okex: refactor trade service and fix order details api

examples/okex-book/main.go

@@ -95,7 +95,7 @@ var rootCmd = &cobra.Command{
 		log.Infof("%T%+v", ticker, ticker)
 
 		log.Infof("PLACING ORDER:")
-		placeResponse, err := client.NewPlaceOrderRequest().
+		placeResponse, err := client.TradeService.NewPlaceOrderRequest().
 			InstrumentID("LTC-USDT").
 			OrderType(okexapi.OrderTypeLimit).
 			Side(okexapi.SideTypeBuy).
@@ -109,9 +109,18 @@ var rootCmd = &cobra.Command{
 		log.Infof("place order response: %+v", placeResponse)
 		time.Sleep(time.Second)
 
-		client.NewGetOrderDetailsRequest()
+		log.Infof("getting order detail...")
+		orderDetail, err := client.TradeService.NewGetOrderDetailsRequest().
+			InstrumentID("LTC-USDT").
+			OrderID(placeResponse.OrderID).
+			Do(ctx)
+		if err != nil {
+			return err
+		}
 
-		cancelResponse, err := client.NewCancelOrderRequest().
+		log.Infof("order detail: %+v", orderDetail)
+
+		cancelResponse, err := client.TradeService.NewCancelOrderRequest().
 			InstrumentID("LTC-USDT").
 			OrderID(placeResponse.OrderID).
 			Do(ctx)
@@ -123,15 +132,15 @@ var rootCmd = &cobra.Command{
 		time.Sleep(time.Second)
 
 		log.Infof("BATCH PLACE ORDER:")
-		batchPlaceReq := client.NewBatchPlaceOrderRequest()
-		batchPlaceReq.Add(client.NewPlaceOrderRequest().
+		batchPlaceReq := client.TradeService.NewBatchPlaceOrderRequest()
+		batchPlaceReq.Add(client.TradeService.NewPlaceOrderRequest().
 			InstrumentID("LTC-USDT").
 			OrderType(okexapi.OrderTypeLimit).
 			Side(okexapi.SideTypeBuy).
 			Price("50.0").
 			Quantity("0.5"))
 
-		batchPlaceReq.Add(client.NewPlaceOrderRequest().
+		batchPlaceReq.Add(client.TradeService.NewPlaceOrderRequest().
 			InstrumentID("LTC-USDT").
 			OrderType(okexapi.OrderTypeLimit).
 			Side(okexapi.SideTypeBuy).
@@ -147,7 +156,7 @@ var rootCmd = &cobra.Command{
 		time.Sleep(time.Second)
 
 		log.Infof("getting pending orders...")
-		pendingOrders, err := client.NewGetPendingOrderRequest().Do(ctx)
+		pendingOrders, err := client.TradeService.NewGetPendingOrderRequest().Do(ctx)
 		if err != nil {
 			return err
 		}
@@ -155,9 +164,9 @@ var rootCmd = &cobra.Command{
 			log.Infof("pending order: %+v", pendingOrder)
 		}
 
-		cancelReq := client.NewBatchCancelOrderRequest()
+		cancelReq := client.TradeService.NewBatchCancelOrderRequest()
 		for _, resp := range batchPlaceResponse {
-			cancelReq.Add(client.NewCancelOrderRequest().
+			cancelReq.Add(client.TradeService.NewCancelOrderRequest().
 				InstrumentID("LTC-USDT").
 				OrderID(resp.OrderID))
 		}

pkg/exchange/okex/okexapi/client.go

@@ -55,6 +55,8 @@ type RestClient struct {
 	client *http.Client
 
 	Key, Secret, Passphrase string
+
+	TradeService *TradeService
 }
 
 func NewClient() *RestClient {
@@ -63,12 +65,15 @@ func NewClient() *RestClient {
 		panic(err)
 	}
 
