pkg/exchange: gen 3 day and regen history transaction api

pkg/exchange/okex/okexapi/client_test.go

@@ -264,6 +264,36 @@ func TestClient_TransactionHistoryWithTime(t *testing.T) {
 	}
 }
 
+func TestClient_ThreeDaysTransactionHistoryWithTime(t *testing.T) {
+	client := getTestClientOrSkip(t)
+	ctx := context.Background()
+
+	beforeId := int64(0)
+	startTime := time.Now().Add(-3 * 24 * time.Hour)
+	end := time.Now()
+
+	for {
+		// [{"side":"sell","fillSz":"1","fillPx":"46446.4","fillPxVol":"","fillFwdPx":"","fee":"-46.4464","fillPnl":"0","ordId":"665951654130348158","feeRate":"-0.001","instType":"SPOT","fillPxUsd":"","instId":"BTC-USDT","clOrdId":"","posSide":"net","billId":"665951654138736652","fillMarkVol":"","tag":"","fillTime":"1705047247128","execType":"T","fillIdxPx":"","tradeId":"724072849","fillMarkPx":"","feeCcy":"USDT","ts":"1705047247130"}]
+		// [{"side":"sell","fillSz":"11.053006","fillPx":"54.17","fillPxVol":"","fillFwdPx":"","fee":"-0.59874133502","fillPnl":"0","ordId":"665951812901531754","feeRate":"-0.001","instType":"SPOT","fillPxUsd":"","instId":"OKB-USDT","clOrdId":"","posSide":"net","billId":"665951812905726068","fillMarkVol":"","tag":"","fillTime":"1705047284982","execType":"T","fillIdxPx":"","tradeId":"589438381","fillMarkPx":"","feeCcy":"USDT","ts":"1705047284983"}]
+		// [{"side":"sell","fillSz":"88.946994","filollPx":"54.16","fillPxVol":"","fillFwdPx":"","fee":"-4.81736919504","fillPnl":"0","ordId":"665951812901531754","feeRate":"-0.001","instType":"SPOT","fillPxUsd":"","instId":"OKB-USDT","clOrdId":"","posSide":"net","billId":"665951812905726084","fillMarkVol":"","tag":"","fillTime":"1705047284982","execType":"T","fillIdxPx":"","tradeId":"589438382","fillMarkPx":"","feeCcy":"USDT","ts":"1705047284983"}]
+		c := client.NewGetThreeDaysTransactionHistoryRequest().
+			StartTime(types.NewMillisecondTimestampFromInt(startTime.UnixMilli()).Time()).
+			EndTime(types.NewMillisecondTimestampFromInt(end.UnixMilli()).Time()).
+			Limit(1)
+		if beforeId != 0 {
+			c.Before(strconv.FormatInt(beforeId, 10))
+		}
+		res, err := c.Do(ctx)
+		assert.NoError(t, err)
+
+		if len(res) != 1 {
+			break
+		}
+		t.Log(res[0].FillTime, res[0].Timestamp, res[0].BillId, res)
+		beforeId = int64(res[0].BillId)
+	}
+}
+
 func TestClient_BatchCancelOrderRequest(t *testing.T) {
 	client := getTestClientOrSkip(t)
 	ctx := context.Background()

pkg/exchange/okex/okexapi/get_three_days_transaction_history_request.go

@@ -0,0 +1,39 @@
+package okexapi
+
+import (
+	"time"
+
+	"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 GetRequest -url "/api/v5/trade/fills" -type GetThreeDaysTransactionHistoryRequest -responseDataType []Trade -rateLimiter 1+60/2s
+type GetThreeDaysTransactionHistoryRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	instrumentType InstrumentType `param:"instType,query"`
+	instrumentID   *string        `param:"instId,query"`
+	orderID        *string        `param:"ordId,query"`
+
+	underlying       *string `param:"uly,query"`
+	instrumentFamily *string `param:"instFamily,query"`
+
+	after     *string    `param:"after,query"`
+	before    *string    `param:"before,query"`
+	startTime *time.Time `param:"begin,query,milliseconds"`
+
+	// endTime for each request, startTime and endTime can be any interval, but should be in last 3 months
+	endTime *time.Time `param:"end,query,milliseconds"`
+
+	// limit for data size per page. Default: 100
+	limit *uint64 `param:"limit,query"`
+}
+
+func (c *RestClient) NewGetThreeDaysTransactionHistoryRequest() *GetThreeDaysTransactionHistoryRequest {
+	return &GetThreeDaysTransactionHistoryRequest{
+		client:         c,
+		instrumentType: InstrumentTypeSpot,
+	}
+}

pkg/exchange/okex/okexapi/get_three_days_transaction_history_request_requestgen.go

