Merge pull request #1492 from c9s/edwin/okx/refactor-tickers

FEATURE: [okx] generate ticker request by requestgen

pkg/exchange/okex/exchange.go

@@ -24,7 +24,9 @@ var (
 	marketDataLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 5)
 	orderRateLimiter  = rate.NewLimiter(rate.Every(300*time.Millisecond), 5)
 
-	queryMarketLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
+	queryMarketLimiter  = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
+	queryTickerLimiter  = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
+	queryTickersLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
 )
 
 const ID = "okex"
@@ -112,18 +114,29 @@ func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
 }
 
 func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error) {
-	symbol = toLocalSymbol(symbol)
+	if err := queryTickerLimiter.Wait(ctx); err != nil {
+		return nil, fmt.Errorf("ticker rate limiter wait error: %w", err)
+	}
 
-	marketTicker, err := e.client.MarketTicker(ctx, symbol)
+	symbol = toLocalSymbol(symbol)
+	marketTicker, err := e.client.NewGetTickerRequest().InstId(symbol).Do(ctx)
 	if err != nil {
 		return nil, err
 	}
 
-	return toGlobalTicker(*marketTicker), nil
+	if len(marketTicker) != 1 {
+		return nil, fmt.Errorf("unexpected length of %s market ticker, got: %v", symbol, marketTicker)
+	}
+
+	return toGlobalTicker(marketTicker[0]), nil
 }
 
 func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[string]types.Ticker, error) {
-	marketTickers, err := e.client.MarketTickers(ctx, okexapi.InstrumentTypeSpot)
+	if err := queryTickersLimiter.Wait(ctx); err != nil {
+		return nil, fmt.Errorf("tickers rate limiter wait error: %w", err)
+	}
+
+	marketTickers, err := e.client.NewGetTickersRequest().Do(ctx)
 	if err != nil {
 		return nil, err
 	}

pkg/exchange/okex/okexapi/client.go

@@ -7,7 +7,6 @@ import (
 	"crypto/sha256"
 	"encoding/base64"
 	"encoding/json"
-	"fmt"
 	"net/http"
 	"net/url"
 	"strings"
@@ -273,90 +272,6 @@ func (c *RestClient) AssetCurrencies(ctx context.Context) ([]AssetCurrency, erro
 	return currencyResponse.Data, nil
 }
 
-type MarketTicker struct {
-	InstrumentType string `json:"instType"`
-	InstrumentID   string `json:"instId"`
-
-	// last traded price
-	Last fixedpoint.Value `json:"last"`
-
-	// last traded size
-	LastSize fixedpoint.Value `json:"lastSz"`
-
-	AskPrice fixedpoint.Value `json:"askPx"`
-	AskSize  fixedpoint.Value `json:"askSz"`
-
-	BidPrice fixedpoint.Value `json:"bidPx"`
-	BidSize  fixedpoint.Value `json:"bidSz"`
-
-	Open24H           fixedpoint.Value `json:"open24h"`
-	High24H           fixedpoint.Value `json:"high24H"`
-	Low24H            fixedpoint.Value `json:"low24H"`
-	Volume24H         fixedpoint.Value `json:"vol24h"`
-	VolumeCurrency24H fixedpoint.Value `json:"volCcy24h"`
-
-	// Millisecond timestamp
-	Timestamp types.MillisecondTimestamp `json:"ts"`
-}
-
-func (c *RestClient) MarketTicker(ctx context.Context, instId string) (*MarketTicker, error) {
-	// SPOT, SWAP, FUTURES, OPTION
-	var params = url.Values{}
-	params.Add("instId", instId)
-
-	req, err := c.NewRequest(ctx, "GET", "/api/v5/market/ticker", params, nil)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := c.SendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var tickerResponse struct {
-		Code    string         `json:"code"`
-		Message string         `json:"msg"`
-		Data    []MarketTicker `json:"data"`
-	}
-	if err := response.DecodeJSON(&tickerResponse); err != nil {
-		return nil, err
-	}
-
-	if len(tickerResponse.Data) == 0 {
-		return nil, fmt.Errorf("ticker of %s not found", instId)
-	}
-
-	return &tickerResponse.Data[0], nil
-}
-
-func (c *RestClient) MarketTickers(ctx context.Context, instType InstrumentType) ([]MarketTicker, error) {
-	// SPOT, SWAP, FUTURES, OPTION
-	var params = url.Values{}
-	params.Add("instType", string(instType))
-
-	req, err := c.NewRequest(ctx, "GET", "/api/v5/market/tickers", params, nil)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := c.SendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var tickerResponse struct {
-		Code    string         `json:"code"`
-		Message string         `json:"msg"`
-		Data    []MarketTicker `json:"data"`
-	}
-	if err := response.DecodeJSON(&tickerResponse); err != nil {
-		return nil, err
-	}
-
-	return tickerResponse.Data, nil
-}
-
 func Sign(payload string, secret string) string {
 	var sig = hmac.New(sha256.New, []byte(secret))
 	_, err := sig.Write([]byte(payload))

pkg/exchange/okex/okexapi/client_test.go

@@ -38,6 +38,28 @@ func TestClient_GetInstrumentsRequest(t *testing.T) {
 	t.Logf("instruments: %+v", instruments)
 }
 
