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max: integrate v3 orders api

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c9s 2022-05-26 19:52:38 +08:00
parent 6ca71cf9f1
commit d9e10b7fcd
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10 changed files with 497 additions and 462 deletions
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21
pkg/exchange/max/convert.go
View File

@ -5,8 +5,6 @@ import (
"strings" "strings"
"time" "time"
"github.com/pkg/errors"
"github.com/c9s/bbgo/pkg/exchange/max/maxapi" "github.com/c9s/bbgo/pkg/exchange/max/maxapi"
"github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/types"
@ -168,15 +166,8 @@ func toGlobalOrders(maxOrders []max.Order) (orders []types.Order, err error) {
} }
func toGlobalOrder(maxOrder max.Order) (*types.Order, error) { func toGlobalOrder(maxOrder max.Order) (*types.Order, error) {
executedVolume, err := fixedpoint.NewFromString(maxOrder.ExecutedVolume) executedVolume := maxOrder.ExecutedVolume
if err != nil { remainingVolume := maxOrder.RemainingVolume
return nil, errors.Wrapf(err, "parse executed_volume failed: %+v", maxOrder)
}
remainingVolume, err := fixedpoint.NewFromString(maxOrder.RemainingVolume)
if err != nil {
return nil, errors.Wrapf(err, "parse remaining volume failed: %+v", maxOrder)
}
return &types.Order{ return &types.Order{
SubmitOrder: types.SubmitOrder{ SubmitOrder: types.SubmitOrder{
@ -184,13 +175,13 @@ func toGlobalOrder(maxOrder max.Order) (*types.Order, error) {
Symbol: toGlobalSymbol(maxOrder.Market), Symbol: toGlobalSymbol(maxOrder.Market),
Side: toGlobalSideType(maxOrder.Side), Side: toGlobalSideType(maxOrder.Side),
Type: toGlobalOrderType(maxOrder.OrderType), Type: toGlobalOrderType(maxOrder.OrderType),
Quantity: fixedpoint.MustNewFromString(maxOrder.Volume), Quantity: maxOrder.Volume,
Price: fixedpoint.MustNewFromString(maxOrder.Price), Price: maxOrder.Price,
TimeInForce: "GTC", // MAX only supports GTC TimeInForce: types.TimeInForceGTC, // MAX only supports GTC
GroupID: maxOrder.GroupID, GroupID: maxOrder.GroupID,
}, },
Exchange: types.ExchangeMax, Exchange: types.ExchangeMax,
IsWorking: maxOrder.State == "wait", IsWorking: maxOrder.State == max.OrderStateWait,
OrderID: maxOrder.ID, OrderID: maxOrder.ID,
Status: toGlobalOrderStatus(maxOrder.State, executedVolume, remainingVolume), Status: toGlobalOrderStatus(maxOrder.State, executedVolume, remainingVolume),
ExecutedQuantity: executedVolume, ExecutedQuantity: executedVolume,

