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Merge branch 'main' into profit-report-parameter

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Andy Cheng 2023-06-15 17:28:02 +08:00 committed by GitHub
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345 changed files with 10378 additions and 2393 deletions
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55
config/scmaker.yaml Normal file
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@ -0,0 +1,55 @@
sessions:
binance:
exchange: max
envVarPrefix: max
makerFeeRate: 0%
takerFeeRate: 0.025%
exchangeStrategies:
- on: max
scmaker:
symbol: USDCUSDT
## adjustmentUpdateInterval is the interval for adjusting position
adjustmentUpdateInterval: 1m
## liquidityUpdateInterval is the interval for updating liquidity orders
liquidityUpdateInterval: 1h
midPriceEMA:
interval: 1h
window: 99
## priceRangeBollinger is used for the liquidity price range
priceRangeBollinger:
interval: 1h
window: 10
k: 1.0
numOfLiquidityLayers: 10
liquidityLayerTickSize: 0.0001
strengthInterval: 1m
minProfit: 0.01%
liquidityScale:
exp:
domain: [0, 9]
range: [1, 4]
backtest:
sessions:
- max
startTime: "2023-05-20"
endTime: "2023-06-01"
symbols:
- USDCUSDT
account:
max:
makerFeeRate: 0.0%
takerFeeRate: 0.025%
balances:
USDC: 5000
USDT: 5000

2
config/supertrend.yaml
View File

@ -90,7 +90,7 @@ exchangeStrategies:
closePosition: 100% closePosition: 100%
- higherHighLowerLowStopLoss: - higherHighLowerLowStopLoss:
# interval is the kline interval used by this exit # interval is the kline interval used by this exit
interval: 15 interval: 15m
# window is used as the range to determining higher highs and lower lows # window is used as the range to determining higher highs and lower lows
window: 5 window: 5
# highLowWindow is the range to calculate the number of higher highs and lower lows # highLowWindow is the range to calculate the number of higher highs and lower lows

44
config/xalign.yaml Normal file
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@ -0,0 +1,44 @@
---
notifications:
slack:
defaultChannel: "dev-bbgo"
errorChannel: "bbgo-error"
switches:
trade: true
orderUpdate: true
submitOrder: true
sessions:
max:
exchange: max
envVarPrefix: max
binance:
exchange: binance
envVarPrefix: binance
persistence:
json:
directory: var/data
redis:
host: 127.0.0.1
port: 6379
db: 0
crossExchangeStrategies:
- xalign:
interval: 1m
sessions:
- max
- binance
## quoteCurrencies config specifies which quote currency should be used for BUY order or SELL order.
## when specifying [USDC,TWD] for "BUY", then it will consider BTCUSDT first then BTCTWD second.
quoteCurrencies:
buy: [USDC, TWD]
sell: [USDT]
expectedBalances:
BTC: 0.0440

2
doc/commands/bbgo.md
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@ -60,4 +60,4 @@ bbgo [flags]
* [bbgo userdatastream](bbgo_userdatastream.md) - Listen to session events (orderUpdate, tradeUpdate, balanceUpdate, balanceSnapshot) * [bbgo userdatastream](bbgo_userdatastream.md) - Listen to session events (orderUpdate, tradeUpdate, balanceUpdate, balanceSnapshot)
* [bbgo version](bbgo_version.md) - show version name * [bbgo version](bbgo_version.md) - show version name
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_account.md
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@ -43,4 +43,4 @@ bbgo account [--session SESSION] [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_backtest.md
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@ -52,4 +52,4 @@ bbgo backtest [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_balances.md
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@ -42,4 +42,4 @@ bbgo balances [--session SESSION] [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_build.md
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@ -41,4 +41,4 @@ bbgo build [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_cancel-order.md
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@ -51,4 +51,4 @@ bbgo cancel-order [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_deposits.md
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@ -43,4 +43,4 @@ bbgo deposits [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_execute-order.md
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@ -50,4 +50,4 @@ bbgo execute-order --session SESSION --symbol SYMBOL --side SIDE --target-quanti
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_get-order.md
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@ -44,4 +44,4 @@ bbgo get-order --session SESSION --order-id ORDER_ID [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_hoptimize.md
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@ -47,4 +47,4 @@ bbgo hoptimize [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_kline.md
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@ -44,4 +44,4 @@ bbgo kline [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_list-orders.md
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@ -43,4 +43,4 @@ bbgo list-orders open|closed --session SESSION --symbol SYMBOL [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_margin.md
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@ -40,4 +40,4 @@ margin related history
* [bbgo margin loans](bbgo_margin_loans.md) - query loans history * [bbgo margin loans](bbgo_margin_loans.md) - query loans history
* [bbgo margin repays](bbgo_margin_repays.md) - query repay history * [bbgo margin repays](bbgo_margin_repays.md) - query repay history
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_margin_interests.md
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@ -43,4 +43,4 @@ bbgo margin interests --session=SESSION_NAME --asset=ASSET [flags]
* [bbgo margin](bbgo_margin.md) - margin related history * [bbgo margin](bbgo_margin.md) - margin related history
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_margin_loans.md
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@ -43,4 +43,4 @@ bbgo margin loans --session=SESSION_NAME --asset=ASSET [flags]
* [bbgo margin](bbgo_margin.md) - margin related history * [bbgo margin](bbgo_margin.md) - margin related history
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_margin_repays.md
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@ -43,4 +43,4 @@ bbgo margin repays --session=SESSION_NAME --asset=ASSET [flags]
* [bbgo margin](bbgo_margin.md) - margin related history * [bbgo margin](bbgo_margin.md) - margin related history
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_market.md
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@ -42,4 +42,4 @@ bbgo market [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_optimize.md
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@ -46,4 +46,4 @@ bbgo optimize [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_orderbook.md
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@ -44,4 +44,4 @@ bbgo orderbook --session=[exchange_name] --symbol=[pair_name] [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_orderupdate.md
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@ -42,4 +42,4 @@ bbgo orderupdate [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_pnl.md
View File

@ -51,4 +51,4 @@ bbgo pnl [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_run.md
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@ -53,4 +53,4 @@ bbgo run [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_submit-order.md
View File

@ -48,4 +48,4 @@ bbgo submit-order --session SESSION --symbol SYMBOL --side SIDE --quantity QUANT
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_sync.md
View File

@ -44,4 +44,4 @@ bbgo sync [--session=[exchange_name]] [--symbol=[pair_name]] [[--since=yyyy/mm/d
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_trades.md
View File

@ -44,4 +44,4 @@ bbgo trades --session=[exchange_name] --symbol=[pair_name] [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_tradeupdate.md
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@ -42,4 +42,4 @@ bbgo tradeupdate --session=[exchange_name] [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_transfer-history.md
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@ -44,4 +44,4 @@ bbgo transfer-history [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_userdatastream.md
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@ -42,4 +42,4 @@ bbgo userdatastream [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

2
doc/commands/bbgo_version.md
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@ -41,4 +41,4 @@ bbgo version [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 19-Apr-2023 ###### Auto generated by spf13/cobra on 15-Jun-2023

11
doc/release/v1.47.0.md Normal file
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@ -0,0 +1,11 @@
[Full Changelog](https://github.com/c9s/bbgo/compare/v1.46.0...main)
- [#1165](https://github.com/c9s/bbgo/pull/1165): FIX: [supertrend] fix config type error
- [#1164](https://github.com/c9s/bbgo/pull/1164): FIX: [grid2] apply defensive programming on the order quantity
- [#1162](https://github.com/c9s/bbgo/pull/1162): FIX: [grid2] emit grid profit after profit stats fix
- [#1158](https://github.com/c9s/bbgo/pull/1158): IMPROVE: types: improve order struct json size
- [#1161](https://github.com/c9s/bbgo/pull/1161): FIX: [grid2] add initialOrderID check and try to fix profitStats.Since
- [#1160](https://github.com/c9s/bbgo/pull/1160): FIX: [grid2] add profit fixer and options
- [#1159](https://github.com/c9s/bbgo/pull/1159): FIX: avoid global persistenceServiceFacade concurrent write
- [#1157](https://github.com/c9s/bbgo/pull/1157): FIX: add context to LoadState
- [#1155](https://github.com/c9s/bbgo/pull/1155): FIX: [supertrend] adding opposite position amount to the order amount

39
doc/release/v1.48.0.md Normal file
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@ -0,0 +1,39 @@
## New Strategies
- xalign
- scmaker
## Features
- v2 indicator apis
[Full Changelog](https://github.com/c9s/bbgo/compare/v1.47.0...main)
- [#1197](https://github.com/c9s/bbgo/pull/1197): FEATURE: [strategy] add stable coin market maker
- [#1174](https://github.com/c9s/bbgo/pull/1174): FEATURE: [grid2] recover with twin orders
- [#1194](https://github.com/c9s/bbgo/pull/1194): IMPROVE: improve hhllstop message
- [#1196](https://github.com/c9s/bbgo/pull/1196): FIX: [xalign] add DryRun and fix quote amount calculation
- [#1195](https://github.com/c9s/bbgo/pull/1195): FEATURE: [strategy] add xalign strategy
- [#1192](https://github.com/c9s/bbgo/pull/1192): IMPROVE: improve order executor error checking, trailing stop and indicators
- [#1193](https://github.com/c9s/bbgo/pull/1193): FIX: [schedule] fix quantity truncation add minBaseBalance config
- [#1188](https://github.com/c9s/bbgo/pull/1188): FEATURE: [indicator] add multiply operator
- [#1185](https://github.com/c9s/bbgo/pull/1185): FIX: [autoborrow] add max borrowable check and add more notifications
- [#1189](https://github.com/c9s/bbgo/pull/1189): FEATURE: [indicator] add v2 stddev indicator
- [#1190](https://github.com/c9s/bbgo/pull/1190): FEATURE: [indicator] add v2 pivot low indicator
- [#1187](https://github.com/c9s/bbgo/pull/1187): FEATURE: [indicator] add stoch v2
- [#1186](https://github.com/c9s/bbgo/pull/1186): FEATURE: [indicator] add v2 CMA indicator
- [#1184](https://github.com/c9s/bbgo/pull/1184): FEATURE: [indicator] add v2 MACD, SMA
- [#1183](https://github.com/c9s/bbgo/pull/1183): REFACTOR: [indicator] replace all Index(i) callers
- [#1182](https://github.com/c9s/bbgo/pull/1182): REFACTOR: add parameter index to the Last method
- [#1181](https://github.com/c9s/bbgo/pull/1181): FEATURE: [indicator] add new ATR, RMA indicators with the new API design
- [#1179](https://github.com/c9s/bbgo/pull/1179): FEATURE: new indicator API design
- [#1180](https://github.com/c9s/bbgo/pull/1180): FIX: [grid2] fix base quote investment check
- [#1176](https://github.com/c9s/bbgo/pull/1176): FIX: [grid2] fix base + quote calculation and add baseGridNumber config field
- [#1177](https://github.com/c9s/bbgo/pull/1177): FIX: some types and operations in SeriesExtended are not supported
- [#1172](https://github.com/c9s/bbgo/pull/1172): FEATURE: [grid2] truncate base quantity for quote+base mode
- [#1171](https://github.com/c9s/bbgo/pull/1171): FEATURE: Add types.StrInt64 for decoding integer in JSON string format
- [#1169](https://github.com/c9s/bbgo/pull/1169): WIP: FEATURE: add bitget exchange support
- [#1156](https://github.com/c9s/bbgo/pull/1156): REFACTOR: pull out Fast* methods to FastOrderExecutor
- [#1166](https://github.com/c9s/bbgo/pull/1166): FIX: [max] replace deprecated max v3 API
- [#1167](https://github.com/c9s/bbgo/pull/1167): FEATURE: support binance futures trading data

10
go.mod
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@ -2,12 +2,12 @@
module github.com/c9s/bbgo module github.com/c9s/bbgo
go 1.17 go 1.18
require ( require (
github.com/DATA-DOG/go-sqlmock v1.5.0 github.com/DATA-DOG/go-sqlmock v1.5.0
github.com/Masterminds/squirrel v1.5.3 github.com/Masterminds/squirrel v1.5.3
github.com/adshao/go-binance/v2 v2.4.1 github.com/adshao/go-binance/v2 v2.4.2
github.com/c-bata/goptuna v0.8.1 github.com/c-bata/goptuna v0.8.1
github.com/c9s/requestgen v1.3.4 github.com/c9s/requestgen v1.3.4
github.com/c9s/rockhopper v1.2.2-0.20220617053729-ffdc87df194b github.com/c9s/rockhopper v1.2.2-0.20220617053729-ffdc87df194b
@ -47,7 +47,7 @@ require (
github.com/spf13/cobra v1.6.1 github.com/spf13/cobra v1.6.1
github.com/spf13/pflag v1.0.5 github.com/spf13/pflag v1.0.5
github.com/spf13/viper v1.7.1 github.com/spf13/viper v1.7.1
github.com/stretchr/testify v1.7.4 github.com/stretchr/testify v1.8.1
github.com/valyala/fastjson v1.5.1 github.com/valyala/fastjson v1.5.1
github.com/wcharczuk/go-chart/v2 v2.1.0 github.com/wcharczuk/go-chart/v2 v2.1.0
github.com/webview/webview v0.0.0-20210216142346-e0bfdf0e5d90 github.com/webview/webview v0.0.0-20210216142346-e0bfdf0e5d90
@ -67,7 +67,7 @@ require (
github.com/StackExchange/wmi v0.0.0-20180116203802-5d049714c4a6 // indirect github.com/StackExchange/wmi v0.0.0-20180116203802-5d049714c4a6 // indirect
github.com/VividCortex/ewma v1.1.1 // indirect github.com/VividCortex/ewma v1.1.1 // indirect
github.com/beorn7/perks v1.0.1 // indirect github.com/beorn7/perks v1.0.1 // indirect
github.com/bitly/go-simplejson v0.5.0 // indirect github.com/bitly/go-simplejson v0.5.1 // indirect
github.com/boombuler/barcode v1.0.1-0.20190219062509-6c824513bacc // indirect github.com/boombuler/barcode v1.0.1-0.20190219062509-6c824513bacc // indirect
github.com/btcsuite/btcd/btcec/v2 v2.2.0 // indirect github.com/btcsuite/btcd/btcec/v2 v2.2.0 // indirect
github.com/cespare/xxhash/v2 v2.1.2 // indirect github.com/cespare/xxhash/v2 v2.1.2 // indirect
@ -78,6 +78,7 @@ require (
github.com/decred/dcrd/dcrec/secp256k1/v4 v4.0.1 // indirect github.com/decred/dcrd/dcrec/secp256k1/v4 v4.0.1 // indirect
github.com/denisenkom/go-mssqldb v0.12.2 // indirect github.com/denisenkom/go-mssqldb v0.12.2 // indirect
github.com/dgryski/go-rendezvous v0.0.0-20200823014737-9f7001d12a5f // indirect github.com/dgryski/go-rendezvous v0.0.0-20200823014737-9f7001d12a5f // indirect
github.com/dmarkham/enumer v1.5.8 // indirect
github.com/fastly/go-utils v0.0.0-20180712184237-d95a45783239 // indirect github.com/fastly/go-utils v0.0.0-20180712184237-d95a45783239 // indirect
github.com/fsnotify/fsnotify v1.4.9 // indirect github.com/fsnotify/fsnotify v1.4.9 // indirect
github.com/gin-contrib/sse v0.1.0 // indirect github.com/gin-contrib/sse v0.1.0 // indirect
@ -110,6 +111,7 @@ require (
github.com/mitchellh/mapstructure v1.4.1 // indirect github.com/mitchellh/mapstructure v1.4.1 // indirect
github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd // indirect github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd // indirect
github.com/modern-go/reflect2 v1.0.2 // indirect github.com/modern-go/reflect2 v1.0.2 // indirect
github.com/pascaldekloe/name v1.0.0 // indirect
github.com/pelletier/go-toml v1.8.1 // indirect github.com/pelletier/go-toml v1.8.1 // indirect
github.com/pmezard/go-difflib v1.0.0 // indirect github.com/pmezard/go-difflib v1.0.0 // indirect
github.com/prometheus/client_model v0.2.0 // indirect github.com/prometheus/client_model v0.2.0 // indirect

