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145 lines
3.8 KiB
Go
145 lines
3.8 KiB
Go
package max
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//go:generate -command GetRequest requestgen -method GET
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//go:generate -command PostRequest requestgen -method POST
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import (
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"context"
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"net/url"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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var (
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relUrlV2Orders *url.URL
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relUrlV2OrdersMultiOneByOne *url.URL
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)
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func mustParseURL(s string) *url.URL {
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u, err := url.Parse(s)
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if err != nil {
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panic(err)
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}
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return u
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}
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func init() {
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relUrlV2Orders = mustParseURL("v2/orders")
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relUrlV2OrdersMultiOneByOne = mustParseURL("v2/orders/multi/onebyone")
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}
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type WalletType string
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const (
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WalletTypeSpot WalletType = "spot"
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WalletTypeMargin WalletType = "m"
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)
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type OrderStateToQuery int
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const (
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All = iota
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Active
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Closed
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)
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type OrderState string
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const (
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OrderStateDone = OrderState("done")
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OrderStateCancel = OrderState("cancel")
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OrderStateWait = OrderState("wait")
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OrderStateConvert = OrderState("convert")
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OrderStateFinalizing = OrderState("finalizing")
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OrderStateFailed = OrderState("failed")
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)
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type OrderType string
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// Order types that the API can return.
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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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OrderTypeStopLimit = OrderType("stop_limit")
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OrderTypeStopMarket = OrderType("stop_market")
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OrderTypeIOCLimit = OrderType("ioc_limit")
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)
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type QueryOrderOptions struct {
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GroupID int
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Offset int
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Limit int
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Page int
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OrderBy string
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}
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// OrderService manages the Order endpoint.
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type OrderService struct {
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client *RestClient
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}
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type SubmitOrder struct {
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Side string `json:"side"`
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Market string `json:"market"`
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Price string `json:"price"`
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StopPrice string `json:"stop_price,omitempty"`
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OrderType OrderType `json:"ord_type"`
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Volume string `json:"volume"`
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GroupID uint32 `json:"group_id,omitempty"`
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ClientOID string `json:"client_oid,omitempty"`
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}
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// Order represents one returned order (POST order/GET order/GET orders) on the max platform.
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type Order struct {
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ID uint64 `json:"id,omitempty"`
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WalletType WalletType `json:"wallet_type,omitempty"`
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Side string `json:"side"`
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OrderType OrderType `json:"ord_type"`
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Price fixedpoint.Value `json:"price,omitempty"`
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StopPrice fixedpoint.Value `json:"stop_price,omitempty"`
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AveragePrice fixedpoint.Value `json:"avg_price,omitempty"`
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State OrderState `json:"state,omitempty"`
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Market string `json:"market,omitempty"`
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Volume fixedpoint.Value `json:"volume"`
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RemainingVolume fixedpoint.Value `json:"remaining_volume,omitempty"`
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ExecutedVolume fixedpoint.Value `json:"executed_volume,omitempty"`
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TradesCount int64 `json:"trades_count,omitempty"`
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GroupID uint32 `json:"group_id,omitempty"`
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ClientOID string `json:"client_oid,omitempty"`
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CreatedAt types.MillisecondTimestamp `json:"created_at"`
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}
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// All returns all orders for the authenticated account.
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func (s *OrderService) All(market string, limit, page int, states ...OrderState) ([]Order, error) {
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payload := map[string]interface{}{
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"market": market,
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"limit": limit,
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"page": page,
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"state": states,
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"order_by": "desc",
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}
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req, err := s.client.newAuthenticatedRequest(context.Background(), "GET", "v2/orders", nil, payload, relUrlV2Orders)
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if err != nil {
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return nil, err
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}
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response, err := s.client.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 orders []Order
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if err := response.DecodeJSON(&orders); err != nil {
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return nil, err
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}
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return orders, nil
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}
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// Options carry the option fields for REST API
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type Options map[string]interface{}
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