mirror of
https://github.com/c9s/bbgo.git
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max: integrate v3 orders api
This commit is contained in:
parent
6ca71cf9f1
commit
d9e10b7fcd
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@ -5,8 +5,6 @@ import (
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"strings"
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"time"
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"github.com/pkg/errors"
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"github.com/c9s/bbgo/pkg/exchange/max/maxapi"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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@ -168,15 +166,8 @@ func toGlobalOrders(maxOrders []max.Order) (orders []types.Order, err error) {
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}
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func toGlobalOrder(maxOrder max.Order) (*types.Order, error) {
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executedVolume, err := fixedpoint.NewFromString(maxOrder.ExecutedVolume)
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if err != nil {
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return nil, errors.Wrapf(err, "parse executed_volume failed: %+v", maxOrder)
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}
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remainingVolume, err := fixedpoint.NewFromString(maxOrder.RemainingVolume)
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if err != nil {
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return nil, errors.Wrapf(err, "parse remaining volume failed: %+v", maxOrder)
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}
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executedVolume := maxOrder.ExecutedVolume
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remainingVolume := maxOrder.RemainingVolume
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return &types.Order{
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SubmitOrder: types.SubmitOrder{
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@ -184,13 +175,13 @@ func toGlobalOrder(maxOrder max.Order) (*types.Order, error) {
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Symbol: toGlobalSymbol(maxOrder.Market),
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Side: toGlobalSideType(maxOrder.Side),
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Type: toGlobalOrderType(maxOrder.OrderType),
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Quantity: fixedpoint.MustNewFromString(maxOrder.Volume),
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Price: fixedpoint.MustNewFromString(maxOrder.Price),
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TimeInForce: "GTC", // MAX only supports GTC
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Quantity: maxOrder.Volume,
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Price: maxOrder.Price,
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TimeInForce: types.TimeInForceGTC, // MAX only supports GTC
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GroupID: maxOrder.GroupID,
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},
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Exchange: types.ExchangeMax,
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IsWorking: maxOrder.State == "wait",
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IsWorking: maxOrder.State == max.OrderStateWait,
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OrderID: maxOrder.ID,
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Status: toGlobalOrderStatus(maxOrder.State, executedVolume, remainingVolume),
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ExecutedQuantity: executedVolume,
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@ -15,9 +15,9 @@ import (
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"golang.org/x/time/rate"
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maxapi "github.com/c9s/bbgo/pkg/exchange/max/maxapi"
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v3 "github.com/c9s/bbgo/pkg/exchange/max/maxapi/v3"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/util"
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)
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// closedOrderQueryLimiter is used for the closed orders query rate limit, 1 request per second
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@ -31,8 +31,10 @@ var log = logrus.WithField("exchange", "max")
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type Exchange struct {
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types.MarginSettings
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client *maxapi.RestClient
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key, secret string
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client *maxapi.RestClient
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v3order *v3.OrderService
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}
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func New(key, secret string) *Exchange {
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@ -47,6 +49,7 @@ func New(key, secret string) *Exchange {
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client: client,
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key: key,
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secret: secret,
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v3order: &v3.OrderService{Client: client},
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}
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}
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@ -168,7 +171,7 @@ func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.O
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return nil, err
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}
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maxOrder, err := e.client.OrderService.NewGetOrderRequest().Id(uint64(orderID)).Do(ctx)
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maxOrder, err := e.v3order.NewGetOrderRequest().Id(uint64(orderID)).Do(ctx)
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if err != nil {
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return nil, err
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}
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@ -177,7 +180,13 @@ func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.O
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}
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func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {
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maxOrders, err := e.client.OrderService.Open(toLocalSymbol(symbol), maxapi.QueryOrderOptions{})
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market := toLocalSymbol(symbol)
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walletType := maxapi.WalletTypeSpot
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if e.MarginSettings.IsMargin {
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walletType = maxapi.WalletTypeMargin
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}
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maxOrders, err := e.v3order.NewWalletGetOpenOrdersRequest(walletType).Market(market).Do(ctx)
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if err != nil {
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return orders, err
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}
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@ -198,14 +207,7 @@ func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders [
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func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) ([]types.Order, error) {
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log.Warn("!!!MAX EXCHANGE API NOTICE!!!")