157
pkg/exchange/max/exchange.go
View File

@ -15,9 +15,9 @@ import (
"golang.org/x/time/rate" "golang.org/x/time/rate"
maxapi "github.com/c9s/bbgo/pkg/exchange/max/maxapi" maxapi "github.com/c9s/bbgo/pkg/exchange/max/maxapi"
v3 "github.com/c9s/bbgo/pkg/exchange/max/maxapi/v3"
"github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/util"
) )
// closedOrderQueryLimiter is used for the closed orders query rate limit, 1 request per second // closedOrderQueryLimiter is used for the closed orders query rate limit, 1 request per second
@ -31,8 +31,10 @@ var log = logrus.WithField("exchange", "max")
type Exchange struct { type Exchange struct {
types.MarginSettings types.MarginSettings
client *maxapi.RestClient
key, secret string key, secret string
client *maxapi.RestClient
v3order *v3.OrderService
} }
func New(key, secret string) *Exchange { func New(key, secret string) *Exchange {
@ -47,6 +49,7 @@ func New(key, secret string) *Exchange {
client: client, client: client,
key: key, key: key,
secret: secret, secret: secret,
v3order: &v3.OrderService{Client: client},
} }
} }
@ -168,7 +171,7 @@ func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.O
return nil, err return nil, err
} }
maxOrder, err := e.client.OrderService.NewGetOrderRequest().Id(uint64(orderID)).Do(ctx) maxOrder, err := e.v3order.NewGetOrderRequest().Id(uint64(orderID)).Do(ctx)
if err != nil { if err != nil {
return nil, err return nil, err
} }
@ -177,7 +180,13 @@ func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.O
} }
func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) { func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {
maxOrders, err := e.client.OrderService.Open(toLocalSymbol(symbol), maxapi.QueryOrderOptions{}) market := toLocalSymbol(symbol)
walletType := maxapi.WalletTypeSpot
if e.MarginSettings.IsMargin {
walletType = maxapi.WalletTypeMargin
}
maxOrders, err := e.v3order.NewWalletGetOpenOrdersRequest(walletType).Market(market).Do(ctx)
if err != nil { if err != nil {
return orders, err return orders, err
} }
@ -198,14 +207,7 @@ func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders [
func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) ([]types.Order, error) { func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) ([]types.Order, error) {
log.Warn("!!!MAX EXCHANGE API NOTICE!!!") log.Warn("!!!MAX EXCHANGE API NOTICE!!!")
log.Warn("the since/until conditions will not be effected on closed orders query, max exchange does not support time-range-based query") log.Warn("the since/until conditions will not be effected on closed orders query, max exchange does not support time-range-based query")
if v, ok := util.GetEnvVarBool("MAX_QUERY_CLOSED_ORDERS_ALL"); v && ok {
log.Warn("MAX_QUERY_CLOSED_ORDERS_ALL is set, we will fetch all closed orders from the first order")
return e.queryClosedOrdersByLastOrderID(ctx, symbol, 1)
}
return e.queryClosedOrdersByLastOrderID(ctx, symbol, lastOrderID) return e.queryClosedOrdersByLastOrderID(ctx, symbol, lastOrderID)
// return e.queryRecentlyClosedOrders(ctx, symbol, since, until)
} }
func (e *Exchange) queryClosedOrdersByLastOrderID(ctx context.Context, symbol string, lastOrderID uint64) (orders []types.Order, err error) { func (e *Exchange) queryClosedOrdersByLastOrderID(ctx context.Context, symbol string, lastOrderID uint64) (orders []types.Order, err error) {
@ -213,13 +215,19 @@ func (e *Exchange) queryClosedOrdersByLastOrderID(ctx context.Context, symbol st
return orders, err return orders, err
} }
req := e.client.OrderService.NewGetOrderHistoryRequest() market := toLocalSymbol(symbol)
req.Market(toLocalSymbol(symbol)) walletType := maxapi.WalletTypeSpot
if e.MarginSettings.IsMargin {
walletType = maxapi.WalletTypeMargin
}
req := e.v3order.NewWalletGetOrderHistoryRequest(walletType).Market(market)
if lastOrderID == 0 { if lastOrderID == 0 {
lastOrderID = 1 lastOrderID = 1
} }
req.FromID(lastOrderID) req.FromID(lastOrderID)
maxOrders, err := req.Do(ctx) maxOrders, err := req.Do(ctx)
if err != nil { if err != nil {
return orders, err return orders, err
@ -232,92 +240,20 @@ func (e *Exchange) queryClosedOrdersByLastOrderID(ctx context.Context, symbol st
continue continue
} }
log.Debugf("max order %d %s %v %s %s", order.OrderID, order.Symbol, order.Price, order.Status, order.CreationTime.Time().Format(time.StampMilli))
orders = append(orders, *order) orders = append(orders, *order)
} }
// always sort the orders by creation time orders = types.SortOrderAscending(orders)
sort.Slice(orders, func(i, j int) bool {
return orders[i].CreationTime.Before(orders[j].CreationTime.Time())
})
return orders, nil return orders, nil
} }
// queryRecentlyClosedOrders is deprecated
func (e *Exchange) queryRecentlyClosedOrders(ctx context.Context, symbol string, since time.Time, until time.Time) (orders []types.Order, err error) {
limit := 1000 // max limit = 1000, default 100
orderIDs := make(map[uint64]struct{}, limit*2)
maxPages := 10
if v, ok := util.GetEnvVarInt("MAX_QUERY_CLOSED_ORDERS_LIMIT"); ok {
limit = v
}
if v, ok := util.GetEnvVarInt("MAX_QUERY_CLOSED_ORDERS_NUM_OF_PAGES"); ok {
maxPages = v
}
log.Warnf("fetching recently closed orders, maximum %d pages to fetch", maxPages)
log.Warnf("note that, some MAX orders might be missing if you did not sync the closed orders for a while")
queryRecentlyClosedOrders:
for page := 1; page < maxPages; page++ {
if err := closedOrderQueryLimiter.Wait(ctx); err != nil {
return orders, err
}
log.Infof("querying %s closed orders from page %d ~ ", symbol, page)
maxOrders, err2 := e.client.OrderService.Closed(toLocalSymbol(symbol), maxapi.QueryOrderOptions{
Limit: limit,
Page: page,
OrderBy: "desc",
})
if err2 != nil {
err = multierr.Append(err, err2)
break queryRecentlyClosedOrders
}
// no recent orders
if len(maxOrders) == 0 {
