mirror of
https://github.com/c9s/bbgo.git
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Merge pull request #1497 from c9s/edwin/okx/cancel-order
FEATURE: [okx] generate cancel order by requestgen
This commit is contained in:
commit
2bd93b4d25
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@ -24,11 +24,12 @@ var (
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marketDataLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 5)
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orderRateLimiter = rate.NewLimiter(rate.Every(300*time.Millisecond), 5)
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queryMarketLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
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queryTickerLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
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queryTickersLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
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queryAccountLimiter = rate.NewLimiter(rate.Every(200*time.Millisecond), 5)
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placeOrderLimiter = rate.NewLimiter(rate.Every(30*time.Millisecond), 30)
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queryMarketLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
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queryTickerLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
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queryTickersLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
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queryAccountLimiter = rate.NewLimiter(rate.Every(200*time.Millisecond), 5)
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placeOrderLimiter = rate.NewLimiter(rate.Every(30*time.Millisecond), 30)
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batchCancelOrderLimiter = rate.NewLimiter(rate.Every(5*time.Millisecond), 200)
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)
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const ID = "okex"
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@ -321,11 +322,18 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) erro
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req.InstrumentID(toLocalSymbol(order.Symbol))
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req.OrderID(strconv.FormatUint(order.OrderID, 10))
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if len(order.ClientOrderID) > 0 {
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_, err := strconv.ParseInt(order.ClientOrderID, 10, 64)
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if err != nil {
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return fmt.Errorf("client order id should be numberic: %s, err: %w", order.ClientOrderID, err)
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}
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req.ClientOrderID(order.ClientOrderID)
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}
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reqs = append(reqs, req)
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}
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if err := batchCancelOrderLimiter.Wait(ctx); err != nil {
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return fmt.Errorf("batch cancel order rate limiter wait error: %w", err)
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}
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batchReq := e.client.NewBatchCancelOrderRequest()
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batchReq.Add(reqs...)
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_, err := batchReq.Do(ctx)
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21
pkg/exchange/okex/okexapi/cancel_order_request.go
Normal file
21
pkg/exchange/okex/okexapi/cancel_order_request.go
Normal file
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@ -0,0 +1,21 @@
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package okexapi
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import "github.com/c9s/requestgen"
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//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
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//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
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//go:generate PostRequest -url "/api/v5/trade/cancel-order" -type CancelOrderRequest -responseDataType []OrderResponse
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type CancelOrderRequest struct {
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client requestgen.AuthenticatedAPIClient
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instrumentID string `param:"instId"`
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orderID *string `param:"ordId"`
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clientOrderID *string `param:"clOrdId"`
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}
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func (c *RestClient) NewCancelOrderRequest() *CancelOrderRequest {
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return &CancelOrderRequest{
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client: c,
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}
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}
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@ -1,76 +0,0 @@
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// Code generated by "requestgen -type CancelOrderRequest"; DO NOT EDIT.
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package okexapi
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import (
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"encoding/json"
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"fmt"
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"net/url"
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)
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func (c *CancelOrderRequest) InstrumentID(instrumentID string) *CancelOrderRequest {
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c.instrumentID = instrumentID
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return c
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}
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func (c *CancelOrderRequest) OrderID(orderID string) *CancelOrderRequest {
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c.orderID = &orderID
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return c
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}
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func (c *CancelOrderRequest) ClientOrderID(clientOrderID string) *CancelOrderRequest {
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c.clientOrderID = &clientOrderID
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return c
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}
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func (c *CancelOrderRequest) GetParameters() (map[string]interface{}, error) {
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var params = map[string]interface{}{}
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// check instrumentID field -> json key instId
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instrumentID := c.instrumentID
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// assign parameter of instrumentID
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params["instId"] = instrumentID
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// check orderID field -> json key ordId
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if c.orderID != nil {
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orderID := *c.orderID
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// assign parameter of orderID
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params["ordId"] = orderID
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}
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// check clientOrderID field -> json key clOrdId
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if c.clientOrderID != nil {
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clientOrderID := *c.clientOrderID
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// assign parameter of clientOrderID
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params["clOrdId"] = clientOrderID
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}
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return params, nil
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}
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func (c *CancelOrderRequest) GetParametersQuery() (url.Values, error) {
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query := url.Values{}
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params, err := c.GetParameters()
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if err != nil {
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return query, err
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}
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for k, v := range params {
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query.Add(k, fmt.Sprintf("%v", v))
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}
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return query, nil
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}
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func (c *CancelOrderRequest) GetParametersJSON() ([]byte, error) {
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params, err := c.GetParameters()
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if err != nil {
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return nil, err
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}
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return json.Marshal(params)
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}
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195
pkg/exchange/okex/okexapi/cancel_order_request_requestgen.go
Normal file
195
pkg/exchange/okex/okexapi/cancel_order_request_requestgen.go
Normal file
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@ -0,0 +1,195 @@
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// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Data -url /api/v5/trade/cancel-order -type CancelOrderRequest -responseDataType []OrderResponse"; DO NOT EDIT.
