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Port from idoall's codebase (#161)

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* 修复火币Post REST API方法不正确的问题，同时增加火币海带丝交易所

* add vendor folder

* 修改命名空间依赖

* 第一次提交分支

* 增加取消订单功能

* 修复binance.GetAccount方法

* 更新readme.md

* 增加 Gateio 交易所的支持，支持获取K线、支持的交易对、交易市场参数

* 替换HuobiHadax的参数

* 买/卖订单、取消订单

* OKEX 币币交易:增加获取用户信息，下订单，取消订单

* 测试ok kline

* 修复 Bitfinex 的 GetAccountInfo 方法

* 做一些不必要的删减

* 修复binfinex不返回错误的bug

* 统一我修改交易所的Kline获取方式

* Bitfinex 增加获取最新价格

* update main.go

* 更新GetSymbol方法

* 修改火币和海带丝的Kline编号ID类型

* 修改海带丝的默认配置大小写

* okex增加获取最新价格

*   调整okex的参数判断

* 调整比特儿的参数名称

* 修改火币、火币Hadax的参数全名

* 更新海带丝的配置名称

* 修改bintfinex的GetAccountInfo方法

* 去掉一行注释

* 支持zb交易所的部分功能

* 修复获取K线时没有设置参数的错误

* 增加 Binance 取消订单的方法，获取订单状态，获取所有打开的状态以及所有订单

* 修改获取深度和历史订单的数据

* 修改币安获取深度的参数

* 修改火币获取市场深度的参数

* 修改okex获取市场深度的参数

* 修改币安、OKex获取历史订单的参数

* 修复币安提交参数错误的问题

* merge upstrem

* merge后，调整一部分命名空间

* 修改ZB时间参数的命名方式

* 继续替换命名空间

* 命名空间的替换

* 继续命名空间的替换

* 测试

* Port code from idoall's PR

* Drop errors dep

* Start amending PR

* Fix commented code
* Translate text from Chinese to English (except for ZB). The reasning behind this is that it's a Chinese exchange and the structs are self explanatory in English, but would for other developers in China

* Translate Chinese text, basic formatting changes

* Remove commented lines and address feedback on PR
This commit is contained in:
Adrian Gallagher
2018-08-04 08:30:20 +10:00
committed by GitHub
parent ecac1e124c
commit c63f1b0ff6
40 changed files with 4304 additions and 255 deletions
Download Patch File Download Diff File Expand all files Collapse all files

