first commit

balance.go

@@ -0,0 +1,19 @@
+package trademodel
+
+import "fmt"
+
+type Currency struct {
+	Coin string
+	Base string
+}
+
+func (currency Currency) String() string {
+	return fmt.Sprintf("%s_%s", currency.Coin, currency.Base)
+}
+
+type Balance struct {
+	Currency  string
+	Available float64
+	Frozen    float64
+	Balance   float64
+}

candle.go

@@ -0,0 +1,87 @@
+package trademodel
+
+import (
+	"fmt"
+	"time"
+)
+
+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'"`
+	Volume   float64 `xorm:"notnull 'volume'"`
+	Turnover float64 `xorm:"turnover 'turnover'"`
+	Trades   int64   `xorm:"notnull 'trades'"`
+	Table    string  `xorm:"-"`
+}
+
+func (c Candle) TableName() string {
+	return c.Table
+}
+
+func (c Candle) GetTable() string {
+	return c.Table
+}
+
+func (c Candle) GetStart() int64 {
+	return c.Start
+}
+
+func (c *Candle) SetTable(tbl string) {
+	c.Table = tbl
+}
+
+func (c Candle) Time() time.Time {
+	return time.Unix(c.Start, 0)
+}
+
+func (c Candle) String() string {
+	return fmt.Sprintf("%s open:%f close:%f low:%f high:%f volume:%f trades:%d turnover: %f", c.Time().String(), c.Open, c.Close, c.Low, c.High, c.Volume, c.Trades, c.Turnover)
+}
+
+// CandleList candle list
+type CandleList []*Candle
+
+// Merge merge multi candle to one
+func (l CandleList) Merge() (ret *Candle) {
+	if len(l) == 0 {
+		return
+	}
+	ret = new(Candle)
+	ret.Start = l[0].Start
+	ret.Open = l[0].Open
+	ret.High = l.High()
+	ret.Low = l.Low()
+	ret.Close = l[len(l)-1].Close
+	for _, v := range l {
+		ret.Turnover = v.Turnover
+		ret.Volume += v.Volume
+		ret.Trades += v.Trades
+	}
+	return
+}
+
+func (l CandleList) High() (ret float64) {
+	for _, v := range l {
+		if ret < v.High {
+			ret = v.High
+		}
+	}
+	return
+}
+
+func (l CandleList) Low() (ret float64) {
+	for _, v := range l {
+		if ret == 0 {
+			ret = v.Low
+			continue
+		}
+		if ret > v.Low {
+			ret = v.Low
+		}
+	}
+	return
+}

go.mod

@@ -0,0 +1,3 @@
+module trademodel
+
+go 1.22.0

order.go

@@ -0,0 +1,21 @@
+package trademodel
+
+import "time"
+
+var (
+	OrderStatusFilled   = "FILLED"
+	OrderStatusCanceled = "CANCELED"
+)
+
+type Order struct {
+	OrderID  string
+	Symbol   string
+	Currency string
+	Amount   float64
+	Price    float64
+	Status   string
+	Side     string
+	Time     time.Time
+	Remark   string
+	Filled   float64
+}

orderbook.go

@@ -0,0 +1,16 @@
+package trademodel
+
+import "time"
+
+type DepthInfo struct {
+	Price  float64
+	Amount float64
+}
+
+type Depth OrderBook
+
+type OrderBook struct {
+	Sells      []DepthInfo
+	Buys       []DepthInfo
+	UpdateTime time.Time
+}

pos.go

@@ -0,0 +1,14 @@
+package trademodel
+
+const (
+	Long  = 1
+	Short = 2
+)
+
+type Position struct {
+	Symbol      string
+	Type        int     // 合约类型，Long: 多头，Short: 空头
+	Hold        float64 // 持有仓位
+	Price       float64 //开仓价格
+	ProfitRatio float64 // 盈利比例,正数表示盈利，负数表示亏岁
+}

