mirror of
https://github.com/c9s/bbgo.git
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407 lines
10 KiB
Go
407 lines
10 KiB
Go
package okexapi
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import (
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"bytes"
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"crypto/hmac"
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"crypto/sha256"
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"encoding/base64"
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"encoding/json"
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"fmt"
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"net/http"
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"net/url"
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"strings"
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"time"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/util"
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"github.com/pkg/errors"
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)
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const defaultHTTPTimeout = time.Second * 15
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const RestBaseURL = "https://www.okex.com/"
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const PublicWebSocketURL = "wss://ws.okex.com:8443/ws/v5/public"
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const PrivateWebSocketURL = "wss://ws.okex.com:8443/ws/v5/private"
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type SideType string
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const (
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SideTypeBuy SideType = "buy"
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SideTypeSell SideType = "sell"
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)
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type OrderType string
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const (
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OrderTypeMarket OrderType = "market"
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OrderTypeLimit OrderType = "limit"
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OrderTypePostOnly OrderType = "post_only"
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OrderTypeFOK OrderType = "fok"
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OrderTypeIOC OrderType = "ioc"
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)
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type InstrumentType string
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const (
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InstrumentTypeSpot InstrumentType = "SPOT"
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InstrumentTypeSwap InstrumentType = "SWAP"
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InstrumentTypeFutures InstrumentType = "FUTURES"
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InstrumentTypeOption InstrumentType = "OPTION"
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)
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type OrderState string
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const (
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OrderStateCanceled OrderState = "canceled"
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OrderStateLive OrderState = "live"
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OrderStatePartiallyFilled OrderState = "partially_filled"
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OrderStateFilled OrderState = "filled"
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)
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type RestClient struct {
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BaseURL *url.URL
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client *http.Client
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Key, Secret, Passphrase string
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TradeService *TradeService
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PublicDataService *PublicDataService
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MarketDataService *MarketDataService
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}
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func NewClient() *RestClient {
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u, err := url.Parse(RestBaseURL)
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if err != nil {
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panic(err)
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}
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client := &RestClient{
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BaseURL: u,
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client: &http.Client{
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Timeout: defaultHTTPTimeout,
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},
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}
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client.TradeService = &TradeService{client: client}
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client.PublicDataService = &PublicDataService{client: client}
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client.MarketDataService = &MarketDataService{client: client}
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return client
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}
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func (c *RestClient) Auth(key, secret, passphrase string) {
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c.Key = key
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// pragma: allowlist nextline secret
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c.Secret = secret
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c.Passphrase = passphrase
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}
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// NewRequest create new API request. Relative url can be provided in refURL.
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func (c *RestClient) newRequest(method, refURL string, params url.Values, body []byte) (*http.Request, error) {
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rel, err := url.Parse(refURL)
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if err != nil {
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return nil, err
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}
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if params != nil {
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rel.RawQuery = params.Encode()
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}
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pathURL := c.BaseURL.ResolveReference(rel)
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return http.NewRequest(method, pathURL.String(), bytes.NewReader(body))
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}
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// sendRequest sends the request to the API server and handle the response
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func (c *RestClient) sendRequest(req *http.Request) (*util.Response, error) {
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resp, err := c.client.Do(req)
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if err != nil {
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return nil, err
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}
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// newResponse reads the response body and return a new Response object
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response, err := util.NewResponse(resp)
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if err != nil {
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return response, err
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}
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// Check error, if there is an error, return the ErrorResponse struct type
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if response.IsError() {
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return response, errors.New(string(response.Body))
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}
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return response, nil
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}
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// newAuthenticatedRequest creates new http request for authenticated routes.