231
exchanges/binance/binance.go
View File

@@ -23,8 +23,8 @@ type Binance struct {
WebsocketConn *websocket.Conn
// valid string list that a required by the exchange
validLimits []string
validIntervals []string
validLimits []int
validIntervals []TimeInterval
}
const (
@@ -45,7 +45,10 @@ const (
// Authenticated endpoints
newOrderTest = "/api/v3/order/test"
newOrder = "/api/v3/order"
cancelOrder = "/api/v3/order"
queryOrder = "/api/v3/order"
openOrders = "/api/v3/openOrders"
allOrders = "/api/v3/allOrders"
// binance authenticated and unauthenticated limit rates
// to-do
@@ -130,21 +133,22 @@ func (b *Binance) GetExchangeInfo() (ExchangeInfo, error) {
// GetOrderBook returns full orderbook information
//
// OrderBookDataRequestParams contains the following members
// symbol: string of currency pair
// limit: returned limit amount
func (b *Binance) GetOrderBook(symbol string, limit int64) (OrderBook, error) {
func (b *Binance) GetOrderBook(obd OrderBookDataRequestParams) (OrderBook, error) {
orderbook, resp := OrderBook{}, OrderBookData{}
if err := b.CheckLimit(limit); err != nil {
if err := b.CheckLimit(obd.Limit); err != nil {
return orderbook, err
}
if err := b.CheckSymbol(symbol); err != nil {
if err := b.CheckSymbol(obd.Symbol); err != nil {
return orderbook, err
}
params := url.Values{}
params.Set("symbol", common.StringToUpper(symbol))
params.Set("limit", strconv.FormatInt(limit, 10))
params.Set("symbol", common.StringToUpper(obd.Symbol))
params.Set("limit", fmt.Sprintf("%d", obd.Limit))
path := fmt.Sprintf("%s%s?%s", apiURL, orderBookDepth, params.Encode())
@@ -189,22 +193,13 @@ func (b *Binance) GetOrderBook(symbol string, limit int64) (OrderBook, error) {
}
// GetRecentTrades returns recent trade activity
//
// symbol: string of currency pair
// limit: returned limit amount WARNING: MAX 500!
func (b *Binance) GetRecentTrades(symbol string, limit int64) ([]RecentTrade, error) {
// limit: Up to 500 results returned
func (b *Binance) GetRecentTrades(rtr RecentTradeRequestParams) ([]RecentTrade, error) {
resp := []RecentTrade{}
if err := b.CheckLimit(limit); err != nil {
return resp, err
}
if err := b.CheckSymbol(symbol); err != nil {
return resp, err
}
params := url.Values{}
params.Set("symbol", common.StringToUpper(symbol))
params.Set("limit", strconv.FormatInt(limit, 10))
params.Set("symbol", common.StringToUpper(rtr.Symbol))
params.Set("limit", fmt.Sprintf("%d", rtr.Limit))
path := fmt.Sprintf("%s%s?%s", apiURL, recentTrades, params.Encode())
@@ -214,21 +209,18 @@ func (b *Binance) GetRecentTrades(symbol string, limit int64) ([]RecentTrade, er
// GetHistoricalTrades returns historical trade activity
//
// symbol: string of currency pair
// limit: returned limit amount WARNING: MAX 500! (NOT REQUIRED)
// limit: Optional. Default 500; max 1000.
// fromID:
func (b *Binance) GetHistoricalTrades(symbol string, limit, fromID int64) ([]HistoricalTrade, error) {
func (b *Binance) GetHistoricalTrades(symbol string, limit int, fromID int64) ([]HistoricalTrade, error) {
resp := []HistoricalTrade{}
if err := b.CheckLimit(limit); err != nil {
return resp, err
}
if err := b.CheckSymbol(symbol); err != nil {
return resp, err
}
params := url.Values{}
params.Set("symbol", common.StringToUpper(symbol))
params.Set("limit", strconv.FormatInt(limit, 10))
params.Set("limit", strconv.Itoa(limit))
params.Set("fromid", strconv.FormatInt(fromID, 10))
path := fmt.Sprintf("%s%s?%s", apiURL, historicalTrades, params.Encode())
@@ -239,8 +231,8 @@ func (b *Binance) GetHistoricalTrades(symbol string, limit, fromID int64) ([]His
// GetAggregatedTrades returns aggregated trade activity
//
// symbol: string of currency pair
// limit: returned limit amount WARNING: MAX 500!
func (b *Binance) GetAggregatedTrades(symbol string, limit int64) ([]AggregatedTrade, error) {
// limit: Optional. Default 500; max 1000.
func (b *Binance) GetAggregatedTrades(symbol string, limit int) ([]AggregatedTrade, error) {
resp := []AggregatedTrade{}
if err := b.CheckLimit(limit); err != nil {
@@ -252,36 +244,37 @@ func (b *Binance) GetAggregatedTrades(symbol string, limit int64) ([]AggregatedT
params := url.Values{}
