Merge pull request #1494 from c9s/edwin/okx/place-order

FEATURE: [okx] generate place order request by requestgen

pkg/exchange/okex/exchange.go

@@ -28,6 +28,7 @@ var (
 	queryTickerLimiter  = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
 	queryTickersLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
 	queryAccountLimiter = rate.NewLimiter(rate.Every(200*time.Millisecond), 5)
+	placeOrderLimiter   = rate.NewLimiter(rate.Every(30*time.Millisecond), 30)
 )
 
 const ID = "okex"
@@ -198,63 +199,68 @@ func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap,
 func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (*types.Order, error) {
 	orderReq := e.client.NewPlaceOrderRequest()
 
+	orderReq.InstrumentID(toLocalSymbol(order.Symbol))
+	orderReq.Side(toLocalSideType(order.Side))
+	orderReq.Size(order.Market.FormatQuantity(order.Quantity))
+
+	// set price field for limit orders
+	switch order.Type {
+	case types.OrderTypeStopLimit, types.OrderTypeLimit:
+		orderReq.Price(order.Market.FormatPrice(order.Price))
+	case types.OrderTypeMarket:
+		// Because our order.Quantity unit is base coin, so we indicate the target currency to Base.
+		if order.Side == types.SideTypeBuy {
+			orderReq.Size(order.Market.FormatQuantity(order.Quantity))
+			orderReq.TargetCurrency(okexapi.TargetCurrencyBase)
+		} else {
+			orderReq.Size(order.Market.FormatQuantity(order.Quantity))
+			orderReq.TargetCurrency(okexapi.TargetCurrencyQuote)
+		}
+	}
+
 	orderType, err := toLocalOrderType(order.Type)
 	if err != nil {
 		return nil, err
 	}
 
-	orderReq.InstrumentID(toLocalSymbol(order.Symbol))
-	orderReq.Side(toLocalSideType(order.Side))
-
-	if order.Market.Symbol != "" {
-		orderReq.Quantity(order.Market.FormatQuantity(order.Quantity))
-	} else {
-		// TODO report error
-		orderReq.Quantity(order.Quantity.FormatString(8))
-	}
-
-	// set price field for limit orders
-	switch order.Type {
-	case types.OrderTypeStopLimit, types.OrderTypeLimit:
-		if order.Market.Symbol != "" {
-			orderReq.Price(order.Market.FormatPrice(order.Price))
-		} else {
-			// TODO report error
-			orderReq.Price(order.Price.FormatString(8))
-		}
-	}
-
 	switch order.TimeInForce {
-	case "FOK":
+	case types.TimeInForceFOK:
 		orderReq.OrderType(okexapi.OrderTypeFOK)
-	case "IOC":
+	case types.TimeInForceIOC:
 		orderReq.OrderType(okexapi.OrderTypeIOC)
 	default:
 		orderReq.OrderType(orderType)
 	}
 
-	orderHead, err := orderReq.Do(ctx)
+	if err := placeOrderLimiter.Wait(ctx); err != nil {
+		return nil, fmt.Errorf("place order rate limiter wait error: %w", err)
+	}
+
+	_, err = strconv.ParseInt(order.ClientOrderID, 10, 64)
+	if err != nil {
+		return nil, fmt.Errorf("client order id should be numberic: %s, err: %w", order.ClientOrderID, err)
+	}
+	orderReq.ClientOrderID(order.ClientOrderID)
+
+	orders, err := orderReq.Do(ctx)
 	if err != nil {
 		return nil, err
 	}
 
-	orderID, err := strconv.ParseInt(orderHead.OrderID, 10, 64)
-	if err != nil {
-		return nil, err
+	if len(orders) != 1 {
+		return nil, fmt.Errorf("unexpected length of order response: %v", orders)
 	}
 
