mirror of
https://github.com/c9s/bbgo.git
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556 lines
12 KiB
Go
556 lines
12 KiB
Go
package max
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import (
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"context"
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"strconv"
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"time"
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"github.com/pkg/errors"
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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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)
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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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}
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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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// 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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Side string `json:"side"`
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OrderType OrderType `json:"ord_type"`
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Price string `json:"price,omitempty"`
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StopPrice string `json:"stop_price,omitempty"`
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AveragePrice string `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 string `json:"volume"`
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RemainingVolume string `json:"remaining_volume,omitempty"`
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ExecutedVolume string `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 time.Time `json:"-" db:"created_at"`
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CreatedAtMs int64 `json:"created_at_in_ms,omitempty"`
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InsertedAt time.Time `json:"-" db:"inserted_at"`
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}
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// Open returns open orders
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func (s *OrderService) Closed(market string, options QueryOrderOptions) ([]Order, error) {
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payload := map[string]interface{}{
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"market": market,
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"state": []OrderState{OrderStateDone, OrderStateCancel, OrderStateFailed},
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"order_by": "desc",
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"pagination": false,
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}
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if options.GroupID > 0 {
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payload["group_id"] = options.GroupID
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}
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if options.Offset > 0 {
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payload["offset"] = options.Offset
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}
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if options.Limit > 0 {
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payload["limit"] = options.Limit
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}
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req, err := s.client.newAuthenticatedRequest("GET", "v2/orders", payload)
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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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// Open returns open orders
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func (s *OrderService) Open(market string, options QueryOrderOptions) ([]Order, error) {
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payload := map[string]interface{}{
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"market": market,
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// "state": []OrderState{OrderStateWait, OrderStateConvert},
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"order_by": "desc",
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"pagination": false,
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}
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if options.GroupID > 0 {
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payload["group_id"] = options.GroupID
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}
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req, err := s.client.newAuthenticatedRequest("GET", "v2/orders", payload)
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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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// 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("GET", "v2/orders", payload)
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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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// CancelAll active orders for the authenticated account.
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func (s *OrderService) CancelAll(side string, market string) error {
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payload := map[string]interface{}{}
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if side == "buy" || side == "sell" {
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payload["side"] = side
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}
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if market != "all" {
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payload["market"] = market
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}
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req, err := s.client.newAuthenticatedRequest("POST", "v2/orders/clear", payload)
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if err != nil {
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return err
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}
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_, err = s.client.sendRequest(req)
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if err != nil {
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return err
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}
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return 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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// Create a new order.
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func (s *OrderService) Create(market string, side string, volume float64, price float64, orderType string, options Options) (*Order, error) {
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options["market"] = market
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options["volume"] = strconv.FormatFloat(volume, 'f', -1, 64)
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options["price"] = strconv.FormatFloat(price, 'f', -1, 64)
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options["side"] = side
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options["ord_type"] = orderType
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response, err := s.client.sendAuthenticatedRequest("POST", "v2/orders", options)
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if err != nil {
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return nil, err
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}
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var order = Order{}
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if err := response.DecodeJSON(&order); err != nil {
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return nil, err
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}
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return &order, nil
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}
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// Create multiple order in a single request
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func (s *OrderService) CreateMulti(market string, orders []Order) (*MultiOrderResponse, error) {
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req := s.NewCreateMultiOrderRequest()
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req.Market(market)
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req.AddOrders(orders...)
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return req.Do(context.Background())
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}
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// Cancel the order with id `orderID`.
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func (s *OrderService) Cancel(orderID uint64, clientOrderID string) error {
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req := s.NewOrderCancelRequest()
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if orderID > 0 {
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req.ID(orderID)
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} else if len(clientOrderID) > 0 {
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req.ClientOrderID(clientOrderID)
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}
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return req.Do(context.Background())
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}
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type OrderCancelAllRequestParams struct {
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*PrivateRequestParams
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Side string `json:"side,omitempty"`
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Market string `json:"market,omitempty"`
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GroupID int64 `json:"groupID,omitempty"`
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}
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type OrderCancelAllRequest struct {
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client *RestClient
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params OrderCancelAllRequestParams
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side *string
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market *string
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groupID *uint32
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}
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func (r *OrderCancelAllRequest) Side(side string) *OrderCancelAllRequest {
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r.side = &side
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return r
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}
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func (r *OrderCancelAllRequest) Market(market string) *OrderCancelAllRequest {
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r.market = &market
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return r
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}
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func (r *OrderCancelAllRequest) GroupID(groupID uint32) *OrderCancelAllRequest {
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r.groupID = &groupID
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return r
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}
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func (r *OrderCancelAllRequest) Do(ctx context.Context) (orders []Order, err error) {
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var payload = map[string]interface{}{}
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if r.side != nil {
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payload["side"] = *r.side
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}
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if r.market != nil {
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payload["market"] = *r.market
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}
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if r.groupID != nil {
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payload["groupID"] = *r.groupID
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}
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req, err := r.client.newAuthenticatedRequest("POST", "v2/orders/clear", payload)
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if err != nil {
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return
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}
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response, err := r.client.sendRequest(req)
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if err != nil {
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return
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}
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err = response.DecodeJSON(&orders)
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return
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}
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func (s *OrderService) NewOrderCancelAllRequest() *OrderCancelAllRequest {
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return &OrderCancelAllRequest{client: s.client}
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}
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type OrderCancelRequestParams struct {
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*PrivateRequestParams
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ID uint64 `json:"id,omitempty"`
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ClientOrderID string `json:"client_oid,omitempty"`
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}
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type OrderCancelRequest struct {
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client *RestClient
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params OrderCancelRequestParams
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}
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func (r *OrderCancelRequest) ID(id uint64) *OrderCancelRequest {
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r.params.ID = id
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return r
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}
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func (r *OrderCancelRequest) ClientOrderID(id string) *OrderCancelRequest {
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r.params.ClientOrderID = id
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return r
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}
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func (r *OrderCancelRequest) Do(ctx context.Context) error {
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req, err := r.client.newAuthenticatedRequest("POST", "v2/order/delete", &r.params)
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if err != nil {
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return err
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}
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response, err := r.client.sendRequest(req)
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if err != nil {
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return err
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}
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var order = Order{}
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if err := response.DecodeJSON(&order); err != nil {
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return err
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}
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return err
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}
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func (s *OrderService) NewOrderCancelRequest() *OrderCancelRequest {
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return &OrderCancelRequest{client: s.client}
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}
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// Status retrieves the given order from the API.
