bitmexwrap

type ActionType int

type Balance struct {
	Currency  string
	Available float64
	Frozen    float64
	Balance   float64
}

type BaseExchanger interface {
	Buy(price float64, amount float64) (*Order, error)
	Sell(price float64, amount float64) (*Order, error)
}

type Candle struct {
	ID     int64   `xorm:"pk autoincr null 'id'"`
	Start  int64   `xorm:"unique index 'start'"`
	Open   float64 `xorm:"notnull 'open'"`
	High   float64 `xorm:"notnull 'high'"`
	Low    float64 `xorm:"notnull 'low'"`
	Close  float64 `xorm:"notnull 'close'"`
	VWP    float64 `xorm:"notnull 'vwp'"`
	Volume float64 `xorm:"notnull 'volume'"`
	Trades int64   `xorm:"notnull 'trades'"`
	Table  string  `xorm:"-"`
}

type Config struct {
	Exchanges map[string]ConfigItem
	Proxy     string
}

type ConfigItem struct {
	Type   string
	Key    string
	Secret string
}

type Contract struct {
	Symbol string
	Name   string
	Expiry time.Time
}

type Depth Orderbook

type DepthInfo struct {
	Price  float64
	Amount float64
}

type FuturesBaseExchanger interface {
	BaseExchanger
	OpenLong(price float64, amount float64) (*Order, error)
	CloseLong(price float64, amount float64) (*Order, error)
	OpenShort(price float64, amount float64) (*Order, error)
	CloseShort(price float64, amount float64) (*Order, error)
	OpenLongMarket(amount float64) (*Order, error)
	CloseLongMarket(amount float64) (*Order, error)
	OpenShortMarket(amount float64) (*Order, error)
	CloseShortMarket(amount float64) (*Order, error)
}

type FuturesExchanger interface {
	FuturesBaseExchanger

	Contracts() ([]Contract, error)
	Positions() ([]Position, error)
	ContractBalances() (map[Contract]Balance, error)

	Depth(int) (Orderbook, error)
	Ticker() (Ticker, error)

	SetSymbol(symbol string) error
	SetContract(contract string) error
	SetLever(lever float64) error

	KlineRecent(count int32, binSize string) (klines []*Candle, err error)
	Kline(start, end time.Time, nLimit int, binSize string) (klines []*Candle, err error)
	KlineChan(start, end time.Time, bSize string) (klines chan []interface{}, err error)
}

type Order struct {
	OrderID    string
	Currency   string
	Amount     float64 // 委托数量
	DealAmount float64 // 成交数量
	Price      float64 // 委托价格
	PriceAvg   float64 // 平均成交价
	Status     string  // 状态
	Side       string
	Type       string
	Time       time.Time
}

type Orderbook struct {
	Sells      []DepthInfo
	Buys       []DepthInfo
	Symbol     string
	UpdateTime time.Time
}

type Position struct {
	Info        Contract // 合约信息
	Type        int      // 合约类型，Long: 多头，Short: 空头
	Hold        float64  // 持有仓位
	Price       float64  // 开仓价格/开仓均价 AvgEntryPrice
	CostPrice   float64  // 成本价格
	LastPrice   float64  // 最新成交价
	MarkPrice   float64  // 标记价格
	ProfitRatio float64  // 盈利比例,正数表示盈利，负数表示亏损
}

type Symbol struct {
	Name          string
	BaseCurrency  string `json:"base_currency"`
	QuoteCurrency string `json:"quote_currency"`
	PriceDecimal  int    `json:"price_decimal"`
	AmountDecimal int    `json:"amount_decimal"`
}

type Ticker struct {
	CurrencyPair string
	Last         float64
	High         float64
	Low          float64
	Bid          float64
	Ask          float64
	Volume       float64
	Timestamp    time.Time
}

type Trade struct {
	ID     string
	Symbol string
	Time   time.Time
	Price  float64
	Amount float64
	Side   string
	Remark string
}

type TradeAction struct {
	Action ActionType
	Amount float64
	Price  float64
	Time   time.Time
}