12
go.sum
View File

@ -51,6 +51,8 @@ github.com/VividCortex/ewma v1.1.1 h1:MnEK4VOv6n0RSY4vtRe3h11qjxL3+t0B8yOL8iMXdc
github.com/VividCortex/ewma v1.1.1/go.mod h1:2Tkkvm3sRDVXaiyucHiACn4cqf7DpdyLvmxzcbUokwA= github.com/VividCortex/ewma v1.1.1/go.mod h1:2Tkkvm3sRDVXaiyucHiACn4cqf7DpdyLvmxzcbUokwA=
github.com/adshao/go-binance/v2 v2.4.1 h1:fOZ2tCbN7sgDZvvsawUMjhsOoe40X87JVE4DklIyyyc= github.com/adshao/go-binance/v2 v2.4.1 h1:fOZ2tCbN7sgDZvvsawUMjhsOoe40X87JVE4DklIyyyc=
github.com/adshao/go-binance/v2 v2.4.1/go.mod h1:6Qoh+CYcj8U43h4HgT6mqJnsGj4mWZKA/nsj8LN8ZTU= github.com/adshao/go-binance/v2 v2.4.1/go.mod h1:6Qoh+CYcj8U43h4HgT6mqJnsGj4mWZKA/nsj8LN8ZTU=
github.com/adshao/go-binance/v2 v2.4.2 h1:NBNMUyXrci45v3sr0RkZosiBYSw1/yuqCrJNkyEM8U0=
github.com/adshao/go-binance/v2 v2.4.2/go.mod h1:41Up2dG4NfMXpCldrDPETEtiOq+pHoGsFZ73xGgaumo=
github.com/ajstarks/svgo v0.0.0-20180226025133-644b8db467af/go.mod h1:K08gAheRH3/J6wwsYMMT4xOr94bZjxIelGM0+d/wbFw= github.com/ajstarks/svgo v0.0.0-20180226025133-644b8db467af/go.mod h1:K08gAheRH3/J6wwsYMMT4xOr94bZjxIelGM0+d/wbFw=
github.com/alecthomas/template v0.0.0-20160405071501-a0175ee3bccc/go.mod h1:LOuyumcjzFXgccqObfd/Ljyb9UuFJ6TxHnclSeseNhc= github.com/alecthomas/template v0.0.0-20160405071501-a0175ee3bccc/go.mod h1:LOuyumcjzFXgccqObfd/Ljyb9UuFJ6TxHnclSeseNhc=
github.com/alecthomas/template v0.0.0-20190718012654-fb15b899a751/go.mod h1:LOuyumcjzFXgccqObfd/Ljyb9UuFJ6TxHnclSeseNhc= github.com/alecthomas/template v0.0.0-20190718012654-fb15b899a751/go.mod h1:LOuyumcjzFXgccqObfd/Ljyb9UuFJ6TxHnclSeseNhc=
@ -72,6 +74,8 @@ github.com/beorn7/perks v1.0.1/go.mod h1:G2ZrVWU2WbWT9wwq4/hrbKbnv/1ERSJQ0ibhJ6r
github.com/bgentry/speakeasy v0.1.0/go.mod h1:+zsyZBPWlz7T6j88CTgSN5bM796AkVf0kBD4zp0CCIs= github.com/bgentry/speakeasy v0.1.0/go.mod h1:+zsyZBPWlz7T6j88CTgSN5bM796AkVf0kBD4zp0CCIs=
github.com/bitly/go-simplejson v0.5.0 h1:6IH+V8/tVMab511d5bn4M7EwGXZf9Hj6i2xSwkNEM+Y= github.com/bitly/go-simplejson v0.5.0 h1:6IH+V8/tVMab511d5bn4M7EwGXZf9Hj6i2xSwkNEM+Y=
github.com/bitly/go-simplejson v0.5.0/go.mod h1:cXHtHw4XUPsvGaxgjIAn8PhEWG9NfngEKAMDJEczWVA= github.com/bitly/go-simplejson v0.5.0/go.mod h1:cXHtHw4XUPsvGaxgjIAn8PhEWG9NfngEKAMDJEczWVA=
github.com/bitly/go-simplejson v0.5.1 h1:xgwPbetQScXt1gh9BmoJ6j9JMr3TElvuIyjR8pgdoow=
github.com/bitly/go-simplejson v0.5.1/go.mod h1:YOPVLzCfwK14b4Sff3oP1AmGhI9T9Vsg84etUnlyp+Q=
github.com/bketelsen/crypt v0.0.3-0.20200106085610-5cbc8cc4026c/go.mod h1:MKsuJmJgSg28kpZDP6UIiPt0e0Oz0kqKNGyRaWEPv84= github.com/bketelsen/crypt v0.0.3-0.20200106085610-5cbc8cc4026c/go.mod h1:MKsuJmJgSg28kpZDP6UIiPt0e0Oz0kqKNGyRaWEPv84=
github.com/bmizerany/assert v0.0.0-20160611221934-b7ed37b82869 h1:DDGfHa7BWjL4YnC6+E63dPcxHo2sUxDIu8g3QgEJdRY= github.com/bmizerany/assert v0.0.0-20160611221934-b7ed37b82869 h1:DDGfHa7BWjL4YnC6+E63dPcxHo2sUxDIu8g3QgEJdRY=
github.com/boombuler/barcode v1.0.1-0.20190219062509-6c824513bacc h1:biVzkmvwrH8WK8raXaxBx6fRVTlJILwEwQGL1I/ByEI= github.com/boombuler/barcode v1.0.1-0.20190219062509-6c824513bacc h1:biVzkmvwrH8WK8raXaxBx6fRVTlJILwEwQGL1I/ByEI=
@ -145,6 +149,8 @@ github.com/dgrijalva/jwt-go v3.2.0+incompatible/go.mod h1:E3ru+11k8xSBh+hMPgOLZm
github.com/dgryski/go-rendezvous v0.0.0-20200823014737-9f7001d12a5f h1:lO4WD4F/rVNCu3HqELle0jiPLLBs70cWOduZpkS1E78= github.com/dgryski/go-rendezvous v0.0.0-20200823014737-9f7001d12a5f h1:lO4WD4F/rVNCu3HqELle0jiPLLBs70cWOduZpkS1E78=
github.com/dgryski/go-rendezvous v0.0.0-20200823014737-9f7001d12a5f/go.mod h1:cuUVRXasLTGF7a8hSLbxyZXjz+1KgoB3wDUb6vlszIc= github.com/dgryski/go-rendezvous v0.0.0-20200823014737-9f7001d12a5f/go.mod h1:cuUVRXasLTGF7a8hSLbxyZXjz+1KgoB3wDUb6vlszIc=
github.com/dgryski/go-sip13 v0.0.0-20181026042036-e10d5fee7954/go.mod h1:vAd38F8PWV+bWy6jNmig1y/TA+kYO4g3RSRF0IAv0no= github.com/dgryski/go-sip13 v0.0.0-20181026042036-e10d5fee7954/go.mod h1:vAd38F8PWV+bWy6jNmig1y/TA+kYO4g3RSRF0IAv0no=
github.com/dmarkham/enumer v1.5.8 h1:fIF11F9l5jyD++YYvxcSH5WgHfeaSGPaN/T4kOQ4qEM=
github.com/dmarkham/enumer v1.5.8/go.mod h1:d10o8R3t/gROm2p3BXqTkMt2+HMuxEmWCXzorAruYak=
github.com/dnaeon/go-vcr v1.2.0/go.mod h1:R4UdLID7HZT3taECzJs4YgbbH6PIGXB6W/sc5OLb6RQ= github.com/dnaeon/go-vcr v1.2.0/go.mod h1:R4UdLID7HZT3taECzJs4YgbbH6PIGXB6W/sc5OLb6RQ=
github.com/edsrzf/mmap-go v1.0.0 h1:CEBF7HpRnUCSJgGUb5h1Gm7e3VkmVDrR8lvWVLtrOFw= github.com/edsrzf/mmap-go v1.0.0 h1:CEBF7HpRnUCSJgGUb5h1Gm7e3VkmVDrR8lvWVLtrOFw=
github.com/envoyproxy/go-control-plane v0.9.0/go.mod h1:YTl/9mNaCwkRvm6d1a2C3ymFceY/DCBVvsKhRF0iEA4= github.com/envoyproxy/go-control-plane v0.9.0/go.mod h1:YTl/9mNaCwkRvm6d1a2C3ymFceY/DCBVvsKhRF0iEA4=
@ -532,6 +538,8 @@ github.com/onsi/gomega v1.17.0/go.mod h1:HnhC7FXeEQY45zxNK3PPoIUhzk/80Xly9PcubAl
github.com/onsi/gomega v1.19.0 h1:4ieX6qQjPP/BfC3mpsAtIGGlxTWPeA3Inl/7DtXw1tw= github.com/onsi/gomega v1.19.0 h1:4ieX6qQjPP/BfC3mpsAtIGGlxTWPeA3Inl/7DtXw1tw=
github.com/onsi/gomega v1.19.0/go.mod h1:LY+I3pBVzYsTBU1AnDwOSxaYi9WoWiqgwooUqq9yPro= github.com/onsi/gomega v1.19.0/go.mod h1:LY+I3pBVzYsTBU1AnDwOSxaYi9WoWiqgwooUqq9yPro=
github.com/pascaldekloe/goe v0.0.0-20180627143212-57f6aae5913c/go.mod h1:lzWF7FIEvWOWxwDKqyGYQf6ZUaNfKdP144TG7ZOy1lc= github.com/pascaldekloe/goe v0.0.0-20180627143212-57f6aae5913c/go.mod h1:lzWF7FIEvWOWxwDKqyGYQf6ZUaNfKdP144TG7ZOy1lc=
github.com/pascaldekloe/name v1.0.0 h1:n7LKFgHixETzxpRv2R77YgPUFo85QHGZKrdaYm7eY5U=
github.com/pascaldekloe/name v1.0.0/go.mod h1:Z//MfYJnH4jVpQ9wkclwu2I2MkHmXTlT9wR5UZScttM=
github.com/pelletier/go-toml v1.2.0/go.mod h1:5z9KED0ma1S8pY6P1sdut58dfprrGBbd/94hg7ilaic= github.com/pelletier/go-toml v1.2.0/go.mod h1:5z9KED0ma1S8pY6P1sdut58dfprrGBbd/94hg7ilaic=
github.com/pelletier/go-toml v1.8.1 h1:1Nf83orprkJyknT6h7zbuEGUEjcyVlCxSUGTENmNCRM= github.com/pelletier/go-toml v1.8.1 h1:1Nf83orprkJyknT6h7zbuEGUEjcyVlCxSUGTENmNCRM=
github.com/pelletier/go-toml v1.8.1/go.mod h1:T2/BmBdy8dvIRq1a/8aqjN41wvWlN4lrapLU/GW4pbc= github.com/pelletier/go-toml v1.8.1/go.mod h1:T2/BmBdy8dvIRq1a/8aqjN41wvWlN4lrapLU/GW4pbc=
@ -650,6 +658,7 @@ github.com/stretchr/objx v0.1.1/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+
github.com/stretchr/objx v0.2.0/go.mod h1:qt09Ya8vawLte6SNmTgCsAVtYtaKzEcn8ATUoHMkEqE= github.com/stretchr/objx v0.2.0/go.mod h1:qt09Ya8vawLte6SNmTgCsAVtYtaKzEcn8ATUoHMkEqE=
github.com/stretchr/objx v0.4.0 h1:M2gUjqZET1qApGOWNSnZ49BAIMX4F/1plDv3+l31EJ4= github.com/stretchr/objx v0.4.0 h1:M2gUjqZET1qApGOWNSnZ49BAIMX4F/1plDv3+l31EJ4=
github.com/stretchr/objx v0.4.0/go.mod h1:YvHI0jy2hoMjB+UWwv71VJQ9isScKT/TqJzVSSt89Yw= github.com/stretchr/objx v0.4.0/go.mod h1:YvHI0jy2hoMjB+UWwv71VJQ9isScKT/TqJzVSSt89Yw=
github.com/stretchr/objx v0.5.0/go.mod h1:Yh+to48EsGEfYuaHDzXPcE3xhTkx73EhmCGUpEOglKo=
github.com/stretchr/testify v1.1.4/go.mod h1:a8OnRcib4nhh0OaRAV+Yts87kKdq0PP7pXfy6kDkUVs= github.com/stretchr/testify v1.1.4/go.mod h1:a8OnRcib4nhh0OaRAV+Yts87kKdq0PP7pXfy6kDkUVs=
github.com/stretchr/testify v1.2.0/go.mod h1:a8OnRcib4nhh0OaRAV+Yts87kKdq0PP7pXfy6kDkUVs= github.com/stretchr/testify v1.2.0/go.mod h1:a8OnRcib4nhh0OaRAV+Yts87kKdq0PP7pXfy6kDkUVs=
github.com/stretchr/testify v1.2.2/go.mod h1:a8OnRcib4nhh0OaRAV+Yts87kKdq0PP7pXfy6kDkUVs= github.com/stretchr/testify v1.2.2/go.mod h1:a8OnRcib4nhh0OaRAV+Yts87kKdq0PP7pXfy6kDkUVs=
@ -661,6 +670,9 @@ github.com/stretchr/testify v1.7.0/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/
github.com/stretchr/testify v1.7.1/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg= github.com/stretchr/testify v1.7.1/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg=
github.com/stretchr/testify v1.7.4 h1:wZRexSlwd7ZXfKINDLsO4r7WBt3gTKONc6K/VesHvHM= github.com/stretchr/testify v1.7.4 h1:wZRexSlwd7ZXfKINDLsO4r7WBt3gTKONc6K/VesHvHM=
github.com/stretchr/testify v1.7.4/go.mod h1:yNjHg4UonilssWZ8iaSj1OCr/vHnekPRkoO+kdMU+MU= github.com/stretchr/testify v1.7.4/go.mod h1:yNjHg4UonilssWZ8iaSj1OCr/vHnekPRkoO+kdMU+MU=
github.com/stretchr/testify v1.8.0/go.mod h1:yNjHg4UonilssWZ8iaSj1OCr/vHnekPRkoO+kdMU+MU=
github.com/stretchr/testify v1.8.1 h1:w7B6lhMri9wdJUVmEZPGGhZzrYTPvgJArz7wNPgYKsk=
github.com/stretchr/testify v1.8.1/go.mod h1:w2LPCIKwWwSfY2zedu0+kehJoqGctiVI29o6fzry7u4=
github.com/subosito/gotenv v1.2.0 h1:Slr1R9HxAlEKefgq5jn9U+DnETlIUa6HfgEzj0g5d7s= github.com/subosito/gotenv v1.2.0 h1:Slr1R9HxAlEKefgq5jn9U+DnETlIUa6HfgEzj0g5d7s=
github.com/subosito/gotenv v1.2.0/go.mod h1:N0PQaV/YGNqwC0u51sEeR/aUtSLEXKX9iv69rRypqCw= github.com/subosito/gotenv v1.2.0/go.mod h1:N0PQaV/YGNqwC0u51sEeR/aUtSLEXKX9iv69rRypqCw=
github.com/syndtr/goleveldb v1.0.1-0.20210819022825-2ae1ddf74ef7 h1:epCh84lMvA70Z7CTTCmYQn2CKbY8j86K7/FAIr141uY= github.com/syndtr/goleveldb v1.0.1-0.20210819022825-2ae1ddf74ef7 h1:epCh84lMvA70Z7CTTCmYQn2CKbY8j86K7/FAIr141uY=

4
pkg/backtest/exchange.go
View File

@ -270,8 +270,8 @@ func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticke
Open: kline.Open, Open: kline.Open,
High: kline.High, High: kline.High,
Low: kline.Low, Low: kline.Low,
Buy: kline.Close, Buy: kline.Close.Sub(matching.Market.TickSize),
Sell: kline.Close, Sell: kline.Close.Add(matching.Market.TickSize),
}, nil }, nil
} }

6
pkg/bbgo/environment.go
View File

@ -228,12 +228,16 @@ func (environ *Environment) ConfigureExchangeSessions(userConfig *Config) error
func (environ *Environment) AddExchangesByViperKeys() error { func (environ *Environment) AddExchangesByViperKeys() error {
for _, n := range types.SupportedExchanges { for _, n := range types.SupportedExchanges {
if viper.IsSet(string(n) + "-api-key") { if viper.IsSet(string(n) + "-api-key") {
ex, err := exchange.NewWithEnvVarPrefix(n, "") exMinimal, err := exchange.NewWithEnvVarPrefix(n, "")
if err != nil { if err != nil {
return err return err
} }
if ex, ok := exMinimal.(types.Exchange); ok {
environ.AddExchange(n.String(), ex) environ.AddExchange(n.String(), ex)
} else {
log.Errorf("exchange %T does not implement types.Exchange", exMinimal)
}
} }
} }

