Merge pull request #1421 from c9s/feature/maxapi/get-closed-orders

FEATURE: use new max v3 api to query closed orders by timestamp

pkg/exchange/max/exchange.go

@@ -275,6 +275,10 @@ func (e *Exchange) QueryClosedOrders(
 	ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64,
 ) ([]types.Order, error) {
 	log.Warn("!!!MAX EXCHANGE API NOTICE!!! the since/until conditions will not be effected on closed orders query, max exchange does not support time-range-based query")
+	if !since.IsZero() || !until.IsZero() {
+		return e.queryClosedOrdersByTime(ctx, symbol, since, until)
+	}
+
 	return e.queryClosedOrdersByLastOrderID(ctx, symbol, lastOrderID)
 }
 
@@ -321,6 +325,47 @@ func (e *Exchange) queryClosedOrdersByLastOrderID(
 	return types.SortOrdersAscending(orders), nil
 }
 
+func (e *Exchange) queryClosedOrdersByTime(ctx context.Context, symbol string, since, until time.Time) (orders []types.Order, err error) {
+	if err := e.closedOrderQueryLimiter.Wait(ctx); err != nil {
+		return orders, err
+	}
+
+	market := toLocalSymbol(symbol)
+	walletType := maxapi.WalletTypeSpot
+	if e.MarginSettings.IsMargin {
+		walletType = maxapi.WalletTypeMargin
+	}
+
+	req := e.v3client.NewGetWalletClosedOrdersRequest(walletType).
+		Market(market).
+		Timestamp(since).
+		Limit(1000).
+		OrderBy(maxapi.OrderByAsc)
+
+	maxOrders, err := req.Do(ctx)
+	if err != nil {
+		return orders, err
+	}
+
+	for _, maxOrder := range maxOrders {
+		if maxOrder.CreatedAt.Time().After(until) {
+			continue
+		}
+		order, err2 := toGlobalOrder(maxOrder)
+		if err2 != nil {
+			err = multierr.Append(err, err2)
+			continue
+		}
+
+		orders = append(orders, *order)
+	}
+
+	if err != nil {
+		return nil, err
+	}
+	return orders, nil
+}
+
 func (e *Exchange) CancelAllOrders(ctx context.Context) ([]types.Order, error) {
 	walletType := maxapi.WalletTypeSpot
 	if e.MarginSettings.IsMargin {

pkg/exchange/max/maxapi/order.go

@@ -17,6 +17,15 @@ const (
 	WalletTypeMargin WalletType = "m"
 )
 
+type OrderByType string
+
+const (
+	OrderByAsc           OrderByType = "asc"
+	OrderByDesc          OrderByType = "desc"
+	OrderByAscUpdatedAt  OrderByType = "asc_updated_at"
+	OrderByDescUpdatedAt OrderByType = "desc_updated_at"
+)
+
 type OrderStateToQuery int
 
 const (

pkg/exchange/max/maxapi/v3/get_wallet_closed_orders_request.go

@@ -0,0 +1,27 @@
+package v3
+
+import (
+	"time"
+
+	"github.com/c9s/requestgen"
+)
+
+//go:generate -command GetRequest requestgen -method GET
+//go:generate -command PostRequest requestgen -method POST
+//go:generate -command DeleteRequest requestgen -method DELETE
+
+func (s *Client) NewGetWalletClosedOrdersRequest(walletType WalletType) *GetWalletClosedOrdersRequest {
+	return &GetWalletClosedOrdersRequest{client: s.Client, walletType: walletType}
+}
+
+//go:generate GetRequest -url "/api/v3/wallet/:walletType/orders/closed" -type GetWalletClosedOrdersRequest -responseType []Order
+type GetWalletClosedOrdersRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	walletType WalletType `param:"walletType,slug,required"`
+
+	market    string       `param:"market,required"`
+	timestamp *time.Time   `param:"timestamp,milliseconds,omitempty"`
+	orderBy   *OrderByType `param:"order_by,omitempty"`
+	limit     *uint        `param:"limit,omitempty"`
+}

