mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-21 22:43:52 +00:00
pkg/exchange: add query open orders
This commit is contained in:
Edwin
parent
c01be14c70
commit
b352ae855f
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@ -149,6 +149,49 @@ func toGlobalTrades(orderDetails []okexapi.OrderDetails) ([]types.Trade, error)
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return trades, nil
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}
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func openOrderToGlobal(order *okexapi.OpenOrder) (*types.Order, error) {
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side := toGlobalSide(order.Side)
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orderType, err := toGlobalOrderType(order.OrderType)
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if err != nil {
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return nil, err
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}
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timeInForce := types.TimeInForceGTC
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switch order.OrderType {
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case okexapi.OrderTypeFOK:
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timeInForce = types.TimeInForceFOK
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case okexapi.OrderTypeIOC:
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timeInForce = types.TimeInForceIOC
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}
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orderStatus, err := toGlobalOrderStatus(order.State)
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if err != nil {
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return nil, err
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}
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return &types.Order{
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SubmitOrder: types.SubmitOrder{
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ClientOrderID: order.ClientOrderId,
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Symbol: toGlobalSymbol(order.InstrumentID),
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Side: side,
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Type: orderType,
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Price: order.Price,
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Quantity: order.Size,
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TimeInForce: timeInForce,
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},
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Exchange: types.ExchangeOKEx,
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OrderID: uint64(order.OrderId),
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UUID: strconv.FormatInt(int64(order.OrderId), 10),
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Status: orderStatus,
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OriginalStatus: string(order.State),
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ExecutedQuantity: order.AccumulatedFillSize,
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IsWorking: order.State.IsWorking(),
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CreationTime: types.Time(order.CreatedTime),
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UpdateTime: types.Time(order.UpdatedTime),
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}, nil
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}
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func toGlobalOrders(orderDetails []okexapi.OrderDetails) ([]types.Order, error) {
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var orders []types.Order
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var err error
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84
pkg/exchange/okex/convert_test.go
Normal file
84
pkg/exchange/okex/convert_test.go
Normal file
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@ -0,0 +1,84 @@
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package okex
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import (
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"fmt"
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"testing"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/exchange/okex/okexapi"
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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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func Test_openOrderToGlobal(t *testing.T) {
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var (
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assert = assert.New(t)
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orderId = 665576973905014786
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// {"accFillSz":"0","algoClOrdId":"","algoId":"","attachAlgoClOrdId":"","attachAlgoOrds":[],"avgPx":"","cTime":"1704957916401","cancelSource":"","cancelSourceReason":"","category":"normal","ccy":"","clOrdId":"","fee":"0","feeCcy":"USDT","fillPx":"","fillSz":"0","fillTime":"","instId":"BTC-USDT","instType":"SPOT","lever":"","ordId":"665576973905014786","ordType":"limit","pnl":"0","posSide":"net","px":"48174.5","pxType":"","pxUsd":"","pxVol":"","quickMgnType":"","rebate":"0","rebateCcy":"BTC","reduceOnly":"false","side":"sell","slOrdPx":"","slTriggerPx":"","slTriggerPxType":"","source":"","state":"live","stpId":"","stpMode":"","sz":"0.00001","tag":"","tdMode":"cash","tgtCcy":"","tpOrdPx":"","tpTriggerPx":"","tpTriggerPxType":"","tradeId":"","uTime":"1704957916401"}
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openOrder = &okexapi.OpenOrder{
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AccumulatedFillSize: fixedpoint.NewFromFloat(0),
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AvgPrice: fixedpoint.NewFromFloat(0),
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CreatedTime: types.NewMillisecondTimestampFromInt(1704957916401),
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Category: "normal",
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Currency: "BTC",
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ClientOrderId: "",
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Fee: fixedpoint.Zero,
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FeeCurrency: "USDT",
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FillTime: types.NewMillisecondTimestampFromInt(0),
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InstrumentID: "BTC-USDT",
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InstrumentType: okexapi.InstrumentTypeSpot,
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OrderId: types.StrInt64(orderId),
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OrderType: okexapi.OrderTypeLimit,
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Price: fixedpoint.NewFromFloat(48174.5),
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Side: okexapi.SideTypeBuy,
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State: okexapi.OrderStateLive,
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Size: fixedpoint.NewFromFloat(0.00001),
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UpdatedTime: types.NewMillisecondTimestampFromInt(1704957916401),
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}
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expOrder = &types.Order{
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SubmitOrder: types.SubmitOrder{
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ClientOrderID: openOrder.ClientOrderId,