27
pkg/bbgo/exit_hh_ll_stop.go
View File

@ -3,6 +3,7 @@ package bbgo
import ( import (
"context" "context"
"fmt" "fmt"
log "github.com/sirupsen/logrus" log "github.com/sirupsen/logrus"
"github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/fixedpoint"
@ -82,14 +83,14 @@ func (s *HigherHighLowerLowStop) updateActivated(position *types.Position, close
r := fixedpoint.One.Add(s.ActivationRatio) r := fixedpoint.One.Add(s.ActivationRatio)
if closePrice.Compare(position.AverageCost.Mul(r)) >= 0 { if closePrice.Compare(position.AverageCost.Mul(r)) >= 0 {
s.activated = true s.activated = true
Notify("[hhllStop] Stop of %s activated for long position, activation ratio %s:", s.Symbol, s.ActivationRatio.Percentage()) Notify("[hhllStop] %s stop is activated for long position, activation ratio %s:", s.Symbol, s.ActivationRatio.Percentage())
} }
} else if position.IsShort() { } else if position.IsShort() {
r := fixedpoint.One.Sub(s.ActivationRatio) r := fixedpoint.One.Sub(s.ActivationRatio)
// for short position, if the close price is less than the activation price then this is a profit position. // for short position, if the close price is less than the activation price then this is a profit position.
if closePrice.Compare(position.AverageCost.Mul(r)) <= 0 { if closePrice.Compare(position.AverageCost.Mul(r)) <= 0 {
s.activated = true s.activated = true
Notify("[hhllStop] Stop of %s activated for short position, activation ratio %s:", s.Symbol, s.ActivationRatio.Percentage()) Notify("[hhllStop] %s stop is activated for short position, activation ratio %s:", s.Symbol, s.ActivationRatio.Percentage())
} }
} }
} }
@ -99,15 +100,18 @@ func (s *HigherHighLowerLowStop) updateHighLowNumber(kline types.KLine) {
s.klines.Truncate(s.Window - 1) s.klines.Truncate(s.Window - 1)
if s.klines.Len() >= s.Window-1 { if s.klines.Len() >= s.Window-1 {
if s.klines.GetHigh().Compare(kline.GetHigh()) < 0 { high := kline.GetHigh()
low := kline.GetLow()
if s.klines.GetHigh().Compare(high) < 0 {
s.highLows = append(s.highLows, types.DirectionUp) s.highLows = append(s.highLows, types.DirectionUp)
log.Debugf("[hhllStop] new higher high for %s", s.Symbol) Notify("[hhllStop] detected %s new higher high %f", s.Symbol, high.Float64())
} else if s.klines.GetLow().Compare(kline.GetLow()) > 0 { } else if s.klines.GetLow().Compare(low) > 0 {
s.highLows = append(s.highLows, types.DirectionDown) s.highLows = append(s.highLows, types.DirectionDown)
log.Debugf("[hhllStop] new lower low for %s", s.Symbol) Notify("[hhllStop] detected %s new lower low %f", s.Symbol, low.Float64())
} else { } else {
s.highLows = append(s.highLows, types.DirectionNone) s.highLows = append(s.highLows, types.DirectionNone)
} }
// Truncate highLows // Truncate highLows
if len(s.highLows) > s.HighLowWindow { if len(s.highLows) > s.HighLowWindow {
end := len(s.highLows) end := len(s.highLows)
@ -118,6 +122,7 @@ func (s *HigherHighLowerLowStop) updateHighLowNumber(kline types.KLine) {
kn := s.highLows[start:] kn := s.highLows[start:]
s.highLows = kn s.highLows = kn
} }
} else { } else {
s.highLows = append(s.highLows, types.DirectionNone) s.highLows = append(s.highLows, types.DirectionNone)
} }
@ -183,13 +188,17 @@ func (s *HigherHighLowerLowStop) Bind(session *ExchangeSession, orderExecutor *G
// Close position & reset // Close position & reset
if s.shouldStop(position) { if s.shouldStop(position) {
defer func() {
s.activated = false
}()
err := s.orderExecutor.ClosePosition(context.Background(), fixedpoint.One, "hhllStop") err := s.orderExecutor.ClosePosition(context.Background(), fixedpoint.One, "hhllStop")
if err != nil { if err != nil {
Notify("[hhllStop] Stop of %s triggered but failed to close %s position:", s.Symbol, err) Notify("[hhllStop] Stop of %s triggered but failed to close %s position:", s.Symbol, err)
} else { return
s.activated = false
Notify("[hhllStop] Stop of %s triggered and position closed", s.Symbol)
} }
Notify("[hhllStop] Stop of %s triggered and position closed", s.Symbol)
} }
})) }))

2
pkg/bbgo/exit_lower_shadow_take_profit.go
View File

@ -48,7 +48,7 @@ func (s *LowerShadowTakeProfit) Bind(session *ExchangeSession, orderExecutor *Ge
} }
// skip close price higher than the ewma // skip close price higher than the ewma
if closePrice.Float64() > ewma.Last() { if closePrice.Float64() > ewma.Last(0) {
return return
} }

17
pkg/bbgo/exit_trailing_stop.go
View File

@ -59,15 +59,11 @@ func (s *TrailingStop2) Bind(session *ExchangeSession, orderExecutor *GeneralOrd
})) }))
if !IsBackTesting && enableMarketTradeStop { if !IsBackTesting && enableMarketTradeStop {
session.MarketDataStream.OnMarketTrade(func(trade types.Trade) { session.MarketDataStream.OnMarketTrade(types.TradeWith(position.Symbol, func(trade types.Trade) {
if trade.Symbol != position.Symbol {
return
}
if err := s.checkStopPrice(trade.Price, position); err != nil { if err := s.checkStopPrice(trade.Price, position); err != nil {
log.WithError(err).Errorf("error") log.WithError(err).Errorf("error")
} }
}) }))
} }
} }
@ -78,8 +74,10 @@ func (s *TrailingStop2) getRatio(price fixedpoint.Value, position *types.Positio
// for short position, it's: // for short position, it's:
// (avg_cost - price) / avg_cost // (avg_cost - price) / avg_cost
return position.AverageCost.Sub(price).Div(position.AverageCost), nil return position.AverageCost.Sub(price).Div(position.AverageCost), nil
case types.SideTypeSell: case types.SideTypeSell:
return price.Sub(position.AverageCost).Div(position.AverageCost), nil return price.Sub(position.AverageCost).Div(position.AverageCost), nil
default: default:
if position.IsLong() { if position.IsLong() {
return price.Sub(position.AverageCost).Div(position.AverageCost), nil return price.Sub(position.AverageCost).Div(position.AverageCost), nil
@ -174,12 +172,15 @@ func (s *TrailingStop2) triggerStop(price fixedpoint.Value) error {
s.activated = false s.activated = false
s.latestHigh = fixedpoint.Zero s.latestHigh = fixedpoint.Zero
}() }()
Notify("[TrailingStop] %s %s stop loss triggered. price: %f callback rate: %f", s.Symbol, s, price.Float64(), s.CallbackRate.Float64())
Notify("[TrailingStop] %s %s tailingStop is triggered. price: %f callbackRate: %s", s.Symbol, s.ActivationRatio.Percentage(), price.Float64(), s.CallbackRate.Percentage())
ctx := context.Background() ctx := context.Background()
p := fixedpoint.One p := fixedpoint.One
if !s.ClosePosition.IsZero() { if !s.ClosePosition.IsZero() {
p = s.ClosePosition p = s.ClosePosition
} }
return s.orderExecutor.ClosePosition(ctx, p, "trailingStop") tagName := fmt.Sprintf("trailingStop:activation=%s,callback=%s", s.ActivationRatio.Percentage(), s.CallbackRate.Percentage())
return s.orderExecutor.ClosePosition(ctx, p, tagName)
} }

4
pkg/bbgo/exit_trailing_stop_test.go
View File

@ -41,7 +41,7 @@ func TestTrailingStop_ShortPosition(t *testing.T) {
Type: types.OrderTypeMarket, Type: types.OrderTypeMarket,
Market: market, Market: market,
Quantity: fixedpoint.NewFromFloat(1.0), Quantity: fixedpoint.NewFromFloat(1.0),
Tag: "trailingStop", Tag: "trailingStop:activation=1%,callback=1%",
MarginSideEffect: types.SideEffectTypeAutoRepay, MarginSideEffect: types.SideEffectTypeAutoRepay,
}) })
@ -119,7 +119,7 @@ func TestTrailingStop_LongPosition(t *testing.T) {
Type: types.OrderTypeMarket, Type: types.OrderTypeMarket,
Market: market, Market: market,
Quantity: fixedpoint.NewFromFloat(1.0), Quantity: fixedpoint.NewFromFloat(1.0),
Tag: "trailingStop", Tag: "trailingStop:activation=1%,callback=1%",
MarginSideEffect: types.SideEffectTypeAutoRepay, MarginSideEffect: types.SideEffectTypeAutoRepay,
}) })

67
pkg/bbgo/order_executor_fast.go Normal file
View File

@ -0,0 +1,67 @@
package bbgo
import (
"context"
"github.com/pkg/errors"
"github.com/c9s/bbgo/pkg/types"
)
// FastOrderExecutor provides shorter submit order / cancel order round-trip time
// for strategies that need to response more faster, e.g. 1s kline or market trades related strategies.
type FastOrderExecutor struct {
*GeneralOrderExecutor
}
func NewFastOrderExecutor(session *ExchangeSession, symbol, strategy, strategyInstanceID string, position *types.Position) *FastOrderExecutor {
oe := NewGeneralOrderExecutor(session, symbol, strategy, strategyInstanceID, position)
return &FastOrderExecutor{
GeneralOrderExecutor: oe,
}
}
// SubmitOrders sends []types.SubmitOrder directly to the exchange without blocking wait on the status update.
// This is a faster version of GeneralOrderExecutor.SubmitOrders(). Created orders will be consumed in newly created goroutine (in non-backteset session).
// @param ctx: golang context type.
// @param submitOrders: Lists of types.SubmitOrder to be sent to the exchange.
// @return *types.SubmitOrder: SubmitOrder with calculated quantity and price.
// @return error: Error message.
func (e *FastOrderExecutor) SubmitOrders(ctx context.Context, submitOrders ...types.SubmitOrder) (types.OrderSlice, error) {
formattedOrders, err := e.session.FormatOrders(submitOrders)
if err != nil {
return nil, err
}
createdOrders, errIdx, err := BatchPlaceOrder(ctx, e.session.Exchange, nil, formattedOrders...)
if len(errIdx) > 0 {
return nil, err
}
if IsBackTesting {
e.orderStore.Add(createdOrders...)
e.activeMakerOrders.Add(createdOrders...)
e.tradeCollector.Process()
} else {
go func() {
e.orderStore.Add(createdOrders...)
e.activeMakerOrders.Add(createdOrders...)
e.tradeCollector.Process()
}()
}
return createdOrders, err
}
// Cancel cancels all active maker orders if orders is not given, otherwise cancel the given orders
func (e *FastOrderExecutor) Cancel(ctx context.Context, orders ...types.Order) error {
if e.activeMakerOrders.NumOfOrders() == 0 {
return nil
}
if err := e.activeMakerOrders.FastCancel(ctx, e.session.Exchange, orders...); err != nil {
return errors.Wrap(err, "fast cancel order error")
}
return nil
}

58
pkg/bbgo/order_executor_general.go
View File

@ -190,38 +190,6 @@ func (e *GeneralOrderExecutor) CancelOrders(ctx context.Context, orders ...types
return err return err
} }
// FastSubmitOrders send []types.SubmitOrder directly to the exchange without blocking wait on the status update.
// This is a faster version of SubmitOrders(). Created orders will be consumed in newly created goroutine (in non-backteset session).
// @param ctx: golang context type.
// @param submitOrders: Lists of types.SubmitOrder to be sent to the exchange.
// @return *types.SubmitOrder: SubmitOrder with calculated quantity and price.
// @return error: Error message.
func (e *GeneralOrderExecutor) FastSubmitOrders(ctx context.Context, submitOrders ...types.SubmitOrder) (types.OrderSlice, error) {
formattedOrders, err := e.session.FormatOrders(submitOrders)
if err != nil {
return nil, err
}
createdOrders, errIdx, err := BatchPlaceOrder(ctx, e.session.Exchange, nil, formattedOrders...)
if len(errIdx) > 0 {
return nil, err
}
if IsBackTesting {
e.orderStore.Add(createdOrders...)
e.activeMakerOrders.Add(createdOrders...)
e.tradeCollector.Process()
} else {
go func() {
e.orderStore.Add(createdOrders...)
e.activeMakerOrders.Add(createdOrders...)
e.tradeCollector.Process()
}()
}
return createdOrders, err
}
func (e *GeneralOrderExecutor) SetLogger(logger log.FieldLogger) { func (e *GeneralOrderExecutor) SetLogger(logger log.FieldLogger) {
e.logger = logger e.logger = logger
} }
@ -300,7 +268,7 @@ func (e *GeneralOrderExecutor) reduceQuantityAndSubmitOrder(ctx context.Context,
submitOrder.Quantity = q submitOrder.Quantity = q
if e.position.Market.IsDustQuantity(submitOrder.Quantity, price) { if e.position.Market.IsDustQuantity(submitOrder.Quantity, price) {
return nil, types.NewZeroAssetError(fmt.Errorf("dust quantity")) return nil, types.NewZeroAssetError(fmt.Errorf("dust quantity, quantity = %f, price = %f", submitOrder.Quantity.Float64(), price.Float64()))
} }
createdOrder, err2 := e.SubmitOrders(ctx, submitOrder) createdOrder, err2 := e.SubmitOrders(ctx, submitOrder)
@ -366,10 +334,15 @@ func (e *GeneralOrderExecutor) NewOrderFromOpenPosition(ctx context.Context, opt
return nil, err return nil, err
} }
if price.IsZero() {
return nil, errors.New("unable to calculate quantity: zero price given")
}
quantity = quoteQuantity.Div(price) quantity = quoteQuantity.Div(price)
} }
if e.position.Market.IsDustQuantity(quantity, price) { if e.position.Market.IsDustQuantity(quantity, price) {
log.Warnf("dust quantity: %v", quantity) log.Errorf("can not submit order: dust quantity, quantity = %f, price = %f", quantity.Float64(), price.Float64())
return nil, nil return nil, nil
} }
@ -421,9 +394,11 @@ func (e *GeneralOrderExecutor) OpenPosition(ctx context.Context, options OpenPos
if err != nil { if err != nil {
return nil, err return nil, err
} }
if submitOrder == nil { if submitOrder == nil {
return nil, nil return nil, nil
} }
price := options.Price price := options.Price
side := "long" side := "long"
@ -431,7 +406,7 @@ func (e *GeneralOrderExecutor) OpenPosition(ctx context.Context, options OpenPos
side = "short" side = "short"
} }
Notify("Opening %s %s position with quantity %v at price %v", e.position.Symbol, side, submitOrder.Quantity, price) Notify("Opening %s %s position with quantity %f at price %f", e.position.Symbol, side, submitOrder.Quantity.Float64(), price.Float64())
createdOrder, err := e.SubmitOrders(ctx, *submitOrder) createdOrder, err := e.SubmitOrders(ctx, *submitOrder)
if err == nil { if err == nil {
@ -467,19 +442,6 @@ func (e *GeneralOrderExecutor) GracefulCancel(ctx context.Context, orders ...typ
return nil return nil
} }
// FastCancel cancels all active maker orders if orders is not given, otherwise cancel the given orders
func (e *GeneralOrderExecutor) FastCancel(ctx context.Context, orders ...types.Order) error {
if e.activeMakerOrders.NumOfOrders() == 0 {
return nil
}
if err := e.activeMakerOrders.FastCancel(ctx, e.session.Exchange, orders...); err != nil {
return errors.Wrap(err, "fast cancel order error")
}
return nil
}
// ClosePosition closes the current position by a percentage. // ClosePosition closes the current position by a percentage.
// percentage 0.1 means close 10% position // percentage 0.1 means close 10% position
// tag is the order tag you want to attach, you may pass multiple tags, the tags will be combined into one tag string by commas. // tag is the order tag you want to attach, you may pass multiple tags, the tags will be combined into one tag string by commas.

