banexg

type Account struct {
	Name         string
	NoTrade      bool
	Creds        *Credential
	MarPositions map[string][]*Position // marketType: Position List
	MarBalances  map[string]*Balances   // marketType: Balances
	Leverages    map[string]int         // 币种当前的杠杆倍数
	Data         map[string]interface{}
	LockPos      *deadlock.Mutex
	LockBalance  *deadlock.Mutex
	LockLeverage *deadlock.Mutex
	LockData     *deadlock.Mutex
}

type AccountAccess struct {
	TradeAllowed    bool
	TradeKnown      bool
	WithdrawAllowed bool
	WithdrawKnown   bool
	IPAny           bool
	IPKnown         bool
	PosMode         string
	AcctMode        string
	AcctLv          string
	MarginMode      string
	Info            map[string]interface{}
}

type AccountConfig struct {
	Symbol   string
	Leverage int
}

type ApiRes[T any] struct {
	*HttpRes
	Result T `json:"content"`
}

type Asset struct {
	Code  string
	Free  float64
	Used  float64
	Total float64
	Debt  float64
	UPol  float64
}

type AsyncConn struct {
	WsConn
	// contains filtered or unexported fields
}

type Balances struct {
	TimeStamp      int64
	Free           map[string]float64
	Used           map[string]float64
	Total          map[string]float64
	Assets         map[string]*Asset
	IsolatedAssets map[string]map[string]*Asset // 逐仓账户资产，键是symbol
	Info           map[string]interface{}
}

type BanExchange interface {
	LoadMarkets(reload bool, params map[string]interface{}) (MarketMap, *errs.Error)
	GetCurMarkets() MarketMap
	GetMarket(symbol string) (*Market, *errs.Error)
	/*
		Map the original variety ID of the exchange to a standard symbol, where year is the year where the K-line data is located
		将交易所原始品种ID映射为标准symbol，year是K线数据所在年
	*/
	MapMarket(rawID string, year int) (*Market, *errs.Error)
	FetchTicker(symbol string, params map[string]interface{}) (*Ticker, *errs.Error)
	FetchTickers(symbols []string, params map[string]interface{}) ([]*Ticker, *errs.Error)
	FetchTickerPrice(symbol string, params map[string]interface{}) (map[string]float64, *errs.Error)
	LoadLeverageBrackets(reload bool, params map[string]interface{}) *errs.Error
	InitLeverageBrackets() *errs.Error
	GetLeverage(symbol string, notional float64, account string) (float64, float64)
	CheckSymbols(symbols ...string) ([]string, []string)
	Info() *ExgInfo

	FetchOHLCV(symbol, timeframe string, since int64, limit int, params map[string]interface{}) ([]*Kline, *errs.Error)
	FetchOrderBook(symbol string, limit int, params map[string]interface{}) (*OrderBook, *errs.Error)
	FetchLastPrices(symbols []string, params map[string]interface{}) ([]*LastPrice, *errs.Error)
	FetchFundingRate(symbol string, params map[string]interface{}) (*FundingRateCur, *errs.Error)
	FetchFundingRates(symbols []string, params map[string]interface{}) ([]*FundingRateCur, *errs.Error)
	FetchFundingRateHistory(symbol string, since int64, limit int, params map[string]interface{}) ([]*FundingRate, *errs.Error)

	// FetchOrder query given order
	FetchOrder(symbol, id string, params map[string]interface{}) (*Order, *errs.Error)
	// FetchOrders Get all account orders; active, canceled, or filled. (symbol required)
	FetchOrders(symbol string, since int64, limit int, params map[string]interface{}) ([]*Order, *errs.Error)
	FetchBalance(params map[string]interface{}) (*Balances, *errs.Error)
	FetchAccountAccess(params map[string]interface{}) (*AccountAccess, *errs.Error)
	// FetchAccountPositions Get account positions on all symbols
	FetchAccountPositions(symbols []string, params map[string]interface{}) ([]*Position, *errs.Error)
	// FetchPositions Get position risks (default) or account positions on all symbols
	FetchPositions(symbols []string, params map[string]interface{}) ([]*Position, *errs.Error)
	// FetchOpenOrders gets open orders for one or all symbols. ParamFullSnapshot
	// includes exchange-native conditional order classes and fails unless the
	// adapter can prove the result is complete within limit.
	FetchOpenOrders(symbol string, since int64, limit int, params map[string]interface{}) ([]*Order, *errs.Error)
	FetchIncomeHistory(inType string, symbol string, since int64, limit int, params map[string]interface{}) ([]*Income, *errs.Error)