break queryRecentlyClosedOrders
}
log.Debugf("fetched %d orders", len(maxOrders))
for _, maxOrder := range maxOrders {
if maxOrder.CreatedAtMs.Time().Before(since) {
log.Debugf("skip orders with creation time before %s, found %s", since, maxOrder.CreatedAtMs.Time())
break queryRecentlyClosedOrders
}
if maxOrder.CreatedAtMs.Time().After(until) {
log.Debugf("skip orders with creation time after %s, found %s", until, maxOrder.CreatedAtMs.Time())
continue
}
order, err2 := toGlobalOrder(maxOrder)
if err2 != nil {
err = multierr.Append(err, err2)
continue
}
if _, ok := orderIDs[order.OrderID]; ok {
log.Debugf("skipping duplicated order: %d", order.OrderID)
}
log.Debugf("max order %d %s %v %s %s", order.OrderID, order.Symbol, order.Price, order.Status, order.CreationTime.Time().Format(time.StampMilli))
orderIDs[order.OrderID] = struct{}{}
orders = append(orders, *order)
}
}
// ensure everything is ascending ordered
return types.SortOrderAscending(orders), err
}
func (e *Exchange) CancelAllOrders(ctx context.Context) ([]types.Order, error) { func (e *Exchange) CancelAllOrders(ctx context.Context) ([]types.Order, error) {
var req = e.client.OrderService.NewOrderCancelAllRequest() walletType := maxapi.WalletTypeSpot
if e.MarginSettings.IsMargin {
walletType = maxapi.WalletTypeMargin
}
req := e.v3order.NewWalletOrderCancelAllRequest(walletType)
var maxOrders, err = req.Do(ctx) var maxOrders, err = req.Do(ctx)
if err != nil { if err != nil {
return nil, err return nil, err
@ -327,10 +263,16 @@ func (e *Exchange) CancelAllOrders(ctx context.Context) ([]types.Order, error) {
} }
func (e *Exchange) CancelOrdersBySymbol(ctx context.Context, symbol string) ([]types.Order, error) { func (e *Exchange) CancelOrdersBySymbol(ctx context.Context, symbol string) ([]types.Order, error) {
var req = e.client.OrderService.NewOrderCancelAllRequest() market := toLocalSymbol(symbol)
req.Market(toLocalSymbol(symbol)) walletType := maxapi.WalletTypeSpot
if e.MarginSettings.IsMargin {
walletType = maxapi.WalletTypeMargin
}
var maxOrders, err = req.Do(ctx) req := e.v3order.NewWalletOrderCancelAllRequest(walletType)
req.Market(market)
maxOrders, err := req.Do(ctx)
if err != nil { if err != nil {
return nil, err return nil, err
} }
@ -339,10 +281,15 @@ func (e *Exchange) CancelOrdersBySymbol(ctx context.Context, symbol string) ([]t
} }
func (e *Exchange) CancelOrdersByGroupID(ctx context.Context, groupID uint32) ([]types.Order, error) { func (e *Exchange) CancelOrdersByGroupID(ctx context.Context, groupID uint32) ([]types.Order, error) {
var req = e.client.OrderService.NewOrderCancelAllRequest() walletType := maxapi.WalletTypeSpot
if e.MarginSettings.IsMargin {
walletType = maxapi.WalletTypeMargin
}
req := e.v3order.NewWalletOrderCancelAllRequest(walletType)
req.GroupID(groupID) req.GroupID(groupID)
var maxOrders, err = req.Do(ctx) maxOrders, err := req.Do(ctx)
if err != nil { if err != nil {
return nil, err return nil, err
} }
@ -351,6 +298,11 @@ func (e *Exchange) CancelOrdersByGroupID(ctx context.Context, groupID uint32) ([
} }
func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err2 error) { func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err2 error) {
walletType := maxapi.WalletTypeSpot
if e.MarginSettings.IsMargin {
walletType = maxapi.WalletTypeMargin
}
var groupIDs = make(map[uint32]struct{}) var groupIDs = make(map[uint32]struct{})
var orphanOrders []types.Order var orphanOrders []types.Order
for _, o := range orders { for _, o := range orders {
@ -363,7 +315,7 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
if len(groupIDs) > 0 { if len(groupIDs) > 0 {
for groupID := range groupIDs { for groupID := range groupIDs {
var req = e.client.OrderService.NewOrderCancelAllRequest() req := e.v3order.NewWalletOrderCancelAllRequest(walletType)
req.GroupID(groupID) req.GroupID(groupID)
if _, err := req.Do(ctx); err != nil { if _, err := req.Do(ctx); err != nil {
@ -374,7 +326,7 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
} }
for _, o := range orphanOrders { for _, o := range orphanOrders {
var req = e.client.OrderService.NewOrderCancelRequest() req := e.v3order.NewOrderCancelRequest()
if o.OrderID > 0 { if o.OrderID > 0 {
req.Id(o.OrderID) req.Id(o.OrderID)
} else if len(o.ClientOrderID) > 0 && o.ClientOrderID != types.NoClientOrderID { } else if len(o.ClientOrderID) > 0 && o.ClientOrderID != types.NoClientOrderID {
@ -392,7 +344,7 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
return err2 return err2
} }
func toMaxSubmitOrder(o types.SubmitOrder) (*maxapi.Order, error) { func toMaxSubmitOrder(o types.SubmitOrder) (*maxapi.SubmitOrder, error) {
symbol := toLocalSymbol(o.Symbol) symbol := toLocalSymbol(o.Symbol)
orderType, err := toLocalOrderType(o.Type) orderType, err := toLocalOrderType(o.Type)
if err != nil { if err != nil {
@ -411,11 +363,10 @@ func toMaxSubmitOrder(o types.SubmitOrder) (*maxapi.Order, error) {
quantityString = o.Quantity.String() quantityString = o.Quantity.String()
} }
maxOrder := maxapi.Order{ maxOrder := maxapi.SubmitOrder{
Market: symbol, Market: symbol,
Side: toLocalSideType(o.Side), Side: toLocalSideType(o.Side),
OrderType: orderType, OrderType: orderType,
// Price: priceInString,
Volume: quantityString, Volume: quantityString,
} }
@ -497,7 +448,7 @@ func (e *Exchange) Withdrawal(ctx context.Context, asset string, amount fixedpoi
func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) { func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) {
if len(orders) > 1 && len(orders) < 15 { if len(orders) > 1 && len(orders) < 15 {
var ordersBySymbol = map[string][]maxapi.Order{} var ordersBySymbol = map[string][]maxapi.SubmitOrder{}
for _, o := range orders { for _, o := range orders {
maxOrder, err := toMaxSubmitOrder(o) maxOrder, err := toMaxSubmitOrder(o)
if err != nil { if err != nil {

