xena

type ActiveOrdersRequest struct {
	Symbol *string
}

type AggregateBook int64

type BalanceIncrementalRefreshHandler func(t TradingClient, m *xmsg.BalanceIncrementalRefresh)

type BalanceSnapshotRefreshHandler func(t TradingClient, m *xmsg.BalanceSnapshotRefresh)

type CandlesThrottle string

type ConnectHandler func(client WsClient)

type DOMHandler func(md MarketDataClient, m *xmsg.MarketDataRefresh)

type DOMThrottle string

type DisconnectHandler func()

type ErrHandler func(err error)

type ExecutionReportHandler func(t TradingClient, m *xmsg.ExecutionReport)

type Handler func(msg []byte)

type HeartbeatHandler func(t TradingClient, m *xmsg.Heartbeat)

type LastOrderStatusesRequest struct {
	Symbol     *string
	From       *time.Time
	To         *time.Time
	PageNumber *int
	Limit      *int
}

type ListStatusHandler func(t TradingClient, m *xmsg.ListStatus)

type Logger interface {
	// Debugf prints debug message. Arguments are handled in the manner of fmt.Printf.
	Debugf(format string, v ...interface{})
	// Errorf prints error message. Arguments are handled in the manner of fmt.Printf.
	Errorf(format string, v ...interface{})
}

type LogonHandler func(t TradingClient, m *xmsg.Logon)

type MDHandler func(md MarketDataClient, r *xmsg.MarketDataRequestReject, m *xmsg.MarketDataRefresh)

type MarginRequirementReportHandler func(t TradingClient, m *xmsg.MarginRequirementReport)

type MarketDataClient interface {
	// Client is obsolete and will be removed the next version
	Client() WsClient

	// SubscribeOnDOM is obsolete and it will be removed the next version
	SubscribeOnDOM(symbol Symbol, handler DOMHandler, opts ...interface{}) (streamID string, err error)

	// UnsubscribeOnDOM is obsolete and it will be removed the next version
	UnsubscribeOnDOM(streamID string) error

	// ConnectAndLogon connects to websocket and waits for Logon message.
	// Logon.RejectText contains reject reason.
	Connect() (*xmsg.Logon, error)

	// SetDisconnectHandler subscribes to disconnect events.
	SetDisconnectHandler(handler MarketDisconnectHandler)

	// SubscribeOnCandles subscribes on candles messages.
	SubscribeOnCandles(symbol, timeframe string, handler MDHandler, opts ...interface{}) (streamID string, err error)

	// SubscribeOnDom subscribes on candles messages.
	SubscribeOnDom(symbol string, handler MDHandler, opts ...interface{}) (streamID string, err error)

	// SubscribeOnTrades subscribes on candles messages.
	SubscribeOnTrades(symbol string, handler MDHandler, opts ...interface{}) (streamID string, err error)

	// SubscribeOnMarketWatch subscribes on candles messages.
	SubscribeOnMarketWatch(symbol string, handler MDHandler) (streamID string, err error)

	// Unsubscribe unsubscribes from messages by streamID.
	Unsubscribe(streamID string) error
}

type MarketDataLogonHandler func(md MarketDataClient, m *xmsg.Logon)

type MarketDataREST interface {
	// GetServerTime returns server time.
	GetServerTime() (time.Time, error)
	// GetInstruments returns instruments.
	GetInstruments() ([]*xmsg.Instrument, error)
	// GetTrades returns trades.
	GetTrades(symbol string, from, to time.Time, page, limit int64) (*xmsg.MarketDataRefresh, error)
	// GetDom returns dom.
	GetDom(symbol string, opts ...interface{}) (*xmsg.MarketDataRefresh, error)
	// GetCandles returns candles.
	GetCandles(symbol string, timeFrame string, from, to time.Time) (*xmsg.MarketDataRefresh, error)
}

type MarketDataRejectHandler func(md MarketDataClient, m *xmsg.MarketDataRequestReject)

