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pkg/exchange: add execution list request to bybit
This commit is contained in:
edwin
parent
f776914e8c
commit
aac833d135
67
pkg/exchange/bybit/bybitapi/get_execution_list_request.go
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67
pkg/exchange/bybit/bybitapi/get_execution_list_request.go
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@ -0,0 +1,67 @@
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package bybitapi
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import (
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"time"
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"github.com/c9s/requestgen"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Result
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//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Result
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type TradesResponse struct {
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NextPageCursor string `json:"nextPageCursor"`
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Category Category `json:"category"`
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List []Trade `json:"list"`
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}
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type Trade struct {
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Symbol string `json:"symbol"`
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OrderId string `json:"orderId"`
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Side Side `json:"side"`
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OrderType OrderType `json:"orderType"`
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// ExecFee is supported on restful API v5, but not on websocket API.
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ExecFee fixedpoint.Value `json:"execFee"`
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ExecId string `json:"execId"`
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ExecPrice fixedpoint.Value `json:"execPrice"`
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ExecQty fixedpoint.Value `json:"execQty"`
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ExecTime types.MillisecondTimestamp `json:"execTime"`
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IsMaker bool `json:"isMaker"`
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}
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//go:generate GetRequest -url "/v5/execution/list" -type GetExecutionListRequest -responseDataType .TradesResponse -rateLimiter 5+15/1s
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type GetExecutionListRequest struct {
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client requestgen.AuthenticatedAPIClient
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category Category `param:"category,query" validValues:"spot"`
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symbol *string `param:"symbol,query"`
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orderId *string `param:"orderId,query"`
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// startTime the start timestamp (ms)
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// startTime and endTime are not passed, return 7 days by default;
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// Only startTime is passed, return range between startTime and startTime+7 days
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// Only endTime is passed, return range between endTime-7 days and endTime
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// If both are passed, the rule is endTime - startTime <= 7 days
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startTime *time.Time `param:"startTime,query,milliseconds"`
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// endTime the end timestamp (ms)
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endTime *time.Time `param:"endTime,query,milliseconds"`
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// limit for data size per page. [1, 100]. Default: 50
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limit *uint64 `param:"limit,query"`
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// cursor. Use the nextPageCursor token from the response to retrieve the next page of the result set
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cursor *string `param:"cursor,query"`
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}
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// NewGetExecutionListRequest query users' execution records, sorted by execTime in descending order. However,
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// for Classic spot, they are sorted by execId in descending order.
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func (c *RestClient) NewGetExecutionListRequest() *GetExecutionListRequest {
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return &GetExecutionListRequest{
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client: c,
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category: CategorySpot,
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}
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}
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// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Result -url /v5/execution/list -type GetExecutionListRequest -responseDataType .TradesResponse -rateLimiter 5+15/1s"; DO NOT EDIT.
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package bybitapi
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import (
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"context"
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"encoding/json"
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"fmt"
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"golang.org/x/time/rate"
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"net/url"
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"reflect"
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"regexp"
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"strconv"
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"time"
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)
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var GetExecutionListRequestLimiter = rate.NewLimiter(15.000000150000002, 5)
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func (g *GetExecutionListRequest) Category(category Category) *GetExecutionListRequest {
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g.category = category
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return g
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}
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func (g *GetExecutionListRequest) Symbol(symbol string) *GetExecutionListRequest {
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g.symbol = &symbol
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return g
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}
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func (g *GetExecutionListRequest) OrderId(orderId string) *GetExecutionListRequest {
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g.orderId = &orderId
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return g
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}
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func (g *GetExecutionListRequest) StartTime(startTime time.Time) *GetExecutionListRequest {
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g.startTime = &startTime
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return g
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}
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func (g *GetExecutionListRequest) EndTime(endTime time.Time) *GetExecutionListRequest {
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g.endTime = &endTime
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return g
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}
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func (g *GetExecutionListRequest) Limit(limit uint64) *GetExecutionListRequest {
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g.limit = &limit
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return g
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}
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func (g *GetExecutionListRequest) Cursor(cursor string) *GetExecutionListRequest {
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g.cursor = &cursor
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return g
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}
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// GetQueryParameters builds and checks the query parameters and returns url.Values
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func (g *GetExecutionListRequest) GetQueryParameters() (url.Values, error) {
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var params = map[string]interface{}{}
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// check category field -> json key category
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category := g.category
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// TEMPLATE check-valid-values
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switch category {
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case "spot":
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params["category"] = category
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default:
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return nil, fmt.Errorf("category value %v is invalid", category)
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}
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// END TEMPLATE check-valid-values
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// assign parameter of category
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params["category"] = category
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// check symbol field -> json key symbol
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if g.symbol != nil {
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symbol := *g.symbol
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// assign parameter of symbol
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params["symbol"] = symbol
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} else {
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}
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// check orderId field -> json key orderId
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if g.orderId != nil {
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orderId := *g.orderId
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// assign parameter of orderId
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params["orderId"] = orderId
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} else {
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}
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// check startTime field -> json key startTime
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if g.startTime != nil {
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startTime := *g.startTime
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// assign parameter of startTime
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// convert time.Time to milliseconds time stamp
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params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
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} else {
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}
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// check endTime field -> json key endTime
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if g.endTime != nil {
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endTime := *g.endTime
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// assign parameter of endTime
