okex: add order detail request

examples/okex-book/main.go

@@ -109,6 +109,9 @@ var rootCmd = &cobra.Command{
 		log.Infof("place order response: %+v", placeResponse)
 		time.Sleep(time.Second)
 
+
+		client.NewOrderDetailsRequest()
+
 		cancelResponse, err := client.NewCancelOrderRequest().
 			InstrumentID("LTC-USDT").
 			OrderID(placeResponse.OrderID).

pkg/exchange/okex/okexapi/client.go

@@ -2,7 +2,6 @@ package okexapi
 
 import (
 	"bytes"
-	"context"
 	"crypto/hmac"
 	"crypto/sha256"
 	"encoding/base64"
@@ -375,302 +374,36 @@ type OrderResponse struct {
 	Message       string `json:"sMsg"`
 }
 
-type PlaceOrderRequest struct {
-	client *RestClient
-
-	instId string
-
-	// tdMode
-	// margin mode: "cross", "isolated"
-	// non-margin mode cash
-	tdMode string
-
-	// A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 32 characters.
-	clientOrderID *string
-
-	// A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 8 characters.
-	tag *string
-
-	// "buy" or "sell"
-	side SideType
-
-	ordType OrderType
-
-	// sz Quantity
-	sz string
-
-	// price
-	px *string
-}
-
-func (r *PlaceOrderRequest) InstrumentID(instID string) *PlaceOrderRequest {
-	r.instId = instID
-	return r
-}
-
-func (r *PlaceOrderRequest) TradeMode(mode string) *PlaceOrderRequest {
-	r.tdMode = mode
-	return r
-}
-
-func (r *PlaceOrderRequest) ClientOrderID(clientOrderID string) *PlaceOrderRequest {
-	r.clientOrderID = &clientOrderID
-	return r
-}
-
-func (r *PlaceOrderRequest) Side(side SideType) *PlaceOrderRequest {
-	r.side = side
-	return r
-}
-
-func (r *PlaceOrderRequest) Quantity(quantity string) *PlaceOrderRequest {
-	r.sz = quantity
-	return r
-}
-
-func (r *PlaceOrderRequest) Price(price string) *PlaceOrderRequest {
-	r.px = &price
-	return r
-}
-
-func (r *PlaceOrderRequest) OrderType(orderType OrderType) *PlaceOrderRequest {
-	r.ordType = orderType
-	return r
-}
-
-func (r *PlaceOrderRequest) Parameters() map[string]interface{} {
-	payload := map[string]interface{}{}
-
-	payload["instId"] = r.instId
-
-	if r.tdMode == "" {
-		payload["tdMode"] = "cash"
-	} else {
-		payload["tdMode"] = r.tdMode
-	}
-
-	if r.clientOrderID != nil {
-		payload["clOrdId"] = r.clientOrderID
-	}
-
-	payload["side"] = r.side
-	payload["ordType"] = r.ordType
-	payload["sz"] = r.sz
-	if r.px != nil {
-		payload["px"] = r.px
-	}
-
-	if r.tag != nil {
-		payload["tag"] = r.tag
-	}
-
-	return payload
-}
-
-func (r *PlaceOrderRequest) Do(ctx context.Context) (*OrderResponse, error) {
-	payload := r.Parameters()
-	req, err := r.client.newAuthenticatedRequest("POST", "/api/v5/trade/order", nil, payload)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := r.client.sendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var orderResponse struct {
-		Code    string          `json:"code"`
-		Message string          `json:"msg"`
-		Data    []OrderResponse `json:"data"`
-	}
-	if err := response.DecodeJSON(&orderResponse); err != nil {
-		return nil, err
-	}
-
-	if len(orderResponse.Data) == 0 {
-		return nil, errors.New("order create error")
-	}
-
-	return &orderResponse.Data[0], nil
-}
-
 func (c *RestClient) NewPlaceOrderRequest() *PlaceOrderRequest {
 	return &PlaceOrderRequest{
 		client: c,
 	}
 }
 
-type BatchPlaceOrderRequest struct {
-	client *RestClient
-
-	reqs []*PlaceOrderRequest
-}
-
-func (r *BatchPlaceOrderRequest) Add(reqs ...*PlaceOrderRequest) *BatchPlaceOrderRequest {
-	r.reqs = append(r.reqs, reqs...)
-	return r
-}
-
-func (r *BatchPlaceOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) {
-	var parameterList []map[string]interface{}
-
-	for _, req := range r.reqs {
-		params := req.Parameters()
-		parameterList = append(parameterList, params)
-	}
-
-	req, err := r.client.newAuthenticatedRequest("POST", "/api/v5/trade/batch-orders", nil, parameterList)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := r.client.sendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var orderResponse struct {
-		Code    string          `json:"code"`
-		Message string          `json:"msg"`
-		Data    []OrderResponse `json:"data"`
-	}
-	if err := response.DecodeJSON(&orderResponse); err != nil {
-		return nil, err
-	}
-
-	return orderResponse.Data, nil
-}
-
 func (c *RestClient) NewBatchPlaceOrderRequest() *BatchPlaceOrderRequest {
 	return &BatchPlaceOrderRequest{
 		client: c,
 	}
 }
 