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func (c *RestClient) newAuthenticatedRequest(method, refURL string, params url.Values, payload interface{}) (*http.Request, error) {
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if len(c.Key) == 0 {
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return nil, errors.New("empty api key")
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}
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if len(c.Secret) == 0 {
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return nil, errors.New("empty api secret")
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}
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rel, err := url.Parse(refURL)
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if err != nil {
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return nil, err
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}
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if params != nil {
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rel.RawQuery = params.Encode()
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}
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pathURL := c.BaseURL.ResolveReference(rel)
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path := pathURL.Path
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if rel.RawQuery != "" {
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path += "?" + rel.RawQuery
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}
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// set location to UTC so that it outputs "2020-12-08T09:08:57.715Z"
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t := time.Now().In(time.UTC)
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timestamp := t.Format("2006-01-02T15:04:05.999Z07:00")
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var body []byte
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if payload != nil {
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switch v := payload.(type) {
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case string:
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body = []byte(v)
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case []byte:
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body = v
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default:
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body, err = json.Marshal(v)
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if err != nil {
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return nil, err
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}
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}
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}
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signKey := timestamp + strings.ToUpper(method) + path + string(body)
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signature := Sign(signKey, c.Secret)
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req, err := http.NewRequest(method, pathURL.String(), bytes.NewReader(body))
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if err != nil {
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return nil, err
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}
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req.Header.Add("Content-Type", "application/json")
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req.Header.Add("Accept", "application/json")
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req.Header.Add("OK-ACCESS-KEY", c.Key)
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req.Header.Add("OK-ACCESS-SIGN", signature)
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req.Header.Add("OK-ACCESS-TIMESTAMP", timestamp)
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req.Header.Add("OK-ACCESS-PASSPHRASE", c.Passphrase)
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return req, nil
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}
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type BalanceDetail struct {
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Currency string `json:"ccy"`
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Available fixedpoint.Value `json:"availEq"`
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CashBalance fixedpoint.Value `json:"cashBal"`
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OrderFrozen fixedpoint.Value `json:"ordFrozen"`
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Frozen fixedpoint.Value `json:"frozenBal"`
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Equity fixedpoint.Value `json:"eq"`
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EquityInUSD fixedpoint.Value `json:"eqUsd"`
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UpdateTime types.MillisecondTimestamp `json:"uTime"`
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UnrealizedProfitAndLoss fixedpoint.Value `json:"upl"`
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}
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type Account struct {
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TotalEquityInUSD fixedpoint.Value `json:"totalEq"`
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UpdateTime string `json:"uTime"`
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Details []BalanceDetail `json:"details"`
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}
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func (c *RestClient) AccountBalances() (*Account, error) {
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req, err := c.newAuthenticatedRequest("GET", "/api/v5/account/balance", nil, nil)
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if err != nil {
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return nil, err
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}
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response, err := c.sendRequest(req)
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if err != nil {
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return nil, err
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}
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var balanceResponse struct {
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Code string `json:"code"`
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Message string `json:"msg"`
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Data []Account `json:"data"`
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}
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if err := response.DecodeJSON(&balanceResponse); err != nil {
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return nil, err
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}
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if len(balanceResponse.Data) == 0 {
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return nil, errors.New("empty account data")
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}
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return &balanceResponse.Data[0], nil
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}
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type AssetBalance struct {
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Currency string `json:"ccy"`
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Balance fixedpoint.Value `json:"bal"`
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Frozen fixedpoint.Value `json:"frozenBal,omitempty"`
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Available fixedpoint.Value `json:"availBal,omitempty"`
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}
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type AssetBalanceList []AssetBalance
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func (c *RestClient) AssetBalances() (AssetBalanceList, error) {
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req, err := c.newAuthenticatedRequest("GET", "/api/v5/asset/balances", nil, nil)
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if err != nil {
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return nil, err
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}
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response, err := c.sendRequest(req)
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if err != nil {
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return nil, err
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}
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var balanceResponse struct {
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Code string `json:"code"`
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Message string `json:"msg"`
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Data AssetBalanceList `json:"data"`
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}
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if err := response.DecodeJSON(&balanceResponse); err != nil {