8
pkg/bbgo/persistence.go
View File

@ -4,6 +4,7 @@ import (
"context" "context"
"os" "os"
"reflect" "reflect"
"sync"
"github.com/codingconcepts/env" "github.com/codingconcepts/env"
"github.com/pkg/errors" "github.com/pkg/errors"
@ -28,6 +29,13 @@ func Sync(ctx context.Context, obj interface{}) {
isolation := GetIsolationFromContext(ctx) isolation := GetIsolationFromContext(ctx)
ps := isolation.persistenceServiceFacade.Get() ps := isolation.persistenceServiceFacade.Get()
locker, ok := obj.(sync.Locker)
if ok {
locker.Lock()
defer locker.Unlock()
}
err := storePersistenceFields(obj, id, ps) err := storePersistenceFields(obj, id, ps)
if err != nil { if err != nil {
log.WithError(err).Errorf("persistence sync failed") log.WithError(err).Errorf("persistence sync failed")

38
pkg/bbgo/scale.go
View File

@ -12,6 +12,7 @@ type Scale interface {
Formula() string Formula() string
FormulaOf(x float64) string FormulaOf(x float64) string
Call(x float64) (y float64) Call(x float64) (y float64)
Sum(step float64) float64
} }
func init() { func init() {
@ -21,6 +22,7 @@ func init() {
_ = Scale(&QuadraticScale{}) _ = Scale(&QuadraticScale{})
} }
// f(x) := ab^x
// y := ab^x // y := ab^x
// shift xs[0] to 0 (x - h) // shift xs[0] to 0 (x - h)
// a = y1 // a = y1
@ -56,6 +58,14 @@ func (s *ExponentialScale) Solve() error {
return nil return nil
} }
func (s *ExponentialScale) Sum(step float64) float64 {
sum := 0.0
for x := s.Domain[0]; x <= s.Domain[1]; x += step {
sum += s.Call(x)
}
return sum
}
func (s *ExponentialScale) String() string { func (s *ExponentialScale) String() string {
return s.Formula() return s.Formula()
} }
@ -100,6 +110,14 @@ func (s *LogarithmicScale) Call(x float64) (y float64) {
return y return y
} }
func (s *LogarithmicScale) Sum(step float64) float64 {
sum := 0.0
for x := s.Domain[0]; x <= s.Domain[1]; x += step {
sum += s.Call(x)
}
return sum
}
func (s *LogarithmicScale) String() string { func (s *LogarithmicScale) String() string {
return s.Formula() return s.Formula()
} }
@ -158,6 +176,14 @@ func (s *LinearScale) Call(x float64) (y float64) {
return y return y
} }
func (s *LinearScale) Sum(step float64) float64 {
sum := 0.0
for x := s.Domain[0]; x <= s.Domain[1]; x += step {
sum += s.Call(x)
}
return sum
}
func (s *LinearScale) String() string { func (s *LinearScale) String() string {
return s.Formula() return s.Formula()
} }
@ -201,6 +227,14 @@ func (s *QuadraticScale) Call(x float64) (y float64) {
return y return y
} }
func (s *QuadraticScale) Sum(step float64) float64 {
sum := 0.0
for x := s.Domain[0]; x <= s.Domain[1]; x += step {
sum += s.Call(x)
}
return sum
}
func (s *QuadraticScale) String() string { func (s *QuadraticScale) String() string {
return s.Formula() return s.Formula()
} }
@ -266,6 +300,7 @@ func (rule *SlideRule) Scale() (Scale, error) {
// LayerScale defines the scale DSL for maker layers, e.g., // LayerScale defines the scale DSL for maker layers, e.g.,
// //
// quantityScale: // quantityScale:
//
// byLayer: // byLayer:
// exp: // exp:
// domain: [1, 5] // domain: [1, 5]
@ -274,6 +309,7 @@ func (rule *SlideRule) Scale() (Scale, error) {
// and // and
// //
// quantityScale: // quantityScale:
//
// byLayer: // byLayer:
// linear: // linear:
// domain: [1, 3] // domain: [1, 3]
@ -303,6 +339,7 @@ func (s *LayerScale) Scale(layer int) (quantity float64, err error) {
// PriceVolumeScale defines the scale DSL for strategy, e.g., // PriceVolumeScale defines the scale DSL for strategy, e.g.,
// //
// quantityScale: // quantityScale:
//
// byPrice: // byPrice:
// exp: // exp:
// domain: [10_000, 50_000] // domain: [10_000, 50_000]
@ -311,6 +348,7 @@ func (s *LayerScale) Scale(layer int) (quantity float64, err error) {
// and // and
// //
// quantityScale: // quantityScale:
//
// byVolume: // byVolume:
// linear: // linear:
// domain: [10_000, 50_000] // domain: [10_000, 50_000]

28
pkg/bbgo/session.go
View File

@ -703,21 +703,39 @@ func (session *ExchangeSession) FindPossibleSymbols() (symbols []string, err err
return symbols, nil return symbols, nil
} }
// newBasicPrivateExchange allocates a basic exchange instance with the user private credentials
func (session *ExchangeSession) newBasicPrivateExchange(exchangeName types.ExchangeName) (types.Exchange, error) {
var err error
var exMinimal types.ExchangeMinimal
if session.Key != "" && session.Secret != "" {
exMinimal, err = exchange2.New(exchangeName, session.Key, session.Secret, session.Passphrase)
} else {
exMinimal, err = exchange2.NewWithEnvVarPrefix(exchangeName, session.EnvVarPrefix)
}
if err != nil {
return nil, err
}
if ex, ok := exMinimal.(types.Exchange); ok {
return ex, nil
}
return nil, fmt.Errorf("exchange %T does not implement types.Exchange", exMinimal)
}
// InitExchange initialize the exchange instance and allocate memory for fields // InitExchange initialize the exchange instance and allocate memory for fields
// In this stage, the session var could be loaded from the JSON config, so the pointer fields are still nil // In this stage, the session var could be loaded from the JSON config, so the pointer fields are still nil
// The Init method will be called after this stage, environment.Init will call the session.Init method later. // The Init method will be called after this stage, environment.Init will call the session.Init method later.
func (session *ExchangeSession) InitExchange(name string, ex types.Exchange) error { func (session *ExchangeSession) InitExchange(name string, ex types.Exchange) error {
var err error var err error
var exchangeName = session.ExchangeName var exchangeName = session.ExchangeName
if ex == nil { if ex == nil {
if session.PublicOnly { if session.PublicOnly {
ex, err = exchange2.NewPublic(exchangeName) ex, err = exchange2.NewPublic(exchangeName)
} else { } else {
if session.Key != "" && session.Secret != "" { ex, err = session.newBasicPrivateExchange(exchangeName)
ex, err = exchange2.NewStandard(exchangeName, session.Key, session.Secret, session.Passphrase, session.SubAccount)
} else {
ex, err = exchange2.NewWithEnvVarPrefix(exchangeName, session.EnvVarPrefix)
}
} }
} }

8
pkg/bbgo/standard_indicator_set.go
View File

@ -29,7 +29,7 @@ type StandardIndicatorSet struct {
// interval -> window // interval -> window
iwbIndicators map[types.IntervalWindowBandWidth]*indicator.BOLL iwbIndicators map[types.IntervalWindowBandWidth]*indicator.BOLL
iwIndicators map[indicatorKey]indicator.KLinePusher iwIndicators map[indicatorKey]indicator.KLinePusher
macdIndicators map[indicator.MACDConfig]*indicator.MACD macdIndicators map[indicator.MACDConfig]*indicator.MACDLegacy
stream types.Stream stream types.Stream
store *MarketDataStore store *MarketDataStore
@ -47,7 +47,7 @@ func NewStandardIndicatorSet(symbol string, stream types.Stream, store *MarketDa
stream: stream, stream: stream,
iwIndicators: make(map[indicatorKey]indicator.KLinePusher), iwIndicators: make(map[indicatorKey]indicator.KLinePusher),
iwbIndicators: make(map[types.IntervalWindowBandWidth]*indicator.BOLL), iwbIndicators: make(map[types.IntervalWindowBandWidth]*indicator.BOLL),
macdIndicators: make(map[indicator.MACDConfig]*indicator.MACD), macdIndicators: make(map[indicator.MACDConfig]*indicator.MACDLegacy),
} }
} }
@ -154,14 +154,14 @@ func (s *StandardIndicatorSet) BOLL(iw types.IntervalWindow, bandWidth float64)
return inc return inc
} }
func (s *StandardIndicatorSet) MACD(iw types.IntervalWindow, shortPeriod, longPeriod int) *indicator.MACD { func (s *StandardIndicatorSet) MACD(iw types.IntervalWindow, shortPeriod, longPeriod int) *indicator.MACDLegacy {
config := indicator.MACDConfig{IntervalWindow: iw, ShortPeriod: shortPeriod, LongPeriod: longPeriod} config := indicator.MACDConfig{IntervalWindow: iw, ShortPeriod: shortPeriod, LongPeriod: longPeriod}
inc, ok := s.macdIndicators[config] inc, ok := s.macdIndicators[config]
if ok { if ok {
return inc return inc
} }
inc = &indicator.MACD{MACDConfig: config} inc = &indicator.MACDLegacy{MACDConfig: config}
s.macdIndicators[config] = inc s.macdIndicators[config] = inc
s.initAndBind(inc, config.IntervalWindow.Interval) s.initAndBind(inc, config.IntervalWindow.Interval)
return inc return inc

2
pkg/bbgo/stop_ema.go
View File

@ -21,7 +21,7 @@ func (s *StopEMA) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExec
} }
func (s *StopEMA) Allowed(closePrice fixedpoint.Value) bool { func (s *StopEMA) Allowed(closePrice fixedpoint.Value) bool {
ema := fixedpoint.NewFromFloat(s.stopEWMA.Last()) ema := fixedpoint.NewFromFloat(s.stopEWMA.Last(0))
if ema.IsZero() { if ema.IsZero() {
logrus.Infof("stopEMA protection: value is zero, skip") logrus.Infof("stopEMA protection: value is zero, skip")
return false return false

4
pkg/bbgo/trend_ema.go
View File

@ -29,12 +29,12 @@ func (s *TrendEMA) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExe
} }
s.last = s.ewma.Values[s.ewma.Length()-2] s.last = s.ewma.Values[s.ewma.Length()-2]
s.current = s.ewma.Last() s.current = s.ewma.Last(0)
}) })
session.MarketDataStream.OnKLineClosed(types.KLineWith(symbol, s.Interval, func(kline types.KLine) { session.MarketDataStream.OnKLineClosed(types.KLineWith(symbol, s.Interval, func(kline types.KLine) {
s.last = s.current s.last = s.current
s.current = s.ewma.Last() s.current = s.ewma.Last(0)
})) }))
} }

63
pkg/cmd/exchangetest.go Normal file
View File

@ -0,0 +1,63 @@
//go:build exchangetest
// +build exchangetest
package cmd
import (
"context"
log "github.com/sirupsen/logrus"
"github.com/spf13/cobra"
"github.com/c9s/bbgo/pkg/exchange"
"github.com/c9s/bbgo/pkg/types"
)
// go run ./cmd/bbgo kline --exchange=binance --symbol=BTCUSDT
var exchangeTestCmd = &cobra.Command{
Use: "exchange-test",
Short: "test the exchange",
RunE: func(cmd *cobra.Command, args []string) error {
ctx := context.Background()
exchangeNameStr, err := cmd.Flags().GetString("exchange")
if err != nil {
return err
}
exchangeName, err := types.ValidExchangeName(exchangeNameStr)
if err != nil {
return err
}
exMinimal, err := exchange.NewWithEnvVarPrefix(exchangeName, "")
if err != nil {
return err
}
log.Infof("types.ExchangeMinimal: ✅")
if service, ok := exMinimal.(types.ExchangeAccountService); ok {
log.Infof("types.ExchangeAccountService: ✅ (%T)", service)
}
if service, ok := exMinimal.(types.ExchangeMarketDataService); ok {
log.Infof("types.ExchangeMarketDataService: ✅ (%T)", service)
}
if ex, ok := exMinimal.(types.Exchange); ok {
log.Infof("types.Exchange: ✅ (%T)", ex)
}
_ = ctx
// cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
return nil
},
}
func init() {
exchangeTestCmd.Flags().String("exchange", "", "session name")
exchangeTestCmd.MarkFlagRequired("exchange")
RootCmd.AddCommand(exchangeTestCmd)
}

2
pkg/cmd/strategy/builtin.go
View File

@ -29,6 +29,7 @@ import (
_ "github.com/c9s/bbgo/pkg/strategy/rebalance" _ "github.com/c9s/bbgo/pkg/strategy/rebalance"
_ "github.com/c9s/bbgo/pkg/strategy/rsmaker" _ "github.com/c9s/bbgo/pkg/strategy/rsmaker"
_ "github.com/c9s/bbgo/pkg/strategy/schedule" _ "github.com/c9s/bbgo/pkg/strategy/schedule"
_ "github.com/c9s/bbgo/pkg/strategy/scmaker"
_ "github.com/c9s/bbgo/pkg/strategy/skeleton" _ "github.com/c9s/bbgo/pkg/strategy/skeleton"
_ "github.com/c9s/bbgo/pkg/strategy/supertrend" _ "github.com/c9s/bbgo/pkg/strategy/supertrend"
_ "github.com/c9s/bbgo/pkg/strategy/support" _ "github.com/c9s/bbgo/pkg/strategy/support"
@ -36,6 +37,7 @@ import (
_ "github.com/c9s/bbgo/pkg/strategy/techsignal" _ "github.com/c9s/bbgo/pkg/strategy/techsignal"
_ "github.com/c9s/bbgo/pkg/strategy/trendtrader" _ "github.com/c9s/bbgo/pkg/strategy/trendtrader"
_ "github.com/c9s/bbgo/pkg/strategy/wall" _ "github.com/c9s/bbgo/pkg/strategy/wall"
_ "github.com/c9s/bbgo/pkg/strategy/xalign"
_ "github.com/c9s/bbgo/pkg/strategy/xbalance" _ "github.com/c9s/bbgo/pkg/strategy/xbalance"
_ "github.com/c9s/bbgo/pkg/strategy/xfunding" _ "github.com/c9s/bbgo/pkg/strategy/xfunding"
_ "github.com/c9s/bbgo/pkg/strategy/xgap" _ "github.com/c9s/bbgo/pkg/strategy/xgap"

6
pkg/datatype/floats/funcs_test.go
View File

@ -15,3 +15,9 @@ func TestHigher(t *testing.T) {
out := Higher([]float64{10.0, 11.0, 12.0, 13.0, 15.0}, 12.0) out := Higher([]float64{10.0, 11.0, 12.0, 13.0, 15.0}, 12.0)
assert.Equal(t, []float64{13.0, 15.0}, out) assert.Equal(t, []float64{13.0, 15.0}, out)
} }
func TestLSM(t *testing.T) {
slice := Slice{1., 2., 3., 4.}
slope := LSM(slice)
assert.Equal(t, 1.0, slope)
}

4
pkg/datatype/floats/pivot.go
View File

@ -1,10 +1,10 @@
package floats package floats
func (s Slice) Pivot(left, right int, f func(a, pivot float64) bool) (float64, bool) { func (s Slice) Pivot(left, right int, f func(a, pivot float64) bool) (float64, bool) {
return CalculatePivot(s, left, right, f) return FindPivot(s, left, right, f)
} }
func CalculatePivot(values Slice, left, right int, f func(a, pivot float64) bool) (float64, bool) { func FindPivot(values Slice, left, right int, f func(a, pivot float64) bool) (float64, bool) {
length := len(values) length := len(values)
if right == 0 { if right == 0 {

129
pkg/datatype/floats/slice.go
View File

@ -16,6 +16,12 @@ func (s *Slice) Push(v float64) {
*s = append(*s, v) *s = append(*s, v)
} }
func (s *Slice) Append(vs ...float64) {
*s = append(*s, vs...)
}
// Update equals to Push()
// which push an element into the slice
func (s *Slice) Update(v float64) { func (s *Slice) Update(v float64) {
*s = append(*s, v) *s = append(*s, v)
} }
@ -34,8 +40,43 @@ func (s Slice) Min() float64 {
return floats.Min(s) return floats.Min(s)
} }
func (s Slice) Sub(b Slice) (c Slice) {
if len(s) != len(b) {
return c
}
c = make(Slice, len(s))
for i := 0; i < len(s); i++ {
ai := s[i]
bi := b[i]
ci := ai - bi
c[i] = ci
}
return c
}
func (s Slice) Add(b Slice) (c Slice) {
if len(s) != len(b) {
return c
}
c = make(Slice, len(s))
for i := 0; i < len(s); i++ {
ai := s[i]
bi := b[i]
ci := ai + bi
c[i] = ci
}
return c
}
func (s Slice) Sum() (sum float64) { func (s Slice) Sum() (sum float64) {
return floats.Sum(s) for _, v := range s {
sum += v
}
return sum
} }
func (s Slice) Mean() (mean float64) { func (s Slice) Mean() (mean float64) {
@ -59,6 +100,18 @@ func (s Slice) Tail(size int) Slice {
return win return win
} }
func (s Slice) Average() float64 {
if len(s) == 0 {
return 0.0
}
total := 0.0
for _, value := range s {
total += value
}
return total / float64(len(s))
}
func (s Slice) Diff() (values Slice) { func (s Slice) Diff() (values Slice) {
for i, v := range s { for i, v := range s {
if i == 0 { if i == 0 {
@ -125,27 +178,61 @@ func (s Slice) Normalize() Slice {
return s.DivScalar(s.Sum()) return s.DivScalar(s.Sum())
} }
func (s *Slice) Last() float64 {
length := len(*s)
if length > 0 {
return (*s)[length-1]
}
return 0.0
}
func (s *Slice) Index(i int) float64 {
length := len(*s)
if length-i <= 0 || i < 0 {
return 0.0
}
return (*s)[length-i-1]
}
func (s *Slice) Length() int {
return len(*s)
}
func (s Slice) Addr() *Slice { func (s Slice) Addr() *Slice {
return &s return &s
} }
// Last, Index, Length implements the types.Series interface
func (s Slice) Last(i int) float64 {
length := len(s)
if i < 0 || length-1-i < 0 {
return 0.0
}
return s[length-1-i]
}
func (s Slice) Truncate(size int) Slice {
if size < 0 || len(s) <= size {
return s
}
return s[len(s)-size:]
}
// Index fetches the element from the end of the slice
// WARNING: it does not start from 0!!!
func (s Slice) Index(i int) float64 {
return s.Last(i)
}
func (s Slice) Length() int {
return len(s)
}
func (s Slice) LSM() float64 {
return LSM(s)
}
// LSM is the least squares method for linear regression
func LSM(values Slice) float64 {
var sumX, sumY, sumXSqr, sumXY = .0, .0, .0, .0
end := len(values) - 1
for i := end; i >= 0; i-- {
val := values[i]
per := float64(end - i + 1)
sumX += per
sumY += val
sumXSqr += per * per
sumXY += val * per
}
length := float64(len(values))
slope := (length*sumXY - sumX*sumY) / (length*sumXSqr - sumX*sumX)
average := sumY / length
tail := average - slope*sumX/length + slope
head := tail + slope*(length-1)
slope2 := (tail - head) / (length - 1)
return slope2
}