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Symbol: toGlobalSymbol(openOrder.InstrumentID),
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Side: types.SideTypeBuy,
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Type: types.OrderTypeLimit,
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Quantity: fixedpoint.NewFromFloat(0.00001),
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Price: fixedpoint.NewFromFloat(48174.5),
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AveragePrice: fixedpoint.Zero,
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StopPrice: fixedpoint.Zero,
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TimeInForce: types.TimeInForceGTC,
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},
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Exchange: types.ExchangeOKEx,
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OrderID: uint64(orderId),
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UUID: fmt.Sprintf("%d", orderId),
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Status: types.OrderStatusNew,
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OriginalStatus: string(okexapi.OrderStateLive),
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ExecutedQuantity: fixedpoint.Zero,
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IsWorking: true,
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CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1704957916401).Time()),
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UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1704957916401).Time()),
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}
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)
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t.Run("succeeds", func(t *testing.T) {
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order, err := openOrderToGlobal(openOrder)
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assert.NoError(err)
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assert.Equal(expOrder, order)
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})
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t.Run("unexpected order status", func(t *testing.T) {
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newOrder := *openOrder
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newOrder.State = "xxx"
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_, err := openOrderToGlobal(&newOrder)
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assert.ErrorContains(err, "xxx")
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})
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t.Run("unexpected order type", func(t *testing.T) {
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newOrder := *openOrder
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newOrder.OrderType = "xxx"
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_, err := openOrderToGlobal(&newOrder)
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assert.ErrorContains(err, "xxx")
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})
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}
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@ -30,15 +30,15 @@ var (
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queryAccountLimiter = rate.NewLimiter(rate.Every(200*time.Millisecond), 5)
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placeOrderLimiter = rate.NewLimiter(rate.Every(30*time.Millisecond), 30)
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batchCancelOrderLimiter = rate.NewLimiter(rate.Every(5*time.Millisecond), 200)
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queryOpenOrderLimiter = rate.NewLimiter(rate.Every(30*time.Millisecond), 30)
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)
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const ID = "okex"
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// PlatformToken is the platform currency of OKEx, pre-allocate static string here
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const PlatformToken = "OKB"
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const (
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// Constant For query limit
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ID = "okex"
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// PlatformToken is the platform currency of OKEx, pre-allocate static string here
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PlatformToken = "OKB"
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defaultQueryLimit = 100
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)
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@ -295,15 +295,46 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (*t
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*/
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}
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// QueryOpenOrders retrieves the pending orders. The data returned is ordered by createdTime, and we utilized the
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// `After` parameter to acquire all orders.
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func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {
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instrumentID := toLocalSymbol(symbol)
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req := e.client.NewGetPendingOrderRequest().InstrumentType(okexapi.InstrumentTypeSpot).InstrumentID(instrumentID)
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orderDetails, err := req.Do(ctx)
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if err != nil {
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return orders, err
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nextCursor := int64(0)
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for {
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if err := queryOpenOrderLimiter.Wait(ctx); err != nil {
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return nil, fmt.Errorf("query open orders rate limiter wait error: %w", err)
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}
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req := e.client.NewGetOpenOrdersRequest().
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InstrumentID(instrumentID).
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After(strconv.FormatInt(nextCursor, 10))
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openOrders, err := req.Do(ctx)
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if err != nil {
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return nil, fmt.Errorf("failed to query open orders: %w", err)
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}
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for _, o := range openOrders {
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o, err := openOrderToGlobal(&o)
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if err != nil {
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return nil, fmt.Errorf("failed to convert order, err: %v", err)
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}
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orders = append(orders, *o)
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}
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orderLen := len(openOrders)
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// a defensive programming to ensure the length of order response is expected.
