okex: implement base rest client

pkg/exchange/okex/exchange.go

@@ -0,0 +1,12 @@
+package okex
+
+import (
+	"github.com/sirupsen/logrus"
+)
+
+var log = logrus.WithFields(logrus.Fields{
+	"exchange": "okex",
+})
+
+type Exchange struct {
+}

pkg/exchange/okex/okexapi/client.go

@@ -0,0 +1,117 @@
+package okexapi
+
+import (
+	"bytes"
+	"crypto/hmac"
+	"crypto/sha256"
+	"encoding/base64"
+	"net/http"
+	"net/url"
+	"strings"
+	"time"
+
+	"github.com/pkg/errors"
+)
+
+const RestBaseURL = "https://www.okex.com/"
+const PublicWebSocketURL = "wss://ws.okex.com:8443/ws/v5/public"
+const PrivateWebSocketURL = "wss://ws.okex.com:8443/ws/v5/private"
+
+type RestClient struct {
+	BaseURL *url.URL
+
+	Key, Secret, Passphrase string
+}
+
+func NewClient() *RestClient {
+	u, err := url.Parse(RestBaseURL)
+	if err != nil {
+		panic(err)
+	}
+
+	return &RestClient{
+		BaseURL: u,
+	}
+}
+
+func (c *RestClient) Auth(key, secret, passphrase string) {
+	c.Key = key
+	c.Secret = secret
+	c.Passphrase = passphrase
+}
+
+// NewRequest create new API request. Relative url can be provided in refURL.
+func (c *RestClient) newRequest(method, refURL string, params url.Values, body []byte) (*http.Request, error) {
+	rel, err := url.Parse(refURL)
+	if err != nil {
+		return nil, err
+	}
+
+	if params != nil {
+		rel.RawQuery = params.Encode()
+	}
+
+	pathURL := c.BaseURL.ResolveReference(rel)
+
+	req, err := http.NewRequest(method, pathURL.String(), bytes.NewReader(body))
+	if err != nil {
+		return nil, err
+	}
+
+	return req, nil
+}
+
+// newAuthenticatedRequest creates new http request for authenticated routes.
+func (c *RestClient) newAuthenticatedRequest(method, refURL string, params url.Values) (*http.Request, error) {
+	if len(c.Key) == 0 {
+		return nil, errors.New("empty api key")
+	}
+
+	if len(c.Secret) == 0 {
+		return nil, errors.New("empty api secret")
+	}
+
+	rel, err := url.Parse(refURL)
+	if err != nil {
+		return nil, err
+	}
+
+	if params != nil {
+		rel.RawQuery = params.Encode()
+	}
+
+	pathURL := c.BaseURL.ResolveReference(rel)
+	path := pathURL.Path
+
+	// 2020-12-08T09:08:57.715Z
+	t := time.Now()
+	timestamp := t.Format("2006-01-02T15:04:05.999Z07:00")
+	payload := timestamp + strings.ToUpper(method) + path
+	sign := signPayload(payload, c.Secret)
+
+	var body []byte
+	req, err := http.NewRequest(method, pathURL.String(), bytes.NewReader(body))
+	if err != nil {
+		return nil, err
+	}
+
+	req.Header.Add("Content-Type", "application/json")
+	req.Header.Add("Accept", "application/json")
+	req.Header.Add("OK-ACCESS-KEY", c.Key)
+	req.Header.Add("OK-ACCESS-SIGN", sign)
+	req.Header.Add("OK-ACCESS-TIMESTAMP", timestamp)
+	req.Header.Add("OK-ACCESS-PASSPHRASE", c.Passphrase)
+
+	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 base64.StdEncoding.EncodeToString(sig.Sum(nil))
+	// return hex.EncodeToString(sig.Sum(nil))
+}