type MarketDepth int64

type MarketDisconnectHandler func(client MarketDataClient, logger Logger)

type MassPositionReportHandler func(t TradingClient, m *xmsg.MassPositionReport)

type MassTradeCaptureReportResponseHandler func(t TradingClient, m *xmsg.MassTradeCaptureReportResponse)

type OrderCancelRejectHandler func(t TradingClient, m *xmsg.OrderCancelReject)

type OrderHistoryRequest struct {
	ClOrdId    *string
	OrderId    *string
	Symbol     *string
	From       *time.Time
	To         *time.Time
	PageNumber *int
	Limit      *int
}

type OrderMassCancelReportHandler func(t TradingClient, m *xmsg.OrderMassCancelReport)

type OrderMassStatusResponseHandler func(t TradingClient, m *xmsg.OrderMassStatusResponse)

type OrderRequest struct {
	ClOrdId *string
	OrderId *string
}

type PositionEffect string

type PositionMaintenanceReportHandler func(t TradingClient, m *xmsg.PositionMaintenanceReport)

type PositionReportHandler func(t TradingClient, m *xmsg.PositionReport)

type PositionsHistoryRequest struct {
	PositionId       *uint64
	ParentPositionId *uint64
	Symbol           *string
	OpenFrom         *time.Time
	OpenTo           *time.Time
	CloseFrom        *time.Time
	CloseTo          *time.Time
	PageNumber       *int
	Limit            *int
}

type RejectHandler func(t TradingClient, m *xmsg.Reject)

type RestDOMThrottle int64

type RestOption func(conf *restConf)

type Side string

type Symbol string

type TradeHistoryRequest struct {
	TradeId    *string
	ClOrdId    *string
	Symbol     *string
	From       *time.Time
	To         *time.Time
	PageNumber *int
	Limit      *int
}

type TradesThrottle string

type TradingClient interface {
	// ListenLogon subscribes to Logon event.
	ListenLogon(handler LogonHandler)
	// ListenMarginRequirementReport subscribes to MarginRequirementReport event.
	ListenMarginRequirementReport(handler MarginRequirementReportHandler)
	// ListenExecutionReport subscribes to ExecutionReport event.
	ListenExecutionReport(handler ExecutionReportHandler)
	// ListenOrderCancelReject subscribes to OrderCancelReject event.
	ListenOrderCancelReject(handler OrderCancelRejectHandler)
	// ListenOrderMassStatusResponse subscribes to OrderMassStatusResponse event.
	ListenOrderMassStatusResponse(handler OrderMassStatusResponseHandler)
	// ListenMassTradeCaptureReportResponse subscribes to MassTradeCaptureReportResponse event.
	ListenMassTradeCaptureReportResponse(handler MassTradeCaptureReportResponseHandler)
	// ListenBalanceIncrementalRefresh subscribes to BalanceIncrementalRefresh event.
	ListenBalanceIncrementalRefresh(handler BalanceIncrementalRefreshHandler)
	// ListenBalanceSnapshotRefresh subscribes to BalanceSnapshotRefresh event.
	ListenBalanceSnapshotRefresh(handler BalanceSnapshotRefreshHandler)
	// ListenPositionReport subscribes to PositionReport event.
	ListenPositionReport(handler PositionReportHandler)
	// ListenMassPositionReport subscribes to MassPositionReport event.
	ListenMassPositionReport(handler MassPositionReportHandler)
	// ListenPositionMaintenanceReport subscribes to PositionMaintenanceReport event.
	ListenPositionMaintenanceReport(handler PositionMaintenanceReportHandler)
	// ListenReject subscribes to Reject event.
	ListenReject(handler RejectHandler)
	// ListenListStatus subscribes to ListStatus event.
	ListenListStatus(handler ListStatusHandler)
	// ListenOrderMassCancelReport subscribes to OrderMassCancelReport event.
	ListenOrderMassCancelReport(handler OrderMassCancelReportHandler)
	// ListenHeartbeat subscribes to Heartbeat event.
	ListenHeartbeat(handler HeartbeatHandler)

