package okex import ( "context" "fmt" "math" "github.com/c9s/bbgo/pkg/exchange/okex/okexapi" "github.com/c9s/bbgo/pkg/types" "github.com/sirupsen/logrus" ) // OKB is the platform currency of OKEx, pre-allocate static string here const OKB = "OKB" var log = logrus.WithFields(logrus.Fields{ "exchange": "okex", }) type Exchange struct { key, secret, passphrase string client *okexapi.RestClient } func New(key, secret, passphrase string) *Exchange { client := okexapi.NewClient() client.Auth(key, secret, passphrase) return &Exchange{ key: key, secret: secret, passphrase: passphrase, } } func (e *Exchange) Name() types.ExchangeName { return types.ExchangeOKEx } func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) { instruments, err := e.client.PublicDataService.NewGetInstrumentsRequest(). InstrumentType(okexapi.InstrumentTypeSpot). Do(ctx) if err != nil { return nil, err } markets := types.MarketMap{} for _, instrument := range instruments { symbol := toGlobalSymbol(instrument.InstrumentID) market := types.Market{ Symbol: symbol, LocalSymbol: instrument.InstrumentID, QuoteCurrency: instrument.QuoteCurrency, BaseCurrency: instrument.BaseCurrency, // convert tick size OKEx to precision PricePrecision: int(-math.Log10(instrument.TickSize.Float64())), VolumePrecision: int(-math.Log10(instrument.LotSize.Float64())), // TickSize: OKEx's price tick, for BTC-USDT it's "0.1" TickSize: instrument.TickSize.Float64(), // Quantity step size, for BTC-USDT, it's "0.00000001" StepSize: instrument.LotSize.Float64(), // for BTC-USDT, it's "0.00001" MinQuantity: instrument.MinSize.Float64(), // OKEx does not offer minimal notional, use 1 USD here. MinNotional: 1.0, MinAmount: 1.0, } markets[symbol] = market } return markets, nil } func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error) { symbol = toLocalSymbol(symbol) marketTicker, err := e.client.MarketTicker(symbol) if err != nil { return nil, err } return toGlobalTicker(*marketTicker), nil } func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[string]types.Ticker, error) { marketTickers, err := e.client.MarketTickers(okexapi.InstrumentTypeSpot) if err != nil { return nil, err } tickers := make(map[string]types.Ticker) for _, marketTicker := range marketTickers { symbol := toGlobalSymbol(marketTicker.InstrumentID) ticker := toGlobalTicker(marketTicker) tickers[symbol] = *ticker } if len(symbols) == 0 { return tickers, nil } selectedTickers := make(map[string]types.Ticker) for _, symbol := range symbols { if ticker, ok := tickers[symbol]; ok { selectedTickers[symbol] = ticker } else { return selectedTickers, fmt.Errorf("ticker of symbol %s not found", symbols) } } return selectedTickers, nil } func (e *Exchange) PlatformFeeCurrency() string { return OKB } func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) { panic("implement me") } func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error) { panic("implement me") } func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) { panic("implement me") } func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) { panic("implement me") } func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error { panic("implement me") }