add QueryClosedOrders() and QueryTrades() for okex, also fix conflict for QueryOrderTrades() and update typo error in QueryOrderTrades()

pkg/exchange/okex/exchange.go

@@ -23,7 +23,7 @@ import (
 // Market data limiter means public api, this includes QueryMarkets, QueryTicker, QueryTickers, QueryKLines
 var (
 	marketDataLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 5)
-	tradeRateLimiter  = rate.NewLimiter(rate.Every(100*time.Millisecond), 5)
+	tradeRateLimiter  = rate.NewLimiter(rate.Every(300*time.Millisecond), 5)
 	orderRateLimiter  = rate.NewLimiter(rate.Every(300*time.Millisecond), 5)
 )
 
@@ -32,6 +32,11 @@ const ID = "okex"
 // PlatformToken is the platform currency of OKEx, pre-allocate static string here
 const PlatformToken = "OKB"
 
+const (
+	// Constant For query limit
+	defaultQueryLimit = 100
+)
+
 var log = logrus.WithFields(logrus.Fields{
 	"exchange": ID,
 })
@@ -360,7 +365,7 @@ func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.O
 		return nil, errors.New("okex.QueryOrder: OrderId or ClientOrderId is required parameter")
 	}
 	req := e.client.NewGetOrderDetailsRequest()
-	req.InstrumentID(q.Symbol).
+	req.InstrumentID(toLocalSymbol(q.Symbol)).
 		OrderID(q.OrderID).
 		ClientOrderID(q.ClientOrderID)
 
@@ -380,9 +385,9 @@ func (e *Exchange) QueryOrderTrades(ctx context.Context, q types.OrderQuery) ([]
 		log.Warn("!!!OKEX EXCHANGE API NOTICE!!! Okex does not support searching for trades using OrderClientId.")
 	}
 
-	req := e.client.NewGetTransactionHistoriesRequest()
+	req := e.client.NewGetTransactionHistoryRequest()
 	if len(q.Symbol) != 0 {
-		req.InstrumentID(q.Symbol)
+		req.InstrumentID(toLocalSymbol(q.Symbol))
 	}
 
