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trade_api.go
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trade_api.go
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/*
* BitMEX API
*
* ## REST API for the BitMEX Trading Platform [Changelog](/app/apiChangelog) #### Getting Started ##### Fetching Data All REST endpoints are documented below. You can try out any query right from this interface. Most table queries accept `count`, `start`, and `reverse` params. Set `reverse=true` to get rows newest-first. Additional documentation regarding filters, timestamps, and authentication is available in [the main API documentation](https://www.bitmex.com/app/restAPI). *All* table data is available via the [Websocket](/app/wsAPI). We highly recommend using the socket if you want to have the quickest possible data without being subject to ratelimits. ##### Return Types By default, all data is returned as JSON. Send `?_format=csv` to get CSV data or `?_format=xml` to get XML data. ##### Trade Data Queries *This is only a small subset of what is available, to get you started.* Fill in the parameters and click the `Try it out!` button to try any of these queries. * [Pricing Data](#!/Quote/Quote_get) * [Trade Data](#!/Trade/Trade_get) * [OrderBook Data](#!/OrderBook/OrderBook_getL2) * [Settlement Data](#!/Settlement/Settlement_get) * [Exchange Statistics](#!/Stats/Stats_history) Every function of the BitMEX.com platform is exposed here and documented. Many more functions are available. - ## All API Endpoints Click to expand a section.
*
* OpenAPI spec version: 1.2.0
* Contact: support@bitmex.com
* Generated by: https://github.com/swagger-api/swagger-codegen.git
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package swagger
import (
"strings"
"fmt"
"errors"
"net/url"
"time"
"encoding/json"
)
type TradeApi struct {
Configuration Configuration
}
func NewTradeApi() *TradeApi {
configuration := NewConfiguration()
return &TradeApi{
Configuration: *configuration,
}
}
func NewTradeApiWithBasePath(basePath string) *TradeApi {
configuration := NewConfiguration()
configuration.BasePath = basePath
return &TradeApi{
Configuration: *configuration,
}
}
/**
* Get Trades.
* Please note that indices (symbols starting with `.`) post trades at intervals to the trade feed. These have a `size` of 0 and are used only to indicate a changing price. See [the FIX Spec](http://www.onixs.biz/fix-dictionary/5.0.SP2/msgType_AE_6569.html) for explanations of these fields.
*
* @param symbol Instrument symbol. Send a bare series (e.g. XBU) to get data for the nearest expiring contract in that series. You can also send a timeframe, e.g. `XBU:monthly`. Timeframes are `daily`, `weekly`, `monthly`, `quarterly`, and `biquarterly`.
* @param filter Generic table filter. Send JSON key/value pairs, such as `{\"key\": \"value\"}`. You can key on individual fields, and do more advanced querying on timestamps. See the [Timestamp Docs](https://www.bitmex.com/app/restAPI#timestamp-filters) for more details.
* @param columns Array of column names to fetch. If omitted, will return all columns. Note that this method will always return item keys, even when not specified, so you may receive more columns that you expect.
* @param count Number of results to fetch.
* @param start Starting point for results.
* @param reverse If true, will sort results newest first.
* @param startTime Starting date filter for results.
* @param endTime Ending date filter for results.
* @return []Trade
*/
func (a TradeApi) TradeGet(symbol string, filter string, columns string, count float32, start float32, reverse bool, startTime time.Time, endTime time.Time) ([]Trade, *APIResponse, error) {
var httpMethod = "Get"
// create path and map variables
path := a.Configuration.BasePath + "/trade"
headerParams := make(map[string]string)
queryParams := url.Values{}
formParams := make(map[string]string)
var postBody interface{}
var fileName string
var fileBytes []byte
// add default headers if any
for key := range a.Configuration.DefaultHeader {
headerParams[key] = a.Configuration.DefaultHeader[key]
}
queryParams.Add("symbol", a.Configuration.APIClient.ParameterToString(symbol, ""))
queryParams.Add("filter", a.Configuration.APIClient.ParameterToString(filter, ""))
queryParams.Add("columns", a.Configuration.APIClient.ParameterToString(columns, ""))
queryParams.Add("count", a.Configuration.APIClient.ParameterToString(count, ""))
queryParams.Add("start", a.Configuration.APIClient.ParameterToString(start, ""))
queryParams.Add("reverse", a.Configuration.APIClient.ParameterToString(reverse, ""))
queryParams.Add("startTime", a.Configuration.APIClient.ParameterToString(startTime, ""))
queryParams.Add("endTime", a.Configuration.APIClient.ParameterToString(endTime, ""))
// to determine the Content-Type header
localVarHttpContentTypes := []string{ "application/json", "application/x-www-form-urlencoded", }
// set Content-Type header
localVarHttpContentType := a.Configuration.APIClient.SelectHeaderContentType(localVarHttpContentTypes)
if localVarHttpContentType != "" {
headerParams["Content-Type"] = localVarHttpContentType
}
// to determine the Accept header
localVarHttpHeaderAccepts := []string{
"application/json",
"application/xml",
"text/xml",
"application/javascript",
"text/javascript",
}
// set Accept header
localVarHttpHeaderAccept := a.Configuration.APIClient.SelectHeaderAccept(localVarHttpHeaderAccepts)
if localVarHttpHeaderAccept != "" {
headerParams["Accept"] = localVarHttpHeaderAccept
}
var successPayload = new([]Trade)
httpResponse, err := a.Configuration.APIClient.CallAPI(path, httpMethod, postBody, headerParams, queryParams, formParams, fileName, fileBytes)
if err != nil {
return *successPayload, NewAPIResponse(httpResponse.RawResponse), err
}
err = json.Unmarshal(httpResponse.Body(), &successPayload)
return *successPayload, NewAPIResponse(httpResponse.RawResponse), err
}
/**
* Get previous trades in time buckets.
