json:"label"`
	MobileNumber    string           `json:"mobile"`      // Mobile number that linked with the sub-account.
	GoogleAuth      bool             `json:"gAuth"`       // If the sub-account switches on the Google Authenticator for login authentication.
	CanTransferOut  bool             `json:"canTransOut"` // If can transfer out, false: can not transfer out, true: can transfer.
	Timestamp       okxUnixMilliTime `json:"ts"`
}

SubaccountInfo represents subaccount information detail.

type SubaccountName 

type SubaccountName struct {
	SubaccountName string `json:"subAcct"`
}

SubaccountName represents single subaccount name

type SubscriptionInfo 

type SubscriptionInfo struct {
	Channel        string `json:"channel"`
	InstrumentID   string `json:"instId,omitempty"`
	InstrumentType string `json:"instType,omitempty"`
	Underlying     string `json:"uly,omitempty"`
	UID            string `json:"uid,omitempty"` // user identifier

	// For Algo Orders
	AlgoID   string `json:"algoId,omitempty"`
	Currency string `json:"ccy,omitempty"` // Currency:
}

SubscriptionInfo holds the channel and instrument IDs.

type SubscriptionOperationInput 

type SubscriptionOperationInput struct {
	Operation string             `json:"op"`
	Arguments []SubscriptionInfo `json:"args"`
}

SubscriptionOperationInput represents the account channel input data

type SubscriptionOperationResponse 

type SubscriptionOperationResponse struct {
	Event    string            `json:"event"`
	Argument *SubscriptionInfo `json:"arg,omitempty"`
	Code     string            `json:"code,omitempty"`
	Msg      string            `json:"msg,omitempty"`
}

SubscriptionOperationResponse holds account subscription response thought the websocket channel.

type SupportedCoinsData 

type SupportedCoinsData struct {
	Contract       []string `json:"contract"`
	TradingOptions []string `json:"option"`
	Spot           []string `json:"spot"`
}

SupportedCoinsData holds information about currencies supported by the trading data endpoints.

type SystemStatusResponse 

type SystemStatusResponse struct {
	Title               string           `json:"title"`
	State               string           `json:"state"`
	Begin               okxUnixMilliTime `json:"begin"` // Begin time of system maintenance,
	End                 okxUnixMilliTime `json:"end"`   // Time of resuming trading totally.
	Href                string           `json:"href"`  // Hyperlink for system maintenance details
	ServiceType         string           `json:"serviceType"`
	System              string           `json:"system"`
	ScheduleDescription string           `json:"scheDesc"`

	// PushTime timestamp information when the data is pushed
	PushTime okxUnixMilliTime `json:"ts"`
}

SystemStatusResponse represents the system status and other details.

type TakerVolume 

type TakerVolume struct {
	Timestamp  time.Time `json:"ts"`
	SellVolume float64
	BuyVolume  float64
}

TakerVolume represents taker volume information with creation timestamp

type TickerResponse 

type TickerResponse struct {
	InstrumentType string       `json:"instType"`
	InstrumentID   string       `json:"instId"`
	LastTradePrice types.Number `json:"last"`
	LastTradeSize  types.Number `json:"lastSz"`
	BestAskPrice   types.Number `json:"askPx"`
	BestAskSize    types.Number `json:"askSz"`
	BestBidPrice   types.Number `json:"bidPx"`
	BestBidSize    types.Number `json:"bidSz"`
	Open24H        types.Number `json:"open24h"`
	High24H        types.Number `json:"high24h"`
	Low24H         types.Number `json:"low24h"`
	VolCcy24H      types.Number `json:"volCcy24h"`
	Vol24H         types.Number `json:"vol24h"`

	OpenPriceInUTC0          string           `json:"sodUtc0"`
	OpenPriceInUTC8          string           `json:"sodUtc8"`
	TickerDataGenerationTime okxUnixMilliTime `json:"ts"`
}

TickerResponse represents the market data endpoint ticker detail

type TimestampResponse 

type TimestampResponse struct {
	Timestamp okxUnixMilliTime `json:"ts"`
}

TimestampResponse holds timestamp response only.