42
pkg/exchange/max/maxapi/order.go
View File

@ -11,6 +11,7 @@ import (
"github.com/c9s/requestgen" "github.com/c9s/requestgen"
"github.com/pkg/errors" "github.com/pkg/errors"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/types"
) )
@ -37,6 +38,13 @@ func init() {
relUrlV2OrdersMultiOneByOne = mustParseURL("v2/orders/multi/onebyone") relUrlV2OrdersMultiOneByOne = mustParseURL("v2/orders/multi/onebyone")
} }
type WalletType string
const (
WalletTypeSpot WalletType = "spot"
WalletTypeMargin WalletType = "m"
)
type OrderStateToQuery int type OrderStateToQuery int
const ( const (
@ -82,25 +90,37 @@ type OrderService struct {
client *RestClient client *RestClient
} }
type SubmitOrder struct {
Side string `json:"side"`
Market string `json:"market"`
Price string `json:"price"`
StopPrice string `json:"stop_price,omitempty"`
OrderType OrderType `json:"ord_type"`
Volume string `json:"volume"`
GroupID uint32 `json:"group_id,omitempty"`
ClientOID string `json:"client_oid,omitempty"`
}
// Order represents one returned order (POST order/GET order/GET orders) on the max platform. // Order represents one returned order (POST order/GET order/GET orders) on the max platform.
type Order struct { type Order struct {
ID uint64 `json:"id,omitempty"` ID uint64 `json:"id,omitempty"`
WalletType string `json:"wallet_type,omitempty"`
Side string `json:"side"` Side string `json:"side"`
OrderType OrderType `json:"ord_type"` OrderType OrderType `json:"ord_type"`
Price string `json:"price,omitempty"` Price fixedpoint.Value `json:"price,omitempty"`
StopPrice string `json:"stop_price,omitempty"` StopPrice fixedpoint.Value `json:"stop_price,omitempty"`
AveragePrice string `json:"avg_price,omitempty"` AveragePrice fixedpoint.Value `json:"avg_price,omitempty"`
State OrderState `json:"state,omitempty"` State OrderState `json:"state,omitempty"`
Market string `json:"market,omitempty"` Market string `json:"market,omitempty"`
Volume string `json:"volume"` Volume fixedpoint.Value `json:"volume"`
RemainingVolume string `json:"remaining_volume,omitempty"` RemainingVolume fixedpoint.Value `json:"remaining_volume,omitempty"`
ExecutedVolume string `json:"executed_volume,omitempty"` ExecutedVolume fixedpoint.Value `json:"executed_volume,omitempty"`
TradesCount int64 `json:"trades_count,omitempty"` TradesCount int64 `json:"trades_count,omitempty"`
GroupID uint32 `json:"group_id,omitempty"` GroupID uint32 `json:"group_id,omitempty"`
ClientOID string `json:"client_oid,omitempty"` ClientOID string `json:"client_oid,omitempty"`
CreatedAt time.Time `json:"-" db:"created_at"` CreatedAt time.Time `json:"-"`
CreatedAtMs types.MillisecondTimestamp `json:"created_at_in_ms,omitempty"` CreatedAtMs types.MillisecondTimestamp `json:"created_at_in_ms,omitempty"`
InsertedAt time.Time `json:"-" db:"inserted_at"` InsertedAt time.Time `json:"-"`
} }
// Open returns open orders // Open returns open orders
@ -210,7 +230,7 @@ func (s *OrderService) All(market string, limit, page int, states ...OrderState)
type Options map[string]interface{} type Options map[string]interface{}
// Create multiple order in a single request // Create multiple order in a single request
func (s *OrderService) CreateMulti(market string, orders []Order) (*MultiOrderResponse, error) { func (s *OrderService) CreateMulti(market string, orders []SubmitOrder) (*MultiOrderResponse, error) {
req := s.NewCreateMultiOrderRequest() req := s.NewCreateMultiOrderRequest()
req.Market(market) req.Market(market)
req.AddOrders(orders...) req.AddOrders(orders...)
@ -271,7 +291,7 @@ type CreateMultiOrderRequest struct {
market *string market *string
groupID *uint32 groupID *uint32
orders []Order orders []SubmitOrder
} }
func (r *CreateMultiOrderRequest) GroupID(groupID uint32) *CreateMultiOrderRequest { func (r *CreateMultiOrderRequest) GroupID(groupID uint32) *CreateMultiOrderRequest {
@ -284,7 +304,7 @@ func (r *CreateMultiOrderRequest) Market(market string) *CreateMultiOrderRequest
return r return r
} }
func (r *CreateMultiOrderRequest) AddOrders(orders ...Order) *CreateMultiOrderRequest { func (r *CreateMultiOrderRequest) AddOrders(orders ...SubmitOrder) *CreateMultiOrderRequest {
r.orders = append(r.orders, orders...) r.orders = append(r.orders, orders...)
return r return r
} }