	// ConnectAndLogon connects to websocket and sends Logon message.
	// Logon.RejectText contains reject reason.
	ConnectAndLogon() (*xmsg.Logon, error)

	// Send function sends command to server.
	Send(cmd interface{}) error

	// AccountStatusReport requests an account status report.
	// To receive a response, the client should listen for ListenBalanceSnapshotRefresh.
	GetAccountStatusReport(account uint64, requestId string) error

	// GetPositions requests all positions.
	// To receive a response, the client should listen for ListenMassPositionReport.
	GetPositions(account uint64, requestId string) error

	// Order request for last execution report for order or cancel/replace requests
	// To receive a response, the client should listen for ListenExecutionReport.
	GetOrder(account uint64, requestId string, opt OrderRequest) error

	// Orders requests list of last execution reports for active orders.
	// To receive a response, the client should listen for ListenOrderMassStatusResponse.
	GetActiveOrders(account uint64, requestId string, opt ActiveOrdersRequest) error

	// Orders requests list of last execution reports for non-active orders.
	// To receive a response, the client should listen for ListenOrderMassStatusResponse.
	GetLastOrderStatuses(account uint64, requestId string, opt LastOrderStatusesRequest) error

	// Orders requests list of historical execution reports
	// To receive a response, the client should listen for ListenOrderMassStatusResponse.
	GetOrderHistory(account uint64, requestId string, opt OrderHistoryRequest) error

	// Orders requests list of historical execution reports
	// To receive a response, the client should listen for ListenOrderMassStatusResponse.
	GetTradeHistory(account uint64, requestId string, opt TradeHistoryRequest) error

	// MarketOrder places new market order.
	MarketOrder(account uint64, clOrdId string, symbol string, side Side, orderQty string) error

	// LimitOrder places new limit order.
	LimitOrder(account uint64, clOrdId string, symbol string, side Side, price string, orderQty string) error

	// StopOrder places new stop order.
	StopOrder(account uint64, clOrdId string, symbol string, side Side, stopPx string, orderQty string) error

	// MarketIfTouchOrder places new market-if-touch order.
	MarketIfTouchOrder(account uint64, clOrdId string, symbol string, side Side, stopPx string, orderQty string) error

	// Cancel function cancels an existing order.
	Cancel(cmd *xmsg.OrderCancelRequest) error

	// CancelByClOrdId cancels an existing order by original client order id.
	CancelByClOrdId(account uint64, clOrdId, origClOrdId, symbol string, side Side) error

	// CancelByOrderId cancels an existing order by order id.
	CancelByOrderId(account uint64, clOrdId, orderId, symbol string, side Side) error

	// MassCancel cancels all existing orders.
	// To receive a response, the client should listen for ListenOrderMassCancelReport.
	MassCancel(account uint64, clOrdId string) error

	// Replace cancels existing order and replaces by new order.
	Replace(request xmsg.OrderCancelReplaceRequest) error

	// CollapsePositions collapses all existing positions for margin account and symbol.
	CollapsePositions(account uint64, symbol string, requestId string) error

	// SetDisconnectHandler subscribes to disconnect events.
	SetDisconnectHandler(handler TradingDisconnectHandler)

	// SendApplicationHeartbeat sends application heartbeat.
	SendApplicationHeartbeat(groupId string, heartbeatInSec int32) error
}

type TradingDisconnectHandler func(client TradingClient, logger Logger)

type TradingREST interface {
	// NewOrder places new order.
	NewOrder(cmd *xmsg.NewOrderSingle) (*xmsg.ExecutionReport, error)

	// SendMarketOrder places new market order.
	SendMarketOrder(accountId uint64, clOrdId string, symbol string, side Side, orderQty string) (*xmsg.ExecutionReport, error)

