goex

type API interface {
	LimitBuy(amount, price string, currency CurrencyPair) (*Order, error)
	LimitSell(amount, price string, currency CurrencyPair) (*Order, error)
	MarketBuy(amount, price string, currency CurrencyPair) (*Order, error)
	MarketSell(amount, price string, currency CurrencyPair) (*Order, error)
	CancelOrder(orderId string, currency CurrencyPair) (bool, error)
	GetOneOrder(orderId string, currency CurrencyPair) (*Order, error)
	GetUnfinishOrders(currency CurrencyPair) ([]Order, error)
	GetOrderHistorys(currency CurrencyPair, currentPage, pageSize int) ([]Order, error)
	GetAccount() (*Account, error)

	GetTicker(currency CurrencyPair) (*Ticker, error)
	GetDepth(size int, currency CurrencyPair) (*Depth, error)
	GetKlineRecords(currency CurrencyPair, period, size, since int) ([]Kline, error)
	//非个人，整个交易所的交易记录
	GetTrades(currencyPair CurrencyPair, since int64) ([]Trade, error)

	GetExchangeName() string
}

type APIConfig struct {
	HttpClient    *http.Client
	Endpoint      string
	ApiKey        string
	ApiSecretKey  string
	ApiPassphrase string //for okex.com v3 api
	ClientId      string //for bitstamp.net , huobi.pro

	Lever int //杠杆倍数 , for future
}

type Account struct {
	Exchange    string
	Asset       float64 //总资产
	NetAsset    float64 //净资产
	SubAccounts map[Currency]SubAccount
}

type ApiError struct {
	ErrCode,
	ErrMsg,
	OriginErrMsg string
}

type BorrowParameter struct {
	CurrencyPair CurrencyPair
	Currency     Currency
	Amount       float64
}

type Currency struct {
	Symbol string
	Desc   string
}

type CurrencyPair struct {
	CurrencyA Currency
	CurrencyB Currency
}

type Depth struct {
	ContractType string //for future
	Pair         CurrencyPair
	UTime        time.Time
	AskList      DepthRecords // Descending order
	BidList      DepthRecords // Descending order
}

type DepthRecord struct {
	Price  float64
	Amount float64
}

type DepthRecords []DepthRecord

type FutureAccount struct {
	FutureSubAccounts map[Currency]FutureSubAccount
}

type FutureKline struct {
	*Kline
	Vol2 float64 //个数
}

type FutureOrder struct {
	ClientOid    string //自定义ID，GoEx内部自动生成
	OrderID2     string //请尽量用这个字段替代OrderID字段
	Price        float64
	Amount       float64
	AvgPrice     float64
	DealAmount   float64
	OrderID      int64 //deprecated
	OrderTime    int64
	Status       TradeStatus
	Currency     CurrencyPair
	OrderType    int     //ORDINARY=0 POST_ONLY=1 FOK= 2 IOC= 3
	OType        int     //1：开多 2：开空 3：平多 4： 平空
	LeverRate    int     //倍数
	Fee          float64 //手续费
	ContractName string
}

type FuturePosition struct {
	BuyAmount      float64
	BuyAvailable   float64
	BuyPriceAvg    float64
	BuyPriceCost   float64
	BuyProfitReal  float64
	CreateDate     int64
	LeverRate      int
	SellAmount     float64
	SellAvailable  float64
	SellPriceAvg   float64
	SellPriceCost  float64
	SellProfitReal float64
	Symbol         CurrencyPair //btc_usd:比特币,ltc_usd:莱特币
	ContractType   string
	ContractId     int64
	ForceLiquPrice float64 //预估爆仓价
}

type FutureRestAPI interface {
	/**
	 *获取交易所名字
	 */
	GetExchangeName() string

	/**
	 *获取交割预估价
	 */
	GetFutureEstimatedPrice(currencyPair CurrencyPair) (float64, error)

	/**
	 * 期货行情
	 * @param currency_pair   btc_usd:比特币    ltc_usd :莱特币
	 * @param contractType  合约类型: this_week:当周   next_week:下周   month:当月   quarter:季度
	 */
	GetFutureTicker(currencyPair CurrencyPair, contractType string) (*Ticker, error)

