order

type AmendBatchOrdersResponse struct {
	base.RestBaseResponse
	Data BatchOrderVo `json:"data"`
}

type AmendOrderResponse struct {
	base.RestBaseResponse
	Data OrderActionVo `json:"data"`
}

type BatchOrderDetailVo struct {
	OrderId       string `json:"order_id" example:"1001"`
	CreatedAt     int64  `json:"created_at" example:"1585296000000"`
	UpdatedAt     int64  `json:"updated_at" example:"1585296000000"`
	UserId        string `json:"user_id" example:"801"`
	InstrumentId  string `json:"instrument_id" example:"BTC-27MAR20-9000-C"`
	OrderType     string `json:"order_type" example:"limit"`
	Side          string `json:"side" example:"buy"`
	Price         string `json:"price" example:"0.03"`
	Qty           string `json:"qty" example:"1"`
	TimeInForce   string `json:"time_in_force" example:"gtc"`
	AvgPrice      string `json:"avg_price" example:"0.029"`
	FilledQty     string `json:"filled_qty" example:"1"`
	Status        string `json:"status" example:"filled"`
	IsLiquidation bool   `json:"is_liquidation" example:"false"`
	AutoPrice     string `json:"auto_price" example:"7000"`
	AutoPriceType string `json:"auto_price_type" example:"usd"`
	TakerFeeRate  string `json:"taker_fee_rate" example:"0.00005"`
	MakerFeeRate  string `json:"maker_fee_rate" example:"0.00002"`
	Label         string `json:"label" example:"strategy-A"`
	//StopPrice     string `json:"stop_price"`
	ReduceOnly     bool   `json:"reduce_only"`
	PostOnly       bool   `json:"post_only"`
	RejectPostOnly bool   `json:"reject_post_only"`
	ErrorCode      int    `json:"error_code"`
	ErrorMsg       string `json:"error_msg"`

	Mmp    bool   `json:"mmp"`
	Source string `json:"source"`
	Hidden bool   `json:"hidden"`
}

type BatchOrderVo struct {
	Orders []BatchOrderDetailVo `json:"Orders"`
}

type ClosePositionsResponse struct {
	base.RestBaseResponse
	Data OrderActionVo `json:"data"`
}

type EstMarginVo struct {
	BuyMargin  string `json:"buy_margin"`
	SellMargin string `json:"sell_margin"`
	MinSell    string `json:"min_sell"`
	MaxBuy     string `json:"max_buy"`
}

type GetEstMarginsResponse struct {
	base.RestBaseResponse
	Data EstMarginVo `json:"data"`
}

type GetOpenOrdersResponse struct {
	base.RestBaseResponse
	Data []OrderVo `json:"data"`
}

type GetOrdersResponse struct {
	base.RestBaseResponse
	PageInfo base.NewPaging `json:"page_info"`
	Data     []OrderVo      `json:"data"`
}

type GetStopOrdersResponse struct {
	base.RestBaseResponse
	Data []StopOrderVo `json:"data"`
}

type GetUserTradesResponse struct {
	base.RestBaseResponse
	Data []TradeVo `json:"data"`
}

type NewBatchOrdersResponse struct {
	base.RestBaseResponse
	Data BatchOrderVo `json:"data"`
}

type NewCancelOrdersResponse struct {
	base.RestBaseResponse
	Data OrderCancelVo `json:"data"`
}

type NewOrderResponse struct {
	base.RestBaseResponse
	Data OrderActionVo `json:"data"`
}

type OrderActionVo struct {
	// OrderActionVo: for stop order, OrderId is proto.Order.StopOrderId
	OrderId      string `json:"order_id" example:"1001"`
	CreatedAt    int64  `json:"created_at" example:"1585296000000"`
	UpdatedAt    int64  `json:"updated_at" example:"1585296000000"`
	UserId       string `json:"user_id" example:"801"`
	InstrumentId string `json:"instrument_id" example:"BTC-27MAR20-9000-C"`
	OrderType    string `json:"order_type" example:"limit"`
	Side         string `json:"side" example:"buy"`
	Price        string `json:"price" example:"0.03"`
	Qty          string `json:"qty" example:"1"`
	TimeInForce  string `json:"time_in_force" example:"gtc"`
	AvgPrice     string `json:"avg_price" example:"0.029"`
	FilledQty    string `json:"filled_qty" example:"1"`
	Status       string `json:"status" example:"filled"`
	//Fee           string `json:"fee" example:"0.00002"`
	IsLiquidation bool   `json:"is_liquidation" example:"false"`
	AutoPrice     string `json:"auto_price" example:"7000"`
	AutoPriceType string `json:"auto_price_type" example:"usd"`

