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Merge pull request #635 from c9s/feature/max-margin-wallet

Browse Source 
feature: max margin wallet
This commit is contained in:
Yo-An Lin 2022-05-27 16:55:30 +08:00 committed by GitHub
commit fd10408fdb
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
38 changed files with 3417 additions and 540 deletions
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15
config/binance-margin.yaml Normal file
View File

@ -0,0 +1,15 @@
---
sessions:
binance_margin_linkusdt:
exchange: binance
margin: true
isolatedMargin: true
isolatedMarginSymbol: LINKUSDT
exchangeStrategies:
- on: binance_margin_linkusdt
dummy:
symbol: LINKUSDT
interval: 1m

13
config/max-margin.yaml Normal file
View File

@ -0,0 +1,13 @@
---
sessions:
max_margin:
exchange: max
margin: true
exchangeStrategies:
- on: max_margin
pricealert:
symbol: LINKUSDT
interval: 1m

21
pkg/exchange/max/convert.go
View File

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

233
pkg/exchange/max/exchange.go
View File

@ -15,9 +15,9 @@ import (
"golang.org/x/time/rate"
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/types"
"github.com/c9s/bbgo/pkg/util"
)
// closedOrderQueryLimiter is used for the closed orders query rate limit, 1 request per second
@ -29,8 +29,12 @@ var marketDataLimiter = rate.NewLimiter(rate.Every(2*time.Second), 10)
var log = logrus.WithField("exchange", "max")
type Exchange struct {
client *maxapi.RestClient
types.MarginSettings
key, secret string
client *maxapi.RestClient
v3order *v3.OrderService
}
func New(key, secret string) *Exchange {
@ -42,9 +46,10 @@ func New(key, secret string) *Exchange {
client := maxapi.NewRestClient(baseURL)
client.Auth(key, secret)
return &Exchange{
client: client,
key: key,
secret: secret,
client: client,
key: key,
secret: secret,
v3order: &v3.OrderService{Client: client},
}
}
@ -155,7 +160,9 @@ func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
}
func (e *Exchange) NewStream() types.Stream {
return NewStream(e.key, e.secret)
stream := NewStream(e.key, e.secret)
stream.MarginSettings = e.MarginSettings
return stream
}
func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.Order, error) {
@ -164,7 +171,7 @@ func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.O
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 {
return nil, err
}
@ -173,7 +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) {
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 {
return orders, err
}
@ -194,14 +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) {
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")
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.queryRecentlyClosedOrders(ctx, symbol, since, until)
}
func (e *Exchange) queryClosedOrdersByLastOrderID(ctx context.Context, symbol string, lastOrderID uint64) (orders []types.Order, err error) {
@ -209,13 +215,19 @@ func (e *Exchange) queryClosedOrdersByLastOrderID(ctx context.Context, symbol st
return orders, err
}
req := e.client.OrderService.NewGetOrderHistoryRequest()
req.Market(toLocalSymbol(symbol))
market := toLocalSymbol(symbol)
walletType := maxapi.WalletTypeSpot
if e.MarginSettings.IsMargin {
walletType = maxapi.WalletTypeMargin
}
req := e.v3order.NewWalletGetOrderHistoryRequest(walletType).Market(market)
if lastOrderID == 0 {
lastOrderID = 1
}
req.FromID(lastOrderID)
maxOrders, err := req.Do(ctx)
if err != nil {
return orders, err
@ -228,154 +240,20 @@ func (e *Exchange) queryClosedOrdersByLastOrderID(ctx context.Context, symbol st
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)
}
// always sort the orders by creation time
sort.Slice(orders, func(i, j int) bool {
return orders[i].CreationTime.Before(orders[j].CreationTime.Time())
})
orders = types.SortOrderAscending(orders)
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
log.Debugf("sorting %d orders", len(orders))
sort.Slice(orders, func(i, j int) bool {
return orders[i].CreationTime.Time().Before(orders[j].CreationTime.Time())
})
return orders, err
}
func (e *Exchange) queryAllClosedOrders(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)
page := 1
for {
if err := closedOrderQueryLimiter.Wait(ctx); err != nil {
return nil, err
}
log.Infof("querying %s closed orders from page %d ~ ", symbol, page)
maxOrders, err := e.client.OrderService.Closed(toLocalSymbol(symbol), maxapi.QueryOrderOptions{
Limit: limit,
Page: page,
})
if err != nil {
return orders, err
}
if len(maxOrders) == 0 {
return orders, err
}
// ensure everything is ascending ordered
sort.Slice(maxOrders, func(i, j int) bool {
return maxOrders[i].CreatedAtMs.Time().Before(maxOrders[j].CreatedAtMs.Time())
})
log.Debugf("%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())
continue
}
if maxOrder.CreatedAtMs.Time().After(until) {
return orders, err
}
order, err := toGlobalOrder(maxOrder)
if err != nil {
return orders, err
}
if _, ok := orderIDs[order.OrderID]; ok {
log.Debugf("skipping duplicated order: %d", order.OrderID)
}
orderIDs[order.OrderID] = struct{}{}
orders = append(orders, *order)
log.Debugf("order %+v", order)
}
page++
}
return orders, err
}
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)
if err != nil {
return nil, err
@ -385,10 +263,16 @@ func (e *Exchange) CancelAllOrders(ctx context.Context) ([]types.Order, error) {
}
func (e *Exchange) CancelOrdersBySymbol(ctx context.Context, symbol string) ([]types.Order, error) {
var req = e.client.OrderService.NewOrderCancelAllRequest()
req.Market(toLocalSymbol(symbol))
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 {
return nil, err
}
@ -397,10 +281,15 @@ func (e *Exchange) CancelOrdersBySymbol(ctx context.Context, symbol string) ([]t
}
func (e *Exchange) CancelOrdersByGroupID(ctx context.Context, groupID uint32) ([]types.Order, error) {
var req = e.client.OrderService.NewOrderCancelAllRequest()
walletType := maxapi.WalletTypeSpot
if e.MarginSettings.IsMargin {
walletType = maxapi.WalletTypeMargin
}
req := e.v3order.NewWalletOrderCancelAllRequest(walletType)
req.GroupID(groupID)
var maxOrders, err = req.Do(ctx)
maxOrders, err := req.Do(ctx)
if err != nil {
return nil, err
}
@ -409,6 +298,11 @@ func (e *Exchange) CancelOrdersByGroupID(ctx context.Context, groupID uint32) ([
}
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 orphanOrders []types.Order
for _, o := range orders {
@ -421,7 +315,7 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
if len(groupIDs) > 0 {
for groupID := range groupIDs {
var req = e.client.OrderService.NewOrderCancelAllRequest()
req := e.v3order.NewWalletOrderCancelAllRequest(walletType)
req.GroupID(groupID)
if _, err := req.Do(ctx); err != nil {
@ -432,7 +326,7 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
}
for _, o := range orphanOrders {
var req = e.client.OrderService.NewOrderCancelRequest()
req := e.v3order.NewOrderCancelRequest()
if o.OrderID > 0 {
req.Id(o.OrderID)
} else if len(o.ClientOrderID) > 0 && o.ClientOrderID != types.NoClientOrderID {
@ -450,7 +344,7 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
return err2
}
func toMaxSubmitOrder(o types.SubmitOrder) (*maxapi.Order, error) {
func toMaxSubmitOrder(o types.SubmitOrder) (*maxapi.SubmitOrder, error) {
symbol := toLocalSymbol(o.Symbol)
orderType, err := toLocalOrderType(o.Type)
if err != nil {
@ -469,12 +363,11 @@ func toMaxSubmitOrder(o types.SubmitOrder) (*maxapi.Order, error) {
quantityString = o.Quantity.String()
}
maxOrder := maxapi.Order{
maxOrder := maxapi.SubmitOrder{
Market: symbol,
Side: toLocalSideType(o.Side),
OrderType: orderType,
// Price: priceInString,
Volume: quantityString,
Volume: quantityString,
}
if o.GroupID > 0 {
@ -555,7 +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) {
if len(orders) > 1 && len(orders) < 15 {
var ordersBySymbol = map[string][]maxapi.Order{}
var ordersBySymbol = map[string][]maxapi.SubmitOrder{}
for _, o := range orders {
maxOrder, err := toMaxSubmitOrder(o)
if err != nil {

1
pkg/exchange/max/maxapi/account.go
View File

@ -2,6 +2,7 @@ package max
//go:generate -command GetRequest requestgen -method GET
//go:generate -command PostRequest requestgen -method POST
//go:generate -command DeleteRequest requestgen -method DELETE
import (
"github.com/c9s/requestgen"

11
pkg/exchange/max/maxapi/auth.go
View File

@ -1,11 +1,12 @@
package max
type AuthMessage struct {
Action string `json:"action"`
APIKey string `json:"apiKey"`
Nonce int64 `json:"nonce"`
Signature string `json:"signature"`
ID string `json:"id"`
Action string `json:"action,omitempty"`
APIKey string `json:"apiKey,omitempty"`
Nonce int64 `json:"nonce,omitempty"`
Signature string `json:"signature,omitempty"`
ID string `json:"id,omitempty"`
Filters []string `json:"filters,omitempty"`
}
type AuthEvent struct {