*
* @param binSize Time interval to bucket by. Available options: ['1m', '5m', '1h', '1d'].
* @param symbol Instrument symbol. Send a bare series (e.g. XBU) to get data for the nearest expiring contract in that series. You can also send a timeframe, e.g. `XBU:monthly`. Timeframes are `daily`, `weekly`, `monthly`, `quarterly`, and `biquarterly`.
* @param filter Generic table filter. Send JSON key/value pairs, such as `{\"key\": \"value\"}`. You can key on individual fields, and do more advanced querying on timestamps. See the [Timestamp Docs](https://www.bitmex.com/app/restAPI#timestamp-filters) for more details.
* @param columns Array of column names to fetch. If omitted, will return all columns. Note that this method will always return item keys, even when not specified, so you may receive more columns that you expect.
* @param count Number of results to fetch.
* @param start Starting point for results.
* @param reverse If true, will sort results newest first.
* @param startTime Starting date filter for results.
* @param endTime Ending date filter for results.
* @return []TradeBin
*/
func (a TradeApi) TradeGetBucketed(binSize string, symbol string, filter string, columns string, count float32, start float32, reverse bool, startTime time.Time, endTime time.Time) ([]TradeBin, *APIResponse, error) {
var httpMethod = "Get"
// create path and map variables
path := a.Configuration.BasePath + "/trade/bucketed"
headerParams := make(map[string]string)
queryParams := url.Values{}
formParams := make(map[string]string)
var postBody interface{}
var fileName string
var fileBytes []byte
// add default headers if any
for key := range a.Configuration.DefaultHeader {
headerParams[key] = a.Configuration.DefaultHeader[key]
}
queryParams.Add("binSize", a.Configuration.APIClient.ParameterToString(binSize, ""))
queryParams.Add("symbol", a.Configuration.APIClient.ParameterToString(symbol, ""))
queryParams.Add("filter", a.Configuration.APIClient.ParameterToString(filter, ""))
queryParams.Add("columns", a.Configuration.APIClient.ParameterToString(columns, ""))
queryParams.Add("count", a.Configuration.APIClient.ParameterToString(count, ""))
queryParams.Add("start", a.Configuration.APIClient.ParameterToString(start, ""))
queryParams.Add("reverse", a.Configuration.APIClient.ParameterToString(reverse, ""))
queryParams.Add("startTime", a.Configuration.APIClient.ParameterToString(startTime, ""))
queryParams.Add("endTime", a.Configuration.APIClient.ParameterToString(endTime, ""))
// to determine the Content-Type header
localVarHttpContentTypes := []string{ "application/json", "application/x-www-form-urlencoded", }
// set Content-Type header
localVarHttpContentType := a.Configuration.APIClient.SelectHeaderContentType(localVarHttpContentTypes)
if localVarHttpContentType != "" {
headerParams["Content-Type"] = localVarHttpContentType
}
// to determine the Accept header
localVarHttpHeaderAccepts := []string{
"application/json",
"application/xml",
"text/xml",
"application/javascript",
"text/javascript",
}
// set Accept header
localVarHttpHeaderAccept := a.Configuration.APIClient.SelectHeaderAccept(localVarHttpHeaderAccepts)
if localVarHttpHeaderAccept != "" {
headerParams["Accept"] = localVarHttpHeaderAccept
}
var successPayload = new([]TradeBin)
httpResponse, err := a.Configuration.APIClient.CallAPI(path, httpMethod, postBody, headerParams, queryParams, formParams, fileName, fileBytes)
if err != nil {
return *successPayload, NewAPIResponse(httpResponse.RawResponse), err
}
err = json.Unmarshal(httpResponse.Body(), &successPayload)
return *successPayload, NewAPIResponse(httpResponse.RawResponse), err
}