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109 lines
3.2 KiB
Go
109 lines
3.2 KiB
Go
package max
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//go:generate -command GetRequest requestgen -method GET
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//go:generate -command PostRequest requestgen -method POST
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import (
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"github.com/c9s/requestgen"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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type WalletType string
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const (
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WalletTypeSpot WalletType = "spot"
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WalletTypeMargin WalletType = "m"
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)
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type OrderByType string
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const (
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OrderByAsc OrderByType = "asc"
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OrderByDesc OrderByType = "desc"
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OrderByAscUpdatedAt OrderByType = "asc_updated_at"
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OrderByDescUpdatedAt OrderByType = "desc_updated_at"
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)
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type OrderStateToQuery int
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const (
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All = iota
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Active
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Closed
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)
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type OrderState string
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const (
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OrderStateDone = OrderState("done")
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OrderStateCancel = OrderState("cancel")
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OrderStateWait = OrderState("wait")
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OrderStateConvert = OrderState("convert")
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OrderStateFinalizing = OrderState("finalizing")
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OrderStateFailed = OrderState("failed")
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)
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func IsFilledOrderState(state OrderState) bool {
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return state == OrderStateDone || state == OrderStateFinalizing
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}
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type OrderType string
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// Order types that the API can return.
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const (
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OrderTypeMarket = OrderType("market")
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OrderTypeLimit = OrderType("limit")
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OrderTypePostOnly = OrderType("post_only")
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OrderTypeStopLimit = OrderType("stop_limit")
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OrderTypeStopMarket = OrderType("stop_market")
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OrderTypeIOCLimit = OrderType("ioc_limit")
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)
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type QueryOrderOptions struct {
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GroupID int
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Offset int
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Limit int
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Page int
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OrderBy string
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}
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// OrderService manages the Order endpoint.
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type OrderService struct {
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client requestgen.AuthenticatedAPIClient
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}
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type SubmitOrder struct {
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Side string `json:"side"`
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Market string `json:"market"`
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Price string `json:"price"`
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StopPrice string `json:"stop_price,omitempty"`
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OrderType OrderType `json:"ord_type"`
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Volume string `json:"volume"`
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GroupID uint32 `json:"group_id,omitempty"`
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ClientOID string `json:"client_oid,omitempty"`
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}
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// Order represents one returned order (POST order/GET order/GET orders) on the max platform.
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type Order struct {
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ID uint64 `json:"id,omitempty"`
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WalletType WalletType `json:"wallet_type,omitempty"`
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Side string `json:"side"`
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OrderType OrderType `json:"ord_type"`
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Price fixedpoint.Value `json:"price,omitempty"`
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StopPrice fixedpoint.Value `json:"stop_price,omitempty"`
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AveragePrice fixedpoint.Value `json:"avg_price,omitempty"`
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State OrderState `json:"state,omitempty"`
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Market string `json:"market,omitempty"`
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Volume fixedpoint.Value `json:"volume"`
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RemainingVolume fixedpoint.Value `json:"remaining_volume,omitempty"`
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ExecutedVolume fixedpoint.Value `json:"executed_volume,omitempty"`
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TradesCount int64 `json:"trades_count,omitempty"`
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GroupID uint32 `json:"group_id,omitempty"`
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ClientOID string `json:"client_oid,omitempty"`
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CreatedAt types.MillisecondTimestamp `json:"created_at"`
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UpdatedAt types.MillisecondTimestamp `json:"updated_at"`
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}
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