-type CancelOrderRequest struct {
-	client *RestClient
-
-	instId  string
-	ordId   *string
-	clOrdId *string
-}
-
-func (r *CancelOrderRequest) InstrumentID(instId string) *CancelOrderRequest {
-	r.instId = instId
-	return r
-}
-
-func (r *CancelOrderRequest) OrderID(orderID string) *CancelOrderRequest {
-	r.ordId = &orderID
-	return r
-}
-
-func (r *CancelOrderRequest) ClientOrderID(clientOrderID string) *CancelOrderRequest {
-	r.clOrdId = &clientOrderID
-	return r
-}
-
-func (r *CancelOrderRequest) Parameters() map[string]interface{} {
-	var payload = map[string]interface{}{
-		"instId": r.instId,
-	}
-
-	if r.ordId != nil {
-		payload["ordId"] = r.ordId
-	} else if r.clOrdId != nil {
-		payload["clOrdId"] = r.clOrdId
-	}
-
-	return payload
-}
-
-func (r *CancelOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) {
-	var payload = r.Parameters()
-
-	if r.ordId == nil && r.clOrdId != nil {
-		return nil, errors.New("either orderID or clientOrderID is required for canceling order")
-	}
-
-	req, err := r.client.newAuthenticatedRequest("POST", "/api/v5/trade/cancel-order", nil, payload)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := r.client.sendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var orderResponse struct {
-		Code    string          `json:"code"`
-		Message string          `json:"msg"`
-		Data    []OrderResponse `json:"data"`
-	}
-	if err := response.DecodeJSON(&orderResponse); err != nil {
-		return nil, err
-	}
-
-	return orderResponse.Data, nil
-}
-
 func (c *RestClient) NewCancelOrderRequest() *CancelOrderRequest {
 	return &CancelOrderRequest{
 		client: c,
 	}
 }
 
-type BatchCancelOrderRequest struct {
-	client *RestClient
-
-	reqs []*CancelOrderRequest
-}
-
-func (r *BatchCancelOrderRequest) Add(reqs ...*CancelOrderRequest) *BatchCancelOrderRequest {
-	r.reqs = append(r.reqs, reqs...)
-	return r
-}
-
-func (r *BatchCancelOrderRequest) Do(ctx context.Context) (*OrderResponse, error) {
-	var parameterList []map[string]interface{}
-
-	for _, req := range r.reqs {
-		params := req.Parameters()
-		parameterList = append(parameterList, params)
-	}
-
-	req, err := r.client.newAuthenticatedRequest("POST", "/api/v5/trade/cancel-batch-orders", nil, parameterList)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := r.client.sendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var orderResponse struct {
-		Code    string          `json:"code"`
-		Message string          `json:"msg"`
-		Data    []OrderResponse `json:"data"`
-	}
-	if err := response.DecodeJSON(&orderResponse); err != nil {
-		return nil, err
-	}
-
-	if len(orderResponse.Data) == 0 {
-		return nil, errors.New("order create error")
-	}
-
-	return &orderResponse.Data[0], nil
-}
-
 func (c *RestClient) NewBatchCancelOrderRequest() *BatchCancelOrderRequest {
 	return &BatchCancelOrderRequest{
 		client: c,
 	}
 }
 
+func (c *RestClient) NewOrderDetailsRequest() *OrderDetailsRequest {
+	return &OrderDetailsRequest{
+		client: c,
+	}
+}
+
 func sign(payload string, secret string) string {
 	var sig = hmac.New(sha256.New, []byte(secret))
 	_, err := sig.Write([]byte(payload))

