forked from f0cii/bitmex-api
/
order_book_api.go
174 lines (146 loc) · 7.12 KB
/
order_book_api.go
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/*
* BitMEX API
*
* ## REST API for the BitMEX Trading Platform [View 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. ##### Swagger Specification [⇩ Download Swagger JSON](swagger.json) ## 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
*/
package swagger
import (
"encoding/json"
"golang.org/x/net/context"
"net/http"
"net/url"
"strings"
)
// Linger please
var (
_ context.Context
)
type OrderBookApiService service
/* OrderBookApiService Get current orderbook [deprecated, use /orderBook/L2].
@param symbol Instrument symbol. Send a series (e.g. XBT) to get data for the nearest contract in that series.
@param optional (nil or map[string]interface{}) with one or more of:
@param "depth" (float32) Orderbook depth.
@return []OrderBook*/
func (a *OrderBookApiService) OrderBookGet(symbol string, localVarOptionals map[string]interface{}) ([]OrderBook, *http.Response, error) {
var (
localVarHttpMethod = strings.ToUpper("Get")
localVarPostBody interface{}
localVarFileName string
localVarFileBytes []byte
successPayload []OrderBook
)
// create path and map variables
localVarPath := a.client.cfg.BasePath + "/orderBook"
localVarHeaderParams := make(map[string]string)
localVarQueryParams := url.Values{}
localVarFormParams := url.Values{}
if err := typeCheckParameter(localVarOptionals["depth"], "float32", "depth"); err != nil {
return successPayload, nil, err
}
localVarQueryParams.Add("symbol", parameterToString(symbol, ""))
if localVarTempParam, localVarOk := localVarOptionals["depth"].(float32); localVarOk {
localVarQueryParams.Add("depth", parameterToString(localVarTempParam, ""))
}
// to determine the Content-Type header
localVarHttpContentTypes := []string{"application/json", "application/x-www-form-urlencoded"}
// set Content-Type header
localVarHttpContentType := selectHeaderContentType(localVarHttpContentTypes)
if localVarHttpContentType != "" {
localVarHeaderParams["Content-Type"] = localVarHttpContentType
}
// to determine the Accept header
localVarHttpHeaderAccepts := []string{
"application/json",
"application/xml",
"text/xml",
"application/javascript",
"text/javascript",
}
// set Accept header
localVarHttpHeaderAccept := selectHeaderAccept(localVarHttpHeaderAccepts)
if localVarHttpHeaderAccept != "" {
localVarHeaderParams["Accept"] = localVarHttpHeaderAccept
}
r, err := a.client.prepareRequest(nil, localVarPath, localVarHttpMethod, localVarPostBody, localVarHeaderParams, localVarQueryParams, localVarFormParams, localVarFileName, localVarFileBytes)
if err != nil {
return successPayload, nil, err
}
localVarHttpResponse, err := a.client.callAPI(r)
if err != nil || localVarHttpResponse == nil {
return successPayload, localVarHttpResponse, err
}
defer localVarHttpResponse.Body.Close()
if localVarHttpResponse.StatusCode >= 300 {
return successPayload, localVarHttpResponse, reportError(localVarHttpResponse.Status)
}
if err = json.NewDecoder(localVarHttpResponse.Body).Decode(&successPayload); err != nil {
return successPayload, localVarHttpResponse, err
}
return successPayload, localVarHttpResponse, err
}
/* OrderBookApiService Get current orderbook in vertical format.
@param symbol Instrument symbol. Send a series (e.g. XBT) to get data for the nearest contract in that series.
@param optional (nil or map[string]interface{}) with one or more of:
@param "depth" (float32) Orderbook depth per side. Send 0 for full depth.
@return []OrderBookL2*/
func (a *OrderBookApiService) OrderBookGetL2(symbol string, localVarOptionals map[string]interface{}) ([]OrderBookL2, *http.Response, error) {
var (
localVarHttpMethod = strings.ToUpper("Get")
localVarPostBody interface{}
localVarFileName string
localVarFileBytes []byte
successPayload []OrderBookL2
)
// create path and map variables
localVarPath := a.client.cfg.BasePath + "/orderBook/L2"
localVarHeaderParams := make(map[string]string)
localVarQueryParams := url.Values{}
localVarFormParams := url.Values{}
if err := typeCheckParameter(localVarOptionals["depth"], "float32", "depth"); err != nil {
return successPayload, nil, err
}
localVarQueryParams.Add("symbol", parameterToString(symbol, ""))
if localVarTempParam, localVarOk := localVarOptionals["depth"].(float32); localVarOk {
localVarQueryParams.Add("depth", parameterToString(localVarTempParam, ""))
}
// to determine the Content-Type header
localVarHttpContentTypes := []string{"application/json", "application/x-www-form-urlencoded"}
// set Content-Type header
localVarHttpContentType := selectHeaderContentType(localVarHttpContentTypes)
if localVarHttpContentType != "" {
localVarHeaderParams["Content-Type"] = localVarHttpContentType
}
// to determine the Accept header
localVarHttpHeaderAccepts := []string{
"application/json",
"application/xml",
"text/xml",
"application/javascript",
"text/javascript",
}
// set Accept header
localVarHttpHeaderAccept := selectHeaderAccept(localVarHttpHeaderAccepts)
if localVarHttpHeaderAccept != "" {
localVarHeaderParams["Accept"] = localVarHttpHeaderAccept
}
r, err := a.client.prepareRequest(nil, localVarPath, localVarHttpMethod, localVarPostBody, localVarHeaderParams, localVarQueryParams, localVarFormParams, localVarFileName, localVarFileBytes)
if err != nil {
return successPayload, nil, err
}
localVarHttpResponse, err := a.client.callAPI(r)
if err != nil || localVarHttpResponse == nil {
return successPayload, localVarHttpResponse, err
}
defer localVarHttpResponse.Body.Close()
if localVarHttpResponse.StatusCode >= 300 {
return successPayload, localVarHttpResponse, reportError(localVarHttpResponse.Status)
}
if err = json.NewDecoder(localVarHttpResponse.Body).Decode(&successPayload); err != nil {
return successPayload, localVarHttpResponse, err
}
return successPayload, localVarHttpResponse, err
}