Merge branch 'dev'

Author: nntaoli

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"]),
 		}