bbgo_origin/pkg/exchange/ftx/rest_order_request.go
2021-03-17 21:26:25 +08:00

152 lines
3.4 KiB
Go

package ftx
import (
"context"
"encoding/json"
"fmt"
"time"
)
type orderRequest struct {
*restRequest
}
/*
{
"market": "XRP-PERP",
"side": "sell",
"price": 0.306525,
"type": "limit",
"size": 31431.0,
"reduceOnly": false,
"ioc": false,
"postOnly": false,
"clientId": null
}
*/
type PlaceOrderPayload struct {
Market string
Side string
Price float64
Type string
Size float64
ReduceOnly bool
IOC bool
PostOnly bool
ClientID string
}
func (r *orderRequest) PlaceOrder(ctx context.Context, p PlaceOrderPayload) (orderResponse, error) {
resp, err := r.
Method("POST").
ReferenceURL("api/orders").
Payloads(map[string]interface{}{
"market": p.Market,
"side": p.Side,
"price": p.Price,
"type": p.Type,
"size": p.Size,
"reduceOnly": p.ReduceOnly,
"ioc": p.IOC,
"postOnly": p.PostOnly,
"clientId": p.ClientID,
}).
DoAuthenticatedRequest(ctx)
if err != nil {
return orderResponse{}, err
}
var o orderResponse
if err := json.Unmarshal(resp.Body, &o); err != nil {
return orderResponse{}, fmt.Errorf("failed to unmarshal order response body to json: %w", err)
}
return o, nil
}
func (r *orderRequest) CancelOrderByOrderID(ctx context.Context, orderID uint64) (cancelOrderResponse, error) {
resp, err := r.
Method("DELETE").
ReferenceURL("api/orders").
Payloads(map[string]interface{}{"order_id": orderID}).
DoAuthenticatedRequest(ctx)
if err != nil {
return cancelOrderResponse{}, err
}
var co cancelOrderResponse
if err := json.Unmarshal(resp.Body, &r); err != nil {
return cancelOrderResponse{}, err
}
return co, nil
}
func (r *orderRequest) CancelOrderByClientID(ctx context.Context, clientID string) (cancelOrderResponse, error) {
resp, err := r.
Method("DELETE").
ReferenceURL("api/orders/by_client_id").
Payloads(map[string]interface{}{"client_order_id": clientID}).
DoAuthenticatedRequest(ctx)
if err != nil {
return cancelOrderResponse{}, err
}
var co cancelOrderResponse
if err := json.Unmarshal(resp.Body, &r); err != nil {
return cancelOrderResponse{}, err
}
return co, nil
}
func (r *orderRequest) OpenOrders(ctx context.Context, market string) (ordersResponse, error) {
resp, err := r.
Method("GET").
ReferenceURL("api/orders").
Payloads(map[string]interface{}{"market": market}).
DoAuthenticatedRequest(ctx)
if err != nil {
return ordersResponse{}, err
}
var o ordersResponse
if err := json.Unmarshal(resp.Body, &o); err != nil {
return ordersResponse{}, fmt.Errorf("failed to unmarshal open orders response body to json: %w", err)
}
return o, nil
}
func (r *orderRequest) OrdersHistory(ctx context.Context, market string, start, end time.Time, limit int) (ordersHistoryResponse, error) {
p := make(map[string]interface{})
if limit > 0 {
p["limit"] = limit
}
if len(market) > 0 {
p["market"] = market
}
if start != (time.Time{}) {
p["start_time"] = start.UnixNano() / int64(time.Second)
}
if end != (time.Time{}) {
p["end_time"] = start.UnixNano() / int64(time.Second)
}
resp, err := r.
Method("GET").
ReferenceURL("api/orders/history").
Payloads(p).
DoAuthenticatedRequest(ctx)
if err != nil {
return ordersHistoryResponse{}, err
}
var o ordersHistoryResponse
if err := json.Unmarshal(resp.Body, &o); err != nil {
return ordersHistoryResponse{}, fmt.Errorf("failed to unmarshal orders history response body to json: %w", err)
}
return o, nil
}