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max: force type check on max.Exchange

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c9s 2023-11-14 15:47:39 +08:00
parent afc864dfc4
commit f223703247
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1 changed files with 28 additions and 8 deletions
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36
pkg/exchange/max/exchange.go
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@ -22,6 +22,10 @@ import (
var log = logrus.WithField("exchange", "max")
func init() {
_ = types.ExchangeTradeHistoryService(&Exchange{})
}
type Exchange struct {
types.MarginSettings
@ -266,12 +270,16 @@ func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders [
}
// lastOrderID is not supported on MAX
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!!! the since/until conditions will not be effected on closed orders query, max exchange does not support time-range-based query")
return e.queryClosedOrdersByLastOrderID(ctx, symbol, lastOrderID)
}
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) {
if err := e.closedOrderQueryLimiter.Wait(ctx); err != nil {
return orders, err
}
@ -429,7 +437,9 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
return err2
}
func (e *Exchange) Withdraw(ctx context.Context, asset string, amount fixedpoint.Value, address string, options *types.WithdrawalOptions) error {
func (e *Exchange) Withdraw(
ctx context.Context, asset string, amount fixedpoint.Value, address string, options *types.WithdrawalOptions,
) error {
asset = toLocalCurrency(asset)
addresses, err := e.client.WithdrawalService.NewGetWithdrawalAddressesRequest().
@ -673,7 +683,9 @@ func (e *Exchange) queryBalances(ctx context.Context, walletType maxapi.WalletTy
return balances, nil
}
func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since, until time.Time) (allWithdraws []types.Withdraw, err error) {
func (e *Exchange) QueryWithdrawHistory(
ctx context.Context, asset string, since, until time.Time,
) (allWithdraws []types.Withdraw, err error) {
startTime := since
limit := 1000
txIDs := map[string]struct{}{}
@ -769,7 +781,9 @@ func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since
return allWithdraws, nil
}
func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since, until time.Time) (allDeposits []types.Deposit, err error) {
func (e *Exchange) QueryDepositHistory(
ctx context.Context, asset string, since, until time.Time,
) (allDeposits []types.Deposit, err error) {
startTime := since
limit := 1000
txIDs := map[string]struct{}{}
@ -846,7 +860,9 @@ func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since,
// For this QueryTrades spec (to be compatible with batch.TradeBatchQuery)
// give LastTradeID -> ignore start_time (but still can filter the end_time)
// without any parameters -> return trades within 24 hours
func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) (trades []types.Trade, err error) {
func (e *Exchange) QueryTrades(
ctx context.Context, symbol string, options *types.TradeQueryOptions,
) (trades []types.Trade, err error) {
if err := e.queryTradeLimiter.Wait(ctx); err != nil {
return nil, err
}
@ -964,7 +980,9 @@ func (e *Exchange) QueryRewards(ctx context.Context, startTime time.Time) ([]typ
// https://max-api.maicoin.com/api/v2/k?market=btctwd&limit=10&period=1&timestamp=1620202440
// The above query will return a kline that starts with 1620202440 (unix timestamp) without endTime.
// We need to calculate the endTime by ourself.
func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) {
func (e *Exchange) QueryKLines(
ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions,
) ([]types.KLine, error) {
if err := e.marketDataLimiter.Wait(ctx); err != nil {
return nil, err
}
@ -1041,7 +1059,9 @@ func (e *Exchange) BorrowMarginAsset(ctx context.Context, asset string, amount f
return nil
}
func (e *Exchange) QueryMarginAssetMaxBorrowable(ctx context.Context, asset string) (amount fixedpoint.Value, err error) {
func (e *Exchange) QueryMarginAssetMaxBorrowable(
ctx context.Context, asset string,
) (amount fixedpoint.Value, err error) {
req := e.v3client.NewGetMarginBorrowingLimitsRequest()
resp, err := req.Do(ctx)
if err != nil {