Merge pull request #1497 from c9s/edwin/okx/cancel-order

FEATURE: [okx] generate cancel order by requestgen

pkg/exchange/okex/exchange.go

@@ -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)
+	queryMarketLimiter      = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
-	queryTickerLimiter  = 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)
+	queryTickersLimiter     = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
-	queryAccountLimiter = rate.NewLimiter(rate.Every(200*time.Millisecond), 5)
+	queryAccountLimiter     = rate.NewLimiter(rate.Every(200*time.Millisecond), 5)
-	placeOrderLimiter   = rate.NewLimiter(rate.Every(30*time.Millisecond), 30)
+	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)

pkg/exchange/okex/okexapi/cancel_order_request.go

@@ -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,
+	}
+}

pkg/exchange/okex/okexapi/cancel_order_request_accessors.go

@@ -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)
-}

pkg/exchange/okex/okexapi/cancel_order_request_requestgen.go

@@ -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
+}

pkg/exchange/okex/okexapi/client_test.go

@@ -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()

pkg/exchange/okex/okexapi/trade.go

@@ -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)
 	}