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

FEATURE: [bitget] use v2 tickers

pkg/exchange/bitget/bitgetapi/v2/client_test.go

@@ -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)
+	})
 }

pkg/exchange/bitget/bitgetapi/v2/get_tickers_request.go

@@ -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}
+}

pkg/exchange/bitget/bitgetapi/v2/get_tickers_request_requestgen.go

@@ -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
+}

pkg/exchange/bitget/convert.go

@@ -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,
 	}
 }
 

pkg/exchange/bitget/convert_test.go

@@ -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{
-		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),
-		Ts:        types.NewMillisecondTimestampFromInt(1660704288118),
-		BuyOne:    fixedpoint.NewFromFloat(24013.94),
-		SellOne:   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),
+	//{
+	//   "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),
+		LastPr:       fixedpoint.NewFromFloat(24014.11),
+		QuoteVolume:  fixedpoint.NewFromFloat(177689342.3025),
+		BaseVolume:   fixedpoint.NewFromFloat(7421.5009),
+		UsdtVolume:   fixedpoint.NewFromFloat(177689342.302407),
+		Ts:           types.NewMillisecondTimestampFromInt(1660704288118),
+		BidPr:        fixedpoint.NewFromFloat(24013.94),
+		AskPr:        fixedpoint.NewFromFloat(24014.06),
+		BidSz:        fixedpoint.NewFromFloat(0.0663),
+		AskSz:        fixedpoint.NewFromFloat(0.0119),
+		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{

pkg/exchange/bitget/exchange.go

@@ -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 {