@@ -0,0 +1,322 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/v5/trade/fills -type GetThreeDaysTransactionHistoryRequest -responseDataType []Trade -rateLimiter 1+60/2s"; DO NOT EDIT.
+
+package okexapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"golang.org/x/time/rate"
+	"net/url"
+	"reflect"
+	"regexp"
+	"strconv"
+	"time"
+)
+
+var GetThreeDaysTransactionHistoryRequestLimiter = rate.NewLimiter(30.000000300000004, 1)
+
+func (g *GetThreeDaysTransactionHistoryRequest) InstrumentType(instrumentType InstrumentType) *GetThreeDaysTransactionHistoryRequest {
+	g.instrumentType = instrumentType
+	return g
+}
+
+func (g *GetThreeDaysTransactionHistoryRequest) InstrumentID(instrumentID string) *GetThreeDaysTransactionHistoryRequest {
+	g.instrumentID = &instrumentID
+	return g
+}
+
+func (g *GetThreeDaysTransactionHistoryRequest) OrderID(orderID string) *GetThreeDaysTransactionHistoryRequest {
+	g.orderID = &orderID
+	return g
+}
+
+func (g *GetThreeDaysTransactionHistoryRequest) Underlying(underlying string) *GetThreeDaysTransactionHistoryRequest {
+	g.underlying = &underlying
+	return g
+}
+
+func (g *GetThreeDaysTransactionHistoryRequest) InstrumentFamily(instrumentFamily string) *GetThreeDaysTransactionHistoryRequest {
+	g.instrumentFamily = &instrumentFamily
+	return g
+}
+
+func (g *GetThreeDaysTransactionHistoryRequest) After(after string) *GetThreeDaysTransactionHistoryRequest {
+	g.after = &after
+	return g
+}
+
+func (g *GetThreeDaysTransactionHistoryRequest) Before(before string) *GetThreeDaysTransactionHistoryRequest {
+	g.before = &before
+	return g
+}
+
+func (g *GetThreeDaysTransactionHistoryRequest) StartTime(startTime time.Time) *GetThreeDaysTransactionHistoryRequest {
+	g.startTime = &startTime
+	return g
+}
+
+func (g *GetThreeDaysTransactionHistoryRequest) EndTime(endTime time.Time) *GetThreeDaysTransactionHistoryRequest {
+	g.endTime = &endTime
+	return g
+}
+
+func (g *GetThreeDaysTransactionHistoryRequest) Limit(limit uint64) *GetThreeDaysTransactionHistoryRequest {
+	g.limit = &limit
+	return g
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetThreeDaysTransactionHistoryRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+	// check instrumentType field -> json key instType
+	instrumentType := g.instrumentType
+
+	// TEMPLATE check-valid-values
+	switch instrumentType {
+	case InstrumentTypeSpot, InstrumentTypeSwap, InstrumentTypeFutures, InstrumentTypeOption, InstrumentTypeMARGIN:
+		params["instType"] = instrumentType
+
+	default:
+		return nil, fmt.Errorf("instType value %v is invalid", instrumentType)
+
+	}
+	// END TEMPLATE check-valid-values
+
+	// assign parameter of instrumentType
+	params["instType"] = instrumentType
+	// check instrumentID field -> json key instId
+	if g.instrumentID != nil {
+		instrumentID := *g.instrumentID
+
+		// assign parameter of instrumentID
+		params["instId"] = instrumentID
+	} else {
+	}
+	// check orderID field -> json key ordId
+	if g.orderID != nil {
+		orderID := *g.orderID
+
+		// assign parameter of orderID
+		params["ordId"] = orderID
+	} else {
+	}
+	// check underlying field -> json key uly
+	if g.underlying != nil {
+		underlying := *g.underlying
+
+		// assign parameter of underlying
+		params["uly"] = underlying
+	} else {
+	}
+	// check instrumentFamily field -> json key instFamily
+	if g.instrumentFamily != nil {
+		instrumentFamily := *g.instrumentFamily
+
+		// assign parameter of instrumentFamily
+		params["instFamily"] = instrumentFamily
+	} else {
+	}
+	// check after field -> json key after
+	if g.after != nil {
+		after := *g.after
+
+		// assign parameter of after
+		params["after"] = after
+	} else {
+	}
+	// check before field -> json key before
+	if g.before != nil {
+		before := *g.before
+
+		// assign parameter of before
+		params["before"] = before
+	} else {
+	}
+	// check startTime field -> json key begin
+	if g.startTime != nil {
+		startTime := *g.startTime
+
+		// assign parameter of startTime
+		// convert time.Time to milliseconds time stamp
+		params["begin"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check endTime field -> json key end
+	if g.endTime != nil {
+		endTime := *g.endTime
+
+		// assign parameter of endTime
+		// convert time.Time to milliseconds time stamp
+		params["end"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check limit field -> json key limit
+	if g.limit != nil {
+		limit := *g.limit
+
+		// assign parameter of limit
+		params["limit"] = limit
+	} 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 *GetThreeDaysTransactionHistoryRequest) 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 *GetThreeDaysTransactionHistoryRequest) 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 *GetThreeDaysTransactionHistoryRequest) 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 *GetThreeDaysTransactionHistoryRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetThreeDaysTransactionHistoryRequest) 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 *GetThreeDaysTransactionHistoryRequest) 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 *GetThreeDaysTransactionHistoryRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetThreeDaysTransactionHistoryRequest) 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 *GetThreeDaysTransactionHistoryRequest) GetPath() string {
+	return "/api/v5/trade/fills"
+}
+
+// Do generates the request object and send the request object to the API endpoint
+func (g *GetThreeDaysTransactionHistoryRequest) Do(ctx context.Context) ([]Trade, error) {
+	if err := GetThreeDaysTransactionHistoryRequestLimiter.Wait(ctx); err != nil {
+		return nil, err
+	}
+
+	// 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.NewAuthenticatedRequest(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
+
+	type responseUnmarshaler interface {
+		Unmarshal(data []byte) error
+	}
+
+	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
+		if err := unmarshaler.Unmarshal(response.Body); err != nil {
+			return nil, err
+		}
+	} else {
+		// The line below checks the content type, however, some API server might not send the correct content type header,
+		// Hence, this is commented for backward compatibility
+		// response.IsJSON()
+		if err := response.DecodeJSON(&apiResponse); err != nil {
+			return nil, err
+		}
+	}
+
+	type responseValidator interface {
+		Validate() error
+	}
+
+	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
+		if err := validator.Validate(); err != nil {
+			return nil, err
+		}
+	}
+	var data []Trade
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return data, nil
+}

