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binance: implement GetDepthRequest with requestgen
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parent
2f40149387
commit
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25
pkg/exchange/binance/binanceapi/get_depth_request.go
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25
pkg/exchange/binance/binanceapi/get_depth_request.go
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@ -0,0 +1,25 @@
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package binanceapi
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import (
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"github.com/c9s/requestgen"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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)
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type Depth struct {
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LastUpdateId int64 `json:"lastUpdateId"`
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Bids [][]fixedpoint.Value `json:"bids"`
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Asks [][]fixedpoint.Value `json:"asks"`
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}
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//go:generate requestgen -method GET -url "/api/v3/depth" -type GetDepthRequest -responseType .Depth
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type GetDepthRequest struct {
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client requestgen.AuthenticatedAPIClient
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symbol string `param:"symbol"`
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limit int `param:"limit" defaultValue:"1000"`
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}
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func (c *RestClient) NewGetDepthRequest() *GetDepthRequest {
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return &GetDepthRequest{client: c}
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}
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190
pkg/exchange/binance/binanceapi/get_depth_request_requestgen.go
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190
pkg/exchange/binance/binanceapi/get_depth_request_requestgen.go
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// Code generated by "requestgen -method GET -url /api/v3/depth -type GetDepthRequest -responseType .Depth"; DO NOT EDIT.
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package binanceapi
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import (
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"context"
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"encoding/json"
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"fmt"
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"net/url"
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"reflect"
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"regexp"
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)
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func (g *GetDepthRequest) Symbol(symbol string) *GetDepthRequest {
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g.symbol = symbol
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return g
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}
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func (g *GetDepthRequest) Limit(limit int) *GetDepthRequest {
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g.limit = limit
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return g
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}
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// GetQueryParameters builds and checks the query parameters and returns url.Values
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func (g *GetDepthRequest) GetQueryParameters() (url.Values, error) {
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var params = map[string]interface{}{}
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query := url.Values{}
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for _k, _v := range params {
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query.Add(_k, fmt.Sprintf("%v", _v))
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}
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return query, nil
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}
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// GetParameters builds and checks the parameters and return the result in a map object
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func (g *GetDepthRequest) GetParameters() (map[string]interface{}, error) {
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var params = map[string]interface{}{}
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// check symbol field -> json key symbol
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symbol := g.symbol
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// assign parameter of symbol
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params["symbol"] = symbol
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// check limit field -> json key limit
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limit := g.limit
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// assign parameter of limit
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params["limit"] = limit
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return params, nil
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}
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// GetParametersQuery converts the parameters from GetParameters into the url.Values format
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func (g *GetDepthRequest) GetParametersQuery() (url.Values, error) {
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query := url.Values{}
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params, err := g.GetParameters()
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if err != nil {
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return query, err
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}
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for _k, _v := range params {
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if g.isVarSlice(_v) {
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g.iterateSlice(_v, func(it interface{}) {
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query.Add(_k+"[]", fmt.Sprintf("%v", it))
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})
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} else {
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query.Add(_k, fmt.Sprintf("%v", _v))
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}
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}
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return query, nil
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}
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// GetParametersJSON converts the parameters from GetParameters into the JSON format
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func (g *GetDepthRequest) GetParametersJSON() ([]byte, error) {
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params, err := g.GetParameters()
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if err != nil {
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return nil, err
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}
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return json.Marshal(params)
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}
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// GetSlugParameters builds and checks the slug parameters and return the result in a map object
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func (g *GetDepthRequest) GetSlugParameters() (map[string]interface{}, error) {
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var params = map[string]interface{}{}
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return params, nil
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}
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func (g *GetDepthRequest) applySlugsToUrl(url string, slugs map[string]string) string {
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for _k, _v := range slugs {
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needleRE := regexp.MustCompile(":" + _k + "\\b")
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url = needleRE.ReplaceAllString(url, _v)
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}
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return url
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}
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func (g *GetDepthRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
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sliceValue := reflect.ValueOf(slice)
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for _i := 0; _i < sliceValue.Len(); _i++ {
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it := sliceValue.Index(_i).Interface()
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_f(it)
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}
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}
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func (g *GetDepthRequest) isVarSlice(_v interface{}) bool {
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rt := reflect.TypeOf(_v)
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switch rt.Kind() {
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case reflect.Slice:
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return true
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}
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return false
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}
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func (g *GetDepthRequest) GetSlugsMap() (map[string]string, error) {
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slugs := map[string]string{}
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params, err := g.GetSlugParameters()
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if err != nil {
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return slugs, nil
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}
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for _k, _v := range params {
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slugs[_k] = fmt.Sprintf("%v", _v)
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}
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return slugs, nil
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}
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// GetPath returns the request path of the API
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func (g *GetDepthRequest) GetPath() string {
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return "/api/v3/depth"
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}
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// Do generates the request object and send the request object to the API endpoint
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func (g *GetDepthRequest) Do(ctx context.Context) (*Depth, error) {
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// empty params for GET operation
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var params interface{}
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query, err := g.GetParametersQuery()
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if err != nil {
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return nil, err
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}
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var apiURL string
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apiURL = g.GetPath()
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req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
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if err != nil {
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return nil, err
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}
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response, err := g.client.SendRequest(req)
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if err != nil {
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return nil, err
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}
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var apiResponse Depth
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type responseUnmarshaler interface {
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Unmarshal(data []byte) error
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}
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if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
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if err := unmarshaler.Unmarshal(response.Body); err != nil {
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return nil, err
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}
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} else {
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// The line below checks the content type, however, some API server might not send the correct content type header,
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// Hence, this is commented for backward compatibility
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// response.IsJSON()
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if err := response.DecodeJSON(&apiResponse); err != nil {
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return nil, err
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}
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}
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type responseValidator interface {
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Validate() error
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}
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if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
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if err := validator.Validate(); err != nil {
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return nil, err
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}
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}
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return &apiResponse, nil
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}
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@ -1346,15 +1346,32 @@ func (e *Exchange) QueryDepth(ctx context.Context, symbol string) (snapshot type
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return e.queryFuturesDepth(ctx, symbol)
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}
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response, err := e.client.NewDepthService().Symbol(symbol).Limit(DefaultDepthLimit).Do(ctx)
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response, err := e.client2.NewGetDepthRequest().Symbol(symbol).Limit(DefaultDepthLimit).Do(ctx)
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if err != nil {
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return snapshot, finalUpdateID, err
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}
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return convertDepth(snapshot, symbol, finalUpdateID, response)
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return convertDepth(symbol, response)
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}
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func convertDepth(
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func convertDepth(symbol string, response *binanceapi.Depth) (snapshot types.SliceOrderBook, finalUpdateID int64, err error) {
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snapshot.Symbol = symbol
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// empty time since the API does not provide time information.