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log.Warn("the since/until conditions will not be effected on closed orders query, max exchange does not support time-range-based query")
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if v, ok := util.GetEnvVarBool("MAX_QUERY_CLOSED_ORDERS_ALL"); v && ok {
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log.Warn("MAX_QUERY_CLOSED_ORDERS_ALL is set, we will fetch all closed orders from the first order")
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return e.queryClosedOrdersByLastOrderID(ctx, symbol, 1)
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}
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return e.queryClosedOrdersByLastOrderID(ctx, symbol, lastOrderID)
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// return e.queryRecentlyClosedOrders(ctx, symbol, since, until)
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}
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func (e *Exchange) queryClosedOrdersByLastOrderID(ctx context.Context, symbol string, lastOrderID uint64) (orders []types.Order, err error) {
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@ -213,13 +215,19 @@ func (e *Exchange) queryClosedOrdersByLastOrderID(ctx context.Context, symbol st
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return orders, err
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}
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req := e.client.OrderService.NewGetOrderHistoryRequest()
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req.Market(toLocalSymbol(symbol))
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market := toLocalSymbol(symbol)
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walletType := maxapi.WalletTypeSpot
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if e.MarginSettings.IsMargin {
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walletType = maxapi.WalletTypeMargin
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}
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req := e.v3order.NewWalletGetOrderHistoryRequest(walletType).Market(market)
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if lastOrderID == 0 {
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lastOrderID = 1
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}
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req.FromID(lastOrderID)
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maxOrders, err := req.Do(ctx)
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if err != nil {
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return orders, err
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@ -232,92 +240,20 @@ func (e *Exchange) queryClosedOrdersByLastOrderID(ctx context.Context, symbol st
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continue
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}
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log.Debugf("max order %d %s %v %s %s", order.OrderID, order.Symbol, order.Price, order.Status, order.CreationTime.Time().Format(time.StampMilli))
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orders = append(orders, *order)
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}
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// always sort the orders by creation time
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sort.Slice(orders, func(i, j int) bool {
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return orders[i].CreationTime.Before(orders[j].CreationTime.Time())
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})
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orders = types.SortOrderAscending(orders)
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return orders, nil
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}
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// queryRecentlyClosedOrders is deprecated
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func (e *Exchange) queryRecentlyClosedOrders(ctx context.Context, symbol string, since time.Time, until time.Time) (orders []types.Order, err error) {
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limit := 1000 // max limit = 1000, default 100
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orderIDs := make(map[uint64]struct{}, limit*2)
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maxPages := 10
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if v, ok := util.GetEnvVarInt("MAX_QUERY_CLOSED_ORDERS_LIMIT"); ok {
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limit = v
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}
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if v, ok := util.GetEnvVarInt("MAX_QUERY_CLOSED_ORDERS_NUM_OF_PAGES"); ok {
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maxPages = v
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}
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log.Warnf("fetching recently closed orders, maximum %d pages to fetch", maxPages)
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log.Warnf("note that, some MAX orders might be missing if you did not sync the closed orders for a while")
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queryRecentlyClosedOrders:
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for page := 1; page < maxPages; page++ {
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if err := closedOrderQueryLimiter.Wait(ctx); err != nil {
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return orders, err
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}
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log.Infof("querying %s closed orders from page %d ~ ", symbol, page)
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maxOrders, err2 := e.client.OrderService.Closed(toLocalSymbol(symbol), maxapi.QueryOrderOptions{
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Limit: limit,
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Page: page,
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OrderBy: "desc",
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})
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if err2 != nil {
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err = multierr.Append(err, err2)
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break queryRecentlyClosedOrders
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}
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// no recent orders
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if len(maxOrders) == 0 {
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break queryRecentlyClosedOrders
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}
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log.Debugf("fetched %d orders", len(maxOrders))
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for _, maxOrder := range maxOrders {
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if maxOrder.CreatedAtMs.Time().Before(since) {
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log.Debugf("skip orders with creation time before %s, found %s", since, maxOrder.CreatedAtMs.Time())
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break queryRecentlyClosedOrders
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}
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if maxOrder.CreatedAtMs.Time().After(until) {
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log.Debugf("skip orders with creation time after %s, found %s", until, maxOrder.CreatedAtMs.Time())
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continue
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}
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order, err2 := toGlobalOrder(maxOrder)
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if err2 != nil {
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err = multierr.Append(err, err2)
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continue
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}
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if _, ok := orderIDs[order.OrderID]; ok {
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log.Debugf("skipping duplicated order: %d", order.OrderID)
