Merge branch 'dev'

API.go

@@ -3,8 +3,8 @@ package goex
 // api interface
 
 type API interface {
- LimitBuy(amount, price string, currency CurrencyPair) (*Order, error)
- LimitSell(amount, price string, currency CurrencyPair) (*Order, error)
+ LimitBuy(amount, price string, currency CurrencyPair, opt ...LimitOrderOptionalParameter) (*Order, error)
+ LimitSell(amount, price string, currency CurrencyPair, opt ...LimitOrderOptionalParameter) (*Order, error)
  MarketBuy(amount, price string, currency CurrencyPair) (*Order, error)
  MarketSell(amount, price string, currency CurrencyPair) (*Order, error)
  CancelOrder(orderId string, currency CurrencyPair) (bool, error)
@@ -15,7 +15,7 @@ type API interface {
 
  GetTicker(currency CurrencyPair) (*Ticker, error)
  GetDepth(size int, currency CurrencyPair) (*Depth, error)
- GetKlineRecords(currency CurrencyPair, period , size, since int) ([]Kline, error)
+ GetKlineRecords(currency CurrencyPair, period, size, since int) ([]Kline, error)
  //非个人，整个交易所的交易记录
  GetTrades(currencyPair CurrencyPair, since int64) ([]Trade, error)
 

Const.go

@@ -168,3 +168,24 @@ const (
  TIPS //余币宝
  SWAP //永续合约
 )
+
+type LimitOrderOptionalParameter int
+
+func (opt LimitOrderOptionalParameter) String() string {
+ switch opt {
+ case PostOnly:
+ return "post_only"
+ case Fok:
+ return "fok"
+ case Ioc:
+ return "ioc"
+ default:
+ return "error-order-optional-parameter"
+ }
+}
+
+const (
+ PostOnly LimitOrderOptionalParameter = iota + 1
+ Ioc
+ Fok
+)

FutureRestAPI.go

@@ -49,9 +49,12 @@ type FutureRestAPI interface {
  * @param openType 1:开多 2:开空 3:平多 4:平空
  * @param matchPrice 是否为对手价 0:不是 1:是 ,当取值为1时,price无效
  */
- PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice, leverRate int) (string, error)
+ PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice int, leverRate float64) (string, error)
 
- LimitFuturesOrder(currencyPair CurrencyPair, contractType, price, amount string, openType int) (*FutureOrder, error)
+ LimitFuturesOrder(currencyPair CurrencyPair, contractType, price, amount string, openType int, opt ...LimitOrderOptionalParameter) (*FutureOrder, error)
+
+ //对手价下单
+ MarketFuturesOrder(currencyPair CurrencyPair, contractType, amount string, openType int) (*FutureOrder, error)
 
  /**
  * 取消订单
@@ -108,10 +111,10 @@ type FutureRestAPI interface {
  /**
  * 获取K线数据
  */
- GetKlineRecords(contract_type string, currency CurrencyPair, period, size, since int) ([]FutureKline, error)
+ GetKlineRecords(contractType string, currency CurrencyPair, period, size, since int) ([]FutureKline, error)
 
  /**
  * 获取Trade数据
  */
- GetTrades(contract_type string, currencyPair CurrencyPair, since int64) ([]Trade, error)
+ GetTrades(contractType string, currencyPair CurrencyPair, since int64) ([]Trade, error)
 }

Models.go

@@ -119,7 +119,7 @@ type APIConfig struct {
  ApiPassphrase string //for okex.com v3 api
  ClientId string //for bitstamp.net , huobi.pro
 