pkg/exchange/okex/okexapi/get_transaction_history_request.go

@@ -53,13 +53,13 @@ type Trade struct {
 	PosSide          string           `json:"posSide"`
 }
 
-//go:generate GetRequest -url "/api/v5/trade/fills-history" -type GetTransactionHistoryRequest -responseDataType []Trade
+//go:generate GetRequest -url "/api/v5/trade/fills-history" -type GetTransactionHistoryRequest -responseDataType []Trade -rateLimiter 1+10/2s
 type GetTransactionHistoryRequest struct {
 	client requestgen.AuthenticatedAPIClient
 
 	instrumentType InstrumentType `param:"instType,query"`
 	instrumentID   *string        `param:"instId,query"`
-	orderID        string         `param:"ordId,query"`
+	orderID        *string        `param:"ordId,query"`
 
 	// Underlying and InstrumentFamily Applicable to FUTURES/SWAP/OPTION
 	underlying       *string `param:"uly,query"`

pkg/exchange/okex/okexapi/get_transaction_history_request_requestgen.go

@@ -1,4 +1,4 @@
-// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/v5/trade/fills-history -type GetTransactionHistoryRequest -responseDataType []Trade"; DO NOT EDIT.
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/v5/trade/fills-history -type GetTransactionHistoryRequest -responseDataType []Trade -rateLimiter 1+10/2s"; DO NOT EDIT.
 
 package okexapi
 
@@ -6,6 +6,7 @@ import (
 	"context"
 	"encoding/json"
 	"fmt"
+	"golang.org/x/time/rate"
 	"net/url"
 	"reflect"
 	"regexp"
@@ -13,6 +14,8 @@ import (
 	"time"
 )
 
