mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-22 06:53:52 +00:00
Merge pull request #1497 from c9s/edwin/okx/cancel-order
FEATURE: [okx] generate cancel order by requestgen
This commit is contained in:
commit
2bd93b4d25
|
@ -24,11 +24,12 @@ var (
|
|||
marketDataLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 5)
|
||||
orderRateLimiter = rate.NewLimiter(rate.Every(300*time.Millisecond), 5)
|
||||
|
||||
queryMarketLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
|
||||
queryTickerLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
|
||||
queryTickersLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
|
||||
queryAccountLimiter = rate.NewLimiter(rate.Every(200*time.Millisecond), 5)
|
||||
placeOrderLimiter = rate.NewLimiter(rate.Every(30*time.Millisecond), 30)
|
||||
queryMarketLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
|
||||
queryTickerLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
|
||||
queryTickersLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
|
||||
queryAccountLimiter = rate.NewLimiter(rate.Every(200*time.Millisecond), 5)
|
||||
placeOrderLimiter = rate.NewLimiter(rate.Every(30*time.Millisecond), 30)
|
||||
batchCancelOrderLimiter = rate.NewLimiter(rate.Every(5*time.Millisecond), 200)
|
||||
)
|
||||
|
||||
const ID = "okex"
|
||||
|
@ -321,11 +322,18 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) erro
|
|||
req.InstrumentID(toLocalSymbol(order.Symbol))
|
||||
req.OrderID(strconv.FormatUint(order.OrderID, 10))
|
||||
if len(order.ClientOrderID) > 0 {
|
||||
_, err := strconv.ParseInt(order.ClientOrderID, 10, 64)
|
||||
if err != nil {
|
||||
return fmt.Errorf("client order id should be numberic: %s, err: %w", order.ClientOrderID, err)
|
||||
}
|
||||
req.ClientOrderID(order.ClientOrderID)
|
||||
}
|
||||
reqs = append(reqs, req)
|
||||
}
|
||||
|
||||
if err := batchCancelOrderLimiter.Wait(ctx); err != nil {
|
||||
return fmt.Errorf("batch cancel order rate limiter wait error: %w", err)
|
||||
}
|
||||
batchReq := e.client.NewBatchCancelOrderRequest()
|
||||
batchReq.Add(reqs...)
|
||||
_, err := batchReq.Do(ctx)
|
||||
|
|
21
pkg/exchange/okex/okexapi/cancel_order_request.go
Normal file
21
pkg/exchange/okex/okexapi/cancel_order_request.go
Normal file
|
@ -0,0 +1,21 @@
|
|||
package okexapi
|
||||
|
||||
import "github.com/c9s/requestgen"
|
||||
|
||||
//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
|
||||
//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
|
||||
|
||||
//go:generate PostRequest -url "/api/v5/trade/cancel-order" -type CancelOrderRequest -responseDataType []OrderResponse
|
||||
type CancelOrderRequest struct {
|
||||
client requestgen.AuthenticatedAPIClient
|
||||
|
||||
instrumentID string `param:"instId"`
|
||||
orderID *string `param:"ordId"`
|
||||
clientOrderID *string `param:"clOrdId"`
|
||||
}
|
||||
|
||||
func (c *RestClient) NewCancelOrderRequest() *CancelOrderRequest {
|
||||
return &CancelOrderRequest{
|
||||
client: c,
|
||||
}
|
||||
}
|
|
@ -1,76 +0,0 @@
|
|||
// Code generated by "requestgen -type CancelOrderRequest"; DO NOT EDIT.