type TradeFeeRate 

type TradeFeeRate struct {
	Category         string           `json:"category"`
	DeliveryFeeRate  string           `json:"delivery"`
	Exercise         string           `json:"exercise"`
	InstrumentType   asset.Item       `json:"instType"`
	FeeRateLevel     string           `json:"level"`
	FeeRateMaker     types.Number     `json:"maker"`
	FeeRateMakerUSDT types.Number     `json:"makerU"`
	FeeRateMakerUSDC types.Number     `json:"makerUSDC"`
	FeeRateTaker     types.Number     `json:"taker"`
	FeeRateTakerUSDT types.Number     `json:"takerU"`
	FeeRateTakerUSDC types.Number     `json:"takerUSDC"`
	Timestamp        okxUnixMilliTime `json:"ts"`
}

TradeFeeRate holds trade fee rate information for a given instrument type.

type TradeOneClickRepayParam 

type TradeOneClickRepayParam struct {
	DebtCurrency  []string `json:"debtCcy"`
	RepayCurrency string   `json:"repayCcy"`
}

TradeOneClickRepayParam represents click one repay param

type TradeResponse 

type TradeResponse struct {
	InstrumentID string           `json:"instId"`
	TradeID      string           `json:"tradeId"`
	Price        types.Number     `json:"px"`
	Quantity     types.Number     `json:"sz"`
	Side         order.Side       `json:"side"`
	Timestamp    okxUnixMilliTime `json:"ts"`
}

TradeResponse represents the recent transaction instance.

type TradingVolumeIn24HR 

type TradingVolumeIn24HR struct {
	BlockVolumeInCNY   types.Number     `json:"blockVolCny"`
	BlockVolumeInUSD   types.Number     `json:"blockVolUsd"`
	TradingVolumeInUSD types.Number     `json:"volUsd"`
	TradingVolumeInCny types.Number     `json:"volCny"`
	Timestamp          okxUnixMilliTime `json:"ts"`
}

TradingVolumeIn24HR response model.

type TransactionDetail 

type TransactionDetail struct {
	InstrumentType string           `json:"instType"`
	InstrumentID   string           `json:"instId"`
	TradeID        string           `json:"tradeId"`
	OrderID        string           `json:"ordId"`
	ClientOrderID  string           `json:"clOrdId"`
	BillID         string           `json:"billId"`
	Tag            string           `json:"tag"`
	FillPrice      types.Number     `json:"fillPx"`
	FillSize       types.Number     `json:"fillSz"`
	Side           order.Side       `json:"side"`
	PositionSide   string           `json:"posSide"`
	ExecType       string           `json:"execType"`
	FeeCurrency    string           `json:"feeCcy"`
	Fee            string           `json:"fee"`
	Timestamp      okxUnixMilliTime `json:"ts"`
}

TransactionDetail holds ecently-filled transaction detail data.

type TransactionDetailRequestParams 

type TransactionDetailRequestParams struct {
	InstrumentType string    `json:"instType"` // SPOT , MARGIN, SWAP, FUTURES , option
	Underlying     string    `json:"uly"`
	InstrumentID   string    `json:"instId"`
	OrderID        string    `json:"ordId"`
	OrderType      string    `json:"orderType"`
	After          string    `json:"after"`  // after billid
	Before         string    `json:"before"` // before billid
	Begin          time.Time `json:"begin"`
	End            time.Time `json:"end"`
	Limit          int64     `json:"limit"`
}

TransactionDetailRequestParams retrieve recently-filled transaction details in the last 3 day.

type TransferFundRateResponse 

type TransferFundRateResponse struct {
	Amount         types.Number `json:"amt"`
	Currency       string       `json:"ccy"`
	ClientID       string       `json:"clientId"`
	From           string       `json:"from"`
	InstrumentID   string       `json:"instId"`
	State          string       `json:"state"`
	SubAccount     string       `json:"subAcct"`
	To             string       `json:"to"`
	ToInstrumentID string       `json:"toInstId"`
	TransferID     string       `json:"transId"`
	Type           int          `json:"type,string"`
}

TransferFundRateResponse represents funcing transfer rate response

type TransferIDInfo 

type TransferIDInfo struct {
	TransferID string `json:"transId"`
}

TransferIDInfo represents master account transfer between subaccount.