36
pkg/exchange/max/maxapi/create_order_request_requestgen.go
View File

@ -56,8 +56,8 @@ func (c *CreateOrderRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for k, v := range params {
query.Add(k, fmt.Sprintf("%v", v))
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
@ -149,13 +149,13 @@ func (c *CreateOrderRequest) GetParametersQuery() (url.Values, error) {
return query, err
}
for k, v := range params {
if c.isVarSlice(v) {
c.iterateSlice(v, func(it interface{}) {
query.Add(k+"[]", fmt.Sprintf("%v", it))
for _k, _v := range params {
if c.isVarSlice(_v) {
c.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(k, fmt.Sprintf("%v", v))
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
@ -180,24 +180,24 @@ func (c *CreateOrderRequest) GetSlugParameters() (map[string]interface{}, error)
}
func (c *CreateOrderRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for k, v := range slugs {
needleRE := regexp.MustCompile(":" + k + "\\b")
url = needleRE.ReplaceAllString(url, v)
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (c *CreateOrderRequest) iterateSlice(slice interface{}, f func(it interface{})) {
func (c *CreateOrderRequest) 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)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (c *CreateOrderRequest) isVarSlice(v interface{}) bool {
rt := reflect.TypeOf(v)
func (c *CreateOrderRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
@ -212,8 +212,8 @@ func (c *CreateOrderRequest) GetSlugsMap() (map[string]string, error) {
return slugs, nil
}
for k, v := range params {
slugs[k] = fmt.Sprintf("%v", v)
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil

36
pkg/exchange/max/maxapi/get_order_history_request_requestgen.go
View File

@ -31,8 +31,8 @@ func (g *GetOrderHistoryRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for k, v := range params {
query.Add(k, fmt.Sprintf("%v", v))
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
@ -75,13 +75,13 @@ func (g *GetOrderHistoryRequest) GetParametersQuery() (url.Values, error) {
return query, err
}
for k, v := range params {
if g.isVarSlice(v) {
g.iterateSlice(v, func(it interface{}) {
query.Add(k+"[]", fmt.Sprintf("%v", it))
for _k, _v := range params {
if g.isVarSlice(_v) {
g.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(k, fmt.Sprintf("%v", v))
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
@ -106,24 +106,24 @@ func (g *GetOrderHistoryRequest) GetSlugParameters() (map[string]interface{}, er
}
func (g *GetOrderHistoryRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for k, v := range slugs {
needleRE := regexp.MustCompile(":" + k + "\\b")
url = needleRE.ReplaceAllString(url, v)
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (g *GetOrderHistoryRequest) iterateSlice(slice interface{}, f func(it interface{})) {
func (g *GetOrderHistoryRequest) 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)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (g *GetOrderHistoryRequest) isVarSlice(v interface{}) bool {
rt := reflect.TypeOf(v)
func (g *GetOrderHistoryRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
@ -138,8 +138,8 @@ func (g *GetOrderHistoryRequest) GetSlugsMap() (map[string]string, error) {
return slugs, nil
}
for k, v := range params {
slugs[k] = fmt.Sprintf("%v", v)
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil

36
pkg/exchange/max/maxapi/get_order_request_requestgen.go
View File

@ -26,8 +26,8 @@ func (g *GetOrderRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for k, v := range params {
query.Add(k, fmt.Sprintf("%v", v))
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
@ -65,13 +65,13 @@ func (g *GetOrderRequest) GetParametersQuery() (url.Values, error) {
return query, err
}
for k, v := range params {
if g.isVarSlice(v) {
g.iterateSlice(v, func(it interface{}) {
query.Add(k+"[]", fmt.Sprintf("%v", it))
for _k, _v := range params {
if g.isVarSlice(_v) {
g.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(k, fmt.Sprintf("%v", v))
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
@ -96,24 +96,24 @@ func (g *GetOrderRequest) GetSlugParameters() (map[string]interface{}, error) {
}
func (g *GetOrderRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for k, v := range slugs {
needleRE := regexp.MustCompile(":" + k + "\\b")
url = needleRE.ReplaceAllString(url, v)
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (g *GetOrderRequest) iterateSlice(slice interface{}, f func(it interface{})) {
func (g *GetOrderRequest) 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)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (g *GetOrderRequest) isVarSlice(v interface{}) bool {
rt := reflect.TypeOf(v)
func (g *GetOrderRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
@ -128,8 +128,8 @@ func (g *GetOrderRequest) GetSlugsMap() (map[string]string, error) {
return slugs, nil
}
for k, v := range params {
slugs[k] = fmt.Sprintf("%v", v)
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil

36
pkg/exchange/max/maxapi/get_orders_request_requestgen.go
View File

@ -56,8 +56,8 @@ func (g *GetOrdersRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for k, v := range params {
query.Add(k, fmt.Sprintf("%v", v))
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
@ -141,13 +141,13 @@ func (g *GetOrdersRequest) GetParametersQuery() (url.Values, error) {
return query, err
}
for k, v := range params {
if g.isVarSlice(v) {
g.iterateSlice(v, func(it interface{}) {
query.Add(k+"[]", fmt.Sprintf("%v", it))
for _k, _v := range params {
if g.isVarSlice(_v) {
g.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(k, fmt.Sprintf("%v", v))
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
@ -172,24 +172,24 @@ func (g *GetOrdersRequest) GetSlugParameters() (map[string]interface{}, error) {
}
func (g *GetOrdersRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for k, v := range slugs {
needleRE := regexp.MustCompile(":" + k + "\\b")
url = needleRE.ReplaceAllString(url, v)
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (g *GetOrdersRequest) iterateSlice(slice interface{}, f func(it interface{})) {
func (g *GetOrdersRequest) 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)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (g *GetOrdersRequest) isVarSlice(v interface{}) bool {
rt := reflect.TypeOf(v)
func (g *GetOrdersRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
@ -204,8 +204,8 @@ func (g *GetOrdersRequest) GetSlugsMap() (map[string]string, error) {
return slugs, nil
}
for k, v := range params {
slugs[k] = fmt.Sprintf("%v", v)
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil

57
pkg/exchange/max/maxapi/order.go
View File

@ -11,14 +11,14 @@ import (
"github.com/c9s/requestgen"
"github.com/pkg/errors"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
var relUrlV2Order *url.URL
var relUrlV2Orders *url.URL
var relUrlV2OrdersClear *url.URL
var relUrlV2OrdersDelete *url.URL
var relUrlV2OrdersMultiOneByOne, relUrlV2OrderDelete *url.URL
var (
relUrlV2Orders *url.URL
relUrlV2OrdersMultiOneByOne *url.URL
)
func mustParseURL(s string) *url.URL {
u, err := url.Parse(s)
@ -29,14 +29,17 @@ func mustParseURL(s string) *url.URL {
}
func init() {
relUrlV2Order = mustParseURL("v2/order")
relUrlV2OrderDelete = mustParseURL("v2/order/delete")
relUrlV2Orders = mustParseURL("v2/orders")
relUrlV2OrdersClear = mustParseURL("v2/orders/clear")
relUrlV2OrdersDelete = mustParseURL("v2/orders/delete")
relUrlV2OrdersMultiOneByOne = mustParseURL("v2/orders/multi/onebyone")
}
type WalletType string
const (
WalletTypeSpot WalletType = "spot"
WalletTypeMargin WalletType = "m"
)
type OrderStateToQuery int
const (
@ -82,25 +85,37 @@ type OrderService struct {
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.
type Order struct {
ID uint64 `json:"id,omitempty"`
WalletType string `json:"wallet_type,omitempty"`
Side string `json:"side"`
OrderType OrderType `json:"ord_type"`
Price string `json:"price,omitempty"`
StopPrice string `json:"stop_price,omitempty"`
AveragePrice string `json:"avg_price,omitempty"`
Price fixedpoint.Value `json:"price,omitempty"`
StopPrice fixedpoint.Value `json:"stop_price,omitempty"`
AveragePrice fixedpoint.Value `json:"avg_price,omitempty"`
State OrderState `json:"state,omitempty"`
Market string `json:"market,omitempty"`
Volume string `json:"volume"`
RemainingVolume string `json:"remaining_volume,omitempty"`
ExecutedVolume string `json:"executed_volume,omitempty"`
Volume fixedpoint.Value `json:"volume"`
RemainingVolume fixedpoint.Value `json:"remaining_volume,omitempty"`
ExecutedVolume fixedpoint.Value `json:"executed_volume,omitempty"`
TradesCount int64 `json:"trades_count,omitempty"`
GroupID uint32 `json:"group_id,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"`
InsertedAt time.Time `json:"-" db:"inserted_at"`
InsertedAt time.Time `json:"-"`
}
// Open returns open orders
@ -147,7 +162,7 @@ func (s *OrderService) Open(market string, options QueryOrderOptions) ([]Order,
type GetOrderHistoryRequest struct {
client requestgen.AuthenticatedAPIClient
market string `param:"market"`
market string `param:"market"`
fromID *uint64 `param:"from_id"`
limit *uint `param:"limit"`
}
@ -210,7 +225,7 @@ func (s *OrderService) All(market string, limit, page int, states ...OrderState)
type Options map[string]interface{}
// 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.Market(market)
req.AddOrders(orders...)
@ -271,7 +286,7 @@ type CreateMultiOrderRequest struct {
market *string
groupID *uint32
orders []Order
orders []SubmitOrder
}
func (r *CreateMultiOrderRequest) GroupID(groupID uint32) *CreateMultiOrderRequest {
@ -284,7 +299,7 @@ func (r *CreateMultiOrderRequest) Market(market string) *CreateMultiOrderRequest
return r
}
func (r *CreateMultiOrderRequest) AddOrders(orders ...Order) *CreateMultiOrderRequest {
func (r *CreateMultiOrderRequest) AddOrders(orders ...SubmitOrder) *CreateMultiOrderRequest {
r.orders = append(r.orders, orders...)
return r
}

