BanExg - CryptoCurrency Exchange Trading Library

A Go library for cryptocurrency trading.
Currently supported exchanges: binance, china. Both implement the interface BanExchange

How to Use

var options = map[string]interface{}{}
// more option keys can be found by type `banexg.Opt...`
options[banexg.OptMarketType] = banexg.MarketLinear  // usd based future market
exchange, err := bex.New('binance', options)

// You can also instantiate an exchange object directly
// exchange, err := binance.NewExchange(options)

// exchange is a BanExchange interface object
res, err := exg.FetchOHLCV("ETH/USDT:USDT", "1d", 0, 10, nil)
if err != nil {
    panic(err)
}
for _, k := range res {
    fmt.Printf("%v, %v %v %v %v %v\n", k.Time, k.Open, k.High, k.Low, k.Close, int(k.Volume))
}

Complete Initialization Options

// The following parameters can be passed when initializing the exchange object
var options = map[string]interface{}{
    // Proxy server address
    banexg.OptProxy: "http://127.0.0.1:7890",  
    
    // API key configuration method 1: directly configure a single account
    banexg.OptApiKey: "your-api-key",      // API Key
    banexg.OptApiSecret: "your-secret",    // API Secret
    
    // API key configuration method 2: configure multiple accounts
    banexg.OptAccCreds: map[string]map[string]interface{}{
        "account1": {
            "ApiKey": "key1",
            "ApiSecret": "secret1", 
        },
        "account2": {
            "ApiKey": "key2", 
            "ApiSecret": "secret2",
        },
    },
    banexg.OptAccName: "account1",  // Set default account
    
    // HTTP request related
    banexg.OptUserAgent: "Mozilla/5.0",  // Custom User-Agent
    banexg.OptReqHeaders: map[string]string{  // Custom request headers
        "X-Custom": "value",
    },
    
    // Market type settings
    banexg.OptMarketType: banexg.MarketLinear,     // Set default market type: spot/contract etc
    banexg.OptContractType: banexg.MarketSwap,     // Set contract type: perpetual/delivery
    banexg.OptTimeInForce: banexg.TimeInForceGTC,  // Order validity type
    
    // WebSocket related
    banexg.OptWsIntvs: map[string]int{  // WebSocket subscription intervals (milliseconds)
        "WatchOrderBooks": 100,  // Orderbook subscription interval
    },
    
    // API retry settings
    banexg.OptRetries: map[string]int{  // API call retry count
        "FetchOrderBook": 3,     // Retry 3 times when fetching orderbook
        "FetchPositions": 2,     // Retry 2 times when fetching positions
    },
    
    // API cache settings
    banexg.OptApiCaches: map[string]int{  // API result cache time (seconds)
        "FetchMarkets": 3600,    // Cache market info for 1 hour
    },
    
    // Fee settings
    banexg.OptFees: map[string]map[string]float64{
        "linear": {              // USDT-M contract fees
            "maker": 0.0002,     // Maker fee rate
            "taker": 0.0004,     // Taker fee rate
        },
        "inverse": {             // Coin-M contract fees
            "maker": 0.0001,
            "taker": 0.0005,
        },
    },
    
    // Debug options
    banexg.OptDebugWS: true,    // Print WebSocket debug info
    banexg.OptDebugAPI: true,   // Print API debug info
    
    // Data capture and replay
    banexg.OptDumpPath: "./ws_dump",      // WebSocket data save path
    banexg.OptDumpBatchSize: 1000,        // Number of messages per batch save
    banexg.OptReplayPath: "./ws_replay",  // Replay data path
}

// Create exchange instance with parameters
exchange, err := bex.New("binance", options)
if err != nil {
    panic(err) 
}

All above parameters are optional, pass according to actual needs. Some important notes:

1. API key configuration supports two methods:

   • Directly configure single account via OptApiKey and OptApiSecret
   • Configure multiple accounts via OptAccCreds and specify default account with OptAccName

