package max //go:generate -command GetRequest requestgen -method GET //go:generate -command PostRequest requestgen -method POST import ( "context" "net/url" "time" "github.com/c9s/requestgen" "github.com/pkg/errors" "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 func mustParseURL(s string) *url.URL { u, err := url.Parse(s) if err != nil { panic(err) } return u } 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 OrderStateToQuery int const ( All = iota Active Closed ) type OrderState string const ( OrderStateDone = OrderState("done") OrderStateCancel = OrderState("cancel") OrderStateWait = OrderState("wait") OrderStateConvert = OrderState("convert") OrderStateFinalizing = OrderState("finalizing") OrderStateFailed = OrderState("failed") ) type OrderType string // Order types that the API can return. const ( OrderTypeMarket = OrderType("market") OrderTypeLimit = OrderType("limit") OrderTypePostOnly = OrderType("post_only") OrderTypeStopLimit = OrderType("stop_limit") OrderTypeStopMarket = OrderType("stop_market") OrderTypeIOCLimit = OrderType("ioc_limit") ) type QueryOrderOptions struct { GroupID int Offset int Limit int Page int OrderBy string } // OrderService manages the Order endpoint. type OrderService struct { client *RestClient } // Order represents one returned order (POST order/GET order/GET orders) on the max platform. type Order struct { ID uint64 `json:"id,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"` 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"` 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"` CreatedAtMs types.MillisecondTimestamp `json:"created_at_in_ms,omitempty"` InsertedAt time.Time `json:"-" db:"inserted_at"` } // Open returns open orders func (s *OrderService) Closed(market string, options QueryOrderOptions) ([]Order, error) { req := s.NewGetOrdersRequest() req.Market(market) req.State([]OrderState{OrderStateDone, OrderStateCancel}) if options.GroupID > 0 { req.GroupID(uint32(options.GroupID)) } if options.Offset > 0 { req.Offset(options.Offset) } if options.Limit > 0 { req.Limit(options.Limit) } if options.Page > 0 { req.Page(options.Page) } if len(options.OrderBy) > 0 { req.OrderBy(options.OrderBy) } return req.Do(context.Background()) } // Open returns open orders func (s *OrderService) Open(market string, options QueryOrderOptions) ([]Order, error) { req := s.NewGetOrdersRequest() req.Market(market) // state default ot wait and convert if options.GroupID > 0 { req.GroupID(uint32(options.GroupID)) } return req.Do(context.Background()) } //go:generate GetRequest -url "v2/orders/history" -type GetOrderHistoryRequest -responseType []Order type GetOrderHistoryRequest struct { client requestgen.AuthenticatedAPIClient market string `param:"market"` fromID *int64 `param:"from_id"` limit *int `param:"limit"` } func (s *OrderService) NewGetOrderHistoryRequest() *GetOrderHistoryRequest { return &GetOrderHistoryRequest{ client: s.client, } } //go:generate GetRequest -url "v2/orders" -type GetOrdersRequest -responseType []Order type GetOrdersRequest struct { client requestgen.AuthenticatedAPIClient market string `param:"market"` side *string `param:"side"` groupID *uint32 `param:"groupID"` offset *int `param:"offset"` limit *int `param:"limit"` page *int `param:"page"` orderBy *string `param:"order_by" default:"desc"` state []OrderState `param:"state"` } func (s *OrderService) NewGetOrdersRequest() *GetOrdersRequest { return &GetOrdersRequest{ client: s.client, } } // All returns all orders for the authenticated account. func (s *OrderService) All(market string, limit, page int, states ...OrderState) ([]Order, error) { payload := map[string]interface{}{ "market": market, "limit": limit, "page": page, "state": states, "order_by": "desc", } req, err := s.client.newAuthenticatedRequest(context.Background(), "GET", "v2/orders", nil, payload, relUrlV2Orders) if