types

type Account struct {
	sync.Mutex `json:"-"`

	// bps. 0.15% fee will be 15.
	MakerCommission fixedpoint.Value `json:"makerCommission,omitempty"`
	TakerCommission fixedpoint.Value `json:"takerCommission,omitempty"`
	AccountType     string           `json:"accountType,omitempty"`
	// contains filtered or unexported fields
}

type Asset struct {
	Currency string           `json:"currency"`
	Total    fixedpoint.Value `json:"total"`
	InUSD    fixedpoint.Value `json:"inUSD"`
	InBTC    fixedpoint.Value `json:"inBTC"`
}

type AssetMap map[string]Asset

type Balance struct {
	Currency  string           `json:"currency"`
	Available fixedpoint.Value `json:"available"`
	Locked    fixedpoint.Value `json:"locked"`
}

type BalanceMap map[string]Balance

type Channel string

type Deposit struct {
	GID           int64         `json:"gid" db:"gid"`
	Exchange      ExchangeName  `json:"exchange" db:"exchange"`
	Time          datatype.Time `json:"time" db:"time"`
	Amount        float64       `json:"amount" db:"amount"`
	Asset         string        `json:"asset" db:"asset"`
	Address       string        `json:"address" db:"address"`
	AddressTag    string        `json:"addressTag"`
	TransactionID string        `json:"transactionID" db:"txn_id"`
	Status        DepositStatus `json:"status"`
}

type DepositStatus string

type Direction int

type Duration time.Duration

type Exchange interface {
	Name() ExchangeName

	PlatformFeeCurrency() string

	// required implementation
	ExchangeMarketDataService

	ExchangeTradingService
}

type ExchangeMarketDataService interface {
	NewStream() Stream

	QueryMarkets(ctx context.Context) (MarketMap, error)

	QueryTicker(ctx context.Context, symbol string) (*Ticker, error)

	QueryTickers(ctx context.Context, symbol ...string) (map[string]Ticker, error)

	QueryKLines(ctx context.Context, symbol string, interval Interval, options KLineQueryOptions) ([]KLine, error)
}

type ExchangeName string

type ExchangeRewardService interface {
	QueryRewards(ctx context.Context, startTime time.Time) ([]Reward, error)
}

type ExchangeTradingService interface {
	QueryAccount(ctx context.Context) (*Account, error)

	QueryAccountBalances(ctx context.Context) (BalanceMap, error)

	QueryTrades(ctx context.Context, symbol string, options *TradeQueryOptions) ([]Trade, error)

	SubmitOrders(ctx context.Context, orders ...SubmitOrder) (createdOrders OrderSlice, err error)

	QueryOpenOrders(ctx context.Context, symbol string) (orders []Order, err error)

	QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []Order, err error)

	CancelOrders(ctx context.Context, orders ...Order) error
}

type ExchangeTransferService interface {
	QueryDepositHistory(ctx context.Context, asset string, since, until time.Time) (allDeposits []Deposit, err error)
	QueryWithdrawHistory(ctx context.Context, asset string, since, until time.Time) (allWithdraws []Withdraw, err error)
}

type Interval string

type IntervalSlice []Interval

type IntervalWindow struct {
	// The interval of kline
	Interval Interval

	// The windows size of the indicator (EWMA and SMA)
	Window int
}

type IsolatedMarginAccount struct {
	TotalAssetOfBTC     fixedpoint.Value      `json:"totalAssetOfBtc"`
	TotalLiabilityOfBTC fixedpoint.Value      `json:"totalLiabilityOfBtc"`
	TotalNetAssetOfBTC  fixedpoint.Value      `json:"totalNetAssetOfBtc"`
	Assets              []IsolatedMarginAsset `json:"assets"`
}

type IsolatedMarginAsset struct {
	Symbol     string            `json:"symbol"`
	QuoteAsset IsolatedUserAsset `json:"quoteAsset"`
	BaseAsset  IsolatedUserAsset `json:"baseAsset"`