 	if len(q.OrderID) != 0 {
@@ -411,6 +416,131 @@ func (e *Exchange) QueryOrderTrades(ctx context.Context, q types.OrderQuery) ([]
 	if errs != nil {
 		return nil, errs
 	}
-
+	return trades, nil
+}
+
+/*
+QueryClosedOrders can query closed orders in last 3 months, there are no time interval limitations, as long as until >= since.
+Please Use lastOrderID as cursor, only return orders later than that order, that order is not included.
+If you want to query orders by time range, please just pass since and until.
+If you want to query by cursor, please pass lastOrderID.
+Because it gets the correct response even when you pass all parameters with the right time interval and invalid lastOrderID, like 0.
+Time interval boundary unit is second.
+since is inclusive, ex. order created in 1694155903, get response if query since 1694155903, get empty if query since 1694155904
+until is not inclusive, ex. order created in 1694155903, get response if query until 1694155904, get empty if query until 1694155903
+*/
+func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) ([]types.Order, error) {
+	if symbol == "" {
+		return nil, ErrSymbolRequired
+	}
+
+	if err := tradeRateLimiter.Wait(ctx); err != nil {
+		return nil, fmt.Errorf("query closed order rate limiter wait error: %w", err)
+	}
+
+	var lastOrder string
+	if lastOrderID <= 0 {
+		lastOrder = ""
+	} else {
+		lastOrder = strconv.FormatUint(lastOrderID, 10)
+	}
+
+	res, err := e.client.NewGetOrderHistoryRequest().
+		InstrumentID(toLocalSymbol(symbol)).
+		StartTime(since).
+		EndTime(until).
+		Limit(defaultQueryLimit).
+		Before(lastOrder).
+		Do(ctx)
+
+	if err != nil {
+		return nil, fmt.Errorf("failed to call get order histories error: %w", err)
+	}
+
+	var orders []types.Order
+
+	for _, order := range res {
+		o, err2 := toGlobalOrder(&order)
+		if err2 != nil {
+			err = multierr.Append(err, err2)
+			continue
+		}
+
+		orders = append(orders, *o)
+	}
+	if err != nil {
+		return nil, err
+	}
+
+	return types.SortOrdersAscending(orders), nil
+}
+
+/*
+QueryTrades can query trades in last 3 months, there are no time interval limitations, as long as end_time >= start_time.
+OKEX do not provide api to query by tradeID, So use /api/v5/trade/orders-history-archive as its official site do.
+Please Use LastTradeID as cursor, only return trades later than that trade, that trade is not included.
+If you want to query trades by time range, please just pass start_time and end_time.
+If you want to query by cursor, please pass LastTradeID.
+Because it gets the correct response even when you pass all parameters with the right time interval and invalid LastTradeID, like 0.
+*/
+func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) ([]types.Trade, error) {
+	if symbol == "" {
+		return nil, ErrSymbolRequired
+	}
+
+	req := e.client.NewGetOrderHistoryRequest().InstrumentID(toLocalSymbol(symbol))
+
+	limit := uint64(options.Limit)
+	if limit > defaultQueryLimit || limit <= 0 {
+		log.Debugf("limit is exceeded default limit %d or zero, got: %d, Do not pass limit", defaultQueryLimit, options.Limit)
+	} else {
+		req.Limit(limit)
+	}
+
+	if err := tradeRateLimiter.Wait(ctx); err != nil {
+		return nil, fmt.Errorf("query trades rate limiter wait error: %w", err)
+	}
+
+	var err error
+	var response []okexapi.OrderDetails
+	// query by time interval
+	if options.StartTime != nil || options.EndTime != nil {
+		if options.StartTime != nil {
+			req.StartTime(*options.StartTime)
+		}
+		if options.EndTime != nil {
+			req.EndTime(*options.EndTime)
+		}
+
+		response, err = req.Do(ctx)
+		if err != nil {
+			return nil, fmt.Errorf("failed to call get order histories error: %w", err)
+		}
+	} else if options.StartTime == nil && options.EndTime == nil && options.LastTradeID == 0 { // query by no any parameters
+		response, err = req.Do(ctx)
+		if err != nil {
+			return nil, fmt.Errorf("failed to call get order histories error: %w", err)
+		}
+	} else { // query by trade id
+		lastTradeID := strconv.FormatUint(options.LastTradeID, 10)
+		res, err := req.Do(ctx)
+		if err != nil {
+			return nil, fmt.Errorf("failed to call get order histories error: %w", err)
+		}
+		for _, trade := range res {
+			if trade.LastTradeID == lastTradeID {
+				response, err = req.Before(trade.OrderID).Do(ctx)
+				if err != nil {
+					return nil, fmt.Errorf("failed to call get order histories error: %w", err)
+				}
+				break
+			}
+		}
+	}
+
+	trades, err := toGlobalTrades(response)
+	if err != nil {
+		return nil, fmt.Errorf("failed to trans order detail to trades error: %w", err)
+	}
 	return trades, nil
 }

pkg/exchange/okex/okexapi/get_order_history_request.go

@@ -0,0 +1,40 @@
+package okexapi
+
+import (
+	"time"
+
+	"github.com/c9s/requestgen"
+)
+
+//go:generate GetRequest -url "/api/v5/trade/orders-history-archive" -type GetOrderHistoryRequest -responseDataType .APIResponse
+type GetOrderHistoryRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	instrumentType InstrumentType `param:"instType,query"`
+	instrumentID   *string        `param:"instId,query"`
+	orderType      *OrderType     `param:"ordType,query"`
+	// underlying and instrumentFamil Applicable to FUTURES/SWAP/OPTION
+	underlying       *string `param:"uly,query"`
+	instrumentFamily *string `param:"instFamily,query"`
+
+	state     *OrderState `param:"state,query"`
+	after     *string     `param:"after,query"`
+	before    *string     `param:"before,query"`
+	startTime *time.Time  `param:"begin,query,milliseconds"`
+
+	// endTime for each request, startTime and endTime can be any interval, but should be in last 3 months
+	endTime *time.Time `param:"end,query,milliseconds"`
+
+	// limit for data size per page. Default: 100
+	limit *uint64 `param:"limit,query"`
+}
+
+type OrderList []OrderDetails
+
+// NewGetOrderHistoriesRequest is descending order by createdTime
+func (c *RestClient) NewGetOrderHistoryRequest() *GetOrderHistoryRequest {
+	return &GetOrderHistoryRequest{
+		client:         c,
+		instrumentType: InstrumentTypeSpot,
+	}
+}