type UnitConvertResponse 

type UnitConvertResponse struct {
	InstrumentID string       `json:"instId"`
	Price        types.Number `json:"px"`
	Size         types.Number `json:"sz"`
	ConvertType  uint64       `json:"type"`
	Unit         string       `json:"unit"`
}

UnitConvertResponse unit convert response.

func (*UnitConvertResponse) UnmarshalJSON 

func (a *UnitConvertResponse) UnmarshalJSON(data []byte) error

UnmarshalJSON deserializes JSON, and timestamp information.

type UsdCnyExchangeRate 

type UsdCnyExchangeRate struct {
	UsdCny types.Number `json:"usdCny"`
}

UsdCnyExchangeRate the exchange rate for converting from USD to CNV

type VIPInterestRateAndLoanQuotaInformation 

type VIPInterestRateAndLoanQuotaInformation struct {
	InterestRateLoanQuotaBasic
	LevelList []struct {
		Level     string       `json:"level"`
		LoanQuota types.Number `json:"loanQuota"`
	} `json:"levelList"`
}

VIPInterestRateAndLoanQuotaInformation holds interest rate and loan quoata information for VIP users.

type WSCandlestickData 

type WSCandlestickData struct {
	Timestamp                     time.Time `json:"ts"`
	OpenPrice                     float64   `json:"o"`
	HighestPrice                  float64   `json:"p"`
	LowestPrice                   float64   `json:"l"`
	ClosePrice                    float64   `json:"c"`
	TradingVolume                 float64   `json:"vol"`
	TradingVolumeWithCurrencyUnit float64   `json:"volCcy"`
}

WSCandlestickData represents candlestick data coming through the web socket channels

type WSCandlestickResponse 

type WSCandlestickResponse struct {
	Argument SubscriptionInfo    `json:"arg"`
	Data     []WSCandlestickData `json:"data"`
}

WSCandlestickResponse represents candlestick response of with list of candlestick and

type WSInstrumentResponse 

type WSInstrumentResponse struct {
	Argument SubscriptionInfo `json:"arg"`
	Data     []Instrument     `json:"data"`
}

WSInstrumentResponse represents websocket instruments push message.

type WSInstrumentsResponse 

type WSInstrumentsResponse struct {
	Arguments []SubscriptionInfo `json:"args"`
	Data      []Instrument       `json:"data"`
}

WSInstrumentsResponse represents instrument subscription response.

type WSLoginResponse 

type WSLoginResponse struct {
	Event string `json:"event"`
	Code  string `json:"code"`
	Msg   string `json:"msg"`
}

WSLoginResponse represents a websocket login response.

type WSMarketDataResponse 

type WSMarketDataResponse struct {
	Arguments []SubscriptionInfo `json:"args"`
	Data      []TickerResponse   `json:"data"`
}

WSMarketDataResponse represents market data response and it's arguments.

type WSOpenInterestResponse 

type WSOpenInterestResponse struct {
	Argument SubscriptionInfo `json:"arg"`
	Data     []OpenInterest   `json:"data"`
}

WSOpenInterestResponse represents an open interest instance.

type WSOrderResponse 

type WSOrderResponse struct {
	ID        string      `json:"id"`
	Operation string      `json:"op"`
	Data      []OrderData `json:"data"`
	Code      string      `json:"code,omitempty"`
	Msg       string      `json:"msg,omitempty"`
}

WSOrderResponse place order response thought the websocket connection.

type WSPlaceOrder 

type WSPlaceOrder struct {
	ID        string             `json:"id"`
	Operation string             `json:"op"`
	Arguments []WSPlaceOrderData `json:"args"`
}

WSPlaceOrder holds the websocket place order input data.

type WSPlaceOrderData 

type WSPlaceOrderData struct {
	ClientOrderID  string       `json:"clOrdId,omitempty"`
	Currency       string       `json:"ccy,omitempty"`
	Tag            string       `json:"tag,omitempty"`
	PositionSide   string       `json:"posSide,omitempty"`
	ExpiryTime     int64        `json:"expTime,string,omitempty"`
	BanAmend       bool         `json:"banAmend,omitempty"`
	Side           string       `json:"side"`
	InstrumentID   string       `json:"instId"`
	TradeMode      string       `json:"tdMode"`
	OrderType      string       `json:"ordType"`
	Size           float64      `json:"sz"`
	Price          types.Number `json:"px,omitempty"`
	ReduceOnly     bool         `json:"reduceOnly,string,omitempty"`
	TargetCurrency string       `json:"tgtCurrency,omitempty"`
}