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if orderLen > defaultQueryLimit {
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return nil, fmt.Errorf("unexpected open orders length %d", orderLen)
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}
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if orderLen < defaultQueryLimit {
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break
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}
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nextCursor = int64(openOrders[orderLen-1].OrderId)
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}
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orders, err = toGlobalOrders(orderDetails)
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return orders, err
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}
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@ -58,6 +58,10 @@ const (
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OrderStateFilled OrderState = "filled"
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)
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func (o OrderState) IsWorking() bool {
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return o == OrderStateLive || o == OrderStatePartiallyFilled
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}
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type RestClient struct {
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requestgen.BaseAPIClient
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@ -140,6 +140,26 @@ func TestClient_CancelOrderRequest(t *testing.T) {
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t.Log(cancelResp)
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}
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func TestClient_OpenOrdersRequest(t *testing.T) {
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client := getTestClientOrSkip(t)
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ctx := context.Background()
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orders := []OpenOrder{}
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beforeId := int64(0)
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for {
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c := client.NewGetOpenOrdersRequest().InstrumentID("BTC-USDT").Limit("1").After(fmt.Sprintf("%d", beforeId))
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res, err := c.Do(ctx)
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assert.NoError(t, err)
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if len(res) != 1 {
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break
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}
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orders = append(orders, res...)
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beforeId = int64(res[0].OrderId)
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}
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t.Log(orders)
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}
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func TestClient_BatchCancelOrderRequest(t *testing.T) {
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client := getTestClientOrSkip(t)
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ctx := context.Background()
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@ -170,21 +190,6 @@ func TestClient_BatchCancelOrderRequest(t *testing.T) {
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t.Log(cancelResp)
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}
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func TestClient_GetPendingOrderRequest(t *testing.T) {
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client := getTestClientOrSkip(t)
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ctx := context.Background()
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req := client.NewGetPendingOrderRequest()
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odr_type := []string{string(OrderTypeLimit), string(OrderTypeIOC)}
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pending_order, err := req.
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InstrumentID("BTC-USDT").
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OrderTypes(odr_type).
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Do(ctx)
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assert.NoError(t, err)
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assert.NotEmpty(t, pending_order)
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t.Logf("pending order: %+v", pending_order)
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}
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func TestClient_GetOrderDetailsRequest(t *testing.T) {
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client := getTestClientOrSkip(t)
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ctx := context.Background()
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112
pkg/exchange/okex/okexapi/get_open_orders_request.go
Normal file
112
pkg/exchange/okex/okexapi/get_open_orders_request.go
Normal file
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@ -0,0 +1,112 @@
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package okexapi
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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 Data
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//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
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type OpenOrder struct {
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AccumulatedFillSize fixedpoint.Value `json:"accFillSz"`
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// If none is filled, it will return "".
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AvgPrice fixedpoint.Value `json:"avgPx"`
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CreatedTime types.MillisecondTimestamp `json:"cTime"`
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Category string `json:"category"`
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ClientOrderId string `json:"clOrdId"`
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Fee fixedpoint.Value `json:"fee"`
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FeeCurrency string `json:"feeCcy"`
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// Last filled time
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FillTime types.MillisecondTimestamp `json:"fillTime"`
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InstrumentID string `json:"instId"`
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InstrumentType InstrumentType `json:"instType"`
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OrderId types.StrInt64 `json:"ordId"`
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OrderType OrderType `json:"ordType"`
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Price fixedpoint.Value `json:"px"`
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Side SideType `json:"side"`
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State OrderState `json:"state"`
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Size fixedpoint.Value `json:"sz"`
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TargetCurrency string `json:"tgtCcy"`
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UpdatedTime types.MillisecondTimestamp `json:"uTime"`
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// Margin currency
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// Only applicable to cross MARGIN orders in Single-currency margin.
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Currency string `json:"ccy"`
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TradeId string `json:"tradeId"`
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// Last filled price
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FillPrice fixedpoint.Value `json:"fillPx"`
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// Last filled quantity
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FillSize fixedpoint.Value `json:"fillSz"`
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// Leverage, from 0.01 to 125.
