244 lines
12 KiB
Go
244 lines
12 KiB
Go
package binanceservice
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import (
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"errors"
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"time"
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"github.com/shopspring/decimal"
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)
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// OrderPlacementService 币安现货下单
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type OrderPlacementService struct {
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ApiId int `json:"api_id"` //api_id
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Symbol string `json:"symbol"` //交易对
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Side string `json:"side"` //购买方向
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Type string `json:"type"` //下单类型 MARKET=市价 LIMIT=限价 TAKE_PROFIT_LIMIT=限价止盈 STOP_LOSS_LIMIT=限价止损
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TimeInForce string `json:"timeInForce"` // 订单有效期，默认为 GTC (Good Till Cancelled)
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Price decimal.Decimal `json:"price"` //限价单价
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Quantity decimal.Decimal `json:"quantity"` //下单数量
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NewClientOrderId string `json:"newClientOrderId"` //系统生成的订单号
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StopPrice decimal.Decimal `json:"stopprice"` //止盈止损时需要
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Rate string `json:"rate"` //下单百分比
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}
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func (s *OrderPlacementService) CheckParams() error {
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if s.ApiId == 0 || s.Symbol == "" || s.Type == "" || s.NewClientOrderId == "" || s.Side == "" || s.Quantity.LessThan(decimal.Zero) {
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return errors.New("缺失下单必要参数")
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}
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if s.Type == "LIMIT" && s.Price.LessThanOrEqual(decimal.Zero) {
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return errors.New("缺失限价单参数price")
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}
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if s.Type == "TAKE_PROFIT_LIMIT" || s.Type == "STOP_LOSS_LIMIT" {
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if s.StopPrice.LessThanOrEqual(decimal.Zero) {
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return errors.New("缺失止盈止损订单参数stopprice")
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}
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}
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return nil
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}
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// CancelOpenOrdersReq 撤销单一交易对的所有挂单
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type CancelOpenOrdersReq struct {
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ApiId int `json:"api_id"` //api_id
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Symbol string `json:"symbol"` //交易对
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}
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func (r *CancelOpenOrdersReq) CheckParams() error {
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if r.Symbol == "" {
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return errors.New("缺失下单必要参数")
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}
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return nil
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}
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// EntryPriceResult 计算均价结果
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type EntryPriceResult struct {
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TotalNum decimal.Decimal `json:"total_num"` //总数量
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EntryPrice decimal.Decimal `json:"entry_price"` //均价
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FirstPrice decimal.Decimal `json:"first_price"` //主单的下单价格
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TotalMoney decimal.Decimal `json:"total_money"` //总金额（U）
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FirstId int `json:"first_id"` //主单id
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}
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type FutOrderPlace struct {
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ApiId int `json:"api_id"` //api用户id
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Symbol string `json:"symbol"` //合约交易对
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Side string `json:"side"` //购买方向
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PositionSide string `json:"position_side"` //持仓方向
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Quantity decimal.Decimal `json:"quantity"` //数量
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Price decimal.Decimal `json:"price"` //限价单价
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SideType string `json:"side_type"` //现价或者市价
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OpenOrder int `json:"open_order"` //是否开启限价单止盈止损
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Profit decimal.Decimal `json:"profit"` //止盈价格
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StopPrice decimal.Decimal `json:"stopprice"` //止损价格
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OrderType string `json:"order_type"` //订单类型，市价或限价MARKET(市价单) TAKE_PROFIT_MARKET（市价止盈） TAKE_PROFIT(限价止盈) STOP (限价止损) STOP_MARKET（市价止损）
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NewClientOrderId string `json:"newClientOrderId"`
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ClosePosition bool `json:"closePosition"` //是否平仓
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}
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func (s FutOrderPlace) CheckParams() error {
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if s.ApiId == 0 || s.Symbol == "" || s.OrderType == "" || s.NewClientOrderId == "" || s.Side == "" || s.Quantity.LessThan(decimal.Zero) {
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return errors.New("缺失下单必要参数")
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}
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if s.OrderType == "LIMIT" && s.Price.LessThan(decimal.Zero) {
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return errors.New("缺失限价单参数price")
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}
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if s.OrderType == "TAKE_PROFIT_MARKET" || s.OrderType == "STOP_MARKET" {