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snapshot.Time = time.Time{}
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finalUpdateID = response.LastUpdateId
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for _, entry := range response.Bids {
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snapshot.Bids = append(snapshot.Bids, types.PriceVolume{Price: entry[0], Volume: entry[1]})
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}
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for _, entry := range response.Asks {
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snapshot.Asks = append(snapshot.Asks, types.PriceVolume{Price: entry[0], Volume: entry[1]})
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}
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return snapshot, finalUpdateID, err
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}
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func convertDepthLegacy(
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snapshot types.SliceOrderBook, symbol string, finalUpdateID int64, response *binance.DepthResponse,
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) (types.SliceOrderBook, int64, error) {
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snapshot.Symbol = symbol
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@ -15,7 +15,9 @@ import (
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"github.com/c9s/bbgo/pkg/types"
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)
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func (e *Exchange) queryFuturesClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []types.Order, err error) {
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func (e *Exchange) queryFuturesClosedOrders(
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ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64,
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) (orders []types.Order, err error) {
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req := e.futuresClient.NewListOrdersService().Symbol(symbol)
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if lastOrderID > 0 {
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@ -34,7 +36,9 @@ func (e *Exchange) queryFuturesClosedOrders(ctx context.Context, symbol string,
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return toGlobalFuturesOrders(binanceOrders, false)
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}
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func (e *Exchange) TransferFuturesAccountAsset(ctx context.Context, asset string, amount fixedpoint.Value, io types.TransferDirection) error {
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func (e *Exchange) TransferFuturesAccountAsset(
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ctx context.Context, asset string, amount fixedpoint.Value, io types.TransferDirection,
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) error {
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req := e.client2.NewFuturesTransferRequest()
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req.Asset(asset)
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req.Amount(amount.String())
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@ -63,7 +67,7 @@ func (e *Exchange) TransferFuturesAccountAsset(ctx context.Context, asset string
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// Balance.Available = Wallet Balance(in Binance UI) - Used Margin
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// Balance.Locked = Used Margin
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func (e *Exchange) QueryFuturesAccount(ctx context.Context) (*types.Account, error) {
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//account, err := e.futuresClient.NewGetAccountService().Do(ctx)
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// account, err := e.futuresClient.NewGetAccountService().Do(ctx)
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reqAccount := e.futuresClient2.NewFuturesGetAccountRequest()
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account, err := reqAccount.Do(ctx)
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if err != nil {
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@ -218,7 +222,9 @@ func (e *Exchange) submitFuturesOrder(ctx context.Context, order types.SubmitOrd
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return createdOrder, err
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}
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func (e *Exchange) QueryFuturesKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) {
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func (e *Exchange) QueryFuturesKLines(
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ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions,
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) ([]types.KLine, error) {
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var limit = 1000
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if options.Limit > 0 {
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@ -272,7 +278,9 @@ func (e *Exchange) QueryFuturesKLines(ctx context.Context, symbol string, interv
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return kLines, nil
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}
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func (e *Exchange) queryFuturesTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) (trades []types.Trade, err error) {
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func (e *Exchange) queryFuturesTrades(
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ctx context.Context, symbol string, options *types.TradeQueryOptions,
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) (trades []types.Trade, err error) {
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var remoteTrades []*futures.AccountTrade
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req := e.futuresClient.NewListAccountTradeService().
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@ -376,7 +384,7 @@ func (e *Exchange) queryFuturesDepth(ctx context.Context, symbol string) (snapsh
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Asks: res.Asks,
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}
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return convertDepth(snapshot, symbol, finalUpdateID, response)
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return convertDepthLegacy(snapshot, symbol, finalUpdateID, response)
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}
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func (e *Exchange) GetFuturesClient() *binanceapi.FuturesRestClient {
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@ -386,7 +394,9 @@ func (e *Exchange) GetFuturesClient() *binanceapi.FuturesRestClient {
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// QueryFuturesIncomeHistory queries the income history on the binance futures account
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// This is more binance futures specific API, the convert function is not designed yet.
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// TODO: consider other futures platforms and design the common data structure for this
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func (e *Exchange) QueryFuturesIncomeHistory(ctx context.Context, symbol string, incomeType binanceapi.FuturesIncomeType, startTime, endTime *time.Time) ([]binanceapi.FuturesIncome, error) {
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func (e *Exchange) QueryFuturesIncomeHistory(
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ctx context.Context, symbol string, incomeType binanceapi.FuturesIncomeType, startTime, endTime *time.Time,
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) ([]binanceapi.FuturesIncome, error) {
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req := e.futuresClient2.NewFuturesGetIncomeHistoryRequest()
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req.Symbol(symbol)
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req.IncomeType(incomeType)
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