exchanges

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Versions in this module

v0

v0.2.19

Apr 18, 2026

Changes in this version

type BaseAdapter

+ func (b *BaseAdapter) FetchHistoricalTrades(ctx context.Context, symbol string, opts *HistoricalTradeOpts) ([]Trade, error)

type Exchange

+ FetchHistoricalTrades func(ctx context.Context, symbol string, opts *HistoricalTradeOpts) ([]Trade, error)

+ type FundingRateHistoryOpts struct

+ End *time.Time

+ Limit int

+ Start *time.Time

+ type HistoricalTradeOpts struct

+ End *time.Time

+ FromID string

+ Limit int

+ Start *time.Time

+ type OpenInterest struct

+ OIContracts decimal.Decimal

+ OINotional decimal.Decimal

+ Symbol string

+ Timestamp int64

type PerpExchange

+ FetchFundingRateHistory func(ctx context.Context, symbol string, opts *FundingRateHistoryOpts) ([]FundingRate, error)

+ FetchOpenInterest func(ctx context.Context, symbol string) (*OpenInterest, error)

type Ticker

+ OpenPrice decimal.Decimal

+ PriceChange decimal.Decimal

+ PriceChangePercent decimal.Decimal

+ TradeCount int64

+ WeightedAvgPrice decimal.Decimal

v0.2.18

Apr 18, 2026

v0.2.17

Apr 17, 2026

v0.2.16

Apr 16, 2026

v0.2.15

Apr 12, 2026

v0.2.14

Apr 12, 2026

v0.2.13

Apr 10, 2026

v0.2.12

Apr 6, 2026

v0.2.11

Apr 6, 2026

v0.2.10

Apr 4, 2026

v0.2.9

Apr 4, 2026

Changes in this version

type Exchange

+ CancelOrderWS func(ctx context.Context, orderID, symbol string) error

+ PlaceOrderWS func(ctx context.Context, params *OrderParams) error

+ type OrderFlow struct

+ func (f *OrderFlow) C() <-chan *Order

+ func (f *OrderFlow) Close()

+ func (f *OrderFlow) Latest() *Order

+ func (f *OrderFlow) Wait(ctx context.Context, predicate func(*Order) bool) (*Order, error)

type PerpExchange

+ ModifyOrderWS func(ctx context.Context, orderID, symbol string, params *ModifyOrderParams) error

+ type TradingAccount struct

+ func NewTradingAccount(adp Exchange, logger Logger, _ ...TradingAccountOption) *TradingAccount

+ func (a *TradingAccount) Balance() decimal.Decimal

+ func (a *TradingAccount) Cancel(ctx context.Context, orderID, symbol string) error

+ func (a *TradingAccount) CancelWS(ctx context.Context, orderID, symbol string) error

+ func (a *TradingAccount) Close()

+ func (a *TradingAccount) OpenOrder(orderID string) (*Order, bool)

+ func (a *TradingAccount) OpenOrders() []Order

+ func (a *TradingAccount) Place(ctx context.Context, params *OrderParams) (*OrderFlow, error)

+ func (a *TradingAccount) PlaceWS(ctx context.Context, params *OrderParams) (*OrderFlow, error)

+ func (a *TradingAccount) Position(symbol string) (*Position, bool)

+ func (a *TradingAccount) Positions() []Position

+ func (a *TradingAccount) Start(ctx context.Context) (err error)

+ func (a *TradingAccount) SubscribeOrders() *Subscription[Order]

+ func (a *TradingAccount) SubscribePositions() *Subscription[Position]

+ func (a *TradingAccount) Track(orderID, clientOrderID string) (*OrderFlow, error)