	CreateOrder(symbol, odType, side string, amount, price float64, params map[string]interface{}) (*Order, *errs.Error)
	EditOrder(symbol, orderId, side string, amount, price float64, params map[string]interface{}) (*Order, *errs.Error)
	CancelOrder(id string, symbol string, params map[string]interface{}) (*Order, *errs.Error)

	SetFees(fees map[string]map[string]float64)
	CalculateFee(symbol, odType, side string, amount float64, price float64, isMaker bool, params map[string]interface{}) (*Fee, *errs.Error)
	SetLeverage(leverage float64, symbol string, params map[string]interface{}) (map[string]interface{}, *errs.Error)
	CalcMaintMargin(symbol string, cost float64) (float64, *errs.Error)
	Call(method string, params map[string]interface{}) (*HttpRes, *errs.Error)

	WatchOrderBooks(symbols []string, limit int, params map[string]interface{}) (chan *OrderBook, *errs.Error)
	UnWatchOrderBooks(symbols []string, params map[string]interface{}) *errs.Error
	WatchOHLCVs(jobs [][2]string, params map[string]interface{}) (chan *PairTFKline, *errs.Error)
	UnWatchOHLCVs(jobs [][2]string, params map[string]interface{}) *errs.Error
	WatchMarkPrices(symbols []string, params map[string]interface{}) (chan map[string]float64, *errs.Error)
	UnWatchMarkPrices(symbols []string, params map[string]interface{}) *errs.Error
	WatchTrades(symbols []string, params map[string]interface{}) (chan *Trade, *errs.Error)
	UnWatchTrades(symbols []string, params map[string]interface{}) *errs.Error
	WatchMyTrades(params map[string]interface{}) (chan *MyTrade, *errs.Error)
	WatchBalance(params map[string]interface{}) (chan *Balances, *errs.Error)
	WatchPositions(params map[string]interface{}) (chan []*Position, *errs.Error)
	WatchAccountConfig(params map[string]interface{}) (chan *AccountConfig, *errs.Error)

	// SetDump Record all websocket messages to the specified file 将websocket所有消息记录到指定文件
	SetDump(path string) *errs.Error
	// SetReplay Replay all websocket messages from the specified file 从指定文件重放所有websocket消息
	SetReplay(path string) *errs.Error
	// GetReplayTo Retrieve the 13 bit timestamp of the next message to be replayed, with sys. MaxInt64 indicating no next message 获取下一个要重放的消息13位时间戳，sys.MaxInt64表示无下一个消息
	GetReplayTo() int64
	// ReplayOne Replay the next websocket message 重放下一个websocket消息
	ReplayOne() *errs.Error
	// ReplayAll Replay all recorded websocket messages 重放所有记录的websocket消息
	ReplayAll() *errs.Error
	// SetOnWsChan Trigger callback when creating a new websocket message chan 创建新websocket消息chan时触发回调
	SetOnWsChan(cb FuncOnWsChan)

	PrecAmount(m *Market, amount float64) (float64, *errs.Error)
	PrecPrice(m *Market, price float64) (float64, *errs.Error)
	PrecCost(m *Market, cost float64) (float64, *errs.Error)
	PrecFee(m *Market, fee float64) (float64, *errs.Error)

	HasApi(key, market string) bool
	SetOnHost(cb func(n string) string)
	PriceOnePip(symbol string) (float64, *errs.Error)
	IsContract(marketType string) bool
	MilliSeconds() int64

