mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-22 14:55:16 +00:00
Merge pull request #1408 from c9s/narumi/wise
This commit is contained in:
commit
08a09c2fee
4
go.sum
4
go.sum
|
@ -82,10 +82,6 @@ github.com/bytedance/sonic v1.9.1 h1:6iJ6NqdoxCDr6mbY8h18oSO+cShGSMRGCEo7F2h0x8s
|
|||
github.com/bytedance/sonic v1.9.1/go.mod h1:i736AoUSYt75HyZLoJW9ERYxcy6eaN6h4BZXU064P/U=
|
||||
github.com/c-bata/goptuna v0.8.1 h1:25+n1MLv0yvCsD56xv4nqIus3oLHL9GuPAZDLIqmX1U=
|
||||
github.com/c-bata/goptuna v0.8.1/go.mod h1:knmS8+Iyq5PPy1YUeIEq0pMFR4Y6x7z/CySc9HlZTCY=
|
||||
github.com/c9s/requestgen v1.3.4 h1:kK2rIO3OAt9JoY5gT0OSkSpq0dy/+JeuI22FwSKpUrY=
|
||||
github.com/c9s/requestgen v1.3.4/go.mod h1:wp4saiPdh0zLF5AkopGCqPQfy9Q5xvRh+TQBOA1l1r4=
|
||||
github.com/c9s/requestgen v1.3.5 h1:iGYAP0rWQW3JOo+Z3S0SoenSt581IQ9mupJxRFCrCJs=
|
||||
github.com/c9s/requestgen v1.3.5/go.mod h1:QwkZudcv84kJ8g9+E0RDTj+13btFXbTvv2aI+zbuLbc=
|
||||
github.com/c9s/requestgen v1.3.6 h1:ul7dZ2uwGYjNBjreooRfSY10WTXvQmQSjZsHebz6QfE=
|
||||
github.com/c9s/requestgen v1.3.6/go.mod h1:QwkZudcv84kJ8g9+E0RDTj+13btFXbTvv2aI+zbuLbc=
|
||||
github.com/c9s/rockhopper v1.2.2-0.20220617053729-ffdc87df194b h1:wT8c03PHLv7+nZUIGqxAzRvIfYHNxMCNVWwvdGkOXTs=
|
||||
|
|
25
pkg/datasource/wise/README.md
Normal file
25
pkg/datasource/wise/README.md
Normal file
|
@ -0,0 +1,25 @@
|
|||
# Wise
|
||||
|
||||
[Wise API Docs](https://docs.wise.com/api-docs)
|
||||
|
||||
```go
|
||||
c := wise.NewClient()
|
||||
c.Auth(os.Getenv("WISE_TOKEN"))
|
||||
|
||||
ctx := context.Background()
|
||||
rates, err := c.QueryRate(ctx, "USD", "TWD")
|
||||
if err != nil {
|
||||
panic(err)
|
||||
}
|
||||
fmt.Printf("%+v\n", rates)
|
||||
|
||||
// or
|
||||
now := time.Now()
|
||||
rates, err = c.QueryRateHistory(ctx, "USD", "TWD", now.Add(-time.Hour*24*7), now, types.Interval1h)
|
||||
if err != nil {
|
||||
panic(err)
|
||||
}
|
||||
for _, rate := range rates {
|
||||
fmt.Printf("%+v\n", rate)
|
||||
}
|
||||
```
|
80
pkg/datasource/wise/client.go
Normal file
80
pkg/datasource/wise/client.go
Normal file
|
@ -0,0 +1,80 @@
|
|||
package wise
|
||||
|
||||
import (
|
||||
"context"
|
||||
"fmt"
|
||||
"net/http"
|
||||
"net/url"
|
||||
"time"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/types"
|
||||
"github.com/c9s/requestgen"
|
||||
)
|
||||
|
||||
const (
|
||||
defaultHTTPTimeout = time.Second * 15
|
||||
defaultBaseURL = "https://api.transferwise.com"
|
||||
sandboxBaseURL = "https://api.sandbox.transferwise.tech"
|
||||
)
|
||||
|
||||
type Client struct {
|
||||
requestgen.BaseAPIClient
|
||||
|
||||
token string
|
||||
}
|
||||
|
||||
func NewClient() *Client {
|
||||
u, err := url.Parse(defaultBaseURL)
|
||||
if err != nil {
|
||||
panic(err)
|
||||
}
|
||||
|
||||
return &Client{
|
||||
BaseAPIClient: requestgen.BaseAPIClient{
|
||||
BaseURL: u,
|
||||
HttpClient: &http.Client{
|
||||
Timeout: defaultHTTPTimeout,
|
||||
},
|
||||
},
|
||||
}
|
||||
}
|
||||
|
||||
func (c *Client) Auth(token string) {
|
||||
c.token = token
|
||||
}
|
||||
|
||||