WSPlaceOrderData holds websocket order information.

type WSPlaceOrderInput 

type WSPlaceOrderInput struct {
	Side           order.Side   `json:"side"`
	InstrumentID   string       `json:"instId"`
	TradeMode      string       `json:"tdMode"`
	OrderType      string       `json:"ordType"`
	Size           types.Number `json:"sz"`
	Currency       string       `json:"ccy"`
	ClientOrderID  string       `json:"clOrdId,omitempty"`
	Tag            string       `json:"tag,omitempty"`
	PositionSide   string       `json:"posSide,omitempty"`
	Price          types.Number `json:"px,omitempty"`
	ReduceOnly     bool         `json:"reduceOnly,omitempty"`
	TargetCurrency string       `json:"tgtCcy"`
}

WSPlaceOrderInput place order input variables as a json.

type WSSubscriptionInformation 

type WSSubscriptionInformation struct {
	Operation string           `json:"op"`
	Arguments SubscriptionInfo `json:"arg"`
}

WSSubscriptionInformation websocket subscription and unsubscription operation inputs.

type WSSubscriptionInformationList 

type WSSubscriptionInformationList struct {
	Operation string             `json:"op"`
	Arguments []SubscriptionInfo `json:"args"`
}

WSSubscriptionInformationList websocket subscription and unsubscription operation inputs.

type WSSubscriptionResponse 

type WSSubscriptionResponse struct {
	Event    string           `json:"event"`
	Argument SubscriptionInfo `json:"arg,,omitempty"`
	Code     int              `json:"code,string,omitempty"`
	Msg      string           `json:"msg,omitempty"`
}

WSSubscriptionResponse represents websocket subscription information.

type WSTickerResponse 

type WSTickerResponse struct {
	Argument SubscriptionInfo `json:"arg"`
	Data     []TickerResponse `json:"data"`
}

WSTickerResponse represents websocket ticker response.

type WSTradeData 

type WSTradeData struct {
	InstrumentID string           `json:"instId"`
	TradeID      string           `json:"tradeId"`
	Price        types.Number     `json:"px"`
	Size         types.Number     `json:"sz"`
	Side         order.Side       `json:"side"`
	Timestamp    okxUnixMilliTime `json:"ts"`
}

WSTradeData websocket trade data response.

type WebsocketDataResponse 

type WebsocketDataResponse struct {
	Argument SubscriptionInfo `json:"arg"`
	Action   string           `json:"action"`
	Data     []interface{}    `json:"data"`
}

WebsocketDataResponse represents all pushed websocket data coming thought the websocket connection

type WebsocketEventRequest 

type WebsocketEventRequest struct {
	Operation string               `json:"op"`   // 1--subscribe 2--unsubscribe 3--login
	Arguments []WebsocketLoginData `json:"args"` // args: the value is the channel name, which can be one or more channels
}

WebsocketEventRequest contains event data for a websocket channel

type WebsocketLoginData 

type WebsocketLoginData struct {
	APIKey     string    `json:"apiKey"`
	Passphrase string    `json:"passphrase"`
	Timestamp  time.Time `json:"timestamp"`
	Sign       string    `json:"sign"`
}

WebsocketLoginData represents the websocket login data input json data.

func (*WebsocketLoginData) MarshalJSON 

func (a *WebsocketLoginData) MarshalJSON() ([]byte, error)

MarshalJSON serializes the WebsocketLoginData object

func (*WebsocketLoginData) UnmarshalJSON 

func (a *WebsocketLoginData) UnmarshalJSON(data []byte) error

UnmarshalJSON deserializes JSON, and timestamp information.

