bbgo_origin/pkg/exchange/max/maxapi/order.go

95 lines
2.8 KiB
Go

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