-	return &RestClient{
+	client := &RestClient{
 		BaseURL: u,
 		client: &http.Client{
 			Timeout: defaultHTTPTimeout,
 		},
 	}
+
+	client.TradeService = &TradeService{client: client}
+	return client
 }
 
 func (c *RestClient) Auth(key, secret, passphrase string) {
@@ -140,6 +145,9 @@ func (c *RestClient) newAuthenticatedRequest(method, refURL string, params url.V
 
 	pathURL := c.BaseURL.ResolveReference(rel)
 	path := pathURL.Path
+	if rel.RawQuery != "" {
+		path += "?" + rel.RawQuery
+	}
 
 	// set location to UTC so that it outputs "2020-12-08T09:08:57.715Z"
 	t := time.Now().In(time.UTC)
@@ -375,50 +383,6 @@ func (c *RestClient) MarketTickers(instType string) ([]MarketTicker, error) {
 	return tickerResponse.Data, nil
 }
 
-type OrderResponse struct {
-	OrderID       string `json:"ordId"`
-	ClientOrderID string `json:"clOrdId"`
-	Tag           string `json:"tag"`
-	Code          string `json:"sCode"`
-	Message       string `json:"sMsg"`
-}
-
-func (c *RestClient) NewPlaceOrderRequest() *PlaceOrderRequest {
-	return &PlaceOrderRequest{
-		client: c,
-	}
-}
-
-func (c *RestClient) NewBatchPlaceOrderRequest() *BatchPlaceOrderRequest {
-	return &BatchPlaceOrderRequest{
-		client: c,
-	}
-}
-
-func (c *RestClient) NewCancelOrderRequest() *CancelOrderRequest {
-	return &CancelOrderRequest{
-		client: c,
-	}
-}
-
-func (c *RestClient) NewBatchCancelOrderRequest() *BatchCancelOrderRequest {
-	return &BatchCancelOrderRequest{
-		client: c,
-	}
-}
-
-func (c *RestClient) NewGetOrderDetailsRequest() *GetOrderDetailsRequest {
-	return &GetOrderDetailsRequest{
-		client: c,
-	}
-}
-
-func (c *RestClient) NewGetPendingOrderRequest() *GetPendingOrderRequest {
-	return &GetPendingOrderRequest{
-		client: c,
-	}
-}
-
 func sign(payload string, secret string) string {
 	var sig = hmac.New(sha256.New, []byte(secret))
 	_, err := sig.Write([]byte(payload))

pkg/exchange/okex/okexapi/public.go

@@ -0,0 +1 @@
+package okexapi

pkg/exchange/okex/okexapi/trade.go

@@ -2,6 +2,7 @@ package okexapi
 
 import (
 	"context"
+	"net/url"
 	"strings"
 
 	"github.com/c9s/bbgo/pkg/fixedpoint"
@@ -9,6 +10,60 @@ import (
 	"github.com/pkg/errors"
 )
 
+type TradeService struct {
+	client *RestClient
+}
+
+type OrderResponse struct {
+	OrderID       string `json:"ordId"`
+	ClientOrderID string `json:"clOrdId"`
+	Tag           string `json:"tag"`
+	Code          string `json:"sCode"`
+	Message       string `json:"sMsg"`
+}
+
+func (c *TradeService) NewPlaceOrderRequest() *PlaceOrderRequest {
+	return &PlaceOrderRequest{
+		client: c.client,
+	}
+}
+
+func (c *TradeService) NewBatchPlaceOrderRequest() *BatchPlaceOrderRequest {
+	return &BatchPlaceOrderRequest{
+		client: c.client,
+	}
+}
+
+func (c *TradeService) NewCancelOrderRequest() *CancelOrderRequest {
+	return &CancelOrderRequest{
+		client: c.client,
+	}
+}
+
+func (c *TradeService) NewBatchCancelOrderRequest() *BatchCancelOrderRequest {
+	return &BatchCancelOrderRequest{
+		client: c.client,
+	}
+}
+
+func (c *TradeService) NewGetOrderDetailsRequest() *GetOrderDetailsRequest {
+	return &GetOrderDetailsRequest{
+		client: c.client,
+	}
+}
+
+func (c *TradeService) NewGetPendingOrderRequest() *GetPendingOrderRequest {
+	return &GetPendingOrderRequest{
+		client: c.client,
+	}
+}
+
+func (c *TradeService) NewGetTransactionDetailsRequest() *GetTransactionDetailsRequest {
+	return &GetTransactionDetailsRequest{
+		client: c.client,
+	}
+}
+
 type PlaceOrderRequest struct {
 	client *RestClient
 
