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add okex to the exchange factory

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This commit is contained in:
c9s 2021-05-27 00:35:51 +08:00
parent 29ad95a639
commit 2381df5009
5 changed files with 18 additions and 10 deletions
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4
pkg/bbgo/environment.go
View File

@ -196,7 +196,7 @@ func (environ *Environment) ConfigureExchangeSessions(userConfig *Config) error
}
func (environ *Environment) AddExchangesByViperKeys() error {
for _, n := range SupportedExchanges {
for _, n := range types.SupportedExchanges {
if viper.IsSet(string(n) + "-api-key") {
exchange, err := cmdutil.NewExchangeWithEnvVarPrefix(n, "")
if err != nil {
@ -224,7 +224,7 @@ func InitExchangeSession(name string, session *ExchangeSession) error {
}
}
exchange, err = cmdutil.NewExchangeStandard(exchangeName, session.Key, session.Secret, session.SubAccount)
exchange, err = cmdutil.NewExchangeStandard(exchangeName, session.Key, session.Secret, "", session.SubAccount)
} else {
exchange, err = cmdutil.NewExchangeWithEnvVarPrefix(exchangeName, session.EnvVarPrefix)
}

4
pkg/bbgo/trader.go
View File

@ -9,13 +9,9 @@ import (
"github.com/pkg/errors"
log "github.com/sirupsen/logrus"
"github.com/c9s/bbgo/pkg/types"
_ "github.com/go-sql-driver/mysql"
)
var SupportedExchanges = []types.ExchangeName{"binance", "max", "ftx"}
// SingleExchangeStrategy represents the single Exchange strategy
type SingleExchangeStrategy interface {
ID() string

10
pkg/cmd/cmdutil/exchange.go
View File

@ -8,10 +8,11 @@ import (
"github.com/c9s/bbgo/pkg/exchange/binance"
"github.com/c9s/bbgo/pkg/exchange/ftx"
"github.com/c9s/bbgo/pkg/exchange/max"
"github.com/c9s/bbgo/pkg/exchange/okex"
"github.com/c9s/bbgo/pkg/types"
)
func NewExchangeStandard(n types.ExchangeName, key, secret, subAccount string) (types.Exchange, error) {
func NewExchangeStandard(n types.ExchangeName, key, secret, passphrase, subAccount string) (types.Exchange, error) {
switch n {
case types.ExchangeFTX:
@ -23,8 +24,8 @@ func NewExchangeStandard(n types.ExchangeName, key, secret, subAccount string) (
case types.ExchangeMax:
return max.New(key, secret), nil
// case types.ExchangeOKEx:
// return okex.New(key, secret, ""), nil
case types.ExchangeOKEx:
return okex.New(key, secret, passphrase), nil
default:
return nil, fmt.Errorf("unsupported exchange: %v", n)
@ -45,8 +46,9 @@ func NewExchangeWithEnvVarPrefix(n types.ExchangeName, varPrefix string) (types.
return nil, fmt.Errorf("can not initialize exchange %s: empty key or secret, env var prefix: %s", n, varPrefix)
}
passphrase := os.Getenv(varPrefix + "_API_PASSPHRASE")
subAccount := os.Getenv(varPrefix + "_SUBACCOUNT")
return NewExchangeStandard(n, key, secret, subAccount)
return NewExchangeStandard(n, key, secret, passphrase, subAccount)
}
// NewExchange constructor exchange object from viper config.

8
pkg/exchange/okex/exchange.go
View File

@ -160,3 +160,11 @@ func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders [
func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error {
panic("implement me")
}
func (e *Exchange) NewStream() types.Stream {
panic("implement me")
}
func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) {
panic("implement me")
}

2
pkg/types/exchange.go
View File

@ -47,6 +47,8 @@ const (
ExchangeBacktest = ExchangeName("backtest")
)
var SupportedExchanges = []ExchangeName{"binance", "max", "ftx", "okex"}
func ValidExchangeName(a string) (ExchangeName, error) {
switch strings.ToLower(a) {
case "max":