	GetAccount(id string) (*Account, *errs.Error)
	SetMarketType(marketType, contractType string) *errs.Error
	GetExg() *Exchange
	Close() *errs.Error
	GetNetDisable() bool
	SetNetDisable(v bool)
}

type BaseLvgBracket struct {
	Bracket          int     `json:"bracket"`          // tier level
	InitialLeverage  int     `json:"initialLeverage"`  // max initial leverage for this tier
	MaintMarginRatio float64 `json:"maintMarginRatio"` // maintenance margin ratio
	Cum              float64 `json:"cum"`              // cumulative maintenance margin
}

type BoolFmt int

type ChainNetwork struct {
	ID        string
	Network   string
	Name      string
	Active    bool
	Fee       float64
	Precision float64
	Deposit   bool
	Withdraw  bool
	Limits    *CodeLimits
	Info      map[string]interface{}
}

type ClientOrderCapability interface {
	BuildClientOrderID(namespace string, orderID int64, clientID string, randomize bool) string
}

type ClientOrderIDCapability = ClientOrderCapability

type CodeLimits struct {
	Amount   *LimitRange
	Withdraw *LimitRange
	Deposit  *LimitRange
}

type Credential struct {
	ApiKey   string
	Secret   string
	UID      string
	Password string
}

type Currency struct {
	ID        string
	Name      string
	Code      string
	Type      string
	NumericID int
	Precision float64
	PrecMode  int // 保留精度的模式：PrecModeDecimalPlace/PrecModeSignifDigits/PrecModeTickSize
	Active    bool
	Deposit   bool
	Withdraw  bool
	Networks  []*ChainNetwork
	Fee       float64
	Fees      map[string]float64
	Limits    *CodeLimits
	Info      map[string]interface{}
}

type CurrencyMap = map[string]*Currency

type Entry struct {
	Path      string
	Host      string
	RawHost   string
	Url       string
	Method    string
	Cost      float64
	More      map[string]interface{}
	CacheSecs int
	Risky     bool // 危险操作：下单、撤单、修改订单、修改杠杆等
}

type Exchange struct {
	*ExgInfo
	Hosts   *ExgHosts
	Fees    *ExgFee
	Apis    map[string]*Entry         // 所有API的路径
	Has     map[string]map[string]int // 是否定义了某个API
	Options map[string]interface{}    // 用户传入的配置
	Proxy   func(*http.Request) (*url.URL, error)

	CredKeys   map[string]bool     // cred keys required for exchange
	Accounts   map[string]*Account // name: account
	DefAccName string              // default account name

	EnableRateLimit int   // 是否启用请求速率控制:BoolNull/BoolTrue/BoolFalse
	RateLimit       int64 // 请求速率控制毫秒数，最小间隔单位

	CalcRateLimiterCost FuncCalcRateLimiterCost
	MapApiError         FuncMapApiError
	WsTimeout           int64 // websocket msg timeout in milliseconds
	WsChecking          bool

	MarketsWait chan interface{} // whether is loading markets
	CareMarkets []string         // markets to be fetch: spot/linear/inverse/option

	Symbols     []string
	IDs         []string
	TimeFrames  map[string]string // map timeframe from common to specific
	CurrCodeMap map[string]string // common code maps

	Retries map[string]int // retry nums for methods

	TimeDelay  int64 // 系统时钟延迟的毫秒数
	HttpClient *http.Client
	NetDisable bool

	WSClients  map[string]*WsClient           // accName@url: websocket clients
	WsIntvs    map[string]int                 // milli secs interval for ws endpoints
	WsOutChans map[string]interface{}         // accName@url+msgHash: chan Type
	WsChanRefs map[string]map[string]struct{} // accName@url+msgHash: symbols use this chan

	WsCache     []*WsLog // websocket cache logs waiting for replay/dump
	WsNextMS    int64    // timestamp of next replay log
	WsReplayTo  int64    // timestamp of latest replay log
	WsFile      *os.File // file to replay/dump
	WsWriter    *gzip.Writer
	WsEncoder   *gob.Encoder
	WsReader    *gzip.Reader
	WsDecoder   *gob.Decoder
	WsBatchSize int
	WsReplayFn  map[string]func(item *WsLog) *errs.Error

