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Merge pull request #276 from TheNewInternet/main
[Binance future api] MarkPriceUpdateEvent
This commit is contained in:
Yo-An Lin
GitHub
commit
68e22921dd
2
go.mod
2
go.mod
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@ -7,6 +7,7 @@ go 1.13
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require (
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github.com/DATA-DOG/go-sqlmock v1.5.0
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github.com/adshao/go-binance/v2 v2.3.2
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github.com/c9s/callbackgen v0.0.0-20200923145104-900eb6f89ba4 // indirect
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github.com/c9s/rockhopper v1.2.1-0.20210217093258-2661955904a9
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github.com/codingconcepts/env v0.0.0-20200821220118-a8fbf8d84482
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github.com/dgrijalva/jwt-go v3.2.0+incompatible // indirect
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@ -49,6 +50,7 @@ require (
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github.com/spf13/viper v1.7.1
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github.com/stretchr/testify v1.7.0
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github.com/tebeka/strftime v0.1.3 // indirect
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github.com/tools/godep v0.0.0-20180126220526-ce0bfadeb516 // indirect
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github.com/ugorji/go v1.2.3 // indirect
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github.com/valyala/fastjson v1.5.1
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github.com/webview/webview v0.0.0-20210216142346-e0bfdf0e5d90
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4
go.sum
4
go.sum
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@ -55,6 +55,8 @@ github.com/bmizerany/assert v0.0.0-20160611221934-b7ed37b82869 h1:DDGfHa7BWjL4Yn
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github.com/bmizerany/assert v0.0.0-20160611221934-b7ed37b82869/go.mod h1:Ekp36dRnpXw/yCqJaO+ZrUyxD+3VXMFFr56k5XYrpB4=
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github.com/boombuler/barcode v1.0.1-0.20190219062509-6c824513bacc h1:biVzkmvwrH8WK8raXaxBx6fRVTlJILwEwQGL1I/ByEI=
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github.com/boombuler/barcode v1.0.1-0.20190219062509-6c824513bacc/go.mod h1:paBWMcWSl3LHKBqUq+rly7CNSldXjb2rDl3JlRe0mD8=
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github.com/c9s/callbackgen v0.0.0-20200923145104-900eb6f89ba4 h1:VNfmuE5QUUwFLU5YIPio1fI3MqCfgRb00inu4QKn/uI=
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github.com/c9s/callbackgen v0.0.0-20200923145104-900eb6f89ba4/go.mod h1:LKqRir4fL00uSbKpY3L2Tx8Uu65QrpbrZeKcYfZqPDE=
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github.com/c9s/rockhopper v1.2.1-0.20210217093258-2661955904a9 h1:Wlr5DjDOf5Kygoo0LoUthxwAhNwLEXMWHqCKXbMHCsw=
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github.com/c9s/rockhopper v1.2.1-0.20210217093258-2661955904a9/go.mod h1:KJnQjZSrWA83jjwGF/+O7Y96VCVirYTYEvXJJOc6kMU=
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github.com/census-instrumentation/opencensus-proto v0.2.1 h1:glEXhBS5PSLLv4IXzLA5yPRVX4bilULVyxxbrfOtDAk=
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@ -467,6 +469,8 @@ github.com/tebeka/strftime v0.1.3 h1:5HQXOqWKYRFfNyBMNVc9z5+QzuBtIXy03psIhtdJYto
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github.com/tebeka/strftime v0.1.3/go.mod h1:7wJm3dZlpr4l/oVK0t1HYIc4rMzQ2XJlOMIUJUJH6XQ=
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github.com/tmc/grpc-websocket-proxy v0.0.0-20190109142713-0ad062ec5ee5 h1:LnC5Kc/wtumK+WB441p7ynQJzVuNRJiqddSIE3IlSEQ=
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github.com/tmc/grpc-websocket-proxy v0.0.0-20190109142713-0ad062ec5ee5/go.mod h1:ncp9v5uamzpCO7NfCPTXjqaC+bZgJeR0sMTm6dMHP7U=
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github.com/tools/godep v0.0.0-20180126220526-ce0bfadeb516 h1:h4a8ZFxjlRVGsFGP4l/AdnoUYcF3pfxzyepS3oKZ8mE=
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github.com/tools/godep v0.0.0-20180126220526-ce0bfadeb516/go.mod h1:OGh2HQGYVW+2+ZdB+DgJhI75kivkKWtVcIxI/pesDsY=
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github.com/ugorji/go v1.1.7/go.mod h1:kZn38zHttfInRq0xu/PH0az30d+z6vm202qpg1oXVMw=
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github.com/ugorji/go v1.2.3 h1:WbFSXLxDFKVN69Sk8t+XHGzVCD7R8UoAATR8NqZgTbk=
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github.com/ugorji/go v1.2.3/go.mod h1:5l8GZ8hZvmL4uMdy+mhCO1LjswGRYco9Q3HfuisB21A=
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@ -292,6 +292,11 @@ func ParseEvent(message string) (interface{}, error) {
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case "depthUpdate":
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return parseDepthEvent(val)
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case "markPriceUpdate":
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var event MarkPriceUpdateEvent
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err := json.Unmarshal([]byte(message), &event)
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return &event, err
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default:
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id := val.GetInt("id")
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@ -489,6 +494,33 @@ func (k *KLine) KLine() types.KLine {
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}
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}