36
pkg/exchange/max/maxapi/order_cancel_all_request_requestgen.go
View File

@ -31,8 +31,8 @@ func (o *OrderCancelAllRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for k, v := range params {
query.Add(k, fmt.Sprintf("%v", v))
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
@ -78,13 +78,13 @@ func (o *OrderCancelAllRequest) GetParametersQuery() (url.Values, error) {
return query, err
}
for k, v := range params {
if o.isVarSlice(v) {
o.iterateSlice(v, func(it interface{}) {
query.Add(k+"[]", fmt.Sprintf("%v", it))
for _k, _v := range params {
if o.isVarSlice(_v) {
o.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(k, fmt.Sprintf("%v", v))
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
@ -109,24 +109,24 @@ func (o *OrderCancelAllRequest) GetSlugParameters() (map[string]interface{}, err
}
func (o *OrderCancelAllRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for k, v := range slugs {
needleRE := regexp.MustCompile(":" + k + "\\b")
url = needleRE.ReplaceAllString(url, v)
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (o *OrderCancelAllRequest) iterateSlice(slice interface{}, f func(it interface{})) {
func (o *OrderCancelAllRequest) 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)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (o *OrderCancelAllRequest) isVarSlice(v interface{}) bool {
rt := reflect.TypeOf(v)
func (o *OrderCancelAllRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
@ -141,8 +141,8 @@ func (o *OrderCancelAllRequest) GetSlugsMap() (map[string]string, error) {
return slugs, nil
}
for k, v := range params {
slugs[k] = fmt.Sprintf("%v", v)
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil

36
pkg/exchange/max/maxapi/order_cancel_request_requestgen.go
View File

@ -26,8 +26,8 @@ func (o *OrderCancelRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for k, v := range params {
query.Add(k, fmt.Sprintf("%v", v))
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
@ -65,13 +65,13 @@ func (o *OrderCancelRequest) GetParametersQuery() (url.Values, error) {
return query, err
}
for k, v := range params {
if o.isVarSlice(v) {
o.iterateSlice(v, func(it interface{}) {
query.Add(k+"[]", fmt.Sprintf("%v", it))
for _k, _v := range params {
if o.isVarSlice(_v) {
o.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(k, fmt.Sprintf("%v", v))
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
@ -96,24 +96,24 @@ func (o *OrderCancelRequest) GetSlugParameters() (map[string]interface{}, error)
}
func (o *OrderCancelRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for k, v := range slugs {
needleRE := regexp.MustCompile(":" + k + "\\b")
url = needleRE.ReplaceAllString(url, v)
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (o *OrderCancelRequest) iterateSlice(slice interface{}, f func(it interface{})) {
func (o *OrderCancelRequest) 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)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (o *OrderCancelRequest) isVarSlice(v interface{}) bool {
rt := reflect.TypeOf(v)
func (o *OrderCancelRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
@ -128,8 +128,8 @@ func (o *OrderCancelRequest) GetSlugsMap() (map[string]string, error) {
return slugs, nil
}
for k, v := range params {
slugs[k] = fmt.Sprintf("%v", v)
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil

30
pkg/exchange/max/maxapi/public.go
View File

@ -3,7 +3,6 @@ package max
import (
"context"
"fmt"
"io/ioutil"
"net/url"
"strconv"
"strings"
@ -21,14 +20,16 @@ type PublicService struct {
}
type Market struct {
ID string `json:"id"`
Name string `json:"name"`
BaseUnit string `json:"base_unit"`
BaseUnitPrecision int `json:"base_unit_precision"`
QuoteUnit string `json:"quote_unit"`
QuoteUnitPrecision int `json:"quote_unit_precision"`
ID string `json:"id"`
Name string `json:"name"`
Status string `json:"market_status"` // active
BaseUnit string `json:"base_unit"`
BaseUnitPrecision int `json:"base_unit_precision"`
QuoteUnit string `json:"quote_unit"`
QuoteUnitPrecision int `json:"quote_unit_precision"`
MinBaseAmount fixedpoint.Value `json:"min_base_amount"`
MinQuoteAmount fixedpoint.Value `json:"min_quote_amount"`
SupportMargin bool `json:"m_wallet_supported"`
}
type Ticker struct {
@ -256,23 +257,12 @@ func (s *PublicService) KLines(symbol string, resolution string, start time.Time
return nil, fmt.Errorf("request build error: %s", err.Error())
}
resp, err := s.client.Do(req)
resp, err := s.client.SendRequest(req)
if err != nil {
return nil, fmt.Errorf("request failed: %s", err.Error())
}
defer func() {
if err := resp.Body.Close(); err != nil {
logger.WithError(err).Error("failed to close resp body")
}
}()
body, err := ioutil.ReadAll(resp.Body)
if err != nil {
return nil, err
}
return parseKLines(body, symbol, resolution, interval)
return parseKLines(resp.Body, symbol, resolution, interval)
}
func parseKLines(payload []byte, symbol, resolution string, interval Interval) (klines []KLine, err error) {