+ type TradingAccountOption func(*TradingAccount)

v0.2.8

Apr 3, 2026

v0.2.7

Apr 2, 2026

Changes in this version

+ type Fill struct

+ ClientOrderID string

+ Fee decimal.Decimal

+ FeeAsset string

+ IsMaker bool

+ OrderID string

+ Price decimal.Decimal

+ Quantity decimal.Decimal

+ Side OrderSide

+ Symbol string

+ Timestamp int64

+ TradeID string

+ type FillCallback func(*Fill)

type Order

+ AverageFillPrice decimal.Decimal

+ LastFillPrice decimal.Decimal

+ LastFillQuantity decimal.Decimal

+ OrderPrice decimal.Decimal

type Streamable

+ StopWatchFills func(ctx context.Context) error

+ WatchFills func(ctx context.Context, cb FillCallback) error

v0.2.6

Apr 2, 2026

v0.2.5

Apr 2, 2026

v0.2.4

Mar 26, 2026

v0.2.3

Mar 26, 2026

v0.2.2

Mar 26, 2026

v0.2.1

Mar 26, 2026

v0.2.0

Mar 25, 2026

Changes in this version

+ type EventBus struct

+ func NewEventBus[T any]() *EventBus[T]

+ func (b *EventBus[T]) Close()

+ func (b *EventBus[T]) Publish(event *T)

+ func (b *EventBus[T]) Subscribe() *Subscription[T]

type Exchange

+ FetchOrderByID func(ctx context.Context, orderID, symbol string) (*Order, error)

+ FetchOrders func(ctx context.Context, symbol string) ([]Order, error)

+ type LocalState struct

+ func NewLocalState(adp Exchange, logger Logger) *LocalState

+ func (s *LocalState) Close()

+ func (s *LocalState) GetAllOpenOrders() []Order

+ func (s *LocalState) GetAllPositions() []Position

+ func (s *LocalState) GetBalance() decimal.Decimal

+ func (s *LocalState) GetOrder(orderID string) (*Order, bool)

+ func (s *LocalState) GetPosition(symbol string) (*Position, bool)

+ func (s *LocalState) PlaceOrder(ctx context.Context, params *OrderParams) (*OrderResult, error)

+ func (s *LocalState) Start(ctx context.Context) error

+ func (s *LocalState) SubscribeOrders() *Subscription[Order]

+ func (s *LocalState) SubscribePositions() *Subscription[Position]

+ type OrderResult struct

+ Order *Order

+ Sub *Subscription[Order]

+ func (r *OrderResult) Done()

+ func (r *OrderResult) WaitTerminal(timeout time.Duration) (*Order, error)

+ type Subscription struct

+ C <-chan *T

+ func (s *Subscription[T]) Unsubscribe()

v0.1.4

Mar 13, 2026

v0.1.3

Mar 13, 2026

Changes in this version

+ func DerivePartialFillStatus(order *Order)

v0.1.2

Mar 13, 2026

Changes in this version

+ type QuoteCurrency string

+ const QuoteCurrencyDUSD

+ const QuoteCurrencyUSDC

+ const QuoteCurrencyUSDT

v0.1.1

Mar 13, 2026

v0.1.0

Mar 13, 2026

Changes in this version

+ var ErrAuthFailed = errors.New("authentication failed")

+ var ErrInsufficientBalance = errors.New("insufficient balance")

+ var ErrInvalidPrecision = errors.New("invalid precision")

+ var ErrMinNotional = errors.New("below minimum notional")

+ var ErrMinQuantity = errors.New("below minimum quantity")

+ var ErrNetworkTimeout = errors.New("network timeout")

+ var ErrNotSupported = errors.New("not supported")

+ var ErrOrderNotFound = errors.New("order not found")

+ var ErrRateLimited = errors.New("rate limited")

+ var ErrSymbolNotFound = errors.New("symbol not found")

+ func CountDecimalPlaces(s string) int32

+ func FloorToPrecision(value decimal.Decimal, precision int32) decimal.Decimal

+ func FormatDecimal(d decimal.Decimal) string

+ func GenerateID() string

+ func Register(name string, ctor AdapterConstructor)

+ func RegisteredExchanges() []string

+ func RoundToPrecision(value decimal.Decimal, precision int32) decimal.Decimal

+ func RoundToSignificantFigures(value decimal.Decimal, sigFigs int32) decimal.Decimal

+ func ValidateAndFormatParams(params *OrderParams, details *SymbolDetails) error