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type MarkPriceUpdateEvent struct {
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EventBase
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Symbol string `json:"s"`
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MarkPrice fixedpoint.Value `json:"p"`
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IndexPrice fixedpoint.Value `json:"i"`
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EstimatedPrice fixedpoint.Value `json:"P"`
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FundingRate fixedpoint.Value `json:"r"`
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NextFundingTime int64 `json:"T"`
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}
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/*
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{
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"e": "markPriceUpdate", // Event type
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"E": 1562305380000, // Event time
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"s": "BTCUSDT", // Symbol
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"p": "11794.15000000", // Mark price
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"i": "11784.62659091", // Index price
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"P": "11784.25641265", // Estimated Settle Price, only useful in the last hour before the settlement starts
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"r": "0.00038167", // Funding rate
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"T": 1562306400000 // Next funding time
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}
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*/
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/*
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kline
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@ -58,7 +58,7 @@ type StreamRequest struct {
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//go:generate callbackgen -type Stream -interface
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type Stream struct {
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types.MarginSettings
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types.FuturesSettings
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types.StandardStream
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Client *binance.Client
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@ -75,6 +75,8 @@ type Stream struct {
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kLineEventCallbacks []func(e *KLineEvent)
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kLineClosedEventCallbacks []func(e *KLineEvent)
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MarkPriceUpdateEventCallbacks []func(e *MarkPriceUpdateEvent)
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balanceUpdateEventCallbacks []func(event *BalanceUpdateEvent)
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outboundAccountInfoEventCallbacks []func(event *OutboundAccountInfoEvent)
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outboundAccountPositionEventCallbacks []func(event *OutboundAccountPositionEvent)
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@ -538,6 +540,9 @@ func (s *Stream) read(ctx context.Context) {
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case *ExecutionReportEvent:
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s.EmitExecutionReportEvent(e)
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case *MarkPriceUpdateEvent:
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s.EmitMarkPriceUpdateEvent(e)
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}
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}
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}
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@ -34,6 +34,16 @@ func (s *Stream) EmitKLineClosedEvent(e *KLineEvent) {
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}
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}
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func (s *Stream) OnMarkPriceUpdateEvent(cb func(e *MarkPriceUpdateEvent)) {
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s.MarkPriceUpdateEventCallbacks = append(s.MarkPriceUpdateEventCallbacks, cb)
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}
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func (s *Stream) EmitMarkPriceUpdateEvent(e *MarkPriceUpdateEvent) {
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for _, cb := range s.MarkPriceUpdateEventCallbacks {
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cb(e)
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}
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}
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func (s *Stream) OnBalanceUpdateEvent(cb func(event *BalanceUpdateEvent)) {
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s.balanceUpdateEventCallbacks = append(s.balanceUpdateEventCallbacks, cb)
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}
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@ -81,6 +91,8 @@ type StreamEventHub interface {
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OnKLineClosedEvent(cb func(e *KLineEvent))
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OnMarkPriceUpdateEvent(cb func(e *MarkPriceUpdateEvent))
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OnBalanceUpdateEvent(cb func(event *BalanceUpdateEvent))
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OnOutboundAccountInfoEvent(cb func(event *OutboundAccountInfoEvent))
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