5
pkg/exchange/max/maxapi/restapi.go
View File

@ -21,7 +21,6 @@ import (
"github.com/pkg/errors" "github.com/pkg/errors"
log "github.com/sirupsen/logrus" log "github.com/sirupsen/logrus"
v3 "github.com/c9s/bbgo/pkg/exchange/max/maxapi/v3"
"github.com/c9s/bbgo/pkg/util" "github.com/c9s/bbgo/pkg/util"
"github.com/c9s/bbgo/pkg/version" "github.com/c9s/bbgo/pkg/version"
) )
@ -102,8 +101,6 @@ type RestClient struct {
OrderService *OrderService OrderService *OrderService
RewardService *RewardService RewardService *RewardService
WithdrawalService *WithdrawalService WithdrawalService *WithdrawalService
OrderServiceV3 *v3.OrderService
} }
func NewRestClient(baseURL string) *RestClient { func NewRestClient(baseURL string) *RestClient {
@ -126,8 +123,6 @@ func NewRestClient(baseURL string) *RestClient {
client.RewardService = &RewardService{client} client.RewardService = &RewardService{client}
client.WithdrawalService = &WithdrawalService{client} client.WithdrawalService = &WithdrawalService{client}
client.OrderServiceV3 = &v3.OrderService{Client: client}
// defaultHttpClient.MaxTokenService = &MaxTokenService{defaultHttpClient} // defaultHttpClient.MaxTokenService = &MaxTokenService{defaultHttpClient}
client.initNonce() client.initNonce()
return client return client