+ type Account struct

+ AvailableBalance decimal.Decimal

+ Orders []Order

+ Positions []Position

+ RealizedPnL decimal.Decimal

+ TotalBalance decimal.Decimal

+ UnrealizedPnL decimal.Decimal

+ type AccountManager struct

+ func NewAccountManager(adapter PerpExchange, logger Logger) (*AccountManager, error)

+ func (m *AccountManager) Close()

+ func (m *AccountManager) ForceRefresh(ctx context.Context) error

+ func (m *AccountManager) GetAllPositions() []*Position

+ func (m *AccountManager) GetLocalBalance() decimal.Decimal

+ func (m *AccountManager) GetOrder(orderID string) (*Order, bool)

+ func (m *AccountManager) GetOrderStream() <-chan *Order

+ func (m *AccountManager) GetPosition(symbol string) (*Position, bool)

+ func (m *AccountManager) GetPositionStream() <-chan *Position

+ func (m *AccountManager) Start(ctx context.Context, syncInterval time.Duration) error

+ type AccountType string

+ const AccountTypePerp

+ const AccountTypeSpot

+ const AccountTypeUnified

+ type AdapterConstructor func(ctx context.Context, marketType MarketType, opts map[string]string) (Exchange, error)

+ func LookupConstructor(name string) (AdapterConstructor, error)

+ type BanState struct

+ func (b *BanState) BannedFor() time.Duration

+ func (b *BanState) IsBanned() (bool, time.Time)

+ func (b *BanState) ParseAndSetBan(err error) bool

+ func (b *BanState) SetBan(untilMs int64)

+ type BaseAdapter struct

+ Logger Logger

+ MarketType MarketType

+ Name string

+ func NewBaseAdapter(name string, marketType MarketType, logger Logger) *BaseAdapter

+ func (b *BaseAdapter) AcquireRate(ctx context.Context, method string) error

+ func (b *BaseAdapter) ApplySlippage(ctx context.Context, params *OrderParams, ...) error

+ func (b *BaseAdapter) BanStatus() (banned bool, until time.Time)

+ func (b *BaseAdapter) GetExchange() string

+ func (b *BaseAdapter) GetLocalOrderBook(symbol string, depth int) *OrderBook

+ func (b *BaseAdapter) GetLocalOrderBookImplementation(symbol string) (LocalOrderBook, bool)

+ func (b *BaseAdapter) GetMarketType() MarketType

+ func (b *BaseAdapter) GetOrderMode() OrderMode

+ func (b *BaseAdapter) GetSymbolDetail(symbol string) (*SymbolDetails, error)

+ func (b *BaseAdapter) IsAccountConnected() bool

+ func (b *BaseAdapter) IsMarketConnected() bool

+ func (b *BaseAdapter) IsOrderConnected() bool

+ func (b *BaseAdapter) IsRESTMode() bool

+ func (b *BaseAdapter) ListSymbols() []string

+ func (b *BaseAdapter) MarkAccountConnected()

+ func (b *BaseAdapter) MarkMarketConnected()

+ func (b *BaseAdapter) MarkOrderConnected()

+ func (b *BaseAdapter) RateLimitStats() []ratelimit.BucketStats

+ func (b *BaseAdapter) RecordBan(err error) bool

+ func (b *BaseAdapter) RemoveLocalOrderBook(symbol string)

+ func (b *BaseAdapter) SetLocalOrderBook(symbol string, ob LocalOrderBook)

+ func (b *BaseAdapter) SetOrderMode(mode OrderMode)

+ func (b *BaseAdapter) SetSymbolDetails(details map[string]*SymbolDetails)

+ func (b *BaseAdapter) ValidateOrder(params *OrderParams) error

+ func (b *BaseAdapter) WaitOrderBookReady(ctx context.Context, symbol string) error

+ func (b *BaseAdapter) WithRateLimiter(rules []ratelimit.RateLimitRule, weights map[string][]ratelimit.CategoryWeight)