params.Set("symbol", common.StringToUpper(symbol))
params.Set("limit", strconv.FormatInt(limit, 10))
params.Set("limit", strconv.Itoa(limit))
path := fmt.Sprintf("%s%s?%s", apiURL, aggregatedTrades, params.Encode())
return resp, b.SendHTTPRequest(path, &resp)
}
// GetCandleStickData returns candle stick data
// GetSpotKline returns kline data
//
// symbol:
// limit:
// interval
func (b *Binance) GetCandleStickData(symbol, interval string, limit int64) ([]CandleStick, error) {
// KlinesRequestParams supports 5 parameters
// symbol: the symbol to get the kline data for
// limit: optinal
// interval: the interval time for the data
// startTime: startTime filter for kline data
// endTime: endTime filter for the kline data
func (b *Binance) GetSpotKline(arg KlinesRequestParams) ([]CandleStick, error) {
var resp interface{}
var kline []CandleStick
if err := b.CheckLimit(limit); err != nil {
return kline, err
}
if err := b.CheckSymbol(symbol); err != nil {
return kline, err
}
if err := b.CheckIntervals(interval); err != nil {
return kline, err
}
params := url.Values{}
params.Set("symbol", common.StringToUpper(symbol))
params.Set("limit", strconv.FormatInt(limit, 10))
params.Set("interval", interval)
params.Set("symbol", arg.Symbol)
params.Set("interval", string(arg.Interval))
if arg.Limit != 0 {
params.Set("limit", strconv.Itoa(arg.Limit))
}
if arg.StartTime != 0 {
params.Set("startTime", strconv.FormatInt(arg.StartTime, 10))
}
if arg.EndTime != 0 {
params.Set("endTime", strconv.FormatInt(arg.EndTime, 10))
}
path := fmt.Sprintf("%s%s?%s", apiURL, candleStick, params.Encode())
@@ -402,19 +395,31 @@ func (b *Binance) NewOrderTest() (interface{}, error) {
func (b *Binance) NewOrder(o NewOrderRequest) (NewOrderResponse, error) {
var resp NewOrderResponse
path := fmt.Sprintf("%s%s", apiURL, newOrderTest)
path := fmt.Sprintf("%s%s", apiURL, newOrder)
params := url.Values{}
params.Set("symbol", o.Symbol)
params.Set("side", o.Side)
params.Set("type", o.TradeType)
params.Set("timeInForce", o.TimeInForce)
params.Set("side", string(o.Side))
params.Set("type", string(o.TradeType))
params.Set("quantity", strconv.FormatFloat(o.Quantity, 'f', -1, 64))
params.Set("price", strconv.FormatFloat(o.Price, 'f', -1, 64))
params.Set("newClientOrderID", o.NewClientOrderID)
params.Set("stopPrice", strconv.FormatFloat(o.StopPrice, 'f', -1, 64))
params.Set("icebergQty", strconv.FormatFloat(o.IcebergQty, 'f', -1, 64))
params.Set("newOrderRespType", o.NewOrderRespType)
params.Set("timeInForce", string(o.TimeInForce))
if o.NewClientOrderID != "" {
params.Set("newClientOrderID", o.NewClientOrderID)
}
if o.StopPrice != 0 {
params.Set("stopPrice", strconv.FormatFloat(o.StopPrice, 'f', -1, 64))
}
if o.IcebergQty != 0 {
params.Set("icebergQty", strconv.FormatFloat(o.IcebergQty, 'f', -1, 64))
}
if o.NewOrderRespType != "" {
params.Set("newOrderRespType", o.NewOrderRespType)
}
if err := b.SendAuthHTTPRequest("POST", path, params, &resp); err != nil {
return resp, err
@@ -426,6 +431,71 @@ func (b *Binance) NewOrder(o NewOrderRequest) (NewOrderResponse, error) {
return resp, nil
}
// CancelOrder sends a cancel order to Binance
func (b *Binance) CancelOrder(symbol string, orderID int64, origClientOrderID string) (CancelOrderResponse, error) {
var resp CancelOrderResponse
path := fmt.Sprintf("%s%s", apiURL, cancelOrder)
params := url.Values{}
params.Set("symbol", symbol)
if orderID != 0 {
params.Set("orderId", strconv.FormatInt(orderID, 10))
}
if origClientOrderID != "" {
params.Set("origClientOrderId", origClientOrderID)
}
if err := b.SendAuthHTTPRequest("DELETE", path, params, &resp); err != nil {
return resp, err
}
return resp, nil
}
// OpenOrders Current open orders
// Get all open orders on a symbol. Careful when accessing this with no symbol.
func (b *Binance) OpenOrders(symbol string) ([]QueryOrderData, error) {
var resp []QueryOrderData
path := fmt.Sprintf("%s%s", apiURL, openOrders)
params := url.Values{}
if symbol != "" {
params.Set("symbol", common.StringToUpper(symbol))
}
if err := b.SendAuthHTTPRequest("GET", path, params, &resp); err != nil {
return resp, err
}
return resp, nil
}
// AllOrders Get all account orders; active, canceled, or filled.
