84 lines
2.4 KiB
Go
84 lines
2.4 KiB
Go
package bitgetapi
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import (
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"encoding/json"
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"fmt"
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"time"
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"github.com/c9s/requestgen"
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"git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint"
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"git.qtrade.icu/lychiyu/bbgo/pkg/types"
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)
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//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
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//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
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type KLine struct {
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// System timestamp, Unix millisecond timestamp, e.g. 1690196141868
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Ts types.MillisecondTimestamp
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Open fixedpoint.Value
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High fixedpoint.Value
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Low fixedpoint.Value
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Close fixedpoint.Value
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// Trading volume in base currency, e.g. "BTC" in the "BTCUSD" pair.
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Volume fixedpoint.Value
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// Trading volume in quote currency, e.g. "USD" in the "BTCUSD" pair.
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QuoteVolume fixedpoint.Value
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// Trading volume in USDT
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UsdtVolume fixedpoint.Value
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}
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type KLineResponse []KLine
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const KLinesArrayLen = 8
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func (k *KLine) UnmarshalJSON(data []byte) error {
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var jsonArr []json.RawMessage
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err := json.Unmarshal(data, &jsonArr)
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if err != nil {
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return fmt.Errorf("failed to unmarshal jsonRawMessage: %v, err: %w", string(data), err)
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}
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if len(jsonArr) != KLinesArrayLen {
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return fmt.Errorf("unexpected K Lines array length: %d, exp: %d", len(jsonArr), KLinesArrayLen)
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}
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err = json.Unmarshal(jsonArr[0], &k.Ts)
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if err != nil {
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return fmt.Errorf("failed to unmarshal resp index 0: %v, err: %w", string(jsonArr[0]), err)
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}
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values := make([]fixedpoint.Value, len(jsonArr)-1)
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for i, jsonRaw := range jsonArr[1:] {
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err = json.Unmarshal(jsonRaw, &values[i])
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if err != nil {
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return fmt.Errorf("failed to unmarshal resp index %d: %v, err: %w", i+1, string(jsonRaw), err)
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}
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}
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k.Open = values[0]
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k.High = values[1]
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k.Low = values[2]
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k.Close = values[3]
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k.Volume = values[4]
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k.QuoteVolume = values[5]
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k.UsdtVolume = values[6]
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return nil
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}
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//go:generate GetRequest -url "/api/v2/spot/market/candles" -type GetKLineRequest -responseDataType .KLineResponse
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type GetKLineRequest struct {
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client requestgen.APIClient
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symbol string `param:"symbol,query"`
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granularity string `param:"granularity,query"`
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startTime *time.Time `param:"startTime,milliseconds,query"`
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endTime *time.Time `param:"endTime,milliseconds,query"`
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// Limit number default 100 max 1000
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limit *string `param:"limit,query"`
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}
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func (s *Client) NewGetKLineRequest() *GetKLineRequest {
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return &GetKLineRequest{client: s.Client}
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}
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