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package okexapi
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import (
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"context"
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"encoding/json"
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"fmt"
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"net/url"
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"reflect"
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"regexp"
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)
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func (c *CancelOrderRequest) InstrumentID(instrumentID string) *CancelOrderRequest {
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c.instrumentID = instrumentID
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return c
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}
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func (c *CancelOrderRequest) OrderID(orderID string) *CancelOrderRequest {
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c.orderID = &orderID
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return c
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}
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func (c *CancelOrderRequest) ClientOrderID(clientOrderID string) *CancelOrderRequest {
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c.clientOrderID = &clientOrderID
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return c
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}
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// GetQueryParameters builds and checks the query parameters and returns url.Values
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func (c *CancelOrderRequest) GetQueryParameters() (url.Values, error) {
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var params = map[string]interface{}{}
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query := url.Values{}
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for _k, _v := range params {
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query.Add(_k, fmt.Sprintf("%v", _v))
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}
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return query, nil
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}
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// GetParameters builds and checks the parameters and return the result in a map object
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func (c *CancelOrderRequest) GetParameters() (map[string]interface{}, error) {
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var params = map[string]interface{}{}
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// check instrumentID field -> json key instId
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instrumentID := c.instrumentID
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// assign parameter of instrumentID
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params["instId"] = instrumentID
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// check orderID field -> json key ordId
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if c.orderID != nil {
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orderID := *c.orderID
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// assign parameter of orderID
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params["ordId"] = orderID
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} else {
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}
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// check clientOrderID field -> json key clOrdId
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if c.clientOrderID != nil {
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clientOrderID := *c.clientOrderID
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// assign parameter of clientOrderID
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params["clOrdId"] = clientOrderID
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} else {
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}
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return params, nil
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}
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// GetParametersQuery converts the parameters from GetParameters into the url.Values format
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func (c *CancelOrderRequest) GetParametersQuery() (url.Values, error) {
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query := url.Values{}
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params, err := c.GetParameters()
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if err != nil {
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return query, err
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}
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for _k, _v := range params {
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if c.isVarSlice(_v) {
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c.iterateSlice(_v, func(it interface{}) {
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query.Add(_k+"[]", fmt.Sprintf("%v", it))
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})
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} else {
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query.Add(_k, fmt.Sprintf("%v", _v))
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}
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}
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return query, nil
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}
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// GetParametersJSON converts the parameters from GetParameters into the JSON format
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func (c *CancelOrderRequest) GetParametersJSON() ([]byte, error) {
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params, err := c.GetParameters()
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if err != nil {
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return nil, err
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}
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return json.Marshal(params)
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}
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// GetSlugParameters builds and checks the slug parameters and return the result in a map object
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func (c *CancelOrderRequest) GetSlugParameters() (map[string]interface{}, error) {
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var params = map[string]interface{}{}
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return params, nil
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}
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func (c *CancelOrderRequest) applySlugsToUrl(url string, slugs map[string]string) string {
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for _k, _v := range slugs {
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needleRE := regexp.MustCompile(":" + _k + "\\b")
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url = needleRE.ReplaceAllString(url, _v)
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}
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return url
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}
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func (c *CancelOrderRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
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sliceValue := reflect.ValueOf(slice)
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for _i := 0; _i < sliceValue.Len(); _i++ {
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it := sliceValue.Index(_i).Interface()
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_f(it)
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}
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}
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func (c *CancelOrderRequest) isVarSlice(_v interface{}) bool {
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rt := reflect.TypeOf(_v)
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switch rt.Kind() {
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case reflect.Slice:
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return true
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}
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return false
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}
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func (c *CancelOrderRequest) GetSlugsMap() (map[string]string, error) {
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slugs := map[string]string{}
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params, err := c.GetSlugParameters()
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if err != nil {
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return slugs, nil
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}
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for _k, _v := range params {
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slugs[_k] = fmt.Sprintf("%v", _v)
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}
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return slugs, nil
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}
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// GetPath returns the request path of the API
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func (c *CancelOrderRequest) GetPath() string {
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return "/api/v5/trade/cancel-order"
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}
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// Do generates the request object and send the request object to the API endpoint
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func (c *CancelOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) {
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params, err := c.GetParameters()
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if err != nil {
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return nil, err
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}
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query := url.Values{}
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var apiURL string
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apiURL = c.GetPath()
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req, err := c.client.NewAuthenticatedRequest(ctx, "POST", apiURL, query, params)
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if err != nil {
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return nil, err
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}
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response, err := c.client.SendRequest(req)
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if err != nil {
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return nil, err
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}
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var apiResponse APIResponse
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if err := response.DecodeJSON(&apiResponse); err != nil {
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return nil, err
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}
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type responseValidator interface {
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Validate() error
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}
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validator, ok := interface{}(apiResponse).(responseValidator)
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if ok {
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if err := validator.Validate(); err != nil {
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return nil, err
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}
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}
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var data []OrderResponse
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if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
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return nil, err
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}
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return data, nil
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}
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@ -2,10 +2,12 @@ package okexapi
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import (
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"context"
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"fmt"
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"os"
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"strconv"
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"testing"
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"github.com/google/uuid"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/testutil"
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@ -108,6 +110,66 @@ func TestClient_PlaceOrderRequest(t *testing.T) {
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t.Log(res)
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}
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func TestClient_CancelOrderRequest(t *testing.T) {
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client := getTestClientOrSkip(t)
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ctx := context.Background()
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req := client.NewPlaceOrderRequest()
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clientId := fmt.Sprintf("%d", uuid.New().ID())
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order, err := req.