	KeyTimeStamps map[string]int64 // key: int64 更新的时间戳

	// for calling sub struct func in parent struct
	Sign            FuncSign
	FetchCurrencies FuncFetchCurr
	FetchMarkets    FuncFetchMarkets
	AuthWS          FuncAuthWS
	CalcFee         FuncCalcFee
	GetRetryWait    func(e *errs.Error) int // 根据错误信息计算重试间隔秒数，<0表示无需重试
	CheckWsTimeout  func()

	OnWsMsg   FuncOnWsMsg
	OnWsErr   FuncOnWsErr
	OnWsClose FuncOnWsClose
	OnWsReCon FuncOnWsReCon
	OnWsChan  FuncOnWsChan

	Flags map[string]string
	// contains filtered or unexported fields
}

type ExecutionCapability interface {
	VerifyExecution(context.Context, string, string) (ExecutionProof, *errs.Error)
}

type ExecutionProof struct {
	Account                   string
	Currency                  string
	EvidenceID                string
	ContextBound              bool
	StableClientID            bool
	QueryClientID             bool
	AuthoritativeNotFound     bool
	CompleteCumulativeReports bool
	CompleteAccountSnapshot   bool
	SettledCash               bool
	NetLinearPositions        bool
	PostOnly                  bool
}

type ExgFee struct {
	Main    *TradeFee //默认
	Linear  *TradeFee //U本位合约
	Inverse *TradeFee // 币本位合约
	Option  *TradeFee
}

type ExgHosts struct {
	TestNet bool
	Logo    string
	Test    map[string]string
	Prod    map[string]string
	Www     string
	Doc     []string
	Fees    string
}

type ExgInfo struct {
	ID        string   // 交易所ID
	Name      string   // 显示名称
	Countries []string // 可用国家
	NoHoliday bool     // true表示365天全年开放
	FullDay   bool     // true表示一天24小时可交易
	Min1mHole int      // 1分钟K线空洞的最小间隔，少于此认为正常无交易而非空洞
	FixedLvg  bool     // 杠杆倍率是否固定不可修改

	DebugWS  bool // 是否输出WS调试信息
	DebugAPI bool // 是否输出API请求测试信息

	UserAgent  string            // UserAgent of http request
	ReqHeaders map[string]string // http headers for request exchange

	CurrenciesById   CurrencyMap                   // CurrencyMap index by id
	CurrenciesByCode CurrencyMap                   // CurrencyMap index by code
	Markets          MarketMap                     // cache for all markets
	MarketsById      MarketArrMap                  // markets index by id
	OrderBooks       map[string]*OrderBook         // symbol: OrderBook update by wss
	MarkPrices       map[string]map[string]float64 // marketType: symbol: mark price
	OdBookLock       deadlock.Mutex
	MarkPriceLock    deadlock.Mutex
	MarketsByIdLock  deadlock.Mutex
	MarketsLock      deadlock.Mutex
	CurrByCodeLock   deadlock.Mutex
	CurrByIdLock     deadlock.Mutex

	PrecPadZero  bool   // padding zero for precision
	MarketType   string // MarketSpot/MarketMargin/MarketLinear/MarketInverse/MarketOption
	ContractType string // MarketSwap/MarketFuture
	MarginMode   string // MarginCross/MarginIsolated
	TimeInForce  string // GTC/IOC/FOK
}

type Fee struct {
	IsMaker   bool    `json:"isMaker"` // for calculate fee
	Currency  string  `json:"currency"`
	Cost      float64 `json:"cost"`
	QuoteCost float64 `json:"quote_cost"`
	Rate      float64 `json:"rate,omitempty"`
}

type FeeTierItem struct {
	Amount float64
	Rate   float64
}

type FeeTiers struct {
	Taker []*FeeTierItem
	Maker []*FeeTierItem
}

type FuncAuthWS = func(acc *Account, params map[string]interface{}) *errs.Error

type FuncCalcFee = func(market *Market, curr string, maker bool, amount, price decimal.Decimal, params map[string]interface{}) (*Fee, *errs.Error)

type FuncCalcRateLimiterCost = func(api *Entry, params map[string]interface{}) float64

type FuncFetchCurr = func(params map[string]interface{}) (CurrencyMap, *errs.Error)

type FuncFetchMarkets = func(marketTypes []string, params map[string]interface{}) (MarketMap, *errs.Error)

