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103 lines
2.9 KiB
Go
103 lines
2.9 KiB
Go
package okex
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import (
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"fmt"
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"strings"
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"github.com/c9s/bbgo/pkg/exchange/okex/okexapi"
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"github.com/c9s/bbgo/pkg/types"
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)
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func toGlobalSymbol(symbol string) string {
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return strings.ReplaceAll(symbol, "-", "")
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}
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////go:generate sh -c "echo \"package okex\nvar spotSymbolMap = map[string]string{\n\" $(curl -s -L 'https://okex.com/api/v5/public/instruments?instType=SPOT' | jq -r '.data[] | \"\\(.instId | sub(\"-\" ; \"\") | tojson ): \\( .instId | tojson),\n\"') \"\n}\" > symbols.go"
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//go:generate go run gensymbols.go
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func toLocalSymbol(symbol string) string {
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if s, ok := spotSymbolMap[symbol]; ok {
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return s
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}
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log.Errorf("failed to look up local symbol from %s", symbol)
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return symbol
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}
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func toGlobalTicker(marketTicker okexapi.MarketTicker) *types.Ticker {
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return &types.Ticker{
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Time: marketTicker.Timestamp.Time(),
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Volume: marketTicker.Volume24H.Float64(),
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Last: marketTicker.Last.Float64(),
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Open: marketTicker.Open24H.Float64(),
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High: marketTicker.High24H.Float64(),
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Low: marketTicker.Low24H.Float64(),
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Buy: marketTicker.BidPrice.Float64(),
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Sell: marketTicker.AskPrice.Float64(),
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}
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}
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func toGlobalBalance(balanceSummaries []okexapi.BalanceSummary) types.BalanceMap {
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var balanceMap = types.BalanceMap{}
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for _, balanceSummary := range balanceSummaries {
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for _, balanceDetail := range balanceSummary.Details {
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balanceMap[balanceDetail.Currency] = types.Balance{
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Currency: balanceDetail.Currency,
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Available: balanceDetail.CashBalance,
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Locked: balanceDetail.Frozen,
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}
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}
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}
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return balanceMap
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}
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type WebsocketSubscription struct {
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Channel string `json:"channel"`
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InstrumentID string `json:"instId,omitempty"`
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InstrumentType string `json:"instType,omitempty"`
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}
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var CandleChannels = []string{
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"candle1Y",
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"candle6M", "candle3M", "candle1M",
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"candle1W",
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"candle1D", "candle2D", "candle3D", "candle5D",
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"candle12H", "candle6H", "candle4H", "candle2H", "candle1H",
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"candle30m", "candle15m", "candle5m", "candle3m", "candle1m",
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}
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func convertIntervalToCandle(interval string) string {
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switch interval {
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case "1h", "2h", "4h", "6h", "12h", "1d", "3d":
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return "candle" + strings.ToUpper(interval)
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case "1m", "5m", "15m", "30m":
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return "candle" + interval
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}
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return "candle" + interval
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}
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func convertSubscription(s types.Subscription) (WebsocketSubscription, error) {
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// binance uses lower case symbol name,
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// for kline, it's "<symbol>@kline_<interval>"
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// for depth, it's "<symbol>@depth OR <symbol>@depth@100ms"
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switch s.Channel {
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case types.KLineChannel:
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// Channel names are:
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return WebsocketSubscription{
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Channel: convertIntervalToCandle(s.Options.Interval),
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InstrumentID: toLocalSymbol(s.Symbol),
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}, nil
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case types.BookChannel:
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return WebsocketSubscription{
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Channel: "books",
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InstrumentID: toLocalSymbol(s.Symbol),
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}, nil
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}
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return WebsocketSubscription{}, fmt.Errorf("unsupported public stream channel %s", s.Channel)
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}
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