33
pkg/datatype/floats/slice_test.go Normal file
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@ -0,0 +1,33 @@
package floats
import (
"testing"
"github.com/stretchr/testify/assert"
)
func TestSub(t *testing.T) {
a := New(1, 2, 3, 4, 5)
b := New(1, 2, 3, 4, 5)
c := a.Sub(b)
assert.Equal(t, Slice{.0, .0, .0, .0, .0}, c)
assert.Equal(t, 5, len(c))
assert.Equal(t, 5, c.Length())
}
func TestTruncate(t *testing.T) {
a := New(1, 2, 3, 4, 5)
for i := 5; i > 0; i-- {
a = a.Truncate(i)
assert.Equal(t, i, a.Length())
}
}
func TestAdd(t *testing.T) {
a := New(1, 2, 3, 4, 5)
b := New(1, 2, 3, 4, 5)
c := a.Add(b)
assert.Equal(t, Slice{2.0, 4.0, 6.0, 8.0, 10.0}, c)
assert.Equal(t, 5, len(c))
assert.Equal(t, 5, c.Length())
}

33
pkg/exchange/binance/binanceapi/futures_get_global_long_short_account_ratio.go Normal file
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@ -0,0 +1,33 @@
package binanceapi
import (
"time"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/requestgen"
)
type FuturesGlobalLongShortAccountRatio struct {
Symbol string `json:"symbol"`
LongShortRatio fixedpoint.Value `json:"longShortRatio"`
LongAccount fixedpoint.Value `json:"longAccount"`
ShortAccount fixedpoint.Value `json:"shortAccount"`
Timestamp types.MillisecondTimestamp `json:"timestamp"`
}
//go:generate requestgen -method GET -url "/futures/data/globalLongShortAccountRatio" -type FuturesGlobalLongShortAccountRatioRequest -responseType []FuturesGlobalLongShortAccountRatio
type FuturesGlobalLongShortAccountRatioRequest struct {
client requestgen.AuthenticatedAPIClient
symbol string `param:"symbol"`
period types.Interval `param:"period"`
limit *uint64 `param:"limit"`
startTime *time.Time `param:"startTime,milliseconds"`
endTime *time.Time `param:"endTime,milliseconds"`
}
func (c *FuturesRestClient) NewFuturesGlobalLongShortAccountRatioRequest() *FuturesGlobalLongShortAccountRatioRequest {
return &FuturesGlobalLongShortAccountRatioRequest{client: c}
}

24
pkg/exchange/binance/binanceapi/futures_get_open_interest.go Normal file
View File

@ -0,0 +1,24 @@
package binanceapi
import (
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/requestgen"
)
type FuturesOpenInterest struct {
OpenInterest fixedpoint.Value `json:"openInterest"`
Symbol string `json:"symbol"`
Time types.MillisecondTimestamp `json:"time"`
}
//go:generate requestgen -method GET -url "/fapi/v1/openInterest" -type FuturesGetOpenInterestRequest -responseType FuturesOpenInterest
type FuturesGetOpenInterestRequest struct {
client requestgen.AuthenticatedAPIClient
symbol string `param:"symbol"`
}
func (c *FuturesRestClient) NewFuturesGetOpenInterestRequest() *FuturesGetOpenInterestRequest {
return &FuturesGetOpenInterestRequest{client: c}
}

148
pkg/exchange/binance/binanceapi/futures_get_open_interest_request_requestgen.go Normal file
View File

@ -0,0 +1,148 @@
// Code generated by "requestgen -method GET -url /fapi/v1/openInterest -type FuturesGetOpenInterestRequest -responseType FuturesOpenInterest"; DO NOT EDIT.
package binanceapi
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
)
func (f *FuturesGetOpenInterestRequest) Symbol(symbol string) *FuturesGetOpenInterestRequest {
f.symbol = symbol
return f
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (f *FuturesGetOpenInterestRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (f *FuturesGetOpenInterestRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check symbol field -> json key symbol
symbol := f.symbol
// assign parameter of symbol
params["symbol"] = symbol
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (f *FuturesGetOpenInterestRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := f.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if f.isVarSlice(_v) {
f.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (f *FuturesGetOpenInterestRequest) GetParametersJSON() ([]byte, error) {
params, err := f.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (f *FuturesGetOpenInterestRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (f *FuturesGetOpenInterestRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (f *FuturesGetOpenInterestRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (f *FuturesGetOpenInterestRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (f *FuturesGetOpenInterestRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := f.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (f *FuturesGetOpenInterestRequest) Do(ctx context.Context) (*FuturesOpenInterest, error) {
// empty params for GET operation
var params interface{}
query, err := f.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/fapi/v1/openInterest"
req, err := f.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := f.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse FuturesOpenInterest
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
return &apiResponse, nil
}

32
pkg/exchange/binance/binanceapi/futures_get_open_interest_statistics.go Normal file
View File

@ -0,0 +1,32 @@
package binanceapi
import (
"time"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/requestgen"
)
type FuturesOpenInterestStatistics struct {
Symbol string `json:"symbol"`
SumOpenInterest fixedpoint.Value `json:"sumOpenInterest"`
SumOpenInterestValue fixedpoint.Value `json:"sumOpenInterestValue"`
Timestamp types.MillisecondTimestamp `json:"timestamp"`
}
//go:generate requestgen -method GET -url "/futures/data/openInterestHist" -type FuturesGetOpenInterestStatisticsRequest -responseType []FuturesOpenInterestStatistics
type FuturesGetOpenInterestStatisticsRequest struct {
client requestgen.AuthenticatedAPIClient
symbol string `param:"symbol,required"`
period types.Interval `param:"period,required"`
limit *uint64 `param:"limit"`
startTime *time.Time `param:"startTime,milliseconds"`
endTime *time.Time `param:"endTime,milliseconds"`
}
func (c *FuturesRestClient) NewFuturesGetOpenInterestStatisticsRequest() *FuturesGetOpenInterestStatisticsRequest {
return &FuturesGetOpenInterestStatisticsRequest{client: c}
}

214
pkg/exchange/binance/binanceapi/futures_get_open_interest_statistics_request_requestgen.go Normal file
View File

@ -0,0 +1,214 @@
// Code generated by "requestgen -method GET -url /futures/data/openInterestHist -type FuturesGetOpenInterestStatisticsRequest -responseType []FuturesOpenInterestStatistics"; DO NOT EDIT.
package binanceapi
import (
"context"
"encoding/json"
"fmt"
"github.com/c9s/bbgo/pkg/types"
"net/url"
"reflect"
"regexp"
"strconv"
"time"
)
func (f *FuturesGetOpenInterestStatisticsRequest) Symbol(symbol string) *FuturesGetOpenInterestStatisticsRequest {
f.symbol = symbol
return f
}
func (f *FuturesGetOpenInterestStatisticsRequest) Period(period types.Interval) *FuturesGetOpenInterestStatisticsRequest {
f.period = period
return f
}
func (f *FuturesGetOpenInterestStatisticsRequest) Limit(limit uint64) *FuturesGetOpenInterestStatisticsRequest {
f.limit = &limit
return f
}
func (f *FuturesGetOpenInterestStatisticsRequest) StartTime(startTime time.Time) *FuturesGetOpenInterestStatisticsRequest {
f.startTime = &startTime
return f
}
func (f *FuturesGetOpenInterestStatisticsRequest) EndTime(endTime time.Time) *FuturesGetOpenInterestStatisticsRequest {
f.endTime = &endTime
return f
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (f *FuturesGetOpenInterestStatisticsRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (f *FuturesGetOpenInterestStatisticsRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check symbol field -> json key symbol
symbol := f.symbol
// TEMPLATE check-required
if len(symbol) == 0 {
return nil, fmt.Errorf("symbol is required, empty string given")
}
// END TEMPLATE check-required
// assign parameter of symbol
params["symbol"] = symbol
// check period field -> json key period
period := f.period
// TEMPLATE check-required
if len(period) == 0 {
return nil, fmt.Errorf("period is required, empty string given")
}
// END TEMPLATE check-required
// assign parameter of period
params["period"] = period
// check limit field -> json key limit
if f.limit != nil {
limit := *f.limit
// assign parameter of limit
params["limit"] = limit
} else {
}
// check startTime field -> json key startTime
if f.startTime != nil {
startTime := *f.startTime
// assign parameter of startTime
// convert time.Time to milliseconds time stamp
params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
} else {
}
// check endTime field -> json key endTime
if f.endTime != nil {
endTime := *f.endTime
// assign parameter of endTime
// convert time.Time to milliseconds time stamp
params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
} else {
}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (f *FuturesGetOpenInterestStatisticsRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := f.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if f.isVarSlice(_v) {
f.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (f *FuturesGetOpenInterestStatisticsRequest) GetParametersJSON() ([]byte, error) {
params, err := f.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (f *FuturesGetOpenInterestStatisticsRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (f *FuturesGetOpenInterestStatisticsRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (f *FuturesGetOpenInterestStatisticsRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (f *FuturesGetOpenInterestStatisticsRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (f *FuturesGetOpenInterestStatisticsRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := f.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (f *FuturesGetOpenInterestStatisticsRequest) Do(ctx context.Context) ([]FuturesOpenInterestStatistics, error) {
// empty params for GET operation
var params interface{}
query, err := f.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/futures/data/openInterestHist"
req, err := f.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := f.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse []FuturesOpenInterestStatistics
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
return apiResponse, nil
}

32
pkg/exchange/binance/binanceapi/futures_get_taker_buy_sell_volume.go Normal file
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@ -0,0 +1,32 @@
package binanceapi
import (
"time"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/requestgen"
)
type FuturesTakerBuySellVolume struct {
BuySellRatio fixedpoint.Value `json:"buySellRatio"`
BuyVol fixedpoint.Value `json:"buyVol"`
SellVol fixedpoint.Value `json:"sellVol"`
Timestamp types.MillisecondTimestamp `json:"timestamp"`
}
//go:generate requestgen -method GET -url "/futures/data/takerlongshortRatio" -type FuturesTakerBuySellVolumeRequest -responseType []FuturesTakerBuySellVolume
type FuturesTakerBuySellVolumeRequest struct {
client requestgen.AuthenticatedAPIClient
symbol string `param:"symbol"`
period types.Interval `param:"period"`
limit *uint64 `param:"limit"`
startTime *time.Time `param:"startTime,milliseconds"`
endTime *time.Time `param:"endTime,milliseconds"`
}
func (c *FuturesRestClient) NewFuturesTakerBuySellVolumeRequest() *FuturesTakerBuySellVolumeRequest {
return &FuturesTakerBuySellVolumeRequest{client: c}
}

33
pkg/exchange/binance/binanceapi/futures_get_top_trader_long_short_account_ratio.go Normal file
View File

@ -0,0 +1,33 @@
package binanceapi
import (
"time"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/requestgen"
)
type FuturesTopTraderLongShortAccountRatio struct {
Symbol string `json:"symbol"`
LongShortRatio fixedpoint.Value `json:"longShortRatio"`
LongAccount fixedpoint.Value `json:"longAccount"`
ShortAccount fixedpoint.Value `json:"shortAccount"`
Timestamp types.MillisecondTimestamp `json:"timestamp"`
}
//go:generate requestgen -method GET -url "/futures/data/topLongShortAccountRatio" -type FuturesTopTraderLongShortAccountRatioRequest -responseType []FuturesTopTraderLongShortAccountRatio
type FuturesTopTraderLongShortAccountRatioRequest struct {
client requestgen.AuthenticatedAPIClient
symbol string `param:"symbol"`
period types.Interval `param:"period"`
limit *uint64 `param:"limit"`
startTime *time.Time `param:"startTime,milliseconds"`
endTime *time.Time `param:"endTime,milliseconds"`
}
func (c *FuturesRestClient) NewFuturesTopTraderLongShortAccountRatioRequest() *FuturesTopTraderLongShortAccountRatioRequest {
return &FuturesTopTraderLongShortAccountRatioRequest{client: c}
}

33
pkg/exchange/binance/binanceapi/futures_get_top_trader_long_short_position_ratio.go Normal file
View File

@ -0,0 +1,33 @@
package binanceapi
import (
"time"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/requestgen"
)
type FuturesTopTraderLongShortPositionRatio struct {
Symbol string `json:"symbol"`
LongShortRatio fixedpoint.Value `json:"longShortRatio"`
LongAccount fixedpoint.Value `json:"longAccount"`
ShortAccount fixedpoint.Value `json:"shortAccount"`
Timestamp types.MillisecondTimestamp `json:"timestamp"`
}
//go:generate requestgen -method GET -url "/futures/data/topLongShortPositionRatio" -type FuturesTopTraderLongShortPositionRatioRequest -responseType []FuturesTopTraderLongShortPositionRatio
type FuturesTopTraderLongShortPositionRatioRequest struct {
client requestgen.AuthenticatedAPIClient
symbol string `param:"symbol"`
period types.Interval `param:"period"`
limit *uint64 `param:"limit"`
startTime *time.Time `param:"startTime,milliseconds"`
endTime *time.Time `param:"endTime,milliseconds"`
}
func (c *FuturesRestClient) NewFuturesTopTraderLongShortPositionRatioRequest() *FuturesTopTraderLongShortPositionRatioRequest {
return &FuturesTopTraderLongShortPositionRatioRequest{client: c}
}

202
pkg/exchange/binance/binanceapi/futures_global_long_short_account_ratio_request_requestgen.go Normal file
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@ -0,0 +1,202 @@
// Code generated by "requestgen -method GET -url /futures/data/globalLongShortAccountRatio -type FuturesGlobalLongShortAccountRatioRequest -responseType []FuturesGlobalLongShortAccountRatio"; DO NOT EDIT.
package binanceapi
import (
"context"
"encoding/json"
"fmt"
"github.com/c9s/bbgo/pkg/types"
"net/url"
"reflect"
"regexp"
"strconv"
"time"
)
func (f *FuturesGlobalLongShortAccountRatioRequest) Symbol(symbol string) *FuturesGlobalLongShortAccountRatioRequest {
f.symbol = symbol
return f
}
func (f *FuturesGlobalLongShortAccountRatioRequest) Period(period types.Interval) *FuturesGlobalLongShortAccountRatioRequest {
f.period = period
return f
}
func (f *FuturesGlobalLongShortAccountRatioRequest) Limit(limit uint64) *FuturesGlobalLongShortAccountRatioRequest {
f.limit = &limit
return f
}
func (f *FuturesGlobalLongShortAccountRatioRequest) StartTime(startTime time.Time) *FuturesGlobalLongShortAccountRatioRequest {
f.startTime = &startTime
return f
}
func (f *FuturesGlobalLongShortAccountRatioRequest) EndTime(endTime time.Time) *FuturesGlobalLongShortAccountRatioRequest {
f.endTime = &endTime
return f
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (f *FuturesGlobalLongShortAccountRatioRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (f *FuturesGlobalLongShortAccountRatioRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check symbol field -> json key symbol
symbol := f.symbol
// assign parameter of symbol
params["symbol"] = symbol
// check period field -> json key period
period := f.period
// assign parameter of period
params["period"] = period
// check limit field -> json key limit
if f.limit != nil {
limit := *f.limit
// assign parameter of limit
params["limit"] = limit
} else {
}
// check startTime field -> json key startTime
if f.startTime != nil {
startTime := *f.startTime
// assign parameter of startTime
// convert time.Time to milliseconds time stamp
params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
} else {
}
// check endTime field -> json key endTime
if f.endTime != nil {
endTime := *f.endTime
// assign parameter of endTime
// convert time.Time to milliseconds time stamp
params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
} else {
}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (f *FuturesGlobalLongShortAccountRatioRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := f.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if f.isVarSlice(_v) {
f.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (f *FuturesGlobalLongShortAccountRatioRequest) GetParametersJSON() ([]byte, error) {
params, err := f.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (f *FuturesGlobalLongShortAccountRatioRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (f *FuturesGlobalLongShortAccountRatioRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (f *FuturesGlobalLongShortAccountRatioRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (f *FuturesGlobalLongShortAccountRatioRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (f *FuturesGlobalLongShortAccountRatioRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := f.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (f *FuturesGlobalLongShortAccountRatioRequest) Do(ctx context.Context) ([]FuturesGlobalLongShortAccountRatio, error) {
// empty params for GET operation
var params interface{}
query, err := f.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/futures/data/globalLongShortAccountRatio"
req, err := f.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := f.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse []FuturesGlobalLongShortAccountRatio
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
return apiResponse, nil
}