type FuncGetWsJob = func(client *WsClient) (*WsJobInfo, *errs.Error)

type FuncMapApiError = func(api *Entry, status int, content string) *errs.Error

type FuncOnWsChan = func(key string, out interface{})

type FuncOnWsClose = func(client *WsClient, err *errs.Error)

type FuncOnWsErr = func(client *WsClient, err *errs.Error)

type FuncOnWsMethod = func(client *WsClient, msg map[string]string, info *WsJobInfo)

type FuncOnWsMsg = func(client *WsClient, msg *WsMsg)

type FuncOnWsReCon = func(client *WsClient, connID int) *errs.Error

type FuncSign = func(api *Entry, params map[string]interface{}) *HttpReq

type FundingCash struct {
	ID       string
	Symbol   string
	Currency string
	Amount   string
	Mark     string
	Rate     string
	AtMS     int64
}

type FundingCashCapability interface {
	FetchFundingCash(context.Context, string, string, int64, int64) ([]FundingCash, *errs.Error)
}

type FundingRate struct {
	Symbol      string                 `json:"symbol"`
	FundingRate float64                `json:"fundingRate"`
	Timestamp   int64                  `json:"timestamp"`
	Info        map[string]interface{} `json:"info"`
}

type FundingRateCur struct {
	Symbol               string                 `json:"symbol"`
	FundingRate          float64                `json:"fundingRate"`
	Timestamp            int64                  `json:"timestamp"`
	MarkPrice            float64                `json:"markPrice,omitempty"`
	IndexPrice           float64                `json:"indexPrice,omitempty"`
	InterestRate         float64                `json:"interestRate,omitempty"`
	EstimatedSettlePrice float64                `json:"estimatedSettlePrice,omitempty"`
	FundingTimestamp     int64                  `json:"fundingTimestamp,omitempty"`
	NextFundingRate      float64                `json:"nextFundingRate,omitempty"`
	NextFundingTimestamp int64                  `json:"nextFundingTimestamp,omitempty"`
	PrevFundingRate      float64                `json:"prevFundingRate,omitempty"`
	PrevFundingTimestamp int64                  `json:"prevFundingTimestamp,omitempty"`
	Interval             string                 `json:"interval,omitempty"`
	Info                 map[string]interface{} `json:"info"`
}

type HttpHeader http.Header

type HttpReq struct {
	AccName string
	Url     string
	Method  string
	Headers http.Header
	Body    string
	Private bool // 此请求需要认证信息
	Error   *errs.Error
}

type HttpRes struct {
	AccName  string      `json:"acc_name"`
	Url      string      `json:"url"`
	Status   int         `json:"status"`
	Headers  http.Header `json:"headers"`
	Content  string      `json:"content"`
	IsCache  bool
	CacheKey string
	Error    *errs.Error
}

type ISymbolLvgBracket interface {
	ToStdBracket() *SymbolLvgBrackets
	GetSymbol() string
}

type Income struct {
	Symbol     string  `json:"symbol"`
	IncomeType string  `json:"incomeType"`
	Income     float64 `json:"income"`
	Asset      string  `json:"asset"`
	Info       string  `json:"info"`
	Time       int64   `json:"time"`
	TranID     string  `json:"tranId"`
	TradeID    string  `json:"tradeId"`
}

type Kline struct {
	Time      int64
	Open      float64
	High      float64
	Low       float64
	Close     float64
	Volume    float64
	Quote     float64 // volume in quote
	BuyVolume float64 // taker buy volume
	TradeNum  int64
}

type LastPrice struct {
	Symbol    string                 `json:"symbol"`
	Timestamp int64                  `json:"timestamp"`
	Price     float64                `json:"price"`
	Info      map[string]interface{} `json:"info"`
}