pkg/exchange/okex/okexapi/get_order_history_request_requestgen.go

@@ -0,0 +1,319 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/v5/trade/orders-history-archive -type GetOrderHistoryRequest -responseDataType .OrderList"; DO NOT EDIT.
+
+package okexapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+	"strconv"
+	"time"
+)
+
+func (g *GetOrderHistoryRequest) InstrumentType(instrumentType InstrumentType) *GetOrderHistoryRequest {
+	g.instrumentType = instrumentType
+	return g
+}
+
+func (g *GetOrderHistoryRequest) InstrumentID(instrumentID string) *GetOrderHistoryRequest {
+	g.instrumentID = &instrumentID
+	return g
+}
+
+func (g *GetOrderHistoryRequest) OrderType(orderType OrderType) *GetOrderHistoryRequest {
+	g.orderType = &orderType
+	return g
+}
+
+func (g *GetOrderHistoryRequest) Underlying(underlying string) *GetOrderHistoryRequest {
+	g.underlying = &underlying
+	return g
+}
+
+func (g *GetOrderHistoryRequest) InstrumentFamily(instrumentFamily string) *GetOrderHistoryRequest {
+	g.instrumentFamily = &instrumentFamily
+	return g
+}
+
+func (g *GetOrderHistoryRequest) State(state OrderState) *GetOrderHistoryRequest {
+	g.state = &state
+	return g
+}
+
+func (g *GetOrderHistoryRequest) After(after string) *GetOrderHistoryRequest {
+	g.after = &after
+	return g
+}
+
+func (g *GetOrderHistoryRequest) Before(before string) *GetOrderHistoryRequest {
+	g.before = &before
+	return g
+}
+
+func (g *GetOrderHistoryRequest) StartTime(startTime time.Time) *GetOrderHistoryRequest {
+	g.startTime = &startTime
+	return g
+}
+
+func (g *GetOrderHistoryRequest) EndTime(endTime time.Time) *GetOrderHistoryRequest {
+	g.endTime = &endTime
+	return g
+}
+
+func (g *GetOrderHistoryRequest) Limit(limit uint64) *GetOrderHistoryRequest {
+	g.limit = &limit
+	return g
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetOrderHistoryRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+	// check instrumentType field -> json key instType
+	instrumentType := g.instrumentType
+
+	// TEMPLATE check-valid-values
+	switch instrumentType {
+	case InstrumentTypeSpot, InstrumentTypeSwap, InstrumentTypeFutures, InstrumentTypeOption, InstrumentTypeMARGIN:
+		params["instType"] = instrumentType
+
+	default:
+		return nil, fmt.Errorf("instType value %v is invalid", instrumentType)
+
+	}
+	// END TEMPLATE check-valid-values
+
+	// assign parameter of instrumentType
+	params["instType"] = instrumentType
+	// check instrumentID field -> json key instId
+	if g.instrumentID != nil {
+		instrumentID := *g.instrumentID
+
+		// assign parameter of instrumentID
+		params["instId"] = instrumentID
+	} else {
+	}
+	// check orderType field -> json key ordType
+	if g.orderType != nil {
+		orderType := *g.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
+	} else {
+	}
+	// check underlying field -> json key uly
+	if g.underlying != nil {
+		underlying := *g.underlying
+
+		// assign parameter of underlying
+		params["uly"] = underlying
+	} else {
+	}
+	// check instrumentFamily field -> json key instFamily
+	if g.instrumentFamily != nil {
+		instrumentFamily := *g.instrumentFamily
+
+		// assign parameter of instrumentFamily
+		params["instFamily"] = instrumentFamily
+	} else {
+	}
+	// check state field -> json key state
+	if g.state != nil {
+		state := *g.state
+
+		// TEMPLATE check-valid-values
+		switch state {
+		case OrderStateCanceled, OrderStateLive, OrderStatePartiallyFilled, OrderStateFilled:
+			params["state"] = state
+
+		default:
+			return nil, fmt.Errorf("state value %v is invalid", state)
+
+		}
+		// END TEMPLATE check-valid-values
+
+		// assign parameter of state
+		params["state"] = state
+	} else {
+	}
+	// check after field -> json key after
+	if g.after != nil {
+		after := *g.after
+
+		// assign parameter of after
+		params["after"] = after
+	} else {
+	}
+	// check before field -> json key before
+	if g.before != nil {
+		before := *g.before
+
+		// assign parameter of before
+		params["before"] = before
+	} else {
+	}
+	// check startTime field -> json key begin
+	if g.startTime != nil {
+		startTime := *g.startTime
+
+		// assign parameter of startTime
+		// convert time.Time to milliseconds time stamp
+		params["begin"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check endTime field -> json key end
+	if g.endTime != nil {
+		endTime := *g.endTime
+
+		// assign parameter of endTime
+		// convert time.Time to milliseconds time stamp
+		params["end"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check limit field -> json key limit
+	if g.limit != nil {
+		limit := *g.limit
+
+		// assign parameter of limit
+		params["limit"] = limit
+	} else {
+	}
+
+	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 *GetOrderHistoryRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (g *GetOrderHistoryRequest) 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 *GetOrderHistoryRequest) 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 *GetOrderHistoryRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetOrderHistoryRequest) 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 *GetOrderHistoryRequest) 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 *GetOrderHistoryRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetOrderHistoryRequest) 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 *GetOrderHistoryRequest) Do(ctx context.Context) (OrderList, error) {
+
+	// no body params
+	var params interface{}
+	query, err := g.GetQueryParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/api/v5/trade/orders-history-archive"
+
+	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 APIResponse
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	var data OrderList
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return data, nil
+}

