Merge pull request #1332 from MengShue/add_supported_interval

FEATURE: add supported interval for okex

pkg/exchange/okex/convert.go

@@ -2,7 +2,6 @@ package okex
 
 import (
 	"fmt"
-	"regexp"
 	"strconv"
 	"strings"
 
@@ -206,11 +205,17 @@ func toGlobalOrderType(orderType okexapi.OrderType) (types.OrderType, error) {
 	return "", fmt.Errorf("unknown or unsupported okex order type: %s", orderType)
 }
 
-func toLocalInterval(src string) string {
-	var re = regexp.MustCompile(`\d+[hdw]`)
-	return re.ReplaceAllStringFunc(src, func(w string) string {
-		return strings.ToUpper(w)
-	})
+func toLocalInterval(interval types.Interval) (string, error) {
+	if _, ok := SupportedIntervals[interval]; !ok {
+		return "", fmt.Errorf("interval %s is not supported", interval)
+	}
+
+	in, ok := ToLocalInterval[interval]
+	if !ok {
+		return "", fmt.Errorf("interval %s is not supported, got local interval %s", interval, in)
+	}
+
+	return in, nil
 }
 
 func toGlobalSide(side okexapi.SideType) (s types.SideType) {

pkg/exchange/okex/exchange.go

@@ -316,7 +316,10 @@ func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval type
 		return nil, err
 	}
 
-	intervalParam := toLocalInterval(interval.String())
+	intervalParam, err := toLocalInterval(interval)
+	if err != nil {
+		return nil, fmt.Errorf("fail to get interval: %w", err)
+	}
 
 	req := e.client.NewCandlesticksRequest(toLocalSymbol(symbol))
 	req.Bar(intervalParam)
@@ -541,3 +544,12 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
 	}
 	return trades, nil
 }
+
+func (e *Exchange) SupportedInterval() map[types.Interval]int {
+	return SupportedIntervals
+}
+
+func (e *Exchange) IsSupportedInterval(interval types.Interval) bool {
+	_, ok := SupportedIntervals[interval]
+	return ok
+}

pkg/exchange/okex/query_kline_test.go

@@ -0,0 +1,85 @@
+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_QueryKlines(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: "BTC-USDT",
+	}
+
+	now := time.Now()
+	// test supported interval - minute
+	klineDetail, err := e.QueryKLines(context.Background(), queryOrder.Symbol, types.Interval1m, types.KLineQueryOptions{
+		Limit:   50,
+		EndTime: &now})
+	if assert.NoError(t, err) {
+		assert.NotEmpty(t, klineDetail)
+	}
+	// test supported interval - hour - 1 hour
+	klineDetail, err = e.QueryKLines(context.Background(), queryOrder.Symbol, types.Interval1h, types.KLineQueryOptions{
+		Limit:   50,
+		EndTime: &now})
+	if assert.NoError(t, err) {
+		assert.NotEmpty(t, klineDetail)
+	}
+	// test supported interval - hour - 6 hour to test UTC time
+	klineDetail, err = e.QueryKLines(context.Background(), queryOrder.Symbol, types.Interval6h, types.KLineQueryOptions{
+		Limit:   50,
+		EndTime: &now})
+	if assert.NoError(t, err) {
+		assert.NotEmpty(t, klineDetail)
+	}
+	// test supported interval - day
+	klineDetail, err = e.QueryKLines(context.Background(), queryOrder.Symbol, types.Interval1d, types.KLineQueryOptions{
+		Limit:   50,
+		EndTime: &now})
+	if assert.NoError(t, err) {
+		assert.NotEmpty(t, klineDetail)
+		assert.NotEmpty(t, klineDetail[0].Exchange)
+		assert.NotEmpty(t, klineDetail[0].Symbol)
+		assert.NotEmpty(t, klineDetail[0].StartTime)
+		assert.NotEmpty(t, klineDetail[0].EndTime)
+		assert.NotEmpty(t, klineDetail[0].Interval)
+		assert.NotEmpty(t, klineDetail[0].Open)
+		assert.NotEmpty(t, klineDetail[0].Close)
+		assert.NotEmpty(t, klineDetail[0].High)
+		assert.NotEmpty(t, klineDetail[0].Low)
+		assert.NotEmpty(t, klineDetail[0].Volume)
+	}
+	// test supported interval - week
+	klineDetail, err = e.QueryKLines(context.Background(), queryOrder.Symbol, types.Interval1w, types.KLineQueryOptions{
+		Limit:   50,
+		EndTime: &now})
+	if assert.NoError(t, err) {
+		assert.NotEmpty(t, klineDetail)
+	}
+	// test supported interval - month
+	klineDetail, err = e.QueryKLines(context.Background(), queryOrder.Symbol, types.Interval1mo, types.KLineQueryOptions{
+		Limit:   50,
+		EndTime: &now})
+	if assert.NoError(t, err) {
+		assert.NotEmpty(t, klineDetail)
+	}
+	// test not supported interval
+	klineDetail, err = e.QueryKLines(context.Background(), queryOrder.Symbol, types.Interval("2m"), types.KLineQueryOptions{
+		Limit:   50,
+		EndTime: &now})
+	if assert.Error(t, err) {
+		assert.Empty(t, klineDetail)
+	}
+}

pkg/exchange/okex/types.go

@@ -0,0 +1,40 @@
+package okex
+
+import "github.com/c9s/bbgo/pkg/types"
+
+var (
+	// below are supported UTC timezone interval for okex
+	SupportedIntervals = map[types.Interval]int{
+		types.Interval1m:  1 * 60,
+		types.Interval3m:  3 * 60,
+		types.Interval5m:  5 * 60,
+		types.Interval15m: 15 * 60,
+		types.Interval30m: 30 * 60,
+		types.Interval1h:  60 * 60,
+		types.Interval2h:  60 * 60 * 2,
+		types.Interval4h:  60 * 60 * 4,
+		types.Interval6h:  60 * 60 * 6,
+		types.Interval12h: 60 * 60 * 12,
+		types.Interval1d:  60 * 60 * 24,
+		types.Interval3d:  60 * 60 * 24 * 3,
+		types.Interval1w:  60 * 60 * 24 * 7,
+		types.Interval1mo: 60 * 60 * 24 * 30,
+	}
+
+	ToLocalInterval = map[types.Interval]string{
+		types.Interval1m:  "1m",
+		types.Interval3m:  "3m",
+		types.Interval5m:  "5m",
+		types.Interval15m: "15m",
+		types.Interval30m: "30m",
+		types.Interval1h:  "1H",
+		types.Interval2h:  "2H",
+		types.Interval4h:  "4H",
+		types.Interval6h:  "6Hutc",
+		types.Interval12h: "12Hutc",
+		types.Interval1d:  "1Dutc",
+		types.Interval3d:  "3Dutc",
+		types.Interval1w:  "1Wutc",
+		types.Interval1mo: "1Mutc",
+	}
+)