crex

type ApiOption func(p *Parameters)

type Balance struct {
	Equity        float64 // 净值
	Available     float64 // 可用余额
	Margin        float64 // 已用保证金
	RealizedPnl   float64
	UnrealisedPnl float64
}

type CStrategyBase struct {
	Exchanges     []Exchange
	SpotExchanges []SpotExchange
	// contains filtered or unexported fields
}

type Direction int

type EmptyExchangeLogger struct {
}

type Event struct {
	// contains filtered or unexported fields
}

type Exchange interface {

	// 获取 Exchange 名称
	GetName() (name string)

	// 获取交易所时间(ms)
	GetTime() (tm int64, err error)

	// 获取账号余额
	GetBalance(currency string) (result *Balance, err error)

	// 获取订单薄(OrderBook)
	GetOrderBook(symbol string, depth int) (result *OrderBook, err error)

	// 获取K线数据
	// period: 数据周期. 分钟或者关键字1m(minute) 1h 1d 1w 1M(month) 1y 枚举值：1 3 5 15 30 60 120 240 360 720 "5m" "4h" "1d" ...
	GetRecords(symbol string, period string, from int64, end int64, limit int) (records []*Record, err error)

	// 设置合约类型
	// currencyPair: 交易对，如: BTC-USD(OKEX) BTC(HBDM)
	// contractType: W1,W2,Q1,Q2
	SetContractType(currencyPair string, contractType string) (err error)

	// 获取当前设置的合约ID
	GetContractID() (symbol string, err error)

	// 设置杠杆大小
	SetLeverRate(value float64) (err error)

	// 开多
	OpenLong(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error)

	// 开空
	OpenShort(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error)

	// 平多
	CloseLong(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error)

	// 平空
	CloseShort(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error)

	// 下单
	PlaceOrder(symbol string, direction Direction, orderType OrderType, price float64, size float64,
		opts ...PlaceOrderOption) (result *Order, err error)

	// 获取活跃委托单列表
	GetOpenOrders(symbol string, opts ...OrderOption) (result []*Order, err error)

	// 获取委托信息
	GetOrder(symbol string, id string, opts ...OrderOption) (result *Order, err error)

	// 撤销全部委托单
	CancelAllOrders(symbol string, opts ...OrderOption) (err error)

	// 撤销单个委托单
	CancelOrder(symbol string, id string, opts ...OrderOption) (result *Order, err error)

	// 修改委托
	AmendOrder(symbol string, id string, price float64, size float64, opts ...OrderOption) (result *Order, err error)

	// 获取持仓
	GetPositions(symbol string) (result []*Position, err error)

	// 订阅成交记录
	SubscribeTrades(market Market, callback func(trades []*Trade)) error

	// 订阅L2 OrderBook
	SubscribeLevel2Snapshots(market Market, callback func(ob *OrderBook)) error

	// 订阅委托
	SubscribeOrders(market Market, callback func(orders []*Order)) error

	// 订阅持仓
	SubscribePositions(market Market, callback func(positions []*Position)) error

	// 调用其他功能
	IO(name string, params string) (string, error)
}

type ExchangeLogger interface {
	// Debug Using：log.Debug("test")
	Debug(args ...interface{})

	// Debugf Using：log.Debugf("test:%s", err)
	Debugf(template string, args ...interface{})

	// Debugw Using：log.Debugw("test", "field1", "value1", "field2", "value2")
	Debugw(msg string, keysAndValues ...interface{})

	Info(args ...interface{})

	Infof(template string, args ...interface{})

	Infow(msg string, keysAndValues ...interface{})

	Warn(args ...interface{})

	Warnf(template string, args ...interface{})

	Warnw(msg string, keysAndValues ...interface{})

	Error(args ...interface{})

	Errorf(template string, args ...interface{})

	Errorw(msg string, keysAndValues ...interface{})

	// 同步，确保日志写入
	Sync()
}

type ExchangeSim interface {

	// 设置回测组件
	SetBacktest(backtest IBacktest)

	// 设置交易撮合日志组件
	SetExchangeLogger(l ExchangeLogger)

