1、暂存

2025-10-14 19:58:59 +08:00
parent 556a32cb7c
commit 643eab3496
60 changed files with 5244 additions and 657 deletions
--- a/common/interfaces/exchange.go
+++ b/common/interfaces/exchange.go
@ -0,0 +1,170 @@
+package interfaces
+
+import (
+	"go-admin/models"
+
+	"github.com/shopspring/decimal"
+)
+
+// ExchangeInterface 交易所通用接口抽象层
+type ExchangeInterface interface {
+	// 基础信息接口
+	GetExchangeName() string
+	GetExchangeInfo() (ExchangeInfoResponse, error)
+
+	// 现货市场接口
+	SpotInterface
+
+	// 合约接口（如果支持）
+	FuturesInterface
+
+	// WebSocket接口
+	WebSocketInterface
+}
+
+// SpotInterface 现货交易接口
+type SpotInterface interface {
+	// 市场数据
+	GetSpotTicker24h(symbol string) (models.Ticker24, error)
+	GetSpotTickers() ([]models.TradeSet, error)
+	// 订单管理
+	PlaceSpotOrder(params SpotOrderParams) (SpotOrderResponse, error)
+	CancelSpotOrder(symbol, orderID string) error
+	GetSpotOrder(symbol, orderID string) (SpotOrderResponse, error)
+	GetSpotOrders(symbol string) ([]SpotOrderResponse, error)
+}
+
+// FuturesInterface 合约交易接口
+type FuturesInterface interface {
+	// 市场数据
+	GetFuturesTicker24h(symbol string) (models.Ticker24, error)
+	GetFuturesTickers() ([]models.TradeSet, error)
+	// 订单管理
+	PlaceFuturesOrder(params FuturesOrderParams) (FuturesOrderResponse, error)
+	CancelFuturesOrder(symbol, orderID string) error
+	GetFuturesOrder(symbol, orderID string) (FuturesOrderResponse, error)
+}
+
+// WebSocketInterface WebSocket接口
+type WebSocketInterface interface {
+	SubscribeSpotTicker(symbols []string, callback func(models.Ticker24, string, string)) error
+	SubscribeFuturesTicker(symbols []string, callback func(models.Ticker24, string, string)) error
+	SubscribeSpotDepth(symbols []string, callback func(models.DepthBin, string, string)) error
+	SubscribeSpotTrades(symbols []string, callback func(models.NewDealPush, string, string)) error
+	SubscribeKline(symbols []string, interval string, callback func(models.Kline, int, string, string)) error
+
+	Close() error
+}
+
+// 通用数据结构定义
+type ExchangeInfoResponse struct {
+	Symbols []SymbolInfo `json:"symbols"`
+}
+
+type SymbolInfo struct {
+	Symbol      string `json:"symbol"`
+	BaseAsset   string `json:"baseAsset"`
+	QuoteAsset  string `json:"quoteAsset"`
+	Status      string `json:"status"`
+	MinQty      string `json:"minQty"`
+	MaxQty      string `json:"maxQty"`
+	StepSize    string `json:"stepSize"`
+	MinPrice    string `json:"minPrice"`
+	MaxPrice    string `json:"maxPrice"`
+	TickSize    string `json:"tickSize"`
+	MinNotional string `json:"minNotional"`
+}
+
+// 现货订单参数
+type SpotOrderParams struct {
+	Symbol           string          `json:"symbol"`
+	Side             string          `json:"side"` // BUY/SELL
+	Type             string          `json:"type"` // MARKET/LIMIT
+	Quantity         decimal.Decimal `json:"quantity"`
+	Price            decimal.Decimal `json:"price,omitempty"`
+	TimeInForce      string          `json:"timeInForce,omitempty"` // GTC/IOC/FOK
+	NewClientOrderId string          `json:"newClientOrderId,omitempty"`
+}
+
+// 合约订单参数
+type FuturesOrderParams struct {
+	Symbol           string          `json:"symbol"`
+	Side             string          `json:"side"` // BUY/SELL
+	Type             string          `json:"type"` // MARKET/LIMIT
+	Quantity         decimal.Decimal `json:"quantity"`
+	Price            decimal.Decimal `json:"price,omitempty"`
+	TimeInForce      string          `json:"timeInForce,omitempty"`
+	PositionSide     string          `json:"positionSide,omitempty"` // LONG/SHORT/BOTH
+	NewClientOrderId string          `json:"newClientOrderId,omitempty"`
+}
+
+// 响应数据结构
+type SpotAccountResponse struct {
+	Balances []SpotBalanceResponse `json:"balances"`
+}
+
+type SpotBalanceResponse struct {
+	Asset  string `json:"asset"`
+	Free   string `json:"free"`
+	Locked string `json:"locked"`
+}
+
+type SpotOrderResponse struct {
+	Symbol        string `json:"symbol"`
+	OrderId       int64  `json:"orderId"`
+	ClientOrderId string `json:"clientOrderId"`
+	Price         string `json:"price"`
+	OrigQty       string `json:"origQty"`
+	ExecutedQty   string `json:"executedQty"`
+	Status        string `json:"status"`
+	TimeInForce   string `json:"timeInForce"`
+	Type          string `json:"type"`
+	Side          string `json:"side"`
+	Time          int64  `json:"time"`
+	UpdateTime    int64  `json:"updateTime"`
+}
+
+type FuturesAccountResponse struct {
+	TotalWalletBalance string                    `json:"totalWalletBalance"`
+	Assets             []FuturesBalanceResponse  `json:"assets"`
+	Positions          []FuturesPositionResponse `json:"positions"`
+}
+
+type FuturesBalanceResponse struct {
+	Asset                  string `json:"asset"`
+	WalletBalance          string `json:"walletBalance"`
+	UnrealizedProfit       string `json:"unrealizedProfit"`
+	MarginBalance          string `json:"marginBalance"`
+	MaintMargin            string `json:"maintMargin"`
+	InitialMargin          string `json:"initialMargin"`
+	PositionInitialMargin  string `json:"positionInitialMargin"`
+	OpenOrderInitialMargin string `json:"openOrderInitialMargin"`
+}
+
+type FuturesPositionResponse struct {
+	Symbol           string `json:"symbol"`
+	PositionAmt      string `json:"positionAmt"`
+	EntryPrice       string `json:"entryPrice"`
+	MarkPrice        string `json:"markPrice"`
+	UnrealizedProfit string `json:"unrealizedProfit"`
+	LiquidationPrice string `json:"liquidationPrice"`
+	Leverage         string `json:"leverage"`
+	PositionSide     string `json:"positionSide"`
+}
+
+type FuturesOrderResponse struct {
+	Symbol        string `json:"symbol"`
+	OrderId       int64  `json:"orderId"`
+	ClientOrderId string `json:"clientOrderId"`
+	Price         string `json:"price"`
+	OrigQty       string `json:"origQty"`
+	ExecutedQty   string `json:"executedQty"`
+	Status        string `json:"status"`
+	TimeInForce   string `json:"timeInForce"`
+	Type          string `json:"type"`
+	Side          string `json:"side"`
+	PositionSide  string `json:"positionSide"`
+	ReduceOnly    bool   `json:"reduceOnly"`
+	Time          int64  `json:"time"`
+	UpdateTime    int64  `json:"updateTime"`
+}