type WithdrawalHistoryResponse 

type WithdrawalHistoryResponse struct {
	ChainName            string           `json:"chain"`
	WithdrawalFee        types.Number     `json:"fee"`
	Currency             string           `json:"ccy"`
	ClientID             string           `json:"clientId"`
	Amount               types.Number     `json:"amt"`
	TransactionID        string           `json:"txId"` // Hash record of the withdrawal. This parameter will not be returned for internal transfers.
	FromRemittingAddress string           `json:"from"`
	ToReceivingAddress   string           `json:"to"`
	StateOfWithdrawal    string           `json:"state"`
	Timestamp            okxUnixMilliTime `json:"ts"`
	WithdrawalID         string           `json:"wdId"`
	PaymentID            string           `json:"pmtId,omitempty"`
	Memo                 string           `json:"memo"`
}

WithdrawalHistoryResponse represents the withdrawal response history.

type WithdrawalInput 

type WithdrawalInput struct {
	Amount                float64 `json:"amt,string"`
	TransactionFee        float64 `json:"fee,string"`
	WithdrawalDestination string  `json:"dest"`
	Currency              string  `json:"ccy"`
	ChainName             string  `json:"chain"`
	ToAddress             string  `json:"toAddr"`
	ClientID              string  `json:"clientId"`
}

WithdrawalInput represents request parameters for cryptocurrency withdrawal

type WithdrawalResponse 

type WithdrawalResponse struct {
	Amount       types.Number `json:"amt"`
	WithdrawalID string       `json:"wdId"`
	Currency     string       `json:"ccy"`
	ClientID     string       `json:"clientId"`
	Chain        string       `json:"chain"`
}

WithdrawalResponse cryptocurrency withdrawal response

type WsAccountChannelPushData 

type WsAccountChannelPushData struct {
	Argument SubscriptionInfo `json:"arg"`
	Data     []Account        `json:"data,omitempty"`
}

WsAccountChannelPushData holds the websocket push data following the subscription.

type WsAdvancedAlgoOrder 

type WsAdvancedAlgoOrder struct {
	Argument SubscriptionInfo            `json:"arg"`
	Data     []WsAdvancedAlgoOrderDetail `json:"data"`
}

WsAdvancedAlgoOrder advanced algo order response.

type WsAdvancedAlgoOrderDetail 

type WsAdvancedAlgoOrderDetail struct {
	ActualPrice            string           `json:"actualPx"`
	ActualSide             string           `json:"actualSide"`
	ActualSize             string           `json:"actualSz"`
	AlgoID                 string           `json:"algoId"`
	Currency               string           `json:"ccy"`
	Count                  string           `json:"count"`
	InstrumentID           string           `json:"instId"`
	InstrumentType         string           `json:"instType"`
	Leverage               string           `json:"lever"`
	NotionalUsd            string           `json:"notionalUsd"`
	OrderPrice             string           `json:"ordPx"`
	OrdType                string           `json:"ordType"`
	PositionSide           string           `json:"posSide"`
	PriceLimit             string           `json:"pxLimit"`
	PriceSpread            string           `json:"pxSpread"`
	PriceVariation         string           `json:"pxVar"`
	Side                   order.Side       `json:"side"`
	StopLossOrderPrice     string           `json:"slOrdPx"`
	StopLossTriggerPrice   string           `json:"slTriggerPx"`
	State                  string           `json:"state"`
	Size                   string           `json:"sz"`
	SizeLimit              string           `json:"szLimit"`
	TradeMode              string           `json:"tdMode"`
	TimeInterval           string           `json:"timeInterval"`
	TakeProfitOrderPrice   string           `json:"tpOrdPx"`
	TakeProfitTriggerPrice string           `json:"tpTriggerPx"`
	Tag                    string           `json:"tag"`
	TriggerPrice           string           `json:"triggerPx"`
	CallbackRatio          string           `json:"callbackRatio"`
	CallbackSpread         string           `json:"callbackSpread"`
	ActivePrice            string           `json:"activePx"`
	MoveTriggerPrice       string           `json:"moveTriggerPx"`
	CreationTime           okxUnixMilliTime `json:"cTime"`
	PushTime               okxUnixMilliTime `json:"pTime"`
	TriggerTime            okxUnixMilliTime `json:"triggerTime"`
}