- Lever int //杠杆倍数 , for future
+ Lever float64 //杠杆倍数 , for future
 }
 
 type Kline struct {
@@ -163,10 +163,14 @@ type FutureOrder struct {
  Currency CurrencyPair
  OrderType int //ORDINARY=0 POST_ONLY=1 FOK= 2 IOC= 3
  OType int //1：开多 2：开空 3：平多 4： 平空
- LeverRate int  //倍数
+ LeverRate float64 //倍数
  Fee float64 //手续费
  ContractName string
  FinishedTime int64 // finished timestamp
+
+ //策略委托单
+ TriggerPrice float64
+ AlgoType int //1:限价 2:市场价；触发价格类型，默认是限价；为市场价时，委托价格不必填；
 }
 
 type FuturePosition struct {
@@ -176,7 +180,7 @@ type FuturePosition struct {
  BuyPriceCost float64
  BuyProfitReal float64
  CreateDate int64
- LeverRate int
+ LeverRate float64
  SellAmount float64
  SellAvailable float64
  SellPriceAvg float64
@@ -186,6 +190,8 @@ type FuturePosition struct {
  ContractType string
  ContractId int64
  ForceLiquPrice float64 //预估爆仓价
+ ShortPnlRatio float64 //空仓收益率
+ LongPnlRatio float64 //多仓收益率
 }
 
 type HistoricalFunding struct {
@@ -222,7 +228,6 @@ type RepaymentParameter struct {
  BorrowId string
 }
 
-
 type TransferParameter struct {
  Currency string `json:"currency"`
  From int `json:"from"`
@@ -242,7 +247,6 @@ type WithdrawParameter struct {
  Fee string `json:"fee"`
 }
 
-
 type DepositWithdrawHistory struct {
  WithdrawalId string `json:"withdrawal_id,omitempty"`
  Currency string `json:"currency"`

README.md

@@ -1,6 +1,6 @@
 <div align="center">
 <img width="409" heigth="205" src="https://upload-images.jianshu.io/upload_images/6760989-dec7dc747846880e.png?imageMogr2/auto-orient/strip%7CimageView2/2/w/1240" alt="goex">
-<img src="https://travis-ci.org/nntaoli-project/goex.svg?branch=dev"/>
+<img width="198" height="205" src="https://upload-images.jianshu.io/upload_images/6760989-81f29f7a5dbd9bb6.jpg" >
 </div>
 
 ### goex目标
@@ -9,6 +9,10 @@ goex项目是为了统一并标准化各个数字资产交易平台的接口而
 
 [English](https://github.com/nntaoli-project/goex/blob/dev/README_en.md)
 
+### wiki文档
+
+[文档](https://github.com/nntaoli-project/goex/wiki)
+
 ### goex已支持交易所 `23+`
 
 | 交易所 | 行情接口 | 交易接口 | 版本号 | 

allcoin/allcoin.go

@@ -271,11 +271,11 @@ func (ac *Allcoin) GetAccount() (*Account, error) {
  return &acc, nil
 }
 
-func (ac *Allcoin) LimitBuy(amount, price string, currencyPair CurrencyPair) (*Order, error) {
+func (ac *Allcoin) LimitBuy(amount, price string, currencyPair CurrencyPair, opt ...LimitOrderOptionalParameter) (*Order, error) {
  return ac.placeOrder(amount, price, currencyPair, "LIMIT", "buy")
 }
 
-func (ac *Allcoin) LimitSell(amount, price string, currencyPair CurrencyPair) (*Order, error) {
+func (ac *Allcoin) LimitSell(amount, price string, currencyPair CurrencyPair, opt ...LimitOrderOptionalParameter) (*Order, error) {
  return ac.placeOrder(amount, price, currencyPair, "LIMIT", "sale")
 }
 

atop/atop.go

@@ -306,12 +306,12 @@ func (at *Atop) GetAccount() (*Account, error) {
 }
 
 //hao
-func (at *Atop) LimitBuy(amount, price string, currencyPair CurrencyPair) (*Order, error) {
+func (at *Atop) LimitBuy(amount, price string, currencyPair CurrencyPair, opt ...LimitOrderOptionalParameter) (*Order, error) {
  return at.plateOrder(amount, price, currencyPair, "limit", "buy")
 }
 