// orderId optional param
// limit optional param, default 500; max 500
func (b *Binance) AllOrders(symbol, orderID, limit string) ([]QueryOrderData, error) {
var resp []QueryOrderData
path := fmt.Sprintf("%s%s", apiURL, allOrders)
params := url.Values{}
params.Set("symbol", common.StringToUpper(symbol))
if orderID != "" {
params.Set("orderId", orderID)
}
if limit != "" {
params.Set("limit", limit)
}
if err := b.SendAuthHTTPRequest("GET", path, params, &resp); err != nil {
return resp, err
}
return resp, nil
}
// QueryOrder returns information on a past order
func (b *Binance) QueryOrder(symbol, origClientOrderID string, orderID int64) (QueryOrderData, error) {
var resp QueryOrderData
@@ -434,8 +504,12 @@ func (b *Binance) QueryOrder(symbol, origClientOrderID string, orderID int64) (Q
params := url.Values{}
params.Set("symbol", common.StringToUpper(symbol))
params.Set("origClientOrderId", origClientOrderID)
params.Set("orderId", strconv.FormatInt(orderID, 10))
if origClientOrderID != "" {
params.Set("origClientOrderId", origClientOrderID)
}
if orderID != 0 {
params.Set("orderId", strconv.FormatInt(orderID, 10))
}
if err := b.SendAuthHTTPRequest("GET", path, params, &resp); err != nil {
return resp, err
@@ -484,7 +558,7 @@ func (b *Binance) SendAuthHTTPRequest(method, path string, params url.Values, re
if params == nil {
params = url.Values{}
}
params.Set("recvWindow", strconv.FormatInt(5000, 10))
params.Set("recvWindow", strconv.FormatInt(common.RecvWindow(5*time.Second), 10))
params.Set("timestamp", strconv.FormatInt(time.Now().Unix()*1000, 10))
signature := params.Encode()
@@ -494,7 +568,6 @@ func (b *Binance) SendAuthHTTPRequest(method, path string, params url.Values, re
headers := make(map[string]string)
headers["X-MBX-APIKEY"] = b.APIKey
headers["Content-Type"] = "application/x-www-form-urlencoded"
if b.Verbose {
log.Printf("sent path: \n%s\n", path)
@@ -505,16 +578,18 @@ func (b *Binance) SendAuthHTTPRequest(method, path string, params url.Values, re
}
// CheckLimit checks value against a variable list
func (b *Binance) CheckLimit(limit int64) error {
if !common.StringDataCompare(b.validLimits, strconv.FormatInt(limit, 10)) {
return errors.New("Incorrect limit values - valid values are 5, 10, 20, 50, 100, 500, 1000")
func (b *Binance) CheckLimit(limit int) error {
for x := range b.validLimits {
if b.validLimits[x] == limit {
return nil
}
}
return nil
return errors.New("Incorrect limit values - valid values are 5, 10, 20, 50, 100, 500, 1000")
}
// CheckSymbol checks value against a variable list
func (b *Binance) CheckSymbol(symbol string) error {
enPairs := b.GetEnabledCurrencies()
enPairs := b.GetAvailableCurrencies()
for x := range enPairs {
if exchange.FormatExchangeCurrency(b.Name, enPairs[x]).String() == symbol {
return nil
@@ -525,14 +600,32 @@ func (b *Binance) CheckSymbol(symbol string) error {
// CheckIntervals checks value against a variable list
func (b *Binance) CheckIntervals(interval string) error {
if !common.StringDataCompare(b.validIntervals, interval) {
return errors.New(`Incorrect interval values - valid values are "1m","3m","5m","15m","30m","1h","2h","4h","6h","8h","12h","1d","3d","1w","1M"`)
for x := range b.validIntervals {
if TimeInterval(interval) == b.validIntervals[x] {
return nil
}
}
return nil
return errors.New(`Incorrect interval values - valid values are "1m","3m","5m","15m","30m","1h","2h","4h","6h","8h","12h","1d","3d","1w","1M"`)
}
// SetValues sets the default valid values
func (b *Binance) SetValues() {
b.validLimits = []string{"5", "10", "20", "50", "100", "500", "1000"}
b.validIntervals = []string{"1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "12h", "1d", "3d", "1w", "1M"}
b.validLimits = []int{5, 10, 20, 50, 100, 500, 1000}
b.validIntervals = []TimeInterval{
TimeIntervalMinute,
TimeIntervalThreeMinutes,
TimeIntervalFiveMinutes,
TimeIntervalFifteenMinutes,
TimeIntervalThirtyMinutes,
TimeIntervalHour,
TimeIntervalTwoHours,
TimeIntervalFourHours,
TimeIntervalSixHours,
TimeIntervalEightHours,
TimeIntervalTwelveHours,
TimeIntervalDay,
TimeIntervalThreeDays,
TimeIntervalWeek,
TimeIntervalMonth,
}
}