240
pkg/exchange/max/maxapi/restapi.go
View File

@ -1,7 +1,6 @@
package max
import (
"bytes"
"context"
"crypto/hmac"
"crypto/sha256"
@ -9,11 +8,9 @@ import (
"encoding/hex"
"encoding/json"
"fmt"
"io/ioutil"
"math"
"net"
"net/http"
"net/http/httputil"
"net/url"
"regexp"
"strings"
@ -40,18 +37,11 @@ const (
TimestampSince = 1535760000
)
var debugRequestDump = false
var debugMaxRequestPayload = false
var addUserAgentHeader = true
var httpTransportMaxIdleConnsPerHost = http.DefaultMaxIdleConnsPerHost
var httpTransportMaxIdleConns = 100
var httpTransportIdleConnTimeout = 90 * time.Second
func init() {
debugMaxRequestPayload, _ = util.GetEnvVarBool("DEBUG_MAX_REQUEST_PAYLOAD")
debugRequestDump, _ = util.GetEnvVarBool("DEBUG_MAX_REQUEST")
addUserAgentHeader, _ = util.GetEnvVarBool("DISABLE_MAX_USER_AGENT_HEADER")
if val, ok := util.GetEnvVarInt("HTTP_TRANSPORT_MAX_IDLE_CONNS_PER_HOST"); ok {
httpTransportMaxIdleConnsPerHost = val
@ -80,14 +70,30 @@ var serverTimestamp = time.Now().Unix()
// reqCount is used for nonce, this variable counts the API request count.
var reqCount int64 = 1
// create an isolated http httpTransport rather than the default one
var httpTransport = &http.Transport{
Proxy: http.ProxyFromEnvironment,
DialContext: (&net.Dialer{
Timeout: 10 * time.Second,
KeepAlive: 30 * time.Second,
}).DialContext,
ForceAttemptHTTP2: true,
MaxIdleConns: httpTransportMaxIdleConns,
MaxIdleConnsPerHost: httpTransportMaxIdleConnsPerHost,
IdleConnTimeout: httpTransportIdleConnTimeout,
TLSHandshakeTimeout: 10 * time.Second,
ExpectContinueTimeout: 1 * time.Second,
}
var defaultHttpClient = &http.Client{
Timeout: defaultHTTPTimeout,
Transport: httpTransport,
}
type RestClient struct {
client *http.Client
requestgen.BaseAPIClient
BaseURL *url.URL
// Authentication
APIKey string
APISecret string
APIKey, APISecret string
AccountService *AccountService
PublicService *PublicService
@ -95,21 +101,19 @@ type RestClient struct {
OrderService *OrderService
RewardService *RewardService
WithdrawalService *WithdrawalService
// OrderBookService *OrderBookService
// MaxTokenService *MaxTokenService
// MaxKLineService *KLineService
// CreditService *CreditService
}
func NewRestClientWithHttpClient(baseURL string, httpClient *http.Client) *RestClient {
func NewRestClient(baseURL string) *RestClient {
u, err := url.Parse(baseURL)
if err != nil {
panic(err)
}
var client = &RestClient{
client: httpClient,
BaseURL: u,
BaseAPIClient: requestgen.BaseAPIClient{
HttpClient: defaultHttpClient,
BaseURL: u,
},
}
client.AccountService = &AccountService{client}
@ -119,35 +123,11 @@ func NewRestClientWithHttpClient(baseURL string, httpClient *http.Client) *RestC
client.RewardService = &RewardService{client}
client.WithdrawalService = &WithdrawalService{client}
// client.MaxTokenService = &MaxTokenService{client}
// defaultHttpClient.MaxTokenService = &MaxTokenService{defaultHttpClient}
client.initNonce()
return client
}
func NewRestClient(baseURL string) *RestClient {
// create an isolated http transport rather than the default one
transport := &http.Transport{
Proxy: http.ProxyFromEnvironment,
DialContext: (&net.Dialer{
Timeout: 10 * time.Second,
KeepAlive: 30 * time.Second,
}).DialContext,
ForceAttemptHTTP2: true,
MaxIdleConns: httpTransportMaxIdleConns,
MaxIdleConnsPerHost: httpTransportMaxIdleConnsPerHost,
IdleConnTimeout: httpTransportIdleConnTimeout,
TLSHandshakeTimeout: 10 * time.Second,
ExpectContinueTimeout: 1 * time.Second,
}
client := &http.Client{
Timeout: defaultHTTPTimeout,
Transport: transport,
}
return NewRestClientWithHttpClient(baseURL, client)
}
// Auth sets api key and secret for usage is requests that requires authentication.
func (c *RestClient) Auth(key string, secret string) *RestClient {
c.APIKey = key
@ -175,45 +155,20 @@ func (c *RestClient) getNonce() int64 {
return (seconds+timeOffset)*1000 - 1 + int64(math.Mod(float64(rc), 1000.0))
}
// NewRequest create new API request. Relative url can be provided in refURL.
func (c *RestClient) NewRequest(ctx context.Context, method string, refURL string, params url.Values, payload interface{}) (*http.Request, error) {
rel, err := url.Parse(refURL)
if err != nil {
return nil, err
}
if params != nil {
rel.RawQuery = params.Encode()
}
var req *http.Request
u := c.BaseURL.ResolveReference(rel)
body, err := castPayload(payload)
if err != nil {
return nil, err
}
req, err = http.NewRequest(method, u.String(), bytes.NewReader(body))
if err != nil {
return nil, err
}
req = req.WithContext(ctx)
if addUserAgentHeader {
req.Header.Add("User-Agent", UserAgent)
}
return req, nil
}
func (c *RestClient) NewAuthenticatedRequest(ctx context.Context, m string, refURL string, params url.Values, payload interface{}) (*http.Request, error) {
return c.newAuthenticatedRequest(ctx, m, refURL, params, payload, nil)
}
// newAuthenticatedRequest creates new http request for authenticated routes.
func (c *RestClient) newAuthenticatedRequest(ctx context.Context, m string, refURL string, params url.Values, data interface{}, rel *url.URL) (*http.Request, error) {
if len(c.APIKey) == 0 {
return nil, errors.New("empty api key")
}
if len(c.APISecret) == 0 {
return nil, errors.New("empty api secret")
}
var err error
if rel == nil {
rel, err = url.Parse(refURL)
@ -223,22 +178,13 @@ func (c *RestClient) newAuthenticatedRequest(ctx context.Context, m string, refU
}
var p []byte
var payload map[string]interface{}
var payload = map[string]interface{}{
"nonce": c.getNonce(),
"path": c.BaseURL.ResolveReference(rel).Path,
}
switch d := data.(type) {
case nil:
payload = map[string]interface{}{
"nonce": c.getNonce(),
"path": c.BaseURL.ResolveReference(rel).Path,
}
case map[string]interface{}:
payload = map[string]interface{}{
"nonce": c.getNonce(),
"path": c.BaseURL.ResolveReference(rel).Path,
}
for k, v := range d {
payload[k] = v
}
@ -258,22 +204,6 @@ func (c *RestClient) newAuthenticatedRequest(ctx context.Context, m string, refU
return nil, err
}
if debugMaxRequestPayload {
log.Infof("request payload: %s", p)
}
if err != nil {
return nil, err
}
if len(c.APIKey) == 0 {
return nil, errors.New("empty api key")
}
if len(c.APISecret) == 0 {
return nil, errors.New("empty api secret")
}
req, err := c.NewRequest(ctx, m, refURL, params, p)
if err != nil {
return nil, err
@ -286,95 +216,16 @@ func (c *RestClient) newAuthenticatedRequest(ctx context.Context, m string, refU
req.Header.Add("X-MAX-PAYLOAD", encoded)
req.Header.Add("X-MAX-SIGNATURE", signPayload(encoded, c.APISecret))
if debugRequestDump {
dump, err2 := httputil.DumpRequestOut(req, true)
if err2 != nil {
log.Errorf("dump request error: %v", err2)
} else {
fmt.Printf("REQUEST:\n%s", dump)
}
}
return req, nil
}
func signPayload(payload string, secret string) string {
var sig = hmac.New(sha256.New, []byte(secret))
_, err := sig.Write([]byte(payload))
if err != nil {
return ""
}
return hex.EncodeToString(sig.Sum(nil))
}
func (c *RestClient) Do(req *http.Request) (resp *http.Response, err error) {
return c.client.Do(req)
}
// SendRequest sends the request to the API server and handle the response
func (c *RestClient) SendRequest(req *http.Request) (*requestgen.Response, error) {
resp, err := c.client.Do(req)
if err != nil {
return nil, err
}
// newResponse reads the response body and return a new Response object
response, err := requestgen.NewResponse(resp)
if err != nil {
return response, err
}
// Check error, if there is an error, return the ErrorResponse struct type
if response.IsError() {
errorResponse, err := ToErrorResponse(response)
if err != nil {
return response, err
}
return response, errorResponse
}
return response, nil
}
func (c *RestClient) sendAuthenticatedRequest(m string, refURL string, data map[string]interface{}) (*requestgen.Response, error) {
req, err := c.newAuthenticatedRequest(nil, m, refURL, nil, data, nil)
if err != nil {
return nil, err
}
response, err := c.SendRequest(req)
if err != nil {
return nil, err
}
return response, err
}
// get sends GET http request to the api endpoint, the urlPath must start with a slash '/'
func (c *RestClient) get(urlPath string, values url.Values) ([]byte, error) {
var reqURL = c.BaseURL.String() + urlPath
// Create request
req, err := http.NewRequest("GET", reqURL, nil)
if err != nil {
return nil, fmt.Errorf("could not init request: %s", err.Error())
}
req.URL.RawQuery = values.Encode()
req.Header.Add("User-Agent", UserAgent)
// Execute request
resp, err := c.client.Do(req)
if err != nil {
return nil, fmt.Errorf("could not execute request: %s", err.Error())
}
defer resp.Body.Close()
// Load request
body, err := ioutil.ReadAll(resp.Body)
if err != nil {
return nil, fmt.Errorf("could not read response: %s", err.Error())
}
return body, nil
return c.SendRequest(req)
}
// ErrorResponse is the custom error type that is returned if the API returns an
@ -439,3 +290,12 @@ func castPayload(payload interface{}) ([]byte, error) {
body, err := json.Marshal(payload)
return body, err
}
func signPayload(payload string, secret string) string {
var sig = hmac.New(sha256.New, []byte(secret))
_, err := sig.Write([]byte(payload))
if err != nil {
return ""
}
return hex.EncodeToString(sig.Sum(nil))
}

69
pkg/exchange/max/maxapi/userdata.go
View File

@ -2,6 +2,7 @@ package max
import (
"encoding/json"
"fmt"
"strings"
"github.com/pkg/errors"
@ -38,6 +39,7 @@ type OrderUpdate struct {
GroupID uint32 `json:"gi"`
ClientOID string `json:"ci"`
CreatedAtMs int64 `json:"T"`
UpdateTime int64 `json:"TU"`
}
type OrderUpdateEvent struct {
@ -64,6 +66,7 @@ func parserOrderUpdate(v *fastjson.Value) OrderUpdate {
GroupID: uint32(v.GetInt("gi")),
ClientOID: string(v.GetStringBytes("ci")),
CreatedAtMs: v.GetInt64("T"),
UpdateTime: v.GetInt64("TU"),
}
}
@ -109,6 +112,7 @@ type TradeUpdate struct {
Fee string `json:"f"`
FeeCurrency string `json:"fc"`
Timestamp int64 `json:"T"`
UpdateTime int64 `json:"TU"`
OrderID uint64 `json:"oi"`
@ -125,6 +129,7 @@ func parseTradeUpdate(v *fastjson.Value) TradeUpdate {
Fee: string(v.GetStringBytes("f")),
FeeCurrency: string(v.GetStringBytes("fc")),
Timestamp: v.GetInt64("T"),
UpdateTime: v.GetInt64("TU"),
OrderID: v.GetUint64("oi"),
Maker: v.GetBool("m"),
}
@ -198,22 +203,76 @@ func parseAuthEvent(v *fastjson.Value) (*AuthEvent, error) {
return &e, err
}
type ADRatio struct {
ADRatio fixedpoint.Value `json:"ad"`
AssetInUSDT fixedpoint.Value `json:"as"`
DebtInUSDT fixedpoint.Value `json:"db"`
IndexPrices []struct {
Market string `json:"M"`
Price fixedpoint.Value `json:"p"`
} `json:"idxp"`
TU types.MillisecondTimestamp `json:"TU"`
}
func (r *ADRatio) String() string {
return fmt.Sprintf("ADRatio: %v Asset: %v USDT, Debt: %v USDT (Mark Prices: %+v)", r.ADRatio, r.AssetInUSDT, r.DebtInUSDT, r.IndexPrices)
}
type ADRatioEvent struct {
ADRatio ADRatio `json:"ad"`
}
func parseADRatioEvent(v *fastjson.Value) (*ADRatioEvent, error) {
o := v.String()
e := ADRatioEvent{}
err := json.Unmarshal([]byte(o), &e)
return &e, err
}
type Debt struct {
Currency string `json:"cu"`
DebtPrincipal fixedpoint.Value `json:"dbp"`
DebtInterest fixedpoint.Value `json:"dbi"`
TU types.MillisecondTimestamp `json:"TU"`
}
func (d *Debt) String() string {
return fmt.Sprintf("Debt %s %v (Interest %v)", d.Currency, d.DebtPrincipal, d.DebtInterest)
}
type DebtEvent struct {
Debts []Debt `json:"db"`
}
func parseDebts(v *fastjson.Value) (*DebtEvent, error) {
o := v.String()
e := DebtEvent{}
err := json.Unmarshal([]byte(o), &e)
return &e, err
}
func ParseUserEvent(v *fastjson.Value) (interface{}, error) {
eventType := string(v.GetStringBytes("e"))
switch eventType {
case "order_snapshot":
case "order_snapshot", "mwallet_order_snapshot":
return parserOrderSnapshotEvent(v), nil
case "order_update":
case "order_update", "mwallet_order_update":
return parseOrderUpdateEvent(v), nil
case "trade_snapshot":
case "trade_snapshot", "mwallet_trade_snapshot":
return parseTradeSnapshotEvent(v), nil
case "trade_update":
case "trade_update", "mwallet_trade_update":
return parseTradeUpdateEvent(v), nil
case "account_snapshot", "account_update":
case "ad_ratio_snapshot", "ad_ratio_update":
return parseADRatioEvent(v)
case "borrowing_snapshot", "borrowing_update":
return parseDebts(v)
case "account_snapshot", "account_update", "mwallet_account_snapshot", "mwallet_account_update":
var e AccountUpdateEvent
o := v.String()
err := json.Unmarshal([]byte(o), &e)