func (c *Client) NewAuthenticatedRequest(ctx context.Context, method, refURL string, params url.Values, payload interface{}) (*http.Request, error) {
|
||||
req, err := c.NewRequest(ctx, method, refURL, params, payload)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
req.Header.Add("Content-Type", "application/json")
|
||||
|
||||
if c.token != "" {
|
||||
req.Header.Set("Authorization", "Bearer "+c.token)
|
||||
}
|
||||
return req, nil
|
||||
}
|
||||
|
||||
func (c *Client) QueryRate(ctx context.Context, source string, target string) ([]Rate, error) {
|
||||
req := c.NewRateRequest().Source(source).Target(target)
|
||||
return req.Do(ctx)
|
||||
}
|
||||
|
||||
func (c *Client) QueryRateHistory(ctx context.Context, source string, target string, from time.Time, to time.Time, interval types.Interval) ([]Rate, error) {
|
||||
req := c.NewRateRequest().Source(source).Target(target).From(from).To(to)
|
||||
|
||||
switch interval {
|
||||
case types.Interval1h:
|
||||
req.Group(GroupHour)
|
||||
case types.Interval1d:
|
||||
req.Group(GroupDay)
|
||||
case types.Interval1m:
|
||||
req.Group(GroupMinute)
|
||||
default:
|
||||
return nil, fmt.Errorf("unsupported interval: %s", interval)
|
||||
}
|
||||
|
||||
return req.Do(ctx)
|
||||
}
|
9
pkg/datasource/wise/group.go
Normal file
9
pkg/datasource/wise/group.go
Normal file
|
@ -0,0 +1,9 @@
|
|||
package wise
|
||||
|
||||
type Group string
|
||||
|
||||
const (
|
||||
GroupMinute = Group("minute")
|
||||
GroupHour = Group("hour")
|
||||
GroupDay = Group("day")
|
||||
)
|
10
pkg/datasource/wise/rate.go
Normal file
10
pkg/datasource/wise/rate.go
Normal file
|
@ -0,0 +1,10 @@
|
|||
package wise
|
||||
|
||||
import "github.com/c9s/bbgo/pkg/fixedpoint"
|
||||
|
||||
type Rate struct {
|
||||
Value fixedpoint.Value `json:"rate"`
|
||||
Target string `json:"target"`
|
||||
Source string `json:"source"`
|
||||
Time Time `json:"time"`
|
||||
}
|
27
pkg/datasource/wise/rate_request.go
Normal file
27
pkg/datasource/wise/rate_request.go
Normal file
|
@ -0,0 +1,27 @@
|
|||
package wise
|
||||
|
||||
import (
|
||||
"time"
|
||||
|
||||
"github.com/c9s/requestgen"
|
||||
)
|
||||
|
||||
// https://docs.wise.com/api-docs/api-reference/rate
|
||||
|
||||
//go:generate requestgen -method GET -url "/v1/rates" -type RateRequest -responseType []Rate
|
||||
type RateRequest struct {
|
||||
client requestgen.AuthenticatedAPIClient
|
||||
|
||||
source string `param:"source"`
|
||||
target string `param:"target"`
|
||||
time *time.Time `param:"time" timeFormat:"2006-01-02T15:04:05-0700"`
|
||||
from *time.Time `param:"from" timeFormat:"2006-01-02T15:04:05-0700"`
|
||||
to *time.Time `param:"to" timeFormat:"2006-01-02T15:04:05-0700"`
|
||||
group *Group `param:"group"`
|
||||
}
|
||||
|
||||
func (c *Client) NewRateRequest() *RateRequest {
|
||||
return &RateRequest{
|
||||
client: c,
|
||||
}
|
||||
}
|
229
pkg/datasource/wise/rate_request_requestgen.go
Normal file
229
pkg/datasource/wise/rate_request_requestgen.go
Normal file
|
@ -0,0 +1,229 @@
|
|||
// Code generated by "requestgen -method GET -url /v1/rates -type RateRequest -responseType []Rate"; DO NOT EDIT.