2. Market type (OptMarketType) options:

   • MarketSpot: Spot
   • MarketMargin: Margin
   • MarketLinear: USDT-M Futures
   • MarketInverse: Coin-M Futures
   • MarketOption: Options

3. Contract type (OptContractType) options:

   • MarketSwap: Perpetual contracts
   • MarketFuture: Delivery contracts

4. Time in force (OptTimeInForce) options:

   • TimeInForceGTC: Good Till Cancel
   • TimeInForceIOC: Immediate or Cancel
   • TimeInForceFOK: Fill or Kill
   • TimeInForceGTX: Good Till Crossing
   • TimeInForceGTD: Good Till Date
   • TimeInForcePO: Post Only

5. API cache and retry counts can be set individually for different interfaces

6. Fees can be set with different rates for different market types

API List

// Load market information
LoadMarkets(reload bool, params map[string]interface{}) (MarketMap, *errs.Error)
GetCurMarkets() MarketMap
GetMarket(symbol string) (*Market, *errs.Error)
MapMarket(rawID string, year int) (*Market, *errs.Error)
FetchTicker(symbol string, params map[string]interface{}) (*Ticker, *errs.Error)
FetchTickers(symbols []string, params map[string]interface{}) ([]*Ticker, *errs.Error)
FetchTickerPrice(symbol string, params map[string]interface{}) (map[string]float64, *errs.Error)
LoadLeverageBrackets(reload bool, params map[string]interface{}) *errs.Error
GetLeverage(symbol string, notional float64, account string) (float64, float64)
CheckSymbols(symbols ...string) ([]string, []string)
Info() *ExgInfo

// Fetch OHLCV, orderbook, funding rate etc
FetchOHLCV(symbol, timeframe string, since int64, limit int, params map[string]interface{}) ([]*Kline, *errs.Error)
FetchOrderBook(symbol string, limit int, params map[string]interface{}) (*OrderBook, *errs.Error)
FetchLastPrices(symbols []string, params map[string]interface{}) ([]*LastPrice, *errs.Error)
FetchFundingRate(symbol string, params map[string]interface{}) (*FundingRateCur, *errs.Error)
FetchFundingRates(symbols []string, params map[string]interface{}) ([]*FundingRateCur, *errs.Error)
FetchFundingRateHistory(symbol string, since int64, limit int, params map[string]interface{}) ([]*FundingRate, *errs.Error)

// Authentication: fetch orders, balance, positions
FetchOrder(symbol, orderId string, params map[string]interface{}) (*Order, *errs.Error)
FetchOrders(symbol string, since int64, limit int, params map[string]interface{}) ([]*Order, *errs.Error)
FetchBalance(params map[string]interface{}) (*Balances, *errs.Error)
FetchAccountPositions(symbols []string, params map[string]interface{}) ([]*Position, *errs.Error)
FetchPositions(symbols []string, params map[string]interface{}) ([]*Position, *errs.Error)
FetchOpenOrders(symbol string, since int64, limit int, params map[string]interface{}) ([]*Order, *errs.Error)
FetchIncomeHistory(inType string, symbol string, since int64, limit int, params map[string]interface{}) ([]*Income, *errs.Error)

// Authentication: create, modify, cancel orders
CreateOrder(symbol, odType, side string, amount, price float64, params map[string]interface{}) (*Order, *errs.Error)
EditOrder(symbol, orderId, side string, amount, price float64, params map[string]interface{}) (*Order, *errs.Error)
CancelOrder(id string, symbol string, params map[string]interface{}) (*Order, *errs.Error)

// Set/calculate fees; set leverage, calculate maintenance margin
SetFees(fees map[string]map[string]float64)
CalculateFee(symbol, odType, side string, amount float64, price float64, isMaker bool, params map[string]interface{}) (*Fee, *errs.Error)
SetLeverage(leverage float64, symbol string, params map[string]interface{}) (map[string]interface{}, *errs.Error)
CalcMaintMargin(symbol string, cost float64) (float64, *errs.Error)
Call(method string, params map[string]interface{}) (*HttpRes, *errs.Error)

