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FEATURE: update max api to latest version
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commit
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@ -985,15 +985,10 @@ func (e *Exchange) QueryDepositHistory(
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// QueryTrades
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// QueryTrades
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// For MAX API spec
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// For MAX API spec
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// start_time and end_time need to be within 3 days
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// give from_id -> query trades from this id and order by asc
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// without any parameters -> return trades within 24 hours
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// give timestamp and order is asc -> query trades after timestamp and order by asc
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// give start_time or end_time -> ignore parameter from_id
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// give timestamp and order is desc -> query trades before timestamp and order by desc
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// give start_time or from_id -> order by time asc
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// give end_time -> order by time desc
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// limit should b1 1~1000
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// limit should b1 1~1000
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// For this QueryTrades spec (to be compatible with batch.TradeBatchQuery)
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// give LastTradeID -> ignore start_time (but still can filter the end_time)
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// without any parameters -> return trades within 24 hours
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func (e *Exchange) QueryTrades(
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func (e *Exchange) QueryTrades(
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ctx context.Context, symbol string, options *types.TradeQueryOptions,
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ctx context.Context, symbol string, options *types.TradeQueryOptions,
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) (trades []types.Trade, err error) {
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) (trades []types.Trade, err error) {
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@ -1020,23 +1015,15 @@ func (e *Exchange) QueryTrades(
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// However, we want to use from_id as main parameter for batch.TradeBatchQuery
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// However, we want to use from_id as main parameter for batch.TradeBatchQuery
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if options.LastTradeID > 0 {
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if options.LastTradeID > 0 {
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// MAX uses inclusive last trade ID
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// MAX uses inclusive last trade ID
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req.From(options.LastTradeID)
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req.FromID(options.LastTradeID)
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req.Order("asc")
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} else {
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} else {
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// option's start_time and end_time need to be within 3 days
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if options.StartTime != nil {
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// so if the start_time and end_time is over 3 days, we make end_time down to start_time + 3 days
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req.Timestamp(*options.StartTime)
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if options.StartTime != nil && options.EndTime != nil {
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req.Order("asc")
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endTime := *options.EndTime
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startTime := *options.StartTime
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if endTime.Sub(startTime) > 72*time.Hour {
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startTime := *options.StartTime
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endTime = startTime.Add(72 * time.Hour)
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}
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req.StartTime(startTime)
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req.EndTime(endTime)
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} else if options.StartTime != nil {
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req.StartTime(*options.StartTime)
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} else if options.EndTime != nil {
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} else if options.EndTime != nil {
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req.EndTime(*options.EndTime)
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req.Timestamp(*options.EndTime)
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req.Order("desc")
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}
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}
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}
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}
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@ -1046,6 +1033,14 @@ func (e *Exchange) QueryTrades(
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}
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}
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for _, t := range maxTrades {
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for _, t := range maxTrades {
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if options.StartTime != nil && options.StartTime.After(t.CreatedAt.Time()) {
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continue
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}
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if options.EndTime != nil && options.EndTime.Before(t.CreatedAt.Time()) {
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continue
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}
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localTrades, err := toGlobalTradeV3(t)
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localTrades, err := toGlobalTradeV3(t)
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if err != nil {
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if err != nil {
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log.WithError(err).Errorf("can not convert trade: %+v", t)
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log.WithError(err).Errorf("can not convert trade: %+v", t)
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@ -14,15 +14,15 @@ func (s *Client) NewGetWalletTradesRequest(walletType WalletType) *GetWalletTrad
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return &GetWalletTradesRequest{client: s.Client, walletType: walletType}
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return &GetWalletTradesRequest{client: s.Client, walletType: walletType}
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}
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}
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//go:generate GetRequest -url "/api/v3/wallet/:walletType/trades" -type GetWalletTradesRequest -responseType []Trade
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//go:generate GetRequest -url "/api/v3/wallet/:walletType/new/trades" -type GetWalletTradesRequest -responseType []Trade
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type GetWalletTradesRequest struct {
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type GetWalletTradesRequest struct {
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client requestgen.AuthenticatedAPIClient
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client requestgen.AuthenticatedAPIClient
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walletType WalletType `param:"walletType,slug,required"`
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walletType WalletType `param:"walletType,slug,required"`
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market string `param:"market,required"`
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market string `param:"market,required"`
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from *uint64 `param:"from_id"`
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timestamp *time.Time `param:"timestamp,milliseconds,omitempty"`
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startTime *time.Time `param:"start_time,milliseconds"`
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fromID *uint64 `param:"from_id,omitempty"`
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endTime *time.Time `param:"end_time,milliseconds"`
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order *string `param:"order,omitempty" validValues:"asc,desc"`
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limit *uint64 `param:"limit"`
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limit *uint64 `param:"limit"`
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}
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}
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@ -1,4 +1,4 @@
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// Code generated by "requestgen -method GET -url /api/v3/wallet/:walletType/trades -type GetWalletTradesRequest -responseType []Trade"; DO NOT EDIT.
