okex: implement query markets

pkg/exchange/okex/convert.go

@@ -0,0 +1,7 @@
+package okex
+
+import "strings"
+
+func toGlobalSymbol(symbol string) string {
+	return strings.ReplaceAll(symbol, "-", "")
+}

pkg/exchange/okex/exchange.go

@@ -1,6 +1,11 @@
 package okex
 
 import (
+	"context"
+	"math"
+
+	"github.com/c9s/bbgo/pkg/exchange/okex/okexapi"
+	"github.com/c9s/bbgo/pkg/types"
 	"github.com/sirupsen/logrus"
 )
 
@@ -9,4 +14,74 @@ var log = logrus.WithFields(logrus.Fields{
 })
 
 type Exchange struct {
+	key, secret, passphrase string
+
+	client *okexapi.RestClient
+}
+
+func New(key, secret, passphrase string) *Exchange {
+	client := okexapi.NewClient()
+	client.Auth(key, secret, passphrase)
+
+	return &Exchange{
+		key:        key,
+		secret:     secret,
+		passphrase: passphrase,
+	}
+}
+
+func (e *Exchange) Name() types.ExchangeName {
+	return types.ExchangeOKEx
+}
+
+func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
+	instruments, err := e.client.PublicDataService.NewGetInstrumentsRequest().
+		InstrumentType(okexapi.InstrumentTypeSpot).
+		Do(ctx)
+
+	if err != nil {
+		return nil, err
+	}
+
+	markets := types.MarketMap{}
+	for _, instrument := range instruments {
+		symbol := toGlobalSymbol(instrument.InstrumentID)
+		market := types.Market{
+			Symbol:        symbol,
+			QuoteCurrency: instrument.QuoteCurrency,
+			BaseCurrency:  instrument.BaseCurrency,
+
+			// convert tick size OKEx to precision
+			PricePrecision:  int(-math.Log10(instrument.TickSize.Float64())),
+			VolumePrecision: int(-math.Log10(instrument.LotSize.Float64())),
+
+			// TickSize: OKEx's price tick, for BTC-USDT it's "0.1"
+			TickSize: instrument.TickSize.Float64(),
+
+			// Quantity step size, for BTC-USDT, it's "0.00000001"
+			StepSize: instrument.LotSize.Float64(),
+
+			// for BTC-USDT, it's "0.00001"
+			MinQuantity: instrument.MinSize.Float64(),
+
+			// OKEx does not offer minimal notional, use 1 USD here.
+			MinNotional: 1.0,
+			MinAmount:   1.0,
+		}
+		markets[symbol] = market
+	}
+
+	return markets, nil
+}
+
+func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error) {
+	return nil, nil
+}
+
+func (e *Exchange) QueryTickers(ctx context.Context, symbol string) (*types.Ticker, error) {
+	return nil, nil
+}
+
+func (e *Exchange) PlatformFeeCurrency() string {
+	return "OKB"
 }

pkg/types/exchange.go

@@ -43,6 +43,7 @@ const (
 	ExchangeMax      = ExchangeName("max")
 	ExchangeBinance  = ExchangeName("binance")
 	ExchangeFTX      = ExchangeName("ftx")
+	ExchangeOKEx     = ExchangeName("okex")
 	ExchangeBacktest = ExchangeName("backtest")
 )