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// Only applicable to MARGIN/FUTURES/SWAP
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Lever string `json:"lever"`
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// Profit and loss, Applicable to orders which have a trade and aim to close position. It always is 0 in other conditions
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Pnl fixedpoint.Value `json:"pnl"`
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PositionSide string `json:"posSide"`
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// Options price in USDOnly applicable to options; return "" for other instrument types
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PriceUsd fixedpoint.Value `json:"pxUsd"`
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// Implied volatility of the options orderOnly applicable to options; return "" for other instrument types
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PriceVol fixedpoint.Value `json:"pxVol"`
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// Price type of options
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PriceType string `json:"pxType"`
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// Rebate amount, only applicable to spot and margin, the reward of placing orders from the platform (rebate)
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// given to user who has reached the specified trading level. If there is no rebate, this field is "".
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Rebate fixedpoint.Value `json:"rebate"`
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RebateCcy string `json:"rebateCcy"`
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// Client-supplied Algo ID when placing order attaching TP/SL.
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AttachAlgoClOrdId string `json:"attachAlgoClOrdId"`
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SlOrdPx fixedpoint.Value `json:"slOrdPx"`
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SlTriggerPx fixedpoint.Value `json:"slTriggerPx"`
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SlTriggerPxType string `json:"slTriggerPxType"`
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AttachAlgoOrds []interface{} `json:"attachAlgoOrds"`
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Source string `json:"source"`
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// Self trade prevention ID. Return "" if self trade prevention is not applicable
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StpId string `json:"stpId"`
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// Self trade prevention mode. Return "" if self trade prevention is not applicable
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StpMode string `json:"stpMode"`
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Tag string `json:"tag"`
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TradeMode string `json:"tdMode"`
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TpOrdPx fixedpoint.Value `json:"tpOrdPx"`
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TpTriggerPx fixedpoint.Value `json:"tpTriggerPx"`
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TpTriggerPxType string `json:"tpTriggerPxType"`
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ReduceOnly string `json:"reduceOnly"`
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QuickMgnType string `json:"quickMgnType"`
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AlgoClOrdId string `json:"algoClOrdId"`
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AlgoId string `json:"algoId"`
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}
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//go:generate GetRequest -url "/api/v5/trade/orders-pending" -type GetOpenOrdersRequest -responseDataType []OpenOrder
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type GetOpenOrdersRequest struct {
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client requestgen.AuthenticatedAPIClient
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instrumentID *string `param:"instId,query"`
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instrumentType InstrumentType `param:"instType,query"`
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orderType *OrderType `param:"ordType,query"`
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state *OrderState `param:"state,query"`
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category *string `param:"category,query"`
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// Pagination of data to return records earlier than the requested ordId
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after *string `param:"after,query"`
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// Pagination of data to return records newer than the requested ordId
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before *string `param:"before,query"`
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// Filter with a begin timestamp. Unix timestamp format in milliseconds, e.g. 1597026383085
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begin *time.Time `param:"begin,query"`
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// Filter with an end timestamp. Unix timestamp format in milliseconds, e.g. 1597026383085
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end *time.Time `param:"end,query"`
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limit *string `param:"limit,query"`
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}
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func (c *RestClient) NewGetOpenOrdersRequest() *GetOpenOrdersRequest {
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return &GetOpenOrdersRequest{
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client: c,
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instrumentType: InstrumentTypeSpot,
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}
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}
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321
pkg/exchange/okex/okexapi/get_open_orders_request_requestgen.go
Normal file
321
pkg/exchange/okex/okexapi/get_open_orders_request_requestgen.go
Normal file
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@ -0,0 +1,321 @@
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// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/v5/trade/orders-pending -type GetOpenOrdersRequest -responseDataType []OpenOrder"; DO NOT EDIT.
