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okex: implement place order and cancel order requests

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This commit is contained in:
c9s 2021-05-23 15:31:18 +08:00
parent b1aadb4bf0
commit 1acbaefcd9
3 changed files with 339 additions and 23 deletions
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25
examples/okex-book/main.go
View File

@ -93,7 +93,30 @@ var rootCmd = &cobra.Command{
log.Infof("TICKER:")
log.Infof("%T%+v", ticker, ticker)
_ = ctx
log.Infof("PLACING ORDER:")
response, err := client.NewPlaceOrderRequest().
InstrumentID("LTC-USDT").
OrderType(okexapi.OrderTypeLimit).
Side(okexapi.SideTypeBuy).
Price("50.0").
Quantity("0.5").
Do(ctx)
if err != nil {
return err
}
log.Infof("place order response: %+v", response)
response, err = client.NewCancelOrderRequest().
InstrumentID("LTC-USDT").
OrderID(response.OrderID).
Do(ctx)
if err != nil {
return err
}
log.Infof("cancel order response: %+v", response)
// cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
return nil
},

332
pkg/exchange/okex/okexapi/client.go
View File

@ -2,9 +2,11 @@ package okexapi
import (
"bytes"
"context"
"crypto/hmac"
"crypto/sha256"
"encoding/base64"
"encoding/json"
"fmt"
"net/http"
"net/url"
@ -22,6 +24,23 @@ const RestBaseURL = "https://www.okex.com/"
const PublicWebSocketURL = "wss://ws.okex.com:8443/ws/v5/public"
const PrivateWebSocketURL = "wss://ws.okex.com:8443/ws/v5/private"
type SideType string
const (
SideTypeBuy SideType = "buy"
SideTypeSell SideType = "sell"
)
type OrderType string
const (
OrderTypeMarket OrderType = "market"
OrderTypeLimit = "limit"
OrderTypePostOnly = "post_only"
OrderTypeFOK = "fok"
OrderTypeIOC = "ioc"
)
type RestClient struct {
BaseURL *url.URL
@ -71,8 +90,29 @@ func (c *RestClient) newRequest(method, refURL string, params url.Values, body [
return req, nil
}
// sendRequest sends the request to the API server and handle the response
func (c *RestClient) sendRequest(req *http.Request) (*util.Response, error) {
resp, err := c.client.Do(req)
if err != nil {
return nil, err
}
// newResponse reads the response body and return a new Response object
response, err := util.NewResponse(resp)
if err != nil {
return response, err
}
// Check error, if there is an error, return the ErrorResponse struct type
if response.IsError() {
return response, errors.New(string(response.Body))
}
return response, nil
}
// newAuthenticatedRequest creates new http request for authenticated routes.
func (c *RestClient) newAuthenticatedRequest(method, refURL string, params url.Values) (*http.Request, error) {
func (c *RestClient) newAuthenticatedRequest(method, refURL string, params url.Values, payload interface{}) (*http.Request, error) {
if len(c.Key) == 0 {
return nil, errors.New("empty api key")
}
@ -97,10 +137,27 @@ func (c *RestClient) newAuthenticatedRequest(method, refURL string, params url.V
t := time.Now().In(time.UTC)
timestamp := t.Format("2006-01-02T15:04:05.999Z07:00")
payload := timestamp + strings.ToUpper(method) + path
sign := signPayload(payload, c.Secret)
var body []byte
if payload != nil {
switch v := payload.(type) {
case string:
body = []byte(v)
case []byte:
body = v
default:
body, err = json.Marshal(v)
if err != nil {
return nil, err
}
}
}
signKey := timestamp + strings.ToUpper(method) + path + string(body)
signature := sign(signKey, c.Secret)
req, err := http.NewRequest(method, pathURL.String(), bytes.NewReader(body))
if err != nil {
return nil, err
@ -109,10 +166,9 @@ func (c *RestClient) newAuthenticatedRequest(method, refURL string, params url.V
req.Header.Add("Content-Type", "application/json")
req.Header.Add("Accept", "application/json")
req.Header.Add("OK-ACCESS-KEY", c.Key)
req.Header.Add("OK-ACCESS-SIGN", sign)
req.Header.Add("OK-ACCESS-SIGN", signature)
req.Header.Add("OK-ACCESS-TIMESTAMP", timestamp)
req.Header.Add("OK-ACCESS-PASSPHRASE", c.Passphrase)
return req, nil
