okex: implement QueryTickers

examples/okex-book/main.go

@@ -92,7 +92,7 @@ var rootCmd = &cobra.Command{
 		}
 
 		log.Infof("MARKET TICKERS:")
-		tickers, err := client.MarketTickers("SPOT")
+		tickers, err := client.MarketTickers(okexapi.InstrumentTypeSpot)
 		if err != nil {
 			return err
 		}

pkg/exchange/okex/convert.go

@@ -1,6 +1,11 @@
 package okex
 
-import "strings"
+import (
+	"strings"
+
+	"github.com/c9s/bbgo/pkg/exchange/okex/okexapi"
+	"github.com/c9s/bbgo/pkg/types"
+)
 
 func toGlobalSymbol(symbol string) string {
 	return strings.ReplaceAll(symbol, "-", "")
@@ -16,3 +21,17 @@ func toLocalSymbol(symbol string) string {
 	log.Errorf("failed to look up local symbol from %s", symbol)
 	return symbol
 }
+
+
+func toGlobalTicker(marketTicker okexapi.MarketTicker) *types.Ticker {
+	return &types.Ticker{
+		Time:   marketTicker.Timestamp.Time(),
+		Volume: marketTicker.Volume24H.Float64(),
+		Last:   marketTicker.Last.Float64(),
+		Open:   marketTicker.Open24H.Float64(),
+		High:   marketTicker.High24H.Float64(),
+		Low:    marketTicker.Low24H.Float64(),
+		Buy:    marketTicker.BidPrice.Float64(),
+		Sell:   marketTicker.AskPrice.Float64(),
+	}
+}

pkg/exchange/okex/exchange.go

@@ -2,6 +2,7 @@ package okex
 
 import (
 	"context"
+	"fmt"
 	"math"
 
 	"github.com/c9s/bbgo/pkg/exchange/okex/okexapi"
@@ -87,20 +88,36 @@ func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticke
 		return nil, err
 	}
 
-	return &types.Ticker{
+	return toGlobalTicker(*marketTicker), nil
-		Time:   marketTicker.Timestamp.Time(),
-		Volume: marketTicker.Volume24H.Float64(),
-		Last:   marketTicker.Last.Float64(),
-		Open:   marketTicker.Open24H.Float64(),
-		High:   marketTicker.High24H.Float64(),
-		Low:    marketTicker.Low24H.Float64(),
-		Buy:    marketTicker.BidPrice.Float64(),
-		Sell:   marketTicker.AskPrice.Float64(),
-	}, nil
 }
 
-func (e *Exchange) QueryTickers(ctx context.Context, symbol string) (*types.Ticker, error) {
+func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[string]types.Ticker, error) {
-	return nil, nil
+	marketTickers, err := e.client.MarketTickers(okexapi.InstrumentTypeSpot)
+	if err != nil {
+		return nil, err
+	}
+
+	tickers := make(map[string]types.Ticker)
+	for _, marketTicker := range marketTickers {
+		symbol := toGlobalSymbol(marketTicker.InstrumentID)
+		ticker := toGlobalTicker(marketTicker)
+		tickers[symbol] = *ticker
+	}
+
+	if len(symbols) == 0 {
+		return tickers, nil
+	}
+
+	selectedTickers := make(map[string]types.Ticker)
+	for _, symbol := range symbols {
+		if ticker, ok := tickers[symbol]; ok {
+			selectedTickers[symbol] = ticker
+		} else {
+			return selectedTickers, fmt.Errorf("ticker of symbol %s not found", symbols)
+		}
+	}
+
+	return selectedTickers, nil
 }
 
 func (e *Exchange) PlatformFeeCurrency() string {

pkg/exchange/okex/okexapi/client.go

@@ -335,7 +335,7 @@ func (c *RestClient) MarketTicker(instId string) (*MarketTicker, error) {
 	var params = url.Values{}
 	params.Add("instId", instId)
 
-	req, err := c.newAuthenticatedRequest("GET", "/api/v5/market/ticker", params, nil)
+	req, err := c.newRequest("GET", "/api/v5/market/ticker", params, nil)
 	if err != nil {
 		return nil, err
 	}
@@ -361,12 +361,12 @@ func (c *RestClient) MarketTicker(instId string) (*MarketTicker, error) {
 	return &tickerResponse.Data[0], nil
 }
 
-func (c *RestClient) MarketTickers(instType string) ([]MarketTicker, error) {
+func (c *RestClient) MarketTickers(instType InstrumentType) ([]MarketTicker, error) {
 	// SPOT, SWAP, FUTURES, OPTION
 	var params = url.Values{}
-	params.Add("instType", instType)
+	params.Add("instType", string(instType))
 
-	req, err := c.newAuthenticatedRequest("GET", "/api/v5/market/tickers", params, nil)
+	req, err := c.newRequest("GET", "/api/v5/market/tickers", params, nil)
 	if err != nil {
 		return nil, err
 	}