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Merge pull request #1415 from c9s/edwin/bitget/use-v2-tickers

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FEATURE: [bitget] use v2 tickers
This commit is contained in:
bailantaotao 2023-11-14 20:48:52 +08:00 committed by GitHub
commit 43c50b46a6
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6 changed files with 277 additions and 52 deletions
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6
pkg/exchange/bitget/bitgetapi/v2/client_test.go
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@ -93,4 +93,10 @@ func TestClient(t *testing.T) {
assert.NoError(t, err)
t.Logf("resp: %+v", resp)
})
t.Run("GetTickersRequest", func(t *testing.T) {
resp, err := client.NewGetTickersRequest().Do(ctx)
assert.NoError(t, err)
t.Logf("resp: %+v", resp)
})
}

40
pkg/exchange/bitget/bitgetapi/v2/get_tickers_request.go Normal file
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@ -0,0 +1,40 @@
package bitgetapi
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 Ticker struct {
Symbol string `json:"symbol"`
High24H fixedpoint.Value `json:"high24h"`
Open fixedpoint.Value `json:"open"`
Low24H fixedpoint.Value `json:"low24h"`
LastPr fixedpoint.Value `json:"lastPr"`
QuoteVolume fixedpoint.Value `json:"quoteVolume"`
BaseVolume fixedpoint.Value `json:"baseVolume"`
UsdtVolume fixedpoint.Value `json:"usdtVolume"`
BidPr fixedpoint.Value `json:"bidPr"`
AskPr fixedpoint.Value `json:"askPr"`
BidSz fixedpoint.Value `json:"bidSz"`
AskSz fixedpoint.Value `json:"askSz"`
OpenUtc fixedpoint.Value `json:"openUtc"`
Ts types.MillisecondTimestamp `json:"ts"`
ChangeUtc24H fixedpoint.Value `json:"changeUtc24h"`
Change24H fixedpoint.Value `json:"change24h"`
}
//go:generate GetRequest -url "/api/v2/spot/market/tickers" -type GetTickersRequest -responseDataType []Ticker
type GetTickersRequest struct {
client requestgen.APIClient
symbol *string `param:"symbol,query"`
}
func (s *Client) NewGetTickersRequest() *GetTickersRequest {
return &GetTickersRequest{client: s.Client}
}

174
pkg/exchange/bitget/bitgetapi/v2/get_tickers_request_requestgen.go Normal file
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@ -0,0 +1,174 @@
// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/v2/spot/market/tickers -type GetTickersRequest -responseDataType []Ticker"; DO NOT EDIT.
package bitgetapi
import (
"context"
"encoding/json"
"fmt"
"github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi"
"net/url"
"reflect"
"regexp"
)
func (g *GetTickersRequest) Symbol(symbol string) *GetTickersRequest {
g.symbol = &symbol
return g
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetTickersRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
// check symbol field -> json key symbol
if g.symbol != nil {
symbol := *g.symbol
// assign parameter of symbol
params["symbol"] = symbol
} 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 *GetTickersRequest) 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 *GetTickersRequest) 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 *GetTickersRequest) 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 *GetTickersRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (g *GetTickersRequest) 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 *GetTickersRequest) 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 *GetTickersRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetTickersRequest) 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 *GetTickersRequest) GetPath() string {
return "/api/v2/spot/market/tickers"
}
// Do generates the request object and send the request object to the API endpoint
func (g *GetTickersRequest) Do(ctx context.Context) ([]Ticker, 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 bitgetapi.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 []Ticker
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
return nil, err
}
return data, nil
}

12
pkg/exchange/bitget/convert.go
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@ -47,16 +47,16 @@ func toGlobalMarket(s v2.Symbol) types.Market {
}
}
func toGlobalTicker(ticker bitgetapi.Ticker) types.Ticker {
func toGlobalTicker(ticker v2.Ticker) types.Ticker {
return types.Ticker{
Time: ticker.Ts.Time(),
Volume: ticker.BaseVol,
Last: ticker.Close,
Open: ticker.OpenUtc0,
Volume: ticker.BaseVolume,
Last: ticker.LastPr,
Open: ticker.Open,
High: ticker.High24H,
Low: ticker.Low24H,
Buy: ticker.BuyOne,
Sell: ticker.SellOne,
Buy: ticker.BidPr,
Sell: ticker.AskPr,
}
}