 //hao
-func (at *Atop) LimitSell(amount, price string, currencyPair CurrencyPair) (*Order, error) {
+func (at *Atop) LimitSell(amount, price string, currencyPair CurrencyPair, opt ...LimitOrderOptionalParameter) (*Order, error) {
  return at.plateOrder(amount, price, currencyPair, "limit", "sale")
 }
 

bigone/Bigone.go

@@ -167,11 +167,11 @@ func (bo *Bigone) placeOrder(amount, price string, pair goex.CurrencyPair, order
  OrderTime: int(time.Now().Unix())}, nil
 }
 
-func (bo *Bigone) LimitBuy(amount, price string, currency goex.CurrencyPair) (*goex.Order, error) {
+func (bo *Bigone) LimitBuy(amount, price string, currency goex.CurrencyPair, opt ...goex.LimitOrderOptionalParameter) (*goex.Order, error) {
  return bo.placeOrder(amount, price, currency, "LIMIT", "BID")
 }
 
-func (bo *Bigone) LimitSell(amount, price string, currency goex.CurrencyPair) (*goex.Order, error) {
+func (bo *Bigone) LimitSell(amount, price string, currency goex.CurrencyPair, opt ...goex.LimitOrderOptionalParameter) (*goex.Order, error) {
  return bo.placeOrder(amount, price, currency, "LIMIT", "ASK")
 }
 

binance/Binance.go

@@ -398,11 +398,11 @@ func (bn *Binance) GetAccount() (*Account, error) {
  return &acc, nil
 }
 
-func (bn *Binance) LimitBuy(amount, price string, currencyPair CurrencyPair) (*Order, error) {
+func (bn *Binance) LimitBuy(amount, price string, currencyPair CurrencyPair, opt ...LimitOrderOptionalParameter) (*Order, error) {
  return bn.placeOrder(amount, price, currencyPair, "LIMIT", "BUY")
 }
 
-func (bn *Binance) LimitSell(amount, price string, currencyPair CurrencyPair) (*Order, error) {
+func (bn *Binance) LimitSell(amount, price string, currencyPair CurrencyPair, opt ...LimitOrderOptionalParameter) (*Order, error) {
  return bn.placeOrder(amount, price, currencyPair, "LIMIT", "SELL")
 }
 
@@ -537,40 +537,6 @@ func (bn *Binance) GetUnfinishOrders(currencyPair CurrencyPair) ([]Order, error)
  return orders, nil
 }
 
-func (bn *Binance) GetAllUnfinishOrders() ([]Order, error) {
- params := url.Values{}
-
- bn.buildParamsSigned(&params)
- path := bn.apiV3 + UNFINISHED_ORDERS_INFO + params.Encode()
-
- respmap, err := HttpGet3(bn.httpClient, path, map[string]string{"X-MBX-APIKEY": bn.accessKey})
- if err != nil {
- return nil, err
- }
-
- orders := make([]Order, 0)
- for _, v := range respmap {
- ord := v.(map[string]interface{})
- side := ord["side"].(string)
- orderSide := SELL
- if side == "BUY" {
- orderSide = BUY
- }
-
- ordId := ToInt(ord["orderId"])
- orders = append(orders, Order{
- OrderID: ToInt(ord["orderId"]),
- OrderID2: strconv.Itoa(ordId),
- Currency: bn.toCurrencyPair(ord["symbol"].(string)),
- Price: ToFloat64(ord["price"]),
- Amount: ToFloat64(ord["origQty"]),
- Side: TradeSide(orderSide),
- Status: ORDER_UNFINISH,
- OrderTime: ToInt(ord["time"])})
- }
- return orders, nil
-}
-
 func (bn *Binance) GetKlineRecords(currency CurrencyPair, period, size, since int) ([]Kline, error) {
  params := url.Values{}
  params.Set("symbol", currency.ToSymbol(""))
@@ -662,14 +628,31 @@ func (bn *Binance) GetOrderHistorys(currency CurrencyPair, currentPage, pageSize
  orderSide = BUY
  }
  ordId := ToInt(ord["orderId"])
+ status := ord["status"].(string)
+ var tradeStatus TradeStatus
+ switch status {
+ case "NEW":
+ tradeStatus = ORDER_UNFINISH
+ case "FILLED":
+ tradeStatus = ORDER_FINISH
+ case "PARTIALLY_FILLED":
+ tradeStatus = ORDER_PART_FINISH
+ case "CANCELED":
+ tradeStatus = ORDER_CANCEL
+ case "PENDING_CANCEL":
+ tradeStatus = ORDER_CANCEL_ING
+ case "REJECTED":
+ tradeStatus = ORDER_REJECT
+ }
+
  orders = append(orders, Order{
  OrderID: ToInt(ord["orderId"]),
  OrderID2: strconv.Itoa(ordId),
  Currency: currency,
  Price: ToFloat64(ord["price"]),
  Amount: ToFloat64(ord["origQty"]),
  Side: TradeSide(orderSide),
- Status: ORDER_UNFINISH,
+ Status: tradeStatus,
  OrderTime: ToInt(ord["time"])})
  }
  return orders, nil

