exchange/max: add order trades api

pkg/exchange/max/exchange.go

@@ -168,6 +168,33 @@ func (e *Exchange) NewStream() types.Stream {
 	return stream
 }
 
+func (e *Exchange) QueryOrderTrades(ctx context.Context, q types.OrderQuery) ([]types.Trade, error) {
+	orderID, err := strconv.ParseInt(q.OrderID, 10, 64)
+	if err != nil {
+		return nil, err
+	}
+
+	maxTrades, err := e.v3order.NewGetOrderTradesRequest().Id(uint64(orderID)).Do(ctx)
+	if err != nil {
+		return nil, err
+	}
+
+	var trades []types.Trade
+	for _, t := range maxTrades {
+		localTrade, err := toGlobalTrade(t)
+		if err != nil {
+			log.WithError(err).Errorf("can not convert trade: %+v", t)
+			continue
+		}
+
+		trades = append(trades, *localTrade)
+	}
+
+	// ensure everything is sorted ascending
+	trades = types.SortTradesAscending(trades)
+	return trades, nil
+}
+
 func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.Order, error) {
 	orderID, err := strconv.ParseInt(q.OrderID, 10, 64)
 	if err != nil {

pkg/exchange/max/maxapi/v3/get_order_trades_request.go

@@ -0,0 +1,19 @@
+package v3
+
+//go:generate -command GetRequest requestgen -method GET
+//go:generate -command PostRequest requestgen -method POST
+//go:generate -command DeleteRequest requestgen -method DELETE
+
+import "github.com/c9s/requestgen"
+
+func (s *OrderService) NewGetOrderTradesRequest() *GetOrderTradesRequest {
+	return &GetOrderTradesRequest{client: s.Client}
+}
+
+//go:generate GetRequest -url "/api/v3/order/trades" -type GetOrderTradesRequest -responseType []Trade
+type GetOrderTradesRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	id            *uint64 `param:"id,omitempty"`
+	clientOrderID *string `param:"client_oid,omitempty"`
+}

pkg/exchange/max/maxapi/v3/get_order_trades_request_requestgen.go

@@ -0,0 +1,165 @@
+// Code generated by "requestgen -method GET -url /api/v3/order/trades -type GetOrderTradesRequest -responseType []Trade"; DO NOT EDIT.
+
+package v3
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"github.com/c9s/bbgo/pkg/exchange/max/maxapi"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+func (g *GetOrderTradesRequest) Id(id uint64) *GetOrderTradesRequest {
+	g.id = &id
+	return g
+}
+
+func (g *GetOrderTradesRequest) ClientOrderID(clientOrderID string) *GetOrderTradesRequest {
+	g.clientOrderID = &clientOrderID
+	return g
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetOrderTradesRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	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 *GetOrderTradesRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check id field -> json key id
+	if g.id != nil {
+		id := *g.id
+
+		// assign parameter of id
+		params["id"] = id
+	} else {
+	}
+	// check clientOrderID field -> json key client_oid
+	if g.clientOrderID != nil {
+		clientOrderID := *g.clientOrderID
+
+		// assign parameter of clientOrderID
+		params["client_oid"] = clientOrderID
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (g *GetOrderTradesRequest) 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 *GetOrderTradesRequest) 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 *GetOrderTradesRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetOrderTradesRequest) 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 *GetOrderTradesRequest) 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 *GetOrderTradesRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetOrderTradesRequest) 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
+}
+
+func (g *GetOrderTradesRequest) Do(ctx context.Context) ([]max.Trade, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := g.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/api/v3/order/trades"
+
+	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 []max.Trade
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	return apiResponse, nil
+}