type LimitRange struct {
	Min float64
	Max float64
}

type LvgBracket struct {
	BaseLvgBracket
	Capacity float64
	Floor    float64
}

type Market struct {
	ID             string                 `json:"id"`
	LowercaseID    string                 `json:"lowercaseId"`
	Symbol         string                 `json:"symbol"`
	Base           string                 `json:"base"`
	Quote          string                 `json:"quote"`
	Settle         string                 `json:"settle"`
	BaseID         string                 `json:"baseId"`
	QuoteID        string                 `json:"quoteId"`
	SettleID       string                 `json:"settleId"`
	ExgReal        string                 `json:"exgReal"`
	Type           string                 `json:"type"`     // spot/linear/inverse/option 无法区分margin 和ccxt的值不同
	Combined       bool                   `json:"combined"` // 是否是二次组合的数据
	Spot           bool                   `json:"spot"`     // 现货市场
	Margin         bool                   `json:"margin"`   // 保证金杠杆市场
	Swap           bool                   `json:"swap"`     // 期货永续合约市场
	Future         bool                   `json:"future"`   // 期货市场
	Option         bool                   `json:"option"`   // 期权市场
	Active         bool                   `json:"active"`   // 是否可交易
	Contract       bool                   `json:"contract"` // 是否是合约
	Linear         bool                   `json:"linear"`   // usd-based contract
	Inverse        bool                   `json:"inverse"`  // coin-based contract
	Taker          float64                `json:"taker"`    // 吃单方费率
	Maker          float64                `json:"maker"`    // 挂单方费率
	ContractSize   float64                `json:"contractSize"`
	Expiry         int64                  `json:"expiry"` // 过期的13毫秒数
	ExpiryDatetime string                 `json:"expiryDatetime"`
	Strike         float64                `json:"strike"`
	OptionType     string                 `json:"optionType"`
	DayTimes       [][2]int64             `json:"dayTimes"`   // 日盘交易时间
	NightTimes     [][2]int64             `json:"nightTimes"` // 夜盘交易时间
	Precision      *Precision             `json:"precision"`
	Limits         *MarketLimits          `json:"limits"`
	Created        int64                  `json:"created"`
	FeeSide        string                 `json:"feeSide"` // get/give/base/quote/other
	Info           map[string]interface{} `json:"info"`
	Fee            interface{}
}

type MarketArrMap = map[string][]*Market

type MarketLimits struct {
	Leverage *LimitRange `json:"leverage"`
	Amount   *LimitRange `json:"amount"`
	Price    *LimitRange `json:"price"`
	Cost     *LimitRange `json:"cost"`
	Market   *LimitRange `json:"market"`
}

type MarketMap = map[string]*Market

type MyTrade struct {
	Trade
	Filled     float64                `json:"filled"`     // 订单累计成交量（不止当前交易）
	ClientID   string                 `json:"clientID"`   // 客户端订单ID
	AlgoId     string                 `json:"algoId"`     // 触发此订单的算法订单ID（OKX触发单触发后会生成新ordId）
	Average    float64                `json:"average"`    // 平均成交价格
	State      string                 `json:"state"`      // 状态
	PosSide    string                 `json:"posSide"`    // 持仓方向 long/short
	ReduceOnly bool                   `json:"reduceOnly"` // 是否是只减仓单
	Info       map[string]interface{} `json:"info"`
}

type OHLCVArchiveFetcher interface {
	FetchOHLCVArchive(ctx context.Context, symbol, timeframe string, startMS, endMS int64) (
		klines []*Kline, available bool, err *errs.Error)
}

type OHLCVArr = [6]float64

type OdBookShotLog struct {
	MarketType string     `json:"marketType,omitempty"`
	Symbol     string     `json:"symbol,omitempty"`
	ChanKey    string     `json:"chanKey,omitempty"`
	Book       *OrderBook `json:"book,omitempty"`
}

type OdBookSide struct {
	IsBuy bool      `json:"is_buy"`
	Price []float64 `json:"price"` // bid: desc   ask: asc
	Size  []float64 `json:"size"`
	Depth int       `json:"depth"`
	Lock  deadlock.Mutex
}

