package max import ( "context" "strconv" "time" "github.com/pkg/errors" ) 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") OrderTypeStopLimit = OrderType("stop_limit") OrderTypeStopMarket = OrderType("stop_market") ) type QueryOrderOptions struct { GroupID int } // 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" db:"exchange_id"` Side string `json:"side" db:"side"` OrderType OrderType `json:"ord_type,omitempty" db:"order_type"` Price string `json:"price" db:"price"` AveragePrice string `json:"avg_price,omitempty" db:"average_price"` State OrderState `json:"state,omitempty" db:"state"` Market string `json:"market,omitempty" db:"market"` Volume string `json:"volume" db:"volume"` RemainingVolume string `json:"remaining_volume,omitempty" db:"remaining_volume"` ExecutedVolume string `json:"executed_volume,omitempty" db:"executed_volume"` TradesCount int64 `json:"trades_count,omitempty" db:"trades_count"` GroupID int64 `json:"group_id,omitempty" db:"group_id"` ClientOID string `json:"client_oid,omitempty" db:"client_oid"` CreatedAt time.Time `json:"-" db:"created_at"` CreatedAtMs int64 `json:"created_at_in_ms,omitempty"` InsertedAt time.Time `json:"-" db:"inserted_at"` } // Open returns open orders func (s *OrderService) Open(market string, options QueryOrderOptions) ([]Order, error) { payload := map[string]interface{}{ "market": market, // "state": []OrderState{OrderStateWait, OrderStateConvert}, "order_by": "desc", } if options.GroupID > 0 { payload["group_id"] = options.GroupID } req, err := s.client.newAuthenticatedRequest("GET", "v2/orders", payload) 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 } // 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("GET", "v2/orders", payload) 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 } // CancelAll active orders for the authenticated account. func (s *OrderService) CancelAll(side string, market string) error { payload := map[string]interface{}{} if side == "buy" || side == "sell" { payload["side"] = side } if market != "all" { payload["market"] = market } req, err := s.client.newAuthenticatedRequest("POST", "v2/orders/clear", payload) if err != nil { return err } _, err = s.client.sendRequest(req) if err != nil { return err } return nil } // Options carry the option fields for REST API type Options map[string]interface{} // Create a new order. func (s *OrderService) Create(market string, side string, volume float64, price float64, orderType string, options Options) (*Order, error) { options["market"] = market options["volume"] = strconv.FormatFloat(volume, 'f', -1, 64) options["price"] = strconv.FormatFloat(price, 'f', -1, 64) options["side"] = side options["ord_type"] = orderType response, err := s.client.sendAuthenticatedRequest("POST", "v2/orders", options) if err != nil { return nil, err } var order = Order{} if err := response.DecodeJSON(&order); err != nil { return nil, err } return &order, nil } // 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()) } // Cancel the order with id `orderID`. func (s *OrderService) Cancel(orderID uint64, clientOrderID string) error { req := s.NewOrderCancelRequest() if orderID > 0 { req.ID(orderID) } else if len(clientOrderID) > 0 { req.ClientOrderID(clientOrderID) } return req.Do(context.Background()) } type OrderCancelRequestParams struct { *PrivateRequestParams ID uint64 `json:"id,omitempty"` ClientOrderID string `json:"client_oid,omitempty"` } type OrderCancelRequest struct { client *RestClient params OrderCancelRequestParams } func (r *OrderCancelRequest) ID(id uint64) *OrderCancelRequest { r.params.ID = id return r } func (r *OrderCancelRequest) ClientOrderID(id string) *OrderCancelRequest { r.params.ClientOrderID = id return r } func (r *OrderCancelRequest) Do(ctx context.Context) error { req, err := r.client.newAuthenticatedRequest("POST", "v2/order/delete", &r.params) if err != nil { return err } response, err := r.client.sendRequest(req) if err != nil { return err } var order = Order{} if err := response.DecodeJSON(&order); err != nil { return err } return err } func (s *OrderService) NewOrderCancelRequest() *OrderCancelRequest { return &OrderCancelRequest{client: s.client} } // Status retrieves the given order from the API. func (s *OrderService) Get(orderID uint64) (*Order, error) { payload := map[string]interface{}{ "id": orderID, } req, err := s.client.newAuthenticatedRequest("GET", "v2/order", payload) if err != nil { return &Order{}, err } response, err := s.client.sendRequest(req) if err != nil { return nil, err } var order = Order{} if err := response.DecodeJSON(&order); err != nil { return nil, err } return &order, nil } 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 params MultiOrderRequestParams } func (r *CreateMultiOrderRequest) Market(market string) *CreateMultiOrderRequest { r.params.Market = market return r } func (r *CreateMultiOrderRequest) AddOrders(orders ...Order) *CreateMultiOrderRequest { r.params.Orders = append(r.params.Orders, orders...) return r } func (r *CreateMultiOrderRequest) Do(ctx context.Context) (multiOrderResponse *MultiOrderResponse, err error) { req, err := r.client.newAuthenticatedRequest("POST", "v2/orders/multi/onebyone", r.params) 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} } type CreateOrderRequestParams struct { *PrivateRequestParams Market string `json:"market"` Volume string `json:"volume"` Price string `json:"price,omitempty"` StopPrice string `json:"stop_price,omitempty"` Side string `json:"side"` OrderType string `json:"ord_type"` ClientOrderID string `json:"client_oid,omitempty"` GroupID string `json:"group_id,omitempty"` } type CreateOrderRequest struct { client *RestClient params CreateOrderRequestParams } func (r *CreateOrderRequest) Market(market string) *CreateOrderRequest { r.params.Market = market return r } func (r *CreateOrderRequest) Volume(volume string) *CreateOrderRequest { r.params.Volume = volume return r } func (r *CreateOrderRequest) Price(price string) *CreateOrderRequest { r.params.Price = price return r } func (r *CreateOrderRequest) StopPrice(price string) *CreateOrderRequest { r.params.StopPrice = price return r } func (r *CreateOrderRequest) Side(side string) *CreateOrderRequest { r.params.Side = side return r } func (r *CreateOrderRequest) OrderType(orderType string) *CreateOrderRequest { r.params.OrderType = orderType return r } func (r *CreateOrderRequest) ClientOrderID(clientOrderID string) *CreateOrderRequest { r.params.ClientOrderID = clientOrderID return r } func (r *CreateOrderRequest) Do(ctx context.Context) (order *Order, err error) { req, err := r.client.newAuthenticatedRequest("POST", "v2/orders", &r.params) if err != nil { return order, errors.Wrapf(err, "order create error") } response, err := r.client.sendRequest(req) if err != nil { return order, err } order = &Order{} if err := response.DecodeJSON(order); err != nil { return nil, err } return order, err } func (s *OrderService) NewCreateOrderRequest() *CreateOrderRequest { return &CreateOrderRequest{client: s.client} }