+ type ErrBanned struct

+ Until time.Time

+ func (e *ErrBanned) Error() string

+ type Exchange interface

+ CancelAllOrders func(ctx context.Context, symbol string) error

+ CancelOrder func(ctx context.Context, orderID, symbol string) error

+ Close func() error

+ ExtractSymbol func(symbol string) string

+ FetchAccount func(ctx context.Context) (*Account, error)

+ FetchBalance func(ctx context.Context) (decimal.Decimal, error)

+ FetchFeeRate func(ctx context.Context, symbol string) (*FeeRate, error)

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

+ FetchOpenOrders func(ctx context.Context, symbol string) ([]Order, error)

+ FetchOrder func(ctx context.Context, orderID, symbol string) (*Order, error)

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

+ FetchSymbolDetails func(ctx context.Context, symbol string) (*SymbolDetails, error)

+ FetchTicker func(ctx context.Context, symbol string) (*Ticker, error)

+ FetchTrades func(ctx context.Context, symbol string, limit int) ([]Trade, error)

+ FormatSymbol func(symbol string) string

+ GetExchange func() string

+ GetLocalOrderBook func(symbol string, depth int) *OrderBook

+ GetMarketType func() MarketType

+ ListSymbols func() []string

+ PlaceOrder func(ctx context.Context, params *OrderParams) (*Order, error)

+ StopWatchOrderBook func(ctx context.Context, symbol string) error

+ WatchOrderBook func(ctx context.Context, symbol string, cb OrderBookCallback) error

+ type ExchangeError struct

+ Code string

+ Err error

+ Exchange string

+ Message string

+ func NewExchangeError(exchange, code, message string, sentinel error) *ExchangeError

+ func (e *ExchangeError) Error() string

+ func (e *ExchangeError) Unwrap() error

+ type FeeRate struct

+ Maker decimal.Decimal

+ Taker decimal.Decimal

+ type FundingRate struct

+ FundingIntervalHours int64

+ FundingRate decimal.Decimal

+ FundingTime int64

+ NextFundingTime int64

+ Symbol string

+ UpdateTime int64

+ type Interval string

+ const Interval12h

+ const Interval15m

+ const Interval1M

+ const Interval1d

+ const Interval1h

+ const Interval1m

+ const Interval1w

+ const Interval2h

+ const Interval30m

+ const Interval3d

+ const Interval3m

+ const Interval4h

+ const Interval5m

+ const Interval6h

+ const Interval8h

+ type IsolatedMarginAccount struct

+ Assets []IsolatedMarginSymbol

+ TotalAssetBTC decimal.Decimal

+ TotalLiabilityBTC decimal.Decimal

+ TotalNetAssetBTC decimal.Decimal

+ type IsolatedMarginAsset struct

+ Asset string

+ BorrowEnabled bool

+ Borrowed decimal.Decimal

+ Free decimal.Decimal

+ Interest decimal.Decimal

+ Locked decimal.Decimal

+ NetAsset decimal.Decimal

+ TotalAsset decimal.Decimal

+ type IsolatedMarginSymbol struct

+ BaseAsset IsolatedMarginAsset

+ Enabled bool

+ IndexPrice decimal.Decimal

+ LiquidatePrice decimal.Decimal

+ LiquidateRate decimal.Decimal

+ MarginLevel decimal.Decimal

+ MarginRatio decimal.Decimal

+ QuoteAsset IsolatedMarginAsset

+ Symbol string

+ type Kline struct

+ Close decimal.Decimal

+ High decimal.Decimal

+ Interval Interval

+ Low decimal.Decimal

+ Open decimal.Decimal

+ QuoteVol decimal.Decimal

+ Symbol string

+ Timestamp int64

+ Volume decimal.Decimal

+ type KlineCallback func(*Kline)

+ type KlineOpts struct

+ End *time.Time

+ Limit int

+ Start *time.Time

+ type Level struct

+ Price decimal.Decimal

+ Quantity decimal.Decimal

+ type LocalOrderBook interface

+ GetDepth func(limit int) ([]Level, []Level)