type Order struct {
	Info                map[string]interface{} `json:"info"`
	ID                  string                 `json:"id"`
	ClientOrderID       string                 `json:"clientOrderId"`
	Datetime            string                 `json:"datetime"`
	Timestamp           int64                  `json:"timestamp"`
	LastTradeTimestamp  int64                  `json:"lastTradeTimestamp"`
	LastUpdateTimestamp int64                  `json:"lastUpdateTimestamp"`
	Status              string                 `json:"status"`
	Symbol              string                 `json:"symbol"`
	Type                string                 `json:"type"`
	TimeInForce         string                 `json:"timeInForce"`
	PositionSide        string                 `json:"positionSide"`
	Side                string                 `json:"side"`
	Price               float64                `json:"price"`
	Average             float64                `json:"average"`
	Amount              float64                `json:"amount"`
	Filled              float64                `json:"filled"`
	Remaining           float64                `json:"remaining"`
	TriggerPrice        float64                `json:"triggerPrice"`
	StopPrice           float64                `json:"stopPrice"`
	TakeProfitPrice     float64                `json:"takeProfitPrice"`
	StopLossPrice       float64                `json:"stopLossPrice"`
	Cost                float64                `json:"cost"`
	PostOnly            bool                   `json:"postOnly"`
	ReduceOnly          bool                   `json:"reduceOnly"`
	Trades              []*Trade               `json:"trades"`
	Fee                 *Fee                   `json:"fee"`
}

type OrderBook struct {
	Symbol    string      `json:"symbol"`
	TimeStamp int64       `json:"timestamp"`
	Asks      *OdBookSide `json:"asks"`
	Bids      *OdBookSide `json:"bids"`
	Nonce     int64       `json:"nonce"` // latest update id
	Limit     int         `json:"limit"`
	Cache     []map[string]string
}

type OrderEventCapability interface {
	OrderEventOrderIDCapability
	ParseClientOrderID(botName, clientID string) int64
	AlgoOrderID(trade *MyTrade) string
	NormalizeOrderTimestamp(order *Order, fallback int64) int64
}

type OrderEventOrderIDCapability interface {
	GetOrderEventOrderID(trade *MyTrade) string
}

type PairTFKline struct {
	Kline
	Symbol    string
	TimeFrame string
}

type Position struct {
	ID               string                 `json:"id"`
	Symbol           string                 `json:"symbol"`
	TimeStamp        int64                  `json:"timestamp"`
	Isolated         bool                   `json:"isolated"`                    // 隔离
	Hedged           bool                   `json:"hedged"`                      // 对冲
	Side             string                 `json:"side"`                        // long or short
	Contracts        float64                `json:"contracts"`                   // 合约数量
	ContractSize     float64                `json:"contractSize"`                // 单份合约价值
	EntryPrice       float64                `json:"entryPrice"`                  // 入场价格
	MarkPrice        float64                `json:"markPrice"`                   // 标记价格
	Notional         float64                `json:"notional"`                    // 名义价值
	Leverage         int                    `json:"leverage"`                    // 杠杆倍数
	Collateral       float64                `json:"collateral"`                  // 当前保证金：初始保证金+未实现盈亏
	InitialMargin    float64                `json:"initialMargin"`               // 初始保证金额
	MaintMargin      float64                `json:"maintenanceMargin"`           // 维持保证金额
	InitialMarginPct float64                `json:"initialMarginPercentage"`     // 初始保证金率
	MaintMarginPct   float64                `json:"maintenanceMarginPercentage"` // 维持保证金率
	UnrealizedPnl    float64                `json:"unrealizedPnl"`               // 未实现盈亏
	LiquidationPrice float64                `json:"liquidationPrice"`            // 清算价格
	MarginMode       string                 `json:"marginMode"`                  // cross/isolated
	MarginRatio      float64                `json:"marginRatio"`
	Percentage       float64                `json:"percentage"` // 未实现盈亏百分比
	Info             map[string]interface{} `json:"info"`
}

type Precision struct {
	Amount     float64 `json:"amount"`
	Price      float64 `json:"price"`
	Base       float64 `json:"base"`
	Quote      float64 `json:"quote"`
	ModeAmount int     `json:"modeAmount"` // PrecModeTickSize/PrecModeSignifDigits/PrecModeDecimalPlace
	ModePrice  int     `json:"modePrice"`
	ModeBase   int     `json:"modeBase"`
	ModeQuote  int     `json:"modeQuote"`
}

type PriceSymbolCapability interface {
	PriceSymbolParts(symbol string) ([4]string, *errs.Error)
}