binance/BinanceSwap.go

@@ -19,10 +19,6 @@ type BinanceSwap struct {
  Binance
 }
 
-func (bs *BinanceSwap) LimitFuturesOrder(currencyPair CurrencyPair, contractType, price, amount string, openType int) (*FutureOrder, error) {
- return bs.PlaceFutureOrder2(currencyPair, contractType, price, amount, openType, 0, 10)
-}
-
 func NewBinanceSwap(config *APIConfig) *BinanceSwap {
  if config.Endpoint == "" {
  config.Endpoint = baseUrl
@@ -293,7 +289,7 @@ func (bs *BinanceSwap) Transfer(currency Currency, transferType int, amount floa
  return ToInt64(respmap["tranId"]), nil
 }
 
-func (bs *BinanceSwap) PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice, leverRate int) (string, error) {
+func (bs *BinanceSwap) PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice int, leverRate float64) (string, error) {
  fOrder, err := bs.PlaceFutureOrder2(currencyPair, contractType, price, amount, openType, matchPrice, leverRate)
  return fOrder.OrderID2, err
 }
@@ -308,7 +304,7 @@ func (bs *BinanceSwap) PlaceFutureOrder(currencyPair CurrencyPair, contractType,
  * @param openType 1:开多 2:开空 3:平多 4:平空
  * @param matchPrice 是否为对手价 0:不是 1:是 ,当取值为1时,price无效
  */
-func (bs *BinanceSwap) PlaceFutureOrder2(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice, leverRate int) (*FutureOrder, error) {
+func (bs *BinanceSwap) PlaceFutureOrder2(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice int, leverRate float64) (*FutureOrder, error) {
  fOrder := &FutureOrder{
  Currency: currencyPair,
  ClientOid: GenerateOrderClientId(32),
@@ -362,6 +358,14 @@ func (bs *BinanceSwap) PlaceFutureOrder2(currencyPair CurrencyPair, contractType
  return fOrder, nil
 }
 
+func (bs *BinanceSwap) LimitFuturesOrder(currencyPair CurrencyPair, contractType, price, amount string, openType int, opt ...LimitOrderOptionalParameter) (*FutureOrder, error) {
+ return bs.PlaceFutureOrder2(currencyPair, contractType, price, amount, openType, 0, 10)
+}
+
+func (bs *BinanceSwap) MarketFuturesOrder(currencyPair CurrencyPair, contractType, amount string, openType int) (*FutureOrder, error) {
+ return bs.PlaceFutureOrder2(currencyPair, contractType, "0", amount, openType, 1, 10)
+}
+
 /**
  * 取消订单
  * @param symbol btc_usd:比特币 ltc_usd :莱特币
@@ -486,7 +490,7 @@ func (bs *BinanceSwap) GetFuturePosition(currencyPair CurrencyPair, contractType
  continue
  }
  p := FuturePosition{
- LeverRate: ToInt(cont["leverage"]),
+ LeverRate: ToFloat64(cont["leverage"]),
  Symbol: currencyPair,
  ForceLiquPrice: ToFloat64(cont["liquidationPrice"]),
  }