202
pkg/exchange/binance/binanceapi/futures_taker_buy_sell_volume_request_requestgen.go Normal file
View File

@ -0,0 +1,202 @@
// Code generated by "requestgen -method GET -url /futures/data/takerlongshortRatio -type FuturesTakerBuySellVolumeRequest -responseType []FuturesTakerBuySellVolume"; DO NOT EDIT.
package binanceapi
import (
"context"
"encoding/json"
"fmt"
"github.com/c9s/bbgo/pkg/types"
"net/url"
"reflect"
"regexp"
"strconv"
"time"
)
func (f *FuturesTakerBuySellVolumeRequest) Symbol(symbol string) *FuturesTakerBuySellVolumeRequest {
f.symbol = symbol
return f
}
func (f *FuturesTakerBuySellVolumeRequest) Period(period types.Interval) *FuturesTakerBuySellVolumeRequest {
f.period = period
return f
}
func (f *FuturesTakerBuySellVolumeRequest) Limit(limit uint64) *FuturesTakerBuySellVolumeRequest {
f.limit = &limit
return f
}
func (f *FuturesTakerBuySellVolumeRequest) StartTime(startTime time.Time) *FuturesTakerBuySellVolumeRequest {
f.startTime = &startTime
return f
}
func (f *FuturesTakerBuySellVolumeRequest) EndTime(endTime time.Time) *FuturesTakerBuySellVolumeRequest {
f.endTime = &endTime
return f
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (f *FuturesTakerBuySellVolumeRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (f *FuturesTakerBuySellVolumeRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check symbol field -> json key symbol
symbol := f.symbol
// assign parameter of symbol
params["symbol"] = symbol
// check period field -> json key period
period := f.period
// assign parameter of period
params["period"] = period
// check limit field -> json key limit
if f.limit != nil {
limit := *f.limit
// assign parameter of limit
params["limit"] = limit
} else {
}
// check startTime field -> json key startTime
if f.startTime != nil {
startTime := *f.startTime
// assign parameter of startTime
// convert time.Time to milliseconds time stamp
params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
} else {
}
// check endTime field -> json key endTime
if f.endTime != nil {
endTime := *f.endTime
// assign parameter of endTime
// convert time.Time to milliseconds time stamp
params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
} else {
}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (f *FuturesTakerBuySellVolumeRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := f.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if f.isVarSlice(_v) {
f.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (f *FuturesTakerBuySellVolumeRequest) GetParametersJSON() ([]byte, error) {
params, err := f.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (f *FuturesTakerBuySellVolumeRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (f *FuturesTakerBuySellVolumeRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (f *FuturesTakerBuySellVolumeRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (f *FuturesTakerBuySellVolumeRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (f *FuturesTakerBuySellVolumeRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := f.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (f *FuturesTakerBuySellVolumeRequest) Do(ctx context.Context) ([]FuturesTakerBuySellVolume, error) {
// empty params for GET operation
var params interface{}
query, err := f.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/futures/data/takerlongshortRatio"
req, err := f.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := f.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse []FuturesTakerBuySellVolume
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
return apiResponse, nil
}

202
pkg/exchange/binance/binanceapi/futures_top_trader_long_short_account_ratio_request_requestgen.go Normal file
View File

@ -0,0 +1,202 @@
// Code generated by "requestgen -method GET -url /futures/data/topLongShortAccountRatio -type FuturesTopTraderLongShortAccountRatioRequest -responseType []FuturesTopTraderLongShortAccountRatio"; DO NOT EDIT.
package binanceapi
import (
"context"
"encoding/json"
"fmt"
"github.com/c9s/bbgo/pkg/types"
"net/url"
"reflect"
"regexp"
"strconv"
"time"
)
func (f *FuturesTopTraderLongShortAccountRatioRequest) Symbol(symbol string) *FuturesTopTraderLongShortAccountRatioRequest {
f.symbol = symbol
return f
}
func (f *FuturesTopTraderLongShortAccountRatioRequest) Period(period types.Interval) *FuturesTopTraderLongShortAccountRatioRequest {
f.period = period
return f
}
func (f *FuturesTopTraderLongShortAccountRatioRequest) Limit(limit uint64) *FuturesTopTraderLongShortAccountRatioRequest {
f.limit = &limit
return f
}
func (f *FuturesTopTraderLongShortAccountRatioRequest) StartTime(startTime time.Time) *FuturesTopTraderLongShortAccountRatioRequest {
f.startTime = &startTime
return f
}
func (f *FuturesTopTraderLongShortAccountRatioRequest) EndTime(endTime time.Time) *FuturesTopTraderLongShortAccountRatioRequest {
f.endTime = &endTime
return f
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (f *FuturesTopTraderLongShortAccountRatioRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (f *FuturesTopTraderLongShortAccountRatioRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check symbol field -> json key symbol
symbol := f.symbol
// assign parameter of symbol
params["symbol"] = symbol
// check period field -> json key period
period := f.period
// assign parameter of period
params["period"] = period
// check limit field -> json key limit
if f.limit != nil {
limit := *f.limit
// assign parameter of limit
params["limit"] = limit
} else {
}
// check startTime field -> json key startTime
if f.startTime != nil {
startTime := *f.startTime
// assign parameter of startTime
// convert time.Time to milliseconds time stamp
params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
} else {
}
// check endTime field -> json key endTime
if f.endTime != nil {
endTime := *f.endTime
// assign parameter of endTime
// convert time.Time to milliseconds time stamp
params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
} else {
}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (f *FuturesTopTraderLongShortAccountRatioRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := f.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if f.isVarSlice(_v) {
f.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (f *FuturesTopTraderLongShortAccountRatioRequest) GetParametersJSON() ([]byte, error) {
params, err := f.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (f *FuturesTopTraderLongShortAccountRatioRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (f *FuturesTopTraderLongShortAccountRatioRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (f *FuturesTopTraderLongShortAccountRatioRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (f *FuturesTopTraderLongShortAccountRatioRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (f *FuturesTopTraderLongShortAccountRatioRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := f.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (f *FuturesTopTraderLongShortAccountRatioRequest) Do(ctx context.Context) ([]FuturesTopTraderLongShortAccountRatio, error) {
// empty params for GET operation
var params interface{}
query, err := f.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/futures/data/topLongShortAccountRatio"
req, err := f.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := f.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse []FuturesTopTraderLongShortAccountRatio
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
return apiResponse, nil
}

202
pkg/exchange/binance/binanceapi/futures_top_trader_long_short_position_ratio_request_requestgen.go Normal file
View File

@ -0,0 +1,202 @@
// Code generated by "requestgen -method GET -url /futures/data/topLongShortPositionRatio -type FuturesTopTraderLongShortPositionRatioRequest -responseType []FuturesTopTraderLongShortPositionRatio"; DO NOT EDIT.
package binanceapi
import (
"context"
"encoding/json"
"fmt"
"github.com/c9s/bbgo/pkg/types"
"net/url"
"reflect"
"regexp"
"strconv"
"time"
)
func (f *FuturesTopTraderLongShortPositionRatioRequest) Symbol(symbol string) *FuturesTopTraderLongShortPositionRatioRequest {
f.symbol = symbol
return f
}
func (f *FuturesTopTraderLongShortPositionRatioRequest) Period(period types.Interval) *FuturesTopTraderLongShortPositionRatioRequest {
f.period = period
return f
}
func (f *FuturesTopTraderLongShortPositionRatioRequest) Limit(limit uint64) *FuturesTopTraderLongShortPositionRatioRequest {
f.limit = &limit
return f
}
func (f *FuturesTopTraderLongShortPositionRatioRequest) StartTime(startTime time.Time) *FuturesTopTraderLongShortPositionRatioRequest {
f.startTime = &startTime
return f
}
func (f *FuturesTopTraderLongShortPositionRatioRequest) EndTime(endTime time.Time) *FuturesTopTraderLongShortPositionRatioRequest {
f.endTime = &endTime
return f
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (f *FuturesTopTraderLongShortPositionRatioRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (f *FuturesTopTraderLongShortPositionRatioRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check symbol field -> json key symbol
symbol := f.symbol
// assign parameter of symbol
params["symbol"] = symbol
// check period field -> json key period
period := f.period
// assign parameter of period
params["period"] = period
// check limit field -> json key limit
if f.limit != nil {
limit := *f.limit
// assign parameter of limit
params["limit"] = limit
} else {
}
// check startTime field -> json key startTime
if f.startTime != nil {
startTime := *f.startTime
// assign parameter of startTime
// convert time.Time to milliseconds time stamp
params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
} else {
}
// check endTime field -> json key endTime
if f.endTime != nil {
endTime := *f.endTime
// assign parameter of endTime
// convert time.Time to milliseconds time stamp
params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
} else {
}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (f *FuturesTopTraderLongShortPositionRatioRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := f.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if f.isVarSlice(_v) {
f.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (f *FuturesTopTraderLongShortPositionRatioRequest) GetParametersJSON() ([]byte, error) {
params, err := f.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (f *FuturesTopTraderLongShortPositionRatioRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (f *FuturesTopTraderLongShortPositionRatioRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (f *FuturesTopTraderLongShortPositionRatioRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (f *FuturesTopTraderLongShortPositionRatioRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (f *FuturesTopTraderLongShortPositionRatioRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := f.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (f *FuturesTopTraderLongShortPositionRatioRequest) Do(ctx context.Context) ([]FuturesTopTraderLongShortPositionRatio, error) {
// empty params for GET operation
var params interface{}
query, err := f.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/futures/data/topLongShortPositionRatio"
req, err := f.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := f.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse []FuturesTopTraderLongShortPositionRatio
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
return apiResponse, nil
}

8
pkg/exchange/binance/convert.go
View File

@ -45,6 +45,14 @@ func toGlobalMarket(symbol binance.Symbol) types.Market {
market.TickSize = fixedpoint.MustNewFromString(f.TickSize) market.TickSize = fixedpoint.MustNewFromString(f.TickSize)
} }
if market.MinNotional.IsZero() {
log.Warnf("binance market %s minNotional is zero", market.Symbol)
}
if market.MinQuantity.IsZero() {
log.Warnf("binance market %s minQuantity is zero", market.Symbol)
}
return market return market
} }

41
pkg/exchange/binance/parse.go
View File

@ -7,6 +7,7 @@ import (
"time" "time"
"github.com/adshao/go-binance/v2/futures" "github.com/adshao/go-binance/v2/futures"
"github.com/slack-go/slack"
"github.com/adshao/go-binance/v2" "github.com/adshao/go-binance/v2"
"github.com/valyala/fastjson" "github.com/valyala/fastjson"
@ -21,7 +22,6 @@ type EventBase struct {
} }
/* /*
executionReport executionReport
{ {
@ -165,7 +165,12 @@ func (e *ExecutionReportEvent) Trade() (*types.Trade, error) {
} }
/* /*
balanceUpdate event: balanceUpdate
Balance Update occurs during the following:
Deposits or withdrawals from the account
Transfer of funds between accounts (e.g. Spot to Margin)
{ {
"e": "balanceUpdate", //KLineEvent Type "e": "balanceUpdate", //KLineEvent Type
@ -174,17 +179,42 @@ balanceUpdate
"d": "100.00000000", //Balance Delta "d": "100.00000000", //Balance Delta
"T": 1573200697068 //Clear Time "T": 1573200697068 //Clear Time
} }
This event is only for Spot
*/ */
type BalanceUpdateEvent struct { type BalanceUpdateEvent struct {
EventBase EventBase
Asset string `json:"a"` Asset string `json:"a"`
Delta string `json:"d"` Delta fixedpoint.Value `json:"d"`
ClearTime int64 `json:"T"` ClearTime types.MillisecondTimestamp `json:"T"`
}
func (e *BalanceUpdateEvent) SlackAttachment() slack.Attachment {
return slack.Attachment{
Title: "Binance Balance Update Event",
Color: "warning",
Fields: []slack.AttachmentField{
{
Title: "Asset",
Value: e.Asset,
Short: true,
},
{
Title: "Delta",
Value: e.Delta.String(),
Short: true,
},
{
Title: "Time",
Value: e.ClearTime.String(),
Short: true,
},
},
}
} }
/* /*
outboundAccountInfo outboundAccountInfo
{ {
@ -229,7 +259,6 @@ outboundAccountInfo
"SPOT" "SPOT"
] ]
} }
*/ */
type Balance struct { type Balance struct {
Asset string `json:"a"` Asset string `json:"a"`

20
pkg/exchange/bitget/bitgetapi/cancel_order_by_symbol_request.go Normal file
View File

@ -0,0 +1,20 @@
package bitgetapi
//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
import (
"github.com/c9s/requestgen"
)
type CancelOrderBySymbolResponse string
//go:generate GetRequest -url "/api/spot/v1/trade/cancel-symbol-order" -type CancelOrderBySymbolRequest -responseDataType .CancelOrderBySymbolResponse
type CancelOrderBySymbolRequest struct {
client requestgen.AuthenticatedAPIClient
symbol string `param:"symbol"`
}
func (c *RestClient) NewCancelOrderBySymbolRequest() *CancelOrderBySymbolRequest {
return &CancelOrderBySymbolRequest{client: c}
}

152
pkg/exchange/bitget/bitgetapi/cancel_order_by_symbol_request_requestgen.go Normal file
View File

@ -0,0 +1,152 @@
// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/trade/cancel-symbol-order -type CancelOrderBySymbolRequest -responseDataType .CancelOrderBySymbolResponse"; DO NOT EDIT.
package bitgetapi
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
)
func (c *CancelOrderBySymbolRequest) Symbol(symbol string) *CancelOrderBySymbolRequest {
c.symbol = symbol
return c
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (c *CancelOrderBySymbolRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (c *CancelOrderBySymbolRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check symbol field -> json key symbol
symbol := c.symbol
// assign parameter of symbol
params["symbol"] = symbol
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (c *CancelOrderBySymbolRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := c.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if c.isVarSlice(_v) {
c.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (c *CancelOrderBySymbolRequest) GetParametersJSON() ([]byte, error) {
params, err := c.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (c *CancelOrderBySymbolRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (c *CancelOrderBySymbolRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (c *CancelOrderBySymbolRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (c *CancelOrderBySymbolRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (c *CancelOrderBySymbolRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := c.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (c *CancelOrderBySymbolRequest) Do(ctx context.Context) (*CancelOrderBySymbolResponse, error) {
// empty params for GET operation
var params interface{}
query, err := c.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/api/spot/v1/trade/cancel-symbol-order"
req, err := c.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := c.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse APIResponse
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
var data CancelOrderBySymbolResponse
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
return nil, err
}
return &data, nil
}

25
pkg/exchange/bitget/bitgetapi/cancel_order_request.go Normal file
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package bitgetapi
//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
import (
"github.com/c9s/requestgen"
)
type CancelOrderResponse struct {
OrderId string `json:"orderId"`
ClientOrderId string `json:"clientOrderId"`
}
//go:generate PostRequest -url "/api/spot/v1/trade/cancel-order-v2" -type CancelOrderRequest -responseDataType .CancelOrderResponse
type CancelOrderRequest struct {
client requestgen.AuthenticatedAPIClient
symbol string `param:"symbol"`
orderId *string `param:"orderId"`
clientOrderId *string `param:"clientOid"`
}
func (c *RestClient) NewCancelOrderRequest() *CancelOrderRequest {
return &CancelOrderRequest{client: c}
}