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return nil, err
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}
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return balanceResponse.Data, nil
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}
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type AssetCurrency struct {
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Currency string `json:"ccy"`
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Name string `json:"name"`
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Chain string `json:"chain"`
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CanDeposit bool `json:"canDep"`
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CanWithdraw bool `json:"canWd"`
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CanInternal bool `json:"canInternal"`
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MinWithdrawalFee fixedpoint.Value `json:"minFee"`
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MaxWithdrawalFee fixedpoint.Value `json:"maxFee"`
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MinWithdrawalThreshold fixedpoint.Value `json:"minWd"`
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}
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func (c *RestClient) AssetCurrencies() ([]AssetCurrency, error) {
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req, err := c.newAuthenticatedRequest("GET", "/api/v5/asset/currencies", nil, nil)
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if err != nil {
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return nil, err
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}
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response, err := c.sendRequest(req)
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if err != nil {
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return nil, err
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}
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var currencyResponse struct {
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Code string `json:"code"`
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Message string `json:"msg"`
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Data []AssetCurrency `json:"data"`
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}
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if err := response.DecodeJSON(¤cyResponse); err != nil {
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return nil, err
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}
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return currencyResponse.Data, nil
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}
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type MarketTicker struct {
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InstrumentType string `json:"instType"`
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InstrumentID string `json:"instId"`
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// last traded price
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Last fixedpoint.Value `json:"last"`
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// last traded size
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LastSize fixedpoint.Value `json:"lastSz"`
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AskPrice fixedpoint.Value `json:"askPx"`
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AskSize fixedpoint.Value `json:"askSz"`
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BidPrice fixedpoint.Value `json:"bidPx"`
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BidSize fixedpoint.Value `json:"bidSz"`
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Open24H fixedpoint.Value `json:"open24h"`
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High24H fixedpoint.Value `json:"high24H"`
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Low24H fixedpoint.Value `json:"low24H"`
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Volume24H fixedpoint.Value `json:"vol24h"`
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VolumeCurrency24H fixedpoint.Value `json:"volCcy24h"`
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// Millisecond timestamp
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Timestamp types.MillisecondTimestamp `json:"ts"`
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}
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func (c *RestClient) MarketTicker(instId string) (*MarketTicker, error) {
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// SPOT, SWAP, FUTURES, OPTION
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var params = url.Values{}
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params.Add("instId", instId)
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req, err := c.newRequest("GET", "/api/v5/market/ticker", params, nil)
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if err != nil {
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return nil, err
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}
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response, err := c.sendRequest(req)
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if err != nil {
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return nil, err
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}
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var tickerResponse struct {
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Code string `json:"code"`
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Message string `json:"msg"`
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Data []MarketTicker `json:"data"`
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}
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if err := response.DecodeJSON(&tickerResponse); err != nil {
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return nil, err
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}
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if len(tickerResponse.Data) == 0 {
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return nil, fmt.Errorf("ticker of %s not found", instId)
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}
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return &tickerResponse.Data[0], nil
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}
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func (c *RestClient) MarketTickers(instType InstrumentType) ([]MarketTicker, error) {
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// SPOT, SWAP, FUTURES, OPTION
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var params = url.Values{}
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params.Add("instType", string(instType))
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req, err := c.newRequest("GET", "/api/v5/market/tickers", params, nil)
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if err != nil {
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return nil, err
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}
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response, err := c.sendRequest(req)
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if err != nil {
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return nil, err
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}
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var tickerResponse struct {
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Code string `json:"code"`
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Message string `json:"msg"`
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Data []MarketTicker `json:"data"`
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}
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if err := response.DecodeJSON(&tickerResponse); err != nil {
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return nil, err
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}
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return tickerResponse.Data, nil
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}
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func Sign(payload string, secret string) string {
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var sig = hmac.New(sha256.New, []byte(secret))
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_, err := sig.Write([]byte(payload))
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if err != nil {
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return ""
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}
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return base64.StdEncoding.EncodeToString(sig.Sum(nil))
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// return hex.EncodeToString(sig.Sum(nil))
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}
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