	/**
	 * 期货深度
	 * @param currencyPair  btc_usd:比特币    ltc_usd :莱特币
	 * @param contractType  合约类型: this_week:当周   next_week:下周   month:当月   quarter:季度
	 * @param size 获取深度档数
	 * @return
	 */
	GetFutureDepth(currencyPair CurrencyPair, contractType string, size int) (*Depth, error)

	/**
	 * 期货指数
	 * @param currencyPair   btc_usd:比特币    ltc_usd :莱特币
	 */
	GetFutureIndex(currencyPair CurrencyPair) (float64, error)

	/**
	 *全仓账户
	 */
	GetFutureUserinfo() (*FutureAccount, error)

	/**
	 * @deprecated
	 * 期货下单
	 * @param currencyPair   btc_usd:比特币    ltc_usd :莱特币
	 * @param contractType   合约类型: this_week:当周   next_week:下周   month:当月   quarter:季度
	 * @param price  价格
	 * @param amount  委托数量
	 * @param openType   1:开多   2:开空   3:平多   4:平空
	 * @param matchPrice  是否为对手价 0:不是    1:是   ,当取值为1时,price无效
	 */
	PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice, leverRate int) (string, error)

	/**
	 * 取消订单
	 * @param symbol   btc_usd:比特币    ltc_usd :莱特币
	 * @param contractType    合约类型: this_week:当周   next_week:下周   month:当月   quarter:季度
	 * @param orderId   订单ID

	 */
	FutureCancelOrder(currencyPair CurrencyPair, contractType, orderId string) (bool, error)

	/**
	 * 用户持仓查询
	 * @param symbol   btc_usd:比特币    ltc_usd :莱特币
	 * @param contractType   合约类型: this_week:当周   next_week:下周   month:当月   quarter:季度
	 * @return
	 */
	GetFuturePosition(currencyPair CurrencyPair, contractType string) ([]FuturePosition, error)

	/**
	 *获取订单信息
	 */
	GetFutureOrders(orderIds []string, currencyPair CurrencyPair, contractType string) ([]FutureOrder, error)

	/**
	 *获取单个订单信息
	 */
	GetFutureOrder(orderId string, currencyPair CurrencyPair, contractType string) (*FutureOrder, error)

	/**
	 *获取未完成订单信息
	 */
	GetUnfinishFutureOrders(currencyPair CurrencyPair, contractType string) ([]FutureOrder, error)

	/**
	 *获取交易费
	 */
	GetFee() (float64, error)

	/**
	 *获取每张合约价值
	 */
	GetContractValue(currencyPair CurrencyPair) (float64, error)

	/**
	 *获取交割时间 星期(0,1,2,3,4,5,6)，小时，分，秒
	 */
	GetDeliveryTime() (int, int, int, int)

	/**
	 * 获取K线数据
	 */
	GetKlineRecords(contract_type string, currency CurrencyPair, period, size, since int) ([]FutureKline, error)

	/**
	 * 获取Trade数据
	 */
	GetTrades(contract_type string, currencyPair CurrencyPair, since int64) ([]Trade, error)
}

type FutureSubAccount struct {
	Currency      Currency
	AccountRights float64 //账户权益
	KeepDeposit   float64 //保证金
	ProfitReal    float64 //已实现盈亏
	ProfitUnreal  float64
	RiskRate      float64 //保证金率
}

type FutureTicker struct {
	*Ticker
	ContractType string  `json:"omitempty"`
	ContractId   int     `json:"contractId"`
	LimitHigh    float64 `json:"limitHigh,string"`
	LimitLow     float64 `json:"limitLow,string"`
	HoldAmount   float64 `json:"hold_amount,string"`
	UnitAmount   float64 `json:"unitAmount,string"`
}

type HistoricalFunding struct {
	InstrumentId string    `json:"instrument_id"`
	RealizedRate float64   `json:"realized_rate,string"`
	FundingTime  time.Time `json:"funding_time"`
}

type Kline struct {
	Pair      CurrencyPair
	Timestamp int64
	Open      float64
	Close     float64
	High      float64
	Low       float64
	Vol       float64
}

type KlinePeriod int

type MarginAccount struct {
	Sub              map[Currency]MarginSubAccount
	LiquidationPrice float64
	RiskRate         float64
	MarginRatio      float64
}

