bbgo_origin/pkg/exchange/max/maxapi/restapi.go

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package max
import (
"bytes"
"crypto/hmac"
"crypto/sha256"
"encoding/base64"
"encoding/hex"
"encoding/json"
"fmt"
"io/ioutil"
"math"
"net"
"net/http"
"net/http/httputil"
"net/url"
"reflect"
"regexp"
"strconv"
"sync/atomic"
"time"
"github.com/c9s/bbgo/pkg/util"
"github.com/c9s/bbgo/pkg/version"
"github.com/pkg/errors"
log "github.com/sirupsen/logrus"
)
const (
// ProductionAPIURL is the official MAX API v2 Endpoint
ProductionAPIURL = "https://max-api.maicoin.com/api/v2"
UserAgent = "bbgo/" + version.Version
defaultHTTPTimeout = time.Second * 30
// 2018-09-01 08:00:00 +0800 CST
TimestampSince = 1535760000
)
var debugRequestDump = false
var debugMaxRequestPayload = false
var addUserAgentHeader = true
var httpTransportMaxIdleConnsPerHost = http.DefaultMaxIdleConnsPerHost
var httpTransportMaxIdleConns = 100
var httpTransportIdleConnTimeout = 90 * time.Second
func init() {
debugMaxRequestPayload, _ = util.GetEnvVarBool("DEBUG_MAX_REQUEST_PAYLOAD")
debugRequestDump, _ = util.GetEnvVarBool("DEBUG_MAX_REQUEST")
addUserAgentHeader, _ = util.GetEnvVarBool("DISABLE_MAX_USER_AGENT_HEADER")
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
}
}
var logger = log.WithField("exchange", "max")
var htmlTagPattern = regexp.MustCompile("<[/]?[a-zA-Z-]+.*?>")
// The following variables are used for nonce.
// timeOffset is used for nonce
var timeOffset int64 = 0
// serverTimestamp is used for storing the server timestamp, default to Now
var serverTimestamp = time.Now().Unix()
// reqCount is used for nonce, this variable counts the API request count.
var reqCount int64 = 1
type RestClient struct {
client *http.Client
BaseURL *url.URL
// Authentication
APIKey string
APISecret string
AccountService *AccountService
PublicService *PublicService
TradeService *TradeService
OrderService *OrderService
RewardService *RewardService
WithdrawalService *WithdrawalService
// OrderBookService *OrderBookService
// MaxTokenService *MaxTokenService
// MaxKLineService *KLineService
// CreditService *CreditService
}
func NewRestClientWithHttpClient(baseURL string, httpClient *http.Client) *RestClient {
u, err := url.Parse(baseURL)
if err != nil {
panic(err)
}
var client = &RestClient{
client: httpClient,
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}
// client.MaxTokenService = &MaxTokenService{client}
client.initNonce()
return client
}
func NewRestClient(baseURL string) *RestClient {
// create an isolated http transport rather than the default one
transport := &http.Transport{
Proxy: http.ProxyFromEnvironment,
DialContext: (&net.Dialer{
Timeout: 30 * time.Second,
KeepAlive: 30 * time.Second,
}).DialContext,
ForceAttemptHTTP2: true,
MaxIdleConns: httpTransportMaxIdleConns,
MaxIdleConnsPerHost: httpTransportMaxIdleConnsPerHost,
IdleConnTimeout: httpTransportIdleConnTimeout,
TLSHandshakeTimeout: 10 * time.Second,
ExpectContinueTimeout: 1 * time.Second,
}
client := &http.Client{
Timeout: defaultHTTPTimeout,
Transport: transport,
}
return NewRestClientWithHttpClient(baseURL, client)
}
// Auth sets api key and secret for usage is requests that requires authentication.
func (c *RestClient) Auth(key string, secret string) *RestClient {
c.APIKey = key
c.APISecret = secret
return c
}
func (c *RestClient) initNonce() {
var clientTime = time.Now()
var err error
serverTimestamp, err = c.PublicService.Timestamp()
if err != nil {
logger.WithError(err).Panic("failed to sync timestamp with max")
}
timeOffset = serverTimestamp - clientTime.Unix()
logger.Infof("loaded max server timestamp: %d offset=%d", serverTimestamp, timeOffset)
}
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.AddInt64(&reqCount, 1)
return (seconds+timeOffset)*1000 - 1 + int64(math.Mod(float64(rc), 1000.0))
}
// NewRequest create new API request. Relative url can be provided in refURL.
func (c *RestClient) newRequest(method string, refURL string, params url.Values, body []byte) (*http.Request, error) {
rel, err := url.Parse(refURL)
if err != nil {
return nil, err
}
if params != nil {
rel.RawQuery = params.Encode()
}
var req *http.Request
u := c.BaseURL.ResolveReference(rel)
req, err = http.NewRequest(method, u.String(), bytes.NewReader(body))
if err != nil {
return nil, err
}
if addUserAgentHeader {
req.Header.Add("User-Agent", UserAgent)
}
return req, nil
}
// newAuthenticatedRequest creates new http request for authenticated routes.