38
pkg/exchange/max/maxapi/v3/order.go
View File

@ -10,12 +10,7 @@ import (
maxapi "github.com/c9s/bbgo/pkg/exchange/max/maxapi" maxapi "github.com/c9s/bbgo/pkg/exchange/max/maxapi"
) )
type WalletType string type WalletType = maxapi.WalletType
const (
WalletTypeSpot WalletType = "spot"
WalletTypeMargin WalletType = "m"
)
type Order = maxapi.Order type Order = maxapi.Order
@ -28,8 +23,12 @@ func (s *OrderService) NewWalletCreateOrderRequest(walletType WalletType) *Walle
return &WalletCreateOrderRequest{client: s.Client, walletType: walletType} return &WalletCreateOrderRequest{client: s.Client, walletType: walletType}
} }
func (s *OrderService) NewWalletGetOrderRequest(walletType WalletType) *WalletGetOrderRequest { func (s *OrderService) NewWalletGetOrderHistoryRequest(walletType WalletType) *WalletGetOrderHistoryRequest {
return &WalletGetOrderRequest{client: s.Client, walletType: walletType} return &WalletGetOrderHistoryRequest{client: s.Client, walletType: walletType}
}
func (s *OrderService) NewWalletGetOpenOrdersRequest(walletType WalletType) *WalletGetOpenOrdersRequest {
return &WalletGetOpenOrdersRequest{client: s.Client, walletType: walletType}
} }
func (s *OrderService) NewWalletOrderCancelAllRequest(walletType WalletType) *WalletOrderCancelAllRequest { func (s *OrderService) NewWalletOrderCancelAllRequest(walletType WalletType) *WalletOrderCancelAllRequest {
@ -60,20 +59,23 @@ type WalletCreateOrderRequest struct {
groupID *string `param:"group_id"` groupID *string `param:"group_id"`
} }
//go:generate GetRequest -url "/api/v3/wallet/:walletType/orders" -type WalletGetOrderRequest -responseType .Order //go:generate GetRequest -url "/api/v3/wallet/:walletType/orders/history" -type WalletGetOrderHistoryRequest -responseType []Order
type WalletGetOrderRequest struct { type WalletGetOrderHistoryRequest struct {
client requestgen.AuthenticatedAPIClient
walletType WalletType `param:"walletType,slug,required"`
market string `param:"market,required"`
fromID *uint64 `param:"from_id"`
limit *uint `param:"limit"`
}
//go:generate GetRequest -url "/api/v3/wallet/:walletType/orders/open" -type WalletGetOpenOrdersRequest -responseType []Order
type WalletGetOpenOrdersRequest struct {
client requestgen.AuthenticatedAPIClient client requestgen.AuthenticatedAPIClient
walletType WalletType `param:"walletType,slug,required"` walletType WalletType `param:"walletType,slug,required"`
market string `param:"market,required"` market string `param:"market,required"`
side string `param:"side,required"`
volume string `param:"volume,required"`
orderType string `param:"ord_type"`
price *string `param:"price"`
stopPrice *string `param:"stop_price"`
clientOrderID *string `param:"client_oid"`
groupID *string `param:"group_id"`
} }
//go:generate DeleteRequest -url "/api/v3/wallet/:walletType/orders" -type WalletOrderCancelAllRequest -responseType []Order //go:generate DeleteRequest -url "/api/v3/wallet/:walletType/orders" -type WalletOrderCancelAllRequest -responseType []Order

13
pkg/exchange/max/maxapi/v3/wallet_create_order_request_requestgen.go
View File

@ -52,7 +52,7 @@ func (w *WalletCreateOrderRequest) GroupID(groupID string) *WalletCreateOrderReq
return w return w
} }
func (w *WalletCreateOrderRequest) WalletType(walletType WalletType) *WalletCreateOrderRequest { func (w *WalletCreateOrderRequest) WalletType(walletType max.WalletType) *WalletCreateOrderRequest {
w.walletType = walletType w.walletType = walletType
return w return w
} }
@ -190,17 +190,6 @@ func (w *WalletCreateOrderRequest) GetSlugParameters() (map[string]interface{},
} }
// END TEMPLATE check-required // END TEMPLATE check-required
// TEMPLATE check-valid-values
switch walletType {
case WalletTypeSpot, WalletTypeMargin:
params["walletType"] = walletType
default:
return nil, fmt.Errorf("walletType value %v is invalid", walletType)
}
// END TEMPLATE check-valid-values
// assign parameter of walletType // assign parameter of walletType
params["walletType"] = walletType params["walletType"] = walletType

177
pkg/exchange/max/maxapi/v3/wallet_get_open_orders_request_requestgen.go Normal file
View File

@ -0,0 +1,177 @@
// Code generated by "requestgen -method GET -url /api/v3/wallet/:walletType/orders/open -type WalletGetOpenOrdersRequest -responseType []Order"; DO NOT EDIT.
package v3
import (
"context"
"encoding/json"
"fmt"
"github.com/c9s/bbgo/pkg/exchange/max/maxapi"
"net/url"
"reflect"
"regexp"
)
func (w *WalletGetOpenOrdersRequest) Market(market string) *WalletGetOpenOrdersRequest {
w.market = market
return w
}
func (w *WalletGetOpenOrdersRequest) WalletType(walletType max.WalletType) *WalletGetOpenOrdersRequest {
w.walletType = walletType
return w
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (w *WalletGetOpenOrdersRequest) 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 (w *WalletGetOpenOrdersRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check market field -> json key market
market := w.market
// TEMPLATE check-required
if len(market) == 0 {
return nil, fmt.Errorf("market is required, empty string given")
}
// END TEMPLATE check-required
// assign parameter of market
params["market"] = market
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (w *WalletGetOpenOrdersRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := w.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if w.isVarSlice(_v) {
w.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 (w *WalletGetOpenOrdersRequest) GetParametersJSON() ([]byte, error) {
params, err := w.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 (w *WalletGetOpenOrdersRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check walletType field -> json key walletType
walletType := w.walletType
// TEMPLATE check-required
if len(walletType) == 0 {
return nil, fmt.Errorf("walletType is required, empty string given")
}
// END TEMPLATE check-required
// assign parameter of walletType
params["walletType"] = walletType
return params, nil
}
func (w *WalletGetOpenOrdersRequest) 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 (w *WalletGetOpenOrdersRequest) 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 (w *WalletGetOpenOrdersRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (w *WalletGetOpenOrdersRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := w.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (w *WalletGetOpenOrdersRequest) Do(ctx context.Context) ([]max.Order, error) {
// empty params for GET operation
var params interface{}
query, err := w.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/api/v3/wallet/:walletType/orders/open"
slugs, err := w.GetSlugsMap()
if err != nil {
return nil, err
}
apiURL = w.applySlugsToUrl(apiURL, slugs)
req, err := w.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := w.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse []max.Order
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
return apiResponse, nil
}