-	return &types.Order{
-		SubmitOrder:      order,
-		Exchange:         types.ExchangeOKEx,
-		OrderID:          uint64(orderID),
-		Status:           types.OrderStatusNew,
-		ExecutedQuantity: fixedpoint.Zero,
-		IsWorking:        true,
-		CreationTime:     types.Time(time.Now()),
-		UpdateTime:       types.Time(time.Now()),
-		IsMargin:         false,
-		IsIsolated:       false,
-	}, nil
+	orderRes, err := e.QueryOrder(ctx, types.OrderQuery{
+		Symbol:        order.Symbol,
+		OrderID:       orders[0].OrderID,
+		ClientOrderID: orders[0].ClientOrderID,
+	})
+	if err != nil {
+		return nil, fmt.Errorf("failed to query order by id: %s, clientOrderId: %s, err: %w", orders[0].OrderID, orders[0].ClientOrderID, err)
+	}
+
+	return orderRes, nil
 
 	// TODO: move this to batch place orders interface
 	/*

pkg/exchange/okex/okexapi/client_test.go

@@ -91,15 +91,21 @@ func TestClient_PlaceOrderRequest(t *testing.T) {
 
 	order, err := req.
 		InstrumentID("BTC-USDT").
-		TradeMode("cash").
-		Side(SideTypeBuy).
+		TradeMode(TradeModeCash).
+		Side(SideTypeSell).
 		OrderType(OrderTypeLimit).
-		Price("15000").
-		Quantity("0.0001").
+		TargetCurrency(TargetCurrencyBase).
+		Price("48000").
+		Size("0.001").
 		Do(ctx)
 	assert.NoError(t, err)
 	assert.NotEmpty(t, order)
 	t.Logf("place order: %+v", order)
+
+	c := client.NewGetOrderDetailsRequest().OrderID(order[0].OrderID).InstrumentID("BTC-USDT")
+	res, err := c.Do(ctx)
+	assert.NoError(t, err)
+	t.Log(res)
 }
 
 func TestClient_GetPendingOrderRequest(t *testing.T) {

pkg/exchange/okex/okexapi/place_order_request.go

@@ -0,0 +1,67 @@
+package okexapi
+
+import "github.com/c9s/requestgen"
+
+type TradeMode string
+
+const (
+	TradeModeCash     TradeMode = "cash"
+	TradeModeIsolated TradeMode = "isolated"
+	TradeModeCross    TradeMode = "cross"
+)
+
+type TargetCurrency string
+
+const (
+	TargetCurrencyBase  TargetCurrency = "base_ccy"
+	TargetCurrencyQuote TargetCurrency = "quote_ccy"
+)
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+type OrderResponse struct {
+	OrderID       string `json:"ordId"`
+	ClientOrderID string `json:"clOrdId"`
+	Tag           string `json:"tag"`
+	Code          string `json:"sCode"`
+	Message       string `json:"sMsg"`
+}
+
+//go:generate PostRequest -url "/api/v5/trade/order" -type PlaceOrderRequest -responseDataType []OrderResponse
+type PlaceOrderRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	instrumentID string `param:"instId"`
+
+	// tdMode
+	// margin mode: "cross", "isolated"
+	// non-margin mode cash
+	tradeMode TradeMode `param:"tdMode" validValues:"cross,isolated,cash"`
+
+	// A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 32 characters.
+	clientOrderID *string `param:"clOrdId"`
+
+	// A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 8 characters.
+	tag *string `param:"tag"`
+
+	// "buy" or "sell"
+	side SideType `param:"side" validValues:"buy,sell"`
+
+	orderType OrderType `param:"ordType"`
+
+	size string `param:"sz"`
+
+	// price
+	price *string `param:"px"`
+
+	// Whether the target currency uses the quote or base currency.
+	// base_ccy: Base currency ,quote_ccy: Quote currency
+	// Only applicable to SPOT Market Orders
+	// Default is quote_ccy for buy, base_ccy for sell
+	targetCurrency *TargetCurrency `param:"tgtCcy" validValues:"quote_ccy,base_ccy"`
+}
+
+func (c *RestClient) NewPlaceOrderRequest() *PlaceOrderRequest {
+	return &PlaceOrderRequest{client: c}
+}

