Modify the interface

coinrust · May 4, 2020 · d5feaa7 · d5feaa7
1 parent e4c28e3
commit d5feaa7
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Showing 27 changed files with 312 additions and 265 deletions.
diff --git a/README.md b/README.md
@@ -145,15 +145,15 @@ func main() {
 		log.Printf("%#v", ob)
 	})
 	// 订阅成交记录
-	ws.SubscribeTrades(market, func(trades []Trade) {
+	ws.SubscribeTrades(market, func(trades []*Trade) {
 		log.Printf("%#v", trades)
 	})
 	// 订阅订单成交信息
-	ws.SubscribeOrders(market, func(orders []Order) {
+	ws.SubscribeOrders(market, func(orders []*Order) {
 		log.Printf("%#v", orders)
 	})
 	// 订阅持仓信息
-	ws.SubscribePositions(market, func(positions []Position) {
+	ws.SubscribePositions(market, func(positions []*Position) {
 		log.Printf("%#v", positions)
 	})
 

diff --git a/README_en.md b/README_en.md
@@ -145,15 +145,15 @@ func main() {
 		log.Printf("%#v", ob)
 	})
 	// 订阅成交记录
-	ws.SubscribeTrades(market, func(trades []Trade) {
+	ws.SubscribeTrades(market, func(trades []*Trade) {
 		log.Printf("%#v", trades)
 	})
 	// 订阅订单成交信息
-	ws.SubscribeOrders(market, func(orders []Order) {
+	ws.SubscribeOrders(market, func(orders []*Order) {
 		log.Printf("%#v", orders)
 	})
 	// 订阅持仓信息
-	ws.SubscribePositions(market, func(positions []Position) {
+	ws.SubscribePositions(market, func(positions []*Position) {
 		log.Printf("%#v", positions)
 	})
 

diff --git a/api.go b/api.go
@@ -184,41 +184,41 @@ type Exchange interface {
 	SetLeverRate(value float64) (err error)
 
 	// 开多
-	OpenLong(symbol string, orderType OrderType, price float64, size float64) (result Order, err error)
+	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)
+	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)
+	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)
+	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)
+		opts ...PlaceOrderOption) (result *Order, err error)
 
 	// 获取活跃委托单列表
-	GetOpenOrders(symbol string, opts ...OrderOption) (result []Order, err error)
+	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)
+	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)
+	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)
+	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)
+	GetPositions(symbol string) (result []*Position, err error)
 
 	// 订阅成交记录
-	SubscribeTrades(market Market, callback func(trades []Trade)) error
+	SubscribeTrades(market Market, callback func(trades []*Trade)) error
 
 	// 订阅L2 OrderBook
 	SubscribeLevel2Snapshots(market Market, callback func(ob *OrderBook)) error
@@ -227,10 +227,10 @@ type Exchange interface {
 	//SubscribeBalances(market Market, callback func(balance *Balance)) error
 
 	// 订阅委托
-	SubscribeOrders(market Market, callback func(orders []Order)) error
+	SubscribeOrders(market Market, callback func(orders []*Order)) error
 
 	// 订阅持仓
-	SubscribePositions(market Market, callback func(positions []Position)) error
+	SubscribePositions(market Market, callback func(positions []*Position)) error
 
 	// 运行一次(回测系统调用)
 	RunEventLoopOnce() (err error) // Run sim match for backtest only

diff --git a/examples/hbdm-ws/main.go b/examples/hbdm-ws/main.go
@@ -20,15 +20,15 @@ func main() {
 		log.Printf("%#v", ob)
 	})
 	// 订阅成交记录
-	ws.SubscribeTrades(market, func(trades []Trade) {
+	ws.SubscribeTrades(market, func(trades []*Trade) {
 		log.Printf("%#v", trades)
 	})
 	// 订阅订单成交信息
-	ws.SubscribeOrders(market, func(orders []Order) {
+	ws.SubscribeOrders(market, func(orders []*Order) {
 		log.Printf("%#v", orders)
 	})
 	// 订阅持仓信息
-	ws.SubscribePositions(market, func(positions []Position) {
+	ws.SubscribePositions(market, func(positions []*Position) {
 		log.Printf("%#v", positions)
 	})
 

diff --git a/examples/hbdmswap-ws/main.go b/examples/hbdmswap-ws/main.go
@@ -20,15 +20,15 @@ func main() {
 		log.Printf("%#v", ob)
 	})
 	// 订阅成交记录
-	ws.SubscribeTrades(market, func(trades []Trade) {
+	ws.SubscribeTrades(market, func(trades []*Trade) {
 		log.Printf("%#v", trades)
 	})
 	// 订阅订单成交信息
-	ws.SubscribeOrders(market, func(orders []Order) {
+	ws.SubscribeOrders(market, func(orders []*Order) {
 		log.Printf("%#v", orders)
 	})
 	// 订阅持仓信息
-	ws.SubscribePositions(market, func(positions []Position) {
+	ws.SubscribePositions(market, func(positions []*Position) {
 		log.Printf("%#v", positions)
 	})
 

