move types

httpc/balance.go → bitv/balance.go

@@ -1,7 +1,8 @@
-package httpc
+package bitv
 
 import (
 	"github.com/goccy/go-json"
+
 	"github.com/larscom/go-bitvavo/v2/util"
 )
 

bitv/bitv.go

@@ -0,0 +1,3 @@
+package bitv
+
+const zerof64 = float64(0)

bitv/book.go

@@ -0,0 +1,22 @@
+package bitv
+
+type Page struct {
+	// Bid / ask price.
+	Price float64 `json:"price"`
+
+	//  Size of 0 means orders are no longer present at that price level, otherwise the returned size is the new total size on that price level.
+	Size float64 `json:"size"`
+}
+
+type Book struct {
+	// Integer which is increased by one for every update to the book. Useful for synchronizing. Resets to zero after restarting the matching engine.
+	Nonce int64 `json:"nonce"`
+
+	// Slice with all bids in the format [price, size], where an size of 0 means orders are no longer present at that price level,
+	// otherwise the returned size is the new total size on that price level.
+	Bids []Page `json:"bids"`
+
+	// Slice with all asks in the format [price, size], where an size of 0 means orders are no longer present at that price level,
+	// otherwise the returned size is the new total size on that price level.
+	Asks []Page `json:"asks"`
+}

bitv/candle.go

@@ -0,0 +1,41 @@
+package bitv
+
+import (
+	"fmt"
+
+	"github.com/goccy/go-json"
+	"github.com/larscom/go-bitvavo/v2/util"
+)
+
+type Candle struct {
+	// Timestamp in unix milliseconds.
+	Timestamp int64   `json:"timestamp"`
+	Open      float64 `json:"open"`
+	High      float64 `json:"high"`
+	Low       float64 `json:"low"`
+	Close     float64 `json:"close"`
+	Volume    float64 `json:"volume"`
+}
+
+func (c *Candle) UnmarshalJSON(bytes []byte) error {
+	var event [][]any
+
+	err := json.Unmarshal(bytes, &event)
+	if err != nil {
+		return err
+	}
+	if len(event) != 1 {
+		return fmt.Errorf("unexpected length: %d, expected: 1", len(event))
+	}
+
+	candle := event[0]
+
+	c.Timestamp = int64(candle[0].(float64))
+	c.Open = util.MustFloat64(candle[1].(string))
+	c.High = util.MustFloat64(candle[2].(string))
+	c.Low = util.MustFloat64(candle[3].(string))
+	c.Close = util.MustFloat64(candle[4].(string))
+	c.Volume = util.MustFloat64(candle[5].(string))
+
+	return nil
+}

bitv/fill.go

@@ -0,0 +1,23 @@
+package bitv
+
+type Fill struct {
+	// The id of the order on which has been filled
+	OrderId string `json:"orderId"`
+	// The id of the returned fill
+	FillId string `json:"fillId"`
+	// The current timestamp in milliseconds since 1 Jan 1970
+	Timestamp int64 `json:"timestamp"`
+	// The amount in base currency for which the trade has been made
+	Amount float64 `json:"amount"`
+	// The side for the taker
+	// Enum: "buy" | "sell"
+	Side string `json:"side"`
+	// The price in quote currency for which the trade has been made
+	Price float64 `json:"price"`
+	// True for takers, false for makers
+	Taker bool `json:"taker"`
+	// The amount of fee that has been paid. Value is negative for rebates. Only available if settled is true
+	Fee float64 `json:"fee"`
+	// Currency in which the fee has been paid. Only available if settled is true
+	FeeCurrency string `json:"feeCurrency"`
+}

bitv/order.go

@@ -0,0 +1,78 @@
+package bitv
+
+type Order struct {
+	Guid string `json:"guid"`
+
+	// The order id of the returned order.
+	OrderId string `json:"orderId"`
+
+	// Is a timestamp in milliseconds since 1 Jan 1970.
+	Created int64 `json:"created"`
+
+	// Is a timestamp in milliseconds since 1 Jan 1970.
+	Updated int64 `json:"updated"`
+
+	// The current status of the order.
+	// Enum: "new" | "awaitingTrigger" | "canceled" | "canceledAuction" | "canceledSelfTradePrevention" | "canceledIOC" | "canceledFOK" | "canceledMarketProtection" | "canceledPostOnly" | "filled" | "partiallyFilled" | "expired" | "rejected"
+	Status string `json:"status"`
+
+	// Side
+	// Enum: "buy" | "sell"
+	Side string `json:"side"`
+
+	// OrderType
+	// Enum: "limit" | "market"
+	OrderType string `json:"orderType"`
+
+	// Original amount.
+	Amount float64 `json:"amount"`
+
+	// Amount remaining (lower than 'amount' after fills).
+	AmountRemaining float64 `json:"amountRemaining"`
+
+	// The price of the order.
+	Price float64 `json:"price"`
+
+	// Amount of 'onHoldCurrency' that is reserved for this order. This is released when orders are canceled.
+	OnHold float64 `json:"onHold"`
+
+	// The currency placed on hold is the quote currency for sell orders and base currency for buy orders.
+	OnHoldCurrency string `json:"onHoldCurrency"`
+
+	// Only for stop orders: The current price used in the trigger. This is based on the triggerAmount and triggerType.
+	TriggerPrice float64 `json:"triggerPrice"`
+
+	// Only for stop orders: The value used for the triggerType to determine the triggerPrice.
+	TriggerAmount float64 `json:"triggerAmount"`
+
+	// Only for stop orders.
+	// Enum: "price"
+	TriggerType string `json:"triggerType"`
+
+	// Only for stop orders: The reference price used for stop orders.
+	// Enum: "lastTrade" | "bestBid" | "bestAsk" | "midPrice"
+	TriggerReference string `json:"triggerReference"`
+
+	// Only for limit orders: Determines how long orders remain active.
+	// Possible values: Good-Til-Canceled (GTC), Immediate-Or-Cancel (IOC), Fill-Or-Kill (FOK).
+	// GTC orders will remain on the order book until they are filled or canceled.
+	// IOC orders will fill against existing orders, but will cancel any remaining amount after that.
+	// FOK orders will fill against existing orders in its entirety, or will be canceled (if the entire order cannot be filled).
+	// Enum: "GTC" | "IOC" | "FOK"
+	TimeInForce string `json:"timeInForce"`
+
+	// Default: false
+	PostOnly bool `json:"postOnly"`
+
+	// Self trading is not allowed on Bitvavo. Multiple options are available to prevent this from happening.
+	// The default ‘decrementAndCancel’ decrements both orders by the amount that would have been filled, which in turn cancels the smallest of the two orders.
+	// ‘cancelOldest’ will cancel the entire older order and places the new order.
+	// ‘cancelNewest’ will cancel the order that is submitted.
+	// ‘cancelBoth’ will cancel both the current and the old order.
+	// Default: "decrementAndCancel"
+	// Enum: "decrementAndCancel" | "cancelOldest" | "cancelNewest" | "cancelBoth"
+	SelfTradePrevention string `json:"selfTradePrevention"`
+
+	// Whether this order is visible on the order book.
+	Visible bool `json:"visible"`
+}