err != nil { return nil, err } response, err := s.client.SendRequest(req) if err != nil { return nil, err } var orders []Order if err := response.DecodeJSON(&orders); err != nil { return nil, err } return orders, nil } // Options carry the option fields for REST API type Options map[string]interface{} // Create multiple order in a single request func (s *OrderService) CreateMulti(market string, orders []Order) (*MultiOrderResponse, error) { req := s.NewCreateMultiOrderRequest() req.Market(market) req.AddOrders(orders...) return req.Do(context.Background()) } //go:generate PostRequest -url "v2/orders/clear" -type OrderCancelAllRequest -responseType []Order type OrderCancelAllRequest struct { client requestgen.AuthenticatedAPIClient side *string `param:"side"` market *string `param:"market"` groupID *uint32 `param:"groupID"` } func (s *OrderService) NewOrderCancelAllRequest() *OrderCancelAllRequest { return &OrderCancelAllRequest{client: s.client} } //go:generate PostRequest -url "v2/order/delete" -type OrderCancelRequest -responseType .Order type OrderCancelRequest struct { client requestgen.AuthenticatedAPIClient id *uint64 `param:"id,omitempty"` clientOrderID *string `param:"client_oid,omitempty"` } func (s *OrderService) NewOrderCancelRequest() *OrderCancelRequest { return &OrderCancelRequest{client: s.client} } //go:generate GetRequest -url "v2/order" -type GetOrderRequest -responseType .Order type GetOrderRequest struct { client requestgen.AuthenticatedAPIClient id *uint64 `param:"id,omitempty"` clientOrderID *string `param:"client_oid,omitempty"` } func (s *OrderService) NewGetOrderRequest() *GetOrderRequest { return &GetOrderRequest{client: s.client} } type MultiOrderRequestParams struct { *PrivateRequestParams Market string `json:"market"` Orders []Order `json:"orders"` } type MultiOrderResponse []struct { Error string `json:"error,omitempty"` Order Order `json:"order,omitempty"` } type CreateMultiOrderRequest struct { client *RestClient market *string groupID *uint32 orders []Order } func (r *CreateMultiOrderRequest) GroupID(groupID uint32) *CreateMultiOrderRequest { r.groupID = &groupID return r } func (r *CreateMultiOrderRequest) Market(market string) *CreateMultiOrderRequest { r.market = &market return r } func (r *CreateMultiOrderRequest) AddOrders(orders ...Order) *CreateMultiOrderRequest { r.orders = append(r.orders, orders...) return r } func (r *CreateMultiOrderRequest) Do(ctx context.Context) (multiOrderResponse *MultiOrderResponse, err error) { var payload = map[string]interface{}{} if r.market != nil { payload["market"] = r.market } else { return nil, errors.New("parameter market is required") } if r.groupID != nil { payload["group_id"] = r.groupID } if len(r.orders) == 0 { return nil, errors.New("parameter orders can not be empty") } // clear group id for i := range r.orders { r.orders[i].GroupID = 0 } payload["orders"] = r.orders req, err := r.client.newAuthenticatedRequest(context.Background(), "POST", "v2/orders/multi/onebyone", nil, payload, relUrlV2OrdersMultiOneByOne) if err != nil { return multiOrderResponse, errors.Wrapf(err, "order create error") } response, err := r.client.SendRequest(req) if err != nil { return multiOrderResponse, err } multiOrderResponse = &MultiOrderResponse{} if errJson := response.DecodeJSON(multiOrderResponse); errJson != nil { return multiOrderResponse, errJson } return multiOrderResponse, err } func (s *OrderService) NewCreateMultiOrderRequest() *CreateMultiOrderRequest { return &CreateMultiOrderRequest{client: s.client} } //go:generate PostRequest -url "v2/orders" -type CreateOrderRequest -responseType .Order type CreateOrderRequest struct { client requestgen.AuthenticatedAPIClient 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"` } func (s *OrderService) NewCreateOrderRequest() *CreateOrderRequest { return &CreateOrderRequest{client: s.client} }