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update futures models, fix fields wrong type, add futurespositions model
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nizonglong committed Aug 12, 2021
1 parent 4ec5956 commit 5371d30
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7 changes: 7 additions & 0 deletions go/changelog.md
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@@ -1,5 +1,12 @@
# Changelog

## v0.2.4

2021-08-12

- update futures models, fix fields wrong type
- add futures model `FuturesPositions`

## v0.2.3

2021-08-11
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110 changes: 66 additions & 44 deletions go/response_future.go
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Expand Up @@ -17,6 +17,8 @@ type FuturesTicker struct {
Volume24hQuote string `json:"volume_24h_quote,omitempty"`
// Trade volume in recent 24h, in settle currency
Volume24hSettle string `json:"volume_24h_settle,omitempty"`
Volume24Usd string `json:"volume_24_usd"`
Volume24Btc string `json:"volume_24_btc"`
// Recent mark price
MarkPrice string `json:"mark_price,omitempty"`
// Funding rate
Expand All @@ -33,9 +35,9 @@ type FuturesTrade struct {
// Trade ID
Id int64 `json:"id,omitempty"`
// Trading time
CreateTime float64 `json:"create_time,omitempty"`
CreateTime int64 `json:"create_time,omitempty"`
// Trading time, with milliseconds set to 3 decimal places.
CreateTimeMs float64 `json:"create_time_ms,omitempty"`
CreateTimeMs int64 `json:"create_time_ms,omitempty"`
// Futures contract
Contract string `json:"contract,omitempty"`
// Trading size
Expand Down Expand Up @@ -72,12 +74,11 @@ type FuturesOrderBookAll struct {
type FuturesBookTicker struct {
TimeMillis int64 `json:"t"`
Contract string `json:"s"`
FirstId int64 `json:"U"`
LastId int64 `json:"u"`
UpdateId int64 `json:"u"`
BestBidPrice string `json:"b"`
BestBidSize string `json:"B"`
BestBidSize int64 `json:"B"`
BestAskPrice string `json:"a"`
BestAskSize string `json:"A"`
BestAskSize int64 `json:"A"`
}

type FuturesOrderBookUpdate struct {
Expand All @@ -93,7 +94,7 @@ type FuturesOrderBookUpdate struct {

type FuturesCandlestick struct {
// Unix timestamp in seconds
T float64 `json:"t,omitempty"`
T int64 `json:"t,omitempty"`
// size volume. Only returned if `contract` is not prefixed
V int64 `json:"v,omitempty"`
// Close price
Expand All @@ -112,11 +113,13 @@ type FuturesOrder struct {
// Futures order ID
Id int64 `json:"id,omitempty"`
// User ID
User int32 `json:"user,omitempty"`
User string `json:"user,omitempty"`
// Order creation time
CreateTime float64 `json:"create_time,omitempty"`
CreateTime int64 `json:"create_time,omitempty"`
CreateTimeMs int64 `json:"create_time_ms,omitempty"`
// Order finished time. Not returned if order is open
FinishTime float64 `json:"finish_time,omitempty"`
FinishTime int64 `json:"finish_time,omitempty"`
FinishTimeMs int64 `json:"finish_time_ms,omitempty"`
// How the order is finished. - filled: all filled - cancelled: manually cancelled - liquidated: cancelled because of liquidation - ioc: time in force is `IOC`, finish immediately - auto_deleveraged: finished by ADL - reduce_only: cancelled because of increasing position while `reduce-only` set
FinishAs string `json:"finish_as,omitempty"`
// Order status - `open`: waiting to be traded - `finished`: finished
Expand All @@ -128,13 +131,9 @@ type FuturesOrder struct {
// Display size for iceberg order. 0 for non-iceberg. Note that you would pay the taker fee for the hidden size
Iceberg int64 `json:"iceberg,omitempty"`
// Order price. 0 for market order with `tif` set as `ioc`
Price string `json:"price,omitempty"`
// Set as `true` to close the position, with `size` set to 0
Close bool `json:"close,omitempty"`
Price float64 `json:"price,omitempty"`
// Is the order to close position
IsClose bool `json:"is_close,omitempty"`
// Set as `true` to be reduce-only order
ReduceOnly bool `json:"reduce_only,omitempty"`
// Is the order reduce-only
IsReduceOnly bool `json:"is_reduce_only,omitempty"`
// Is the order for liquidation
Expand All @@ -144,28 +143,29 @@ type FuturesOrder struct {
// Size left to be traded
Left int64 `json:"left,omitempty"`
// Fill price of the order
FillPrice string `json:"fill_price,omitempty"`
FillPrice float64 `json:"fill_price,omitempty"`
// User defined information. If not empty, must follow the rules below: 1. prefixed with `t-` 2. no longer than 28 bytes without `t-` prefix 3. can only include 0-9, A-Z, a-z, underscore(_), hyphen(-) or dot(.) Besides user defined information, reserved contents are listed below, denoting how the order is created: - web: from web - api: from API - app: from mobile phones - auto_deleveraging: from ADL - liquidation: from liquidation - insurance: from insurance
Text string `json:"text,omitempty"`
// Taker fee
Tkfr string `json:"tkfr,omitempty"`
Tkfr float64 `json:"tkfr,omitempty"`
// Maker fee
Mkfr string `json:"mkfr,omitempty"`
Mkfr int64 `json:"mkfr,omitempty"`
// Reference user ID
Refu int32 `json:"refu,omitempty"`
Refu int32 `json:"refu,omitempty"`
Refr float64 `json:"refr"`
}

