108 lines
3.0 KiB
Go
108 lines
3.0 KiB
Go
package bybitapi
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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 Result
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//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Result
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type IntervalSign string
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const (
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IntervalSignDay IntervalSign = "D"
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IntervalSignWeek IntervalSign = "W"
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IntervalSignMonth IntervalSign = "M"
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)
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type KLinesResponse struct {
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Symbol string `json:"symbol"`
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// An string array of individual candle
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// Sort in reverse by startTime
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List []KLine `json:"list"`
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Category Category `json:"category"`
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}
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type KLine struct {
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// list[0]: startTime, Start time of the candle (ms)
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StartTime types.MillisecondTimestamp
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// list[1]: openPrice
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Open fixedpoint.Value
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// list[2]: highPrice
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High fixedpoint.Value
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// list[3]: lowPrice
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Low fixedpoint.Value
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// list[4]: closePrice
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Close fixedpoint.Value
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// list[5]: volume, Trade volume. Unit of contract: pieces of contract. Unit of spot: quantity of coins
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Volume fixedpoint.Value
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// list[6]: turnover, Turnover. Unit of figure: quantity of quota coin
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TurnOver fixedpoint.Value
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}
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const KLinesArrayLen = 7
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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.StartTime)
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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.TurnOver = values[5]
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return nil
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}
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//go:generate GetRequest -url "/v5/market/kline" -type GetKLinesRequest -responseDataType .KLinesResponse
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type GetKLinesRequest struct {
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client requestgen.APIClient
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category Category `param:"category,query" validValues:"spot"`
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symbol string `param:"symbol,query"`
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// Kline interval.
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// - 1,3,5,15,30,60,120,240,360,720: minute
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// - D: day
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// - M: month
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// - W: week
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interval string `param:"interval,query" validValues:"1,3,5,15,30,60,120,240,360,720,D,W,M"`
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startTime *time.Time `param:"start,query,milliseconds"`
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endTime *time.Time `param:"end,query,milliseconds"`
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// Limit for data size per page. [1, 1000]. Default: 200
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limit *uint64 `param:"limit,query"`
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}
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func (c *RestClient) NewGetKLinesRequest() *GetKLinesRequest {
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return &GetKLinesRequest{
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client: c,
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category: CategorySpot,
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}
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}
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