mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-14 11:03:53 +00:00
312 lines
7.3 KiB
Go
312 lines
7.3 KiB
Go
package okexapi
|
|
|
|
import (
|
|
"context"
|
|
"encoding/json"
|
|
"net/url"
|
|
|
|
"github.com/pkg/errors"
|
|
|
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
)
|
|
|
|
func (c *RestClient) NewBatchPlaceOrderRequest() *BatchPlaceOrderRequest {
|
|
return &BatchPlaceOrderRequest{
|
|
client: c,
|
|
}
|
|
}
|
|
|
|
func (c *RestClient) NewBatchCancelOrderRequest() *BatchCancelOrderRequest {
|
|
return &BatchCancelOrderRequest{
|
|
client: c,
|
|
}
|
|
}
|
|
|
|
func (c *RestClient) NewGetOrderDetailsRequest() *GetOrderDetailsRequest {
|
|
return &GetOrderDetailsRequest{
|
|
client: c,
|
|
}
|
|
}
|
|
|
|
func (c *RestClient) NewGetTransactionDetailsRequest() *GetTransactionDetailsRequest {
|
|
return &GetTransactionDetailsRequest{
|
|
client: c,
|
|
}
|
|
}
|
|
|
|
func (r *PlaceOrderRequest) Parameters() map[string]interface{} {
|
|
params, _ := r.GetParameters()
|
|
return params
|
|
}
|
|
|
|
type BatchCancelOrderRequest struct {
|
|
client *RestClient
|
|
|
|
reqs []*CancelOrderRequest
|
|
}
|
|
|
|
func (r *BatchCancelOrderRequest) Add(reqs ...*CancelOrderRequest) *BatchCancelOrderRequest {
|
|
r.reqs = append(r.reqs, reqs...)
|
|
return r
|
|
}
|
|
|
|
func (r *BatchCancelOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) {
|
|
var parameterList []map[string]interface{}
|
|
|
|
for _, req := range r.reqs {
|
|
params, err := req.GetParameters()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
parameterList = append(parameterList, params)
|
|
}
|
|
|
|
req, err := r.client.NewAuthenticatedRequest(ctx, "POST", "/api/v5/trade/cancel-batch-orders", nil, parameterList)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
response, err := r.client.SendRequest(req)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var apiResponse APIResponse
|
|
if err := response.DecodeJSON(&apiResponse); err != nil {
|
|
return nil, err
|
|
}
|
|
var data []OrderResponse
|
|
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return data, nil
|
|
}
|
|
|
|
type BatchPlaceOrderRequest struct {
|
|
client *RestClient
|
|
|
|
reqs []*PlaceOrderRequest
|
|
}
|
|
|
|
func (r *BatchPlaceOrderRequest) Add(reqs ...*PlaceOrderRequest) *BatchPlaceOrderRequest {
|
|
r.reqs = append(r.reqs, reqs...)
|
|
return r
|
|
}
|
|
|
|
func (r *BatchPlaceOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) {
|
|
var parameterList []map[string]interface{}
|
|
|
|
for _, req := range r.reqs {
|
|
params := req.Parameters()
|
|
parameterList = append(parameterList, params)
|
|
}
|
|
|
|
req, err := r.client.NewAuthenticatedRequest(ctx, "POST", "/api/v5/trade/batch-orders", nil, parameterList)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
response, err := r.client.SendRequest(req)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var apiResponse APIResponse
|
|
if err := response.DecodeJSON(&apiResponse); err != nil {
|
|
return nil, err
|
|
}
|
|
var data []OrderResponse
|
|
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return data, nil
|
|
}
|
|
|
|
type OrderDetails struct {
|
|
InstrumentType InstrumentType `json:"instType"`
|
|
InstrumentID string `json:"instId"`
|
|
Tag string `json:"tag"`
|
|
Price fixedpoint.Value `json:"px"`
|
|
Quantity fixedpoint.Value `json:"sz"`
|
|
|
|
OrderID string `json:"ordId"`
|
|
ClientOrderID string `json:"clOrdId"`
|
|
OrderType OrderType `json:"ordType"`
|
|
Side SideType `json:"side"`
|
|
|
|
// Accumulated fill quantity
|
|
FilledQuantity fixedpoint.Value `json:"accFillSz"`
|
|
|
|
FeeCurrency string `json:"feeCcy"`
|
|
Fee fixedpoint.Value `json:"fee"`
|
|
|
|
// trade related fields
|
|
LastTradeID string `json:"tradeId,omitempty"`
|
|
LastFilledPrice fixedpoint.Value `json:"fillPx"`
|
|
LastFilledQuantity fixedpoint.Value `json:"fillSz"`
|
|
LastFilledTime types.MillisecondTimestamp `json:"fillTime"`
|
|
LastFilledFee fixedpoint.Value `json:"fillFee"`
|
|
LastFilledFeeCurrency string `json:"fillFeeCcy"`
|
|
LastFilledPnl fixedpoint.Value `json:"fillPnl"`
|
|
BillID types.StrInt64 `json:"billId"`
|
|
|
|
// ExecutionType = liquidity (M = maker or T = taker)
|
|
ExecutionType string `json:"execType"`
|
|
|
|
// Average filled price. If none is filled, it will return 0.