diff --git a/examples/okex-futures-ws/main.go b/examples/okex-futures-ws/main.go
@@ -22,15 +22,15 @@ func main() {
 		log.Printf("%#v", ob)
 	})
 	// 订阅成交记录
-	ws.SubscribeTrades(market, func(trades []Trade) {
+	ws.SubscribeTrades(market, func(trades []*Trade) {
 		log.Printf("%#v", trades)
 	})
 	// 订阅订单成交信息
-	ws.SubscribeOrders(market, func(orders []Order) {
+	ws.SubscribeOrders(market, func(orders []*Order) {
 		log.Printf("%#v", orders)
 	})
 	// 订阅持仓信息
-	ws.SubscribePositions(market, func(positions []Position) {
+	ws.SubscribePositions(market, func(positions []*Position) {
 		log.Printf("%#v", positions)
 	})
 

diff --git a/examples/okex-swap-ws/main.go b/examples/okex-swap-ws/main.go
@@ -22,15 +22,15 @@ func main() {
 		log.Printf("%#v", ob)
 	})
 	// 订阅成交记录
-	ws.SubscribeTrades(market, func(trades []Trade) {
+	ws.SubscribeTrades(market, func(trades []*Trade) {
 		log.Printf("%#v", trades)
 	})
 	// 订阅订单成交信息
-	ws.SubscribeOrders(market, func(orders []Order) {
+	ws.SubscribeOrders(market, func(orders []*Order) {
 		log.Printf("%#v", orders)
 	})
 	// 订阅持仓信息
-	ws.SubscribePositions(market, func(positions []Position) {
+	ws.SubscribePositions(market, func(positions []*Position) {
 		log.Printf("%#v", positions)
 	})
 

diff --git a/exchanges/binancefutures/binancefutures.go b/exchanges/binancefutures/binancefutures.go
@@ -158,24 +158,24 @@ func (b *BinanceFutures) SetLeverRate(value float64) (err error) {
 	return
 }
 
-func (b *BinanceFutures) OpenLong(symbol string, orderType OrderType, price float64, size float64) (result Order, err error) {
+func (b *BinanceFutures) OpenLong(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error) {
 	return b.PlaceOrder(symbol, Buy, orderType, price, size)
 }
 
-func (b *BinanceFutures) OpenShort(symbol string, orderType OrderType, price float64, size float64) (result Order, err error) {
+func (b *BinanceFutures) OpenShort(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error) {
 	return b.PlaceOrder(symbol, Sell, orderType, price, size)
 }
 
-func (b *BinanceFutures) CloseLong(symbol string, orderType OrderType, price float64, size float64) (result Order, err error) {
+func (b *BinanceFutures) CloseLong(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error) {
 	return b.PlaceOrder(symbol, Sell, orderType, price, size, OrderReduceOnlyOption(true))
 }
 
-func (b *BinanceFutures) CloseShort(symbol string, orderType OrderType, price float64, size float64) (result Order, err error) {
+func (b *BinanceFutures) CloseShort(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error) {
 	return b.PlaceOrder(symbol, Buy, orderType, price, size, OrderReduceOnlyOption(true))
 }
 
 func (b *BinanceFutures) PlaceOrder(symbol string, direction Direction, orderType OrderType, price float64,
-	size float64, opts ...PlaceOrderOption) (result Order, err error) {
+	size float64, opts ...PlaceOrderOption) (result *Order, err error) {
 	params := ParsePlaceOrderParameter(opts...)
 	service := b.client.NewCreateOrderService().
 		Symbol(symbol).
@@ -216,7 +216,7 @@ func (b *BinanceFutures) PlaceOrder(symbol string, direction Direction, orderTyp
 	return
 }
 
-func (b *BinanceFutures) GetOpenOrders(symbol string, opts ...OrderOption) (result []Order, err error) {
+func (b *BinanceFutures) GetOpenOrders(symbol string, opts ...OrderOption) (result []*Order, err error) {
 	service := b.client.NewListOpenOrdersService().
 		Symbol(symbol)
 	var res []*futures.Order
@@ -230,7 +230,7 @@ func (b *BinanceFutures) GetOpenOrders(symbol string, opts ...OrderOption) (resu
 	return
 }
 