|
||||
|
||||
package wise
|
||||
|
||||
import (
|
||||
"context"
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"net/url"
|
||||
"reflect"
|
||||
"regexp"
|
||||
"time"
|
||||
)
|
||||
|
||||
func (r *RateRequest) Source(source string) *RateRequest {
|
||||
r.source = source
|
||||
return r
|
||||
}
|
||||
|
||||
func (r *RateRequest) Target(target string) *RateRequest {
|
||||
r.target = target
|
||||
return r
|
||||
}
|
||||
|
||||
func (r *RateRequest) Time(time time.Time) *RateRequest {
|
||||
r.time = &time
|
||||
return r
|
||||
}
|
||||
|
||||
func (r *RateRequest) From(from time.Time) *RateRequest {
|
||||
r.from = &from
|
||||
return r
|
||||
}
|
||||
|
||||
func (r *RateRequest) To(to time.Time) *RateRequest {
|
||||
r.to = &to
|
||||
return r
|
||||
}
|
||||
|
||||
func (r *RateRequest) Group(group Group) *RateRequest {
|
||||
r.group = &group
|
||||
return r
|
||||
}
|
||||
|
||||
// GetQueryParameters builds and checks the query parameters and returns url.Values
|
||||
func (r *RateRequest) GetQueryParameters() (url.Values, error) {
|
||||
var params = map[string]interface{}{}
|
||||
|
||||
query := url.Values{}
|
||||
for _k, _v := range params {
|
||||
query.Add(_k, fmt.Sprintf("%v", _v))
|
||||
}
|
||||
|
||||
return query, nil
|
||||
}
|
||||
|
||||
// GetParameters builds and checks the parameters and return the result in a map object
|
||||
func (r *RateRequest) GetParameters() (map[string]interface{}, error) {
|
||||
var params = map[string]interface{}{}
|
||||
// check source field -> json key source
|
||||
source := r.source
|
||||
|
||||
// assign parameter of source
|
||||
params["source"] = source
|
||||
// check target field -> json key target
|
||||
target := r.target
|
||||
|
||||
// assign parameter of target
|
||||
params["target"] = target
|
||||
// check time field -> json key time
|
||||
if r.time != nil {
|
||||
time := *r.time
|
||||
|
||||
// assign parameter of time
|
||||
params["time"] = time.Format("2006-01-02T15:04:05-0700")
|
||||
} else {
|
||||
}
|
||||
// check from field -> json key from
|
||||
if r.from != nil {
|
||||
from := *r.from
|
||||
|
||||
// assign parameter of from
|
||||
params["from"] = from.Format("2006-01-02T15:04:05-0700")
|
||||
} else {
|
||||
}
|
||||
// check to field -> json key to
|
||||
if r.to != nil {
|
||||
to := *r.to
|
||||
|
||||
// assign parameter of to
|
||||
params["to"] = to.Format("2006-01-02T15:04:05-0700")
|
||||
} else {
|
||||
}
|
||||
// check group field -> json key group
|
||||
if r.group != nil {
|
||||
group := *r.group
|
||||
|
||||
// assign parameter of group
|
||||
params["group"] = group
|
||||
} else {
|
||||
}
|
||||
|
||||
return params, nil
|
||||
}
|
||||
|
||||
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
|
||||
func (r *RateRequest) GetParametersQuery() (url.Values, error) {
|
||||
query := url.Values{}
|
||||
|
||||
params, err := r.GetParameters()
|
||||
if err != nil {
|
||||
return query, err
|
||||
}
|
||||
|
||||
for _k, _v := range params {
|
||||
if r.isVarSlice(_v) {
|
||||
r.iterateSlice(_v, func(it interface{}) {
|
||||
query.Add(_k+"[]", fmt.Sprintf("%v", it))
|
||||
})
|
||||
} else {
|
||||
query.Add(_k, fmt.Sprintf("%v", _v))
|
||||
}
|
||||
}
|
||||
|
||||
return query, nil
|
||||
}
|
||||
|
||||
// GetParametersJSON converts the parameters from GetParameters into the JSON format
|
||||
func (r *RateRequest) GetParametersJSON() ([]byte, error) {
