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okex: implement batch place and batch cancel orders

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This commit is contained in:
c9s 2021-05-23 15:41:49 +08:00
parent 1acbaefcd9
commit 7e97163207
2 changed files with 110 additions and 18 deletions
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53
examples/okex-book/main.go
View File

@ -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

71
pkg/exchange/okex/okexapi/client.go
View File

@ -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 nil, errors.New("order create error")
}
return &orderResponse.Data[0], nil
return orderResponse.Data, 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 {
return &CancelOrderRequest{
func (c *RestClient) NewBatchCancelOrderRequest() *BatchCancelOrderRequest {
return &BatchCancelOrderRequest{
client: c,
}
}