135
pkg/exchange/max/maxapi/v3/get_margin_ad_ratio_request_requestgen.go Normal file
View File

@ -0,0 +1,135 @@
// Code generated by "requestgen -method GET -url /api/v3/wallet/m/ad_ratio -type GetMarginADRatioRequest -responseType .ADRatio"; DO NOT EDIT.
package v3
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
)
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetMarginADRatioRequest) 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 (g *GetMarginADRatioRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetMarginADRatioRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.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 (g *GetMarginADRatioRequest) GetParametersJSON() ([]byte, error) {
params, err := g.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 (g *GetMarginADRatioRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (g *GetMarginADRatioRequest) 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 (g *GetMarginADRatioRequest) 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 (g *GetMarginADRatioRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetMarginADRatioRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetMarginADRatioRequest) Do(ctx context.Context) (*ADRatio, error) {
// no body params
var params interface{}
query := url.Values{}
apiURL := "/api/v3/wallet/m/ad_ratio"
req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse ADRatio
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
return &apiResponse, nil
}

135
pkg/exchange/max/maxapi/v3/get_margin_borrowing_limits_request_requestgen.go Normal file
View File

@ -0,0 +1,135 @@
// Code generated by "requestgen -method GET -url /api/v3/wallet/m/limits -type GetMarginBorrowingLimitsRequest -responseType .MarginBorrowingLimitMap"; DO NOT EDIT.
package v3
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
)
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetMarginBorrowingLimitsRequest) 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 (g *GetMarginBorrowingLimitsRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetMarginBorrowingLimitsRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.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 (g *GetMarginBorrowingLimitsRequest) GetParametersJSON() ([]byte, error) {
params, err := g.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 (g *GetMarginBorrowingLimitsRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (g *GetMarginBorrowingLimitsRequest) 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 (g *GetMarginBorrowingLimitsRequest) 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 (g *GetMarginBorrowingLimitsRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetMarginBorrowingLimitsRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetMarginBorrowingLimitsRequest) Do(ctx context.Context) (*MarginBorrowingLimitMap, error) {
// no body params
var params interface{}
query := url.Values{}
apiURL := "/api/v3/wallet/m/limits"
req, err := g.client.NewRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse MarginBorrowingLimitMap
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
return &apiResponse, nil
}

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

@ -0,0 +1,203 @@
// Code generated by "requestgen -method GET -url /api/v3/wallet/m/interests/history/:currency -type GetMarginInterestHistoryRequest -responseType []MarginInterestRecord"; DO NOT EDIT.
package v3
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
"strconv"
"time"
)
func (g *GetMarginInterestHistoryRequest) StartTime(startTime time.Time) *GetMarginInterestHistoryRequest {
g.startTime = &startTime
return g
}
func (g *GetMarginInterestHistoryRequest) EndTime(endTime time.Time) *GetMarginInterestHistoryRequest {
g.endTime = &endTime
return g
}
func (g *GetMarginInterestHistoryRequest) Limit(limit int) *GetMarginInterestHistoryRequest {
g.limit = &limit
return g
}
func (g *GetMarginInterestHistoryRequest) Currency(currency string) *GetMarginInterestHistoryRequest {
g.currency = currency
return g
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetMarginInterestHistoryRequest) 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 (g *GetMarginInterestHistoryRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check startTime field -> json key startTime
if g.startTime != nil {
startTime := *g.startTime
// assign parameter of startTime
// convert time.Time to milliseconds time stamp
params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
} else {
}
// check endTime field -> json key endTime
if g.endTime != nil {
endTime := *g.endTime
// assign parameter of endTime
// convert time.Time to milliseconds time stamp
params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
} else {
}
// check limit field -> json key limit
if g.limit != nil {
limit := *g.limit
// assign parameter of limit
params["limit"] = limit
} else {
}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetMarginInterestHistoryRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.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 (g *GetMarginInterestHistoryRequest) GetParametersJSON() ([]byte, error) {
params, err := g.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 (g *GetMarginInterestHistoryRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check currency field -> json key currency
currency := g.currency
// TEMPLATE check-required
if len(currency) == 0 {
return nil, fmt.Errorf("currency is required, empty string given")
}
// END TEMPLATE check-required
// assign parameter of currency
params["currency"] = currency
return params, nil
}
func (g *GetMarginInterestHistoryRequest) 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 (g *GetMarginInterestHistoryRequest) 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 (g *GetMarginInterestHistoryRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetMarginInterestHistoryRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetMarginInterestHistoryRequest) Do(ctx context.Context) ([]MarginInterestRecord, error) {
// empty params for GET operation
var params interface{}
query, err := g.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/api/v3/wallet/m/interests/history/:currency"
slugs, err := g.GetSlugsMap()
if err != nil {
return nil, err
}
apiURL = g.applySlugsToUrl(apiURL, slugs)
req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse []MarginInterestRecord
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
return apiResponse, nil
}

135
pkg/exchange/max/maxapi/v3/get_margin_interest_rates_request_requestgen.go Normal file
View File

@ -0,0 +1,135 @@
// Code generated by "requestgen -method GET -url /api/v3/wallet/m/interest_rates -type GetMarginInterestRatesRequest -responseType .MarginInterestRateMap"; DO NOT EDIT.
package v3
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
)
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetMarginInterestRatesRequest) 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 (g *GetMarginInterestRatesRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetMarginInterestRatesRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.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 (g *GetMarginInterestRatesRequest) GetParametersJSON() ([]byte, error) {
params, err := g.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 (g *GetMarginInterestRatesRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (g *GetMarginInterestRatesRequest) 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 (g *GetMarginInterestRatesRequest) 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 (g *GetMarginInterestRatesRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetMarginInterestRatesRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetMarginInterestRatesRequest) Do(ctx context.Context) (*MarginInterestRateMap, error) {
// no body params
var params interface{}
query := url.Values{}
apiURL := "/api/v3/wallet/m/interest_rates"
req, err := g.client.NewRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse MarginInterestRateMap
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
return &apiResponse, nil
}

181
pkg/exchange/max/maxapi/v3/get_margin_liquidation_history_request_requestgen.go Normal file
View File

@ -0,0 +1,181 @@
// Code generated by "requestgen -method GET -url /api/v3/wallet/m/liquidations -type GetMarginLiquidationHistoryRequest -responseType []LiquidationRecord"; DO NOT EDIT.
package v3
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
"strconv"
"time"
)
func (g *GetMarginLiquidationHistoryRequest) StartTime(startTime time.Time) *GetMarginLiquidationHistoryRequest {
g.startTime = &startTime
return g
}
func (g *GetMarginLiquidationHistoryRequest) EndTime(endTime time.Time) *GetMarginLiquidationHistoryRequest {
g.endTime = &endTime
return g
}
func (g *GetMarginLiquidationHistoryRequest) Limit(limit int) *GetMarginLiquidationHistoryRequest {
g.limit = &limit
return g
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetMarginLiquidationHistoryRequest) 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 (g *GetMarginLiquidationHistoryRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check startTime field -> json key startTime
if g.startTime != nil {
startTime := *g.startTime
// assign parameter of startTime
// convert time.Time to milliseconds time stamp
params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
} else {
}
// check endTime field -> json key endTime
if g.endTime != nil {
endTime := *g.endTime
// assign parameter of endTime
// convert time.Time to milliseconds time stamp
params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
} else {
}
// check limit field -> json key limit
if g.limit != nil {
limit := *g.limit
// assign parameter of limit
params["limit"] = limit
} else {
}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetMarginLiquidationHistoryRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.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 (g *GetMarginLiquidationHistoryRequest) GetParametersJSON() ([]byte, error) {
params, err := g.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 (g *GetMarginLiquidationHistoryRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (g *GetMarginLiquidationHistoryRequest) 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 (g *GetMarginLiquidationHistoryRequest) 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 (g *GetMarginLiquidationHistoryRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetMarginLiquidationHistoryRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetMarginLiquidationHistoryRequest) Do(ctx context.Context) ([]LiquidationRecord, error) {
// empty params for GET operation
var params interface{}
query, err := g.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/api/v3/wallet/m/liquidations"
req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse []LiquidationRecord
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
return apiResponse, nil
}

