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pkg/exchange: generate cancel order by requestgen

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This commit is contained in:
Edwin 2024-01-10 16:39:52 +08:00
parent 8eb555619f
commit 373242d306
6 changed files with 295 additions and 134 deletions
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18
pkg/exchange/okex/exchange.go
View File

@ -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
View 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,
}
}

76
pkg/exchange/okex/okexapi/cancel_order_request_accessors.go
View File

@ -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
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@ -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
}

62
pkg/exchange/okex/okexapi/client_test.go
View File

@ -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()

57
pkg/exchange/okex/okexapi/trade.go
View File

@ -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)
}