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package okexapi
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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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"net/url"
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"reflect"
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"regexp"
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"time"
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)
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func (g *GetOpenOrdersRequest) InstrumentID(instrumentID string) *GetOpenOrdersRequest {
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g.instrumentID = &instrumentID
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return g
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}
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func (g *GetOpenOrdersRequest) InstrumentType(instrumentType InstrumentType) *GetOpenOrdersRequest {
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g.instrumentType = instrumentType
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return g
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}
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func (g *GetOpenOrdersRequest) OrderType(orderType OrderType) *GetOpenOrdersRequest {
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g.orderType = &orderType
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return g
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}
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func (g *GetOpenOrdersRequest) State(state OrderState) *GetOpenOrdersRequest {
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g.state = &state
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return g
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}
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func (g *GetOpenOrdersRequest) Category(category string) *GetOpenOrdersRequest {
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g.category = &category
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return g
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}
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func (g *GetOpenOrdersRequest) After(after string) *GetOpenOrdersRequest {
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g.after = &after
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return g
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}
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func (g *GetOpenOrdersRequest) Before(before string) *GetOpenOrdersRequest {
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g.before = &before
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return g
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}
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func (g *GetOpenOrdersRequest) Begin(begin time.Time) *GetOpenOrdersRequest {
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g.begin = &begin
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return g
|
||||
}
|
||||
|
||||
func (g *GetOpenOrdersRequest) End(end time.Time) *GetOpenOrdersRequest {
|
||||
g.end = &end
|
||||
return g
|
||||
}
|
||||
|
||||
func (g *GetOpenOrdersRequest) Limit(limit string) *GetOpenOrdersRequest {
|
||||
g.limit = &limit
|
||||
return g
|
||||
}
|
||||
|
||||
// GetQueryParameters builds and checks the query parameters and returns url.Values
|
||||
func (g *GetOpenOrdersRequest) GetQueryParameters() (url.Values, error) {
|
||||
var params = map[string]interface{}{}
|
||||
// check instrumentID field -> json key instId
|
||||
if g.instrumentID != nil {
|
||||
instrumentID := *g.instrumentID
|
||||
|
||||
// assign parameter of instrumentID
|
||||
params["instId"] = instrumentID
|
||||
} else {
|
||||
}
|
||||
// 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 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 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 category field -> json key category
|
||||
if g.category != nil {
|
||||
category := *g.category
|
||||
|
||||
// assign parameter of category
|
||||
params["category"] = category
|
||||
} 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 begin field -> json key begin
|
||||
if g.begin != nil {
|
||||
begin := *g.begin
|
||||
|
||||
// assign parameter of begin
|
||||
params["begin"] = begin
|
||||
} else {
|
||||
}
|
||||
// check end field -> json key end
|
||||
if g.end != nil {
|
||||
end := *g.end
|
||||
|
||||
// assign parameter of end
|
||||
params["end"] = end
|
||||
} 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 *GetOpenOrdersRequest) 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 *GetOpenOrdersRequest) 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 *GetOpenOrdersRequest) 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 *GetOpenOrdersRequest) GetSlugParameters() (map[string]interface{}, error) {