WsAdvancedAlgoOrderDetail advanced algo order response pushed through the websocket conn

type WsAlgoOrder 

type WsAlgoOrder struct {
	Argument SubscriptionInfo    `json:"arg"`
	Data     []WsAlgoOrderDetail `json:"data"`
}

WsAlgoOrder algo order detailed data.

type WsAlgoOrderDetail 

type WsAlgoOrderDetail struct {
	InstrumentType             string           `json:"instType"`
	InstrumentID               string           `json:"instId"`
	OrderID                    string           `json:"ordId"`
	Currency                   string           `json:"ccy"`
	AlgoID                     string           `json:"algoId"`
	Price                      string           `json:"px"`
	Size                       string           `json:"sz"`
	TradeMode                  string           `json:"tdMode"`
	TargetCurrency             string           `json:"tgtCcy"`
	NotionalUsd                string           `json:"notionalUsd"`
	OrderType                  string           `json:"ordType"`
	Side                       order.Side       `json:"side"`
	PositionSide               string           `json:"posSide"`
	State                      string           `json:"state"`
	Leverage                   string           `json:"lever"`
	TakeProfitTriggerPrice     string           `json:"tpTriggerPx"`
	TakeProfitTriggerPriceType string           `json:"tpTriggerPxType"`
	TakeProfitOrdPrice         string           `json:"tpOrdPx"`
	StopLossTriggerPrice       string           `json:"slTriggerPx"`
	StopLossTriggerPriceType   string           `json:"slTriggerPxType"`
	TriggerPrice               string           `json:"triggerPx"`
	TriggerPriceType           string           `json:"triggerPxType"`
	OrderPrice                 types.Number     `json:"ordPx"`
	ActualSize                 string           `json:"actualSz"`
	ActualPrice                string           `json:"actualPx"`
	Tag                        string           `json:"tag"`
	ActualSide                 string           `json:"actualSide"`
	TriggerTime                okxUnixMilliTime `json:"triggerTime"`
	CreationTime               okxUnixMilliTime `json:"cTime"`
}

WsAlgoOrderDetail algo order response pushed through the websocket conn

type WsAmendOrderInput 

type WsAmendOrderInput struct {
	ID        string                    `json:"id"`
	Operation string                    `json:"op"`
	Arguments []AmendOrderRequestParams `json:"args"`
}

WsAmendOrderInput websocket handler amend Order response

type WsBalanceAndPosition 

type WsBalanceAndPosition struct {
	Argument SubscriptionInfo         `json:"arg"`
	Data     []BalanceAndPositionData `json:"data"`
}

WsBalanceAndPosition websocket push data for lis of BalanceAndPosition information.

type WsBlockTicker 

type WsBlockTicker struct {
	Argument SubscriptionInfo `json:"arg"`
	Data     []BlockTicker    `json:"data"`
}

WsBlockTicker represents websocket push data as a result of subscription to channel "block-tickers".

type WsBlockTradeResponse 

type WsBlockTradeResponse struct {
	CreationTime    okxUnixMilliTime `json:"cTime"`
	RfqID           string           `json:"rfqId"`
	ClientRfqID     string           `json:"clRfqId"`
	QuoteID         string           `json:"quoteId"`
	ClientQuoteID   string           `json:"clQuoteId"`
	BlockTradeID    string           `json:"blockTdId"`
	TakerTraderCode string           `json:"tTraderCode"`
	MakerTraderCode string           `json:"mTraderCode"`
	Legs            []OrderLeg       `json:"legs"`
}

WsBlockTradeResponse represents a structure block order information

type WsCancelOrderInput 

type WsCancelOrderInput struct {
	ID        string                    `json:"id"`
	Operation string                    `json:"op"`
	Arguments []CancelOrderRequestParam `json:"args"`
}

WsCancelOrderInput websocket cancel order request

type WsContractGridAlgoOrder 

type WsContractGridAlgoOrder struct {
	Argument SubscriptionInfo        `json:"arg"`
	Data     []ContractGridAlgoOrder `json:"data"`
}

WsContractGridAlgoOrder represents websocket push data for "grid-orders-contract" subscription

type WsDeliveryEstimatedPrice 

type WsDeliveryEstimatedPrice struct {
	Argument SubscriptionInfo         `json:"arg"`
	Data     []DeliveryEstimatedPrice `json:"data"`
}