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InstrumentID("BTC-USDT").
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TradeMode(TradeModeCash).
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Side(SideTypeSell).
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OrderType(OrderTypeLimit).
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TargetCurrency(TargetCurrencyBase).
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ClientOrderID(clientId).
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Price("48000").
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Size("0.001").
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Do(ctx)
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assert.NoError(t, err)
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assert.NotEmpty(t, order)
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t.Logf("place order: %+v", order)
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c := client.NewGetOrderDetailsRequest().ClientOrderID(clientId).InstrumentID("BTC-USDT")
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res, err := c.Do(ctx)
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assert.NoError(t, err)
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t.Log(res)
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cancelResp, err := client.NewCancelOrderRequest().ClientOrderID(clientId).InstrumentID("BTC-USDT").Do(ctx)
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assert.NoError(t, err)
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t.Log(cancelResp)
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}
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func TestClient_BatchCancelOrderRequest(t *testing.T) {
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client := getTestClientOrSkip(t)
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ctx := context.Background()
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req := client.NewPlaceOrderRequest()
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clientId := fmt.Sprintf("%d", uuid.New().ID())
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order, err := req.
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InstrumentID("BTC-USDT").
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TradeMode(TradeModeCash).
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Side(SideTypeSell).
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OrderType(OrderTypeLimit).
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TargetCurrency(TargetCurrencyBase).
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ClientOrderID(clientId).
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Price("48000").
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Size("0.001").
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Do(ctx)
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assert.NoError(t, err)
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assert.NotEmpty(t, order)
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t.Logf("place order: %+v", order)
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c := client.NewGetOrderDetailsRequest().ClientOrderID(clientId).InstrumentID("BTC-USDT")
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res, err := c.Do(ctx)
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assert.NoError(t, err)
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t.Log(res)
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cancelResp, err := client.NewBatchCancelOrderRequest().Add(&CancelOrderRequest{instrumentID: "BTC-USDT", clientOrderID: &clientId}).Do(ctx)
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assert.NoError(t, err)
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t.Log(cancelResp)
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}
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func TestClient_GetPendingOrderRequest(t *testing.T) {
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client := getTestClientOrSkip(t)
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ctx := context.Background()
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|
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@ -17,12 +17,6 @@ func (c *RestClient) NewBatchPlaceOrderRequest() *BatchPlaceOrderRequest {
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}
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}
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func (c *RestClient) NewCancelOrderRequest() *CancelOrderRequest {
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return &CancelOrderRequest{
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client: c,
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}
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}
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func (c *RestClient) NewBatchCancelOrderRequest() *BatchCancelOrderRequest {
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return &BatchCancelOrderRequest{
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client: c,
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|
@ -52,52 +46,6 @@ func (r *PlaceOrderRequest) Parameters() map[string]interface{} {
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return params
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}
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//go:generate requestgen -type CancelOrderRequest
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type CancelOrderRequest struct {
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client *RestClient
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instrumentID string `param:"instId"`
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orderID *string `param:"ordId"`
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clientOrderID *string `param:"clOrdId"`
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}
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func (r *CancelOrderRequest) Parameters() map[string]interface{} {
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payload, _ := r.GetParameters()
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return payload
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}
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func (r *CancelOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) {
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payload, err := r.GetParameters()
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if err != nil {
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return nil, err
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}
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if r.clientOrderID == nil && r.orderID != nil {
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return nil, errors.New("either orderID or clientOrderID is required for canceling order")
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}
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|
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req, err := r.client.NewAuthenticatedRequest(ctx, "POST", "/api/v5/trade/cancel-order", nil, payload)
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if err != nil {
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return nil, err
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}
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|
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response, err := r.client.SendRequest(req)
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if err != nil {
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return nil, err
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}
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var apiResponse APIResponse
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if err := response.DecodeJSON(&apiResponse); err != nil {
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return nil, err
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}
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var data []OrderResponse
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if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
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return nil, err
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}
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return data, nil
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}
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type BatchCancelOrderRequest struct {
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client *RestClient
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|
@ -113,7 +61,10 @@ func (r *BatchCancelOrderRequest) Do(ctx context.Context) ([]OrderResponse, erro
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var parameterList []map[string]interface{}
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|
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for _, req := range r.reqs {
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params := req.Parameters()
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params, err := req.GetParameters()
|
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if err != nil {
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return nil, err
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}
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parameterList = append(parameterList, params)
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}
|
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|
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|
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