pkg/exchange/okex/okexapi/place_order_request_accessors.go

@@ -1,151 +0,0 @@
-// Code generated by "requestgen -type PlaceOrderRequest"; DO NOT EDIT.
-
-package okexapi
-
-import (
-	"encoding/json"
-	"fmt"
-	"net/url"
-)
-
-func (p *PlaceOrderRequest) InstrumentID(instrumentID string) *PlaceOrderRequest {
-	p.instrumentID = instrumentID
-	return p
-}
-
-func (p *PlaceOrderRequest) TradeMode(tradeMode string) *PlaceOrderRequest {
-	p.tradeMode = tradeMode
-	return p
-}
-
-func (p *PlaceOrderRequest) ClientOrderID(clientOrderID string) *PlaceOrderRequest {
-	p.clientOrderID = &clientOrderID
-	return p
-}
-
-func (p *PlaceOrderRequest) Tag(tag string) *PlaceOrderRequest {
-	p.tag = &tag
-	return p
-}
-
-func (p *PlaceOrderRequest) Side(side SideType) *PlaceOrderRequest {
-	p.side = side
-	return p
-}
-
-func (p *PlaceOrderRequest) OrderType(orderType OrderType) *PlaceOrderRequest {
-	p.orderType = orderType
-	return p
-}
-
-func (p *PlaceOrderRequest) Quantity(quantity string) *PlaceOrderRequest {
-	p.quantity = quantity
-	return p
-}
-
-func (p *PlaceOrderRequest) Price(price string) *PlaceOrderRequest {
-	p.price = &price
-	return p
-}
-
-func (p *PlaceOrderRequest) GetParameters() (map[string]interface{}, error) {
-	var params = map[string]interface{}{}
-
-	// check instrumentID field -> json key instId
-	instrumentID := p.instrumentID
-
-	// assign parameter of instrumentID
-	params["instId"] = instrumentID
-
-	// check tradeMode field -> json key tdMode
-	tradeMode := p.tradeMode
-
-	switch tradeMode {
-	case "cross", "isolated", "cash":
-		params["tdMode"] = tradeMode
-
-	default:
-		return params, fmt.Errorf("tdMode value %v is invalid", tradeMode)
-
-	}
-
-	// assign parameter of tradeMode
-	params["tdMode"] = tradeMode
-
-	// check clientOrderID field -> json key clOrdId
-	if p.clientOrderID != nil {
-		clientOrderID := *p.clientOrderID
-
-		// assign parameter of clientOrderID
-		params["clOrdId"] = clientOrderID
-	}
-
-	// check tag field -> json key tag
-	if p.tag != nil {
-		tag := *p.tag
-
-		// assign parameter of tag
-		params["tag"] = tag
-	}
-
-	// check side field -> json key side
-	side := p.side
-
-	switch side {
-	case "buy", "sell":
-		params["side"] = side
-
-	default:
-		return params, fmt.Errorf("side value %v is invalid", side)
-
-	}
-
-	// assign parameter of side
-	params["side"] = side
-
-	// check orderType field -> json key ordType
-	orderType := p.orderType
-
-	// assign parameter of orderType
-	params["ordType"] = orderType
-
-	// check quantity field -> json key sz
-	quantity := p.quantity
-
-	// assign parameter of quantity
-	params["sz"] = quantity
-
-	// check price field -> json key px
-	if p.price != nil {
-		price := *p.price
-
-		// assign parameter of price
-		params["px"] = price
-	}
-
-	return params, nil
-}
-
-func (p *PlaceOrderRequest) GetParametersQuery() (url.Values, error) {
-	query := url.Values{}
-
-	params, err := p.GetParameters()
-	if err != nil {
-		return query, err
-	}
-
-	for k, v := range params {
-		query.Add(k, fmt.Sprintf("%v", v))
-	}
-
-	return query, nil
-}
-
-func (p *PlaceOrderRequest) GetParametersJSON() ([]byte, error) {
-	params, err := p.GetParameters()
-	if err != nil {
-		return nil, err
-	}
-
-	return json.Marshal(params)
-}