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}
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log.Debugf("max order %d %s %v %s %s", order.OrderID, order.Symbol, order.Price, order.Status, order.CreationTime.Time().Format(time.StampMilli))
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orderIDs[order.OrderID] = struct{}{}
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orders = append(orders, *order)
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}
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}
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// ensure everything is ascending ordered
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return types.SortOrderAscending(orders), err
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}
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func (e *Exchange) CancelAllOrders(ctx context.Context) ([]types.Order, error) {
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var req = e.client.OrderService.NewOrderCancelAllRequest()
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walletType := maxapi.WalletTypeSpot
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if e.MarginSettings.IsMargin {
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walletType = maxapi.WalletTypeMargin
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}
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req := e.v3order.NewWalletOrderCancelAllRequest(walletType)
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var maxOrders, err = req.Do(ctx)
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if err != nil {
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return nil, err
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@ -327,10 +263,16 @@ func (e *Exchange) CancelAllOrders(ctx context.Context) ([]types.Order, error) {
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}
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func (e *Exchange) CancelOrdersBySymbol(ctx context.Context, symbol string) ([]types.Order, error) {
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var req = e.client.OrderService.NewOrderCancelAllRequest()
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req.Market(toLocalSymbol(symbol))
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market := toLocalSymbol(symbol)
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walletType := maxapi.WalletTypeSpot
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if e.MarginSettings.IsMargin {
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walletType = maxapi.WalletTypeMargin
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}
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var maxOrders, err = req.Do(ctx)
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req := e.v3order.NewWalletOrderCancelAllRequest(walletType)
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req.Market(market)
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maxOrders, err := req.Do(ctx)
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if err != nil {
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return nil, err
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}
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@ -339,10 +281,15 @@ func (e *Exchange) CancelOrdersBySymbol(ctx context.Context, symbol string) ([]t
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}
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func (e *Exchange) CancelOrdersByGroupID(ctx context.Context, groupID uint32) ([]types.Order, error) {
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var req = e.client.OrderService.NewOrderCancelAllRequest()
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walletType := maxapi.WalletTypeSpot
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if e.MarginSettings.IsMargin {
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walletType = maxapi.WalletTypeMargin
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}
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req := e.v3order.NewWalletOrderCancelAllRequest(walletType)
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req.GroupID(groupID)
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var maxOrders, err = req.Do(ctx)
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maxOrders, err := req.Do(ctx)
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if err != nil {
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return nil, err
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}
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@ -351,6 +298,11 @@ func (e *Exchange) CancelOrdersByGroupID(ctx context.Context, groupID uint32) ([
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}
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func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err2 error) {
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walletType := maxapi.WalletTypeSpot
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if e.MarginSettings.IsMargin {
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walletType = maxapi.WalletTypeMargin
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}
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var groupIDs = make(map[uint32]struct{})
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var orphanOrders []types.Order
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for _, o := range orders {
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@ -363,7 +315,7 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
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if len(groupIDs) > 0 {
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for groupID := range groupIDs {
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var req = e.client.OrderService.NewOrderCancelAllRequest()
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req := e.v3order.NewWalletOrderCancelAllRequest(walletType)
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req.GroupID(groupID)
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if _, err := req.Do(ctx); err != nil {
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@ -374,7 +326,7 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
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}
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for _, o := range orphanOrders {
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var req = e.client.OrderService.NewOrderCancelRequest()
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req := e.v3order.NewOrderCancelRequest()
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if o.OrderID > 0 {
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req.Id(o.OrderID)
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} else if len(o.ClientOrderID) > 0 && o.ClientOrderID != types.NoClientOrderID {
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@ -392,7 +344,7 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
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return err2
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}
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func toMaxSubmitOrder(o types.SubmitOrder) (*maxapi.Order, error) {
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func toMaxSubmitOrder(o types.SubmitOrder) (*maxapi.SubmitOrder, error) {
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symbol := toLocalSymbol(o.Symbol)
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orderType, err := toLocalOrderType(o.Type)
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if err != nil {
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@ -411,11 +363,10 @@ func toMaxSubmitOrder(o types.SubmitOrder) (*maxapi.Order, error) {
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quantityString = o.Quantity.String()
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}
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maxOrder := maxapi.Order{
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maxOrder := maxapi.SubmitOrder{
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Market: symbol,
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Side: toLocalSideType(o.Side),