WsDeliveryEstimatedPrice represents an estimated delivery/exercise price push data as a result of subscription to "estimated-price" channel

type WsFundingRate 

type WsFundingRate struct {
	Argument SubscriptionInfo      `json:"arg"`
	Data     []FundingRateResponse `json:"data"`
}

WsFundingRate represents websocket push data funding rate response.

type WsGreekData 

type WsGreekData struct {
	ThetaBS   string           `json:"thetaBS"`
	ThetaPA   string           `json:"thetaPA"`
	DeltaBS   string           `json:"deltaBS"`
	DeltaPA   string           `json:"deltaPA"`
	GammaBS   string           `json:"gammaBS"`
	GammaPA   string           `json:"gammaPA"`
	VegaBS    string           `json:"vegaBS"`
	VegaPA    string           `json:"vegaPA"`
	Currency  string           `json:"ccy"`
	Timestamp okxUnixMilliTime `json:"ts"`
}

WsGreekData greeks push data through websocket channel

type WsGreeks 

type WsGreeks struct {
	Argument SubscriptionInfo `json:"arg"`
	Data     []WsGreekData    `json:"data"`
}

WsGreeks greeks push data with the subscription info through websocket channel

type WsGridPosition 

type WsGridPosition struct {
	Argument SubscriptionInfo   `json:"arg"`
	Data     []GridPositionData `json:"data"`
}

WsGridPosition represents websocket push data for "grid-positions" subscription

type WsGridSubOrderData 

type WsGridSubOrderData struct {
	Argument SubscriptionInfo   `json:"arg"`
	Data     []GridSubOrderData `json:"data"`
}

WsGridSubOrderData to retrieve grid sub orders. Data will be pushed when first subscribed. Data will be pushed when triggered by events such as placing order.

type WsIndexTicker 

type WsIndexTicker struct {
	Argument SubscriptionInfo `json:"arg"`
	Data     []IndexTicker    `json:"data"`
}

WsIndexTicker represents websocket push data index ticker response

type WsMarkPrice 

type WsMarkPrice struct {
	Argument SubscriptionInfo `json:"arg"`
	Data     []MarkPrice      `json:"data"`
}

WsMarkPrice represents an estimated mark price push data as a result of subscription to "mark-price" channel

type WsOptionSummary 

type WsOptionSummary struct {
	Argument SubscriptionInfo           `json:"arg"`
	Data     []OptionMarketDataResponse `json:"data"`
}

WsOptionSummary represents option summary

type WsOrder 

type WsOrder struct {
	PendingOrderItem
	AmendResult     string       `json:"amendResult"`
	Code            string       `json:"code"`
	ExecType        string       `json:"execType"`
	FillFee         types.Number `json:"fillFee"`
	FillFeeCurrency string       `json:"fillFeeCcy"`
	FillNotionalUsd types.Number `json:"fillNotionalUsd"`
	Msg             string       `json:"msg"`
	NotionalUSD     types.Number `json:"notionalUsd"`
	ReduceOnly      bool         `json:"reduceOnly,string"`
	RequestID       string       `json:"reqId"`
}

WsOrder represents a websocket order.

type WsOrderActionResponse 

type WsOrderActionResponse struct {
	ID        string      `json:"id"`
	Operation string      `json:"op"`
	Data      []OrderData `json:"data"`
	Code      string      `json:"code"`
	Msg       string      `json:"msg"`
}

WsOrderActionResponse holds websocket response Amendment request

type WsOrderBook 

type WsOrderBook struct {
	Argument SubscriptionInfo  `json:"arg"`
	Action   string            `json:"action"`
	Data     []WsOrderBookData `json:"data"`
}

WsOrderBook order book represents order book push data which is returned as a result of subscription to "books*" channel

type WsOrderBookData 

type WsOrderBookData struct {
	Asks      [][4]string      `json:"asks"`
	Bids      [][4]string      `json:"bids"`
	Timestamp okxUnixMilliTime `json:"ts"`
	Checksum  int32            `json:"checksum,omitempty"`
}

