okx

package
v0.1.4 Latest Latest
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 Go to latest Published: Mar 13, 2026 License: MIT Imports: 12 Imported by: 0

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Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func ExtractSymbol 

func ExtractSymbol(symbol string) string

ExtractSymbol extracts base currency from OKX format (e.g., BTC-USDT-SWAP → BTC) Kept for backward compatibility.

func ExtractSymbolWithQuote added in v0.1.2 

func ExtractSymbolWithQuote(symbol, quote string) string

ExtractSymbolWithQuote extracts base currency by trimming quote-related suffixes

func FormatSpotSymbolWithQuote added in v0.1.2 

func FormatSpotSymbolWithQuote(symbol, quote string) string

FormatSpotSymbolWithQuote converts base currency for OKX spot (e.g., BTC + USDC → BTC-USDC)

func FormatSymbol 

func FormatSymbol(symbol string) string

FormatSymbol converts base currency to OKX perp format (e.g., BTC → BTC-USDT-SWAP) Kept for backward compatibility.

func FormatSymbolWithQuote added in v0.1.2 

func FormatSymbolWithQuote(symbol, quote, instType string) string

FormatSymbolWithQuote converts base currency with configurable quote and instType (e.g., BTC + USDC + SWAP → BTC-USDC-SWAP)

Types

type Adapter 

type Adapter struct {
	*exchanges.BaseAdapter
	// contains filtered or unexported fields
}

Adapter OKX 适配器

func NewAdapter 

func NewAdapter(ctx context.Context, opts Options) (*Adapter, error)

NewAdapter creates a new OKX adapter

func (*Adapter) CancelAllOrders 

func (a *Adapter) CancelAllOrders(ctx context.Context, symbol string) error

func (*Adapter) CancelOrder 

func (a *Adapter) CancelOrder(ctx context.Context, orderID, symbol string) error

func (*Adapter) Close 

func (a *Adapter) Close() error

func (*Adapter) ExtractSymbol 

func (a *Adapter) ExtractSymbol(instId string) string

func (*Adapter) FetchAccount 

func (a *Adapter) FetchAccount(ctx context.Context) (*exchanges.Account, error)

func (*Adapter) FetchAllFundingRates 

func (a *Adapter) FetchAllFundingRates(ctx context.Context) ([]exchanges.FundingRate, error)

GetAllFundingRates retrieves funding rates for all perpetual symbols

func (*Adapter) FetchBalance 

func (a *Adapter) FetchBalance(ctx context.Context) (decimal.Decimal, error)

func (*Adapter) FetchFeeRate 

func (a *Adapter) FetchFeeRate(ctx context.Context, symbol string) (*exchanges.FeeRate, error)

func (*Adapter) FetchFundingRate 

func (a *Adapter) FetchFundingRate(ctx context.Context, symbol string) (*exchanges.FundingRate, error)

GetFundingRate retrieves funding rate for a symbol

func (*Adapter) FetchKlines 

func (a *Adapter) FetchKlines(ctx context.Context, symbol string, interval exchanges.Interval, opts *exchanges.KlineOpts) ([]exchanges.Kline, error)

func (*Adapter) FetchOpenOrders 

func (a *Adapter) FetchOpenOrders(ctx context.Context, symbol string) ([]exchanges.Order, error)

func (*Adapter) FetchOrder 

func (a *Adapter) FetchOrder(ctx context.Context, orderID, symbol string) (*exchanges.Order, error)

func (*Adapter) FetchOrderBook 

func (a *Adapter) FetchOrderBook(ctx context.Context, symbol string, limit int) (*exchanges.OrderBook, error)

func (*Adapter) FetchPositions 

func (a *Adapter) FetchPositions(ctx context.Context) ([]exchanges.Position, error)

func (*Adapter) FetchSymbolDetails 

func (a *Adapter) FetchSymbolDetails(ctx context.Context, symbol string) (*exchanges.SymbolDetails, error)

func (*Adapter) FetchTicker 

func (a *Adapter) FetchTicker(ctx context.Context, symbol string) (*exchanges.Ticker, error)

func (*Adapter) FetchTrades 

func (a *Adapter) FetchTrades(ctx context.Context, symbol string, limit int) ([]exchanges.Trade, error)

func (*Adapter) FormatSymbol 

func (a *Adapter) FormatSymbol(symbol string) string

func (*Adapter) GetLocalOrderBook 

func (a *Adapter) GetLocalOrderBook(symbol string, depth int) *exchanges.OrderBook

