From 5f8108f93eee5312a1d285bb990e9f8bb5393f3a Mon Sep 17 00:00:00 2001 From: c9s Date: Tue, 25 May 2021 00:50:53 +0800 Subject: [PATCH] okex: add GetPendingOrderRequest --- examples/okex-book/main.go | 13 +- pkg/exchange/okex/okexapi/client.go | 27 +- pkg/exchange/okex/okexapi/trade.go | 365 +++++++++++++++++----------- pkg/types/time.go | 4 + 4 files changed, 254 insertions(+), 155 deletions(-) diff --git a/examples/okex-book/main.go b/examples/okex-book/main.go index 8da8e87fb..eaf1ee5a1 100644 --- a/examples/okex-book/main.go +++ b/examples/okex-book/main.go @@ -109,8 +109,7 @@ var rootCmd = &cobra.Command{ log.Infof("place order response: %+v", placeResponse) time.Sleep(time.Second) - - client.NewOrderDetailsRequest() + client.NewGetOrderDetailsRequest() cancelResponse, err := client.NewCancelOrderRequest(). InstrumentID("LTC-USDT"). @@ -145,9 +144,17 @@ var rootCmd = &cobra.Command{ } log.Infof("batch place order response: %+v", batchPlaceResponse) - time.Sleep(time.Second) + log.Infof("getting pending orders...") + pendingOrders, err := client.NewGetPendingOrderRequest().Do(ctx) + if err != nil { + return err + } + for _, pendingOrder := range pendingOrders { + log.Infof("pending order: %+v", pendingOrder) + } + cancelReq := client.NewBatchCancelOrderRequest() for _, resp := range batchPlaceResponse { cancelReq.Add(client.NewCancelOrderRequest(). diff --git a/pkg/exchange/okex/okexapi/client.go b/pkg/exchange/okex/okexapi/client.go index f0cdfd4b0..a3c96c473 100644 --- a/pkg/exchange/okex/okexapi/client.go +++ b/pkg/exchange/okex/okexapi/client.go @@ -34,10 +34,19 @@ type OrderType string const ( OrderTypeMarket OrderType = "market" - OrderTypeLimit = "limit" - OrderTypePostOnly = "post_only" - OrderTypeFOK = "fok" - OrderTypeIOC = "ioc" + OrderTypeLimit OrderType = "limit" + OrderTypePostOnly OrderType = "post_only" + OrderTypeFOK OrderType = "fok" + OrderTypeIOC OrderType = "ioc" +) + +type OrderState string + +const ( + OrderStateCanceled OrderState = "canceled" + OrderStateLive OrderState = "live" + OrderStatePartiallyFilled OrderState = "partially_filled" + OrderStateFilled OrderState = "filled" ) type RestClient struct { @@ -398,8 +407,14 @@ func (c *RestClient) NewBatchCancelOrderRequest() *BatchCancelOrderRequest { } } -func (c *RestClient) NewOrderDetailsRequest() *OrderDetailsRequest { - return &OrderDetailsRequest{ +func (c *RestClient) NewGetOrderDetailsRequest() *GetOrderDetailsRequest { + return &GetOrderDetailsRequest{ + client: c, + } +} + +func (c *RestClient) NewGetPendingOrderRequest() *GetPendingOrderRequest { + return &GetPendingOrderRequest{ client: c, } } diff --git a/pkg/exchange/okex/okexapi/trade.go b/pkg/exchange/okex/okexapi/trade.go index b5ede7110..a5b84833d 100644 --- a/pkg/exchange/okex/okexapi/trade.go +++ b/pkg/exchange/okex/okexapi/trade.go @@ -2,12 +2,133 @@ package okexapi import ( "context" + "strings" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" "github.com/pkg/errors" ) +type PlaceOrderRequest struct { + client *RestClient + + instId string + + // tdMode + // margin mode: "cross", "isolated" + // non-margin mode cash + tdMode string + + // A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 32 characters. + clientOrderID *string + + // A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 8 characters. + tag *string + + // "buy" or "sell" + side SideType + + ordType OrderType + + // sz Quantity + sz string + + // price + px *string +} + +func (r *PlaceOrderRequest) InstrumentID(instID string) *PlaceOrderRequest { + r.instId = instID + return r +} + +func (r *PlaceOrderRequest) TradeMode(mode