bbgo_origin/pkg/exchange/okex/okexapi/public.go
2021-05-27 00:05:43 +08:00

147 lines
3.7 KiB
Go

package okexapi
import (
"context"
"net/url"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
"github.com/pkg/errors"
)
type PublicDataService struct {
client *RestClient
}
func (s *PublicDataService) NewGetInstrumentsRequest() *GetInstrumentsRequest {
return &GetInstrumentsRequest{
client: s.client,
}
}
func (s *PublicDataService) NewGetFundingRate() *GetFundingRateRequest {
return &GetFundingRateRequest{
client: s.client,
}
}
type FundingRate struct {
InstrumentType string `json:"instType"`
InstrumentID string `json:"instId"`
FundingRate fixedpoint.Value `json:"fundingRate"`
NextFundingRate fixedpoint.Value `json:"nextFundingRate"`
FundingTime types.MillisecondTimestamp `json:"fundingTime"`
}
type GetFundingRateRequest struct {
client *RestClient
instId string
}
func (r *GetFundingRateRequest) InstrumentID(instId string) *GetFundingRateRequest {
r.instId = instId
return r
}
func (r *GetFundingRateRequest) Do(ctx context.Context) (*FundingRate, error) {
// SPOT, SWAP, FUTURES, OPTION
var params = url.Values{}
params.Add("instId", string(r.instId))
req, err := r.client.newRequest("GET", "/api/v5/public/funding-rate", params, nil)
if err != nil {
return nil, err
}
response, err := r.client.sendRequest(req)
if err != nil {
return nil, err
}
var apiResponse struct {
Code string `json:"code"`
Message string `json:"msg"`
Data []FundingRate `json:"data"`
}
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
if len(apiResponse.Data) == 0 {
return nil, errors.New("empty funding rate data")
}
return &apiResponse.Data[0], nil
}
type Instrument struct {
InstrumentType string `json:"instType"`
InstrumentID string `json:"instId"`
BaseCurrency string `json:"baseCcy"`
QuoteCurrency string `json:"quoteCcy"`
SettleCurrency string `json:"settleCcy"`
ContractValue string `json:"ctVal"`
ContractMultiplier string `json:"ctMult"`
ContractValueCurrency string `json:"ctValCcy"`
ListTime types.MillisecondTimestamp `json:"listTime"`
ExpiryTime types.MillisecondTimestamp `json:"expTime"`
TickSize fixedpoint.Value `json:"tickSz"`
LotSize fixedpoint.Value `json:"lotSz"`
// MinSize = min order size
MinSize fixedpoint.Value `json:"minSz"`
// instrument status
State string `json:"state"`
}
type GetInstrumentsRequest struct {
client *RestClient
instType InstrumentType
instId *string
}
func (r *GetInstrumentsRequest) InstrumentType(instType InstrumentType) *GetInstrumentsRequest {
r.instType = instType
return r
}
func (r *GetInstrumentsRequest) InstrumentID(instId string) *GetInstrumentsRequest {
r.instId = &instId
return r
}
func (r *GetInstrumentsRequest) Do(ctx context.Context) ([]Instrument, error) {
// SPOT, SWAP, FUTURES, OPTION
var params = url.Values{}
params.Add("instType", string(r.instType))
if r.instId != nil {
params.Add("instId", *r.instId)
}
req, err := r.client.newRequest("GET", "/api/v5/public/instruments", params, nil)
if err != nil {
return nil, err
}
response, err := r.client.sendRequest(req)
if err != nil {
return nil, err
}
var apiResponse struct {
Code string `json:"code"`
Message string `json:"msg"`
Data []Instrument `json:"data"`
}
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
return apiResponse.Data, nil
}