package okexapi import ( "bytes" "context" "crypto/hmac" "crypto/sha256" "encoding/base64" "encoding/json" "fmt" "net/http" "net/url" "strings" "time" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/util" "github.com/pkg/errors" ) const defaultHTTPTimeout = time.Second * 15 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 SideType string const ( SideTypeBuy SideType = "buy" SideTypeSell SideType = "sell" ) type OrderType string const ( OrderTypeMarket OrderType = "market" OrderTypeLimit = "limit" OrderTypePostOnly = "post_only" OrderTypeFOK = "fok" OrderTypeIOC = "ioc" ) type RestClient struct { BaseURL *url.URL client *http.Client Key, Secret, Passphrase string } func NewClient() *RestClient { u, err := url.Parse(RestBaseURL) if err != nil { panic(err) } return &RestClient{ BaseURL: u, client: &http.Client{ Timeout: defaultHTTPTimeout, }, } } 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 } // sendRequest sends the request to the API server and handle the response func (c *RestClient) sendRequest(req *http.Request) (*util.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 := util.NewResponse(resp) if err != nil { return response, err } // Check error, if there is an error, return the ErrorResponse struct type if response.IsError() { return response, errors.New(string(response.Body)) } return response, nil } // newAuthenticatedRequest creates new http request for authenticated routes. func (c *RestClient) newAuthenticatedRequest(method, refURL string, params url.Values, payload interface{}) (*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 // set location to UTC so that it outputs "2020-12-08T09:08:57.715Z" t := time.Now().In(time.UTC) timestamp := t.Format("2006-01-02T15:04:05.999Z07:00") var body []byte if payload != nil { switch v := payload.(type) { case string: body = []byte(v) case []byte: body = v default: body, err = json.Marshal(v) if err != nil { return nil, err } } } signKey := timestamp + strings.ToUpper(method) + path + string(body) signature := sign(signKey, c.Secret) 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", signature) req.Header.Add("OK-ACCESS-TIMESTAMP", timestamp) req.Header.Add("OK-ACCESS-PASSPHRASE", c.Passphrase) return req, nil } type BalanceDetail struct { Currency string `json:"ccy"` Available fixedpoint.Value `json:"availEq"` CashBalance fixedpoint.Value `json:"cashBal"` OrderFrozen fixedpoint.Value `json:"ordFrozen"` Frozen fixedpoint.Value `json:"frozenBal"` Equity fixedpoint.Value `json:"eq"` EquityInUSD fixedpoint.Value `json:"eqUsd"` UpdateTime types.MillisecondTimestamp `json:"uTime"` UnrealizedProfitAndLoss fixedpoint.Value `json:"upl"` } type BalanceSummary struct { TotalEquityInUSD fixedpoint.Value `json:"totalEq"` UpdateTime string `json:"uTime"` Details []BalanceDetail `json:"details"` } type BalanceSummaryList []BalanceSummary func (c *RestClient) AccountBalances() (BalanceSummaryList, error) { req, err := c.newAuthenticatedRequest("GET", "/api/v5/account/balance", nil, nil) if err != nil { return nil, err } response, err := c.sendRequest(req) if err != nil { return nil, err } var balanceResponse struct { Code string `json:"code"` Message string `json:"msg"` Data []BalanceSummary `json:"data"` } if err := response.DecodeJSON(&balanceResponse); err != nil { return nil, err } return balanceResponse.Data, nil } type AssetBalance struct { Currency string `json:"ccy"` Balance fixedpoint.Value `json:"bal"` Frozen fixedpoint.Value `json:"frozenBal,omitempty"` Available fixedpoint.Value `json:"availBal,omitempty"` } type AssetBalanceList []AssetBalance func (c *RestClient) AssetBalances() (AssetBalanceList, error) { req, err := c.newAuthenticatedRequest("GET", "/api/v5/asset/balances", nil, nil) if err != nil { return nil, err } response, err := c.sendRequest(req) if err != nil { return nil, err } var balanceResponse struct { Code string `json:"code"` Message string `json:"msg"` Data AssetBalanceList `json:"data"` } if