pkg/exchange/okex/okexapi/get_transaction_history_request.go

@@ -6,8 +6,8 @@ import (
 	"github.com/c9s/requestgen"
 )
 
-//go:generate GetRequest -url "/api/v5/trade/fills-history" -type GetTransactionHistoriesRequest -responseDataType .APIResponse
+//go:generate GetRequest -url "/api/v5/trade/fills-history" -type GetTransactionHistoryRequest -responseDataType .APIResponse
-type GetTransactionHistoriesRequest struct {
+type GetTransactionHistoryRequest struct {
 	client requestgen.AuthenticatedAPIClient
 
 	instrumentType InstrumentType `param:"instType,query"`
@@ -29,11 +29,9 @@ type GetTransactionHistoriesRequest struct {
 	limit *uint64 `param:"limit,query"`
 }
 
-type OrderList []OrderDetails
-
 // NewGetOrderHistoriesRequest is descending order by createdTime
-func (c *RestClient) NewGetTransactionHistoriesRequest() *GetTransactionHistoriesRequest {
+func (c *RestClient) NewGetTransactionHistoryRequest() *GetTransactionHistoryRequest {
-	return &GetTransactionHistoriesRequest{
+	return &GetTransactionHistoryRequest{
 		client:         c,
 		instrumentType: InstrumentTypeSpot,
 	}

pkg/exchange/okex/okexapi/get_transaction_history_request_requestgen.go

@@ -1,4 +1,4 @@
-// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/v5/trade/fills-history -type GetTransactionHistoriesRequest -responseDataType .OrderList"; DO NOT EDIT.
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/v5/trade/fills-history -type GetTransactionHistoryRequest -responseDataType .OrderList"; DO NOT EDIT.
 
 package okexapi
 
@@ -13,63 +13,63 @@ import (
 	"time"
 )
 
-func (g *GetTransactionHistoriesRequest) InstrumentType(instrumentType InstrumentType) *GetTransactionHistoriesRequest {
+func (g *GetTransactionHistoryRequest) InstrumentType(instrumentType InstrumentType) *GetTransactionHistoryRequest {
 	g.instrumentType = instrumentType
 	return g
 }
 
-func (g *GetTransactionHistoriesRequest) InstrumentID(instrumentID string) *GetTransactionHistoriesRequest {
+func (g *GetTransactionHistoryRequest) InstrumentID(instrumentID string) *GetTransactionHistoryRequest {
 	g.instrumentID = &instrumentID
 	return g
 }
 
-func (g *GetTransactionHistoriesRequest) OrderType(orderType OrderType) *GetTransactionHistoriesRequest {
+func (g *GetTransactionHistoryRequest) OrderType(orderType OrderType) *GetTransactionHistoryRequest {
 	g.orderType = &orderType
 	return g
 }
 
-func (g *GetTransactionHistoriesRequest) OrderID(orderID string) *GetTransactionHistoriesRequest {
+func (g *GetTransactionHistoryRequest) OrderID(orderID string) *GetTransactionHistoryRequest {
 	g.orderID = orderID
 	return g
 }
 