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// Code generated by "requestgen -debug -method GET -url /api/v3/wallet/:walletType/new/trades -type GetWalletTradesRequest -responseType []"github.com/c9s/bbgo/pkg/exchange/max/maxapi/v3".Trade"; DO NOT EDIT.
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package v3
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package v3
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@ -18,18 +18,18 @@ func (g *GetWalletTradesRequest) Market(market string) *GetWalletTradesRequest {
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return g
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return g
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}
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}
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func (g *GetWalletTradesRequest) From(from uint64) *GetWalletTradesRequest {
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func (g *GetWalletTradesRequest) Timestamp(timestamp time.Time) *GetWalletTradesRequest {
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g.from = &from
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g.timestamp = ×tamp
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return g
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return g
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}
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}
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func (g *GetWalletTradesRequest) StartTime(startTime time.Time) *GetWalletTradesRequest {
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func (g *GetWalletTradesRequest) FromID(fromID uint64) *GetWalletTradesRequest {
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g.startTime = &startTime
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g.fromID = &fromID
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return g
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return g
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}
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}
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func (g *GetWalletTradesRequest) EndTime(endTime time.Time) *GetWalletTradesRequest {
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func (g *GetWalletTradesRequest) Order(order string) *GetWalletTradesRequest {
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g.endTime = &endTime
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g.order = &order
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return g
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return g
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}
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}
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@ -69,30 +69,40 @@ func (g *GetWalletTradesRequest) GetParameters() (map[string]interface{}, error)
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// assign parameter of market
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// assign parameter of market
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params["market"] = market
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params["market"] = market
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// check from field -> json key from_id
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// check timestamp field -> json key timestamp
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if g.from != nil {
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if g.timestamp != nil {
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from := *g.from
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timestamp := *g.timestamp
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// assign parameter of from
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// assign parameter of timestamp
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params["from_id"] = from
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// convert time.Time to milliseconds time stamp
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params["timestamp"] = strconv.FormatInt(timestamp.UnixNano()/int64(time.Millisecond), 10)
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} else {
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} else {
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}
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}
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// check startTime field -> json key start_time
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// check fromID field -> json key from_id
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if g.startTime != nil {
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if g.fromID != nil {
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startTime := *g.startTime
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fromID := *g.fromID
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// assign parameter of startTime
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// assign parameter of fromID
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// convert time.Time to milliseconds time stamp
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params["from_id"] = fromID
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params["start_time"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
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} else {
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} else {
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}
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}
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// check endTime field -> json key end_time
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// check order field -> json key order
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if g.endTime != nil {
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if g.order != nil {
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endTime := *g.endTime
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order := *g.order
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// assign parameter of endTime
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// TEMPLATE check-valid-values
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// convert time.Time to milliseconds time stamp
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switch order {
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params["end_time"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
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case "asc", "desc":
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params["order"] = order
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default:
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return nil, fmt.Errorf("order value %v is invalid", order)
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}
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// END TEMPLATE check-valid-values
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// assign parameter of order
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params["order"] = order
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} else {
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} else {
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}
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}
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// check limit field -> json key limit
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// check limit field -> json key limit
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@ -206,7 +216,7 @@ func (g *GetWalletTradesRequest) Do(ctx context.Context) ([]Trade, error) {
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return nil, err
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return nil, err
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}
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}
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apiURL := "/api/v3/wallet/:walletType/trades"
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apiURL := "/api/v3/wallet/:walletType/new/trades"
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slugs, err := g.GetSlugsMap()
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slugs, err := g.GetSlugsMap()
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if err != nil {
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if err != nil {
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return nil, err
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return nil, err
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