mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-13 02:23:51 +00:00
363 lines
9.1 KiB
Go
363 lines
9.1 KiB
Go
package max
|
||
|
||
import (
|
||
"context"
|
||
"crypto/hmac"
|
||
"crypto/sha256"
|
||
"encoding/base64"
|
||
"encoding/hex"
|
||
"encoding/json"
|
||
"fmt"
|
||
"math"
|
||
"net"
|
||
"net/http"
|
||
"net/http/httputil"
|
||
"net/url"
|
||
"regexp"
|
||
"strings"
|
||
"sync"
|
||
"sync/atomic"
|
||
"time"
|
||
|
||
"github.com/c9s/requestgen"
|
||
"github.com/pkg/errors"
|
||
log "github.com/sirupsen/logrus"
|
||
|
||
"github.com/c9s/bbgo/pkg/util"
|
||
"github.com/c9s/bbgo/pkg/util/backoff"
|
||
"github.com/c9s/bbgo/pkg/version"
|
||
)
|
||
|
||
const (
|
||
// ProductionAPIURL is the official MAX API v2 Endpoint
|
||
ProductionAPIURL = "https://max-api.maicoin.com/api/v2"
|
||
|
||
UserAgent = "bbgo/" + version.Version
|
||
|
||
defaultHTTPTimeout = time.Second * 60
|
||
|
||
// 2018-09-01 08:00:00 +0800 CST
|
||
TimestampSince = 1535760000
|
||
|
||
maxAllowedNegativeTimeOffset = -20
|
||
)
|
||
|
||
var httpTransportMaxIdleConnsPerHost = http.DefaultMaxIdleConnsPerHost
|
||
var httpTransportMaxIdleConns = 100
|
||
var httpTransportIdleConnTimeout = 90 * time.Second
|
||
var disableUserAgentHeader = false
|
||
|
||
func init() {
|
||
|
||
if val, ok := util.GetEnvVarInt("HTTP_TRANSPORT_MAX_IDLE_CONNS_PER_HOST"); ok {
|
||
httpTransportMaxIdleConnsPerHost = val
|
||
}
|
||
|
||
if val, ok := util.GetEnvVarInt("HTTP_TRANSPORT_MAX_IDLE_CONNS"); ok {
|
||
httpTransportMaxIdleConns = val
|
||
}
|
||
|
||
if val, ok := util.GetEnvVarDuration("HTTP_TRANSPORT_IDLE_CONN_TIMEOUT"); ok {
|
||
httpTransportIdleConnTimeout = val
|
||
}
|
||
|
||
if val, ok := util.GetEnvVarBool("DISABLE_MAX_USER_AGENT_HEADER"); ok {
|
||
disableUserAgentHeader = val
|
||
}
|
||
}
|
||
|
||
var logger = log.WithField("exchange", "max")
|
||
|
||
var htmlTagPattern = regexp.MustCompile("<[/]?[a-zA-Z-]+.*?>")
|
||
|
||
// The following variables are used for nonce.
|
||
|
||
// globalTimeOffset is used for nonce
|
||
var globalTimeOffset int64 = 0
|
||
|
||
// globalServerTimestamp is used for storing the server timestamp, default to Now
|
||
var globalServerTimestamp = time.Now().Unix()
|
||
|
||
// reqCount is used for nonce, this variable counts the API request count.
