okex: fix kline query

pkg/exchange/okex/convert.go

@@ -2,6 +2,7 @@ package okex
 
 import (
 	"fmt"
+	"regexp"
 	"strconv"
 	"strings"
 
@@ -268,3 +269,10 @@ func toGlobalOrderType(orderType okexapi.OrderType) (types.OrderType, error) {
 	}
 	return "", fmt.Errorf("unknown or unsupported okex order type: %s", orderType)
 }
+
+func toLocalInterval(src string, ) string {
+	var re = regexp.MustCompile("\\d+[hdw]")
+	return re.ReplaceAllStringFunc(src, func(w string) string {
+		return strings.ToUpper(w)
+	})
+}

pkg/exchange/okex/exchange.go

@@ -8,12 +8,15 @@ import (
 
 	"github.com/pkg/errors"
 	"github.com/sirupsen/logrus"
+	"golang.org/x/time/rate"
 
 	"github.com/c9s/bbgo/pkg/exchange/okex/okexapi"
-	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
 )
 
+var marketDataLimiter = rate.NewLimiter(rate.Every(time.Second/20), 1)
+
 // OKB is the platform currency of OKEx, pre-allocate static string here
 const OKB = "OKB"
 
@@ -272,15 +275,21 @@ func (e *Exchange) NewStream() types.Stream {
 }
 
 func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) {
+	if err := marketDataLimiter.Wait(ctx) ; err != nil {
+		return nil, err
+	}
+
+	intervalParam := toLocalInterval(interval.String())
+
 	req := e.client.MarketDataService.NewCandlesticksRequest(toLocalSymbol(symbol))
-	req.Bar(interval.String())
+	req.Bar(intervalParam)
 
 	if options.StartTime != nil {
-		req.After(options.StartTime.UnixNano() / int64(time.Millisecond))
+		req.After(options.StartTime.Unix())
 	}
 
 	if options.EndTime != nil {
-		req.Before(options.EndTime.UnixNano() / int64(time.Millisecond))
+		req.Before(options.EndTime.Unix())
 	}
 
 	candles, err := req.Do(ctx)

pkg/exchange/okex/okexapi/market.go

@@ -25,15 +25,15 @@ type Candle struct {
 type CandlesticksRequest struct {
 	client *RestClient
 
-	instId string
+	instId string `param:"instId"`
 
-	limit *int
+	limit *int `param:"limit"`
 
-	bar *string
+	bar *string `param:"bar"`
 
-	after *int64
+	after *int64 `param:"after,seconds"`
 
-	before *int64
+	before *int64 `param:"before,seconds"`
 }
 
 func (r *CandlesticksRequest) After(after int64) *CandlesticksRequest {