	// SendLimitOrder places new limit order.
	SendLimitOrder(accountId uint64, clOrdId string, symbol string, side Side, price string, orderQty string) (*xmsg.ExecutionReport, error)

	// SendStopOrder places new stop order.
	SendStopOrder(accountId uint64, clOrdId string, symbol string, side Side, stopPx string, orderQty string) (*xmsg.ExecutionReport, error)

	// SendMarketIfTouchOrder place new market-if-touch order.
	SendMarketIfTouchOrder(accountId uint64, clOrdId string, symbol string, side Side, stopPx string, orderQty string) (*xmsg.ExecutionReport, error)

	// SendCancel function cancels existing order.
	SendCancel(cmd *xmsg.OrderCancelRequest) (*xmsg.ExecutionReport, error)

	// SendMassCancelCmd cancels all existing orders.
	SendMassCancelCmd(cmd *xmsg.OrderMassCancelRequest) (*xmsg.ExecutionReport, error)

	// SendCancelByClOrdId cancels existing order by original client order id.
	SendCancelByClOrdId(account uint64, clOrdId, origClOrdId, symbol string, side Side) (*xmsg.ExecutionReport, error)

	// SendCancelByOrderId cancels existing order by order id.
	SendCancelByOrderId(account uint64, clOrdId, orderId, symbol string, side Side) (*xmsg.ExecutionReport, error)

	// SendMassCancel cancels all existing orders.
	SendMassCancel(account uint64, clOrdId string) (*xmsg.ExecutionReport, error)

	// SendReplace cancels existing order and replaces by new order.
	SendReplace(request xmsg.OrderCancelReplaceRequest) (*xmsg.ExecutionReport, error)

	// SendCollapsePositions collapses all existing positions for margin account and symbol.
	SendCollapsePositions(account uint64, symbol string, requestId string) (*xmsg.PositionMaintenanceReport, error)

	// GetPositions requests all positions.
	GetPositions(account uint64, requestId string) ([]*xmsg.PositionReport, error)

	// GetPositionsHistory requests all positions history.
	GetPositionsHistory(accountId uint64, request PositionsHistoryRequest) ([]*xmsg.PositionReport, error)

	// GetOrder returns last execution report for order or cancel/replace request.
	GetOrder(account uint64, request OrderRequest) (*xmsg.ExecutionReport, error)

	// GetActiveOrders return list of active orders
	GetActiveOrders(account uint64, requeset ActiveOrdersRequest) ([]*xmsg.ExecutionReport, error)

	// GetLastOrderStatuses return list of last execution reports for non-active orders
	GetLastOrderStatuses(account uint64, requeset LastOrderStatusesRequest) ([]*xmsg.ExecutionReport, error)

	// GetOrderHistory return list of historical execution reports
	GetOrderHistory(account uint64, requeset OrderHistoryRequest) ([]*xmsg.ExecutionReport, error)

	// GetTradeHistory returns trade history.
	GetTradeHistory(accountId uint64, request TradeHistoryRequest) ([]*xmsg.ExecutionReport, error)

	// GetTradeHistory returns balance.
	GetBalance(accountId uint64) (*xmsg.BalanceSnapshotRefresh, error)

	// GetTradeHistory returns MarginRequirements.
	GetMarginRequirements(accountId uint64) (*xmsg.MarginRequirementReport, error)

	// GetTradeHistory returns accounts.
	GetAccounts() ([]*xmsg.AccountInfo, error)

	// SendApplicationHeartbeat sends application heartbeat.
	SendApplicationHeartbeat(groupId string, heartbeatInSec int32) error
}

type WsClient interface {
	IsConnected() bool
	Connect() error
	With(opt WsOption)
	Close()
	Write(m interface{}) error
	WriteString(msg string) error
	WriteBytes(data []byte) error
	Logger() Logger
	// contains filtered or unexported methods
}

type WsOption func(s *wsClient)