// WebSocket related: watch orderbook, klines, mark price, trades, balance, positions, account config
WatchOrderBooks(symbols []string, limit int, params map[string]interface{}) (chan *OrderBook, *errs.Error)
UnWatchOrderBooks(symbols []string, params map[string]interface{}) *errs.Error
WatchOHLCVs(jobs [][2]string, params map[string]interface{}) (chan *PairTFKline, *errs.Error)
UnWatchOHLCVs(jobs [][2]string, params map[string]interface{}) *errs.Error
WatchMarkPrices(symbols []string, params map[string]interface{}) (chan map[string]float64, *errs.Error)
UnWatchMarkPrices(symbols []string, params map[string]interface{}) *errs.Error
WatchTrades(symbols []string, params map[string]interface{}) (chan *Trade, *errs.Error)
UnWatchTrades(symbols []string, params map[string]interface{}) *errs.Error
WatchMyTrades(params map[string]interface{}) (chan *MyTrade, *errs.Error)
WatchBalance(params map[string]interface{}) (chan *Balances, *errs.Error)
WatchPositions(params map[string]interface{}) (chan []*Position, *errs.Error)
WatchAccountConfig(params map[string]interface{}) (chan *AccountConfig, *errs.Error)

// WebSocket data capture and replay (for backtesting)
SetDump(path string) *errs.Error
SetReplay(path string) *errs.Error
GetReplayTo() int64
ReplayOne() *errs.Error
ReplayAll() *errs.Error
SetOnWsChan(cb FuncOnWsChan)

// Precision handling
PrecAmount(m *Market, amount float64) (float64, *errs.Error)
PrecPrice(m *Market, price float64) (float64, *errs.Error)
PrecCost(m *Market, cost float64) (float64, *errs.Error)
PrecFee(m *Market, fee float64) (float64, *errs.Error)

// Others
HasApi(key, market string) bool
SetOnHost(cb func(n string) string)
PriceOnePip(symbol string) (float64, *errs.Error)
IsContract(marketType string) bool
MilliSeconds() int64

GetAccount(id string) (*Account, *errs.Error)
SetMarketType(marketType, contractType string) *errs.Error
GetExg() *Exchange
Close() *errs.Error

Note

Use Options instead of direct fields assign to initialized a Exchange

When an exchange object is initialized, some fields of simple types like int will have default type values. When setting these in the Init method, it's impossible to distinguish whether the current value is one set by the user or the default value. Therefore, any configuration needed from outside should be passed in through Options, and then these Options should be read and set onto the corresponding fields in the Init method.

Market Type

	Spot	Margin	Contract Linear		Contract Inverse		Option
			Swap Linear	future Linear	swap Inverse	future Inverse	option linear	option inverse
Desc	spot	margin	USDⓈ-M Perpetual	USDⓈ-M Futures	COIN-M Perpetual	COIN-M Futures	USDⓈ-M Option	COIN-M Option

Raw Data Dictionary Return

The raw data returned by the exchange can be accessed through Info, and its type is map[string]interface{} or []map[string]interface{}.

Included types: Currency, ChainNetwork, Market, Ticker, Balances, Position, Order, Trade, MyTrade, FundingRate, FundingRateCur, LastPrice

Common parameter naming adjustments

ccxt.defaultType -> MarketType
The default market type of the current exchange. It can be set during initialization using OptMarketType or by modifying the MarketType property of the exchange at any time.
Valid Values: MarketSpot/MarketMargin/MarketLinear/MarketInverse/MarketOption
In ccxt, the naming of defaultType for Binance is inconsistent with other exchanges. In banexg, a unified naming convention has been applied.

ContractType
The contract type for the current exchange, with options of swap for perpetual contracts and future for contracts with an expiration date.
It can be set during initialization using OptContractType or by modifying the ContractType property of the exchange after initialization.

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