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