|
||||
params, err := r.GetParameters()
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return json.Marshal(params)
|
||||
}
|
||||
|
||||
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
|
||||
func (r *RateRequest) GetSlugParameters() (map[string]interface{}, error) {
|
||||
var params = map[string]interface{}{}
|
||||
|
||||
return params, nil
|
||||
}
|
||||
|
||||
func (r *RateRequest) applySlugsToUrl(url string, slugs map[string]string) string {
|
||||
for _k, _v := range slugs {
|
||||
needleRE := regexp.MustCompile(":" + _k + "\\b")
|
||||
url = needleRE.ReplaceAllString(url, _v)
|
||||
}
|
||||
|
||||
return url
|
||||
}
|
||||
|
||||
func (r *RateRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
|
||||
sliceValue := reflect.ValueOf(slice)
|
||||
for _i := 0; _i < sliceValue.Len(); _i++ {
|
||||
it := sliceValue.Index(_i).Interface()
|
||||
_f(it)
|
||||
}
|
||||
}
|
||||
|
||||
func (r *RateRequest) isVarSlice(_v interface{}) bool {
|
||||
rt := reflect.TypeOf(_v)
|
||||
switch rt.Kind() {
|
||||
case reflect.Slice:
|
||||
return true
|
||||
}
|
||||
return false
|
||||
}
|
||||
|
||||
func (r *RateRequest) GetSlugsMap() (map[string]string, error) {
|
||||
slugs := map[string]string{}
|
||||
params, err := r.GetSlugParameters()
|
||||
if err != nil {
|
||||
return slugs, nil
|
||||
}
|
||||
|
||||
for _k, _v := range params {
|
||||
slugs[_k] = fmt.Sprintf("%v", _v)
|
||||
}
|
||||
|
||||
return slugs, nil
|
||||
}
|
||||
|
||||
// GetPath returns the request path of the API
|
||||
func (r *RateRequest) GetPath() string {
|
||||
return "/v1/rates"
|
||||
}
|
||||
|
||||
// Do generates the request object and send the request object to the API endpoint
|
||||
func (r *RateRequest) Do(ctx context.Context) ([]Rate, error) {
|
||||
|
||||
// empty params for GET operation
|
||||
var params interface{}
|
||||
query, err := r.GetParametersQuery()
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
var apiURL string
|
||||
|
||||
apiURL = r.GetPath()
|
||||
|
||||
req, err := r.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
response, err := r.client.SendRequest(req)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
var apiResponse []Rate
|
||||
if err := response.DecodeJSON(&apiResponse); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
type responseValidator interface {
|
||||
Validate() error
|
||||
}
|
||||
validator, ok := interface{}(apiResponse).(responseValidator)
|
||||
if ok {
|
||||
if err := validator.Validate(); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
}
|
||||
return apiResponse, nil
|
||||
}
|
34
pkg/datasource/wise/time.go
Normal file
34
pkg/datasource/wise/time.go
Normal file
|
@ -0,0 +1,34 @@
|
|||
package wise
|
||||
|
||||
import (
|
||||
"encoding/json"
|
||||
"time"
|
||||
)
|
||||
|
||||
const layout = "2006-01-02T15:04:05-0700"
|
||||
|
||||
type Time time.Time
|
||||
|
||||
func (t Time) Time() time.Time {
|
||||
return time.Time(t)
|
||||
}
|
||||
|
||||
func (t Time) String() string {
|
||||
return time.Time(t).Format(layout)
|
||||
}
|
||||
|
||||
func (t *Time) UnmarshalJSON(data []byte) error {
|
||||
var s string
|
||||
err := json.Unmarshal(data, &s)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
parsed, err := time.Parse(layout, s)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
*t = Time(parsed)
|
||||
return nil
|
||||
}
|
Loading…
Reference in New Issue
Block a user