+ Timestamp func() int64

+ WaitReady func(ctx context.Context, timeout time.Duration) bool

+ type LocalStateManager struct

+ func NewLocalStateManager(logger Logger) *LocalStateManager

+ func (m *LocalStateManager) ApplyOrderUpdate(o *Order)

+ func (m *LocalStateManager) ApplyPositionUpdate(p *Position)

+ func (m *LocalStateManager) Close()

+ func (m *LocalStateManager) GetAllOpenOrders() []Order

+ func (m *LocalStateManager) GetAllPositions() []Position

+ func (m *LocalStateManager) GetBalance() decimal.Decimal

+ func (m *LocalStateManager) GetOrder(orderID string) (*Order, bool)

+ func (m *LocalStateManager) GetOrderStream() <-chan *Order

+ func (m *LocalStateManager) GetPosition(symbol string) (*Position, bool)

+ func (m *LocalStateManager) GetPositionStream() <-chan *Position

+ func (m *LocalStateManager) IsInitialized() bool

+ func (m *LocalStateManager) SetInitialState(balance decimal.Decimal, positions []Position, orders []Order)

+ func (m *LocalStateManager) UpdateBalance(balance decimal.Decimal)

+ type Logger interface

+ Debugw func(msg string, keysAndValues ...any)

+ Errorw func(msg string, keysAndValues ...any)

+ Infow func(msg string, keysAndValues ...any)

+ Warnw func(msg string, keysAndValues ...any)

+ var NopLogger Logger = nopLogger{}

+ type Manager struct

+ func NewManager() *Manager

+ func (m *Manager) CloseAll() error

+ func (m *Manager) GetAdapter(name string) (Exchange, error)

+ func (m *Manager) GetAllAdapters() []Exchange

+ func (m *Manager) GetExchangeNames() []string

+ func (m *Manager) Register(name string, adp Exchange)

+ type MarginAccount struct

+ MarginLevel decimal.Decimal

+ TotalAssetBTC decimal.Decimal

+ TotalLiabilityBTC decimal.Decimal

+ TotalNetAssetBTC decimal.Decimal

+ UserAssets []MarginAsset

+ type MarginAsset struct

+ Asset string

+ Borrowed decimal.Decimal

+ Free decimal.Decimal

+ Interest decimal.Decimal

+ Locked decimal.Decimal

+ NetAsset decimal.Decimal

+ type MarginType string

+ const MarginTypeCash

+ const MarginTypeCrossed

+ const MarginTypeIsolated

+ type MarketType string

+ const MarketTypePerp

+ const MarketTypeSpot

+ type ModifyOrderParams struct

+ Price decimal.Decimal

+ Quantity decimal.Decimal

+ type Order struct

+ ClientOrderID string

+ Fee decimal.Decimal

+ FilledQuantity decimal.Decimal

+ OrderID string

+ Price decimal.Decimal

+ Quantity decimal.Decimal

+ ReduceOnly bool

+ Side OrderSide

+ Status OrderStatus

+ Symbol string

+ TimeInForce TimeInForce

+ Timestamp int64

+ Type OrderType

+ func PlaceLimitOrder(ctx context.Context, adp Exchange, symbol string, side OrderSide, ...) (*Order, error)

+ func PlaceMarketOrder(ctx context.Context, adp Exchange, symbol string, side OrderSide, ...) (*Order, error)

+ func PlaceMarketOrderWithSlippage(ctx context.Context, adp Exchange, symbol string, side OrderSide, ...) (*Order, error)

+ type OrderBook struct

+ Asks []Level

+ Bids []Level

+ Symbol string

+ Timestamp int64

+ type OrderBookCallback func(*OrderBook)