type FuturesUserTrade struct {
Contract string `json:"contract"`
// Trading time
CreateTime float64 `json:"create_time,omitempty"`
CreateTime int64 `json:"create_time,omitempty"`
// Trading time, with milliseconds set to 3 decimal places.
CreateTimeMs float64 `json:"create_time_ms,omitempty"`
Id string `json:"id"`
OrderId string `json:"order_id"`
Price string `json:"price"`
Size int64 `json:"size"`
Role string `json:"role"`
CreateTimeMs int64 `json:"create_time_ms,omitempty"`
Id string `json:"id"`
OrderId string `json:"order_id"`
Price string `json:"price"`
Size int64 `json:"size"`
Role string `json:"role"`
}
type FuturesLiquidate struct {
// Liquidation time
Expand All @@ -175,38 +175,38 @@ type FuturesLiquidate struct {
// Futures contract
Contract string `json:"contract,omitempty"`
// Position leverage. Not returned in public endpoints.
Leverage string `json:"leverage,omitempty"`
Leverage float64 `json:"leverage,omitempty"`
// Position size
Size int64 `json:"size,omitempty"`
// Position margin. Not returned in public endpoints.
Margin string `json:"margin,omitempty"`
Margin float64 `json:"margin,omitempty"`
// Average entry price. Not returned in public endpoints.
EntryPrice string `json:"entry_price,omitempty"`
EntryPrice float64 `json:"entry_price,omitempty"`
// Liquidation price. Not returned in public endpoints.
LiqPrice string `json:"liq_price,omitempty"`
LiqPrice float64 `json:"liq_price,omitempty"`
// Mark price. Not returned in public endpoints.
MarkPrice string `json:"mark_price,omitempty"`
MarkPrice float64 `json:"mark_price,omitempty"`
// Liquidation order ID. Not returned in public endpoints.
OrderId int64 `json:"order_id,omitempty"`
// Liquidation order price
OrderPrice string `json:"order_price,omitempty"`
OrderPrice float64 `json:"order_price,omitempty"`
// Liquidation order average taker price
FillPrice string `json:"fill_price,omitempty"`
FillPrice float64 `json:"fill_price,omitempty"`
// Liquidation order maker size
Left int64 `json:"left,omitempty"`
// user id
User string `json:"user"`
}

type FuturesAutoDeleverages struct {
EntryPrice int64 `json:"entry_price"`
FillPrice int64 `json:"fill_price"`
PositionSize int64 `json:"position_size"`
TradeSize int64 `json:"trade_size"`
Time int64 `json:"time"`
TimeMs int64 `json:"time_ms"`
Contract string `json:"contract"`
User string `json:"user"`
EntryPrice float64 `json:"entry_price"`
FillPrice float64 `json:"fill_price"`
PositionSize int64 `json:"position_size"`
TradeSize int64 `json:"trade_size"`
Time int64 `json:"time"`
TimeMs int64 `json:"time_ms"`
Contract string `json:"contract"`
User string `json:"user"`
}

type FuturesPositionCloses struct {
Expand Down Expand Up @@ -241,18 +241,40 @@ type FuturesReduceRiskLimits struct {
User string `json:"user"`
}

type FuturesPositions struct {
Contract string `json:"contract"`
CrossLeverageLimit int64 `json:"cross_leverage_limit"`
EntryPrice float64 `json:"entry_price"`
HistoryPnl float64 `json:"history_pnl"`
HistoryPoint float64 `json:"history_point"`
LastClosePnl float64 `json:"last_close_pnl"`
Leverage int64 `json:"leverage"`
LeverageMax int64 `json:"leverage_max"`
LiqPrice float64 `json:"liq_price"`
MaintenanceRate float64 `json:"maintenance_rate"`
Margin float64 `json:"margin"`
Mode string `json:"mode"`
RealisedPnl float64 `json:"realised_pnl"`
RealisedPoint float64 `json:"realised_point"`
RiskLimit int64 `json:"risk_limit"`
Size int64 `json:"size"`
Time int64 `json:"time"`
TimeMs int64 `json:"time_ms"`
User string `json:"user"`
}

type FuturesAutoOrder struct {
Initial FuturesInitialOrder `json:"initial"`
Trigger FuturesPriceTrigger `json:"trigger"`
StopTrigger FutureStopTrigger `json:"stop_trigger"`
// Auto order ID
Id int64 `json:"id,omitempty"`
// User ID
User int32 `json:"user,omitempty"`
User int64 `json:"user,omitempty"`
// Creation time
CreateTime float64 `json:"create_time,omitempty"`
CreateTime int64 `json:"create_time,omitempty"`
// Finished time
FinishTime float64 `json:"finish_time,omitempty"`
FinishTime int64 `json:"finish_time,omitempty"`
// ID of the newly created order on condition triggered
TradeId int64 `json:"trade_id,omitempty"`
// Order status.
Expand Down

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