pkg/exchange/max/maxapi/v3/get_wallet_closed_orders_request_requestgen.go

@@ -0,0 +1,219 @@
+// Code generated by "requestgen --method GET -url /api/v3/wallet/:walletType/orders/closed -type GetWalletClosedOrdersRequest -responseType []Order"; DO NOT EDIT.
+
+package v3
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"github.com/c9s/bbgo/pkg/exchange/max/maxapi"
+	"net/url"
+	"reflect"
+	"regexp"
+	"strconv"
+	"time"
+)
+
+func (g *GetWalletClosedOrdersRequest) Market(market string) *GetWalletClosedOrdersRequest {
+	g.market = market
+	return g
+}
+
+func (g *GetWalletClosedOrdersRequest) Timestamp(timestamp time.Time) *GetWalletClosedOrdersRequest {
+	g.timestamp = &timestamp
+	return g
+}
+
+func (g *GetWalletClosedOrdersRequest) OrderBy(orderBy max.OrderByType) *GetWalletClosedOrdersRequest {
+	g.orderBy = &orderBy
+	return g
+}
+
+func (g *GetWalletClosedOrdersRequest) Limit(limit uint) *GetWalletClosedOrdersRequest {
+	g.limit = &limit
+	return g
+}
+
+func (g *GetWalletClosedOrdersRequest) WalletType(walletType max.WalletType) *GetWalletClosedOrdersRequest {
+	g.walletType = walletType
+	return g
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetWalletClosedOrdersRequest) 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 (g *GetWalletClosedOrdersRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check market field -> json key market
+	market := g.market
+
+	// TEMPLATE check-required
+	if len(market) == 0 {
+		return nil, fmt.Errorf("market is required, empty string given")
+	}
+	// END TEMPLATE check-required
+
+	// assign parameter of market
+	params["market"] = market
+	// check timestamp field -> json key timestamp
+	if g.timestamp != nil {
+		timestamp := *g.timestamp
+
+		// assign parameter of timestamp
+		// convert time.Time to milliseconds time stamp
+		params["timestamp"] = strconv.FormatInt(timestamp.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check orderBy field -> json key order_by
+	if g.orderBy != nil {
+		orderBy := *g.orderBy
+
+		// assign parameter of orderBy
+		params["order_by"] = orderBy
+	} else {
+	}
+	// check limit field -> json key limit
+	if g.limit != nil {
+		limit := *g.limit
+
+		// assign parameter of limit
+		params["limit"] = limit
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (g *GetWalletClosedOrdersRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := g.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if g.isVarSlice(_v) {
+			g.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 (g *GetWalletClosedOrdersRequest) GetParametersJSON() ([]byte, error) {
+	params, err := g.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 (g *GetWalletClosedOrdersRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check walletType field -> json key walletType
+	walletType := g.walletType
+
+	// TEMPLATE check-required
+	if len(walletType) == 0 {
+		return nil, fmt.Errorf("walletType is required, empty string given")
+	}
+	// END TEMPLATE check-required
+
+	// assign parameter of walletType
+	params["walletType"] = walletType
+
+	return params, nil
+}
+
+func (g *GetWalletClosedOrdersRequest) 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 (g *GetWalletClosedOrdersRequest) 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 (g *GetWalletClosedOrdersRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetWalletClosedOrdersRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := g.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (g *GetWalletClosedOrdersRequest) Do(ctx context.Context) ([]max.Order, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := g.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/api/v3/wallet/:walletType/orders/closed"
+	slugs, err := g.GetSlugsMap()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL = g.applySlugsToUrl(apiURL, slugs)
+
+	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := g.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse []max.Order
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	return apiResponse, nil
+}

pkg/exchange/max/maxapi/v3/order.go

@@ -8,6 +8,7 @@ import (
 
 // create type alias
 type WalletType = maxapi.WalletType
+type OrderByType = maxapi.OrderByType
 type OrderType = maxapi.OrderType
 
 type Order = maxapi.Order