Merge pull request #1490 from c9s/edwin/okx/query-mkts

REFACTOR: [okx] query markets

pkg/exchange/okex/exchange.go

@@ -3,7 +3,6 @@ package okex
 import (
 	"context"
 	"fmt"
-	"math"
 	"strconv"
 	"time"
 
@@ -24,6 +23,8 @@ import (
 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)
 )
 
 const ID = "okex"
@@ -68,10 +69,11 @@ func (e *Exchange) Name() types.ExchangeName {
 }
 
 func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
-	instruments, err := e.client.NewGetInstrumentsRequest().
-		InstrumentType(okexapi.InstrumentTypeSpot).
-		Do(ctx)
+	if err := queryMarketLimiter.Wait(ctx); err != nil {
+		return nil, fmt.Errorf("markets rate limiter wait error: %w", err)
+	}
 
+	instruments, err := e.client.NewGetInstrumentsInfoRequest().Do(ctx)
 	if err != nil {
 		return nil, err
 	}
@@ -87,8 +89,8 @@ func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
 			BaseCurrency:  instrument.BaseCurrency,
 
 			// convert tick size OKEx to precision
-			PricePrecision:  int(-math.Log10(instrument.TickSize.Float64())),
-			VolumePrecision: int(-math.Log10(instrument.LotSize.Float64())),
+			PricePrecision:  instrument.TickSize.NumFractionalDigits(),
+			VolumePrecision: instrument.LotSize.NumFractionalDigits(),
 
 			// TickSize: OKEx's price tick, for BTC-USDT it's "0.1"
 			TickSize: instrument.TickSize,

pkg/exchange/okex/okexapi/client_test.go

@@ -30,11 +30,9 @@ func getTestClientOrSkip(t *testing.T) *RestClient {
 func TestClient_GetInstrumentsRequest(t *testing.T) {
 	client := NewClient()
 	ctx := context.Background()
-	req := client.NewGetInstrumentsRequest()
+	req := client.NewGetInstrumentsInfoRequest()
 
-	instruments, err := req.
-		InstrumentType(InstrumentTypeSpot).
-		Do(ctx)
+	instruments, err := req.Do(ctx)
 	assert.NoError(t, err)
 	assert.NotEmpty(t, instruments)
 	t.Logf("instruments: %+v", instruments)

pkg/exchange/okex/okexapi/get_instruments_info_request.go

@@ -0,0 +1,47 @@
+package okexapi
+
+import (
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	"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
+
+type InstrumentInfo 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"`
+}
+
+//go:generate GetRequest -url "/api/v5/public/instruments" -type GetInstrumentsInfoRequest -responseDataType []InstrumentInfo
+type GetInstrumentsInfoRequest struct {
+	client requestgen.APIClient
+
+	instType InstrumentType `param:"instType,query" validValues:"SPOT"`
+
+	instId *string `param:"instId,query"`
+}
+
+func (c *RestClient) NewGetInstrumentsInfoRequest() *GetInstrumentsInfoRequest {
+	return &GetInstrumentsInfoRequest{
+		client:   c,
+		instType: InstrumentTypeSpot,
+	}
+}

pkg/exchange/okex/okexapi/get_instruments_info_request_requestgen.go

@@ -0,0 +1,194 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/v5/public/instruments -type GetInstrumentsInfoRequest -responseDataType []InstrumentInfo"; DO NOT EDIT.
+
+package okexapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+func (g *GetInstrumentsInfoRequest) InstType(instType InstrumentType) *GetInstrumentsInfoRequest {
+	g.instType = instType
+	return g
+}
+
+func (g *GetInstrumentsInfoRequest) InstId(instId string) *GetInstrumentsInfoRequest {
+	g.instId = &instId
+	return g
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetInstrumentsInfoRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+	// check instType field -> json key instType
+	instType := g.instType
+
+	// TEMPLATE check-valid-values
+	switch instType {
+	case "SPOT":
+		params["instType"] = instType
+
+	default:
+		return nil, fmt.Errorf("instType value %v is invalid", instType)
+
+	}
+	// END TEMPLATE check-valid-values
+
+	// assign parameter of instType
+	params["instType"] = instType
+	// check instId field -> json key instId
+	if g.instId != nil {
+		instId := *g.instId
+
+		// assign parameter of instId
+		params["instId"] = instId
+	} else {
+	}
+
+	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 (g *GetInstrumentsInfoRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (g *GetInstrumentsInfoRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := g.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if g.isVarSlice(_v) {
+			g.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 (g *GetInstrumentsInfoRequest) GetParametersJSON() ([]byte, error) {
+	params, err := g.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 (g *GetInstrumentsInfoRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetInstrumentsInfoRequest) 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 (g *GetInstrumentsInfoRequest) 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 (g *GetInstrumentsInfoRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetInstrumentsInfoRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := g.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 (g *GetInstrumentsInfoRequest) GetPath() string {
+	return "/api/v5/public/instruments"
+}
+
+// Do generates the request object and send the request object to the API endpoint
+func (g *GetInstrumentsInfoRequest) Do(ctx context.Context) ([]InstrumentInfo, error) {
+
+	// no body params
+	var params interface{}
+	query, err := g.GetQueryParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	var apiURL string
+
+	apiURL = g.GetPath()
+
+	req, err := g.client.NewRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := g.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 []InstrumentInfo
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return data, nil
+}

pkg/exchange/okex/okexapi/public.go

@@ -10,12 +10,6 @@ import (
 	"github.com/pkg/errors"
 )
 
-func (s *RestClient) NewGetInstrumentsRequest() *GetInstrumentsRequest {
-	return &GetInstrumentsRequest{
-		client: s,
-	}
-}
-
 func (s *RestClient) NewGetFundingRate() *GetFundingRateRequest {
 	return &GetFundingRateRequest{
 		client: s,
@@ -71,73 +65,3 @@ func (r *GetFundingRateRequest) Do(ctx context.Context) (*FundingRate, error) {
 
 	return &data[0], nil
 }
-
-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(ctx, "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 APIResponse
-	if err := response.DecodeJSON(&apiResponse); err != nil {
-		return nil, err
-	}
-	var data []Instrument
-	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
-		return nil, err
-	}
-
-	return data, nil
-}