-func (g *GetTransactionHistoriesRequest) Underlying(underlying string) *GetTransactionHistoriesRequest {
+func (g *GetTransactionHistoryRequest) Underlying(underlying string) *GetTransactionHistoryRequest {
 	g.underlying = &underlying
 	return g
 }
 
-func (g *GetTransactionHistoriesRequest) InstrumentFamily(instrumentFamily string) *GetTransactionHistoriesRequest {
+func (g *GetTransactionHistoryRequest) InstrumentFamily(instrumentFamily string) *GetTransactionHistoryRequest {
 	g.instrumentFamily = &instrumentFamily
 	return g
 }
 
-func (g *GetTransactionHistoriesRequest) After(after string) *GetTransactionHistoriesRequest {
+func (g *GetTransactionHistoryRequest) After(after string) *GetTransactionHistoryRequest {
 	g.after = &after
 	return g
 }
 
-func (g *GetTransactionHistoriesRequest) Before(before string) *GetTransactionHistoriesRequest {
+func (g *GetTransactionHistoryRequest) Before(before string) *GetTransactionHistoryRequest {
 	g.before = &before
 	return g
 }
 
-func (g *GetTransactionHistoriesRequest) StartTime(startTime time.Time) *GetTransactionHistoriesRequest {
+func (g *GetTransactionHistoryRequest) StartTime(startTime time.Time) *GetTransactionHistoryRequest {
 	g.startTime = &startTime
 	return g
 }
 
-func (g *GetTransactionHistoriesRequest) EndTime(endTime time.Time) *GetTransactionHistoriesRequest {
+func (g *GetTransactionHistoryRequest) EndTime(endTime time.Time) *GetTransactionHistoryRequest {
 	g.endTime = &endTime
 	return g
 }
 
-func (g *GetTransactionHistoriesRequest) Limit(limit uint64) *GetTransactionHistoriesRequest {
+func (g *GetTransactionHistoryRequest) Limit(limit uint64) *GetTransactionHistoryRequest {
 	g.limit = &limit
 	return g
 }
 
 // GetQueryParameters builds and checks the query parameters and returns url.Values
-func (g *GetTransactionHistoriesRequest) GetQueryParameters() (url.Values, error) {
+func (g *GetTransactionHistoryRequest) GetQueryParameters() (url.Values, error) {
 	var params = map[string]interface{}{}
 	// check instrumentType field -> json key instType
 	instrumentType := g.instrumentType
@@ -187,14 +187,14 @@ func (g *GetTransactionHistoriesRequest) GetQueryParameters() (url.Values, error
 }
 
 // GetParameters builds and checks the parameters and return the result in a map object
-func (g *GetTransactionHistoriesRequest) GetParameters() (map[string]interface{}, error) {
+func (g *GetTransactionHistoryRequest) GetParameters() (map[string]interface{}, error) {
 	var params = map[string]interface{}{}
 
 	return params, nil
 }
 
 // GetParametersQuery converts the parameters from GetParameters into the url.Values format
-func (g *GetTransactionHistoriesRequest) GetParametersQuery() (url.Values, error) {
+func (g *GetTransactionHistoryRequest) GetParametersQuery() (url.Values, error) {
 	query := url.Values{}
 
 	params, err := g.GetParameters()
@@ -216,7 +216,7 @@ func (g *GetTransactionHistoriesRequest) GetParametersQuery() (url.Values, error
 }
 
 // GetParametersJSON converts the parameters from GetParameters into the JSON format
-func (g *GetTransactionHistoriesRequest) GetParametersJSON() ([]byte, error) {
+func (g *GetTransactionHistoryRequest) GetParametersJSON() ([]byte, error) {
 	params, err := g.GetParameters()
 	if err != nil {
 		return nil, err
@@ -226,13 +226,13 @@ func (g *GetTransactionHistoriesRequest) GetParametersJSON() ([]byte, error) {
 }
 