-func (b *BinanceFutures) GetOrder(symbol string, id string, opts ...OrderOption) (result Order, err error) {
+func (b *BinanceFutures) GetOrder(symbol string, id string, opts ...OrderOption) (result *Order, err error) {
 	var orderID int64
 	orderID, err = strconv.ParseInt(id, 10, 64)
 	if err != nil {
@@ -248,7 +248,7 @@ func (b *BinanceFutures) GetOrder(symbol string, id string, opts ...OrderOption)
 	return
 }
 
-func (b *BinanceFutures) CancelOrder(symbol string, id string, opts ...OrderOption) (result Order, err error) {
+func (b *BinanceFutures) CancelOrder(symbol string, id string, opts ...OrderOption) (result *Order, err error) {
 	var orderID int64
 	orderID, err = strconv.ParseInt(id, 10, 64)
 	if err != nil {
@@ -273,11 +273,11 @@ func (b *BinanceFutures) CancelAllOrders(symbol string, opts ...OrderOption) (er
 	return
 }
 
-func (b *BinanceFutures) AmendOrder(symbol string, id string, price float64, size float64, opts ...OrderOption) (result Order, err error) {
+func (b *BinanceFutures) AmendOrder(symbol string, id string, price float64, size float64, opts ...OrderOption) (result *Order, err error) {
 	return
 }
 
-func (b *BinanceFutures) GetPositions(symbol string) (result []Position, err error) {
+func (b *BinanceFutures) GetPositions(symbol string) (result []*Position, err error) {
 	var res []*futures.PositionRisk
 	res, err = b.client.NewGetPositionRiskService().
 		Do(context.Background())
@@ -291,7 +291,7 @@ func (b *BinanceFutures) GetPositions(symbol string) (result []Position, err err
 		if useFilter && v.Symbol != symbol {
 			continue
 		}
-		position := Position{}
+		position := &Position{}
 		position.Symbol = v.Symbol
 		size := util.ParseFloat64(v.PositionAmt)
 		if size != 0 {
@@ -304,7 +304,8 @@ func (b *BinanceFutures) GetPositions(symbol string) (result []Position, err err
 	return
 }
 
-func (b *BinanceFutures) convertOrder(order *futures.Order) (result Order) {
+func (b *BinanceFutures) convertOrder(order *futures.Order) (result *Order) {
+	result = &Order{}
 	result.ID = fmt.Sprint(order.OrderID)
 	result.Symbol = order.Symbol
 	result.Price = util.ParseFloat64(order.Price)
@@ -322,7 +323,8 @@ func (b *BinanceFutures) convertOrder(order *futures.Order) (result Order) {
 	return
 }
 
-func (b *BinanceFutures) convertOrder1(order *futures.CreateOrderResponse) (result Order) {
+func (b *BinanceFutures) convertOrder1(order *futures.CreateOrderResponse) (result *Order) {
+	result = &Order{}
 	result.ID = fmt.Sprint(order.OrderID)
 	result.Symbol = order.Symbol
 	result.Price = util.ParseFloat64(order.Price)
@@ -340,7 +342,8 @@ func (b *BinanceFutures) convertOrder1(order *futures.CreateOrderResponse) (resu
 	return
 }
 
-func (b *BinanceFutures) convertOrder2(order *futures.CancelOrderResponse) (result Order) {
+func (b *BinanceFutures) convertOrder2(order *futures.CancelOrderResponse) (result *Order) {
+	result = &Order{}
 	result.ID = fmt.Sprint(order.OrderID)
 	result.Symbol = order.Symbol
 	result.Price = util.ParseFloat64(order.Price)
@@ -407,19 +410,19 @@ func (b *BinanceFutures) orderStatus(status futures.OrderStatusType) OrderStatus
 	}
 }
 
-func (b *BinanceFutures) SubscribeTrades(market Market, callback func(trades []Trade)) error {
+func (b *BinanceFutures) SubscribeTrades(market Market, callback func(trades []*Trade)) error {
 	return ErrNotImplemented
 }
 
 func (b *BinanceFutures) SubscribeLevel2Snapshots(market Market, callback func(ob *OrderBook)) error {
 	return ErrNotImplemented
 }
 
-func (b *BinanceFutures) SubscribeOrders(market Market, callback func(orders []Order)) error {
+func (b *BinanceFutures) SubscribeOrders(market Market, callback func(orders []*Order)) error {
 	return ErrNotImplemented
 }
 
-func (b *BinanceFutures) SubscribePositions(market Market, callback func(positions []Position)) error {
+func (b *BinanceFutures) SubscribePositions(market Market, callback func(positions []*Position)) error {
 	return ErrNotImplemented
 }