203
pkg/exchange/max/maxapi/v3/wallet_get_order_history_request_requestgen.go Normal file
View File

@ -0,0 +1,203 @@
// Code generated by "requestgen -method GET -url /api/v3/wallet/:walletType/orders/history -type WalletGetOrderHistoryRequest -responseType []Order"; DO NOT EDIT.
package v3
import (
"context"
"encoding/json"
"fmt"
"github.com/c9s/bbgo/pkg/exchange/max/maxapi"
"net/url"
"reflect"
"regexp"
)
func (w *WalletGetOrderHistoryRequest) Market(market string) *WalletGetOrderHistoryRequest {
w.market = market
return w
}
func (w *WalletGetOrderHistoryRequest) FromID(fromID uint64) *WalletGetOrderHistoryRequest {
w.fromID = &fromID
return w
}
func (w *WalletGetOrderHistoryRequest) Limit(limit uint) *WalletGetOrderHistoryRequest {
w.limit = &limit
return w
}
func (w *WalletGetOrderHistoryRequest) WalletType(walletType max.WalletType) *WalletGetOrderHistoryRequest {
w.walletType = walletType
return w
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (w *WalletGetOrderHistoryRequest) 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 (w *WalletGetOrderHistoryRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check market field -> json key market
market := w.market
// TEMPLATE check-required
if len(market) == 0 {
return nil, fmt.Errorf("market is required, empty string given")
}
// END TEMPLATE check-required
// assign parameter of market
params["market"] = market
// check fromID field -> json key from_id
if w.fromID != nil {
fromID := *w.fromID
// assign parameter of fromID
params["from_id"] = fromID
} else {
}
// check limit field -> json key limit
if w.limit != nil {
limit := *w.limit
// assign parameter of limit
params["limit"] = limit
} else {
}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (w *WalletGetOrderHistoryRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := w.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if w.isVarSlice(_v) {
w.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 (w *WalletGetOrderHistoryRequest) GetParametersJSON() ([]byte, error) {
params, err := w.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 (w *WalletGetOrderHistoryRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check walletType field -> json key walletType
walletType := w.walletType
// TEMPLATE check-required
if len(walletType) == 0 {
return nil, fmt.Errorf("walletType is required, empty string given")
}
// END TEMPLATE check-required
// assign parameter of walletType
params["walletType"] = walletType
return params, nil
}
func (w *WalletGetOrderHistoryRequest) 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 (w *WalletGetOrderHistoryRequest) 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 (w *WalletGetOrderHistoryRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (w *WalletGetOrderHistoryRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := w.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (w *WalletGetOrderHistoryRequest) Do(ctx context.Context) ([]max.Order, error) {
// empty params for GET operation
var params interface{}
query, err := w.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/api/v3/wallet/:walletType/orders/history"
slugs, err := w.GetSlugsMap()
if err != nil {
return nil, err
}
apiURL = w.applySlugsToUrl(apiURL, slugs)
req, err := w.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := w.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse []max.Order
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
return apiResponse, nil
}