|
||||
|
||||
package okexapi
|
||||
|
||||
import (
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"net/url"
|
||||
)
|
||||
|
||||
func (c *CancelOrderRequest) InstrumentID(instrumentID string) *CancelOrderRequest {
|
||||
c.instrumentID = instrumentID
|
||||
return c
|
||||
}
|
||||
|
||||
func (c *CancelOrderRequest) OrderID(orderID string) *CancelOrderRequest {
|
||||
c.orderID = &orderID
|
||||
return c
|
||||
}
|
||||
|
||||
func (c *CancelOrderRequest) ClientOrderID(clientOrderID string) *CancelOrderRequest {
|
||||
c.clientOrderID = &clientOrderID
|
||||
return c
|
||||
}
|
||||
|
||||
func (c *CancelOrderRequest) GetParameters() (map[string]interface{}, error) {
|
||||
var params = map[string]interface{}{}
|
||||
|
||||
// check instrumentID field -> json key instId
|
||||
instrumentID := c.instrumentID
|
||||
|
||||
// assign parameter of instrumentID
|
||||
params["instId"] = instrumentID
|
||||
|
||||
// check orderID field -> json key ordId
|
||||
if c.orderID != nil {
|
||||
orderID := *c.orderID
|
||||
|
||||
// assign parameter of orderID
|
||||
params["ordId"] = orderID
|
||||
}
|
||||
|
||||
// check clientOrderID field -> json key clOrdId
|
||||
if c.clientOrderID != nil {
|
||||
clientOrderID := *c.clientOrderID
|
||||
|
||||
// assign parameter of clientOrderID
|
||||
params["clOrdId"] = clientOrderID
|
||||
}
|
||||
|
||||
return params, nil
|
||||
}
|
||||
|
||||
func (c *CancelOrderRequest) GetParametersQuery() (url.Values, error) {
|
||||
query := url.Values{}
|
||||
|
||||
params, err := c.GetParameters()
|
||||
if err != nil {
|
||||
return query, err
|
||||
}
|
||||
|
||||
for k, v := range params {
|
||||
query.Add(k, fmt.Sprintf("%v", v))
|
||||
}
|
||||
|
||||
return query, nil
|
||||
}
|
||||
|
||||
func (c *CancelOrderRequest) GetParametersJSON() ([]byte, error) {
|
||||
params, err := c.GetParameters()
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return json.Marshal(params)
|
||||
}
|
195
pkg/exchange/okex/okexapi/cancel_order_request_requestgen.go
Normal file
195
pkg/exchange/okex/okexapi/cancel_order_request_requestgen.go
Normal file
|
@ -0,0 +1,195 @@
|
|||
// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Data -url /api/v5/trade/cancel-order -type CancelOrderRequest -responseDataType []OrderResponse"; DO NOT EDIT.
|
||||
|
||||
package okexapi
|
||||
|
||||
import (
|
||||
"context"
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"net/url"
|
||||
"reflect"
|
||||
"regexp"
|
||||
)
|
||||
|
||||
func (c *CancelOrderRequest) InstrumentID(instrumentID string) *CancelOrderRequest {
|
||||
c.instrumentID = instrumentID
|
||||
return c
|
||||
}
|
||||
|
||||
func (c *CancelOrderRequest) OrderID(orderID string) *CancelOrderRequest {
|
||||
c.orderID = &orderID
|
||||
return c
|
||||
}
|
||||
|
||||
func (c *CancelOrderRequest) ClientOrderID(clientOrderID string) *CancelOrderRequest {
|
||||
c.clientOrderID = &clientOrderID
|
||||
return c
|
||||
}
|
||||
|
||||
// GetQueryParameters builds and checks the query parameters and returns url.Values
|
||||
func (c *CancelOrderRequest) GetQueryParameters() (url.Values, error) {
|
||||
var params = map[string]interface{}{}
|
||||
|
||||
query := url.Values{}
|
||||
for _k, _v := range params {
|
||||
query.Add(_k, fmt.Sprintf("%v", _v))
|
||||
}
|
||||
|
||||
return query, nil
|
||||
}
|
||||
|
||||
// GetParameters builds and checks the parameters and return the result in a map object
|
||||
func (c *CancelOrderRequest) GetParameters() (map[string]interface{}, error) {
|
||||
var params = map[string]interface{}{}
|
||||
// check instrumentID field -> json key instId
|
||||
instrumentID := c.instrumentID
|
||||
|
||||
// assign parameter of instrumentID
|
||||
params["instId"] = instrumentID
|
||||
// check orderID field -> json key ordId
|
||||
if c.orderID != nil {
|
||||
orderID := *c.orderID
|
||||
|
||||
// assign parameter of orderID
|
||||
params["ordId"] = orderID
|
||||
} else {
|
||||
}
|
||||
// check clientOrderID field -> json key clOrdId
|
||||
if c.clientOrderID != nil {
|
||||
clientOrderID := *c.clientOrderID
|
||||
|
||||
// assign parameter of clientOrderID
|
||||
params["clOrdId"] = clientOrderID
|
||||
} else {
|
||||
}
|
||||
|
||||
return params, nil
|
||||
}
|
||||
|
||||
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
|
||||