GetLocalOrderBook get local orderbook

func (*Adapter) IsConnected 

func (a *Adapter) IsConnected(ctx context.Context) (bool, error)

func (*Adapter) ModifyOrder 

func (a *Adapter) ModifyOrder(ctx context.Context, orderID, symbol string, params *exchanges.ModifyOrderParams) (*exchanges.Order, error)

func (*Adapter) PlaceOrder 

func (a *Adapter) PlaceOrder(ctx context.Context, params *exchanges.OrderParams) (*exchanges.Order, error)

func (*Adapter) RefreshPositionMode 

func (a *Adapter) RefreshPositionMode(ctx context.Context) error

func (*Adapter) RefreshSymbolDetails 

func (a *Adapter) RefreshSymbolDetails(ctx context.Context) error

func (*Adapter) SetLeverage 

func (a *Adapter) SetLeverage(ctx context.Context, symbol string, leverage int) error

func (*Adapter) StopWatchKlines 

func (a *Adapter) StopWatchKlines(ctx context.Context, symbol string, interval exchanges.Interval) error

func (*Adapter) StopWatchOrderBook 

func (a *Adapter) StopWatchOrderBook(ctx context.Context, symbol string) error

func (*Adapter) StopWatchOrders 

func (a *Adapter) StopWatchOrders(ctx context.Context) error

func (*Adapter) StopWatchPositions 

func (a *Adapter) StopWatchPositions(ctx context.Context) error

func (*Adapter) StopWatchTicker 

func (a *Adapter) StopWatchTicker(ctx context.Context, symbol string) error

func (*Adapter) StopWatchTrades 

func (a *Adapter) StopWatchTrades(ctx context.Context, symbol string) error

func (*Adapter) WaitOrderBookReady 

func (a *Adapter) WaitOrderBookReady(ctx context.Context, symbol string) error

WaitOrderBookReady waits for orderbook to be ready

func (*Adapter) WatchKlines 

func (a *Adapter) WatchKlines(ctx context.Context, symbol string, interval exchanges.Interval, callback exchanges.KlineCallback) error

func (*Adapter) WatchOrderBook 

func (a *Adapter) WatchOrderBook(ctx context.Context, symbol string, cb exchanges.OrderBookCallback) error

func (*Adapter) WatchOrders 

func (a *Adapter) WatchOrders(ctx context.Context, callback exchanges.OrderUpdateCallback) error

func (*Adapter) WatchPositions 

func (a *Adapter) WatchPositions(ctx context.Context, callback exchanges.PositionUpdateCallback) error

func (*Adapter) WatchTicker 

func (a *Adapter) WatchTicker(ctx context.Context, symbol string, callback exchanges.TickerCallback) error

func (*Adapter) WatchTrades 

func (a *Adapter) WatchTrades(ctx context.Context, symbol string, callback exchanges.TradeCallback) error

func (*Adapter) WsAccountConnected 

func (a *Adapter) WsAccountConnected(ctx context.Context) error

func (*Adapter) WsMarketConnected 

func (a *Adapter) WsMarketConnected(ctx context.Context) error

func (*Adapter) WsOrderConnected 

func (a *Adapter) WsOrderConnected(ctx context.Context) error

type Options 

type Options struct {
	APIKey        string
	SecretKey     string
	Passphrase    string
	QuoteCurrency exchanges.QuoteCurrency // "USDT" (default for CEX) or "USDC"
	Logger        exchanges.Logger
}

Options configures an OKX adapter.

type OrderBook 

type OrderBook struct {
	sync.RWMutex
	// contains filtered or unexported fields
}

func NewOrderBook 

func NewOrderBook(symbol string, ctVal decimal.Decimal) *OrderBook

func (*OrderBook) GetBestAsk 

func (ob *OrderBook) GetBestAsk() (decimal.Decimal, decimal.Decimal)