85
exchanges/binance/binance_test.go
View File

@@ -43,7 +43,11 @@ func TestGetExchangeValidCurrencyPairs(t *testing.T) {
func TestGetOrderBook(t *testing.T) {
t.Parallel()
_, err := b.GetOrderBook("BTCUSDT", 5)
_, err := b.GetOrderBook(OrderBookDataRequestParams{
Symbol: "BTCUSDT",
Limit: 10,
})
if err != nil {
t.Error("Test Failed - Binance GetOrderBook() error", err)
}
@@ -51,7 +55,12 @@ func TestGetOrderBook(t *testing.T) {
func TestGetRecentTrades(t *testing.T) {
t.Parallel()
_, err := b.GetRecentTrades("BTCUSDT", 5)
_, err := b.GetRecentTrades(RecentTradeRequestParams{
Symbol: "BTCUSDT",
Limit: 15,
})
if err != nil {
t.Error("Test Failed - Binance GetRecentTrades() error", err)
}
@@ -73,11 +82,15 @@ func TestGetAggregatedTrades(t *testing.T) {
}
}
func TestGetCandleStickData(t *testing.T) {
func TestGetSpotKline(t *testing.T) {
t.Parallel()
_, err := b.GetCandleStickData("BTCUSDT", "1d", 5)
_, err := b.GetSpotKline(KlinesRequestParams{
Symbol: "BTCUSDT",
Interval: TimeIntervalFiveMinutes,
Limit: 24,
})
if err != nil {
t.Error("Test Failed - Binance GetCandleStickData() error", err)
t.Error("Test Failed - Binance GetSpotKline() error", err)
}
}
@@ -123,16 +136,72 @@ func TestNewOrderTest(t *testing.T) {
func TestNewOrder(t *testing.T) {
t.Parallel()
_, err := b.NewOrder(NewOrderRequest{})
if testAPIKey == "" || testAPISecret == "" {
t.Skip()
}
_, err := b.NewOrder(NewOrderRequest{
Symbol: "BTCUSDT",
Side: BinanceRequestParamsSideSell,
TradeType: BinanceRequestParamsOrderLimit,
TimeInForce: BinanceRequestParamsTimeGTC,
Quantity: 0.01,
Price: 1536.1,
})
if err == nil {
t.Error("Test Failed - Binance NewOrder() error", err)
}
}
func TestCancelOrder(t *testing.T) {
t.Parallel()
if testAPIKey == "" || testAPISecret == "" {
t.Skip()
}
_, err := b.CancelOrder("BTCUSDT", 82584683, "")
if err == nil {
t.Error("Test Failed - Binance CancelOrder() error", err)
}
}
func TestQueryOrder(t *testing.T) {
t.Parallel()
_, err := b.QueryOrder("", "", 1337)
if err == nil {
if testAPIKey == "" || testAPISecret == "" {
t.Skip()
}
_, err := b.QueryOrder("BTCUSDT", "", 1337)
if err != nil {
t.Error("Test Failed - Binance QueryOrder() error", err)
}
}
func TestOpenOrders(t *testing.T) {
t.Parallel()
if testAPIKey == "" || testAPISecret == "" {
t.Skip()
}
_, err := b.OpenOrders("BTCUSDT")
if err != nil {
t.Error("Test Failed - Binance OpenOrders() error", err)
}
}
func TestAllOrders(t *testing.T) {
t.Parallel()
if testAPIKey == "" || testAPISecret == "" {
t.Skip()
}
_, err := b.AllOrders("BTCUSDT", "", "")
if err != nil {
t.Error("Test Failed - Binance AllOrders() error", err)
}
}