func (c *CancelOrderRequest) GetParametersQuery() (url.Values, error) {
|
||||
query := url.Values{}
|
||||
|
||||
params, err := c.GetParameters()
|
||||
if err != nil {
|
||||
return query, err
|
||||
}
|
||||
|
||||
for _k, _v := range params {
|
||||
if c.isVarSlice(_v) {
|
||||
c.iterateSlice(_v, func(it interface{}) {
|
||||
query.Add(_k+"[]", fmt.Sprintf("%v", it))
|
||||
})
|
||||
} else {
|
||||
query.Add(_k, fmt.Sprintf("%v", _v))
|
||||
}
|
||||
}
|
||||
|
||||
return query, nil
|
||||
}
|
||||
|
||||
// GetParametersJSON converts the parameters from GetParameters into the JSON format
|
||||
func (c *CancelOrderRequest) GetParametersJSON() ([]byte, error) {
|
||||
params, err := c.GetParameters()
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return json.Marshal(params)
|
||||
}
|
||||
|
||||
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
|
||||
func (c *CancelOrderRequest) GetSlugParameters() (map[string]interface{}, error) {
|
||||
var params = map[string]interface{}{}
|
||||
|
||||
return params, nil
|
||||
}
|
||||
|
||||
func (c *CancelOrderRequest) applySlugsToUrl(url string, slugs map[string]string) string {
|
||||
for _k, _v := range slugs {
|
||||
needleRE := regexp.MustCompile(":" + _k + "\\b")
|
||||
url = needleRE.ReplaceAllString(url, _v)
|
||||
}
|
||||
|
||||
return url
|
||||
}
|
||||
|
||||
func (c *CancelOrderRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
|
||||
sliceValue := reflect.ValueOf(slice)
|
||||
for _i := 0; _i < sliceValue.Len(); _i++ {
|
||||
it := sliceValue.Index(_i).Interface()
|
||||
_f(it)
|
||||
}
|
||||
}
|
||||
|
||||
func (c *CancelOrderRequest) isVarSlice(_v interface{}) bool {
|
||||
rt := reflect.TypeOf(_v)
|
||||
switch rt.Kind() {
|
||||
case reflect.Slice:
|
||||
return true
|
||||
}
|
||||
return false
|
||||
}
|
||||
|
||||
func (c *CancelOrderRequest) GetSlugsMap() (map[string]string, error) {
|
||||
slugs := map[string]string{}
|
||||
params, err := c.GetSlugParameters()
|
||||
if err != nil {
|
||||
return slugs, nil
|
||||
}
|
||||
|
||||
for _k, _v := range params {
|
||||
slugs[_k] = fmt.Sprintf("%v", _v)
|
||||
}
|
||||
|
||||
return slugs, nil
|
||||
}
|
||||
|
||||
// GetPath returns the request path of the API
|
||||
func (c *CancelOrderRequest) GetPath() string {
|
||||
return "/api/v5/trade/cancel-order"
|
||||
}
|
||||
|
||||
// Do generates the request object and send the request object to the API endpoint
|
||||
func (c *CancelOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) {
|
||||
|
||||
params, err := c.GetParameters()
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
query := url.Values{}
|
||||
|
||||
var apiURL string
|
||||
|
||||
apiURL = c.GetPath()
|
||||
|
||||
req, err := c.client.NewAuthenticatedRequest(ctx, "POST", apiURL, query, params)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
response, err := c.client.SendRequest(req)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
var apiResponse APIResponse
|
||||
if err := response.DecodeJSON(&apiResponse); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
type responseValidator interface {
|
||||
Validate() error
|
||||
}
|
||||
validator, ok := interface{}(apiResponse).(responseValidator)
|
||||
if ok {
|
||||
if err := validator.Validate(); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
}
|
||||
var data []OrderResponse
|
||||
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return data, nil
|
||||
}
|
|
@ -2,10 +2,12 @@ package okexapi
|
|||
|
||||
import (
|
||||
"context"
|
||||
"fmt"
|
||||
"os"
|
||||
"strconv"
|
||||
"testing"
|
||||
|
||||
"github.com/google/uuid"
|
||||
"github.com/stretchr/testify/assert"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/testutil"
|
||||
|
@ -108,6 +110,66 @@ func TestClient_PlaceOrderRequest(t *testing.T) {
|
|||
t.Log(res)
|
||||
}
|
||||
|
||||
func TestClient_CancelOrderRequest(t *testing.T) {
|
||||
client := getTestClientOrSkip(t)
|
||||
ctx := context.Background()
|
||||
req := client.NewPlaceOrderRequest()
|
||||
clientId := fmt.Sprintf("%d", uuid.New().ID())
|
||||
|
||||
order, err := req.
|
||||
InstrumentID("BTC-USDT").
|
||||
TradeMode(TradeModeCash).
|
||||
Side(SideTypeSell).
|
||||
OrderType(OrderTypeLimit).
|
||||
TargetCurrency(TargetCurrencyBase).
|
||||
ClientOrderID(clientId).
|
||||
Price("48000").
|
||||
Size("0.001").