type MarginSubAccount struct {
	Balance     float64
	Frozen      float64
	Available   float64
	CanWithdraw float64
	Loan        float64
	LendingFee  float64
}

type Order struct {
	Price      float64
	Amount     float64
	AvgPrice   float64
	DealAmount float64
	Fee        float64
	Cid        string //客户端自定义ID
	OrderID2   string
	OrderID    int //deprecated
	OrderTime  int
	Status     TradeStatus
	Currency   CurrencyPair
	Side       TradeSide
	Type       string //limit / market
	OrderType  int    //0:default,1:maker,2:fok,3:ioc
}

type OrderFeature int

type OrderFills []struct {
	TradeID      string    `json:"trade_id"`
	CreatedAt    time.Time `json:"created_at"`
	Currency     string    `json:"currency"`
	ExecType     string    `json:"exec_type"`
	Fee          string    `json:"fee"`
	InstrumentID string    `json:"instrument_id"`
	LedgerID     string    `json:"ledger_id"`
	Liquidity    string    `json:"liquidity"`
	OrderID      string    `json:"order_id"`
	Price        string    `json:"price"`
	ProductID    string    `json:"product_id"`
	Side         string    `json:"side"`
	Size         string    `json:"size"`
	Timestamp    time.Time `json:"timestamp"`
}

type OrderType int

type Orders []struct {
	ClientOid      string    `json:"client_oid"`
	CreatedAt      time.Time `json:"created_at"`
	FilledNotional string    `json:"filled_notional"`
	FilledSize     string    `json:"filled_size"`
	Funds          string    `json:"funds"`
	InstrumentID   string    `json:"instrument_id"`
	Notional       string    `json:"notional"`
	OrderID        string    `json:"order_id"`
	OrderType      string    `json:"order_type"`
	Price          string    `json:"price"`
	PriceAvg       string    `json:"price_avg"`
	ProductID      string    `json:"product_id"`
	Side           string    `json:"side"`
	Size           string    `json:"size"`
	Status         string    `json:"status,omitempty"`
	State          string    `json:"state"`
	Timestamp      time.Time `json:"timestamp"`
	Type           string    `json:"type"`
	Staus          string    `json:"staus,omitempty"`
}

type RepaymentParameter struct {
	BorrowParameter
	BorrowId string
}

type SubAccount struct {
	Currency     Currency
	Amount       float64
	ForzenAmount float64
	LoanAmount   float64
}

type Symbols []struct {
	BaseCurrency  string `json:"base_currency"`
	InstrumentID  string `json:"instrument_id"`
	MinSize       string `json:"min_size"`
	QuoteCurrency string `json:"quote_currency"`
	SizeIncrement string `json:"size_increment"`
	TickSize      string `json:"tick_size"`
}

type Ticker struct {
	Pair CurrencyPair `json:"omitempty"`
	Last float64      `json:"last,string"`
	Buy  float64      `json:"buy,string"`
	Sell float64      `json:"sell,string"`
	High float64      `json:"high,string"`
	Low  float64      `json:"low,string"`
	Vol  float64      `json:"vol,string"`
	Date uint64       `json:"date"` // 单位:ms
}

type Trade struct {
	Tid    int64        `json:"tid"`
	Type   TradeSide    `json:"type"`
	Amount float64      `json:"amount,string"`
	Price  float64      `json:"price,string"`
	Date   int64        `json:"date_ms"`
	Pair   CurrencyPair `json:"omitempty"`
}

type TradeSide int

type TradeStatus int

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

type WsConfig struct {
	WsUrl                 string
	ProxyUrl              string
	ReqHeaders            map[string][]string //连接的时候加入的头部信息
	HeartbeatIntervalTime time.Duration       //
	HeartbeatData         func() []byte       //心跳数据2
	IsAutoReconnect       bool
	ProtoHandleFunc       func([]byte) error           //协议处理函数
	UnCompressFunc        func([]byte) ([]byte, error) //解压函数
	ErrorHandleFunc       func(err error)
	IsDump                bool
	// contains filtered or unexported fields
}

type WsConn struct {
	sync.Mutex
	WsConfig
	// contains filtered or unexported fields
}