|
||
var reqCount uint64 = 1
|
||
|
||
var nonceOnce sync.Once
|
||
|
||
// create an isolated http httpTransport rather than the default one
|
||
var httpTransport = &http.Transport{
|
||
Proxy: http.ProxyFromEnvironment,
|
||
DialContext: (&net.Dialer{
|
||
Timeout: 10 * time.Second,
|
||
KeepAlive: 30 * time.Second,
|
||
}).DialContext,
|
||
|
||
// ForceAttemptHTTP2: true,
|
||
// DisableCompression: false,
|
||
|
||
MaxIdleConns: httpTransportMaxIdleConns,
|
||
MaxIdleConnsPerHost: httpTransportMaxIdleConnsPerHost,
|
||
IdleConnTimeout: httpTransportIdleConnTimeout,
|
||
TLSHandshakeTimeout: 10 * time.Second,
|
||
ExpectContinueTimeout: 1 * time.Second,
|
||
}
|
||
|
||
var defaultHttpClient = &http.Client{
|
||
Timeout: defaultHTTPTimeout,
|
||
Transport: httpTransport,
|
||
}
|
||
|
||
type RestClient struct {
|
||
requestgen.BaseAPIClient
|
||
|
||
APIKey, APISecret string
|
||
|
||
AccountService *AccountService
|
||
PublicService *PublicService
|
||
TradeService *TradeService
|
||
OrderService *OrderService
|
||
RewardService *RewardService
|
||
WithdrawalService *WithdrawalService
|
||
}
|
||
|
||
func NewRestClient(baseURL string) *RestClient {
|
||
u, err := url.Parse(baseURL)
|
||
if err != nil {
|
||
panic(err)
|
||
}
|
||
|
||
var client = &RestClient{
|
||
BaseAPIClient: requestgen.BaseAPIClient{
|
||
HttpClient: defaultHttpClient,
|
||
BaseURL: u,
|
||
},
|
||
}
|
||
|
||
client.AccountService = &AccountService{client}
|
||
client.TradeService = &TradeService{client}
|
||
client.PublicService = &PublicService{client}
|
||
client.OrderService = &OrderService{client}
|
||
client.RewardService = &RewardService{client}
|
||
client.WithdrawalService = &WithdrawalService{client}
|
||
|
||
// defaultHttpClient.MaxTokenService = &MaxTokenService{defaultHttpClient}
|
||
client.initNonce()
|
||
return client
|
||
}
|
||
|
||
// Auth sets api key and secret for usage is requests that requires authentication.
|
||
func (c *RestClient) Auth(key string, secret string) *RestClient {
|
||
// pragma: allowlist nextline secret
|
||
c.APIKey = key
|
||
// pragma: allowlist nextline secret
|
||
c.APISecret = secret
|
||
return c
|
||
}
|
||
|
||
func (c *RestClient) queryAndUpdateServerTimestamp(ctx context.Context) {
|
||
for {
|
||
select {
|
||
case <-ctx.Done():
|
||
return
|
||
|
||
default:
|
||
op := func() error {
|
||
serverTs, err := c.PublicService.Timestamp(ctx)
|
||
if err != nil {
|
||
return err
|
||
}
|
||
|
||
if serverTs == 0 {
|
||
return errors.New("unexpected zero server timestamp")
|
||
}
|
||
|
||
clientTime := time.Now()
|
||
offset := serverTs - clientTime.Unix()
|
||
|
||
if offset < 0 {
|
||
// avoid updating a negative offset: server time is before the local time
|
||
if offset > maxAllowedNegativeTimeOffset {
|
||
return nil
|
||
}
|
||
|
||
// if the offset is greater than 15 seconds, we should restart
|
||
logger.Panicf("max exchange server timestamp offset %d is less than the negative offset %d", offset, maxAllowedNegativeTimeOffset)
|
||
}
|
||
|
||
atomic.StoreInt64(&globalServerTimestamp, serverTs)
|
||
atomic.StoreInt64(&globalTimeOffset, offset)
|
||
|
||
logger.Debugf("loaded max server timestamp: %d offset=%d", globalServerTimestamp, offset)
|
||
return nil
|
||
}
|
||
|
||
if err := backoff.RetryGeneral(ctx, op); err != nil {
|
||
logger.WithError(err).Error("unable to sync timestamp with max")
|
||
} else {
|
||
return
|
||
}
|
||
}
|
||
}
|
||
}
|
||
|
||
func (c *RestClient) initNonce() {
|
||
nonceOnce.Do(func() {
|
||
go c.queryAndUpdateServerTimestamp(context.Background())
|
||
})
|
||
}
|
||
|
||
func (c *RestClient) getNonce() int64 {
|
||
// nonce 是以正整數表示的時間戳記，代表了從 Unix epoch 到當前時間所經過的毫秒數(ms)。
|
||
// nonce 與伺服器的時間差不得超過正負30秒，每個 nonce 只能使用一次。
|
||
var seconds = time.Now().Unix()
|
||
var rc = atomic.AddUint64(&reqCount, 1)
|
||
var offset = atomic.LoadInt64(&globalTimeOffset)
|
||
return (seconds+offset)*1000 - 1 + int64(math.Mod(float64(rc), 1000.0))
|
||
}
|
||
|
||
func (c *RestClient) NewAuthenticatedRequest(ctx context.Context, m string, refURL string, params url.Values, payload interface{}) (*http.Request, error) {
|
||
return c.newAuthenticatedRequest(ctx, m, refURL, params, payload, nil)
|
||
}
|
||
|
||
// newAuthenticatedRequest creates new http request for authenticated routes.