282
pkg/exchange/max/maxapi/v3/wallet_get_order_request_requestgen.go
View File

@ -1,282 +0,0 @@
// Code generated by "requestgen -method GET -url /api/v3/wallet/:walletType/orders -type WalletGetOrderRequest -responseType .Order"; DO NOT EDIT.
package v3
import (
"context"
"encoding/json"
"fmt"
"github.com/c9s/bbgo/pkg/exchange/max/maxapi"
"net/url"
"reflect"
"regexp"
)
func (w *WalletGetOrderRequest) Market(market string) *WalletGetOrderRequest {
w.market = market
return w
}
func (w *WalletGetOrderRequest) Side(side string) *WalletGetOrderRequest {
w.side = side
return w
}
func (w *WalletGetOrderRequest) Volume(volume string) *WalletGetOrderRequest {
w.volume = volume
return w
}
func (w *WalletGetOrderRequest) OrderType(orderType string) *WalletGetOrderRequest {
w.orderType = orderType
return w
}
func (w *WalletGetOrderRequest) Price(price string) *WalletGetOrderRequest {
w.price = &price
return w
}
func (w *WalletGetOrderRequest) StopPrice(stopPrice string) *WalletGetOrderRequest {
w.stopPrice = &stopPrice
return w
}
func (w *WalletGetOrderRequest) ClientOrderID(clientOrderID string) *WalletGetOrderRequest {
w.clientOrderID = &clientOrderID
return w
}
func (w *WalletGetOrderRequest) GroupID(groupID string) *WalletGetOrderRequest {
w.groupID = &groupID
return w
}
func (w *WalletGetOrderRequest) WalletType(walletType WalletType) *WalletGetOrderRequest {
w.walletType = walletType
return w
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (w *WalletGetOrderRequest) 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 (w *WalletGetOrderRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check market field -> json key market
market := w.market
// TEMPLATE check-required
if len(market) == 0 {
return nil, fmt.Errorf("market is required, empty string given")
}
// END TEMPLATE check-required
// assign parameter of market
params["market"] = market
// check side field -> json key side
side := w.side
// TEMPLATE check-required
if len(side) == 0 {
return nil, fmt.Errorf("side is required, empty string given")
}
// END TEMPLATE check-required
// assign parameter of side
params["side"] = side
// check volume field -> json key volume
volume := w.volume
// TEMPLATE check-required
if len(volume) == 0 {
return nil, fmt.Errorf("volume is required, empty string given")
}
// END TEMPLATE check-required
// assign parameter of volume
params["volume"] = volume
// check orderType field -> json key ord_type
orderType := w.orderType
// assign parameter of orderType
params["ord_type"] = orderType
// check price field -> json key price
if w.price != nil {
price := *w.price
// assign parameter of price
params["price"] = price
} else {
}
// check stopPrice field -> json key stop_price
if w.stopPrice != nil {
stopPrice := *w.stopPrice
// assign parameter of stopPrice
params["stop_price"] = stopPrice
} else {
}
// check clientOrderID field -> json key client_oid
if w.clientOrderID != nil {
clientOrderID := *w.clientOrderID
// assign parameter of clientOrderID
params["client_oid"] = clientOrderID
} else {
}
// check groupID field -> json key group_id
if w.groupID != nil {
groupID := *w.groupID
// assign parameter of groupID
params["group_id"] = groupID
} else {
}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (w *WalletGetOrderRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := w.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if w.isVarSlice(_v) {
w.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 (w *WalletGetOrderRequest) GetParametersJSON() ([]byte, error) {
params, err := w.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 (w *WalletGetOrderRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check walletType field -> json key walletType
walletType := w.walletType
// TEMPLATE check-required
if len(walletType) == 0 {
return nil, fmt.Errorf("walletType is required, empty string given")
}
// END TEMPLATE check-required
// TEMPLATE check-valid-values
switch walletType {
case WalletTypeSpot, WalletTypeMargin:
params["walletType"] = walletType
default:
return nil, fmt.Errorf("walletType value %v is invalid", walletType)
}
// END TEMPLATE check-valid-values
// assign parameter of walletType
params["walletType"] = walletType
return params, nil
}
func (w *WalletGetOrderRequest) 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 (w *WalletGetOrderRequest) 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 (w *WalletGetOrderRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (w *WalletGetOrderRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := w.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (w *WalletGetOrderRequest) Do(ctx context.Context) (*max.Order, error) {
// empty params for GET operation
var params interface{}
query, err := w.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/api/v3/wallet/:walletType/orders"
slugs, err := w.GetSlugsMap()
if err != nil {
return nil, err
}
apiURL = w.applySlugsToUrl(apiURL, slugs)
req, err := w.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := w.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse max.Order
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
return &apiResponse, nil
}

13
pkg/exchange/max/maxapi/v3/wallet_order_cancel_all_request_requestgen.go
View File

@ -27,7 +27,7 @@ func (w *WalletOrderCancelAllRequest) GroupID(groupID uint32) *WalletOrderCancel
return w return w
} }
func (w *WalletOrderCancelAllRequest) WalletType(walletType WalletType) *WalletOrderCancelAllRequest { func (w *WalletOrderCancelAllRequest) WalletType(walletType max.WalletType) *WalletOrderCancelAllRequest {
w.walletType = walletType w.walletType = walletType
return w return w
} }
@ -119,17 +119,6 @@ func (w *WalletOrderCancelAllRequest) GetSlugParameters() (map[string]interface{
} }
// END TEMPLATE check-required // END TEMPLATE check-required
// TEMPLATE check-valid-values
switch walletType {
case WalletTypeSpot, WalletTypeMargin:
params["walletType"] = walletType
default:
return nil, fmt.Errorf("walletType value %v is invalid", walletType)
}
// END TEMPLATE check-valid-values
// assign parameter of walletType // assign parameter of walletType
params["walletType"] = walletType params["walletType"] = walletType