WsOrderBookData represents a book order push data.

type WsOrderResponse 

type WsOrderResponse struct {
	Argument SubscriptionInfo `json:"arg"`
	Data     []WsOrder        `json:"data"`
}

WsOrderResponse holds order list push data through the websocket connection

type WsOrderbook5 

type WsOrderbook5 struct {
	Argument struct {
		Channel      string `json:"channel"`
		InstrumentID string `json:"instId"`
	} `json:"arg"`
	Data []Book5Data `json:"data"`
}

WsOrderbook5 stores the orderbook data for orderbook 5 websocket

type WsPlaceOrderInput 

type WsPlaceOrderInput struct {
	ID        string                   `json:"id"`
	Operation string                   `json:"op"`
	Arguments []PlaceOrderRequestParam `json:"args"`
}

WsPlaceOrderInput for all websocket request inputs.

type WsPositionResponse 

type WsPositionResponse struct {
	Argument  SubscriptionInfo  `json:"arg"`
	Arguments []AccountPosition `json:"data"`
}

WsPositionResponse represents pushed position data through the websocket channel.

type WsPublicTradesResponse 

type WsPublicTradesResponse struct {
	Argument SubscriptionInfo            `json:"arg"`
	Data     []PublicBlockTradesResponse `json:"data"`
}

WsPublicTradesResponse represents websocket push data of structured block trades as a result of subscription to "public-struc-block-trades"

type WsQuote 

type WsQuote struct {
	Arguments SubscriptionInfo `json:"arg"`
	Data      []WsQuoteData    `json:"data"`
}

WsQuote represents websocket push data for "quotes" subscription

type WsQuoteData 

type WsQuoteData struct {
	ValidUntil    okxUnixMilliTime `json:"validUntil"`
	UpdatedTime   okxUnixMilliTime `json:"uTime"`
	CreationTime  okxUnixMilliTime `json:"cTime"`
	Legs          []OrderLeg       `json:"legs"`
	QuoteID       string           `json:"quoteId"`
	RfqID         string           `json:"rfqId"`
	TraderCode    string           `json:"traderCode"`
	QuoteSide     string           `json:"quoteSide"`
	State         string           `json:"state"`
	ClientQuoteID string           `json:"clQuoteId"`
}

WsQuoteData represents a single quote order information

type WsRfq 

type WsRfq struct {
	Argument SubscriptionInfo `json:"arg"`
	Data     []WsRfqData      `json:"data"`
}

WsRfq represents websocket push data for "rfqs" subscription

type WsRfqData 

type WsRfqData struct {
	CreationTime   time.Time     `json:"cTime"`
	UpdateTime     time.Time     `json:"uTime"`
	TraderCode     string        `json:"traderCode"`
	RfqID          string        `json:"rfqId"`
	ClientRfqID    string        `json:"clRfqId"`
	State          string        `json:"state"`
	ValidUntil     string        `json:"validUntil"`
	Counterparties []string      `json:"counterparties"`
	Legs           []RfqOrderLeg `json:"legs"`
}

WsRfqData represents rfq order response data streamed through the websocket channel

type WsSpotGridAlgoOrder 

type WsSpotGridAlgoOrder struct {
	Argument SubscriptionInfo   `json:"arg"`
	Data     []SpotGridAlgoData `json:"data"`
}

WsSpotGridAlgoOrder represents websocket push data for "struc-block-trades" subscription

type WsStructureBlocTrade 

type WsStructureBlocTrade struct {
	Argument SubscriptionInfo       `json:"arg"`
	Data     []WsBlockTradeResponse `json:"data"`
}

WsStructureBlocTrade represents websocket push data for "struc-block-trades" subscription

type WsSystemStatusResponse 

type WsSystemStatusResponse struct {
	Argument SubscriptionInfo       `json:"arg"`
	Data     []SystemStatusResponse `json:"data"`
}

WsSystemStatusResponse represents websocket push data system status push data

type WsTradeOrder 

type WsTradeOrder struct {
	Argument SubscriptionInfo `json:"arg"`
	Data     []TradeResponse  `json:"data"`
}

WsTradeOrder represents a trade push data response as a result subscription to "trades" channel

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