symbol.go

@@ -0,0 +1,45 @@
+package trademodel
+
+import (
+	"strings"
+	"time"
+)
+
+const (
+	SymbolTypeSpot    = "spot"
+	SymbolTypeIndex   = "index"
+	SymbolTypeFutures = "futures"
+)
+
+type Symbol struct {
+	Name        string `json:"name"`
+	Symbol      string `json:"code"`
+	Exchange    string `json:"exchange"`
+	Description string `json:"description"`
+	Type        string `json:"type"`
+	// 交易时间
+	Session string `json:"session"`
+
+	// price decimal places
+	Precision int `json:"precision"`
+	// amount decimal places
+	AmountPrecision int `json:"volume_precision"`
+
+	Expired bool `json:"expired"`
+	// only use if expired = true
+	ExpirationDate time.Time `json:"expiration_date"`
+	Resolutions    string    `json:"resolutions"`
+
+	// mini size between two price
+	PriceStep float64 `json:"price_step"`
+	// mini size between two amount
+	AmountStep float64 `json:"amount"`
+}
+
+func (s *Symbol) GetResolutions() []string {
+	return strings.Split(s.Resolutions, ",")
+}
+
+func (s *Symbol) FixPrice(price float64) float64 {
+	return float64(int(price/s.PriceStep)) * s.PriceStep
+}

ticker.go

@@ -0,0 +1,11 @@
+package trademodel
+
+type Ticker struct {
+	CurrencyPair string
+	Last         float64
+	High         float64
+	Low          float64
+	Bid          float64
+	Ask          float64
+	Volume       float64
+}

trade.go

@@ -0,0 +1,112 @@
+package trademodel
+
+import (
+	"fmt"
+	"time"
+)
+
+type TradeType int
+
+const (
+	CancelOne   TradeType = -2
+	CancelAll   TradeType = -1
+	DirectLong  TradeType = 1
+	DirectShort TradeType = 1 << 1
+
+	Limit  TradeType = 1 << 3
+	Market TradeType = 1 << 4
+	Stop   TradeType = 1 << 5
+
+	Open  TradeType = 1 << 6
+	Close TradeType = 1 << 7
+
+	OpenLong   = Open | DirectLong
+	OpenShort  = Open | DirectShort
+	CloseLong  = Close | DirectLong
+	CloseShort = Close | DirectShort // 130
+	StopLong   = Stop | DirectLong   // 33
+	StopShort  = Stop | DirectShort  // 34
+)
+
+func (t TradeType) String() (ret string) {
+	if t&Limit == Limit {
+		ret += "Limit"
+	} else if t&Market == Market {
+		ret += "Market"
+	} else if t&Stop == Stop {
+		ret += "Stop"
+	}
+	if t&Open == Open {
+		ret += "Open"
+	} else if t&Close == Close {
+		ret += "Close"
+	}
+
+	if t&DirectLong == DirectLong {
+		ret += "Long"
+	} else if t&DirectShort == DirectShort {
+		ret += "Short"
+	}
+	return
+}
+
+func NewTradeType(typ string) (t TradeType, err error) {
+	switch typ {
+	case "OpenLong":
+		t = OpenLong
+	case "OpenShort":
+		t = OpenShort
+	case "CloseLong":
+		t = CloseLong
+	case "CloseShort":
+		t = CloseShort
+	case "StopLong":
+		t = StopLong
+	case "StopShort":
+		t = StopShort
+	default:
+		err = fmt.Errorf("unsupport trade type: %d", t)
+	}
+	return
+}
+
+type Trade struct {
+	ID     string
+	Action TradeType
+	Time   time.Time
+	Price  float64
+	Amount float64
+	Side   string
+	Remark string
+}
+
+// TradeAction trade action
+type TradeAction struct {
+	ID     string
+	Action TradeType
+	Amount float64
+	Price  float64
+	Time   time.Time
+	Symbol string
+}
+
+func (a TradeType) IsLong() bool {
+	if a&OpenLong == OpenLong || a&CloseShort == CloseShort || a&StopShort == StopShort {
+		return true
+	}
+	return false
+}
+
+func (a TradeType) IsOpen() bool {
+	if a&Open == Open {
+		return true
+	}
+	return false
+}
+
+func (a TradeType) IsStop() bool {
+	if a&Stop == Stop {
+		return true
+	}
+	return false
+}