|
||||
var params = map[string]interface{}{}
|
||||
|
||||
return params, nil
|
||||
}
|
||||
|
||||
func (g *GetOpenOrdersRequest) 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 *GetOpenOrdersRequest) 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 *GetOpenOrdersRequest) isVarSlice(_v interface{}) bool {
|
||||
rt := reflect.TypeOf(_v)
|
||||
switch rt.Kind() {
|
||||
case reflect.Slice:
|
||||
return true
|
||||
}
|
||||
return false
|
||||
}
|
||||
|
||||
func (g *GetOpenOrdersRequest) 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
|
||||
}
|
||||
|
||||
// GetPath returns the request path of the API
|
||||
func (g *GetOpenOrdersRequest) GetPath() string {
|
||||
return "/api/v5/trade/orders-pending"
|
||||
}
|
||||
|
||||
// Do generates the request object and send the request object to the API endpoint
|
||||
func (g *GetOpenOrdersRequest) Do(ctx context.Context) ([]OpenOrder, error) {
|
||||
|
||||
// no body params
|
||||
var params interface{}
|
||||
query, err := g.GetQueryParameters()
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
var apiURL string
|
||||
|
||||
apiURL = g.GetPath()
|
||||
|
||||
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
|
||||
}
|
||||
|
||||
type responseValidator interface {
|
||||
Validate() error
|
||||
}
|
||||
validator, ok := interface{}(apiResponse).(responseValidator)
|
||||
if ok {
|
||||
if err := validator.Validate(); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
}
|
||||
var data []OpenOrder
|
||||
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return data, nil
|
||||
}
|
||||
|
|
@ -4,11 +4,11 @@ import (
|
|||
"context"
|
||||
"encoding/json"
|
||||
"net/url"
|
||||
"strings"
|
||||
|
||||
"github.com/pkg/errors"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||
"github.com/c9s/bbgo/pkg/types"
|
||||
"github.com/pkg/errors"
|
||||
)
|
||||
|
||||
func (c *RestClient) NewBatchPlaceOrderRequest() *BatchPlaceOrderRequest {
|
||||
|
|
@ -29,12 +29,6 @@ func (c *RestClient) NewGetOrderDetailsRequest() *GetOrderDetailsRequest {
|
|||
}
|
||||
}
|
||||
|
||||
func (c *RestClient) NewGetPendingOrderRequest() *GetPendingOrderRequest {
|
||||
return &GetPendingOrderRequest{
|
||||
client: c,
|
||||
}
|
||||
}
|
||||
|
||||
func (c *RestClient) NewGetTransactionDetailsRequest() *GetTransactionDetailsRequest {
|
||||
return &GetTransactionDetailsRequest{
|
||||
client: c,
|
||||
|
|
@ -249,89 +243,6 @@ func (r *GetOrderDetailsRequest) Do(ctx context.Context) (*OrderDetails, error)
|
|||
return &data[0], nil
|
||||
}
|
||||
|
||||
type GetPendingOrderRequest struct {
|
||||
client *RestClient
|
||||
|
||||
instId *string
|
||||
|
||||
instType *InstrumentType
|
||||
|
||||
orderTypes []string
|
||||
|
||||
state *OrderState
|
||||
}
|
||||
|
||||
func (r *GetPendingOrderRequest) InstrumentID(instId string) *GetPendingOrderRequest {
|
||||
r.instId = &instId
|
||||
return r
|
||||
}
|
||||
|
||||
func (r *GetPendingOrderRequest) InstrumentType(instType InstrumentType) *GetPendingOrderRequest {
|
||||
r.instType = &instType
|
||||
return r
|
||||
}
|
||||
|
||||
func (r *GetPendingOrderRequest) State(state OrderState) *GetPendingOrderRequest {
|
||||
r.state = &state
|
||||
return r
|
||||
}
|
||||
|
||||
func (r *GetPendingOrderRequest) OrderTypes(orderTypes []string) *GetPendingOrderRequest {
|
||||
r.orderTypes = orderTypes
|
||||
return r
|
||||
}
|
||||
|
||||
func (r *GetPendingOrderRequest) AddOrderTypes(orderTypes ...string) *GetPendingOrderRequest {
|
||||
r.orderTypes = append(r.orderTypes, orderTypes...)
|
||||
return r
|
||||
}
|
||||
|
||||
func (r *GetPendingOrderRequest) Parameters() map[string]interface{} {
|
||||
var payload = map[string]interface{}{}
|
||||
|
||||
if r.instId != nil {
|
||||
payload["instId"] = r.instId
|
||||
}
|
||||
|
||||
if r.instType != nil {
|
||||
payload["instType"] = r.instType
|
||||
}
|
||||
|
||||
if r.state != nil {
|
||||
payload["state"] = r.state
|
||||
}
|
||||
|
||||
if len(r.orderTypes) > 0 {
|
||||
payload["ordType"] = strings.Join(r.orderTypes, ",")
|
||||
}
|
||||
|
||||
return payload
|
||||
}
|
||||
|
||||
func (r *GetPendingOrderRequest) Do(ctx context.Context) ([]OrderDetails, error) {
|
||||
payload := r.Parameters()
|
||||
req, err := r.client.NewAuthenticatedRequest(ctx, "GET", "/api/v5/trade/orders-pending", nil, payload)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
response, err := r.client.SendRequest(req)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
var apiResponse APIResponse
|
||||
if err := response.DecodeJSON(&apiResponse); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
var data []OrderDetails
|
||||
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return data, nil
|
||||
}
|
||||
|
||||
type GetTransactionDetailsRequest struct {
|
||||
client *RestClient
|
||||
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user