56
pkg/exchange/bitget/convert_test.go
View File

@ -100,39 +100,41 @@ func Test_toGlobalMarket(t *testing.T) {
func Test_toGlobalTicker(t *testing.T) {
// sample:
// {
// "symbol": "BTCUSDT",
// "high24h": "24175.65",
// "low24h": "23677.75",
// "close": "24014.11",
// "quoteVol": "177689342.3025",
// "baseVol": "7421.5009",
// "usdtVol": "177689342.302407",
// "ts": "1660704288118",
// "buyOne": "24013.94",
// "sellOne": "24014.06",
// "bidSz": "0.0663",
// "askSz": "0.0119",
// "openUtc0": "23856.72",
// "changeUtc":"0.00301",
// "change":"0.00069"
// }
ticker := bitgetapi.Ticker{
//{
// "open":"36465.96",
// "symbol":"BTCUSDT",
// "high24h":"37040.25",
// "low24h":"36202.65",
// "lastPr":"36684.42",
// "quoteVolume":"311893591.2805",
// "baseVolume":"8507.3684",
// "usdtVolume":"311893591.280427",
// "ts":"1699947106122",
// "bidPr":"36684.49",
// "askPr":"36684.51",
// "bidSz":"0.3812",
// "askSz":"0.0133",
// "openUtc":"36465.96",
// "changeUtc24h":"0.00599",
// "change24h":"-0.00426"
//}
ticker := v2.Ticker{
Symbol: "BTCUSDT",
High24H: fixedpoint.NewFromFloat(24175.65),
Low24H: fixedpoint.NewFromFloat(23677.75),
Close: fixedpoint.NewFromFloat(24014.11),
QuoteVol: fixedpoint.NewFromFloat(177689342.3025),
BaseVol: fixedpoint.NewFromFloat(7421.5009),
UsdtVol: fixedpoint.NewFromFloat(177689342.302407),
LastPr: fixedpoint.NewFromFloat(24014.11),
QuoteVolume: fixedpoint.NewFromFloat(177689342.3025),
BaseVolume: fixedpoint.NewFromFloat(7421.5009),
UsdtVolume: fixedpoint.NewFromFloat(177689342.302407),
Ts: types.NewMillisecondTimestampFromInt(1660704288118),
BuyOne: fixedpoint.NewFromFloat(24013.94),
SellOne: fixedpoint.NewFromFloat(24014.06),
BidPr: fixedpoint.NewFromFloat(24013.94),
AskPr: fixedpoint.NewFromFloat(24014.06),
BidSz: fixedpoint.NewFromFloat(0.0663),
AskSz: fixedpoint.NewFromFloat(0.0119),
OpenUtc0: fixedpoint.NewFromFloat(23856.72),
ChangeUtc: fixedpoint.NewFromFloat(0.00301),
Change: fixedpoint.NewFromFloat(0.00069),
OpenUtc: fixedpoint.NewFromFloat(23856.72),
ChangeUtc24H: fixedpoint.NewFromFloat(0.00301),
Change24H: fixedpoint.NewFromFloat(0.00069),
Open: fixedpoint.NewFromFloat(23856.72),
}
assert.Equal(t, types.Ticker{