	// 运行一次(回测系统调用)
	RunEventLoopOnce() (err error) // Run sim match for backtest only
}

type IBacktest interface {
	// 获取当前时间
	GetTime() time.Time
}

type Item struct {
	Price  float64
	Amount float64
}

type LogItem struct {
	Time    time.Time `json:"time"`
	RawTime time.Time `json:"raw_time"`
	Prices  []float64 `json:"prices"`
	//Ask     float64    `json:"ask"`
	//Bid     float64    `json:"bid"`
	Stats []LogStats `json:"stats"`
}

type LogItems []*LogItem

type LogStats struct {
	Balance float64 `json:"balance"`
	Equity  float64 `json:"equity"`
}

type Market struct {
	Symbol string // BTCUSDT(OKEX)/XBTUSD(BitMEX)/...
}

type Order struct {
	ID           string      `json:"id"`            // ID
	ClientOId    string      `json:"client_oid"`    // 客户端订单ID
	Symbol       string      `json:"symbol"`        // 标
	Time         time.Time   `json:"time"`          // 订单时间
	Price        float64     `json:"price"`         // 价格
	StopPx       float64     `json:"stop_px"`       // 触发价
	Amount       float64     `json:"amount"`        // 委托数量
	AvgPrice     float64     `json:"avg_price"`     // 平均成交价
	FilledAmount float64     `json:"filled_amount"` // 成交数量
	Direction    Direction   `json:"direction"`     // 委托方向
	Type         OrderType   `json:"type"`          // 委托类型
	PostOnly     bool        `json:"post_only"`     // 只做Maker选项
	ReduceOnly   bool        `json:"reduce_only"`   // 只减仓选项
	Commission   float64     `json:"commission"`    // 支付的佣金
	Pnl          float64     `json:"pnl"`           // 盈亏
	UpdateTime   time.Time   `json:"update_time"`   // 更新时间
	Status       OrderStatus `json:"status"`        // 委托状态

	ActivatePrice string `json:"activatePrice"`
	PriceRate     string `json:"priceRate"`
	ClosePosition bool   `json:"closePosition"`
}

type OrderBook struct {
	Symbol string
	Time   time.Time
	Asks   []Item
	Bids   []Item
}

type OrderOption func(p *OrderParameter)

type OrderParameter struct {
	Stop bool // 是否是触发委托
}

type OrderStatus int

type OrderType int

type Parameters struct {
	DebugMode  bool
	HttpClient *http.Client
	ProxyURL   string // example: socks5://127.0.0.1:1080 | http://127.0.0.1:1080
	ApiURL     string
	WsURL      string
	Testnet    bool
	AccessKey  string
	SecretKey  string
	Passphrase string
	WebSocket  bool // Enable websocket option
}

type PlaceOrderOption func(p *PlaceOrderParameter)

type PlaceOrderParameter struct {
	BasePrice   float64
	StopPx      float64
	PostOnly    bool
	ReduceOnly  bool
	PriceType   string
	ClientOId   string
	TimeInForce string

	ActivationPrice float64
	CallbackRate    float64
	ClosePosition   bool
}

type Position struct {
	Symbol    string    `json:"symbol"`     // 标
	OpenTime  time.Time `json:"open_time"`  // 开仓时间
	OpenPrice float64   `json:"open_price"` // 开仓价
	Size      float64   `json:"size"`       // 仓位大小
	AvgPrice  float64   `json:"avg_price"`  // 平均价
	Profit    float64   `json:"profit"`     //浮动盈亏

	MarginType       string  `json:"marginType"`
	IsAutoAddMargin  bool    `json:"isAutoAddMargin"`
	IsolatedMargin   float64 `json:"isolatedMargin"`
	Leverage         float64 `json:"leverage"`
	LiquidationPrice float64 `json:"liquidationPrice"`
	MarkPrice        float64 `json:"markPrice"`
	MaxNotionalValue float64 `json:"maxNotionalValue"`
	PositionSide     string  `json:"positionSide"`
}

type Record struct {
	Symbol    string    `json:"symbol"`    // 标
	Timestamp time.Time `json:"timestamp"` // 时间
	Open      float64   `json:"open"`      // 开盘价
	High      float64   `json:"high"`      // 最高价
	Low       float64   `json:"low"`       // 最低价
	Close     float64   `json:"close"`     // 收盘价
	Volume    float64   `json:"volume"`    // 量
}

type SpotAsset struct {
	Name      string  // BTC
	Available float64 // 可用
	Frozen    float64 // 冻结
	Borrow    float64 // 借币
}

type SpotBalance struct {
	Base  SpotAsset // 基础货币
	Quote SpotAsset // 交易的资产
}

type SpotExchange interface {

	// 获取 Exchange 名称
	GetName() (name string)