+func TestClient_GetMarketTickers(t *testing.T) {
+	client := NewClient()
+	ctx := context.Background()
+	req := client.NewGetTickersRequest()
+
+	tickers, err := req.Do(ctx)
+	assert.NoError(t, err)
+	assert.NotEmpty(t, tickers)
+	t.Logf("tickers: %+v", tickers)
+}
+
+func TestClient_GetMarketTicker(t *testing.T) {
+	client := NewClient()
+	ctx := context.Background()
+	req := client.NewGetTickerRequest().InstId("BTC-USDT")
+
+	tickers, err := req.Do(ctx)
+	assert.NoError(t, err)
+	assert.NotEmpty(t, tickers)
+	t.Logf("tickers: %+v", tickers)
+}
+
 func TestClient_GetFundingRateRequest(t *testing.T) {
 	client := NewClient()
 	ctx := context.Background()

pkg/exchange/okex/okexapi/get_ticker_request.go

@@ -0,0 +1,21 @@
+package okexapi
+
+import (
+	"github.com/c9s/requestgen"
+)
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+//go:generate GetRequest -url "/api/v5/market/ticker" -type GetTickerRequest -responseDataType []MarketTicker
+type GetTickerRequest struct {
+	client requestgen.APIClient
+
+	instId string `param:"instId,query"`
+}
+
+func (c *RestClient) NewGetTickerRequest() *GetTickerRequest {
+	return &GetTickerRequest{
+		client: c,
+	}
+}

pkg/exchange/okex/okexapi/get_ticker_request_requestgen.go

@@ -0,0 +1,170 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/v5/market/ticker -type GetTickerRequest -responseDataType []MarketTicker"; DO NOT EDIT.
+
+package okexapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+func (g *GetTickerRequest) InstId(instId string) *GetTickerRequest {
+	g.instId = instId
+	return g
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetTickerRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+	// check instId field -> json key instId
+	instId := g.instId
+
+	// assign parameter of instId
+	params["instId"] = instId
+
+	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 *GetTickerRequest) 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 *GetTickerRequest) 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 *GetTickerRequest) 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 *GetTickerRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetTickerRequest) 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 *GetTickerRequest) 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 *GetTickerRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetTickerRequest) 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 *GetTickerRequest) GetPath() string {
+	return "/api/v5/market/ticker"
+}
+
+// Do generates the request object and send the request object to the API endpoint
+func (g *GetTickerRequest) Do(ctx context.Context) ([]MarketTicker, 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.NewRequest(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 []MarketTicker
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return data, nil
+}

pkg/exchange/okex/okexapi/get_tickers_request.go

@@ -0,0 +1,51 @@
+package okexapi
+
+import (
+	"github.com/c9s/requestgen"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+type MarketTicker struct {
+	InstrumentType string `json:"instType"`
+	InstrumentID   string `json:"instId"`
+
+	// last traded price
+	Last fixedpoint.Value `json:"last"`
+
+	// last traded size
+	LastSize fixedpoint.Value `json:"lastSz"`
+
+	AskPrice fixedpoint.Value `json:"askPx"`
+	AskSize  fixedpoint.Value `json:"askSz"`
+
+	BidPrice fixedpoint.Value `json:"bidPx"`
+	BidSize  fixedpoint.Value `json:"bidSz"`
+
+	Open24H           fixedpoint.Value `json:"open24h"`
+	High24H           fixedpoint.Value `json:"high24H"`
+	Low24H            fixedpoint.Value `json:"low24H"`
+	Volume24H         fixedpoint.Value `json:"vol24h"`
+	VolumeCurrency24H fixedpoint.Value `json:"volCcy24h"`
+
+	// Millisecond timestamp
+	Timestamp types.MillisecondTimestamp `json:"ts"`
+}
+
+//go:generate GetRequest -url "/api/v5/market/tickers" -type GetTickersRequest -responseDataType []MarketTicker
+type GetTickersRequest struct {
+	client requestgen.APIClient
+
+	instType InstrumentType `param:"instType,query" validValues:"SPOT"`
+}
+
+func (c *RestClient) NewGetTickersRequest() *GetTickersRequest {
+	return &GetTickersRequest{
+		client:   c,
+		instType: InstrumentTypeSpot,
+	}
+}

pkg/exchange/okex/okexapi/get_tickers_request_requestgen.go

@@ -0,0 +1,181 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/v5/market/tickers -type GetTickersRequest -responseDataType []MarketTicker"; DO NOT EDIT.
+
+package okexapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+func (g *GetTickersRequest) InstType(instType InstrumentType) *GetTickersRequest {
+	g.instType = instType
+	return g
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetTickersRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+	// check instType field -> json key instType
+	instType := g.instType
+
+	// TEMPLATE check-valid-values
+	switch instType {
+	case "SPOT":
+		params["instType"] = instType
+
+	default:
+		return nil, fmt.Errorf("instType value %v is invalid", instType)
+
+	}
+	// END TEMPLATE check-valid-values
+
+	// assign parameter of instType
+	params["instType"] = instType
+
+	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 *GetTickersRequest) 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 *GetTickersRequest) 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 *GetTickersRequest) 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 *GetTickersRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetTickersRequest) 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 *GetTickersRequest) 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 *GetTickersRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetTickersRequest) 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 *GetTickersRequest) GetPath() string {
+	return "/api/v5/market/tickers"
+}
+
+// Do generates the request object and send the request object to the API endpoint
+func (g *GetTickersRequest) Do(ctx context.Context) ([]MarketTicker, 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.NewRequest(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 []MarketTicker
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return data, nil
+}