129
exchanges/binance/binance_types.go
View File

@@ -1,6 +1,5 @@
package binance
import (
"encoding/json"
)
@@ -45,6 +44,12 @@ type ExchangeInfo struct {
} `json:"symbols"`
}
// OrderBookDataRequestParams represents Klines request data.
type OrderBookDataRequestParams struct {
Symbol string `json:"symbol"` // Required field; example LTCBTC,BTCUSDT
Limit int `json:"limit"` // Default 100; max 1000. Valid limits:[5, 10, 20, 50, 100, 500, 1000]
}
// OrderBookData is resp data from orderbook endpoint
type OrderBookData struct {
Code int `json:"code"`
@@ -68,6 +73,12 @@ type OrderBook struct {
}
}
// RecentTradeRequestParams represents Klines request data.
type RecentTradeRequestParams struct {
Symbol string `json:"symbol"` // Required field. example LTCBTC, BTCUSDT
Limit int `json:"limit"` // Default 500; max 500.
}
// RecentTrade holds recent trade data
type RecentTrade struct {
Code int `json:"code"`
@@ -75,16 +86,18 @@ type RecentTrade struct {
ID int64 `json:"id"`
Price float64 `json:"price,string"`
Quantity float64 `json:"qty,string"`
Time int64 `json:"time"`
Time float64 `json:"time"`
IsBuyerMaker bool `json:"isBuyerMaker"`
IsBestMatch bool `json:"isBestMatch"`
}
// MultiStreamData holds stream data
type MultiStreamData struct {
Stream string `json:"stream"`
Data json.RawMessage `json:"data"`
}
// TradeStream holds the trade stream data
type TradeStream struct {
EventType string `json:"e"`
EventTime int64 `json:"E"`
@@ -99,6 +112,7 @@ type TradeStream struct {
BestMatchPrice bool `json:"M"`
}
// KlineStream holds the kline stream data
type KlineStream struct {
EventType string `json:"e"`
EventTime int64 `json:"E"`
@@ -123,6 +137,7 @@ type KlineStream struct {
} `json:"k"`
}
// TickerStream holds the ticker stream data
type TickerStream struct {
EventType string `json:"e"`
EventTime int64 `json:"E"`
@@ -228,15 +243,21 @@ type BestPrice struct {
// NewOrderRequest request type
type NewOrderRequest struct {
Symbol string
Side string
TradeType string
TimeInForce string
// Symbol (currency pair to trade)
Symbol string
// Side Buy or Sell
Side RequestParamsSideType
// TradeType (market or limit order)
TradeType RequestParamsOrderType
// TimeInForce specifies how long the order remains in effect.
// Examples are (Good Till Cancel (GTC), Immediate or Cancel (IOC) and Fill Or Kill (FOK))
TimeInForce RequestParamsTimeForceType
// Quantity
Quantity float64
Price float64
NewClientOrderID string
StopPrice float64
IcebergQty float64
StopPrice float64 //Used with STOP_LOSS, STOP_LOSS_LIMIT, TAKE_PROFIT, and TAKE_PROFIT_LIMIT orders.
IcebergQty float64 //Used with LIMIT, STOP_LOSS_LIMIT, and TAKE_PROFIT_LIMIT to create an iceberg order.
NewOrderRespType string
}
@@ -263,6 +284,14 @@ type NewOrderResponse struct {
} `json:"fills"`
}
// CancelOrderResponse is the return structured response from the exchange
type CancelOrderResponse struct {
Symbol string `json:"symbol"`
OrigClientOrderID string `json:"origClientOrderId"`
OrderID int64 `json:"orderId"`
ClientOrderID string `json:"clientOrderId"`
}
// QueryOrderData holds query order data
type QueryOrderData struct {
Code int `json:"code"`
@@ -279,7 +308,7 @@ type QueryOrderData struct {
Side string `json:"side"`
StopPrice float64 `json:"stopPrice,string"`
IcebergQty float64 `json:"icebergQty,string"`
Time int64 `json:"time"`
Time float64 `json:"time"`
IsWorking bool `json:"isWorking"`
}
@@ -302,3 +331,85 @@ type Account struct {
UpdateTime int64 `json:"updateTime"`
Balances []Balance `json:"balances"`
}
