okex: implement batch place and batch cancel orders

examples/okex-book/main.go

@@ -4,6 +4,7 @@ import (
 	"context"
 	"os"
 	"strings"
+	"time"
 
 	"github.com/c9s/bbgo/pkg/exchange/okex/okexapi"
 	"github.com/joho/godotenv"
@@ -93,9 +94,8 @@ var rootCmd = &cobra.Command{
 		log.Infof("TICKER:")
 		log.Infof("%T%+v", ticker, ticker)
 
-
 		log.Infof("PLACING ORDER:")
-		response, err := client.NewPlaceOrderRequest().
+		placeResponse, err := client.NewPlaceOrderRequest().
 			InstrumentID("LTC-USDT").
 			OrderType(okexapi.OrderTypeLimit).
 			Side(okexapi.SideTypeBuy).
@@ -106,16 +106,57 @@ var rootCmd = &cobra.Command{
 			return err
 		}
 
-		log.Infof("place order response: %+v", response)
+		log.Infof("place order response: %+v", placeResponse)
+		time.Sleep(time.Second)
 
-		response, err = client.NewCancelOrderRequest().
+		cancelResponse, err := client.NewCancelOrderRequest().
 			InstrumentID("LTC-USDT").
-			OrderID(response.OrderID).
+			OrderID(placeResponse.OrderID).
 			Do(ctx)
 		if err != nil {
 			return err
 		}
-		log.Infof("cancel order response: %+v", response)
+		log.Infof("cancel order response: %+v", cancelResponse)
+
+		time.Sleep(time.Second)
+
+		log.Infof("BATCH PLACE ORDER:")
+		batchPlaceReq := client.NewBatchPlaceOrderRequest()
+		batchPlaceReq.Add(client.NewPlaceOrderRequest().
+			InstrumentID("LTC-USDT").
+			OrderType(okexapi.OrderTypeLimit).
+			Side(okexapi.SideTypeBuy).
+			Price("50.0").
+			Quantity("0.5"))
+
+		batchPlaceReq.Add(client.NewPlaceOrderRequest().
+			InstrumentID("LTC-USDT").
+			OrderType(okexapi.OrderTypeLimit).
+			Side(okexapi.SideTypeBuy).
+			Price("30.0").
+			Quantity("0.5"))
+
+		batchPlaceResponse, err := batchPlaceReq.Do(ctx)
+		if err != nil {
+			return err
+		}
+
+		log.Infof("batch place order response: %+v", batchPlaceResponse)
+
+		time.Sleep(time.Second)
+
+		cancelReq := client.NewBatchCancelOrderRequest()
+		for _, resp := range batchPlaceResponse {
+			cancelReq.Add(client.NewCancelOrderRequest().
+				InstrumentID("LTC-USDT").
+				OrderID(resp.OrderID))
+		}
+
+		batchCancelResponse, err := cancelReq.Do(ctx)
+		if err != nil {
+			return err
+		}
+		log.Infof("batch cancel order response: %+v", batchCancelResponse)
 
 		// cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
 		return nil

pkg/exchange/okex/okexapi/client.go

@@ -512,7 +512,7 @@ func (r *BatchPlaceOrderRequest) Add(reqs ...*PlaceOrderRequest) *BatchPlaceOrde
 	return r
 }
 
-func (r *BatchPlaceOrderRequest) Do(ctx context.Context) (*OrderResponse, error) {
+func (r *BatchPlaceOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) {
 	var parameterList []map[string]interface{}
 
 	for _, req := range r.reqs {
@@ -539,11 +539,7 @@ func (r *BatchPlaceOrderRequest) Do(ctx context.Context) (*OrderResponse, error)
 		return nil, err
 	}
 
-	if len(orderResponse.Data) == 0 {
+	return orderResponse.Data, nil
-		return nil, errors.New("order create error")
-	}
-
-	return &orderResponse.Data[0], nil
 }
 
 func (c *RestClient) NewBatchPlaceOrderRequest() *BatchPlaceOrderRequest {
@@ -575,7 +571,7 @@ func (r *CancelOrderRequest) ClientOrderID(clientOrderID string) *CancelOrderReq
 	return r
 }
 
-func (r *CancelOrderRequest) Do(ctx context.Context) (*OrderResponse, error) {
+func (r *CancelOrderRequest) Parameters() map[string]interface{} {
 	var payload = map[string]interface{}{
 		"instId": r.instId,
 	}
@@ -584,7 +580,15 @@ func (r *CancelOrderRequest) Do(ctx context.Context) (*OrderResponse, error) {
 		payload["ordId"] = r.ordId
 	} else if r.clOrdId != nil {
 		payload["clOrdId"] = r.clOrdId
-	} else {
+	}
+
+	return payload
+}
+
+func (r *CancelOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) {
+	var payload = r.Parameters()
+
+	if r.ordId == nil && r.clOrdId != nil {
 		return nil, errors.New("either orderID or clientOrderID is required for canceling order")
 	}
 
@@ -607,6 +611,53 @@ func (r *CancelOrderRequest) Do(ctx context.Context) (*OrderResponse, error) {
 		return nil, err
 	}
 
+	return orderResponse.Data, nil
+}
+
+func (c *RestClient) NewCancelOrderRequest() *CancelOrderRequest {
+	return &CancelOrderRequest{
+		client: c,
+	}
+}
+
+type BatchCancelOrderRequest struct {
+	client *RestClient
+
+	reqs []*CancelOrderRequest
+}
+
+func (r *BatchCancelOrderRequest) Add(reqs ...*CancelOrderRequest) *BatchCancelOrderRequest {
+	r.reqs = append(r.reqs, reqs...)
+	return r
+}
+
+func (r *BatchCancelOrderRequest) Do(ctx context.Context) (*OrderResponse, error) {
+	var parameterList []map[string]interface{}
+
+	for _, req := range r.reqs {
+		params := req.Parameters()
+		parameterList = append(parameterList, params)
+	}
+
+	req, err := r.client.newAuthenticatedRequest("POST", "/api/v5/trade/cancel-batch-orders", nil, parameterList)
+	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")
 	}
@@ -614,8 +665,8 @@ func (r *CancelOrderRequest) Do(ctx context.Context) (*OrderResponse, error) {
 	return &orderResponse.Data[0], nil
 }
 
-func (c *RestClient) NewCancelOrderRequest() *CancelOrderRequest {
+func (c *RestClient) NewBatchCancelOrderRequest() *BatchCancelOrderRequest {
-	return &CancelOrderRequest{
+	return &BatchCancelOrderRequest{
 		client: c,
 	}
 }