	// 获取交易所时间(ms)
	GetTime() (tm int64, err error)

	// 获取账号余额
	GetBalance(currency string) (result *SpotBalance, err error)

	// 获取订单薄(OrderBook)
	GetOrderBook(symbol string, depth int) (result *OrderBook, err error)

	// 获取K线数据
	// period: 数据周期. 分钟或者关键字1m(minute) 1h 1d 1w 1M(month) 1y 枚举值：1 3 5 15 30 60 120 240 360 720 "5m" "4h" "1d" ...
	GetRecords(symbol string, period string, from int64, end int64, limit int) (records []*Record, err error)

	// 买
	Buy(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error)

	// 卖
	Sell(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error)

	// 下单
	PlaceOrder(symbol string, direction Direction, orderType OrderType, price float64, size float64,
		opts ...PlaceOrderOption) (result *Order, err error)

	// 获取活跃委托单列表
	GetOpenOrders(symbol string, opts ...OrderOption) (result []*Order, err error)

	// 获取历史委托列表
	GetHistoryOrders(symbol string, opts ...OrderOption) (result []*Order, err error)

	// 获取委托信息
	GetOrder(symbol string, id string, opts ...OrderOption) (result *Order, err error)

	// 撤销全部委托单
	CancelAllOrders(symbol string, opts ...OrderOption) (err error)

	// 撤销单个委托单
	CancelOrder(symbol string, id string, opts ...OrderOption) (result *Order, err error)

	// 调用其他功能
	IO(name string, params string) (string, error)
}

type SpotExchangeSim interface {
	SpotExchange

	// 设置交易撮合日志组件
	SetExchangeLogger(l ExchangeLogger)

	// 运行一次(回测系统调用)
	RunEventLoopOnce() (err error) // Run sim match for backtest only
}

type SpotStrategyBase struct {
	Exchanges []SpotExchange
	Exchange  SpotExchange
	// contains filtered or unexported fields
}

type Stats struct {
	Start           time.Time     `json:"start"`
	End             time.Time     `json:"end"`
	Duration        time.Duration `json:"duration"`
	RunDuration     time.Duration `json:"run_duration"`
	EntryPrice      float64       `json:"entry_price"`
	ExitPrice       float64       `json:"exit_price"`
	EntryEquity     float64       `json:"entry_equity"`
	ExitEquity      float64       `json:"exit_equity"`
	BaHReturn       float64       `json:"bah_return"`     // Buy & Hold Return
	BaHReturnPnt    float64       `json:"bah_return_pnt"` // Buy & Hold Return
	EquityReturn    float64       `json:"equity_return"`
	EquityReturnPnt float64       `json:"equity_return_pnt"`
	AnnReturn       float64       `json:"ann_return"`    // 年化收益率
	MaxDrawDown     float64       `json:"max_draw_down"` // 最大回撤
}

type Strategy interface {
	Name() string
	SetName(name string)
	SetSelf(self Strategy) error
	//Setup(mode TradeMode, exchanges ...Exchange) error
	Setup(mode TradeMode, exchanges ...interface{}) error
	IsStopped() bool
	StopNow()
	TradeMode() TradeMode
	SetOptions(options map[string]interface{}) error
	Run() error
	OnInit() error
	OnTick() error
	OnExit() error
}

type StrategyBase struct {
	Exchanges []Exchange
	Exchange  Exchange
	// contains filtered or unexported fields
}

type StrategyOption struct {
	Name         string      `json:"name"`
	Description  string      `json:"description"`
	Type         string      `json:"type"`
	Value        interface{} `json:"value"`
	DefaultValue interface{} `json:"default_value"`
}

type Trade struct {
	ID        string    `json:"id"`     // ID
	Direction Direction `json:"type"`   // 主动成交方向
	Price     float64   `json:"price"`  // 价格
	Amount    float64   `json:"amount"` // 成交量(张)，买卖双边成交量之和
	Ts        int64     `json:"ts"`     // 订单成交时间 unix time (ms)
	Symbol    string    `json:"omitempty"`
}

type TradeMode int

type WSEvent int

type WebSocket interface {
	SubscribeTrades(market Market, callback func(trades []Trade)) error
	SubscribeLevel2Snapshots(market Market, callback func(ob *OrderBook)) error
	//SubscribeBalances(market Market, callback func(balance *Balance)) error
	SubscribeOrders(market Market, callback func(orders []Order)) error
	SubscribePositions(market Market, callback func(positions []Position)) error
}