type SubStat struct {
	ConnId   int
	Timeouts map[string]int64 // 超时的key，及其毫秒数
	Stamps   map[string]int64 // 所有key上次收到消息的时间戳
}

type SymbolLvgBrackets struct {
	Symbol       string  `json:"symbol"`
	NotionalCoef float64 `json:"notionalCoef"`
	Brackets     []*LvgBracket
}

type SymbolScopedMarketLoader interface {
	LoadMarketsForSymbols(reload bool, symbols []string) (MarketMap, *errs.Error)
}

type Ticker struct {
	Symbol        string                 `json:"symbol"`
	TimeStamp     int64                  `json:"timestamp"`
	Bid           float64                `json:"bid"`
	BidVolume     float64                `json:"bidVolume"`
	Ask           float64                `json:"ask"`
	AskVolume     float64                `json:"askVolume"`
	High          float64                `json:"high"`
	Low           float64                `json:"low"`
	Open          float64                `json:"open"`
	Close         float64                `json:"close"`
	Last          float64                `json:"last"`
	Change        float64                `json:"change"`
	Percentage    float64                `json:"percentage"`
	Average       float64                `json:"average"`
	Vwap          float64                `json:"vwap"`
	BaseVolume    float64                `json:"baseVolume"`
	QuoteVolume   float64                `json:"quoteVolume"`
	PreviousClose float64                `json:"previousClose"`
	MarkPrice     float64                `json:"markPrice"`
	IndexPrice    float64                `json:"indexPrice"`
	Info          map[string]interface{} `json:"info"`
}

type Trade struct {
	ID        string                 `json:"id"`        // 交易ID
	Symbol    string                 `json:"symbol"`    // 币种ID
	Side      string                 `json:"side"`      // buy/sell
	Type      string                 `json:"type"`      // market/limit
	Amount    float64                `json:"amount"`    // 当前交易的数量
	Price     float64                `json:"price"`     // 价格
	Cost      float64                `json:"cost"`      // 当前交易花费
	Order     string                 `json:"order"`     // 当前交易所属订单号
	Timestamp int64                  `json:"timestamp"` // 时间戳
	Maker     bool                   `json:"maker"`     // 是否maker
	Fee       *Fee                   `json:"fee"`       // 手续费
	Info      map[string]interface{} `json:"info"`
}

type TradeFee struct {
	FeeSide    string
	TierBased  bool
	Percentage bool
	Taker      float64
	Maker      float64
	Tiers      *FeeTiers
}

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

type WsClient struct {
	Exg *Exchange

	URL           string
	LogURL        string
	AccName       string
	MarketType    string
	Key           string
	Debug         bool
	JobInfos      map[string]*WsJobInfo // request id: Sub Data
	ChanCaps      map[string]int        // msgHash: cap size of cache msg
	SubscribeKeys map[string]int        // Subscription key, used to restore subscription after reconnection 订阅的key，用于重连后恢复订阅
	SubsKeyStamps map[string]int64      // 记录订阅key上次收到消息的时间戳，用于检测超时自动重新订阅

	OnMessage  func(client *WsClient, msg *WsMsg)
	OnError    func(client *WsClient, err *errs.Error)
	OnClose    func(client *WsClient, err *errs.Error)
	OnReConn   func(client *WsClient, connID int) *errs.Error
	NextConnId int
	// contains filtered or unexported fields
}

type WsConn interface {
	Close() error
	WriteClose() error
	ReConnect() error
	NextWriter() (io.WriteCloser, error)
	ReadMsg() ([]byte, error)
	IsOK() bool
	GetID() int
	SetID(id int)
}

type WsJobInfo struct {
	ID      string
	MsgHash string
	Name    string
	Symbols []string
	Method  func(client *WsClient, msg map[string]string, info *WsJobInfo)
	Params  map[string]interface{}
}

type WsLog struct {
	Name    string `json:"name,omitempty"`
	TimeMS  int64  `json:"timeMS,omitempty"`
	Content string `json:"content,omitempty"`
}

type WsMsg struct {
	Event   string
	ID      string
	IsArray bool
	Text    string
	Object  map[string]string
	List    []map[string]string
}