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

@ -0,0 +1,203 @@
// Code generated by "requestgen -method GET -url /api/v3/wallet/m/loans/:currency -type GetMarginLoanHistoryRequest -responseType []LoanRecord"; DO NOT EDIT.
package v3
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
"strconv"
"time"
)
func (g *GetMarginLoanHistoryRequest) StartTime(startTime time.Time) *GetMarginLoanHistoryRequest {
g.startTime = &startTime
return g
}
func (g *GetMarginLoanHistoryRequest) EndTime(endTime time.Time) *GetMarginLoanHistoryRequest {
g.endTime = &endTime
return g
}
func (g *GetMarginLoanHistoryRequest) Limit(limit int) *GetMarginLoanHistoryRequest {
g.limit = &limit
return g
}
func (g *GetMarginLoanHistoryRequest) Currency(currency string) *GetMarginLoanHistoryRequest {
g.currency = currency
return g
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetMarginLoanHistoryRequest) 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 (g *GetMarginLoanHistoryRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check startTime field -> json key startTime
if g.startTime != nil {
startTime := *g.startTime
// assign parameter of startTime
// convert time.Time to milliseconds time stamp
params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
} else {
}
// check endTime field -> json key endTime
if g.endTime != nil {
endTime := *g.endTime
// assign parameter of endTime
// convert time.Time to milliseconds time stamp
params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
} else {
}
// check limit field -> json key limit
if g.limit != nil {
limit := *g.limit
// assign parameter of limit
params["limit"] = limit
} else {
}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetMarginLoanHistoryRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.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 (g *GetMarginLoanHistoryRequest) GetParametersJSON() ([]byte, error) {
params, err := g.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 (g *GetMarginLoanHistoryRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check currency field -> json key currency
currency := g.currency
// TEMPLATE check-required
if len(currency) == 0 {
return nil, fmt.Errorf("currency is required, empty string given")
}
// END TEMPLATE check-required
// assign parameter of currency
params["currency"] = currency
return params, nil
}
func (g *GetMarginLoanHistoryRequest) 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 (g *GetMarginLoanHistoryRequest) 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 (g *GetMarginLoanHistoryRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetMarginLoanHistoryRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetMarginLoanHistoryRequest) Do(ctx context.Context) ([]LoanRecord, error) {
// empty params for GET operation
var params interface{}
query, err := g.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/api/v3/wallet/m/loans/:currency"
slugs, err := g.GetSlugsMap()
if err != nil {
return nil, err
}
apiURL = g.applySlugsToUrl(apiURL, slugs)
req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse []LoanRecord
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
return apiResponse, nil
}

203
pkg/exchange/max/maxapi/v3/get_margin_repayment_history_request_requestgen.go Normal file
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// Code generated by "requestgen -method GET -url /api/v3/wallet/m/repayments/:currency -type GetMarginRepaymentHistoryRequest -responseType []RepaymentRecord"; DO NOT EDIT.
package v3
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
"strconv"
"time"
)
func (g *GetMarginRepaymentHistoryRequest) StartTime(startTime time.Time) *GetMarginRepaymentHistoryRequest {
g.startTime = &startTime
return g
}
func (g *GetMarginRepaymentHistoryRequest) EndTime(endTime time.Time) *GetMarginRepaymentHistoryRequest {
g.endTime = &endTime
return g
}
func (g *GetMarginRepaymentHistoryRequest) Limit(limit int) *GetMarginRepaymentHistoryRequest {
g.limit = &limit
return g
}
func (g *GetMarginRepaymentHistoryRequest) Currency(currency string) *GetMarginRepaymentHistoryRequest {
g.currency = currency
return g
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetMarginRepaymentHistoryRequest) 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 (g *GetMarginRepaymentHistoryRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check startTime field -> json key startTime
if g.startTime != nil {
startTime := *g.startTime
// assign parameter of startTime
// convert time.Time to milliseconds time stamp
params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
} else {
}
// check endTime field -> json key endTime
if g.endTime != nil {
endTime := *g.endTime
// assign parameter of endTime
// convert time.Time to milliseconds time stamp
params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
} else {
}
// check limit field -> json key limit
if g.limit != nil {
limit := *g.limit
// assign parameter of limit
params["limit"] = limit
} else {
}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetMarginRepaymentHistoryRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.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 (g *GetMarginRepaymentHistoryRequest) GetParametersJSON() ([]byte, error) {
params, err := g.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 (g *GetMarginRepaymentHistoryRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check currency field -> json key currency
currency := g.currency
// TEMPLATE check-required
if len(currency) == 0 {
return nil, fmt.Errorf("currency is required, empty string given")
}
// END TEMPLATE check-required
// assign parameter of currency
params["currency"] = currency
return params, nil
}
func (g *GetMarginRepaymentHistoryRequest) 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 (g *GetMarginRepaymentHistoryRequest) 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 (g *GetMarginRepaymentHistoryRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetMarginRepaymentHistoryRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetMarginRepaymentHistoryRequest) Do(ctx context.Context) ([]RepaymentRecord, error) {
// empty params for GET operation
var params interface{}
query, err := g.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/api/v3/wallet/m/repayments/:currency"
slugs, err := g.GetSlugsMap()
if err != nil {
return nil, err
}
apiURL = g.applySlugsToUrl(apiURL, slugs)
req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse []RepaymentRecord
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
return apiResponse, nil
}

165
pkg/exchange/max/maxapi/v3/get_order_request_requestgen.go Normal file
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// Code generated by "requestgen -method GET -url /api/v3/order -type GetOrderRequest -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 (g *GetOrderRequest) Id(id uint64) *GetOrderRequest {
g.id = &id
return g
}
func (g *GetOrderRequest) ClientOrderID(clientOrderID string) *GetOrderRequest {
g.clientOrderID = &clientOrderID
return g
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (g *GetOrderRequest) 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 (g *GetOrderRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check id field -> json key id
if g.id != nil {
id := *g.id
// assign parameter of id
params["id"] = id
} else {
}
// check clientOrderID field -> json key client_oid
if g.clientOrderID != nil {
clientOrderID := *g.clientOrderID
// assign parameter of clientOrderID
params["client_oid"] = clientOrderID
} else {
}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (g *GetOrderRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := g.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if g.isVarSlice(_v) {
g.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 (g *GetOrderRequest) GetParametersJSON() ([]byte, error) {
params, err := g.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 (g *GetOrderRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (g *GetOrderRequest) 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 (g *GetOrderRequest) 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 (g *GetOrderRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (g *GetOrderRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := g.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (g *GetOrderRequest) Do(ctx context.Context) (*max.Order, error) {
// empty params for GET operation
var params interface{}
query, err := g.GetParametersQuery()
if err != nil {
return nil, err
}
apiURL := "/api/v3/order"
req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := g.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
}

175
pkg/exchange/max/maxapi/v3/margin.go Normal file
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package v3
//go:generate -command GetRequest requestgen -method GET
//go:generate -command PostRequest requestgen -method POST
//go:generate -command DeleteRequest requestgen -method DELETE
import (
"time"
"github.com/c9s/requestgen"
maxapi "github.com/c9s/bbgo/pkg/exchange/max/maxapi"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
type MarginService struct {
Client *maxapi.RestClient
}
func (s *MarginService) NewGetMarginInterestRatesRequest() *GetMarginInterestRatesRequest {
return &GetMarginInterestRatesRequest{client: s.Client}
}
func (s *MarginService) NewGetMarginBorrowingLimitsRequest() *GetMarginBorrowingLimitsRequest {
return &GetMarginBorrowingLimitsRequest{client: s.Client}
}
func (s *MarginService) NewGetMarginInterestHistoryRequest(currency string) *GetMarginInterestHistoryRequest {
return &GetMarginInterestHistoryRequest{client: s.Client, currency: currency}
}
func (s *MarginService) NewGetMarginLiquidationHistoryRequest() *GetMarginLiquidationHistoryRequest {
return &GetMarginLiquidationHistoryRequest{client: s.Client}
}
func (s *MarginService) NewGetMarginLoanHistoryRequest() *GetMarginLoanHistoryRequest {
return &GetMarginLoanHistoryRequest{client: s.Client}
}
func (s *MarginService) NewGetMarginADRatioRequest() *GetMarginADRatioRequest {
return &GetMarginADRatioRequest{client: s.Client}
}
func (s *MarginService) NewMarginRepayRequest() *MarginRepayRequest {
return &MarginRepayRequest{client: s.Client}
}
func (s *MarginService) NewMarginLoanRequest() *MarginLoanRequest {
return &MarginLoanRequest{client: s.Client}
}
type MarginInterestRate struct {
HourlyInterestRate fixedpoint.Value `json:"hourly_interest_rate"`
NextHourlyInterestRate fixedpoint.Value `json:"next_hourly_interest_rate"`
}
type MarginInterestRateMap map[string]MarginInterestRate
//go:generate GetRequest -url "/api/v3/wallet/m/interest_rates" -type GetMarginInterestRatesRequest -responseType .MarginInterestRateMap
type GetMarginInterestRatesRequest struct {
client requestgen.APIClient
}
type MarginBorrowingLimitMap map[string]fixedpoint.Value
//go:generate GetRequest -url "/api/v3/wallet/m/limits" -type GetMarginBorrowingLimitsRequest -responseType .MarginBorrowingLimitMap
type GetMarginBorrowingLimitsRequest struct {
client requestgen.APIClient
}
type MarginInterestRecord struct {
Currency string `json:"currency"`
Amount fixedpoint.Value `json:"amount"`
InterestRate fixedpoint.Value `json:"interest_rate"`
CreatedAt types.MillisecondTimestamp `json:"created_at"`
}
//go:generate GetRequest -url "/api/v3/wallet/m/interests/history/:currency" -type GetMarginInterestHistoryRequest -responseType []MarginInterestRecord
type GetMarginInterestHistoryRequest struct {
client requestgen.AuthenticatedAPIClient
currency string `param:"currency,slug,required"`
startTime *time.Time `param:"startTime,milliseconds"`
endTime *time.Time `param:"endTime,milliseconds"`
limit *int `param:"limit"`
}
type LiquidationRecord struct {
SN string `json:"sn"`
AdRatio fixedpoint.Value `json:"ad_ratio"`
ExpectedAdRatio fixedpoint.Value `json:"expected_ad_ratio"`
CreatedAt types.MillisecondTimestamp `json:"created_at"`
State LiquidationState `json:"state"`
}
type LiquidationState string
const (
LiquidationStateProcessing LiquidationState = "processing"
LiquidationStateDebt LiquidationState = "debt"
LiquidationStateLiquidated LiquidationState = "liquidated"
)
//go:generate GetRequest -url "/api/v3/wallet/m/liquidations" -type GetMarginLiquidationHistoryRequest -responseType []LiquidationRecord
type GetMarginLiquidationHistoryRequest struct {
client requestgen.AuthenticatedAPIClient
startTime *time.Time `param:"startTime,milliseconds"`
endTime *time.Time `param:"endTime,milliseconds"`
limit *int `param:"limit"`
}
type RepaymentRecord struct {
SN string `json:"sn"`
Currency string `json:"currency"`
Amount fixedpoint.Value `json:"amount"`
Principal fixedpoint.Value `json:"principal"`
Interest fixedpoint.Value `json:"interest"`
CreatedAt types.MillisecondTimestamp `json:"created_at"`
State string `json:"state"`
}
//go:generate GetRequest -url "/api/v3/wallet/m/repayments/:currency" -type GetMarginRepaymentHistoryRequest -responseType []RepaymentRecord
type GetMarginRepaymentHistoryRequest struct {
client requestgen.AuthenticatedAPIClient
currency string `param:"currency,slug,required"`
startTime *time.Time `param:"startTime,milliseconds"`
endTime *time.Time `param:"endTime,milliseconds"`
limit *int `param:"limit"`
}
type LoanRecord struct {
SN string `json:"sn"`
Currency string `json:"currency"`
Amount fixedpoint.Value `json:"amount"`
State string `json:"state"`
CreatedAt types.MillisecondTimestamp `json:"created_at"`
InterestRate fixedpoint.Value `json:"interest_rate"`
}
//go:generate GetRequest -url "/api/v3/wallet/m/loans/:currency" -type GetMarginLoanHistoryRequest -responseType []LoanRecord
type GetMarginLoanHistoryRequest struct {
client requestgen.AuthenticatedAPIClient
currency string `param:"currency,slug,required"`
startTime *time.Time `param:"startTime,milliseconds"`
endTime *time.Time `param:"endTime,milliseconds"`
limit *int `param:"limit"`
}
//go:generate PostRequest -url "/api/v3/wallet/m/loans/:currency" -type MarginLoanRequest -responseType .LoanRecord
type MarginLoanRequest struct {
client requestgen.AuthenticatedAPIClient
currency string `param:"currency,slug,required"`
amount string `param:"amount"`
}
//go:generate PostRequest -url "/api/v3/wallet/m/repayments/:currency" -type MarginRepayRequest -responseType .RepaymentRecord
type MarginRepayRequest struct {
client requestgen.AuthenticatedAPIClient
currency string `param:"currency,slug,required"`
amount string `param:"amount"`
}
type ADRatio struct {
AdRatio fixedpoint.Value `json:"ad_ratio"`
AssetInUsdt fixedpoint.Value `json:"asset_in_usdt"`
DebtInUsdt fixedpoint.Value `json:"debt_in_usdt"`
}
//go:generate GetRequest -url "/api/v3/wallet/m/ad_ratio" -type GetMarginADRatioRequest -responseType .ADRatio
type GetMarginADRatioRequest struct {
client requestgen.AuthenticatedAPIClient
}