|
||
func (c *RestClient) newAuthenticatedRequest(ctx context.Context, m string, refURL string, params url.Values, data interface{}, rel *url.URL) (*http.Request, error) {
|
||
if len(c.APIKey) == 0 {
|
||
return nil, errors.New("empty api key")
|
||
}
|
||
|
||
if len(c.APISecret) == 0 {
|
||
return nil, errors.New("empty api secret")
|
||
}
|
||
|
||
var err error
|
||
if rel == nil {
|
||
rel, err = url.Parse(refURL)
|
||
if err != nil {
|
||
return nil, err
|
||
}
|
||
}
|
||
|
||
var p []byte
|
||
var payload = map[string]interface{}{
|
||
"nonce": c.getNonce(),
|
||
"path": c.BaseURL.ResolveReference(rel).Path,
|
||
}
|
||
|
||
switch d := data.(type) {
|
||
case map[string]interface{}:
|
||
for k, v := range d {
|
||
payload[k] = v
|
||
}
|
||
}
|
||
|
||
for k, vs := range params {
|
||
k = strings.TrimSuffix(k, "[]")
|
||
if len(vs) == 1 {
|
||
payload[k] = vs[0]
|
||
} else {
|
||
payload[k] = vs
|
||
}
|
||
}
|
||
|
||
p, err = castPayload(payload)
|
||
if err != nil {
|
||
return nil, err
|
||
}
|
||
|
||
req, err := c.NewRequest(ctx, m, refURL, params, p)
|
||
if err != nil {
|
||
return nil, err
|
||
}
|
||
|
||
encoded := base64.StdEncoding.EncodeToString(p)
|
||
|
||
req.Header.Add("Content-Type", "application/json")
|
||
req.Header.Add("X-MAX-ACCESSKEY", c.APIKey)
|
||
req.Header.Add("X-MAX-PAYLOAD", encoded)
|
||
req.Header.Add("X-MAX-SIGNATURE", signPayload(encoded, c.APISecret))
|
||
|
||
if disableUserAgentHeader {
|
||
req.Header.Set("USER-AGENT", "")
|
||
} else {
|
||
req.Header.Set("USER-AGENT", UserAgent)
|
||
}
|
||
|
||
if false {
|
||
out, _ := httputil.DumpRequestOut(req, true)
|
||
fmt.Println(string(out))
|
||
}
|
||
|
||
return req, nil
|
||
}
|
||
|
||
// ErrorResponse is the custom error type that is returned if the API returns an
|
||
// error.
|
||
type ErrorField struct {
|
||
Code int `json:"code"`
|
||
Message string `json:"message"`
|
||
}
|
||
|
||
type ErrorResponse struct {
|
||
*requestgen.Response
|
||
Err ErrorField `json:"error"`
|
||
}
|
||
|
||
func (r *ErrorResponse) Error() string {
|
||
return fmt.Sprintf("%s %s: %d %d %s",
|
||
r.Response.Response.Request.Method,
|
||
r.Response.Response.Request.URL.String(),
|
||
r.Response.Response.StatusCode,
|
||
r.Err.Code,
|
||
r.Err.Message,
|
||
)
|
||
}
|
||
|
||
// ToErrorResponse tries to convert/parse the server response to the standard Error interface object
|
||
func ToErrorResponse(response *requestgen.Response) (errorResponse *ErrorResponse, err error) {
|
||
errorResponse = &ErrorResponse{Response: response}
|
||
|
||
contentType := response.Header.Get("content-type")
|
||
switch contentType {
|
||
case "text/json", "application/json", "application/json; charset=utf-8":
|
||
var err = response.DecodeJSON(errorResponse)
|
||
if err != nil {
|
||
return errorResponse, errors.Wrapf(err, "failed to decode json for response: %d %s", response.StatusCode, string(response.Body))
|
||
}
|
||
return errorResponse, nil
|
||
case "text/html":
|
||
// convert 5xx error from the HTML page to the ErrorResponse
|
||
errorResponse.Err.Message = htmlTagPattern.ReplaceAllLiteralString(string(response.Body), "")
|
||
return errorResponse, nil
|
||
case "text/plain":
|
||
errorResponse.Err.Message = string(response.Body)
|
||
return errorResponse, nil
|
||
}
|
||
|
||
return errorResponse, fmt.Errorf("unexpected response content type %s", contentType)
|
||
}
|
||
|
||
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
|
||
}
|
||
|
||
body, err := json.Marshal(payload)
|
||
return body, err
|
||
}
|
||
|
||
func signPayload(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))
|
||
}
|