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OrderType: orderType,
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// Price: priceInString,
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Volume: quantityString,
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}
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@ -497,7 +448,7 @@ func (e *Exchange) Withdrawal(ctx context.Context, asset string, amount fixedpoi
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func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) {
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if len(orders) > 1 && len(orders) < 15 {
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var ordersBySymbol = map[string][]maxapi.Order{}
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var ordersBySymbol = map[string][]maxapi.SubmitOrder{}
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for _, o := range orders {
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maxOrder, err := toMaxSubmitOrder(o)
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if err != nil {
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@ -11,6 +11,7 @@ import (
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"github.com/c9s/requestgen"
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"github.com/pkg/errors"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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@ -37,6 +38,13 @@ func init() {
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relUrlV2OrdersMultiOneByOne = mustParseURL("v2/orders/multi/onebyone")
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}
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type WalletType string
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const (
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WalletTypeSpot WalletType = "spot"
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WalletTypeMargin WalletType = "m"
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)
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type OrderStateToQuery int
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const (
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@ -82,25 +90,37 @@ type OrderService struct {
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client *RestClient
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}
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type SubmitOrder struct {
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Side string `json:"side"`
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Market string `json:"market"`
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Price string `json:"price"`
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StopPrice string `json:"stop_price,omitempty"`
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OrderType OrderType `json:"ord_type"`
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Volume string `json:"volume"`
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GroupID uint32 `json:"group_id,omitempty"`
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ClientOID string `json:"client_oid,omitempty"`
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}
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// Order represents one returned order (POST order/GET order/GET orders) on the max platform.
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type Order struct {
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ID uint64 `json:"id,omitempty"`
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WalletType string `json:"wallet_type,omitempty"`
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Side string `json:"side"`
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OrderType OrderType `json:"ord_type"`
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Price string `json:"price,omitempty"`
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StopPrice string `json:"stop_price,omitempty"`
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AveragePrice string `json:"avg_price,omitempty"`
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Price fixedpoint.Value `json:"price,omitempty"`
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StopPrice fixedpoint.Value `json:"stop_price,omitempty"`
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AveragePrice fixedpoint.Value `json:"avg_price,omitempty"`
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State OrderState `json:"state,omitempty"`
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Market string `json:"market,omitempty"`
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Volume string `json:"volume"`
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RemainingVolume string `json:"remaining_volume,omitempty"`
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ExecutedVolume string `json:"executed_volume,omitempty"`
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Volume fixedpoint.Value `json:"volume"`
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RemainingVolume fixedpoint.Value `json:"remaining_volume,omitempty"`
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ExecutedVolume fixedpoint.Value `json:"executed_volume,omitempty"`
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TradesCount int64 `json:"trades_count,omitempty"`
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GroupID uint32 `json:"group_id,omitempty"`
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ClientOID string `json:"client_oid,omitempty"`
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CreatedAt time.Time `json:"-" db:"created_at"`
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CreatedAt time.Time `json:"-"`
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CreatedAtMs types.MillisecondTimestamp `json:"created_at_in_ms,omitempty"`
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InsertedAt time.Time `json:"-" db:"inserted_at"`
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InsertedAt time.Time `json:"-"`
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}
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// Open returns open orders
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@ -210,7 +230,7 @@ func (s *OrderService) All(market string, limit, page int, states ...OrderState)
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type Options map[string]interface{}
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// Create multiple order in a single request
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func (s *OrderService) CreateMulti(market string, orders []Order) (*MultiOrderResponse, error) {
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func (s *OrderService) CreateMulti(market string, orders []SubmitOrder) (*MultiOrderResponse, error) {
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req := s.NewCreateMultiOrderRequest()
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req.Market(market)
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req.AddOrders(orders...)
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@ -271,7 +291,7 @@ type CreateMultiOrderRequest struct {
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market *string
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groupID *uint32
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orders []Order
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orders []SubmitOrder
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}
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func (r *CreateMultiOrderRequest) GroupID(groupID uint32) *CreateMultiOrderRequest {
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@ -284,7 +304,7 @@ func (r *CreateMultiOrderRequest) Market(market string) *CreateMultiOrderRequest
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return r
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}
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func (r *CreateMultiOrderRequest) AddOrders(orders ...Order) *CreateMultiOrderRequest {
|
||||
func (r *CreateMultiOrderRequest) AddOrders(orders ...SubmitOrder) *CreateMultiOrderRequest {
|
||||
r.orders = append(r.orders, orders...)