169
pkg/exchange/max/maxapi/v3/margin_loan_request_requestgen.go Normal file
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// Code generated by "requestgen -method POST -url /api/v3/wallet/m/loans/:currency -type MarginLoanRequest -responseType .LoanRecord"; DO NOT EDIT.
package v3
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
)
func (m *MarginLoanRequest) Amount(amount string) *MarginLoanRequest {
m.amount = amount
return m
}
func (m *MarginLoanRequest) Currency(currency string) *MarginLoanRequest {
m.currency = currency
return m
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (m *MarginLoanRequest) 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 (m *MarginLoanRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check amount field -> json key amount
amount := m.amount
// assign parameter of amount
params["amount"] = amount
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (m *MarginLoanRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := m.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if m.isVarSlice(_v) {
m.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 (m *MarginLoanRequest) GetParametersJSON() ([]byte, error) {
params, err := m.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 (m *MarginLoanRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check currency field -> json key currency
currency := m.currency
// TEMPLATE check-required
if len(currency) == 0 {
return nil, fmt.Errorf("currency is required, empty string given")
}
// END TEMPLATE check-required
// assign parameter of currency
params["currency"] = currency
return params, nil
}
func (m *MarginLoanRequest) 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 (m *MarginLoanRequest) 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 (m *MarginLoanRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (m *MarginLoanRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := m.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (m *MarginLoanRequest) Do(ctx context.Context) (*LoanRecord, error) {
params, err := m.GetParameters()
if err != nil {
return nil, err
}
query := url.Values{}
apiURL := "/api/v3/wallet/m/loans/:currency"
slugs, err := m.GetSlugsMap()
if err != nil {
return nil, err
}
apiURL = m.applySlugsToUrl(apiURL, slugs)
req, err := m.client.NewAuthenticatedRequest(ctx, "POST", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := m.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse LoanRecord
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
return &apiResponse, nil
}

169
pkg/exchange/max/maxapi/v3/margin_repay_request_requestgen.go Normal file
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// Code generated by "requestgen -method POST -url /api/v3/wallet/m/repayments/:currency -type MarginRepayRequest -responseType .RepaymentRecord"; DO NOT EDIT.
package v3
import (
"context"
"encoding/json"
"fmt"
"net/url"
"reflect"
"regexp"
)
func (m *MarginRepayRequest) Amount(amount string) *MarginRepayRequest {
m.amount = amount
return m
}
func (m *MarginRepayRequest) Currency(currency string) *MarginRepayRequest {
m.currency = currency
return m
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (m *MarginRepayRequest) 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 (m *MarginRepayRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check amount field -> json key amount
amount := m.amount
// assign parameter of amount
params["amount"] = amount
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (m *MarginRepayRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := m.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if m.isVarSlice(_v) {
m.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 (m *MarginRepayRequest) GetParametersJSON() ([]byte, error) {
params, err := m.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 (m *MarginRepayRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check currency field -> json key currency
currency := m.currency
// TEMPLATE check-required
if len(currency) == 0 {
return nil, fmt.Errorf("currency is required, empty string given")
}
// END TEMPLATE check-required
// assign parameter of currency
params["currency"] = currency
return params, nil
}
func (m *MarginRepayRequest) 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 (m *MarginRepayRequest) 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 (m *MarginRepayRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (m *MarginRepayRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := m.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (m *MarginRepayRequest) Do(ctx context.Context) (*RepaymentRecord, error) {
params, err := m.GetParameters()
if err != nil {
return nil, err
}
query := url.Values{}
apiURL := "/api/v3/wallet/m/repayments/:currency"
slugs, err := m.GetSlugsMap()
if err != nil {
return nil, err
}
apiURL = m.applySlugsToUrl(apiURL, slugs)
req, err := m.client.NewAuthenticatedRequest(ctx, "POST", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := m.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse RepaymentRecord
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
return &apiResponse, nil
}

105
pkg/exchange/max/maxapi/v3/order.go Normal file
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@ -0,0 +1,105 @@
package v3
//go:generate -command GetRequest requestgen -method GET
//go:generate -command PostRequest requestgen -method POST
//go:generate -command DeleteRequest requestgen -method DELETE
import (
"github.com/c9s/requestgen"
maxapi "github.com/c9s/bbgo/pkg/exchange/max/maxapi"
)
type WalletType = maxapi.WalletType
type Order = maxapi.Order
// OrderService manages the Order endpoint.
type OrderService struct {
Client *maxapi.RestClient
}
func (s *OrderService) NewWalletCreateOrderRequest(walletType WalletType) *WalletCreateOrderRequest {
return &WalletCreateOrderRequest{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 {
return &WalletOrderCancelAllRequest{client: s.Client, walletType: walletType}
}
func (s *OrderService) NewOrderCancelRequest() *OrderCancelRequest {
return &OrderCancelRequest{client: s.Client}
}
func (s *OrderService) NewGetOrderRequest() *GetOrderRequest {
return &GetOrderRequest{client: s.Client}
}
//go:generate PostRequest -url "/api/v3/wallet/:walletType/orders" -type WalletCreateOrderRequest -responseType .Order -debug
type WalletCreateOrderRequest 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 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"`
}
//go:generate DeleteRequest -url "/api/v3/wallet/:walletType/orders" -type WalletOrderCancelAllRequest -responseType []Order
type WalletOrderCancelAllRequest struct {
client requestgen.AuthenticatedAPIClient
walletType WalletType `param:"walletType,slug,required"`
side *string `param:"side"`
market *string `param:"market"`
groupID *uint32 `param:"groupID"`
}
//go:generate PostRequest -url "/api/v3/order" -type OrderCancelRequest -responseType .Order
type OrderCancelRequest struct {
client requestgen.AuthenticatedAPIClient
id *uint64 `param:"id,omitempty"`
clientOrderID *string `param:"client_oid,omitempty"`
}
//go:generate GetRequest -url "/api/v3/order" -type GetOrderRequest -responseType .Order
type GetOrderRequest struct {
client requestgen.AuthenticatedAPIClient
id *uint64 `param:"id,omitempty"`
clientOrderID *string `param:"client_oid,omitempty"`
}