+ type OrderMode string

+ const OrderModeREST

+ const OrderModeWS

+ type OrderParams struct

+ ClientID string

+ Price decimal.Decimal

+ Quantity decimal.Decimal

+ ReduceOnly bool

+ Side OrderSide

+ Slippage decimal.Decimal

+ Symbol string

+ TimeInForce TimeInForce

+ Type OrderType

+ type OrderSide string

+ const OrderSideBuy

+ const OrderSideSell

+ type OrderStatus string

+ const OrderStatusCancelled

+ const OrderStatusFilled

+ const OrderStatusNew

+ const OrderStatusPartiallyFilled

+ const OrderStatusPending

+ const OrderStatusRejected

+ const OrderStatusUnknown

+ type OrderType string

+ const OrderTypeLimit

+ const OrderTypeMarket

+ const OrderTypePostOnly

+ const OrderTypeStopLossLimit

+ const OrderTypeStopLossMarket

+ const OrderTypeTakeProfitLimit

+ const OrderTypeTakeProfitMarket

+ const OrderTypeUnknown

+ type OrderUpdateCallback func(*Order)

+ type PerpExchange interface

+ FetchAllFundingRates func(ctx context.Context) ([]FundingRate, error)

+ FetchFundingRate func(ctx context.Context, symbol string) (*FundingRate, error)

+ FetchPositions func(ctx context.Context) ([]Position, error)

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

+ SetLeverage func(ctx context.Context, symbol string, leverage int) error

+ type Position struct

+ EntryPrice decimal.Decimal

+ Leverage decimal.Decimal

+ LiquidationPrice decimal.Decimal

+ MaintenanceMargin decimal.Decimal

+ MarginType string

+ Quantity decimal.Decimal

+ RealizedPnL decimal.Decimal

+ Side PositionSide

+ Symbol string

+ UnrealizedPnL decimal.Decimal

+ type PositionSide string

+ const PositionSideBoth

+ const PositionSideLong

+ const PositionSideShort

+ type PositionUpdateCallback func(*Position)

+ type SpotBalance struct

+ Asset string

+ Free decimal.Decimal

+ Locked decimal.Decimal

+ Total decimal.Decimal

+ type SpotExchange interface

+ FetchSpotBalances func(ctx context.Context) ([]SpotBalance, error)

+ TransferAsset func(ctx context.Context, params *TransferParams) error

+ type Streamable interface

+ StopWatchKlines func(ctx context.Context, symbol string, interval Interval) error

+ StopWatchOrders func(ctx context.Context) error

+ StopWatchPositions func(ctx context.Context) error

+ StopWatchTicker func(ctx context.Context, symbol string) error

+ StopWatchTrades func(ctx context.Context, symbol string) error

+ WatchKlines func(ctx context.Context, symbol string, interval Interval, cb KlineCallback) error

+ WatchOrders func(ctx context.Context, cb OrderUpdateCallback) error

+ WatchPositions func(ctx context.Context, cb PositionUpdateCallback) error

+ WatchTicker func(ctx context.Context, symbol string, cb TickerCallback) error

+ WatchTrades func(ctx context.Context, symbol string, cb TradeCallback) error

+ type SymbolDetails struct

+ MinNotional decimal.Decimal

+ MinQuantity decimal.Decimal

+ PricePrecision int32

+ QuantityPrecision int32

+ Symbol string

+ type Ticker struct

+ Ask decimal.Decimal

+ Bid decimal.Decimal

+ High24h decimal.Decimal

+ IndexPrice decimal.Decimal

+ LastPrice decimal.Decimal

+ Low24h decimal.Decimal

+ MarkPrice decimal.Decimal

+ MidPrice decimal.Decimal

+ QuoteVol decimal.Decimal

+ Symbol string

+ Timestamp int64

+ Volume24h decimal.Decimal

+ type TickerCallback func(*Ticker)

+ type TimeInForce string

+ const TimeInForceFOK

+ const TimeInForceGTC

+ const TimeInForceIOC

+ const TimeInForcePO

+ type Trade struct

+ ID string

+ Price decimal.Decimal

+ Quantity decimal.Decimal

+ Side TradeSide

+ Symbol string

+ Timestamp int64

+ type TradeCallback func(*Trade)

+ type TradeSide string

+ const TradeSideBuy

+ const TradeSideSell

+ type TransferParams struct

+ Amount decimal.Decimal

+ Asset string

+ FromAccount AccountType

+ ToAccount AccountType

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