|
||||
return r
|
||||
}
|
||||
|
|
|
@ -21,7 +21,6 @@ import (
|
|||
"github.com/pkg/errors"
|
||||
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/version"
|
||||
)
|
||||
|
@ -102,8 +101,6 @@ type RestClient struct {
|
|||
OrderService *OrderService
|
||||
RewardService *RewardService
|
||||
WithdrawalService *WithdrawalService
|
||||
|
||||
OrderServiceV3 *v3.OrderService
|
||||
}
|
||||
|
||||
func NewRestClient(baseURL string) *RestClient {
|
||||
|
@ -126,8 +123,6 @@ func NewRestClient(baseURL string) *RestClient {
|
|||
client.RewardService = &RewardService{client}
|
||||
client.WithdrawalService = &WithdrawalService{client}
|
||||
|
||||
client.OrderServiceV3 = &v3.OrderService{Client: client}
|
||||
|
||||
// defaultHttpClient.MaxTokenService = &MaxTokenService{defaultHttpClient}
|
||||
client.initNonce()
|
||||
return client
|
||||
|
|
|
@ -10,12 +10,7 @@ import (
|
|||
maxapi "github.com/c9s/bbgo/pkg/exchange/max/maxapi"
|
||||
)
|
||||
|
||||
type WalletType string
|
||||
|
||||
const (
|
||||
WalletTypeSpot WalletType = "spot"
|
||||
WalletTypeMargin WalletType = "m"
|
||||
)
|
||||
type WalletType = maxapi.WalletType
|
||||
|
||||
type Order = maxapi.Order
|
||||
|
||||
|
@ -28,8 +23,12 @@ func (s *OrderService) NewWalletCreateOrderRequest(walletType WalletType) *Walle
|
|||
return &WalletCreateOrderRequest{client: s.Client, walletType: walletType}
|
||||
}
|
||||
|
||||
func (s *OrderService) NewWalletGetOrderRequest(walletType WalletType) *WalletGetOrderRequest {
|
||||
return &WalletGetOrderRequest{client: s.Client, walletType: walletType}
|
||||
func (s *OrderService) NewWalletGetOrderHistoryRequest(walletType WalletType) *WalletGetOrderHistoryRequest {
|
||||
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 {
|
||||
|
@ -60,20 +59,23 @@ type WalletCreateOrderRequest struct {
|
|||
groupID *string `param:"group_id"`
|
||||
}
|
||||
|
||||
//go:generate GetRequest -url "/api/v3/wallet/:walletType/orders" -type WalletGetOrderRequest -responseType .Order
|
||||
type WalletGetOrderRequest struct {
|
||||
//go:generate GetRequest -url "/api/v3/wallet/:walletType/orders/history" -type WalletGetOrderHistoryRequest -responseType []Order
|
||||
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
|
||||
|
||||
walletType WalletType `param:"walletType,slug,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
|
||||
|
|
|
@ -52,7 +52,7 @@ func (w *WalletCreateOrderRequest) GroupID(groupID string) *WalletCreateOrderReq
|
|||
return w
|
||||
}
|
||||
|
||||
func (w *WalletCreateOrderRequest) WalletType(walletType WalletType) *WalletCreateOrderRequest {
|
||||
func (w *WalletCreateOrderRequest) WalletType(walletType max.WalletType) *WalletCreateOrderRequest {
|
||||
w.walletType = walletType
|
||||
return w
|
||||
}
|
||||
|
@ -190,17 +190,6 @@ func (w *WalletCreateOrderRequest) GetSlugParameters() (map[string]interface{},
|
|||
}
|
||||
// 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
|
||||
|
||||
|
|
|
@ -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
|
||||
}
|
|
@ -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
|
||||
}
|
|
@ -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
|
||||
}
|
|
@ -27,7 +27,7 @@ func (w *WalletOrderCancelAllRequest) GroupID(groupID uint32) *WalletOrderCancel
|
|||
return w
|
||||
}
|
||||
|
||||
func (w *WalletOrderCancelAllRequest) WalletType(walletType WalletType) *WalletOrderCancelAllRequest {
|
||||
func (w *WalletOrderCancelAllRequest) WalletType(walletType max.WalletType) *WalletOrderCancelAllRequest {
|
||||
w.walletType = walletType
|
||||
return w
|
||||
}
|
||||
|
@ -119,17 +119,6 @@ func (w *WalletOrderCancelAllRequest) GetSlugParameters() (map[string]interface{
|
|||
}
|
||||
// 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
|
||||
|
||||
|
|
Loading…
Reference in New Issue
Block a user