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if s.StopPrice.LessThanOrEqual(decimal.Zero) || s.Profit.LessThanOrEqual(decimal.Zero) {
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return errors.New("缺失止盈止损订单参数stopprice")
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}
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}
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return nil
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}
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// PositionRisk 用户持仓风险
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type PositionRisk struct {
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Symbol string `json:"symbol"`
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PositionSide string `json:"positionSide"`
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PositionAmt string `json:"positionAmt"`
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EntryPrice string `json:"entryPrice"`
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BreakEvenPrice string `json:"breakEvenPrice"`
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MarkPrice string `json:"markPrice"`
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UnRealizedProfit string `json:"unRealizedProfit"`
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LiquidationPrice string `json:"liquidationPrice"`
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IsolatedMargin string `json:"isolatedMargin"`
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Notional string `json:"notional"`
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MarginAsset string `json:"marginAsset"`
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IsolatedWallet string `json:"isolatedWallet"`
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InitialMargin string `json:"initialMargin"`
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MaintMargin string `json:"maintMargin"`
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PositionInitialMargin string `json:"positionInitialMargin"`
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OpenOrderInitialMargin string `json:"openOrderInitialMargin"`
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Adl int `json:"adl"`
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BidNotional string `json:"bidNotional"`
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AskNotional string `json:"askNotional"`
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UpdateTime int64 `json:"updateTime"`
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}
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type FutOrderResp struct {
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ClientOrderId string `json:"clientOrderId"`
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CumQty string `json:"cumQty"`
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CumQuote string `json:"cumQuote"`
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ExecutedQty string `json:"executedQty"`
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OrderId int `json:"orderId"`
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AvgPrice string `json:"avgPrice"`
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OrigQty string `json:"origQty"`
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Price string `json:"price"`
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ReduceOnly bool `json:"reduceOnly"`
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Side string `json:"side"`
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PositionSide string `json:"positionSide"`
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Status string `json:"status"`
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StopPrice string `json:"stopPrice"`
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ClosePosition bool `json:"closePosition"`
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Symbol string `json:"symbol"`
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TimeInForce string `json:"timeInForce"`
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Type string `json:"type"`
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OrigType string `json:"origType"`
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ActivatePrice string `json:"activatePrice"`
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PriceRate string `json:"priceRate"`
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UpdateTime int64 `json:"updateTime"`
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WorkingType string `json:"workingType"`
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PriceProtect bool `json:"priceProtect"`
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PriceMatch string `json:"priceMatch"`
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SelfTradePreventionMode string `json:"selfTradePreventionMode"`
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GoodTillDate int64 `json:"goodTillDate"`
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}
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type HoldeData struct {
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Id int `json:"id"` //主单id
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UpdateTime time.Time `json:"updateTime" comment:"最后更新时间"`
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Type string `json:"type" comment:"1-现货 2-合约"`
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Symbol string `json:"symbol"`
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AveragePrice decimal.Decimal `json:"averagePrice" comment:"均价"`
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Side string `json:"side" comment:"持仓方向"`
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TotalQuantity decimal.Decimal `json:"totalQuantity" comment:"持仓数量"`
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TotalBuyPrice decimal.Decimal `json:"totalBuyPrice" comment:"总购买金额"`
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PositionIncrementCount int `json:"positionIncrementCount"` //加仓次数
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HedgeCloseCount int `json:"hedgeCloseCount" comment:"对冲平仓数量"`
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TriggerStatus int `json:"triggerStatus" comment:"触发状态 平仓之后重置 0-未触发 1-触发中 2-触发完成"`
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PositionStatus int `json:"positionStatus" comment:"加仓状态 0-未开始 1-未完成 2-已完成 3-失败"`
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}
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// OpenOrders 挂单信息
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type OpenOrders struct {
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AvgPrice string `json:"avgPrice"` // 平均成交价
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ClientOrderId string `json:"clientOrderId"` // 用户自定义的订单号