@@ -324,20 +379,6 @@ type GetOrderDetailsRequest struct {
 	clOrdId *string
 }
 
-func (r *GetOrderDetailsRequest) Parameters() map[string]interface{} {
-	var payload = map[string]interface{}{
-		"instId": r.instId,
-	}
-
-	if r.ordId != nil {
-		payload["ordId"] = r.ordId
-	} else if r.clOrdId != nil {
-		payload["clOrdId"] = r.clOrdId
-	}
-
-	return payload
-}
-
 func (r *GetOrderDetailsRequest) InstrumentID(instId string) *GetOrderDetailsRequest {
 	r.instId = instId
 	return r
@@ -353,9 +394,23 @@ func (r *GetOrderDetailsRequest) ClientOrderID(clientOrderID string) *GetOrderDe
 	return r
 }
 
+func (r *GetOrderDetailsRequest) QueryParameters() url.Values {
+	var values = url.Values{}
+
+	values.Add("instId", r.instId)
+
+	if r.ordId != nil {
+		values.Add("ordId", *r.ordId)
+	} else if r.clOrdId != nil {
+		values.Add("clOrdId", *r.clOrdId)
+	}
+
+	return values
+}
+
 func (r *GetOrderDetailsRequest) Do(ctx context.Context) (*OrderDetails, error) {
-	payload := r.Parameters()
-	req, err := r.client.newAuthenticatedRequest("GET", "/api/v5/trade/order", nil, payload)
+	params := r.QueryParameters()
+	req, err := r.client.newAuthenticatedRequest("GET", "/api/v5/trade/order", params, nil)
 	if err != nil {
 		return nil, err
 	}
@@ -452,3 +507,70 @@ func (r *GetPendingOrderRequest) Do(ctx context.Context) ([]OrderDetails, error)
 
 	return orderResponse.Data, nil
 }
+
+type GetTransactionDetailsRequest struct {
+	client *RestClient
+
+	instType *string
+
+	instId *string
+
+	ordId *string
+}
+
+func (r *GetTransactionDetailsRequest) InstrumentType(instType string) *GetTransactionDetailsRequest {
+	r.instType = &instType
+	return r
+}
+
+func (r *GetTransactionDetailsRequest) InstrumentID(instId string) *GetTransactionDetailsRequest {
+	r.instId = &instId
+	return r
+}
+
+func (r *GetTransactionDetailsRequest) OrderID(orderID string) *GetTransactionDetailsRequest {
+	r.ordId = &orderID
+	return r
+}
+
+func (r *GetTransactionDetailsRequest) Parameters() map[string]interface{} {
+	var payload = map[string]interface{}{}
+
+	if r.instType != nil {
+		payload["instType"] = r.instType
+	}
+
+	if r.instId != nil {
+		payload["instId"] = r.instId
+	}
+
+	if r.ordId != nil {
+		payload["ordId"] = r.ordId
+	}
+
+	return payload
+}
+
+func (r *GetTransactionDetailsRequest) Do(ctx context.Context) ([]OrderDetails, error) {
+	payload := r.Parameters()
+	req, err := r.client.newAuthenticatedRequest("GET", "/api/v5/trade/fills", nil, payload)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := r.client.sendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var orderResponse struct {
+		Code    string         `json:"code"`
+		Message string         `json:"msg"`
+		Data    []OrderDetails `json:"data"`
+	}
+	if err := response.DecodeJSON(&orderResponse); err != nil {
+		return nil, err
+	}
+
+	return orderResponse.Data, nil
+}