pkg/exchange/okex/okexapi/trade.go

@@ -0,0 +1,381 @@
+package okexapi
+
+import (
+	"context"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/pkg/errors"
+)
+
+type CancelOrderRequest struct {
+	client *RestClient
+
+	instId  string
+	ordId   *string
+	clOrdId *string
+}
+
+func (r *CancelOrderRequest) InstrumentID(instId string) *CancelOrderRequest {
+	r.instId = instId
+	return r
+}
+
+func (r *CancelOrderRequest) OrderID(orderID string) *CancelOrderRequest {
+	r.ordId = &orderID
+	return r
+}
+
+func (r *CancelOrderRequest) ClientOrderID(clientOrderID string) *CancelOrderRequest {
+	r.clOrdId = &clientOrderID
+	return r
+}
+
+func (r *CancelOrderRequest) Parameters() map[string]interface{} {
+	var payload = map[string]interface{}{
+		"instId": r.instId,
+	}
+
+	if r.ordId != nil {
+		payload["ordId"] = r.ordId
+	} else if r.clOrdId != nil {
+		payload["clOrdId"] = r.clOrdId
+	}
+
+	return payload
+}
+
+func (r *CancelOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) {
+	var payload = r.Parameters()
+
+	if r.ordId == nil && r.clOrdId != nil {
+		return nil, errors.New("either orderID or clientOrderID is required for canceling order")
+	}
+
+	req, err := r.client.newAuthenticatedRequest("POST", "/api/v5/trade/cancel-order", nil, payload)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := r.client.sendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var orderResponse struct {
+		Code    string          `json:"code"`
+		Message string          `json:"msg"`
+		Data    []OrderResponse `json:"data"`
+	}
+	if err := response.DecodeJSON(&orderResponse); err != nil {
+		return nil, err
+	}
+
+	return orderResponse.Data, nil
+}
+
+type BatchCancelOrderRequest struct {
+	client *RestClient
+
+	reqs []*CancelOrderRequest
+}
+
+func (r *BatchCancelOrderRequest) Add(reqs ...*CancelOrderRequest) *BatchCancelOrderRequest {
+	r.reqs = append(r.reqs, reqs...)
+	return r
+}
+
+func (r *BatchCancelOrderRequest) Do(ctx context.Context) (*OrderResponse, error) {
+	var parameterList []map[string]interface{}
+
+	for _, req := range r.reqs {
+		params := req.Parameters()
+		parameterList = append(parameterList, params)
+	}
+
+	req, err := r.client.newAuthenticatedRequest("POST", "/api/v5/trade/cancel-batch-orders", nil, parameterList)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := r.client.sendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var orderResponse struct {
+		Code    string          `json:"code"`
+		Message string          `json:"msg"`
+		Data    []OrderResponse `json:"data"`
+	}
+	if err := response.DecodeJSON(&orderResponse); err != nil {
+		return nil, err
+	}
+
+	if len(orderResponse.Data) == 0 {
+		return nil, errors.New("order create error")
+	}
+
+	return &orderResponse.Data[0], nil
+}
+
+type BatchPlaceOrderRequest struct {
+	client *RestClient
+
+	reqs []*PlaceOrderRequest
+}
+
+func (r *BatchPlaceOrderRequest) Add(reqs ...*PlaceOrderRequest) *BatchPlaceOrderRequest {
+	r.reqs = append(r.reqs, reqs...)
+	return r
+}
+
+func (r *BatchPlaceOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) {
+	var parameterList []map[string]interface{}
+
+	for _, req := range r.reqs {
+		params := req.Parameters()
+		parameterList = append(parameterList, params)
+	}
+
+	req, err := r.client.newAuthenticatedRequest("POST", "/api/v5/trade/batch-orders", nil, parameterList)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := r.client.sendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var orderResponse struct {
+		Code    string          `json:"code"`
+		Message string          `json:"msg"`
+		Data    []OrderResponse `json:"data"`
+	}
+	if err := response.DecodeJSON(&orderResponse); err != nil {
+		return nil, err
+	}
+
+	return orderResponse.Data, nil
+}
+
+type PlaceOrderRequest struct {
+	client *RestClient
+
+	instId string
+
+	// tdMode
+	// margin mode: "cross", "isolated"
+	// non-margin mode cash
+	tdMode string
+
+	// A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 32 characters.
+	clientOrderID *string
+
+	// A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 8 characters.
+	tag *string
+
+	// "buy" or "sell"
+	side SideType
+
+	ordType OrderType
+
+	// sz Quantity
+	sz string
+
+	// price
+	px *string
+}
+
+func (r *PlaceOrderRequest) InstrumentID(instID string) *PlaceOrderRequest {
+	r.instId = instID
+	return r
+}
+
+func (r *PlaceOrderRequest) TradeMode(mode string) *PlaceOrderRequest {