177
pkg/exchange/bitget/bitgetapi/cancel_order_request_requestgen.go Normal file
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// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Data -url /api/spot/v1/trade/cancel-order-v2 -type CancelOrderRequest -responseDataType .CancelOrderResponse"; DO NOT EDIT.
package bitgetapi
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
)
func (c *CancelOrderRequest) Symbol(symbol string) *CancelOrderRequest {
c.symbol = symbol
return c
}
func (c *CancelOrderRequest) OrderId(orderId string) *CancelOrderRequest {
c.orderId = &orderId
return c
}
func (c *CancelOrderRequest) ClientOrderId(clientOrderId string) *CancelOrderRequest {
c.clientOrderId = &clientOrderId
return c
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (c *CancelOrderRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (c *CancelOrderRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check symbol field -> json key symbol
symbol := c.symbol
// assign parameter of symbol
params["symbol"] = symbol
// check orderId field -> json key orderId
if c.orderId != nil {
orderId := *c.orderId
// assign parameter of orderId
params["orderId"] = orderId
} else {
}
// check clientOrderId field -> json key clientOid
if c.clientOrderId != nil {
clientOrderId := *c.clientOrderId
// assign parameter of clientOrderId
params["clientOid"] = clientOrderId
} else {
}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (c *CancelOrderRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := c.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if c.isVarSlice(_v) {
c.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (c *CancelOrderRequest) GetParametersJSON() ([]byte, error) {
params, err := c.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (c *CancelOrderRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (c *CancelOrderRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (c *CancelOrderRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (c *CancelOrderRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (c *CancelOrderRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := c.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (c *CancelOrderRequest) Do(ctx context.Context) (*CancelOrderResponse, error) {
params, err := c.GetParameters()
if err != nil {
return nil, err
}
query := url.Values{}
apiURL := "/api/spot/v1/trade/cancel-order-v2"
req, err := c.client.NewAuthenticatedRequest(ctx, "POST", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := c.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse APIResponse
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
var data CancelOrderResponse
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
return nil, err
}
return &data, nil
}

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pkg/exchange/bitget/bitgetapi/client.go Normal file
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package bitgetapi
import (
"bytes"
"context"
"crypto/hmac"
"crypto/sha256"
"encoding/base64"
"encoding/json"
"net/http"
"net/url"
"strconv"
"strings"
"time"
"github.com/c9s/requestgen"
"github.com/pkg/errors"
)
const defaultHTTPTimeout = time.Second * 15
const RestBaseURL = "https://api.bitget.com"
const PublicWebSocketURL = "wss://ws.bitget.com/spot/v1/stream"
const PrivateWebSocketURL = "wss://ws.bitget.com/spot/v1/stream"
type RestClient struct {
requestgen.BaseAPIClient
key, secret, passphrase string
}
func NewClient() *RestClient {
u, err := url.Parse(RestBaseURL)
if err != nil {
panic(err)
}
return &RestClient{
BaseAPIClient: requestgen.BaseAPIClient{
BaseURL: u,
HttpClient: &http.Client{
Timeout: defaultHTTPTimeout,
},
},
}
}
func (c *RestClient) Auth(key, secret, passphrase string) {
c.key = key
c.secret = secret
c.passphrase = passphrase
}
// newAuthenticatedRequest creates new http request for authenticated routes.
func (c *RestClient) NewAuthenticatedRequest(ctx context.Context, method, refURL string, params url.Values, payload interface{}) (*http.Request, error) {
if len(c.key) == 0 {
return nil, errors.New("empty api key")
}
if len(c.secret) == 0 {
return nil, errors.New("empty api secret")
}
rel, err := url.Parse(refURL)
if err != nil {
return nil, err
}
if params != nil {
rel.RawQuery = params.Encode()
}
pathURL := c.BaseURL.ResolveReference(rel)
path := pathURL.Path
if rel.RawQuery != "" {
path += "?" + rel.RawQuery
}
// See https://bitgetlimited.github.io/apidoc/en/spot/#signature
// sign(
// timestamp +
// method.toUpperCase() +
// requestPath + "?" + queryString +
// body **string
// )
// (+ means string concat) encrypt by **HMAC SHA256 **algorithm, and encode the encrypted result through **BASE64.
// set location to UTC so that it outputs "2020-12-08T09:08:57.715Z"
t := time.Now().In(time.UTC)
timestamp := strconv.FormatInt(t.UnixMilli(), 10)
body, err := castPayload(payload)
if err != nil {
return nil, err
}
signKey := timestamp + strings.ToUpper(method) + path + string(body)
signature := sign(signKey, c.secret)
req, err := http.NewRequestWithContext(ctx, method, pathURL.String(), bytes.NewReader(body))
if err != nil {
return nil, err
}
req.Header.Add("Content-Type", "application/json")
req.Header.Add("Accept", "application/json")
req.Header.Add("ACCESS-KEY", c.key)
req.Header.Add("ACCESS-SIGN", signature)
req.Header.Add("ACCESS-TIMESTAMP", timestamp)
req.Header.Add("ACCESS-PASSPHRASE", c.passphrase)
return req, nil
}
func sign(payload string, secret string) string {
var sig = hmac.New(sha256.New, []byte(secret))
_, err := sig.Write([]byte(payload))
if err != nil {
return ""
}
return base64.StdEncoding.EncodeToString(sig.Sum(nil))
}
func castPayload(payload interface{}) ([]byte, error) {
if payload == nil {
return nil, nil
}
switch v := payload.(type) {
case string:
return []byte(v), nil
case []byte:
return v, nil
}
return json.Marshal(payload)
}
/*
sample:
{
"code": "00000",
"msg": "success",
"data": {
"user_id": "714229403",
"inviter_id": "682221498",
"ips": "172.23.88.91",
"authorities": [
"trade",
"readonly"
],
"parentId":"566624801",
"trader":false
}
}
*/
type APIResponse struct {
Code string `json:"code"`
Message string `json:"msg"`
Data json.RawMessage `json:"data"`
}

70
pkg/exchange/bitget/bitgetapi/client_test.go Normal file
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package bitgetapi
import (
"context"
"os"
"strconv"
"testing"
"github.com/stretchr/testify/assert"
"github.com/c9s/bbgo/pkg/testutil"
)
func getTestClientOrSkip(t *testing.T) *RestClient {
if b, _ := strconv.ParseBool(os.Getenv("CI")); b {
t.Skip("skip test for CI")
}
key, secret, ok := testutil.IntegrationTestConfigured(t, "BITGET")
if !ok {
t.Skip("BITGET_* env vars are not configured")
return nil
}
client := NewClient()
client.Auth(key, secret, os.Getenv("BITGET_API_PASSPHRASE"))
return client
}
func TestClient(t *testing.T) {
client := getTestClientOrSkip(t)
ctx := context.Background()
t.Run("GetAllTickersRequest", func(t *testing.T) {
req := client.NewGetAllTickersRequest()
tickers, err := req.Do(ctx)
assert.NoError(t, err)
t.Logf("tickers: %+v", tickers)
})
t.Run("GetTickerRequest", func(t *testing.T) {
req := client.NewGetTickerRequest()
req.Symbol("BTCUSDT_SPBL")
ticker, err := req.Do(ctx)
assert.NoError(t, err)
t.Logf("ticker: %+v", ticker)
})
t.Run("GetDepthRequest", func(t *testing.T) {
req := client.NewGetDepthRequest()
req.Symbol("BTCUSDT_SPBL")
depth, err := req.Do(ctx)
assert.NoError(t, err)
t.Logf("depth: %+v", depth)
})
t.Run("GetServerTimeRequest", func(t *testing.T) {
req := client.NewGetServerTimeRequest()
serverTime, err := req.Do(ctx)
assert.NoError(t, err)
t.Logf("time: %+v", serverTime)
})
t.Run("GetAccountAssetsRequest", func(t *testing.T) {
req := client.NewGetAccountAssetsRequest()
assets, err := req.Do(ctx)
assert.NoError(t, err)
t.Logf("assets: %+v", assets)
})
}

29
pkg/exchange/bitget/bitgetapi/get_account_assets_request.go Normal file
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package bitgetapi
//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
import (
"github.com/c9s/requestgen"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
type AccountAsset struct {
CoinId int64 `json:"coinId"`
CoinName string `json:"coinName"`
Available fixedpoint.Value `json:"available"`
Frozen fixedpoint.Value `json:"frozen"`
Lock fixedpoint.Value `json:"lock"`
UTime types.MillisecondTimestamp `json:"uTime"`
}
//go:generate GetRequest -url "/api/spot/v1/account/assets" -type GetAccountAssetsRequest -responseDataType []AccountAsset
type GetAccountAssetsRequest struct {
client requestgen.AuthenticatedAPIClient
}
func (c *RestClient) NewGetAccountAssetsRequest() *GetAccountAssetsRequest {
return &GetAccountAssetsRequest{client: c}
}

139
pkg/exchange/bitget/bitgetapi/get_account_assets_request_requestgen.go Normal file
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// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/account/assets -type GetAccountAssetsRequest -responseDataType []AccountAsset"; DO NOT EDIT.
package bitgetapi
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
)
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetAccountAssetsRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (g *GetAccountAssetsRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetAccountAssetsRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (g *GetAccountAssetsRequest) GetParametersJSON() ([]byte, error) {
params, err := g.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (g *GetAccountAssetsRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (g *GetAccountAssetsRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (g *GetAccountAssetsRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (g *GetAccountAssetsRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetAccountAssetsRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetAccountAssetsRequest) Do(ctx context.Context) ([]AccountAsset, error) {
// no body params
var params interface{}
query := url.Values{}
apiURL := "/api/spot/v1/account/assets"
req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse APIResponse
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
var data []AccountAsset
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
return nil, err
}
return data, nil
}

28
pkg/exchange/bitget/bitgetapi/get_account_request.go Normal file
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package bitgetapi
//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
import (
"github.com/c9s/requestgen"
"github.com/c9s/bbgo/pkg/types"
)
type Account struct {
UserId types.StrInt64 `json:"user_id"`
InviterId types.StrInt64 `json:"inviter_id"`
Ips string `json:"ips"`
Authorities []string `json:"authorities"`
ParentId types.StrInt64 `json:"parentId"`
Trader bool `json:"trader"`
}
//go:generate GetRequest -url "/api/spot/v1/account/getInfo" -type GetAccountRequest -responseDataType .Account
type GetAccountRequest struct {
client requestgen.AuthenticatedAPIClient
}
func (c *RestClient) NewGetAccountRequest() *GetAccountRequest {
return &GetAccountRequest{client: c}
}

139
pkg/exchange/bitget/bitgetapi/get_account_request_requestgen.go Normal file
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// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/account/getInfo -type GetAccountRequest -responseDataType .Account"; DO NOT EDIT.
package bitgetapi
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
)
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetAccountRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (g *GetAccountRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetAccountRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (g *GetAccountRequest) GetParametersJSON() ([]byte, error) {
params, err := g.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (g *GetAccountRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (g *GetAccountRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (g *GetAccountRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (g *GetAccountRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetAccountRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetAccountRequest) Do(ctx context.Context) (*Account, error) {
// no body params
var params interface{}
query := url.Values{}
apiURL := "/api/spot/v1/account/getInfo"
req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse APIResponse
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
var data Account
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
return nil, err
}
return &data, nil
}

17
pkg/exchange/bitget/bitgetapi/get_all_tickers_request.go Normal file
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package bitgetapi
//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
import (
"github.com/c9s/requestgen"
)
//go:generate GetRequest -url "/api/spot/v1/market/tickers" -type GetAllTickersRequest -responseDataType []Ticker
type GetAllTickersRequest struct {
client requestgen.APIClient
}
func (c *RestClient) NewGetAllTickersRequest() *GetAllTickersRequest {
return &GetAllTickersRequest{client: c}
}

139
pkg/exchange/bitget/bitgetapi/get_all_tickers_request_requestgen.go Normal file
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// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/market/tickers -type GetAllTickersRequest -responseDataType []Ticker"; DO NOT EDIT.
package bitgetapi
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
)
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetAllTickersRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (g *GetAllTickersRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetAllTickersRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (g *GetAllTickersRequest) GetParametersJSON() ([]byte, error) {
params, err := g.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (g *GetAllTickersRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (g *GetAllTickersRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (g *GetAllTickersRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (g *GetAllTickersRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetAllTickersRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetAllTickersRequest) Do(ctx context.Context) ([]Ticker, error) {
// no body params
var params interface{}
query := url.Values{}
apiURL := "/api/spot/v1/market/tickers"
req, err := g.client.NewRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse APIResponse
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
var data []Ticker
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
return nil, err
}
return data, nil
}

31
pkg/exchange/bitget/bitgetapi/get_candles_request.go Normal file
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package bitgetapi
//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
import (
"github.com/c9s/requestgen"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
type Candle struct {
Open fixedpoint.Value `json:"open"`
High fixedpoint.Value `json:"high"`
Low fixedpoint.Value `json:"low"`
Close fixedpoint.Value `json:"close"`
QuoteVol fixedpoint.Value `json:"quoteVol"`
BaseVol fixedpoint.Value `json:"baseVol"`
UsdtVol fixedpoint.Value `json:"usdtVol"`
Ts types.MillisecondTimestamp `json:"ts"`
}
//go:generate GetRequest -url "/api/spot/v1/market/candles" -type GetCandlesRequest -responseDataType []Candle
type GetCandlesRequest struct {
client requestgen.APIClient
}
func (c *RestClient) NewGetCandlesRequest() *GetCandlesRequest {
return &GetCandlesRequest{client: c}
}

139
pkg/exchange/bitget/bitgetapi/get_candles_request_requestgen.go Normal file
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// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/market/candles -type GetCandlesRequest -responseDataType []Candle"; DO NOT EDIT.
package bitgetapi
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
)
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetCandlesRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (g *GetCandlesRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetCandlesRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (g *GetCandlesRequest) GetParametersJSON() ([]byte, error) {
params, err := g.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (g *GetCandlesRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (g *GetCandlesRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (g *GetCandlesRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (g *GetCandlesRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetCandlesRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetCandlesRequest) Do(ctx context.Context) ([]Candle, error) {
// no body params
var params interface{}
query := url.Values{}
apiURL := "/api/spot/v1/market/candles"
req, err := g.client.NewRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse APIResponse
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
var data []Candle
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
return nil, err
}
return data, nil
}

30
pkg/exchange/bitget/bitgetapi/get_depth_request.go Normal file
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package bitgetapi
//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
import (
"github.com/c9s/requestgen"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
type Depth struct {
Asks [][]fixedpoint.Value `json:"asks"`
Bids [][]fixedpoint.Value `json:"bids"`
Timestamp types.MillisecondTimestamp `json:"timestamp"`
}
//go:generate GetRequest -url "/api/spot/v1/market/depth" -type GetDepthRequest -responseDataType .Depth
type GetDepthRequest struct {
client requestgen.APIClient
symbol string `param:"symbol"`
stepType string `param:"type" default:"step0"`
limit *int `param:"limit"`
}
func (c *RestClient) NewGetDepthRequest() *GetDepthRequest {
return &GetDepthRequest{client: c}
}

175
pkg/exchange/bitget/bitgetapi/get_depth_request_requestgen.go Normal file
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// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/market/depth -type GetDepthRequest -responseDataType .Depth"; DO NOT EDIT.
package bitgetapi
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
)
func (g *GetDepthRequest) Symbol(symbol string) *GetDepthRequest {
g.symbol = symbol
return g
}
func (g *GetDepthRequest) StepType(stepType string) *GetDepthRequest {
g.stepType = stepType
return g
}
func (g *GetDepthRequest) Limit(limit int) *GetDepthRequest {
g.limit = &limit
return g
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetDepthRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (g *GetDepthRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check symbol field -> json key symbol
symbol := g.symbol
// assign parameter of symbol
params["symbol"] = symbol
// check stepType field -> json key type
stepType := g.stepType
// assign parameter of stepType
params["type"] = stepType
// check limit field -> json key limit
if g.limit != nil {
limit := *g.limit
// assign parameter of limit
params["limit"] = limit
} else {
}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetDepthRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (g *GetDepthRequest) GetParametersJSON() ([]byte, error) {
params, err := g.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (g *GetDepthRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (g *GetDepthRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (g *GetDepthRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (g *GetDepthRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetDepthRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetDepthRequest) Do(ctx context.Context) (*Depth, error) {
// empty params for GET operation
var params interface{}
query, err := g.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/api/spot/v1/market/depth"
req, err := g.client.NewRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse APIResponse
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
var data Depth
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
return nil, err
}
return &data, nil
}