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CumQuote string `json:"cumQuote"` // 成交金额
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ExecutedQty string `json:"executedQty"` // 成交量
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OrderId int `json:"orderId"` // 系统订单号
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OrigQty string `json:"origQty"` // 原始委托数量
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OrigType string `json:"origType"` // 触发前订单类型
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Price string `json:"price"` // 委托价格
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ReduceOnly bool `json:"reduceOnly"` // 是否仅减仓
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Side string `json:"side"` // 买卖方向
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PositionSide string `json:"positionSide"` // 持仓方向
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Status string `json:"status"` // 订单状态
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StopPrice string `json:"stopPrice"` // 触发价，对`TRAILING_STOP_MARKET`无效
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ClosePosition bool `json:"closePosition"` // 是否条件全平仓
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Symbol string `json:"symbol"` // 交易对
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Time int64 `json:"time"` // 订单时间
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TimeInForce string `json:"timeInForce"` // 有效方法
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Type string `json:"type"` // 订单类型
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ActivatePrice string `json:"activatePrice"` // 跟踪止损激活价格, 仅`TRAILING_STOP_MARKET` 订单返回此字段
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PriceRate string `json:"priceRate"` // 跟踪止损回调比例, 仅`TRAILING_STOP_MARKET` 订单返回此字段
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UpdateTime int64 `json:"updateTime"` // 更新时间
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WorkingType string `json:"workingType"` // 条件价格触发类型
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PriceProtect bool `json:"priceProtect"` // 是否开启条件单触发保护
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PriceMatch string `json:"priceMatch"` //price match mode
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SelfTradePreventionMode string `json:"selfTradePreventionMode"` //self trading preventation mode
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GoodTillDate int `json:"goodTillDate"` //order pre-set auot cancel time for TIF GTD order
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}
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// 待触发加仓单
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type AddPositionList struct {
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Id int `json:"id"` //订单id
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Pid int `json:"pid"` //父级id
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MainId int `json:"mainId"` //主单Id
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ApiId int `json:"apiId"` //触发账户id
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Symbol string `json:"symbol"` //交易对
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Price decimal.Decimal `json:"price"` //触发价
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Side string `json:"side"` //买卖方向
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SymbolType int `json:"type" comment:"交易对类别 1-现货 2-合约"`
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OrderSn string `json:"prderSn"`
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}
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// SpotAccountInfo 现货账户信息
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type SpotAccountInfo struct {
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MakerCommission int `json:"makerCommission"`
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TakerCommission int `json:"takerCommission"`
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BuyerCommission int `json:"buyerCommission"`
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SellerCommission int `json:"sellerCommission"`
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CommissionRates struct {
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Maker string `json:"maker"`
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Taker string `json:"taker"`
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Buyer string `json:"buyer"`
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Seller string `json:"seller"`
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} `json:"commissionRates"`
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CanTrade bool `json:"canTrade"`
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CanWithdraw bool `json:"canWithdraw"`
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CanDeposit bool `json:"canDeposit"`
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Brokered bool `json:"brokered"`
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RequireSelfTradePrevention bool `json:"requireSelfTradePrevention"`
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PreventSor bool `json:"preventSor"`
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UpdateTime int `json:"updateTime"`
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AccountType string `json:"accountType"`
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Balances []struct {
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Asset string `json:"asset"`
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Free string `json:"free"`
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Locked string `json:"locked"`
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} `json:"balances"`
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Permissions []string `json:"permissions"`
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Uid int `json:"uid"`
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}
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type ReduceListItem struct {
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Id int `json:"id"`
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ApiId int `json:"apiId"`
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MainId int `json:"mainId"`
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Pid int `json:"pid"`
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Symbol string `json:"symbol"`
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Price decimal.Decimal `json:"price"`
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Side string `json:"side"`
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Num decimal.Decimal `json:"num"`
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OrderSn string `json:"orderSn"`
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}
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