okex

type ActionType string

type BookEvent struct {
	InstrumentID string
	Symbol       string
	Action       ActionType

	Data []struct {
		Bids                 PriceVolumeOrderSlice      `json:"bids"`
		Asks                 PriceVolumeOrderSlice      `json:"asks"`
		MillisecondTimestamp types.MillisecondTimestamp `json:"ts"`
		Checksum             int                        `json:"checksum"`
	}
	// contains filtered or unexported fields
}

type Channel string

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

type KLine struct {
	StartTime    types.MillisecondTimestamp
	OpenPrice    fixedpoint.Value
	HighestPrice fixedpoint.Value
	LowestPrice  fixedpoint.Value
	ClosePrice   fixedpoint.Value

	// If it is a derivatives contract, the value is the number of contracts.
	// If it is SPOT/MARGIN, the value is the quantity in base currency.
	Volume fixedpoint.Value
	// VolumeCcy trading volume, with a unit of currency.
	// If it is a derivatives contract, the value is the number of base currency.
	// If it is SPOT/MARGIN, the value is the quantity in quote currency.
	VolumeCcy fixedpoint.Value
	// VolumeCcyQuote Trading volume, the value is the quantity in quote currency
	// e.g. The unit is USDT for BTC-USDT and BTC-USDT-SWAP;
	// The unit is USD for BTC-USD-SWAP
	VolumeCcyQuote fixedpoint.Value
	// The state of candlesticks.
	// 0 represents that it is uncompleted, 1 represents that it is completed.
	Confirm fixedpoint.Value
}

type KLineEvent struct {
	Events KLineSlice

	InstrumentID string
	Symbol       string
	Interval     string
	Channel      Channel
}

type KLineSlice []KLine

type MarketTradeEvent struct {
	InstId    string                     `json:"instId"`
	TradeId   types.StrInt64             `json:"tradeId"`
	Px        fixedpoint.Value           `json:"px"`
	Sz        fixedpoint.Value           `json:"sz"`
	Side      okexapi.SideType           `json:"side"`
	Timestamp types.MillisecondTimestamp `json:"ts"`
	Count     types.StrInt64             `json:"count"`
}

type OrderTradeEvent struct {
	okexapi.OrderDetail

	Code          types.StrInt64        `json:"code"`
	Msg           string                `json:"msg"`
	AmendResult   string                `json:"amendResult"`
	ExecutionType okexapi.LiquidityType `json:"execType"`
	// FillFee last filled fee amount or rebate amount:
	// Negative number represents the user transaction fee charged by the platform;
	// Positive number represents rebate
	FillFee fixedpoint.Value `json:"fillFee"`
	// FillFeeCurrency last filled fee currency or rebate currency.
	// It is fee currency when fillFee is less than 0; It is rebate currency when fillFee>=0.
	FillFeeCurrency string `json:"fillFeeCcy"`
	// FillNotionalUsd Filled notional value in USD of order
	FillNotionalUsd fixedpoint.Value `json:"fillNotionalUsd"`
	FillPnl         fixedpoint.Value `json:"fillPnl"`
	// NotionalUsd Estimated national value in USD of order
	NotionalUsd fixedpoint.Value `json:"notionalUsd"`
	// ReqId Client Request ID as assigned by the client for order amendment. "" will be returned if there is no order amendment.
	ReqId     string           `json:"reqId"`
	LastPrice fixedpoint.Value `json:"lastPx"`
	// QuickMgnType Quick Margin type, Only applicable to Quick Margin Mode of isolated margin
	// manual, auto_borrow, auto_repay
	QuickMgnType string `json:"quickMgnType"`
	// AmendSource Source of the order amendation.
	AmendSource string `json:"amendSource"`
	// CancelSource Source of the order cancellation.
	CancelSource string `json:"cancelSource"`

	// Only applicable to options; return "" for other instrument types
	FillPriceVolume string `json:"fillPxVol"`
	FillPriceUsd    string `json:"fillPxUsd"`
	FillMarkVolume  string `json:"fillMarkVol"`
	FillFwdPrice    string `json:"fillFwdPx"`
	FillMarkPrice   string `json:"fillMarkPx"`
}

type PriceVolumeOrder struct {
	types.PriceVolume
	// NumLiquidated is part of a deprecated feature and it is always "0"
	NumLiquidated int
	// NumOrders is the number of orders at the price.
	NumOrders int
}

type PriceVolumeOrderSlice []PriceVolumeOrder

type Stream struct {
	types.StandardStream
	// contains filtered or unexported fields
}

type StreamEventHub interface {
	OnKLineEvent(cb func(candle KLineEvent))

	OnBookEvent(cb func(book BookEvent))

	OnAccountEvent(cb func(account okexapi.Account))

	OnOrderTradesEvent(cb func(orderTrades []OrderTradeEvent))

	OnMarketTradeEvent(cb func(tradeDetail []MarketTradeEvent))
}

type WebSocketEvent struct {
	Event   WsEventType `json:"event"`
	Code    string      `json:"code,omitempty"`
	Message string      `json:"msg,omitempty"`
	Arg     struct {
		Channel Channel `json:"channel"`
		InstId  string  `json:"instId"`
	} `json:"arg,omitempty"`
	Data       json.RawMessage `json:"data"`
	ActionType ActionType      `json:"action"`
}

type WebsocketLogin struct {
	Key        string `json:"apiKey"`
	Passphrase string `json:"passphrase"`
	Timestamp  string `json:"timestamp"`
	Sign       string `json:"sign"`
}

type WebsocketOp struct {
	Op   WsEventType `json:"op"`
	Args interface{} `json:"args"`
}

type WebsocketSubscription struct {
	Channel        Channel `json:"channel"`
	InstrumentID   string  `json:"instId,omitempty"`
	InstrumentType string  `json:"instType,omitempty"`
}

type WsEventType string