bbgo_origin/pkg/exchange/bybit/bybitapi/client.go

187 lines
4.3 KiB
Go

package bybitapi
import (
"bytes"
"context"
"crypto/hmac"
"crypto/sha256"
"encoding/hex"
"encoding/json"
"fmt"
"net/http"
"net/url"
"strconv"
"time"
"github.com/c9s/requestgen"
"github.com/pkg/errors"
"github.com/c9s/bbgo/pkg/types"
)
const (
defaultHTTPTimeout = time.Second * 15
RestBaseURL = "https://api.bybit.com"
WsSpotPublicSpotUrl = "wss://stream.bybit.com/v5/public/spot"
WsSpotPrivateUrl = "wss://stream.bybit.com/v5/private"
)
// defaultRequestWindowMilliseconds specify how long an HTTP request is valid. It is also used to prevent replay attacks.
var defaultRequestWindowMilliseconds = fmt.Sprintf("%d", 5*time.Second.Milliseconds())
type RestClient struct {
requestgen.BaseAPIClient
key, secret string
}
func NewClient() (*RestClient, error) {
u, err := url.Parse(RestBaseURL)
if err != nil {
return nil, err
}
return &RestClient{
BaseAPIClient: requestgen.BaseAPIClient{
BaseURL: u,
HttpClient: &http.Client{
Timeout: defaultHTTPTimeout,
},
},
}, nil
}
func (c *RestClient) Auth(key, secret string) {
c.key = key
// pragma: allowlist secret
c.secret = secret
}
// 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
}
t := time.Now().In(time.UTC)
timestamp := strconv.FormatInt(t.UnixMilli(), 10)
body, err := castPayload(payload)
if err != nil {
return nil, err
}
var signKey string
switch method {
case http.MethodPost:
signKey = timestamp + c.key + defaultRequestWindowMilliseconds + string(body)
case http.MethodGet:
signKey = timestamp + c.key + defaultRequestWindowMilliseconds + rel.RawQuery
default:
return nil, fmt.Errorf("unexpected method: %s", method)
}
// See https://bybit-exchange.github.io/docs/v5/guide#create-a-request
//
// 1. timestamp + API key + (recv_window) + (queryString | jsonBodyString)
// 2. Use the HMAC_SHA256 or RSA_SHA256 algorithm to sign the string in step 1, and convert it to a hex
// string (HMAC_SHA256) / base64 (RSA_SHA256) to obtain the sign parameter.
// 3. Append the sign parameter to request header, and send the HTTP request.
signature := Sign(signKey, c.secret)
req, err := http.NewRequestWithContext(ctx, method, pathURL.String(), bytes.NewReader(body))
if err != nil {
return nil, err
}
req.Header.Add("Content-Type", "application/json")
req.Header.Add("X-BAPI-API-KEY", c.key)
req.Header.Add("X-BAPI-TIMESTAMP", timestamp)
req.Header.Add("X-BAPI-SIGN", signature)
req.Header.Add("X-BAPI-RECV-WINDOW", defaultRequestWindowMilliseconds)
return req, 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 hex.EncodeToString(sig.Sum(nil))
}
func castPayload(payload interface{}) ([]byte, error) {
if payload == nil {
return nil, nil
}
switch v := payload.(type) {
case string:
return []byte(v), nil
case []byte:
return v, nil
}
return json.Marshal(payload)
}
/*
sample:
{
"retCode": 0,
"retMsg": "OK",
"result": {
},
"retExtInfo": {},
"time": 1671017382656
}
*/
type APIResponse struct {
// Success/Error code
RetCode uint `json:"retCode"`
// Success/Error msg. OK, success, SUCCESS indicate a successful response
RetMsg string `json:"retMsg"`
// Business data result
Result json.RawMessage `json:"result"`
// Extend info. Most of the time, it is {}
RetExtInfo json.RawMessage `json:"retExtInfo"`
// Time is current timestamp (ms)
Time types.MillisecondTimestamp `json:"time"`
}
func (a APIResponse) Validate() error {
if a.RetCode != 0 {
return a.Error()
}
return nil
}
func (a APIResponse) Error() error {
return fmt.Errorf("retCode: %d, retMsg: %s, retExtInfo: %q, time: %s", a.RetCode, a.RetMsg, a.RetExtInfo, a.Time)
}