 // GetSlugParameters builds and checks the slug parameters and return the result in a map object
-func (g *GetTransactionHistoriesRequest) GetSlugParameters() (map[string]interface{}, error) {
+func (g *GetTransactionHistoryRequest) GetSlugParameters() (map[string]interface{}, error) {
 	var params = map[string]interface{}{}
 
 	return params, nil
 }
 
-func (g *GetTransactionHistoriesRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+func (g *GetTransactionHistoryRequest) applySlugsToUrl(url string, slugs map[string]string) string {
 	for _k, _v := range slugs {
 		needleRE := regexp.MustCompile(":" + _k + "\\b")
 		url = needleRE.ReplaceAllString(url, _v)
@@ -241,7 +241,7 @@ func (g *GetTransactionHistoriesRequest) applySlugsToUrl(url string, slugs map[s
 	return url
 }
 
-func (g *GetTransactionHistoriesRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+func (g *GetTransactionHistoryRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
 	sliceValue := reflect.ValueOf(slice)
 	for _i := 0; _i < sliceValue.Len(); _i++ {
 		it := sliceValue.Index(_i).Interface()
@@ -249,7 +249,7 @@ func (g *GetTransactionHistoriesRequest) iterateSlice(slice interface{}, _f func
 	}
 }
 
-func (g *GetTransactionHistoriesRequest) isVarSlice(_v interface{}) bool {
+func (g *GetTransactionHistoryRequest) isVarSlice(_v interface{}) bool {
 	rt := reflect.TypeOf(_v)
 	switch rt.Kind() {
 	case reflect.Slice:
@@ -258,7 +258,7 @@ func (g *GetTransactionHistoriesRequest) isVarSlice(_v interface{}) bool {
 	return false
 }
 
-func (g *GetTransactionHistoriesRequest) GetSlugsMap() (map[string]string, error) {
+func (g *GetTransactionHistoryRequest) GetSlugsMap() (map[string]string, error) {
 	slugs := map[string]string{}
 	params, err := g.GetSlugParameters()
 	if err != nil {
@@ -272,7 +272,7 @@ func (g *GetTransactionHistoriesRequest) GetSlugsMap() (map[string]string, error
 	return slugs, nil
 }
 
-func (g *GetTransactionHistoriesRequest) Do(ctx context.Context) (OrderList, error) {
+func (g *GetTransactionHistoryRequest) Do(ctx context.Context) (OrderList, error) {
 
 	// no body params
 	var params interface{}

pkg/exchange/okex/query_closed_orders_test.go

@@ -0,0 +1,62 @@
+package okex
+
+import (
+	"context"
+	"testing"
+	"time"
+
+	"github.com/c9s/bbgo/pkg/testutil"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/stretchr/testify/assert"
+)
+
+func Test_QueryClosedOrders(t *testing.T) {
+
+	key, secret, passphrase, ok := testutil.IntegrationTestWithPassphraseConfigured(t, types.ExchangeOKEx.String())
+	if !ok {
+		t.Skip("Please configure all credentials about OKEX")
+	}
+
+	e := New(key, secret, passphrase)
+
+	queryOrder := types.OrderQuery{
+		Symbol: "BTCUSDT",
+	}
+
+	// test by order id as a cursor
+	closedOrder, err := e.QueryClosedOrders(context.Background(), string(queryOrder.Symbol), time.Time{}, time.Time{}, 609869603774656544)
+	if assert.NoError(t, err) {
+		assert.NotEmpty(t, closedOrder)
+	}
+	t.Logf("closed order detail: %+v", closedOrder)
+	// test by time interval
+	closedOrder, err = e.QueryClosedOrders(context.Background(), string(queryOrder.Symbol), time.Now().Add(-90*24*time.Hour), time.Now(), 0)
+	if assert.NoError(t, err) {
+		assert.NotEmpty(t, closedOrder)
+	}
+	t.Logf("closed order detail: %+v", closedOrder)
+	// test by no parameter
+	closedOrder, err = e.QueryClosedOrders(context.Background(), string(queryOrder.Symbol), time.Time{}, time.Time{}, 0)
+	if assert.NoError(t, err) {
+		assert.NotEmpty(t, closedOrder)
+	}
+	t.Logf("closed order detail: %+v", closedOrder)
+	// test by time interval (boundary test)
+	closedOrder, err = e.QueryClosedOrders(context.Background(), string(queryOrder.Symbol), time.Unix(1694155903, 999), time.Now(), 0)
+	if assert.NoError(t, err) {
+		assert.NotEmpty(t, closedOrder)
+	}
+	t.Logf("closed order detail: %+v", closedOrder)
+	// test by time interval (boundary test)
+	closedOrder, err = e.QueryClosedOrders(context.Background(), string(queryOrder.Symbol), time.Unix(1694154903, 999), time.Unix(1694155904, 0), 0)
+	if assert.NoError(t, err) {
+		assert.NotEmpty(t, closedOrder)
+	}
+	t.Logf("closed order detail: %+v", closedOrder)
+	// test by time interval and order id together
+	closedOrder, err = e.QueryClosedOrders(context.Background(), string(queryOrder.Symbol), time.Unix(1694154903, 999), time.Now(), 609869603774656544)
+	if assert.NoError(t, err) {
+		assert.NotEmpty(t, closedOrder)
+	}
+	t.Logf("closed order detail: %+v", closedOrder)
+}