|
||||
Do(ctx)
|
||||
assert.NoError(t, err)
|
||||
assert.NotEmpty(t, order)
|
||||
t.Logf("place order: %+v", order)
|
||||
|
||||
c := client.NewGetOrderDetailsRequest().ClientOrderID(clientId).InstrumentID("BTC-USDT")
|
||||
res, err := c.Do(ctx)
|
||||
assert.NoError(t, err)
|
||||
t.Log(res)
|
||||
|
||||
cancelResp, err := client.NewCancelOrderRequest().ClientOrderID(clientId).InstrumentID("BTC-USDT").Do(ctx)
|
||||
assert.NoError(t, err)
|
||||
t.Log(cancelResp)
|
||||
}
|
||||
|
||||
func TestClient_BatchCancelOrderRequest(t *testing.T) {
|
||||
client := getTestClientOrSkip(t)
|
||||
ctx := context.Background()
|
||||
req := client.NewPlaceOrderRequest()
|
||||
clientId := fmt.Sprintf("%d", uuid.New().ID())
|
||||
|
||||
order, err := req.
|
||||
InstrumentID("BTC-USDT").
|
||||
TradeMode(TradeModeCash).
|
||||
Side(SideTypeSell).
|
||||
OrderType(OrderTypeLimit).
|
||||
TargetCurrency(TargetCurrencyBase).
|
||||
ClientOrderID(clientId).
|
||||
Price("48000").
|
||||
Size("0.001").
|
||||
Do(ctx)
|
||||
assert.NoError(t, err)
|
||||
assert.NotEmpty(t, order)
|
||||
t.Logf("place order: %+v", order)
|
||||
|
||||
c := client.NewGetOrderDetailsRequest().ClientOrderID(clientId).InstrumentID("BTC-USDT")
|
||||
res, err := c.Do(ctx)
|
||||
assert.NoError(t, err)
|
||||
t.Log(res)
|
||||
|
||||
cancelResp, err := client.NewBatchCancelOrderRequest().Add(&CancelOrderRequest{instrumentID: "BTC-USDT", clientOrderID: &clientId}).Do(ctx)
|
||||
assert.NoError(t, err)
|
||||
t.Log(cancelResp)
|
||||
}
|
||||
|
||||
func TestClient_GetPendingOrderRequest(t *testing.T) {
|
||||
client := getTestClientOrSkip(t)
|
||||
ctx := context.Background()
|
||||
|
|
|
@ -17,12 +17,6 @@ func (c *RestClient) NewBatchPlaceOrderRequest() *BatchPlaceOrderRequest {
|
|||
}
|
||||
}
|
||||
|
||||
func (c *RestClient) NewCancelOrderRequest() *CancelOrderRequest {
|
||||
return &CancelOrderRequest{
|
||||
client: c,
|
||||
}
|
||||
}
|
||||
|
||||
func (c *RestClient) NewBatchCancelOrderRequest() *BatchCancelOrderRequest {
|
||||
return &BatchCancelOrderRequest{
|
||||
client: c,
|
||||
|
@ -52,52 +46,6 @@ func (r *PlaceOrderRequest) Parameters() map[string]interface{} {
|
|||
return params
|
||||
}
|
||||
|
||||
//go:generate requestgen -type CancelOrderRequest
|
||||
type CancelOrderRequest struct {
|
||||
client *RestClient
|
||||
|
||||
instrumentID string `param:"instId"`
|
||||
orderID *string `param:"ordId"`
|
||||
clientOrderID *string `param:"clOrdId"`
|
||||
}
|
||||
|
||||
func (r *CancelOrderRequest) Parameters() map[string]interface{} {
|
||||
payload, _ := r.GetParameters()
|
||||
return payload
|
||||
}
|
||||
|
||||
func (r *CancelOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) {
|
||||
payload, err := r.GetParameters()
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
if r.clientOrderID == nil && r.orderID != nil {
|
||||
return nil, errors.New("either orderID or clientOrderID is required for canceling order")
|
||||
}
|
||||
|
||||
req, err := r.client.NewAuthenticatedRequest(ctx, "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 apiResponse APIResponse
|
||||
if err := response.DecodeJSON(&apiResponse); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
var data []OrderResponse
|
||||
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return data, nil
|
||||
}
|
||||
|
||||
type BatchCancelOrderRequest struct {
|
||||
client *RestClient
|
||||
|
||||
|
@ -113,7 +61,10 @@ func (r *BatchCancelOrderRequest) Do(ctx context.Context) ([]OrderResponse, erro
|
|||
var parameterList []map[string]interface{}
|
||||
|
||||
for _, req := range r.reqs {
|
||||
params := req.Parameters()
|
||||
params, err := req.GetParameters()
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
parameterList = append(parameterList, params)
|
||||
}
|
||||
|
||||
|
|
Loading…
Reference in New Issue
Block a user