GetBestAsk gets the best ask (Price, Quantity). Returns 0,0 if no asks.

func (*OrderBook) GetBestBid 

func (ob *OrderBook) GetBestBid() (decimal.Decimal, decimal.Decimal)

GetBestBid gets the best bid (Price, Quantity). Returns 0,0 if no bids.

func (*OrderBook) GetDepth 

func (ob *OrderBook) GetDepth(limit int) ([]exchanges.Level, []exchanges.Level)

func (*OrderBook) IsInitialized 

func (ob *OrderBook) IsInitialized() bool

IsInitialized returns whether the orderbook has received its first snapshot

func (*OrderBook) ProcessUpdate 

func (ob *OrderBook) ProcessUpdate(data *okx.OrderBook, action string)

func (*OrderBook) Timestamp 

func (ob *OrderBook) Timestamp() int64

Timestamp satisfies the LocalOrderBook interface

func (*OrderBook) ToAdapterOrderBook 

func (ob *OrderBook) ToAdapterOrderBook(depth int) *exchanges.OrderBook

func (*OrderBook) WaitReady 

func (ob *OrderBook) WaitReady(ctx context.Context, timeout time.Duration) bool

WaitReady 等待 OrderBook 初始化完成

type SpotAdapter 

type SpotAdapter struct {
	*exchanges.BaseAdapter
	// contains filtered or unexported fields
}

SpotAdapter OKX 现货适配器

func NewSpotAdapter 

func NewSpotAdapter(ctx context.Context, opts Options) (*SpotAdapter, error)

NewSpotAdapter creates a new OKX spot adapter

func (*SpotAdapter) CancelAllOrders 

func (a *SpotAdapter) CancelAllOrders(ctx context.Context, symbol string) error

func (*SpotAdapter) CancelOrder 

func (a *SpotAdapter) CancelOrder(ctx context.Context, orderID, symbol string) error

func (*SpotAdapter) Close 

func (a *SpotAdapter) Close() error

func (*SpotAdapter) ExtractSymbol 

func (a *SpotAdapter) ExtractSymbol(instId string) string

ExtractSymbol converts OKX InstId (e.g., BTC-USDT) to internal symbol (e.g., BTC)

func (*SpotAdapter) FetchAccount 

func (a *SpotAdapter) FetchAccount(ctx context.Context) (*exchanges.Account, error)

func (*SpotAdapter) FetchBalance 

func (a *SpotAdapter) FetchBalance(ctx context.Context) (decimal.Decimal, error)

func (*SpotAdapter) FetchFeeRate 

func (a *SpotAdapter) FetchFeeRate(ctx context.Context, symbol string) (*exchanges.FeeRate, error)

func (*SpotAdapter) FetchKlines 

func (a *SpotAdapter) FetchKlines(ctx context.Context, symbol string, interval exchanges.Interval, opts *exchanges.KlineOpts) ([]exchanges.Kline, error)

func (*SpotAdapter) FetchOpenOrders 

func (a *SpotAdapter) FetchOpenOrders(ctx context.Context, symbol string) ([]exchanges.Order, error)

func (*SpotAdapter) FetchOrder 

func (a *SpotAdapter) FetchOrder(ctx context.Context, orderID, symbol string) (*exchanges.Order, error)

func (*SpotAdapter) FetchOrderBook 

func (a *SpotAdapter) FetchOrderBook(ctx context.Context, symbol string, limit int) (*exchanges.OrderBook, error)

func (*SpotAdapter) FetchSpotBalances 

func (a *SpotAdapter) FetchSpotBalances(ctx context.Context) ([]exchanges.SpotBalance, error)

func (*SpotAdapter) FetchSymbolDetails 

func (a *SpotAdapter) FetchSymbolDetails(ctx context.Context, symbol string) (*exchanges.SymbolDetails, error)

func (*SpotAdapter) FetchTicker 

func (a *SpotAdapter) FetchTicker(ctx context.Context, symbol string) (*exchanges.Ticker, error)

func (*SpotAdapter) FetchTrades 

func (a *SpotAdapter) FetchTrades(ctx context.Context, symbol string, limit int) ([]exchanges.Trade, error)

func (*SpotAdapter) FormatSymbol 

func (a *SpotAdapter) FormatSymbol(symbol string) string

FormatSymbol converts internal symbol (e.g., BTC) to OKX spot InstId (e.g., BTC-USDT)

func (*SpotAdapter) GetLocalOrderBook 

func (a *SpotAdapter) GetLocalOrderBook(symbol string, depth int) *exchanges.OrderBook