string) *PlaceOrderRequest { + r.tdMode = mode + return r +} + +func (r *PlaceOrderRequest) ClientOrderID(clientOrderID string) *PlaceOrderRequest { + r.clientOrderID = &clientOrderID + return r +} + +func (r *PlaceOrderRequest) Side(side SideType) *PlaceOrderRequest { + r.side = side + return r +} + +func (r *PlaceOrderRequest) Quantity(quantity string) *PlaceOrderRequest { + r.sz = quantity + return r +} + +func (r *PlaceOrderRequest) Price(price string) *PlaceOrderRequest { + r.px = &price + return r +} + +func (r *PlaceOrderRequest) OrderType(orderType OrderType) *PlaceOrderRequest { + r.ordType = orderType + return r +} + +func (r *PlaceOrderRequest) Parameters() map[string]interface{} { + payload := map[string]interface{}{} + + payload["instId"] = r.instId + + if r.tdMode == "" { + payload["tdMode"] = "cash" + } else { + payload["tdMode"] = r.tdMode + } + + if r.clientOrderID != nil { + payload["clOrdId"] = r.clientOrderID + } + + payload["side"] = r.side + payload["ordType"] = r.ordType + payload["sz"] = r.sz + if r.px != nil { + payload["px"] = r.px + } + + if r.tag != nil { + payload["tag"] = r.tag + } + + return payload +} + +func (r *PlaceOrderRequest) Do(ctx context.Context) (*OrderResponse, error) { + payload := r.Parameters() + req, err := r.client.newAuthenticatedRequest("POST", "/api/v5/trade/order", 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 []OrderResponse `json:"data"` + } + if err := response.DecodeJSON(&orderResponse); err != nil { + return nil, err + } + + if len(orderResponse.Data) == 0 { + return nil, errors.New("order create error") + } + + return &orderResponse.Data[0], nil +} + type CancelOrderRequest struct { client *RestClient @@ -160,148 +281,6 @@ func (r *BatchPlaceOrderRequest) Do(ctx context.Context) ([]OrderResponse, error return orderResponse.Data, nil } -type PlaceOrderRequest struct { - client *RestClient - - instId string - - // tdMode - // margin mode: "cross", "isolated" - // non-margin mode cash - tdMode string - - // A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 32 characters. - clientOrderID *string - - // A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 8 characters. - tag *string - - // "buy" or "sell" - side SideType - - ordType OrderType - - // sz Quantity - sz string - - // price - px *string -} - -func (r *PlaceOrderRequest) InstrumentID(instID string) *PlaceOrderRequest { - r.instId = instID - return r -} - -func (r *PlaceOrderRequest) TradeMode(mode string) *PlaceOrderRequest { - r.tdMode = mode - return r -} - -func (r *PlaceOrderRequest) ClientOrderID(clientOrderID string) *PlaceOrderRequest { - r.clientOrderID = &clientOrderID - return r -} - -func (r *PlaceOrderRequest) Side(side SideType) *PlaceOrderRequest { - r.side = side - return r -} - -func (r *PlaceOrderRequest) Quantity(quantity string) *PlaceOrderRequest { - r.sz = quantity - return r -} - -func (r *PlaceOrderRequest) Price(price string) *PlaceOrderRequest { - r.px = &price - return r -} - -func (r *PlaceOrderRequest) OrderType(orderType OrderType) *PlaceOrderRequest { - r.ordType = orderType - return r -} - -func (r *PlaceOrderRequest) Parameters() map[string]interface{} { - payload := map[string]interface{}{} - - payload["instId"] = r.instId - - if r.tdMode == "" { - payload["tdMode"] = "cash" - } else { - payload["tdMode"] = r.tdMode - } - - if r.clientOrderID != nil { - payload["clOrdId"] = r.clientOrderID - } - - payload["side"] = r.side - payload["ordType"] = r.ordType - payload["sz"] = r.sz - if r.px != nil { - payload["px"] = r.px - } - - if r.tag != nil { - payload["tag"] = r.tag - } - - return payload -} - -func (r *PlaceOrderRequest) Do(ctx context.Context) (*OrderResponse, error) { - payload := r.Parameters() - req, err := r.client.newAuthenticatedRequest("POST", "/api/v5/trade/order", 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 []OrderResponse `json:"data"` - } - if err := response.DecodeJSON(&orderResponse); err != nil { - return nil, err - } - - if len(orderResponse.Data) == 0 { - return nil, errors.New("order create error") - } - - return &orderResponse.Data[0], nil -} - -type OrderDetailsRequest struct { - client *RestClient - - instId string - ordId *string - clOrdId *string -} - -func (r *OrderDetailsRequest) 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 -} - type OrderDetails struct { InstrumentType string `json:"instType"` InstrumentID string `json:"instId"` @@ -337,22 +316,44 @@ type OrderDetails struct { State string `json:"state"` } -func (r *OrderDetailsRequest) InstrumentID(instId string) *OrderDetailsRequest { +type GetOrderDetailsRequest struct { + client *RestClient + + instId string + ordId *string + 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 } -func (r *OrderDetailsRequest) OrderID(orderID string) *OrderDetailsRequest { +func (r *GetOrderDetailsRequest) OrderID(orderID string) *GetOrderDetailsRequest { r.ordId = &orderID return r } -func (r *OrderDetailsRequest) ClientOrderID(clientOrderID string) *OrderDetailsRequest { +func (r *GetOrderDetailsRequest) ClientOrderID(clientOrderID string) *GetOrderDetailsRequest { r.clOrdId = &clientOrderID return r } -func (r *OrderDetailsRequest) Do(ctx context.Context) (*OrderDetails, error) { +func (r *GetOrderDetailsRequest) Do(ctx context.Context) (*OrderDetails, error) { payload := r.Parameters() req, err := r.client.newAuthenticatedRequest("GET", "/api/v5/trade/order", nil, payload) if err != nil { @@ -379,3 +380,75 @@ func (r *OrderDetailsRequest) Do(ctx context.Context) (*OrderDetails, error) { return &orderResponse.Data[0], nil } + +type GetPendingOrderRequest struct { + client *RestClient + + instType *string + + orderTypes []string + + state *OrderState +} + +func (r *GetPendingOrderRequest) InstrumentType(instType string) *GetPendingOrderRequest { + r.instType = &instType + return r +} + +func (r *GetPendingOrderRequest) State(state OrderState) *GetPendingOrderRequest { + r.state = &state + return r +} + +func (r *GetPendingOrderRequest) OrderTypes(orderTypes []string) *GetPendingOrderRequest { + r.orderTypes = orderTypes + return r +} + +func (r *GetPendingOrderRequest) AddOrderTypes(orderTypes ...string) *GetPendingOrderRequest { + r.orderTypes = append(r.orderTypes, orderTypes...) + return r +} + +func (r *GetPendingOrderRequest) Parameters() map[string]interface{} { + var payload = map[string]interface{}{} + + if r.instType != nil { + payload["instType"] = r.instType + } + + if r.state != nil { + payload["state"] = r.state + } + + if len(r.orderTypes) > 0 { + payload["ordType"] = strings.Join(r.orderTypes, ",") + } + + return payload +} + +func (r *GetPendingOrderRequest) Do(ctx context.Context) ([]OrderDetails, error) { + payload := r.Parameters() + req, err := r.client.newAuthenticatedRequest("GET", "/api/v5/trade/orders-pending", 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 +} diff --git a/pkg/types/time.go b/pkg/types/time.go index c887ebe7f..30404b3b1 100644 --- a/pkg/types/time.go +++ b/pkg/types/time.go @@ -10,6 +10,10 @@ import ( type MillisecondTimestamp time.Time +func (t MillisecondTimestamp) String() string { + return time.Time(t).String() +} + func (t *MillisecondTimestamp) UnmarshalJSON(data []byte) error { var v interface{}