164
pkg/exchange/max/maxapi/v3/order_cancel_request_requestgen.go Normal file
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// Code generated by "requestgen -method POST -url /api/v3/order -type OrderCancelRequest -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 (o *OrderCancelRequest) Id(id uint64) *OrderCancelRequest {
o.id = &id
return o
}
func (o *OrderCancelRequest) ClientOrderID(clientOrderID string) *OrderCancelRequest {
o.clientOrderID = &clientOrderID
return o
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (o *OrderCancelRequest) 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 (o *OrderCancelRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check id field -> json key id
if o.id != nil {
id := *o.id
// assign parameter of id
params["id"] = id
} else {
}
// check clientOrderID field -> json key client_oid
if o.clientOrderID != nil {
clientOrderID := *o.clientOrderID
// assign parameter of clientOrderID
params["client_oid"] = clientOrderID
} else {
}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (o *OrderCancelRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := o.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if o.isVarSlice(_v) {
o.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 (o *OrderCancelRequest) GetParametersJSON() ([]byte, error) {
params, err := o.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 (o *OrderCancelRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (o *OrderCancelRequest) 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 (o *OrderCancelRequest) 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 (o *OrderCancelRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (o *OrderCancelRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := o.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
func (o *OrderCancelRequest) Do(ctx context.Context) (*max.Order, error) {
params, err := o.GetParameters()
if err != nil {
return nil, err
}
query := url.Values{}
apiURL := "/api/v3/order"
req, err := o.client.NewAuthenticatedRequest(ctx, "POST", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := o.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
}

270
pkg/exchange/max/maxapi/v3/wallet_create_order_request_requestgen.go Normal file
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// Code generated by "requestgen -method POST -url /api/v3/wallet/:walletType/orders -type WalletCreateOrderRequest -responseType .Order -debug"; DO NOT EDIT.
package v3
import (
"context"
"encoding/json"
"fmt"
"github.com/c9s/bbgo/pkg/exchange/max/maxapi"
"net/url"
"reflect"
"regexp"
)
func (w *WalletCreateOrderRequest) Market(market string) *WalletCreateOrderRequest {
w.market = market
return w
}
func (w *WalletCreateOrderRequest) Side(side string) *WalletCreateOrderRequest {
w.side = side
return w
}
func (w *WalletCreateOrderRequest) Volume(volume string) *WalletCreateOrderRequest {
w.volume = volume
return w
}
func (w *WalletCreateOrderRequest) OrderType(orderType string) *WalletCreateOrderRequest {
w.orderType = orderType
return w
}
func (w *WalletCreateOrderRequest) Price(price string) *WalletCreateOrderRequest {
w.price = &price
return w
}
func (w *WalletCreateOrderRequest) StopPrice(stopPrice string) *WalletCreateOrderRequest {
w.stopPrice = &stopPrice
return w
}
func (w *WalletCreateOrderRequest) ClientOrderID(clientOrderID string) *WalletCreateOrderRequest {
w.clientOrderID = &clientOrderID
return w
}
func (w *WalletCreateOrderRequest) GroupID(groupID string) *WalletCreateOrderRequest {
w.groupID = &groupID
return w
}
func (w *WalletCreateOrderRequest) WalletType(walletType max.WalletType) *WalletCreateOrderRequest {
w.walletType = walletType
return w
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (w *WalletCreateOrderRequest) 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 *WalletCreateOrderRequest) 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 *WalletCreateOrderRequest) 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 *WalletCreateOrderRequest) 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 *WalletCreateOrderRequest) 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 *WalletCreateOrderRequest) 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 *WalletCreateOrderRequest) 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 *WalletCreateOrderRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (w *WalletCreateOrderRequest) 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 *WalletCreateOrderRequest) Do(ctx context.Context) (*max.Order, error) {
params, err := w.GetParameters()
if err != nil {
return nil, err
}
query := url.Values{}
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, "POST", 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
}

177
pkg/exchange/max/maxapi/v3/wallet_get_open_orders_request_requestgen.go Normal file
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// 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
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@ -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
}

199
pkg/exchange/max/maxapi/v3/wallet_order_cancel_all_request_requestgen.go Normal file
View File

@ -0,0 +1,199 @@
// Code generated by "requestgen -method DELETE -url /api/v3/wallet/:walletType/orders -type WalletOrderCancelAllRequest -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 *WalletOrderCancelAllRequest) Side(side string) *WalletOrderCancelAllRequest {
w.side = &side
return w
}
func (w *WalletOrderCancelAllRequest) Market(market string) *WalletOrderCancelAllRequest {
w.market = &market
return w
}
func (w *WalletOrderCancelAllRequest) GroupID(groupID uint32) *WalletOrderCancelAllRequest {
w.groupID = &groupID
return w
}
func (w *WalletOrderCancelAllRequest) WalletType(walletType max.WalletType) *WalletOrderCancelAllRequest {
w.walletType = walletType
return w
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (w *WalletOrderCancelAllRequest) 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 *WalletOrderCancelAllRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check side field -> json key side
if w.side != nil {
side := *w.side
// assign parameter of side
params["side"] = side
} else {
}
// check market field -> json key market
if w.market != nil {
market := *w.market
// assign parameter of market
params["market"] = market
} else {
}
// check groupID field -> json key groupID
if w.groupID != nil {
groupID := *w.groupID
// assign parameter of groupID
params["groupID"] = groupID
} else {
}
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (w *WalletOrderCancelAllRequest) 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 *WalletOrderCancelAllRequest) 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 *WalletOrderCancelAllRequest) 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 *WalletOrderCancelAllRequest) 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 *WalletOrderCancelAllRequest) 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 *WalletOrderCancelAllRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (w *WalletOrderCancelAllRequest) 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 *WalletOrderCancelAllRequest) Do(ctx context.Context) ([]max.Order, error) {
params, err := w.GetParameters()
if err != nil {
return nil, err
}
query := url.Values{}
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, "DELETE", 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
}

2
pkg/exchange/max/maxapi/websocket.go
View File

@ -29,5 +29,3 @@ type WebsocketCommand struct {
Subscriptions []Subscription `json:"subscriptions,omitempty"`
}
var SubscribeAction = "subscribe"
var UnsubscribeAction = "unsubscribe"

30
pkg/exchange/max/stream.go
View File

@ -18,6 +18,7 @@ import (
//go:generate callbackgen -type Stream
type Stream struct {
types.StandardStream
types.MarginSettings
key, secret string
@ -32,6 +33,8 @@ type Stream struct {
tradeSnapshotEventCallbacks []func(e max.TradeSnapshotEvent)
orderUpdateEventCallbacks []func(e max.OrderUpdateEvent)
orderSnapshotEventCallbacks []func(e max.OrderSnapshotEvent)
adRatioEventCallbacks []func(e max.ADRatioEvent)
debtEventCallbacks []func(e max.DebtEvent)
accountSnapshotEventCallbacks []func(e max.AccountSnapshotEvent)
accountUpdateEventCallbacks []func(e max.AccountUpdateEvent)
@ -46,7 +49,6 @@ func NewStream(key, secret string) *Stream {
stream.SetEndpointCreator(stream.getEndpoint)
stream.SetParser(max.ParseMessage)
stream.SetDispatcher(stream.dispatchEvent)
stream.OnConnect(stream.handleConnect)
stream.OnKLineEvent(stream.handleKLineEvent)
stream.OnOrderSnapshotEvent(stream.handleOrderSnapshotEvent)
@ -96,8 +98,22 @@ func (s *Stream) handleConnect() {
})
}
s.Conn.WriteJSON(cmd)
if err := s.Conn.WriteJSON(cmd); err != nil {
log.WithError(err).Error("failed to send subscription request")
}
} else {
var filters []string
if s.MarginSettings.IsMargin {
filters = []string{
"mwallet_order",
"mwallet_trade",
"mwallet_account",
"ad_ratio",
"borrowing",
}
}
nonce := time.Now().UnixNano() / int64(time.Millisecond)
auth := &max.AuthMessage{
Action: "auth",
@ -105,7 +121,9 @@ func (s *Stream) handleConnect() {
Nonce: nonce,
Signature: signPayload(fmt.Sprintf("%d", nonce), s.secret),
ID: uuid.New().String(),
Filters: filters,
}
if err := s.Conn.WriteJSON(auth); err != nil {
log.WithError(err).Error("failed to send auth request")
}
@ -240,8 +258,14 @@ func (s *Stream) dispatchEvent(e interface{}) {
case *max.OrderUpdateEvent:
s.EmitOrderUpdateEvent(*e)
case *max.ADRatioEvent:
log.Infof("adRatio: %+v", e.ADRatio)
case *max.DebtEvent:
log.Infof("debtEvent: %+v", e.Debts)
default:
log.Errorf("unsupported %T event: %+v", e, e)
log.Warnf("unhandled %T event: %+v", e, e)
}
}

20
pkg/exchange/max/stream_callbacks.go
View File

@ -106,6 +106,26 @@ func (s *Stream) EmitOrderSnapshotEvent(e max.OrderSnapshotEvent) {
}
}
func (s *Stream) OnAdRatioEvent(cb func(e max.ADRatioEvent)) {
s.adRatioEventCallbacks = append(s.adRatioEventCallbacks, cb)
}
func (s *Stream) EmitAdRatioEvent(e max.ADRatioEvent) {
for _, cb := range s.adRatioEventCallbacks {
cb(e)
}
}
func (s *Stream) OnDebtEvent(cb func(e max.DebtEvent)) {
s.debtEventCallbacks = append(s.debtEventCallbacks, cb)
}
func (s *Stream) EmitDebtEvent(e max.DebtEvent) {
for _, cb := range s.debtEventCallbacks {
cb(e)
}
}
func (s *Stream) OnAccountSnapshotEvent(cb func(e max.AccountSnapshotEvent)) {
s.accountSnapshotEventCallbacks = append(s.accountSnapshotEventCallbacks, cb)
}

1
pkg/types/active_book.go
View File

@ -1 +0,0 @@
package types

7
pkg/types/sort.go
View File

@ -11,3 +11,10 @@ func SortTradesAscending(trades []Trade) []Trade {
})
return trades
}
func SortOrderAscending(orders []Order) []Order {
sort.Slice(orders, func(i, j int) bool {
return orders[i].CreationTime.Time().Before(orders[j].CreationTime.Time())
})
return orders
}