pkg/exchange/okex/okexapi/place_order_request_requestgen.go

@@ -0,0 +1,305 @@
+// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Data -url /api/v5/trade/order -type PlaceOrderRequest -responseDataType []OrderResponse"; DO NOT EDIT.
+
+package okexapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+func (r *PlaceOrderRequest) InstrumentID(instrumentID string) *PlaceOrderRequest {
+	r.instrumentID = instrumentID
+	return r
+}
+
+func (r *PlaceOrderRequest) TradeMode(tradeMode TradeMode) *PlaceOrderRequest {
+	r.tradeMode = tradeMode
+	return r
+}
+
+func (r *PlaceOrderRequest) ClientOrderID(clientOrderID string) *PlaceOrderRequest {
+	r.clientOrderID = &clientOrderID
+	return r
+}
+
+func (r *PlaceOrderRequest) Tag(tag string) *PlaceOrderRequest {
+	r.tag = &tag
+	return r
+}
+
+func (r *PlaceOrderRequest) Side(side SideType) *PlaceOrderRequest {
+	r.side = side
+	return r
+}
+
+func (r *PlaceOrderRequest) OrderType(orderType OrderType) *PlaceOrderRequest {
+	r.orderType = orderType
+	return r
+}
+
+func (r *PlaceOrderRequest) Size(size string) *PlaceOrderRequest {
+	r.size = size
+	return r
+}
+
+func (r *PlaceOrderRequest) Price(price string) *PlaceOrderRequest {
+	r.price = &price
+	return r
+}
+
+func (r *PlaceOrderRequest) TargetCurrency(targetCurrency TargetCurrency) *PlaceOrderRequest {
+	r.targetCurrency = &targetCurrency
+	return r
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (r *PlaceOrderRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	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 (r *PlaceOrderRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check instrumentID field -> json key instId
+	instrumentID := r.instrumentID
+
+	// assign parameter of instrumentID
+	params["instId"] = instrumentID
+	// check tradeMode field -> json key tdMode
+	tradeMode := r.tradeMode
+
+	// TEMPLATE check-valid-values
+	switch tradeMode {
+	case "cross", "isolated", "cash":
+		params["tdMode"] = tradeMode
+
+	default:
+		return nil, fmt.Errorf("tdMode value %v is invalid", tradeMode)
+
+	}
+	// END TEMPLATE check-valid-values
+
+	// assign parameter of tradeMode
+	params["tdMode"] = tradeMode
+	// check clientOrderID field -> json key clOrdId
+	if r.clientOrderID != nil {
+		clientOrderID := *r.clientOrderID
+
+		// assign parameter of clientOrderID
+		params["clOrdId"] = clientOrderID
+	} else {
+	}
+	// check tag field -> json key tag
+	if r.tag != nil {
+		tag := *r.tag
+
+		// assign parameter of tag
+		params["tag"] = tag
+	} else {
+	}
+	// check side field -> json key side
+	side := r.side
+
+	// TEMPLATE check-valid-values
+	switch side {
+	case "buy", "sell":
+		params["side"] = side
+
+	default:
+		return nil, fmt.Errorf("side value %v is invalid", side)
+
+	}
+	// END TEMPLATE check-valid-values
+
+	// assign parameter of side
+	params["side"] = side
+	// check orderType field -> json key ordType
+	orderType := r.orderType
+
+	// TEMPLATE check-valid-values
+	switch orderType {
+	case OrderTypeMarket, OrderTypeLimit, OrderTypePostOnly, OrderTypeFOK, OrderTypeIOC:
+		params["ordType"] = orderType
+
+	default:
+		return nil, fmt.Errorf("ordType value %v is invalid", orderType)
+
+	}
+	// END TEMPLATE check-valid-values
+
+	// assign parameter of orderType
+	params["ordType"] = orderType
+	// check size field -> json key sz
+	size := r.size
+
+	// assign parameter of size
+	params["sz"] = size
+	// check price field -> json key px
+	if r.price != nil {
+		price := *r.price
+
+		// assign parameter of price
+		params["px"] = price
+	} else {
+	}
+	// check targetCurrency field -> json key tgtCcy
+	if r.targetCurrency != nil {
+		targetCurrency := *r.targetCurrency
+
+		// TEMPLATE check-valid-values
+		switch targetCurrency {
+		case "quote_ccy", "base_ccy":
+			params["tgtCcy"] = targetCurrency
+
+		default:
+			return nil, fmt.Errorf("tgtCcy value %v is invalid", targetCurrency)
+
+		}
+		// END TEMPLATE check-valid-values
+
+		// assign parameter of targetCurrency
+		params["tgtCcy"] = targetCurrency
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (r *PlaceOrderRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := r.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if r.isVarSlice(_v) {
+			r.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 (r *PlaceOrderRequest) GetParametersJSON() ([]byte, error) {
+	params, err := r.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 (r *PlaceOrderRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (r *PlaceOrderRequest) 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 (r *PlaceOrderRequest) 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 (r *PlaceOrderRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (r *PlaceOrderRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := r.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 (r *PlaceOrderRequest) GetPath() string {
+	return "/api/v5/trade/order"
+}
+
+// Do generates the request object and send the request object to the API endpoint
+func (r *PlaceOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) {
+
+	params, err := r.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+	query := url.Values{}
+
+	var apiURL string
+
+	apiURL = r.GetPath()
+
+	req, err := r.client.NewAuthenticatedRequest(ctx, "POST", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := r.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse 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 []OrderResponse
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return data, nil
+}