func (c *RestClient) newAuthenticatedRequest(m string, refURL string, data interface{}, rel *url.URL) (*http.Request, error) {
var err error
if rel == nil {
rel, err = url.Parse(refURL)
if err != nil {
return nil, err
}
}
var p []byte
switch d := data.(type) {
case nil:
payload := map[string]interface{}{
"nonce": c.getNonce(),
"path": c.BaseURL.ResolveReference(rel).Path,
}
p, err = json.Marshal(payload)
case map[string]interface{}:
payload := map[string]interface{}{
"nonce": c.getNonce(),
"path": c.BaseURL.ResolveReference(rel).Path,
}
for k, v := range d {
payload[k] = v
}
p, err = json.Marshal(payload)
default:
params, err := getPrivateRequestParamsObject(data)
if err != nil {
return nil, errors.Wrapf(err, "unsupported payload type: %T", d)
}
params.Nonce = c.getNonce()
params.Path = c.BaseURL.ResolveReference(rel).Path
p, err = json.Marshal(d)
}
if debugMaxRequestPayload {
log.Infof("request payload: %s", p)
}
if err != nil {
return nil, err
}
if len(c.APIKey) == 0 {
return nil, errors.New("empty api key")
}
if len(c.APISecret) == 0 {
return nil, errors.New("empty api secret")
}
req, err := c.newRequest(m, refURL, nil, p)
if err != nil {
return nil, err
}
encoded := base64.StdEncoding.EncodeToString(p)
req.Header.Add("Content-Type", "application/json")
// accept is not necessary
// req.Header.Add("Accept", "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 debugRequestDump {
dump, err2 := httputil.DumpRequestOut(req, true)
if err2 != nil {
log.Errorf("dump request error: %v", err2)
} else {
fmt.Printf("REQUEST:\n%s", dump)
}
}
return req, nil
}
func getPrivateRequestParamsObject(v interface{}) (*PrivateRequestParams, error) {
vt := reflect.ValueOf(v)
if vt.Kind() == reflect.Ptr {
vt = vt.Elem()
}
if vt.Kind() != reflect.Struct {
return nil, errors.New("reflect error: given object is not a struct" + vt.Kind().String())
}
if !vt.CanSet() {
return nil, errors.New("reflect error: can not set object")
}
field := vt.FieldByName("PrivateRequestParams")
if !field.IsValid() {
return nil, errors.New("reflect error: field PrivateRequestParams not found")
}
if field.IsNil() {
field.Set(reflect.ValueOf(&PrivateRequestParams{}))
}
params, ok := field.Interface().(*PrivateRequestParams)
if !ok {
return nil, errors.New("reflect error: failed to cast value to *PrivateRequestParams")
}
return params, nil
}
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))
}
func (c *RestClient) Do(req *http.Request) (resp *http.Response, err error) {
return c.client.Do(req)
}
// sendRequest sends the request to the API server and handle the response
func (c *RestClient) sendRequest(req *http.Request) (*util.Response, error) {
resp, err := c.client.Do(req)
if err != nil {
return nil, err
}
// newResponse reads the response body and return a new Response object
response, err := util.NewResponse(resp)
if err != nil {
return response, err
}
// Check error, if there is an error, return the ErrorResponse struct type
if response.IsError() {
errorResponse, err := ToErrorResponse(response)
if err != nil {
return response, err
}
return response, errorResponse
}
return response, nil
}
func (c *RestClient) sendAuthenticatedRequest(m string, refURL string, data map[string]interface{}) (*util.Response, error) {
req, err := c.newAuthenticatedRequest(m, refURL, data, nil)
if err != nil {
return nil, err
}
response, err := c.sendRequest(req)
if err != nil {
return nil, err
}
return response, err
}
// FIXME: should deprecate the polling usage from the websocket struct
func (c *RestClient) GetTrades(market string, lastTradeID int64) ([]byte, error) {
params := url.Values{}
params.Add("market", market)
if lastTradeID > 0 {
params.Add("from", strconv.Itoa(int(lastTradeID)))
}
return c.get("/trades", params)
}
// get sends GET http request to the api endpoint, the urlPath must start with a slash '/'
func (c *RestClient) get(urlPath string, values url.Values) ([]byte, error) {
var reqURL = c.BaseURL.String() + urlPath
// Create request
req, err := http.NewRequest("GET", reqURL, nil)
if err != nil {
return nil, fmt.Errorf("could not init request: %s", err.Error())
}
req.URL.RawQuery = values.Encode()
req.Header.Add("User-Agent", UserAgent)
// Execute request
resp, err := c.client.Do(req)
if err != nil {
return nil, fmt.Errorf("could not execute request: %s", err.Error())
}
defer resp.Body.Close()
// Load request
body, err := ioutil.ReadAll(resp.Body)
if err != nil {
return nil, fmt.Errorf("could not read response: %s", err.Error())
}
return body, 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 {
*util.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 *util.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
}
return errorResponse, fmt.Errorf("unexpected response content type %s", contentType)
}