// RequestParamsSideType trade order side (buy or sell)
type RequestParamsSideType string
var (
// BinanceRequestParamsSideBuy buy order type
BinanceRequestParamsSideBuy = RequestParamsSideType("BUY")
// BinanceRequestParamsSideSell sell order type
BinanceRequestParamsSideSell = RequestParamsSideType("SELL")
)
// RequestParamsTimeForceType Time in force
type RequestParamsTimeForceType string
var (
// BinanceRequestParamsTimeGTC GTC
BinanceRequestParamsTimeGTC = RequestParamsTimeForceType("GTC")
// BinanceRequestParamsTimeIOC IOC
BinanceRequestParamsTimeIOC = RequestParamsTimeForceType("IOC")
// BinanceRequestParamsTimeFOK FOK
BinanceRequestParamsTimeFOK = RequestParamsTimeForceType("FOK")
)
// RequestParamsOrderType trade order type
type RequestParamsOrderType string
var (
// BinanceRequestParamsOrderLimit Limit order
BinanceRequestParamsOrderLimit = RequestParamsOrderType("LIMIT")
// BinanceRequestParamsOrderMarket Market order
BinanceRequestParamsOrderMarket = RequestParamsOrderType("MARKET")
// BinanceRequestParamsOrderStopLoss STOP_LOSS
BinanceRequestParamsOrderStopLoss = RequestParamsOrderType("STOP_LOSS")
// BinanceRequestParamsOrderStopLossLimit STOP_LOSS_LIMIT
BinanceRequestParamsOrderStopLossLimit = RequestParamsOrderType("STOP_LOSS_LIMIT")
// BinanceRequestParamsOrderTakeProfit TAKE_PROFIT
BinanceRequestParamsOrderTakeProfit = RequestParamsOrderType("TAKE_PROFIT")
// BinanceRequestParamsOrderTakeProfitLimit TAKE_PROFIT_LIMIT
BinanceRequestParamsOrderTakeProfitLimit = RequestParamsOrderType("TAKE_PROFIT_LIMIT")
// BinanceRequestParamsOrderLimitMarker LIMIT_MAKER
BinanceRequestParamsOrderLimitMarker = RequestParamsOrderType("LIMIT_MAKER")
)
// KlinesRequestParams represents Klines request data.
type KlinesRequestParams struct {
Symbol string // Required field; example LTCBTC, BTCUSDT
Interval TimeInterval // Time interval period
Limit int // Default 500; max 500.
StartTime int64
EndTime int64
}
// TimeInterval represents interval enum.
type TimeInterval string
// Vars related to time intervals
var (
TimeIntervalMinute = TimeInterval("1m")
TimeIntervalThreeMinutes = TimeInterval("3m")
TimeIntervalFiveMinutes = TimeInterval("5m")
TimeIntervalFifteenMinutes = TimeInterval("15m")
TimeIntervalThirtyMinutes = TimeInterval("30m")
TimeIntervalHour = TimeInterval("1h")
TimeIntervalTwoHours = TimeInterval("2h")
TimeIntervalFourHours = TimeInterval("4h")
TimeIntervalSixHours = TimeInterval("6h")
TimeIntervalEightHours = TimeInterval("8h")
TimeIntervalTwelveHours = TimeInterval("12h")
TimeIntervalDay = TimeInterval("1d")
TimeIntervalThreeDays = TimeInterval("3d")
TimeIntervalWeek = TimeInterval("1w")
TimeIntervalMonth = TimeInterval("1M")
)

1
exchanges/binance/binance_websocket.go
View File

@@ -15,6 +15,7 @@ const (
binancePingPeriod = 20 * time.Second
)
// WebsocketClient starts and handles the websocket client connection
func (b *Binance) WebsocketClient() {
for b.Enabled && b.Websocket {
var Dialer websocket.Dialer

2
exchanges/binance/binance_wrapper.go
View File

@@ -106,7 +106,7 @@ func (b *Binance) GetOrderbookEx(currency pair.CurrencyPair, assetType string) (
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Binance) UpdateOrderbook(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := b.GetOrderBook(exchange.FormatExchangeCurrency(b.Name, p).String(), 1000)
orderbookNew, err := b.GetOrderBook(OrderBookDataRequestParams{Symbol: exchange.FormatExchangeCurrency(b.Name, p).String(), Limit: 1000})
if err != nil {
return orderBook, err
}