29
pkg/exchange/bitget/exchange.go
View File

@ -58,7 +58,7 @@ type Exchange struct {
key, secret, passphrase string
client *bitgetapi.RestClient
v2Client *v2.Client
v2client *v2.Client
}
func New(key, secret, passphrase string) *Exchange {
@ -73,7 +73,7 @@ func New(key, secret, passphrase string) *Exchange {
secret: secret,
passphrase: passphrase,
client: client,
v2Client: v2.NewClient(client),
v2client: v2.NewClient(client),
}
}
@ -94,7 +94,7 @@ func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
return nil, fmt.Errorf("markets rate limiter wait error: %w", err)
}
req := e.v2Client.NewGetSymbolsRequest()
req := e.v2client.NewGetSymbolsRequest()
symbols, err := req.Do(ctx)
if err != nil {
return nil, err
@ -113,14 +113,17 @@ func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticke
return nil, fmt.Errorf("ticker rate limiter wait error: %w", err)
}
req := e.client.NewGetTickerRequest()
req := e.v2client.NewGetTickersRequest()
req.Symbol(symbol)
resp, err := req.Do(ctx)
if err != nil {
return nil, fmt.Errorf("failed to query ticker: %w", err)
}
if len(resp) != 1 {
return nil, fmt.Errorf("unexpected length of query single symbol: %+v", resp)
}
ticker := toGlobalTicker(*resp)
ticker := toGlobalTicker(resp[1])
return &ticker, nil
}
@ -143,7 +146,7 @@ func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[str
return nil, fmt.Errorf("tickers rate limiter wait error: %w", err)
}
resp, err := e.client.NewGetAllTickersRequest().Do(ctx)
resp, err := e.v2client.NewGetTickersRequest().Do(ctx)
if err != nil {
return nil, fmt.Errorf("failed to query tickers: %w", err)
}
@ -164,7 +167,7 @@ func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[str
// The end time has different limits. 1m, 5m can query for one month,15m can query for 52 days,30m can query for 62 days,
// 1H can query for 83 days,4H can query for 240 days,6H can query for 360 days.
func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) {
req := e.v2Client.NewGetKLineRequest().Symbol(symbol)
req := e.v2client.NewGetKLineRequest().Symbol(symbol)
intervalStr, found := toLocalGranularity[interval]
if !found {
return nil, fmt.Errorf("%s not supported, supported granlarity: %+v", intervalStr, toLocalGranularity)
@ -252,7 +255,7 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (cr
return nil, fmt.Errorf("order.Market.Symbol is required: %+v", order)
}
req := e.v2Client.NewPlaceOrderRequest()
req := e.v2client.NewPlaceOrderRequest()
req.Symbol(order.Market.Symbol)
// set order type
@ -320,7 +323,7 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (cr
}
orderId := res.OrderId
ordersResp, err := e.v2Client.NewGetUnfilledOrdersRequest().OrderId(orderId).Do(ctx)
ordersResp, err := e.v2client.NewGetUnfilledOrdersRequest().OrderId(orderId).Do(ctx)
if err != nil {
return nil, fmt.Errorf("failed to query open order by order id: %s, err: %w", orderId, err)
}
@ -329,7 +332,7 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (cr
case 0:
// The market order will be executed immediately, so we cannot retrieve it through the NewGetUnfilledOrdersRequest API.
// Try to get the order from the NewGetHistoryOrdersRequest API.
ordersResp, err := e.v2Client.NewGetHistoryOrdersRequest().OrderId(orderId).Do(ctx)
ordersResp, err := e.v2client.NewGetHistoryOrdersRequest().OrderId(orderId).Do(ctx)
if err != nil {
return nil, fmt.Errorf("failed to query history order by order id: %s, err: %w", orderId, err)
}
@ -355,7 +358,7 @@ func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders [
return nil, fmt.Errorf("open order rate limiter wait error: %w", err)
}
req := e.v2Client.NewGetUnfilledOrdersRequest().
req := e.v2client.NewGetUnfilledOrdersRequest().
Symbol(symbol).
Limit(strconv.FormatInt(queryLimit, 10))
if nextCursor != 0 {
@ -414,7 +417,7 @@ func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since,
if err := closedQueryOrdersRateLimiter.Wait(ctx); err != nil {
return nil, fmt.Errorf("query closed order rate limiter wait error: %w", err)
}
res, err := e.v2Client.NewGetHistoryOrdersRequest().
res, err := e.v2client.NewGetHistoryOrdersRequest().
Symbol(symbol).
Limit(strconv.Itoa(queryLimit)).
StartTime(since.UnixMilli()).
@ -502,7 +505,7 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
log.Warn("!!!BITGET EXCHANGE API NOTICE!!! The trade of response is in descending order, so the last trade id not supported.")
}
req := e.v2Client.NewGetTradeFillsRequest()
req := e.v2client.NewGetTradeFillsRequest()
req.Symbol(symbol)
if options.StartTime != nil {