+	r.tdMode = mode
+	return r
+}
+
+func (r *PlaceOrderRequest) ClientOrderID(clientOrderID string) *PlaceOrderRequest {
+	r.clientOrderID = &clientOrderID
+	return r
+}
+
+func (r *PlaceOrderRequest) Side(side SideType) *PlaceOrderRequest {
+	r.side = side
+	return r
+}
+
+func (r *PlaceOrderRequest) Quantity(quantity string) *PlaceOrderRequest {
+	r.sz = quantity
+	return r
+}
+
+func (r *PlaceOrderRequest) Price(price string) *PlaceOrderRequest {
+	r.px = &price
+	return r
+}
+
+func (r *PlaceOrderRequest) OrderType(orderType OrderType) *PlaceOrderRequest {
+	r.ordType = orderType
+	return r
+}
+
+func (r *PlaceOrderRequest) Parameters() map[string]interface{} {
+	payload := map[string]interface{}{}
+
+	payload["instId"] = r.instId
+
+	if r.tdMode == "" {
+		payload["tdMode"] = "cash"
+	} else {
+		payload["tdMode"] = r.tdMode
+	}
+
+	if r.clientOrderID != nil {
+		payload["clOrdId"] = r.clientOrderID
+	}
+
+	payload["side"] = r.side
+	payload["ordType"] = r.ordType
+	payload["sz"] = r.sz
+	if r.px != nil {
+		payload["px"] = r.px
+	}
+
+	if r.tag != nil {
+		payload["tag"] = r.tag
+	}
+
+	return payload
+}
+
+func (r *PlaceOrderRequest) Do(ctx context.Context) (*OrderResponse, error) {
+	payload := r.Parameters()
+	req, err := r.client.newAuthenticatedRequest("POST", "/api/v5/trade/order", nil, payload)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := r.client.sendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var orderResponse struct {
+		Code    string          `json:"code"`
+		Message string          `json:"msg"`
+		Data    []OrderResponse `json:"data"`
+	}
+	if err := response.DecodeJSON(&orderResponse); err != nil {
+		return nil, err
+	}
+
+	if len(orderResponse.Data) == 0 {
+		return nil, errors.New("order create error")
+	}
+
+	return &orderResponse.Data[0], nil
+}
+
+type OrderDetailsRequest struct {
+	client *RestClient
+
+	instId  string
+	ordId   *string
+	clOrdId *string
+}
+
+func (r *OrderDetailsRequest) Parameters() map[string]interface{} {
+	var payload = map[string]interface{}{
+		"instId": r.instId,
+	}
+
+	if r.ordId != nil {
+		payload["ordId"] = r.ordId
+	} else if r.clOrdId != nil {
+		payload["clOrdId"] = r.clOrdId
+	}
+
+	return payload
+}
+
+type OrderDetails struct {
+	InstrumentType string           `json:"instType"`
+	InstrumentID   string           `json:"instId"`
+	Currency       string           `json:"ccy"`
+	Tag            string           `json:"tag"`
+	Price          fixedpoint.Value `json:"px"`
+	Quantity       fixedpoint.Value `json:"sz"`
+
+	// Accumulated fill quantity
+	FilledQuantity fixedpoint.Value `json:"accFillSz"`
+
+	LastFilledPrice    fixedpoint.Value `json:"fillPx"`
+	LastFilledQuantity fixedpoint.Value `json:"fillSz"`
+
+	// Average filled price. If none is filled, it will return 0.
+	AveragePrice fixedpoint.Value `json:"avgPx"`
+
+	Leverage fixedpoint.Value `json:"lever"`
+
+	FeeCurrency string           `json:"feeCcy"`
+	Fee         fixedpoint.Value `json:"fee"`
+
+	RebateCurrency string           `json:"rebateCcy"`
+	Rebate         fixedpoint.Value `json:"rebate"`
+
+	PnL       fixedpoint.Value `json:"pnl"`
+	OrderType OrderType        `json:"ordType"`
+	Side      SideType         `json:"side"`
+
+	UpdateTime   types.MillisecondTimestamp `json:"uTime"`
+	CreationTime types.MillisecondTimestamp `json:"cTime"`
+
+	State string `json:"state"`
+}
+
+func (r *OrderDetailsRequest) InstrumentID(instId string) *OrderDetailsRequest {
+	r.instId = instId
+	return r
+}
+
+func (r *OrderDetailsRequest) OrderID(orderID string) *OrderDetailsRequest {
+	r.ordId = &orderID
+	return r
+}
+
+func (r *OrderDetailsRequest) ClientOrderID(clientOrderID string) *OrderDetailsRequest {
+	r.clOrdId = &clientOrderID
+	return r
+}
+
+func (r *OrderDetailsRequest) Do(ctx context.Context) (*OrderDetails, error) {
+	payload := r.Parameters()
+	req, err := r.client.newAuthenticatedRequest("GET", "/api/v5/trade/order", nil, payload)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := r.client.sendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var orderResponse struct {
+		Code    string         `json:"code"`
+		Message string         `json:"msg"`
+		Data    []OrderDetails `json:"data"`
+	}
+	if err := response.DecodeJSON(&orderResponse); err != nil {
+		return nil, err
+	}
+
+	if len(orderResponse.Data) == 0 {
+		return nil, errors.New("order create error")
+	}
+
+	return &orderResponse.Data[0], nil
+}