binance/Binance_test.go

@@ -23,7 +23,7 @@ var ba = NewWithConfig(
  },
  Timeout: 10 * time.Second,
  },
- Endpoint: US_API_BASE_URL,
+ Endpoint: GLOBAL_API_BASE_URL,
  ApiKey: "q6y6Gr7fF3jSJLncpfn2PmAA0xu4XRiRFHpFkyJy3d7K68WUxY0Gt8rrajCDUfbI",
  ApiSecretKey: "AP8C2kh4RyISN3fpRCFMZJddf233XbPcYWQ1S7gBan3pGjCQg2JnyQFSJrIaNzRh",
  })
@@ -70,6 +70,7 @@ func TestBinance_GetUnfinishOrders(t *testing.T) {
  orders, err := ba.GetUnfinishOrders(goex.ETH_BTC)
  t.Log(orders, err)
 }
+
 func TestBinance_GetKlineRecords(t *testing.T) {
  before := time.Now().Add(-time.Hour).Unix() * 1000
  kline, _ := ba.GetKlineRecords(goex.ETH_BTC, goex.KLINE_PERIOD_5MIN, 100, int(before))
@@ -91,3 +92,7 @@ func TestBinance_SetTimeOffset(t *testing.T) {
  t.Log(ba.setTimeOffset())
  t.Log(ba.timeOffset)
 }
+
+func TestBinance_GetOrderHistorys(t *testing.T) {
+ t.Log(ba.GetOrderHistorys(goex.BTC_USDT, 1, 1))
+}

bitfinex/bitfinex.go

@@ -220,11 +220,11 @@ func (bfx *Bitfinex) placeOrder(orderType, side, amount, price string, pair Curr
  return order, nil
 }
 
-func (bfx *Bitfinex) LimitBuy(amount, price string, currencyPair CurrencyPair) (*Order, error) {
+func (bfx *Bitfinex) LimitBuy(amount, price string, currencyPair CurrencyPair, opt ...LimitOrderOptionalParameter) (*Order, error) {
  return bfx.placeOrder("exchange limit", "buy", amount, price, currencyPair)
 }
 
-func (bfx *Bitfinex) LimitSell(amount, price string, currencyPair CurrencyPair) (*Order, error) {
+func (bfx *Bitfinex) LimitSell(amount, price string, currencyPair CurrencyPair, opt ...LimitOrderOptionalParameter) (*Order, error) {
  return bfx.placeOrder("exchange limit", "sell", amount, price, currencyPair)
 }
 

bithumb/bithumb.go

@@ -59,11 +59,11 @@ func (bit *Bithumb) placeOrder(side, amount, price string, pair CurrencyPair) (*
  Status: ORDER_UNFINISH}, nil
 }
 
-func (bit *Bithumb) LimitBuy(amount, price string, currency CurrencyPair) (*Order, error) {
+func (bit *Bithumb) LimitBuy(amount, price string, currency CurrencyPair, opt ...LimitOrderOptionalParameter) (*Order, error) {
  return bit.placeOrder("bid", amount, price, currency)
 }
 
-func (bit *Bithumb) LimitSell(amount, price string, currency CurrencyPair) (*Order, error) {
+func (bit *Bithumb) LimitSell(amount, price string, currency CurrencyPair, opt ...LimitOrderOptionalParameter) (*Order, error) {
  return bit.placeOrder("ask", amount, price, currency)
 }