err := response.DecodeJSON(&balanceResponse); err != nil { return nil, err } return balanceResponse.Data, nil } type AssetCurrency struct { Currency string `json:"ccy"` Name string `json:"name"` Chain string `json:"chain"` CanDeposit bool `json:"canDep"` CanWithdraw bool `json:"canWd"` CanInternal bool `json:"canInternal"` MinWithdrawalFee fixedpoint.Value `json:"minFee"` MaxWithdrawalFee fixedpoint.Value `json:"maxFee"` MinWithdrawalThreshold fixedpoint.Value `json:"minWd"` } func (c *RestClient) AssetCurrencies() ([]AssetCurrency, error) { req, err := c.newAuthenticatedRequest("GET", "/api/v5/asset/currencies", nil, nil) if err != nil { return nil, err } response, err := c.sendRequest(req) if err != nil { return nil, err } var currencyResponse struct { Code string `json:"code"` Message string `json:"msg"` Data []AssetCurrency `json:"data"` } if err := response.DecodeJSON(¤cyResponse); err != nil { return nil, err } return currencyResponse.Data, nil } type MarketTicker struct { InstrumentType string `json:"instType"` InstrumentID string `json:"instId"` // last traded price Last fixedpoint.Value `json:"last"` // last traded size LastSize fixedpoint.Value `json:"lastSz"` AskPrice fixedpoint.Value `json:"askPx"` AskSize fixedpoint.Value `json:"askSz"` BidPrice fixedpoint.Value `json:"bidPx"` BidSize fixedpoint.Value `json:"bidSz"` Open24H fixedpoint.Value `json:"open24h"` High24H fixedpoint.Value `json:"high24H"` Low24H fixedpoint.Value `json:"low24H"` Volume24H fixedpoint.Value `json:"vol24h"` VolumeCurrency24H fixedpoint.Value `json:"volCcy24h"` // Millisecond timestamp Timestamp types.MillisecondTimestamp `json:"ts"` } func (c *RestClient) MarketTicker(instId string) (*MarketTicker, error) { // SPOT, SWAP, FUTURES, OPTION var params = url.Values{} params.Add("instId", instId) req, err := c.newAuthenticatedRequest("GET", "/api/v5/market/ticker", params, nil) if err != nil { return nil, err } response, err := c.sendRequest(req) if err != nil { return nil, err } var tickerResponse struct { Code string `json:"code"` Message string `json:"msg"` Data []MarketTicker `json:"data"` } if err := response.DecodeJSON(&tickerResponse); err != nil { return nil, err } if len(tickerResponse.Data) == 0 { return nil, fmt.Errorf("ticker of %s not found", instId) } return &tickerResponse.Data[0], nil } func (c *RestClient) MarketTickers(instType string) ([]MarketTicker, error) { // SPOT, SWAP, FUTURES, OPTION var params = url.Values{} params.Add("instType", instType) req, err := c.newAuthenticatedRequest("GET", "/api/v5/market/tickers", params, nil) if err != nil { return nil, err } response, err := c.sendRequest(req) if err != nil { return nil, err } var tickerResponse struct { Code string `json:"code"` Message string `json:"msg"` Data []MarketTicker `json:"data"` } if err := response.DecodeJSON(&tickerResponse); err != nil { return nil, err } return tickerResponse.Data, nil } type OrderResponse struct { OrderID string `json:"ordId"` ClientOrderID string `json:"clOrdId"` Tag string `json:"tag"` Code string `json:"sCode"` Message string `json:"sMsg"` } 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 } func (c *RestClient) NewPlaceOrderRequest() *PlaceOrderRequest { return &PlaceOrderRequest{ client: c, } } 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 } func (c *RestClient) NewBatchPlaceOrderRequest() *BatchPlaceOrderRequest { return &BatchPlaceOrderRequest{ client: c, } } 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 } func (c *RestClient) NewCancelOrderRequest() *CancelOrderRequest { return &CancelOrderRequest{ client: c, } } 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 } if len(orderResponse.Data) == 0 { return nil, errors.New("order create error") } return &orderResponse.Data[0], nil } func (c *RestClient) NewBatchCancelOrderRequest() *BatchCancelOrderRequest { return &BatchCancelOrderRequest{ client: c, } } func sign(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)) }