GetLocalOrderBook retrieves locally maintained order book

func (*SpotAdapter) IsConnected 

func (a *SpotAdapter) IsConnected(ctx context.Context) (bool, error)

func (*SpotAdapter) ModifyOrder 

func (a *SpotAdapter) ModifyOrder(ctx context.Context, orderID, symbol string, params *exchanges.ModifyOrderParams) (*exchanges.Order, error)

func (*SpotAdapter) PlaceOrder 

func (a *SpotAdapter) PlaceOrder(ctx context.Context, params *exchanges.OrderParams) (*exchanges.Order, error)

func (*SpotAdapter) RefreshSymbolDetails 

func (a *SpotAdapter) RefreshSymbolDetails(ctx context.Context) error

func (*SpotAdapter) StopWatchKlines 

func (a *SpotAdapter) StopWatchKlines(ctx context.Context, symbol string, interval exchanges.Interval) error

func (*SpotAdapter) StopWatchOrderBook 

func (a *SpotAdapter) StopWatchOrderBook(ctx context.Context, symbol string) error

func (*SpotAdapter) StopWatchOrders 

func (a *SpotAdapter) StopWatchOrders(ctx context.Context) error

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func (*SpotAdapter) StopWatchPositions 

func (a *SpotAdapter) StopWatchPositions(ctx context.Context) error

func (*SpotAdapter) StopWatchTicker 

func (a *SpotAdapter) StopWatchTicker(ctx context.Context, symbol string) error

func (*SpotAdapter) StopWatchTrades 

func (a *SpotAdapter) StopWatchTrades(ctx context.Context, symbol string) error

func (*SpotAdapter) TransferAsset 

func (a *SpotAdapter) TransferAsset(ctx context.Context, params *exchanges.TransferParams) error

func (*SpotAdapter) WaitOrderBookReady 

func (a *SpotAdapter) WaitOrderBookReady(ctx context.Context, symbol string) error

WaitOrderBookReady waits for orderbook to be ready

func (*SpotAdapter) WatchKlines 

func (a *SpotAdapter) WatchKlines(ctx context.Context, symbol string, interval exchanges.Interval, callback exchanges.KlineCallback) error

func (*SpotAdapter) WatchOrderBook 

func (a *SpotAdapter) WatchOrderBook(ctx context.Context, symbol string, callback exchanges.OrderBookCallback) error

func (*SpotAdapter) WatchOrders 

func (a *SpotAdapter) WatchOrders(ctx context.Context, callback exchanges.OrderUpdateCallback) error

func (*SpotAdapter) WatchPositions 

func (a *SpotAdapter) WatchPositions(ctx context.Context, cb exchanges.PositionUpdateCallback) error

func (*SpotAdapter) WatchTicker 

func (a *SpotAdapter) WatchTicker(ctx context.Context, symbol string, callback exchanges.TickerCallback) error

func (*SpotAdapter) WatchTrades 

func (a *SpotAdapter) WatchTrades(ctx context.Context, symbol string, callback exchanges.TradeCallback) error

func (*SpotAdapter) WithCredentials 

func (a *SpotAdapter) WithCredentials(apiKey, secretKey string) exchanges.Exchange

func (*SpotAdapter) WsAccountConnected 

func (a *SpotAdapter) WsAccountConnected(ctx context.Context) error

func (*SpotAdapter) WsMarketConnected 

func (a *SpotAdapter) WsMarketConnected(ctx context.Context) error

func (*SpotAdapter) WsOrderConnected 

func (a *SpotAdapter) WsOrderConnected(ctx context.Context) error

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