	//InitialMargin string `json:"initial_margin" example:"0.04"`
	TakerFeeRate   string `json:"taker_fee_rate" example:"0.00005"`
	MakerFeeRate   string `json:"maker_fee_rate" example:"0.00002"`
	Label          string `json:"label" example:"strategy-A"`
	StopPrice      string `json:"stop_price"`
	ReduceOnly     bool   `json:"reduce_only"`
	PostOnly       bool   `json:"post_only"`
	RejectPostOnly bool   `json:"reject_post_only"`

	Mmp    bool   `json:"mmp"`
	Source string `json:"source"`
	Hidden bool   `json:"hidden"`
}

type OrderCancelVo struct {
	NumCancelled int64 `json:"num_cancelled"`
}

type OrderVo struct {
	OrderId       string `json:"order_id" example:"1001"`
	CreatedAt     int64  `json:"created_at" example:"1585296000000"`
	UpdatedAt     int64  `json:"updated_at" example:"1585296000000"`
	UserId        string `json:"user_id" example:"801"`
	InstrumentId  string `json:"instrument_id" example:"BTC-27MAR20-9000-C"`
	OrderType     string `json:"order_type" example:"limit"`
	Side          string `json:"side" example:"buy"`
	Price         string `json:"price" example:"0.03"`
	Qty           string `json:"qty" example:"1"`
	TimeInForce   string `json:"time_in_force" example:"gtc"`
	AvgPrice      string `json:"avg_price" example:"0.029"`
	FilledQty     string `json:"filled_qty" example:"1"`
	Status        string `json:"status" example:"filled"`
	Fee           string `json:"fee" example:"0.00002"`
	IsLiquidation bool   `json:"is_liquidation" example:"false"`
	AutoPrice     string `json:"auto_price" example:"7000"`
	AutoPriceType string `json:"auto_price_type" example:"usd"`
	PNL           string `json:"pnl" example:"0.031"`
	CashFlow      string `json:"cash_flow" example:"0.027"`

	InitialMargin  string `json:"initial_margin" example:"0.04"`
	TakerFeeRate   string `json:"taker_fee_rate" example:"0.00005"`
	MakerFeeRate   string `json:"maker_fee_rate" example:"0.00002"`
	Label          string `json:"label" example:"strategy-A"`
	StopOrderId    string `json:"stop_order_id" example:"stop-x3gjsdhf3232"`
	StopPrice      string `json:"stop_price" example:"9800"`
	ReduceOnly     bool   `json:"reduce_only"`
	PostOnly       bool   `json:"post_only"`
	RejectPostOnly bool   `json:"reject_post_only"`

	Mmp    bool   `json:"mmp"`
	Source string `json:"source"`
	Hidden bool   `json:"hidden"`
}

type StopOrderVo struct {
	CreatedAt    int64  `json:"created_at"`
	UpdatedAt    int64  `json:"updated_at"`
	Status       string `json:"status"`
	StopPrice    string `json:"stop_price"`
	TriggerType  string `json:"trigger_type"`
	RejectReason string `json:"reject_reason"`

	// fields of order
	//OrderId      string `json:"order_id"`
	StopOrderId  string `json:"stop_order_id"`
	InstrumentId string `json:"instrument_id"`
	UserId       string `json:"user_id"`
	Qty          string `json:"qty"`
	Price        string `json:"price"`
	Side         string `json:"side"`
	OrderType    string `json:"order_type"`
	TimeInForce  string `json:"time_in_force"`

	Source string `json:"source"`
	Hidden bool   `json:"hidden"`
}

type TradeVo struct {
	TradeId         string `json:"trade_id" example:"3826"`
	OrderId         string `json:"order_id" example:"1001"`
	InstrumentId    string `json:"instrument_id" example:"BTC-27MAR20-9000-C"`
	Qty             string `json:"qty" example:"1"`
	Price           string `json:"price" example:"0.2275"`
	Sigma           string `json:"sigma" example:"0.0024"`
	UnderlyingPrice string `json:"underlying_price" example:"6750"`
	IndexPrice      string `json:"index_price" example:"6800"`
	UsdPrice        string `json:"usd_price" example:"1664"`
	Fee             string `json:"fee" example:"0.003"`
	FeeRate         string `json:"fee_rate" example:"0.0003"`
	Side            string `json:"side" example:"buy"`
	CreatedAt       int64  `json:"created_at" example:"1585296000000"`
	IsTaker         bool   `json:"is_taker" example:"true"`
	OrderType       string `json:"order_type" example:"limit"`
	IsBlockTrade    bool   `json:"is_block_trade" example:"false"`
	Label           string `json:"label" example:"hedge"`
}