bitv/ticker.go

@@ -0,0 +1,18 @@
+package bitv
+
+type Ticker struct {
+	// The price of the best (highest) bid offer available, only sent when either bestBid or bestBidSize has changed.
+	BestBid float64 `json:"bestBid"`
+
+	// The size of the best (highest) bid offer available, only sent when either bestBid or bestBidSize has changed.
+	BestBidSize float64 `json:"bestBidSize"`
+
+	// The price of the best (lowest) ask offer available, only sent when either bestAsk or bestAskSize has changed.
+	BestAsk float64 `json:"bestAsk"`
+
+	// The size of the best (lowest) ask offer available, only sent when either bestAsk or bestAskSize has changed.
+	BestAskSize float64 `json:"bestAskSize"`
+
+	// The last price for which a trade has occurred, only sent when lastPrice has changed.
+	LastPrice float64 `json:"lastPrice"`
+}

bitv/ticker24h.go

@@ -0,0 +1,45 @@
+package bitv
+
+type Ticker24h struct {
+	// The open price of the 24 hour period.
+	Open float64 `json:"open"`
+
+	// The highest price for which a trade occurred in the 24 hour period.
+	High float64 `json:"high"`
+
+	// The lowest price for which a trade occurred in the 24 hour period.
+	Low float64 `json:"low"`
+
+	// The last price for which a trade occurred in the 24 hour period.
+	Last float64 `json:"last"`
+
+	// The total volume of the 24 hour period in base currency.
+	Volume float64 `json:"volume"`
+
+	// The total volume of the 24 hour period in quote currency.
+	VolumeQuote float64 `json:"volumeQuote"`
+
+	// The best (highest) bid offer at the current moment.
+	Bid float64 `json:"bid"`
+
+	// The size of the best (highest) bid offer.
+	BidSize float64 `json:"bidSize"`
+
+	// The best (lowest) ask offer at the current moment.
+	Ask float64 `json:"ask"`
+
+	// The size of the best (lowest) ask offer.
+	AskSize float64 `json:"askSize"`
+
+	// Timestamp in unix milliseconds.
+	Timestamp int64 `json:"timestamp"`
+
+	// Start timestamp in unix milliseconds.
+	StartTimestamp int64 `json:"startTimestamp"`
+
+	// Open timestamp in unix milliseconds.
+	OpenTimestamp int64 `json:"openTimestamp"`
+
+	// Close timestamp in unix milliseconds.
+	CloseTimestamp int64 `json:"closeTimestamp"`
+}

bitv/trade.go

@@ -0,0 +1,19 @@
+package bitv
+
+type Trade struct {
+	// The trade ID of the returned trade (UUID).
+	Id string `json:"id"`
+
+	// The amount in base currency for which the trade has been made.
+	Amount float64 `json:"amount"`
+
+	// The price in quote currency for which the trade has been made.
+	Price float64 `json:"price"`
+
+	// The side for the taker.
+	// Enum: "buy" | "sell"
+	Side string `json:"side"`
+
+	// Timestamp in unix milliseconds.
+	Timestamp int64 `json:"timestamp"`
+}

httpc/httpclientauth.go

@@ -2,11 +2,13 @@ package httpc
 
 import (
 	"fmt"
+
+	"github.com/larscom/go-bitvavo/v2/bitv"
 )
 
 type HttpClientAuth interface {
 	// GetBalance returns the balance on the account
-	GetBalance() ([]Balance, error)
+	GetBalance() ([]bitv.Balance, error)
 
 	// GetAccount returns generic information about your account
 	GetAccount() (any, error)
@@ -30,8 +32,8 @@ func newHttpClientAuth(updateRateLimit func(int), config *authConfig) *httpClien
 	}
 }
 
-func (c *httpClientAuth) GetBalance() ([]Balance, error) {
-	return httpGet[[]Balance](fmt.Sprintf("%s/balance", httpUrl), c.updateRateLimit, c.config)
+func (c *httpClientAuth) GetBalance() ([]bitv.Balance, error) {
+	return httpGet[[]bitv.Balance](fmt.Sprintf("%s/balance", httpUrl), c.updateRateLimit, c.config)
 }
 
 func (c *httpClientAuth) GetAccount() (any, error) {