okex: add PublicDataService NewGetInstrumentsRequest

examples/okex-book/main.go

@@ -47,6 +47,15 @@ var rootCmd = &cobra.Command{
 		client := okexapi.NewClient()
 		client.Auth(key, secret, passphrase)
 
+		instruments, err := client.PublicDataService.NewGetInstrumentsRequest().
+			InstrumentType("SPOT").Do(ctx)
+		if err != nil {
+			return err
+		}
+
+		log.Infof("instruments: %+v", instruments)
+		return nil
+
 		log.Infof("ACCOUNT BALANCES:")
 		balanceSummaries, err := client.AccountBalances()
 		if err != nil {

pkg/exchange/okex/okexapi/client.go

@@ -40,6 +40,15 @@ const (
 	OrderTypeIOC      OrderType = "ioc"
 )
 
+type InstrumentType string
+
+const (
+	InstrumentTypeSpot    InstrumentType = "SPOT"
+	InstrumentTypeSwap    InstrumentType = "SWAP"
+	InstrumentTypeFutures InstrumentType = "FUTURES"
+	InstrumentTypeOption  InstrumentType = "OPTION"
+)
+
 type OrderState string
 
 const (
@@ -56,7 +65,8 @@ type RestClient struct {
 
 	Key, Secret, Passphrase string
 
-	TradeService *TradeService
+	TradeService      *TradeService
+	PublicDataService *PublicDataService
 }
 
 func NewClient() *RestClient {
@@ -73,6 +83,7 @@ func NewClient() *RestClient {
 	}
 
 	client.TradeService = &TradeService{client: client}
+	client.PublicDataService = &PublicDataService{client: client}
 	return client
 }
 
@@ -94,13 +105,7 @@ func (c *RestClient) newRequest(method, refURL string, params url.Values, body [
 	}
 
 	pathURL := c.BaseURL.ResolveReference(rel)
-
-	req, err := http.NewRequest(method, pathURL.String(), bytes.NewReader(body))
-	if err != nil {
-		return nil, err
-	}
-
-	return req, nil
+	return http.NewRequest(method, pathURL.String(), bytes.NewReader(body))
 }
 
 // sendRequest sends the request to the API server and handle the response

pkg/exchange/okex/okexapi/public.go

@@ -1 +1,89 @@
 package okexapi
+
+import (
+	"context"
+	"net/url"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+type PublicDataService struct {
+	client *RestClient
+}
+
+func (s *PublicDataService) NewGetInstrumentsRequest() *GetInstrumentsRequest {
+	return &GetInstrumentsRequest{
+		client: s.client,
+	}
+}
+
+type Instrument struct {
+	InstrumentType        string                     `json:"instType"`
+	InstrumentID          string                     `json:"instId"`
+	BaseCurrency          string                     `json:"baseCcy"`
+	QuoteCurrency         string                     `json:"quoteCcy"`
+	SettleCurrency        string                     `json:"settleCcy"`
+	ContractValue         string                     `json:"ctVal"`
+	ContractMultiplier    string                     `json:"ctMult"`
+	ContractValueCurrency string                     `json:"ctValCcy"`
+	ListTime              types.MillisecondTimestamp `json:"listTime"`
+	ExpiryTime            types.MillisecondTimestamp `json:"expTime"`
+	TickSize              fixedpoint.Value           `json:"tickSz"`
+	LotSize               fixedpoint.Value           `json:"lotSz"`
+
+	// MinSize = min order size
+	MinSize fixedpoint.Value `json:"minSz"`
+
+	// instrument status
+	State string `json:"state"`
+}
+
+type GetInstrumentsRequest struct {
+	client *RestClient
+
+	instType InstrumentType
+
+	instId *string
+}
+
+func (r *GetInstrumentsRequest) InstrumentType(instType InstrumentType) *GetInstrumentsRequest {
+	r.instType = instType
+	return r
+}
+
+func (r *GetInstrumentsRequest) InstrumentID(instId string) *GetInstrumentsRequest {
+	r.instId = &instId
+	return r
+}
+
+func (r *GetInstrumentsRequest) Do(ctx context.Context) ([]Instrument, error) {
+	// SPOT, SWAP, FUTURES, OPTION
+	var params = url.Values{}
+	params.Add("instType", string(r.instType))
+
+	if r.instId != nil {
+		params.Add("instId", *r.instId)
+	}
+
+	req, err := r.client.newRequest("GET", "/api/v5/public/instruments", params, nil)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := r.client.sendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse struct {
+		Code    string       `json:"code"`
+		Message string       `json:"msg"`
+		Data    []Instrument `json:"data"`
+	}
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+
+	return apiResponse.Data, nil
+}

pkg/exchange/okex/okexapi/trade.go

@@ -439,14 +439,14 @@ func (r *GetOrderDetailsRequest) Do(ctx context.Context) (*OrderDetails, error)
 type GetPendingOrderRequest struct {
 	client *RestClient
 
-	instType *string
+	instType *InstrumentType
 
 	orderTypes []string
 
 	state *OrderState
 }
 
-func (r *GetPendingOrderRequest) InstrumentType(instType string) *GetPendingOrderRequest {
+func (r *GetPendingOrderRequest) InstrumentType(instType InstrumentType) *GetPendingOrderRequest {
 	r.instType = &instType
 	return r
 }
@@ -511,14 +511,14 @@ func (r *GetPendingOrderRequest) Do(ctx context.Context) ([]OrderDetails, error)
 type GetTransactionDetailsRequest struct {
 	client *RestClient
 
-	instType *string
+	instType *InstrumentType
 
 	instId *string
 
 	ordId *string
 }
 
-func (r *GetTransactionDetailsRequest) InstrumentType(instType string) *GetTransactionDetailsRequest {
+func (r *GetTransactionDetailsRequest) InstrumentType(instType InstrumentType) *GetTransactionDetailsRequest {
 	r.instType = &instType
 	return r
 }

pkg/types/time.go

@@ -24,6 +24,12 @@ func (t *MillisecondTimestamp) UnmarshalJSON(data []byte) error {
 
 	switch vt := v.(type) {
 	case string:
+		if vt == "" {
+			// treat empty string as 0
+			*t = MillisecondTimestamp(time.Time{})
+			return nil
+		}
+
 		i, err := strconv.ParseInt(vt, 10, 64)
 		if err == nil {
 			*t = MillisecondTimestamp(time.Unix(0, i*int64(time.Millisecond)))