	IsolatedCreated   bool             `json:"isolatedCreated"`
	MarginLevel       fixedpoint.Value `json:"marginLevel"`
	MarginLevelStatus string           `json:"marginLevelStatus"`

	MarginRatio    fixedpoint.Value `json:"marginRatio"`
	IndexPrice     fixedpoint.Value `json:"indexPrice"`
	LiquidatePrice fixedpoint.Value `json:"liquidatePrice"`
	LiquidateRate  fixedpoint.Value `json:"liquidateRate"`

	TradeEnabled bool `json:"tradeEnabled"`
}

type IsolatedUserAsset struct {
	Asset         string           `json:"asset"`
	Borrowed      fixedpoint.Value `json:"borrowed"`
	Free          fixedpoint.Value `json:"free"`
	Interest      fixedpoint.Value `json:"interest"`
	Locked        fixedpoint.Value `json:"locked"`
	NetAsset      fixedpoint.Value `json:"netAsset"`
	NetAssetOfBtc fixedpoint.Value `json:"netAssetOfBtc"`

	BorrowEnabled bool             `json:"borrowEnabled"`
	RepayEnabled  bool             `json:"repayEnabled"`
	TotalAsset    fixedpoint.Value `json:"totalAsset"`
}

type KLine struct {
	GID      uint64 `json:"gid" db:"gid"`
	Exchange string `json:"exchange" db:"exchange"`

	Symbol string `json:"symbol" db:"symbol"`

	StartTime time.Time `json:"startTime" db:"start_time"`
	EndTime   time.Time `json:"endTime" db:"end_time"`

	Interval Interval `json:"interval" db:"interval"`

	Open        float64 `json:"open" db:"open"`
	Close       float64 `json:"close" db:"close"`
	High        float64 `json:"high" db:"high"`
	Low         float64 `json:"low" db:"low"`
	Volume      float64 `json:"volume" db:"volume"`
	QuoteVolume float64 `json:"quoteVolume" db:"quote_volume"`

	LastTradeID    uint64 `json:"lastTradeID" db:"last_trade_id"`
	NumberOfTrades uint64 `json:"numberOfTrades" db:"num_trades"`
	Closed         bool   `json:"closed" db:"closed"`
}

type KLineCallback func(kline KLine)

type KLineOrWindow interface {
	GetInterval() string
	Direction() Direction
	GetChange() float64
	GetMaxChange() float64
	GetThickness() float64

	Mid() float64
	GetOpen() float64
	GetClose() float64
	GetHigh() float64
	GetLow() float64

	BounceUp() bool
	BounceDown() bool
	GetUpperShadowRatio() float64
	GetLowerShadowRatio() float64

	SlackAttachment() slack.Attachment
}

type KLineQueryOptions struct {
	Limit     int
	StartTime *time.Time
	EndTime   *time.Time
}

type KLineWindow []KLine

type MarginAccount struct {
	BorrowEnabled       bool              `json:"borrowEnabled"`
	MarginLevel         fixedpoint.Value  `json:"marginLevel"`
	TotalAssetOfBTC     fixedpoint.Value  `json:"totalAssetOfBtc"`
	TotalLiabilityOfBTC fixedpoint.Value  `json:"totalLiabilityOfBtc"`
	TotalNetAssetOfBTC  fixedpoint.Value  `json:"totalNetAssetOfBtc"`
	TradeEnabled        bool              `json:"tradeEnabled"`
	TransferEnabled     bool              `json:"transferEnabled"`
	UserAssets          []MarginUserAsset `json:"userAssets"`
}

type MarginExchange interface {
	UseMargin()
	UseIsolatedMargin(symbol string)
	GetMarginSettings() MarginSettings
}

type MarginOrderSideEffectType string

type MarginSettings struct {
	IsMargin             bool
	IsIsolatedMargin     bool
	IsolatedMarginSymbol string
}

type MarginUserAsset struct {
	Asset    string           `json:"asset"`
	Borrowed fixedpoint.Value `json:"borrowed"`
	Free     fixedpoint.Value `json:"free"`
	Interest fixedpoint.Value `json:"interest"`
	Locked   fixedpoint.Value `json:"locked"`
	NetAsset fixedpoint.Value `json:"netAsset"`
}

type Market struct {
	Symbol          string
	PricePrecision  int
	VolumePrecision int
	QuoteCurrency   string
	BaseCurrency    string