}
@ -137,7 +193,7 @@ type BalanceSummary struct {
type BalanceSummaryList []BalanceSummary
func (c *RestClient) AccountBalances() (BalanceSummaryList, error) {
req, err := c.newAuthenticatedRequest("GET", "/api/v5/account/balance", nil)
req, err := c.newAuthenticatedRequest("GET", "/api/v5/account/balance", nil, nil)
if err != nil {
return nil, err
}
@ -169,7 +225,7 @@ type AssetBalance struct {
type AssetBalanceList []AssetBalance
func (c *RestClient) AssetBalances() (AssetBalanceList, error) {
req, err := c.newAuthenticatedRequest("GET", "/api/v5/asset/balances", nil)
req, err := c.newAuthenticatedRequest("GET", "/api/v5/asset/balances", nil, nil)
if err != nil {
return nil, err
}
@ -204,7 +260,7 @@ type AssetCurrency struct {
}
func (c *RestClient) AssetCurrencies() ([]AssetCurrency, error) {
req, err := c.newAuthenticatedRequest("GET", "/api/v5/asset/currencies", nil)
req, err := c.newAuthenticatedRequest("GET", "/api/v5/asset/currencies", nil, nil)
if err != nil {
return nil, err
}
@ -258,7 +314,7 @@ func (c *RestClient) MarketTicker(instId string) (*MarketTicker, error) {
var params = url.Values{}
params.Add("instId", instId)
req, err := c.newAuthenticatedRequest("GET", "/api/v5/market/ticker", params)
req, err := c.newAuthenticatedRequest("GET", "/api/v5/market/ticker", params, nil)
if err != nil {
return nil, err
}
@ -289,7 +345,7 @@ func (c *RestClient) MarketTickers(instType string) ([]MarketTicker, error) {
var params = url.Values{}
params.Add("instType", instType)
req, err := c.newAuthenticatedRequest("GET", "/api/v5/market/tickers", params)
req, err := c.newAuthenticatedRequest("GET", "/api/v5/market/tickers", params, nil)
if err != nil {
return nil, err
}
@ -311,28 +367,260 @@ func (c *RestClient) MarketTickers(instType string) ([]MarketTicker, error) {
return tickerResponse.Data, nil
}
// sendRequest sends the request to the API server and handle the response
func (c *RestClient) sendRequest(req *http.Request) (*util.Response, error) {
resp, err := c.client.Do(req)
type OrderResponse struct {
OrderID string `json:"ordId"`
ClientOrderID string `json:"clOrdId"`
Tag string `json:"tag"`
Code string `json:"sCode"`
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
}
// newResponse reads the response body and return a new Response object
response, err := util.NewResponse(resp)
response, err := r.client.sendRequest(req)
if err != nil {
return response, err
return nil, err
}
// Check error, if there is an error, return the ErrorResponse struct type
if response.IsError() {
return response, errors.New(string(response.Body))
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 response, nil
if len(orderResponse.Data) == 0 {
return nil, errors.New("order create error")
}
return &orderResponse.Data[0], nil
}
func signPayload(payload string, secret string) string {
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
}
if len(orderResponse.Data) == 0 {
return nil, errors.New("order create error")
}
return &orderResponse.Data[0], 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) Do(ctx context.Context) (*OrderResponse, error) {
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
} else {
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
}
if len(orderResponse.Data) == 0 {
return nil, errors.New("order create error")
}
return &orderResponse.Data[0], nil
}
func (c *RestClient) NewCancelOrderRequest() *CancelOrderRequest {
return &CancelOrderRequest{
client: c,
}
}
func sign(payload string, secret string) string {
var sig = hmac.New(sha256.New, []byte(secret))
_, err := sig.Write([]byte(payload))
if err != nil {

5
pkg/fixedpoint/convert.go
View File

@ -236,6 +236,11 @@ func Parse(input string) (num int64, numDecimalPoints int, err error) {
func NewFromString(input string) (Value, error) {
length := len(input)
if length == 0 {
return 0, nil
}
isPercentage := input[length-1] == '%'
if isPercentage {
input = input[0 : length-1]