Merge branch 'dev'

.vscode/launch.json

@@ -0,0 +1,17 @@
+{
+ // Use IntelliSense to learn about possible attributes.
+ // Hover to view descriptions of existing attributes.
+ // For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
+ "version": "0.2.0",
+ "configurations": [
+ {
+ "name": "Launch",
+ "type": "go",
+ "request": "launch",
+ "mode": "auto",
+ "program": "${fileDirname}",
+ "env": {},
+ "args": []
+ }
+ ]
+}

Models.go

@@ -191,6 +191,21 @@ type HistoricalFunding struct {
  FundingTime time.Time `json:"funding_time"`
 }
 
+type TickSize struct {
+ InstrumentID string
+ UnderlyingIndex string
+ QuoteCurrency string
+ PriceTickSize float64 //下单价格精度
+ AmountTickSize float64 //数量精度
+}
+
+type FuturesContractInfo struct {
+ *TickSize
+ ContractVal float64 //合约面值(美元)
+ Delivery string //交割日期
+ ContractType string // 本周 this_week 次周 next_week 季度 quarter
+}
+
 //api parameter struct
 
 type BorrowParameter struct {

Utils.go

@@ -110,15 +110,15 @@ func ValuesToJson(v url.Values) ([]byte, error) {
  return json.Marshal(parammap)
 }
 
-func GzipUnCompress(data []byte) ([]byte, error) {
+func GzipDecompress(data []byte) ([]byte, error) {
  r, err := gzip.NewReader(bytes.NewReader(data))
  if err != nil {
  return nil, err
  }
  return ioutil.ReadAll(r)
 }
 
-func FlateUnCompress(data []byte) ([]byte, error) {
+func FlateDecompress(data []byte) ([]byte, error) {
  return ioutil.ReadAll(flate.NewReader(bytes.NewReader(data)))
 }
 

WsApi.go

@@ -0,0 +1,35 @@
+package goex
+
+type FuturesWsApi interface {
+ DepthCallback(func(depth *Depth))
+ TickerCallback(func(ticker *FutureTicker))
+ TradeCallback(func(trade *Trade, contract string))
+ //OrderCallback(func(order *FutureOrder))
+ //PositionCallback(func(position *FuturePosition))
+ //AccountCallback(func(account *FutureAccount))
+
+ SubscribeDepth(pair CurrencyPair, contractType string) error
+ SubscribeTicker(pair CurrencyPair, contractType string) error
+ SubscribeTrade(pair CurrencyPair, contractType string) error
+
+ //Login() error
+ //SubscribeOrder(pair CurrencyPair, contractType string) error
+ //SubscribePosition(pair CurrencyPair, contractType string) error
+ //SubscribeAccount(pair CurrencyPair) error
+}
+
+type SpotWsApi interface {
+ DepthCallback(func(depth *Depth))
+ TickerCallback(func(ticker *Ticker))
+ TradeCallback(func(trade *Trade))
+ //OrderCallback(func(order *Order))
+ //AccountCallback(func(account *Account))
+
+ SubscribeDepth(pair CurrencyPair) error
+ SubscribeTicker(pair CurrencyPair) error
+ SubscribeTrade(pair CurrencyPair) error
+
+ //Login() error
+ //SubscribeOrder(pair CurrencyPair) error
+ //SubscribeAccount(pair CurrencyPair) error
+}