	// The MIN_NOTIONAL filter defines the minimum notional value allowed for an order on a symbol.
	// An order's notional value is the price * quantity
	MinNotional float64
	MinAmount   float64

	// The LOT_SIZE filter defines the quantity
	MinQuantity float64
	MaxQuantity float64
	StepSize    float64

	MinPrice float64
	MaxPrice float64
	TickSize float64
}

type MarketMap map[string]Market

type MutexOrderBook struct {
	sync.Mutex

	*OrderBook
}

type Order struct {
	SubmitOrder

	Exchange         string        `json:"exchange" db:"exchange"`
	GID              uint64        `json:"gid" db:"gid"`
	OrderID          uint64        `json:"orderID" db:"order_id"` // order id
	Status           OrderStatus   `json:"status" db:"status"`
	ExecutedQuantity float64       `json:"executedQuantity" db:"executed_quantity"`
	IsWorking        bool          `json:"isWorking" db:"is_working"`
	CreationTime     datatype.Time `json:"creationTime" db:"created_at"`
	UpdateTime       datatype.Time `json:"updateTime" db:"updated_at"`

	IsMargin   bool `json:"isMargin" db:"is_margin"`
	IsIsolated bool `json:"isIsolated" db:"is_isolated"`
}

type OrderBook struct {
	Symbol string
	Bids   PriceVolumeSlice
	Asks   PriceVolumeSlice
	// contains filtered or unexported fields
}

type OrderMap map[uint64]Order

type OrderSlice []Order

type OrderStatus string

type OrderType string

type PlainText interface {
	PlainText() string
}

type PriceVolume struct {
	Price  fixedpoint.Value
	Volume fixedpoint.Value
}

type PriceVolumeSlice []PriceVolume

type Reward struct {
	GID      int64            `json:"gid" db:"gid"`
	UUID     string           `json:"uuid" db:"uuid"`
	Exchange ExchangeName     `json:"exchange" db:"exchange"`
	Type     RewardType       `json:"reward_type" db:"reward_type"`
	Currency string           `json:"currency" db:"currency"`
	Quantity fixedpoint.Value `json:"quantity" db:"quantity"`
	State    string           `json:"state" db:"state"`
	Note     string           `json:"note" db:"note"`
	Spent    bool             `json:"spent" db:"spent"`

	// Unix timestamp in seconds
	CreatedAt datatype.Time `json:"created_at" db:"created_at"`
}

type RewardSlice []Reward

type RewardSliceByCreationTime RewardSlice

type RewardType string

type SideType string

type StandardStream struct {
	Subscriptions []Subscription
	// contains filtered or unexported fields
}

type StandardStreamEventHub interface {
	OnStart(cb func())

	OnConnect(cb func())

	OnDisconnect(cb func())

	OnTradeUpdate(cb func(trade Trade))

	OnOrderUpdate(cb func(order Order))

	OnBalanceSnapshot(cb func(balances BalanceMap))

	OnBalanceUpdate(cb func(balances BalanceMap))

	OnKLineClosed(cb func(kline KLine))

	OnKLine(cb func(kline KLine))

	OnBookUpdate(cb func(book OrderBook))

	OnBookSnapshot(cb func(book OrderBook))
}

type Stream interface {
	StandardStreamEventHub

	Subscribe(channel Channel, symbol string, options SubscribeOptions)
	SetPublicOnly()
	Connect(ctx context.Context) error
	Close() error
}

type StreamOrderBook struct {
	*MutexOrderBook

	C sigchan.Chan
}

type SubmitOrder struct {
	ClientOrderID string `json:"clientOrderID" db:"client_order_id"`

	Symbol string    `json:"symbol" db:"symbol"`
	Side   SideType  `json:"side" db:"side"`
	Type   OrderType `json:"orderType" db:"order_type"`