43
pkg/exchange/bitget/bitgetapi/get_fills_request.go Normal file
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package bitgetapi
//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
import (
"github.com/c9s/requestgen"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
type Fill struct {
AccountId types.StrInt64 `json:"accountId"`
Symbol string `json:"symbol"`
OrderId types.StrInt64 `json:"orderId"`
FillId types.StrInt64 `json:"fillId"`
OrderType OrderType `json:"orderType"`
Side OrderSide `json:"side"`
FillPrice fixedpoint.Value `json:"fillPrice"`
FillQuantity fixedpoint.Value `json:"fillQuantity"`
FillTotalAmount fixedpoint.Value `json:"fillTotalAmount"`
CreationTime types.MillisecondTimestamp `json:"cTime"`
FeeCurrency string `json:"feeCcy"`
Fees fixedpoint.Value `json:"fees"`
}
//go:generate GetRequest -url "/api/spot/v1/trade/fills" -type GetFillsRequest -responseDataType .ServerTime
type GetFillsRequest struct {
client requestgen.AuthenticatedAPIClient
// after - order id
after *string `param:"after"`
// before - order id
before *string `param:"before"`
limit *string `param:"limit"`
}
func (c *RestClient) NewGetFillsRequest() *GetFillsRequest {
return &GetFillsRequest{client: c}
}

182
pkg/exchange/bitget/bitgetapi/get_fills_request_requestgen.go Normal file
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// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/trade/fills -type GetFillsRequest -responseDataType .ServerTime"; DO NOT EDIT.
package bitgetapi
import (
"context"
"encoding/json"
"fmt"
"github.com/c9s/bbgo/pkg/types"
"net/url"
"reflect"
"regexp"
)
func (g *GetFillsRequest) After(after string) *GetFillsRequest {
g.after = &after
return g
}
func (g *GetFillsRequest) Before(before string) *GetFillsRequest {
g.before = &before
return g
}
func (g *GetFillsRequest) Limit(limit string) *GetFillsRequest {
g.limit = &limit
return g
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetFillsRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (g *GetFillsRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check after field -> json key after
if g.after != nil {
after := *g.after
// assign parameter of after
params["after"] = after
} else {
}
// check before field -> json key before
if g.before != nil {
before := *g.before
// assign parameter of before
params["before"] = before
} else {
}
// check limit field -> json key limit
if g.limit != nil {
limit := *g.limit
// assign parameter of limit
params["limit"] = limit
} else {
}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetFillsRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (g *GetFillsRequest) GetParametersJSON() ([]byte, error) {
params, err := g.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (g *GetFillsRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (g *GetFillsRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (g *GetFillsRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (g *GetFillsRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetFillsRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetFillsRequest) Do(ctx context.Context) (*types.MillisecondTimestamp, error) {
// empty params for GET operation
var params interface{}
query, err := g.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/api/spot/v1/trade/fills"
req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse APIResponse
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
var data types.MillisecondTimestamp
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
return nil, err
}
return &data, nil
}

19
pkg/exchange/bitget/bitgetapi/get_open_orders_request.go Normal file
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package bitgetapi
//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
import (
"github.com/c9s/requestgen"
)
//go:generate GetRequest -url "/api/spot/v1/trade/open-orders" -type GetOpenOrdersRequest -responseDataType []OrderDetail
type GetOpenOrdersRequest struct {
client requestgen.AuthenticatedAPIClient
symbol string `param:"symbol"`
}
func (c *RestClient) NewGetOpenOrdersRequest() *GetOpenOrdersRequest {
return &GetOpenOrdersRequest{client: c}
}

152
pkg/exchange/bitget/bitgetapi/get_open_orders_request_requestgen.go Normal file
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// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/trade/open-orders -type GetOpenOrdersRequest -responseDataType []OrderDetail"; DO NOT EDIT.
package bitgetapi
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
)
func (g *GetOpenOrdersRequest) Symbol(symbol string) *GetOpenOrdersRequest {
g.symbol = symbol
return g
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetOpenOrdersRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (g *GetOpenOrdersRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check symbol field -> json key symbol
symbol := g.symbol
// assign parameter of symbol
params["symbol"] = symbol
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetOpenOrdersRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (g *GetOpenOrdersRequest) GetParametersJSON() ([]byte, error) {
params, err := g.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (g *GetOpenOrdersRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (g *GetOpenOrdersRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (g *GetOpenOrdersRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (g *GetOpenOrdersRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetOpenOrdersRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetOpenOrdersRequest) Do(ctx context.Context) ([]OrderDetail, error) {
// empty params for GET operation
var params interface{}
query, err := g.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/api/spot/v1/trade/open-orders"
req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse APIResponse
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
var data []OrderDetail
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
return nil, err
}
return data, nil
}

41
pkg/exchange/bitget/bitgetapi/get_order_detail_request.go Normal file
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package bitgetapi
//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
import (
"github.com/c9s/requestgen"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
type OrderDetail struct {
AccountId types.StrInt64 `json:"accountId"`
Symbol string `json:"symbol"`
OrderId types.StrInt64 `json:"orderId"`
ClientOrderId string `json:"clientOrderId"`
Price fixedpoint.Value `json:"price"`
Quantity fixedpoint.Value `json:"quantity"`
OrderType OrderType `json:"orderType"`
Side OrderSide `json:"side"`
Status OrderStatus `json:"status"`
FillPrice fixedpoint.Value `json:"fillPrice"`
FillQuantity fixedpoint.Value `json:"fillQuantity"`
FillTotalAmount fixedpoint.Value `json:"fillTotalAmount"`
EnterPointSource string `json:"enterPointSource"`
CTime types.MillisecondTimestamp `json:"cTime"`
}
//go:generate PostRequest -url "/api/spot/v1/trade/orderInfo" -type GetOrderDetailRequest -responseDataType []OrderDetail
type GetOrderDetailRequest struct {
client requestgen.AuthenticatedAPIClient
symbol string `param:"symbol"`
orderId *string `param:"orderId"`
clientOrderId *string `param:"clientOid"`
}
func (c *RestClient) NewGetOrderDetailRequest() *GetOrderDetailRequest {
return &GetOrderDetailRequest{client: c}
}

177
pkg/exchange/bitget/bitgetapi/get_order_detail_request_requestgen.go Normal file
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// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Data -url /api/spot/v1/trade/orderInfo -type GetOrderDetailRequest -responseDataType .OrderDetail"; DO NOT EDIT.
package bitgetapi
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
)
func (g *GetOrderDetailRequest) Symbol(symbol string) *GetOrderDetailRequest {
g.symbol = symbol
return g
}
func (g *GetOrderDetailRequest) OrderId(orderId string) *GetOrderDetailRequest {
g.orderId = &orderId
return g
}
func (g *GetOrderDetailRequest) ClientOrderId(clientOrderId string) *GetOrderDetailRequest {
g.clientOrderId = &clientOrderId
return g
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetOrderDetailRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (g *GetOrderDetailRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check symbol field -> json key symbol
symbol := g.symbol
// assign parameter of symbol
params["symbol"] = symbol
// check orderId field -> json key orderId
if g.orderId != nil {
orderId := *g.orderId
// assign parameter of orderId
params["orderId"] = orderId
} else {
}
// check clientOrderId field -> json key clientOid
if g.clientOrderId != nil {
clientOrderId := *g.clientOrderId
// assign parameter of clientOrderId
params["clientOid"] = clientOrderId
} else {
}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetOrderDetailRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (g *GetOrderDetailRequest) GetParametersJSON() ([]byte, error) {
params, err := g.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (g *GetOrderDetailRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (g *GetOrderDetailRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (g *GetOrderDetailRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (g *GetOrderDetailRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetOrderDetailRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetOrderDetailRequest) Do(ctx context.Context) (*OrderDetail, error) {
params, err := g.GetParameters()
if err != nil {
return nil, err
}
query := url.Values{}
apiURL := "/api/spot/v1/trade/orderInfo"
req, err := g.client.NewAuthenticatedRequest(ctx, "POST", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse APIResponse
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
var data OrderDetail
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
return nil, err
}
return &data, nil
}

27
pkg/exchange/bitget/bitgetapi/get_order_history_request.go Normal file
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@ -0,0 +1,27 @@
package bitgetapi
//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
import (
"github.com/c9s/requestgen"
)
//go:generate GetRequest -url "/api/spot/v1/trade/history" -type GetOrderHistoryRequest -responseDataType []OrderDetail
type GetOrderHistoryRequest struct {
client requestgen.AuthenticatedAPIClient
symbol string `param:"symbol"`
// after - order id
after *string `param:"after"`
// before - order id
before *string `param:"before"`
limit *string `param:"limit"`
}
func (c *RestClient) NewGetOrderHistoryRequest() *GetOrderHistoryRequest {
return &GetOrderHistoryRequest{client: c}
}

191
pkg/exchange/bitget/bitgetapi/get_order_history_request_requestgen.go Normal file
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@ -0,0 +1,191 @@
// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/trade/history -type GetOrderHistoryRequest -responseDataType []OrderDetail"; DO NOT EDIT.
package bitgetapi
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
)
func (g *GetOrderHistoryRequest) Symbol(symbol string) *GetOrderHistoryRequest {
g.symbol = symbol
return g
}
func (g *GetOrderHistoryRequest) After(after string) *GetOrderHistoryRequest {
g.after = &after
return g
}
func (g *GetOrderHistoryRequest) Before(before string) *GetOrderHistoryRequest {
g.before = &before
return g
}
func (g *GetOrderHistoryRequest) Limit(limit string) *GetOrderHistoryRequest {
g.limit = &limit
return g
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetOrderHistoryRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (g *GetOrderHistoryRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check symbol field -> json key symbol
symbol := g.symbol
// assign parameter of symbol
params["symbol"] = symbol
// check after field -> json key after
if g.after != nil {
after := *g.after
// assign parameter of after
params["after"] = after
} else {
}
// check before field -> json key before
if g.before != nil {
before := *g.before
// assign parameter of before
params["before"] = before
} else {
}
// check limit field -> json key limit
if g.limit != nil {
limit := *g.limit
// assign parameter of limit
params["limit"] = limit
} else {
}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetOrderHistoryRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (g *GetOrderHistoryRequest) GetParametersJSON() ([]byte, error) {
params, err := g.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (g *GetOrderHistoryRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (g *GetOrderHistoryRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (g *GetOrderHistoryRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (g *GetOrderHistoryRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetOrderHistoryRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetOrderHistoryRequest) Do(ctx context.Context) ([]OrderDetail, error) {
// empty params for GET operation
var params interface{}
query, err := g.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/api/spot/v1/trade/history"
req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse APIResponse
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
var data []OrderDetail
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
return nil, err
}
return data, nil
}

21
pkg/exchange/bitget/bitgetapi/get_server_time_request.go Normal file
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@ -0,0 +1,21 @@
package bitgetapi
//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
import (
"github.com/c9s/requestgen"
"github.com/c9s/bbgo/pkg/types"
)
type ServerTime = types.MillisecondTimestamp
//go:generate GetRequest -url "/api/spot/v1/public/time" -type GetServerTimeRequest -responseDataType .ServerTime
type GetServerTimeRequest struct {
client requestgen.APIClient
}
func (c *RestClient) NewGetServerTimeRequest() *GetServerTimeRequest {
return &GetServerTimeRequest{client: c}
}

140
pkg/exchange/bitget/bitgetapi/get_server_time_request_requestgen.go Normal file
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@ -0,0 +1,140 @@
// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/public/time -type GetServerTimeRequest -responseDataType .ServerTime"; DO NOT EDIT.
package bitgetapi
import (
"context"
"encoding/json"
"fmt"
"github.com/c9s/bbgo/pkg/types"
"net/url"
"reflect"
"regexp"
)
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetServerTimeRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (g *GetServerTimeRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetServerTimeRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (g *GetServerTimeRequest) GetParametersJSON() ([]byte, error) {
params, err := g.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (g *GetServerTimeRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (g *GetServerTimeRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (g *GetServerTimeRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (g *GetServerTimeRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetServerTimeRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetServerTimeRequest) Do(ctx context.Context) (*types.MillisecondTimestamp, error) {
// no body params
var params interface{}
query := url.Values{}
apiURL := "/api/spot/v1/public/time"
req, err := g.client.NewRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse APIResponse
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
var data types.MillisecondTimestamp
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
return nil, err
}
return &data, nil
}

36
pkg/exchange/bitget/bitgetapi/get_symbols_request.go Normal file
View File

@ -0,0 +1,36 @@
package bitgetapi
//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
import (
"github.com/c9s/requestgen"
"github.com/c9s/bbgo/pkg/fixedpoint"
)
type Symbol struct {
Symbol string `json:"symbol"`
SymbolName string `json:"symbolName"`
BaseCoin string `json:"baseCoin"`
QuoteCoin string `json:"quoteCoin"`
MinTradeAmount fixedpoint.Value `json:"minTradeAmount"`
MaxTradeAmount fixedpoint.Value `json:"maxTradeAmount"`
TakerFeeRate fixedpoint.Value `json:"takerFeeRate"`
MakerFeeRate fixedpoint.Value `json:"makerFeeRate"`
PriceScale fixedpoint.Value `json:"priceScale"`
QuantityScale fixedpoint.Value `json:"quantityScale"`
MinTradeUSDT fixedpoint.Value `json:"minTradeUSDT"`
Status string `json:"status"`
BuyLimitPriceRatio fixedpoint.Value `json:"buyLimitPriceRatio"`
SellLimitPriceRatio fixedpoint.Value `json:"sellLimitPriceRatio"`
}
//go:generate GetRequest -url "/api/spot/v1/public/products" -type GetSymbolsRequest -responseDataType []Symbol
type GetSymbolsRequest struct {
client requestgen.APIClient
}
func (c *RestClient) NewGetSymbolsRequest() *GetSymbolsRequest {
return &GetSymbolsRequest{client: c}
}

139
pkg/exchange/bitget/bitgetapi/get_symbols_request_requestgen.go Normal file
View File

@ -0,0 +1,139 @@
// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/public/products -type GetSymbolsRequest -responseDataType []Symbol"; DO NOT EDIT.
package bitgetapi
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
)
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetSymbolsRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (g *GetSymbolsRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetSymbolsRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (g *GetSymbolsRequest) GetParametersJSON() ([]byte, error) {
params, err := g.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (g *GetSymbolsRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (g *GetSymbolsRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (g *GetSymbolsRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (g *GetSymbolsRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetSymbolsRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetSymbolsRequest) Do(ctx context.Context) ([]Symbol, error) {
// no body params
var params interface{}
query := url.Values{}
apiURL := "/api/spot/v1/public/products"
req, err := g.client.NewRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse APIResponse
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
var data []Symbol
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
return nil, err
}
return data, nil
}

40
pkg/exchange/bitget/bitgetapi/get_ticker_request.go Normal file
View File

@ -0,0 +1,40 @@
package bitgetapi
//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
import (
"github.com/c9s/requestgen"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
type Ticker struct {
Symbol string `json:"symbol"`
High24H fixedpoint.Value `json:"high24h"`
Low24H fixedpoint.Value `json:"low24h"`
Close fixedpoint.Value `json:"close"`
QuoteVol fixedpoint.Value `json:"quoteVol"`
BaseVol fixedpoint.Value `json:"baseVol"`
UsdtVol fixedpoint.Value `json:"usdtVol"`
Ts types.MillisecondTimestamp `json:"ts"`
BuyOne fixedpoint.Value `json:"buyOne"`
SellOne fixedpoint.Value `json:"sellOne"`
BidSz fixedpoint.Value `json:"bidSz"`
AskSz fixedpoint.Value `json:"askSz"`
OpenUtc0 fixedpoint.Value `json:"openUtc0"`
ChangeUtc fixedpoint.Value `json:"changeUtc"`
Change fixedpoint.Value `json:"change"`
}
//go:generate GetRequest -url "/api/spot/v1/market/ticker" -type GetTickerRequest -responseDataType .Ticker
type GetTickerRequest struct {
client requestgen.APIClient
symbol string `param:"symbol"`
}
func (c *RestClient) NewGetTickerRequest() *GetTickerRequest {
return &GetTickerRequest{client: c}
}

152
pkg/exchange/bitget/bitgetapi/get_ticker_request_requestgen.go Normal file
View File

@ -0,0 +1,152 @@
// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/market/ticker -type GetTickerRequest -responseDataType .Ticker"; DO NOT EDIT.
package bitgetapi
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
)
func (g *GetTickerRequest) Symbol(symbol string) *GetTickerRequest {
g.symbol = symbol
return g
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetTickerRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (g *GetTickerRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check symbol field -> json key symbol
symbol := g.symbol
// assign parameter of symbol
params["symbol"] = symbol
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetTickerRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (g *GetTickerRequest) GetParametersJSON() ([]byte, error) {
params, err := g.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (g *GetTickerRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (g *GetTickerRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (g *GetTickerRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (g *GetTickerRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetTickerRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetTickerRequest) Do(ctx context.Context) (*Ticker, error) {
// empty params for GET operation
var params interface{}
query, err := g.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/api/spot/v1/market/ticker"
req, err := g.client.NewRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse APIResponse
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
var data Ticker
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
return nil, err
}
return &data, nil
}

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