pkg/exchange/okex/okexapi/trade.go

@@ -11,20 +11,6 @@ import (
 	"github.com/pkg/errors"
 )
 
-type OrderResponse struct {
-	OrderID       string `json:"ordId"`
-	ClientOrderID string `json:"clOrdId"`
-	Tag           string `json:"tag"`
-	Code          string `json:"sCode"`
-	Message       string `json:"sMsg"`
-}
-
-func (c *RestClient) NewPlaceOrderRequest() *PlaceOrderRequest {
-	return &PlaceOrderRequest{
-		client: c,
-	}
-}
-
 func (c *RestClient) NewBatchPlaceOrderRequest() *BatchPlaceOrderRequest {
 	return &BatchPlaceOrderRequest{
 		client: c,
@@ -61,67 +47,11 @@ func (c *RestClient) NewGetTransactionDetailsRequest() *GetTransactionDetailsReq
 	}
 }
 
-//go:generate requestgen -type PlaceOrderRequest
-type PlaceOrderRequest struct {
-	client *RestClient
-
-	instrumentID string `param:"instId"`
-
-	// tdMode
-	// margin mode: "cross", "isolated"
-	// non-margin mode cash
-	tradeMode string `param:"tdMode" validValues:"cross,isolated,cash"`
-
-	// A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 32 characters.
-	clientOrderID *string `param:"clOrdId"`
-
-	// A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 8 characters.
-	tag *string `param:"tag"`
-
-	// "buy" or "sell"
-	side SideType `param:"side" validValues:"buy,sell"`
-
-	orderType OrderType `param:"ordType"`
-
-	quantity string `param:"sz"`
-
-	// price
-	price *string `param:"px"`
-}
-
 func (r *PlaceOrderRequest) Parameters() map[string]interface{} {
 	params, _ := r.GetParameters()
 	return params
 }
 
-func (r *PlaceOrderRequest) Do(ctx context.Context) (*OrderResponse, error) {
-	payload := r.Parameters()
-	req, err := r.client.NewAuthenticatedRequest(ctx, "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 apiResponse APIResponse
-	if err := response.DecodeJSON(&apiResponse); err != nil {
-		return nil, err
-	}
-	var data []OrderResponse
-	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
-		return nil, err
-	}
-
-	if len(data) == 0 {
-		return nil, errors.New("order create error")
-	}
-
-	return &data[0], nil
-}
-
 //go:generate requestgen -type CancelOrderRequest
 type CancelOrderRequest struct {
 	client *RestClient