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// convert time.Time to milliseconds time stamp
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params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
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} else {
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}
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// check limit field -> json key limit
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if g.limit != nil {
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limit := *g.limit
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// assign parameter of limit
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params["limit"] = limit
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} else {
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}
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// check cursor field -> json key cursor
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if g.cursor != nil {
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cursor := *g.cursor
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// assign parameter of cursor
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params["cursor"] = cursor
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} else {
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}
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query := url.Values{}
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for _k, _v := range params {
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query.Add(_k, fmt.Sprintf("%v", _v))
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}
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return query, nil
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}
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// GetParameters builds and checks the parameters and return the result in a map object
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func (g *GetExecutionListRequest) GetParameters() (map[string]interface{}, error) {
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var params = map[string]interface{}{}
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return params, nil
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}
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// GetParametersQuery converts the parameters from GetParameters into the url.Values format
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func (g *GetExecutionListRequest) GetParametersQuery() (url.Values, error) {
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query := url.Values{}
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params, err := g.GetParameters()
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if err != nil {
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return query, err
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}
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for _k, _v := range params {
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if g.isVarSlice(_v) {
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g.iterateSlice(_v, func(it interface{}) {
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query.Add(_k+"[]", fmt.Sprintf("%v", it))
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})
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} else {
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query.Add(_k, fmt.Sprintf("%v", _v))
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}
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}
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return query, nil
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}
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// GetParametersJSON converts the parameters from GetParameters into the JSON format
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func (g *GetExecutionListRequest) GetParametersJSON() ([]byte, error) {
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params, err := g.GetParameters()
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if err != nil {
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return nil, err
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}
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return json.Marshal(params)
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}
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// GetSlugParameters builds and checks the slug parameters and return the result in a map object
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func (g *GetExecutionListRequest) GetSlugParameters() (map[string]interface{}, error) {
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var params = map[string]interface{}{}
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return params, nil
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}
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func (g *GetExecutionListRequest) applySlugsToUrl(url string, slugs map[string]string) string {
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for _k, _v := range slugs {
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needleRE := regexp.MustCompile(":" + _k + "\\b")
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url = needleRE.ReplaceAllString(url, _v)
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}
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return url
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}
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func (g *GetExecutionListRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
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sliceValue := reflect.ValueOf(slice)
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for _i := 0; _i < sliceValue.Len(); _i++ {
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it := sliceValue.Index(_i).Interface()
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_f(it)
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}
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}
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func (g *GetExecutionListRequest) isVarSlice(_v interface{}) bool {
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rt := reflect.TypeOf(_v)
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switch rt.Kind() {
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case reflect.Slice:
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return true
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}
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return false
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}
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func (g *GetExecutionListRequest) GetSlugsMap() (map[string]string, error) {
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slugs := map[string]string{}
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params, err := g.GetSlugParameters()
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if err != nil {
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return slugs, nil
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}
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for _k, _v := range params {
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slugs[_k] = fmt.Sprintf("%v", _v)
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}
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return slugs, nil
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}
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// GetPath returns the request path of the API
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func (g *GetExecutionListRequest) GetPath() string {
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return "/v5/execution/list"
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}
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// Do generates the request object and send the request object to the API endpoint
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func (g *GetExecutionListRequest) Do(ctx context.Context) (*TradesResponse, error) {
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if err := GetExecutionListRequestLimiter.Wait(ctx); err != nil {
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return nil, err
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}
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// no body params
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var params interface{}
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query, err := g.GetQueryParameters()
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if err != nil {
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return nil, err
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}
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var apiURL string
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apiURL = g.GetPath()
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req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
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if err != nil {
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return nil, err
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}
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response, err := g.client.SendRequest(req)
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if err != nil {
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return nil, err
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}
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var apiResponse APIResponse
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type responseUnmarshaler interface {
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Unmarshal(data []byte) error
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}
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if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
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if err := unmarshaler.Unmarshal(response.Body); err != nil {
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return nil, err
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}
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} else {
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// The line below checks the content type, however, some API server might not send the correct content type header,
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// Hence, this is commented for backward compatibility
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// response.IsJSON()
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if err := response.DecodeJSON(&apiResponse); err != nil {
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return nil, err
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}
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}
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type responseValidator interface {
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Validate() error
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}
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if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
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if err := validator.Validate(); err != nil {
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return nil, err
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}
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}
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var data TradesResponse
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if err := json.Unmarshal(apiResponse.Result, &data); err != nil {
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return nil, err
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}
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return &data, nil
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}
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