package types import ( "context" "database/sql/driver" "encoding/json" "fmt" "strings" "time" "git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint" ) const DateFormat = "2006-01-02" type ExchangeName string const ( ExchangeMax ExchangeName = "max" ExchangeBinance ExchangeName = "binance" ExchangeOKEx ExchangeName = "okex" ExchangeKucoin ExchangeName = "kucoin" ExchangeBitget ExchangeName = "bitget" ExchangeBacktest ExchangeName = "backtest" ExchangeBybit ExchangeName = "bybit" ) var SupportedExchanges = []ExchangeName{ ExchangeMax, ExchangeBinance, ExchangeOKEx, ExchangeKucoin, ExchangeBitget, ExchangeBybit, // note: we are not using "backtest" } func (n *ExchangeName) Value() (driver.Value, error) { return n.String(), nil } func (n *ExchangeName) UnmarshalJSON(data []byte) error { var s string if err := json.Unmarshal(data, &s); err != nil { return err } *n = ExchangeName(s) if !n.IsValid() { return fmt.Errorf("%s is an invalid exchange name", s) } return nil } func (n ExchangeName) IsValid() bool { switch n { case ExchangeBinance, ExchangeBitget, ExchangeBybit, ExchangeMax, ExchangeOKEx, ExchangeKucoin: return true } return false } func (n ExchangeName) String() string { return string(n) } func ValidExchangeName(a string) (ExchangeName, error) { exName := ExchangeName(strings.ToLower(a)) if !exName.IsValid() { return "", fmt.Errorf("invalid exchange name: %s", a) } return exName, nil } type ExchangeMinimal interface { Name() ExchangeName PlatformFeeCurrency() string } //go:generate mockgen -destination=mocks/mock_exchange.go -package=mocks . Exchange type Exchange interface { ExchangeMinimal ExchangeMarketDataService ExchangeAccountService ExchangeTradeService } //go:generate mockgen -destination=mocks/mock_exchange_public.go -package=mocks . ExchangePublic type ExchangePublic interface { ExchangeMinimal ExchangeMarketDataService } // ExchangeBasic is the new type for replacing the original Exchange interface type ExchangeBasic = Exchange // ExchangeOrderQueryService provides an interface for querying the order status via order ID or client order ID // //go:generate mockgen -destination=mocks/mock_exchange_order_query.go -package=mocks . ExchangeOrderQueryService type ExchangeOrderQueryService interface { QueryOrder(ctx context.Context, q OrderQuery) (*Order, error) QueryOrderTrades(ctx context.Context, q OrderQuery) ([]Trade, error) } type ExchangeAccountService interface { QueryAccount(ctx context.Context) (*Account, error) QueryAccountBalances(ctx context.Context) (BalanceMap, error) } type ExchangeTradeService interface { SubmitOrder(ctx context.Context, order SubmitOrder) (createdOrder *Order, err error) QueryOpenOrders(ctx context.Context, symbol string) (orders []Order, err error) CancelOrders(ctx context.Context, orders ...Order) error } type ExchangeDefaultFeeRates interface { DefaultFeeRates() ExchangeFee } type ExchangeAmountFeeProtect interface { SetModifyOrderAmountForFee(ExchangeFee) } //go:generate mockgen -destination=mocks/mock_exchange_trade_history.go -package=mocks . ExchangeTradeHistoryService type ExchangeTradeHistoryService interface { QueryTrades(ctx context.Context, symbol string, options *TradeQueryOptions) ([]Trade, error) QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []Order, err error) } 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 CustomIntervalProvider interface { SupportedInterval() map[Interval]int IsSupportedInterval(interval Interval) bool } type ExchangeTransferHistoryService 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 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 ExchangeWithdrawalService interface { Withdraw(ctx context.Context, asset string, amount fixedpoint.Value, address string, options *WithdrawalOptions) error } type ExchangeRewardService interface { QueryRewards(ctx context.Context, startTime time.Time) ([]Reward, error) } type TradeQueryOptions struct { StartTime *time.Time EndTime *time.Time Limit int64 LastTradeID uint64 }