	Quantity  float64 `json:"quantity" db:"quantity"`
	Price     float64 `json:"price" db:"price"`
	StopPrice float64 `json:"stopPrice,omitempty" db:"stop_price"`

	Market Market `json:"-" db:"-"`

	// TODO: we can probably remove these field
	StopPriceString string `json:"-"`
	PriceString     string `json:"-"`
	QuantityString  string `json:"-"`

	TimeInForce string `json:"timeInForce,omitempty" db:"time_in_force"` // GTC, IOC, FOK

	GroupID uint32 `json:"groupID,omitempty"`

	MarginSideEffect MarginOrderSideEffectType `json:"marginSideEffect,omitempty"` // AUTO_REPAY = repay, MARGIN_BUY = borrow, defaults to  NO_SIDE_EFFECT
}

type SubscribeOptions struct {
	Interval string `json:"interval,omitempty"`
	Depth    string `json:"depth,omitempty"`
}

type Subscription struct {
	Symbol  string           `json:"symbol"`
	Channel Channel          `json:"channel"`
	Options SubscribeOptions `json:"options"`
}

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

type Ticker struct {
	Time   time.Time
	Volume float64 // `volume` from Max & binance
	Last   float64 // `last` from Max, `lastPrice` from binance
	Open   float64 // `open` from Max, `openPrice` from binance
	High   float64 // `high` from Max, `highPrice` from binance
	Low    float64 // `low` from Max, `lowPrice` from binance
	Buy    float64 // `buy` from Max, `bidPrice` from binance
	Sell   float64 // `sell` from Max, `askPrice` from binance
}

type Trade struct {
	// GID is the global ID
	GID int64 `json:"gid" db:"gid"`

	// ID is the source trade ID
	ID            int64   `json:"id" db:"id"`
	OrderID       uint64  `json:"orderID" db:"order_id"`
	Exchange      string  `json:"exchange" db:"exchange"`
	Price         float64 `json:"price" db:"price"`
	Quantity      float64 `json:"quantity" db:"quantity"`
	QuoteQuantity float64 `json:"quoteQuantity" db:"quote_quantity"`
	Symbol        string  `json:"symbol" db:"symbol"`

	Side        SideType      `json:"side" db:"side"`
	IsBuyer     bool          `json:"isBuyer" db:"is_buyer"`
	IsMaker     bool          `json:"isMaker" db:"is_maker"`
	Time        datatype.Time `json:"tradedAt" db:"traded_at"`
	Fee         float64       `json:"fee" db:"fee"`
	FeeCurrency string        `json:"feeCurrency" db:"fee_currency"`

	IsMargin   bool `json:"isMargin" db:"is_margin"`
	IsIsolated bool `json:"isIsolated" db:"is_isolated"`

	StrategyID sql.NullString  `json:"strategyID" db:"strategy"`
	PnL        sql.NullFloat64 `json:"pnl" db:"pnl"`
}

type TradeKey struct {
	ID   int64
	Side SideType
}

type TradeQueryOptions struct {
	StartTime   *time.Time
	EndTime     *time.Time
	Limit       int64
	LastTradeID int64
}

type TradeSlice struct {
	Trades []Trade
	// contains filtered or unexported fields
}

type Withdraw struct {
	GID        int64        `json:"gid" db:"gid"`
	Exchange   ExchangeName `json:"exchange" db:"exchange"`
	Asset      string       `json:"asset" db:"asset"`
	Amount     float64      `json:"amount" db:"amount"`
	Address    string       `json:"address" db:"address"`
	AddressTag string       `json:"addressTag"`
	Status     string       `json:"status"`

	TransactionID          string        `json:"transactionID" db:"txn_id"`
	TransactionFee         float64       `json:"transactionFee" db:"txn_fee"`
	TransactionFeeCurrency string        `json:"transactionFeeCurrency" db:"txn_fee_currency"`
	WithdrawOrderID        string        `json:"withdrawOrderId"`
	ApplyTime              datatype.Time `json:"applyTime" db:"time"`
	Network                string        `json:"network" db:"network"`
}