package okexapi import ( "context" "net/url" "strings" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" "github.com/pkg/errors" ) type TradeService struct { client *RestClient } type OrderResponse struct { OrderID string `json:"ordId"` ClientOrderID string `json:"clOrdId"` Tag string `json:"tag"` Code string `json:"sCode"` Message string `json:"sMsg"` } func (c *TradeService) NewPlaceOrderRequest() *PlaceOrderRequest { return &PlaceOrderRequest{ client: c.client, } } func (c *TradeService) NewBatchPlaceOrderRequest() *BatchPlaceOrderRequest { return &BatchPlaceOrderRequest{ client: c.client, } } func (c *TradeService) NewCancelOrderRequest() *CancelOrderRequest { return &CancelOrderRequest{ client: c.client, } } func (c *TradeService) NewBatchCancelOrderRequest() *BatchCancelOrderRequest { return &BatchCancelOrderRequest{ client: c.client, } } func (c *TradeService) NewGetOrderDetailsRequest() *GetOrderDetailsRequest { return &GetOrderDetailsRequest{ client: c.client, } } func (c *TradeService) NewGetPendingOrderRequest() *GetPendingOrderRequest { return &GetPendingOrderRequest{ client: c.client, } } func (c *TradeService) NewGetTransactionDetailsRequest() *GetTransactionDetailsRequest { return &GetTransactionDetailsRequest{ client: c.client, } } type PlaceOrderRequest struct { client *RestClient instId string // tdMode // margin mode: "cross", "isolated" // non-margin mode cash tdMode string // A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 32 characters. clientOrderID *string // A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 8 characters. tag *string // "buy" or "sell" side SideType ordType OrderType // sz Quantity sz string // price px *string } func (r *PlaceOrderRequest) InstrumentID(instID string) *PlaceOrderRequest { r.instId = instID return r } func (r *PlaceOrderRequest) TradeMode(mode string) *PlaceOrderRequest { r.tdMode = mode return r } func (r *PlaceOrderRequest) ClientOrderID(clientOrderID string) *PlaceOrderRequest { r.clientOrderID = &clientOrderID return r } func (r *PlaceOrderRequest) Side(side SideType) *PlaceOrderRequest { r.side = side return r } func (r *PlaceOrderRequest) Quantity(quantity string) *PlaceOrderRequest { r.sz = quantity return r } func (r *PlaceOrderRequest) Price(price string) *PlaceOrderRequest { r.px = &price return r } func (r *PlaceOrderRequest) OrderType(orderType OrderType) *PlaceOrderRequest { r.ordType = orderType return r } func (r *PlaceOrderRequest) Parameters() map[string]interface{} { payload := map[string]interface{}{} payload["instId"] = r.instId if r.tdMode == "" { payload["tdMode"] = "cash" } else { payload["tdMode"] = r.tdMode } if r.clientOrderID != nil { payload["clOrdId"] = r.clientOrderID } payload["side"] = r.side payload["ordType"] = r.ordType payload["sz"] = r.sz if r.px != nil { payload["px"] = r.px } if r.tag != nil { payload["tag"] = r.tag } return payload } func (r *PlaceOrderRequest) Do(ctx context.Context) (*OrderResponse, error) { payload := r.Parameters() req, err := r.client.newAuthenticatedRequest("POST", "/api/v5/trade/order", nil, payload) if err != nil { return nil, err } response, err := r.client.sendRequest(req) if err != nil { return nil, err } var orderResponse struct { Code string `json:"code"` Message string `json:"msg"` Data []OrderResponse `json:"data"` } if err := response.DecodeJSON(&orderResponse); err != nil { return nil, err } if len(orderResponse.Data) == 0 { return nil, errors.New("order create error") } return &orderResponse.Data[0], nil } type CancelOrderRequest struct { client *RestClient instId string ordId *string clOrdId *string } func (r *CancelOrderRequest) InstrumentID(instId string) *CancelOrderRequest { r.instId = instId return r } func (r *CancelOrderRequest) OrderID(orderID string) *CancelOrderRequest { r.ordId = &orderID return r } func (r *CancelOrderRequest) ClientOrderID(clientOrderID string) *CancelOrderRequest { r.clOrdId = &clientOrderID return r } func (r *CancelOrderRequest) Parameters() map[string]interface{} { var payload = map[string]interface{}{ "instId": r.instId, } if r.ordId != nil { payload["ordId"] = r.ordId } else if r.clOrdId != nil { payload["clOrdId"] = r.clOrdId } return payload } func (r *CancelOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) { var payload = r.Parameters() if r.ordId == nil && r.clOrdId != nil { return nil, errors.New("either orderID or clientOrderID is required for canceling order") } req, err := r.client.newAuthenticatedRequest("POST", "/api/v5/trade/cancel-order", nil, payload) if err != nil { return nil, err } response, err := r.client.sendRequest(req) if err != nil { return nil, err } var orderResponse struct { Code string `json:"code"` Message string `json:"msg"` Data []OrderResponse `json:"data"` } if err := response.DecodeJSON(&orderResponse); err != nil { return nil, err } return orderResponse.Data, nil } type BatchCancelOrderRequest struct { client *RestClient reqs []*CancelOrderRequest } func (r *BatchCancelOrderRequest) Add(reqs ...*CancelOrderRequest) *BatchCancelOrderRequest { r.reqs = append(r.reqs, reqs...) return r } func (r *BatchCancelOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) { var parameterList []map[string]interface{} for _, req := range r.reqs { params := req.Parameters() parameterList = append(parameterList, params) } req, err := r.client.newAuthenticatedRequest("POST", "/api/v5/trade/cancel-batch-orders", nil, parameterList) if err != nil { return nil, err } response, err := r.client.sendRequest(req) if err != nil { return nil, err } var orderResponse struct { Code string `json:"code"` Message string `json:"msg"` Data []OrderResponse `json:"data"` } if err := response.DecodeJSON(&orderResponse); err != nil { return nil, err } return orderResponse.Data, nil } type BatchPlaceOrderRequest struct { client *RestClient reqs []*PlaceOrderRequest } func (r *BatchPlaceOrderRequest) Add(reqs ...*PlaceOrderRequest) *BatchPlaceOrderRequest { r.reqs = append(r.reqs, reqs...) return r } func (r *BatchPlaceOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) { var parameterList []map[string]interface{} for _, req := range r.reqs { params := req.Parameters() parameterList = append(parameterList, params) } req, err := r.client.newAuthenticatedRequest("POST", "/api/v5/trade/batch-orders", nil, parameterList) if err != nil { return nil, err } response, err := r.client.sendRequest(req) if err != nil { return nil, err } var orderResponse struct { Code string `json:"code"` Message string `json:"msg"` Data []OrderResponse `json:"data"` } if err := response.DecodeJSON(&orderResponse); err != nil { return nil, err } return orderResponse.Data, nil } type OrderDetails struct { InstrumentType string `json:"instType"` InstrumentID string `json:"instId"` Tag string `json:"tag"` Price fixedpoint.Value `json:"px"` Quantity fixedpoint.Value `json:"sz"` OrderID string `json:"ordId"` ClientOrderID string `json:"clOrdId"` OrderType OrderType `json:"ordType"` Side SideType `json:"side"` // Accumulated fill quantity FilledQuantity fixedpoint.Value `json:"accFillSz"` FeeCurrency string `json:"feeCcy"` Fee fixedpoint.Value `json:"fee"` // trade related fields LastTradeID string `json:"tradeId,omitempty"` LastFilledPrice fixedpoint.Value `json:"fillPx"` LastFilledQuantity fixedpoint.Value `json:"fillSz"` LastFilledTime types.MillisecondTimestamp `json:"fillTime"` LastFilledFee fixedpoint.Value `json:"fillFee"` LastFilledFeeCurrency string `json:"fillFeeCcy"` // ExecutionType = liquidity (M = maker or T = taker) ExecutionType string `json:"execType"` // Average filled price. If none is filled, it will return 0. AveragePrice fixedpoint.Value `json:"avgPx"` // Currency = Margin currency // Only applicable to cross MARGIN orders in Single-currency margin. Currency string `json:"ccy"` // Leverage = from 0.01 to 125. //Only applicable to MARGIN/FUTURES/SWAP Leverage fixedpoint.Value `json:"lever"` RebateCurrency string `json:"rebateCcy"` Rebate fixedpoint.Value `json:"rebate"` PnL fixedpoint.Value `json:"pnl"` UpdateTime types.MillisecondTimestamp `json:"uTime"` CreationTime types.MillisecondTimestamp `json:"cTime"` State OrderState `json:"state"` } type GetOrderDetailsRequest struct { client *RestClient instId string ordId *string clOrdId *string } func (r *GetOrderDetailsRequest) InstrumentID(instId string) *GetOrderDetailsRequest { r.instId = instId return r } func (r *GetOrderDetailsRequest) OrderID(orderID string) *GetOrderDetailsRequest { r.ordId = &orderID return r } func (r *GetOrderDetailsRequest) ClientOrderID(clientOrderID string) *GetOrderDetailsRequest { r.clOrdId = &clientOrderID return r } func (r *GetOrderDetailsRequest) QueryParameters() url.Values { var values = url.Values{} values.Add("instId", r.instId) if r.ordId != nil { values.Add("ordId", *r.ordId) } else if r.clOrdId != nil { values.Add("clOrdId", *r.clOrdId) } return values } func (r *GetOrderDetailsRequest) Do(ctx context.Context) (*OrderDetails, error) { params := r.QueryParameters() req, err := r.client.newAuthenticatedRequest("GET", "/api/v5/trade/order", params, nil) if err != nil { return nil, err } response, err := r.client.sendRequest(req) if err != nil { return nil, err } var orderResponse struct { Code string `json:"code"` Message string `json:"msg"` Data []OrderDetails `json:"data"` } if err := response.DecodeJSON(&orderResponse); err != nil { return nil, err } if len(orderResponse.Data) == 0 { return nil, errors.New("order create error") } return &orderResponse.Data[0], nil } type GetPendingOrderRequest struct { client *RestClient instId *string instType *InstrumentType orderTypes []string state *OrderState } func (r *GetPendingOrderRequest) InstrumentID(instId string) *GetPendingOrderRequest { r.instId = &instId return r } func (r *GetPendingOrderRequest) InstrumentType(instType InstrumentType) *GetPendingOrderRequest { r.instType = &instType return r } func (r *GetPendingOrderRequest) State(state OrderState) *GetPendingOrderRequest { r.state = &state return r } func (r *GetPendingOrderRequest) OrderTypes(orderTypes []string) *GetPendingOrderRequest { r.orderTypes = orderTypes return r } func (r *GetPendingOrderRequest) AddOrderTypes(orderTypes ...string) *GetPendingOrderRequest { r.orderTypes = append(r.orderTypes, orderTypes...) return r } func (r *GetPendingOrderRequest) Parameters() map[string]interface{} { var payload = map[string]interface{}{} if r.instId != nil { payload["instId"] = r.instId } if r.instType != nil { payload["instType"] = r.instType } if r.state != nil { payload["state"] = r.state } if len(r.orderTypes) > 0 { payload["ordType"] = strings.Join(r.orderTypes, ",") } return payload } func (r *GetPendingOrderRequest) Do(ctx context.Context) ([]OrderDetails, error) { payload := r.Parameters() req, err := r.client.newAuthenticatedRequest("GET", "/api/v5/trade/orders-pending", nil, payload) if err != nil { return nil, err } response, err := r.client.sendRequest(req) if err != nil { return nil, err } var orderResponse struct { Code string `json:"code"` Message string `json:"msg"` Data []OrderDetails `json:"data"` } if err := response.DecodeJSON(&orderResponse); err != nil { return nil, err } return orderResponse.Data, nil } type GetTransactionDetailsRequest struct { client *RestClient instType *InstrumentType instId *string ordId *string } func (r *GetTransactionDetailsRequest) InstrumentType(instType InstrumentType) *GetTransactionDetailsRequest { r.instType = &instType return r } func (r *GetTransactionDetailsRequest) InstrumentID(instId string) *GetTransactionDetailsRequest { r.instId = &instId return r } func (r *GetTransactionDetailsRequest) OrderID(orderID string) *GetTransactionDetailsRequest { r.ordId = &orderID return r } func (r *GetTransactionDetailsRequest) Parameters() map[string]interface{} { var payload = map[string]interface{}{} if r.instType != nil { payload["instType"] = r.instType } if r.instId != nil { payload["instId"] = r.instId } if r.ordId != nil { payload["ordId"] = r.ordId } return payload } func (r *GetTransactionDetailsRequest) Do(ctx context.Context) ([]OrderDetails, error) { payload := r.Parameters() req, err := r.client.newAuthenticatedRequest("GET", "/api/v5/trade/fills", nil, payload) if err != nil { return nil, err } response, err := r.client.sendRequest(req) if err != nil { return nil, err } var orderResponse struct { Code string `json:"code"` Message string `json:"msg"` Data []OrderDetails `json:"data"` } if err := response.DecodeJSON(&orderResponse); err != nil { return nil, err } return orderResponse.Data, nil }