|
|
AveragePrice fixedpoint.Value `json:"avgPx"`
|
|
|
|
// Currency = Margin currency
|
|
// Only applicable to cross MARGIN orders in Single-currency margin.
|
|
Currency string `json:"ccy"`
|
|
|
|
// Leverage = from 0.01 to 125.
|
|
// Only applicable to MARGIN/FUTURES/SWAP
|
|
Leverage fixedpoint.Value `json:"lever"`
|
|
|
|
RebateCurrency string `json:"rebateCcy"`
|
|
Rebate fixedpoint.Value `json:"rebate"`
|
|
|
|
PnL fixedpoint.Value `json:"pnl"`
|
|
|
|
UpdateTime types.MillisecondTimestamp `json:"uTime"`
|
|
CreationTime types.MillisecondTimestamp `json:"cTime"`
|
|
|
|
State OrderState `json:"state"`
|
|
}
|
|
|
|
type GetOrderDetailsRequest struct {
|
|
client *RestClient
|
|
|
|
instId string
|
|
ordId *string
|
|
clOrdId *string
|
|
}
|
|
|
|
func (r *GetOrderDetailsRequest) InstrumentID(instId string) *GetOrderDetailsRequest {
|
|
r.instId = instId
|
|
return r
|
|
}
|
|
|
|
func (r *GetOrderDetailsRequest) OrderID(orderID string) *GetOrderDetailsRequest {
|
|
r.ordId = &orderID
|
|
return r
|
|
}
|
|
|
|
func (r *GetOrderDetailsRequest) ClientOrderID(clientOrderID string) *GetOrderDetailsRequest {
|
|
r.clOrdId = &clientOrderID
|
|
return r
|
|
}
|
|
|
|
func (r *GetOrderDetailsRequest) QueryParameters() url.Values {
|
|
var values = url.Values{}
|
|
|
|
values.Add("instId", r.instId)
|
|
|
|
if r.ordId != nil {
|
|
values.Add("ordId", *r.ordId)
|
|
} else if r.clOrdId != nil {
|
|
values.Add("clOrdId", *r.clOrdId)
|
|
}
|
|
|
|
return values
|
|
}
|
|
|
|
func (r *GetOrderDetailsRequest) Do(ctx context.Context) (*OrderDetails, error) {
|
|
params := r.QueryParameters()
|
|
req, err := r.client.NewAuthenticatedRequest(ctx, "GET", "/api/v5/trade/order", params, nil)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
response, err := r.client.SendRequest(req)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var apiResponse APIResponse
|
|
if err := response.DecodeJSON(&apiResponse); err != nil {
|
|
return nil, err
|
|
}
|
|
var data []OrderDetails
|
|
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if len(data) == 0 {
|
|
return nil, errors.New("get order details error")
|
|
}
|
|
|
|
return &data[0], nil
|
|
}
|
|
|
|
type GetTransactionDetailsRequest struct {
|
|
client *RestClient
|
|
|
|
instType *InstrumentType
|
|
|
|
instId *string
|
|
|
|
ordId *string
|
|
}
|
|
|
|
func (r *GetTransactionDetailsRequest) InstrumentType(instType InstrumentType) *GetTransactionDetailsRequest {
|
|
r.instType = &instType
|
|
return r
|
|
}
|
|
|
|
func (r *GetTransactionDetailsRequest) InstrumentID(instId string) *GetTransactionDetailsRequest {
|
|
r.instId = &instId
|
|
return r
|
|
}
|
|
|
|
func (r *GetTransactionDetailsRequest) OrderID(orderID string) *GetTransactionDetailsRequest {
|
|
r.ordId = &orderID
|
|
return r
|
|
}
|
|
|
|
func (r *GetTransactionDetailsRequest) Parameters() map[string]interface{} {
|
|
var payload = map[string]interface{}{}
|
|
|
|
if r.instType != nil {
|
|
payload["instType"] = r.instType
|
|
}
|
|
|
|
if r.instId != nil {
|
|
payload["instId"] = r.instId
|
|
}
|
|
|
|
if r.ordId != nil {
|
|
payload["ordId"] = r.ordId
|
|
}
|
|
|
|
return payload
|
|
}
|
|
|
|
func (r *GetTransactionDetailsRequest) Do(ctx context.Context) ([]OrderDetails, error) {
|
|
payload := r.Parameters()
|
|
req, err := r.client.NewAuthenticatedRequest(ctx, "GET", "/api/v5/trade/fills", nil, payload)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
response, err := r.client.SendRequest(req)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var apiResponse APIResponse
|
|
if err := response.DecodeJSON(&apiResponse); err != nil {
|
|
return nil, err
|
|
}
|
|
var data []OrderDetails
|
|
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return data, nil
|
|
}
|