+var GetTransactionHistoryRequestLimiter = rate.NewLimiter(5, 1)
+
 func (g *GetTransactionHistoryRequest) InstrumentType(instrumentType InstrumentType) *GetTransactionHistoryRequest {
 	g.instrumentType = instrumentType
 	return g
@@ -24,7 +27,7 @@ func (g *GetTransactionHistoryRequest) InstrumentID(instrumentID string) *GetTra
 }
 
 func (g *GetTransactionHistoryRequest) OrderID(orderID string) *GetTransactionHistoryRequest {
-	g.orderID = orderID
+	g.orderID = &orderID
 	return g
 }
 
@@ -91,10 +94,13 @@ func (g *GetTransactionHistoryRequest) GetQueryParameters() (url.Values, error)
 	} else {
 	}
 	// check orderID field -> json key ordId
-	orderID := g.orderID
+	if g.orderID != nil {
+		orderID := *g.orderID
 
-	// assign parameter of orderID
-	params["ordId"] = orderID
+		// assign parameter of orderID
+		params["ordId"] = orderID
+	} else {
+	}
 	// check underlying field -> json key uly
 	if g.underlying != nil {
 		underlying := *g.underlying
@@ -255,6 +261,9 @@ func (g *GetTransactionHistoryRequest) GetPath() string {
 
 // Do generates the request object and send the request object to the API endpoint
 func (g *GetTransactionHistoryRequest) Do(ctx context.Context) ([]Trade, error) {
+	if err := GetTransactionHistoryRequestLimiter.Wait(ctx); err != nil {
+		return nil, err
+	}
 
 	// no body params
 	var params interface{}
@@ -272,27 +281,39 @@ func (g *GetTransactionHistoryRequest) Do(ctx context.Context) ([]Trade, error)
 		return nil, err
 	}
 
-	fmt.Println(">>", req.URL)
 	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 responseUnmarshaler interface {
+		Unmarshal(data []byte) error
+	}
+
+	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
+		if err := unmarshaler.Unmarshal(response.Body); err != nil {
+			return nil, err
+		}
+	} else {
+		// The line below checks the content type, however, some API server might not send the correct content type header,
+		// Hence, this is commented for backward compatibility
+		// response.IsJSON()
+		if err := response.DecodeJSON(&apiResponse); err != nil {
+			return nil, err
+		}
 	}
 
 	type responseValidator interface {
 		Validate() error
 	}
-	validator, ok := interface{}(apiResponse).(responseValidator)
-	if ok {
+
+	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
 		if err := validator.Validate(); err != nil {
 			return nil, err
 		}
 	}
-
 	var data []Trade
 	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
 		return nil, err

pkg/exchange/okex/okexapi/testdata/get_three_days_transaction_history_request.json

@@ -0,0 +1,32 @@
+{
+  "code":"0",
+  "data":[
+    {
+      "side":"buy",
+      "fillSz":"0.001",
+      "fillPx":"73397.8",
+      "fillPxVol":"",
+      "fillFwdPx":"",
+      "fee":"-0.000001",
+      "fillPnl":"0",
+      "ordId":"688362711456706560",
+      "feeRate":"-0.001",
+      "instType":"SPOT",
+      "fillPxUsd":"",
+      "instId":"BTC-USDT",
+      "clOrdId":"1229606897",
+      "posSide":"net",
+      "billId":"688362711465447466",
+      "fillMarkVol":"",
+      "tag":"",
+      "fillTime":"1710390459571",
+      "execType":"T",
+      "fillIdxPx":"",
+      "tradeId":"749554213",
+      "fillMarkPx":"",
+      "feeCcy":"BTC",
+      "ts":"1710390459574"
+    }
+  ],
+  "msg":""
+}

pkg/exchange/okex/okexapi/testdata/get_transaction_history_request.json

@@ -0,0 +1,32 @@
+{
+  "code":"0",
+  "data":[
+    {
+      "side":"buy",
+      "fillSz":"0.001",
+      "fillPx":"73397.8",
+      "fillPxVol":"",
+      "fillFwdPx":"",
+      "fee":"-0.000001",
+      "fillPnl":"0",
+      "ordId":"688362711456706560",
+      "feeRate":"-0.001",
+      "instType":"SPOT",
+      "fillPxUsd":"",
+      "instId":"BTC-USDT",
+      "clOrdId":"1229606897",
+      "posSide":"net",
+      "billId":"688362711465447466",
+      "fillMarkVol":"",
+      "tag":"",
+      "fillTime":"1710390459571",
+      "execType":"T",
+      "fillIdxPx":"",
+      "tradeId":"749554213",
+      "fillMarkPx":"",
+      "feeCcy":"BTC",
+      "ts":"1710390459574"
+    }
+  ],
+  "msg":""
+}