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/requestgen" "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 OrderType = "limit" OrderTypePostOnly OrderType = "post_only" OrderTypeFOK OrderType = "fok" OrderTypeIOC OrderType = "ioc" ) type InstrumentType string const ( InstrumentTypeSpot InstrumentType = "SPOT" InstrumentTypeSwap InstrumentType = "SWAP" InstrumentTypeFutures InstrumentType = "FUTURES" InstrumentTypeOption InstrumentType = "OPTION" InstrumentTypeMARGIN InstrumentType = "MARGIN" ) type OrderState string const ( OrderStateCanceled OrderState = "canceled" OrderStateLive OrderState = "live" OrderStatePartiallyFilled OrderState = "partially_filled" OrderStateFilled OrderState = "filled" ) type RestClient struct { requestgen.BaseAPIClient Key, Secret, Passphrase string } var parsedBaseURL *url.URL func init() { url, err := url.Parse(RestBaseURL) if err != nil { panic(err) } parsedBaseURL = url } func NewClient() *RestClient { client := &RestClient{ BaseAPIClient: requestgen.BaseAPIClient{ BaseURL: parsedBaseURL, HttpClient: &http.Client{ Timeout: defaultHTTPTimeout, }, }, } return client } func (c *RestClient) Auth(key, secret, passphrase string) { c.Key = key // pragma: allowlist nextline secret c.Secret = secret c.Passphrase = passphrase } // NewAuthenticatedRequest creates new http request for authenticated routes. func (c *RestClient) NewAuthenticatedRequest(ctx context.Context, 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 if rel.RawQuery != "" { path += "?" + rel.RawQuery } // 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 Account struct { TotalEquityInUSD fixedpoint.Value `json:"totalEq"` UpdateTime string `json:"uTime"` Details []BalanceDetail `json:"details"` } func (c *RestClient) AccountBalances(ctx context.Context) (*Account, error) { req, err := c.NewAuthenticatedRequest(ctx, "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 []Account `json:"data"` } if err := response.DecodeJSON(&balanceResponse); err != nil { return nil, err } if len(balanceResponse.Data) == 0 { return nil, errors.New("empty account data") } return &balanceResponse.Data[0], 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(ctx context.Context) (AssetBalanceList, error) { req, err := c.NewAuthenticatedRequest(ctx, "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(ctx context.Context) ([]AssetCurrency, error) { req, err := c.NewAuthenticatedRequest(ctx, "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(ctx context.Context, instId string) (*MarketTicker, error) { // SPOT, SWAP, FUTURES, OPTION var params = url.Values{} params.Add("instId", instId) req, err := c.NewRequest(ctx, "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(ctx context.Context, instType InstrumentType) ([]MarketTicker, error) { // SPOT, SWAP, FUTURES, OPTION var params = url.Values{} params.Add("instType", string(instType)) req, err := c.NewRequest(ctx, "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 } 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)) } type APIResponse struct { Code string `json:"code"` Message string `json:"msg"` Data json.RawMessage `json:"data"` }