pkg/exchange/okex/query_order_test.go

@@ -25,7 +25,7 @@ func Test_QueryOrder(t *testing.T) {
 	e := New(key, secret, passphrase)
 
 	queryOrder := types.OrderQuery{
-		Symbol:  "BTC-USDT",
+		Symbol:  "BTCUSDT",
 		OrderID: "609869603774656544",
 	}
 	orderDetail, err := e.QueryOrder(context.Background(), queryOrder)

pkg/exchange/okex/query_trades_test.go

@@ -0,0 +1,57 @@
+package okex
+
+import (
+	"context"
+	"testing"
+	"time"
+
+	"github.com/c9s/bbgo/pkg/testutil"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/stretchr/testify/assert"
+)
+
+func Test_QueryTrades(t *testing.T) {
+	key, secret, passphrase, ok := testutil.IntegrationTestWithPassphraseConfigured(t, "OKEX")
+	if !ok {
+		t.Skip("Please configure all credentials about OKEX")
+	}
+
+	e := New(key, secret, passphrase)
+
+	queryOrder := types.OrderQuery{
+		Symbol: "BTCUSDT",
+	}
+
+	since := time.Now().AddDate(0, -3, 0)
+	until := time.Now()
+
+	queryOption := types.TradeQueryOptions{
+		StartTime: &since,
+		EndTime:   &until,
+		Limit:     100,
+	}
+	// query by time interval
+	transactionDetail, err := e.QueryTrades(context.Background(), queryOrder.Symbol, &queryOption)
+	if assert.NoError(t, err) {
+		assert.NotEmpty(t, transactionDetail)
+	}
+	t.Logf("transaction detail: %+v", transactionDetail)
+	// query by trade id
+	transactionDetail, err = e.QueryTrades(context.Background(), queryOrder.Symbol, &types.TradeQueryOptions{LastTradeID: 432044402})
+	if assert.NoError(t, err) {
+		assert.NotEmpty(t, transactionDetail)
+	}
+	t.Logf("transaction detail: %+v", transactionDetail)
+	// query by no time interval and no trade id
+	transactionDetail, err = e.QueryTrades(context.Background(), queryOrder.Symbol, &types.TradeQueryOptions{})
+	if assert.NoError(t, err) {
+		assert.NotEmpty(t, transactionDetail)
+	}
+	t.Logf("transaction detail: %+v", transactionDetail)
+	// query by limit exceed default value
+	transactionDetail, err = e.QueryTrades(context.Background(), queryOrder.Symbol, &types.TradeQueryOptions{Limit: 150})
+	if assert.NoError(t, err) {
+		assert.NotEmpty(t, transactionDetail)
+	}
+	t.Logf("transaction detail: %+v", transactionDetail)
+}

pkg/testutil/auth.go

@@ -3,6 +3,7 @@ package testutil
 import (
 	"os"
 	"regexp"
+	"strings"
 	"testing"
 )
 
@@ -26,6 +27,7 @@ func IntegrationTestConfigured(t *testing.T, prefix string) (key, secret string,
 
 func IntegrationTestWithPassphraseConfigured(t *testing.T, prefix string) (key, secret, passphrase string, ok bool) {
 	var hasKey, hasSecret, hasPassphrase bool
+	prefix = strings.ToUpper(prefix)
 	key, hasKey = os.LookupEnv(prefix + "_API_KEY")
 	secret, hasSecret = os.LookupEnv(prefix + "_API_SECRET")
 	passphrase, hasPassphrase = os.LookupEnv(prefix + "_API_PASSPHRASE")