bbgo_origin/pkg/exchange/binance/stream_callbacks.go

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// Code generated by "callbackgen -type Stream -interface"; DO NOT EDIT.
package binance
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import ()
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func (s *Stream) OnDepthEvent(cb func(e *DepthEvent)) {
s.depthEventCallbacks = append(s.depthEventCallbacks, cb)
}
func (s *Stream) EmitDepthEvent(e *DepthEvent) {
for _, cb := range s.depthEventCallbacks {
cb(e)
}
}
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func (s *Stream) OnKLineEvent(cb func(e *KLineEvent)) {
s.kLineEventCallbacks = append(s.kLineEventCallbacks, cb)
}
func (s *Stream) EmitKLineEvent(e *KLineEvent) {
for _, cb := range s.kLineEventCallbacks {
cb(e)
}
}
func (s *Stream) OnKLineClosedEvent(cb func(e *KLineEvent)) {
s.kLineClosedEventCallbacks = append(s.kLineClosedEventCallbacks, cb)
}
func (s *Stream) EmitKLineClosedEvent(e *KLineEvent) {
for _, cb := range s.kLineClosedEventCallbacks {
cb(e)
}
}
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func (s *Stream) OnMarkPriceUpdateEvent(cb func(e *MarkPriceUpdateEvent)) {
s.markPriceUpdateEventCallbacks = append(s.markPriceUpdateEventCallbacks, cb)
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}
func (s *Stream) EmitMarkPriceUpdateEvent(e *MarkPriceUpdateEvent) {
for _, cb := range s.markPriceUpdateEventCallbacks {
cb(e)
}
}
func (s *Stream) OnContinuousKLineEvent(cb func(e *ContinuousKLineEvent)) {
s.continuousKLineEventCallbacks = append(s.continuousKLineEventCallbacks, cb)
}
func (s *Stream) EmitContinuousKLineEvent(e *ContinuousKLineEvent) {
for _, cb := range s.continuousKLineEventCallbacks {
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cb(e)
}
}
func (s *Stream) OnContinuousKLineClosedEvent(cb func(e *ContinuousKLineEvent)) {
s.continuousKLineClosedEventCallbacks = append(s.continuousKLineClosedEventCallbacks, cb)
}
func (s *Stream) EmitContinuousKLineClosedEvent(e *ContinuousKLineEvent) {
for _, cb := range s.continuousKLineClosedEventCallbacks {
cb(e)
}
}
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func (s *Stream) OnBalanceUpdateEvent(cb func(event *BalanceUpdateEvent)) {
s.balanceUpdateEventCallbacks = append(s.balanceUpdateEventCallbacks, cb)
}
func (s *Stream) EmitBalanceUpdateEvent(event *BalanceUpdateEvent) {
for _, cb := range s.balanceUpdateEventCallbacks {
cb(event)
}
}
func (s *Stream) OnOutboundAccountInfoEvent(cb func(event *OutboundAccountInfoEvent)) {
s.outboundAccountInfoEventCallbacks = append(s.outboundAccountInfoEventCallbacks, cb)
}
func (s *Stream) EmitOutboundAccountInfoEvent(event *OutboundAccountInfoEvent) {
for _, cb := range s.outboundAccountInfoEventCallbacks {
cb(event)
}
}
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func (s *Stream) OnOutboundAccountPositionEvent(cb func(event *OutboundAccountPositionEvent)) {
s.outboundAccountPositionEventCallbacks = append(s.outboundAccountPositionEventCallbacks, cb)
}
func (s *Stream) EmitOutboundAccountPositionEvent(event *OutboundAccountPositionEvent) {
for _, cb := range s.outboundAccountPositionEventCallbacks {
cb(event)
}
}
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func (s *Stream) OnExecutionReportEvent(cb func(event *ExecutionReportEvent)) {
s.executionReportEventCallbacks = append(s.executionReportEventCallbacks, cb)
}
func (s *Stream) EmitExecutionReportEvent(event *ExecutionReportEvent) {
for _, cb := range s.executionReportEventCallbacks {
cb(event)
}
}
func (s *Stream) OnOrderTradeUpdateEvent(cb func(e *OrderTradeUpdateEvent)) {
s.orderTradeUpdateEventCallbacks = append(s.orderTradeUpdateEventCallbacks, cb)
}
func (s *Stream) EmitOrderTradeUpdateEvent(e *OrderTradeUpdateEvent) {
for _, cb := range s.orderTradeUpdateEventCallbacks {
cb(e)
}
}
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type StreamEventHub interface {
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OnDepthEvent(cb func(e *DepthEvent))
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OnKLineEvent(cb func(e *KLineEvent))
OnKLineClosedEvent(cb func(e *KLineEvent))
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OnMarkPriceUpdateEvent(cb func(e *MarkPriceUpdateEvent))
OnContinuousKLineEvent(cb func(e *ContinuousKLineEvent))
OnContinuousKLineClosedEvent(cb func(e *ContinuousKLineEvent))
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OnBalanceUpdateEvent(cb func(event *BalanceUpdateEvent))
OnOutboundAccountInfoEvent(cb func(event *OutboundAccountInfoEvent))
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OnOutboundAccountPositionEvent(cb func(event *OutboundAccountPositionEvent))
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OnExecutionReportEvent(cb func(event *ExecutionReportEvent))
OnOrderTradeUpdateEvent(cb func(e *OrderTradeUpdateEvent))
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}