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func (s *OrderService) Get(orderID uint64) (*Order, error) {
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payload := map[string]interface{}{
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"id": orderID,
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}
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req, err := s.client.newAuthenticatedRequest("GET", "v2/order", payload)
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if err != nil {
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return &Order{}, 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 order = Order{}
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if err := response.DecodeJSON(&order); err != nil {
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return nil, err
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}
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return &order, nil
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}
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type MultiOrderRequestParams struct {
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*PrivateRequestParams
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Market string `json:"market"`
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Orders []Order `json:"orders"`
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}
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type MultiOrderResponse []struct {
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Error string `json:"error,omitempty"`
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Order Order `json:"order,omitempty"`
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}
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type CreateMultiOrderRequest struct {
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client *RestClient
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market *string
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groupID *uint32
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orders []Order
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}
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func (r *CreateMultiOrderRequest) GroupID(groupID uint32) *CreateMultiOrderRequest {
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r.groupID = &groupID
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return r
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}
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func (r *CreateMultiOrderRequest) Market(market string) *CreateMultiOrderRequest {
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r.market = &market
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return r
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}
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func (r *CreateMultiOrderRequest) AddOrders(orders ...Order) *CreateMultiOrderRequest {
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r.orders = append(r.orders, orders...)
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return r
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}
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func (r *CreateMultiOrderRequest) Do(ctx context.Context) (multiOrderResponse *MultiOrderResponse, err error) {
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var payload = map[string]interface{}{}
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if r.market != nil {
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payload["market"] = r.market
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} else {
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return nil, errors.New("parameter market is required")
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}
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if r.groupID != nil {
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payload["group_id"] = r.groupID
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}
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if len(r.orders) == 0 {
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return nil, errors.New("parameter orders can not be empty")
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}
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// clear group id
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for i := range r.orders {
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r.orders[i].GroupID = 0
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}
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payload["orders"] = r.orders
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req, err := r.client.newAuthenticatedRequest("POST", "v2/orders/multi/onebyone", payload)
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if err != nil {
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return multiOrderResponse, errors.Wrapf(err, "order create error")
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}
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response, err := r.client.sendRequest(req)
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if err != nil {
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return multiOrderResponse, err
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}
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multiOrderResponse = &MultiOrderResponse{}
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if errJson := response.DecodeJSON(multiOrderResponse); errJson != nil {
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return multiOrderResponse, errJson
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}
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return multiOrderResponse, err
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}
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func (s *OrderService) NewCreateMultiOrderRequest() *CreateMultiOrderRequest {
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return &CreateMultiOrderRequest{client: s.client}
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}
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type CreateOrderRequest struct {
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client *RestClient
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market *string
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volume *string
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price *string
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stopPrice *string
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side *string
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orderType *string
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clientOrderID *string
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groupID *string
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}
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func (r *CreateOrderRequest) Market(market string) *CreateOrderRequest {
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r.market = &market
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return r
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}
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func (r *CreateOrderRequest) Volume(volume string) *CreateOrderRequest {
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r.volume = &volume
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return r
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}
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func (r *CreateOrderRequest) Price(price string) *CreateOrderRequest {
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r.price = &price
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return r
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}
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func (r *CreateOrderRequest) StopPrice(price string) *CreateOrderRequest {
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r.stopPrice = &price
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return r
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}
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func (r *CreateOrderRequest) Side(side string) *CreateOrderRequest {
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r.side = &side
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return r
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}
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func (r *CreateOrderRequest) OrderType(orderType string) *CreateOrderRequest {
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r.orderType = &orderType
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return r
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}
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func (r *CreateOrderRequest) ClientOrderID(clientOrderID string) *CreateOrderRequest {
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r.clientOrderID = &clientOrderID
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return r
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}
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func (r *CreateOrderRequest) Do(ctx context.Context) (order *Order, err error) {
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var payload = map[string]interface{}{}
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if r.market != nil {
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payload["market"] = r.market
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}
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if r.volume != nil {
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payload["volume"] = r.volume
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}
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if r.price != nil {
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payload["price"] = r.price
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}
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if r.stopPrice != nil {
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payload["stop_price"] = r.stopPrice
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}
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if r.side != nil {
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payload["side"] = r.side
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}
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if r.orderType != nil {
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payload["ord_type"] = r.orderType
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}
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if r.clientOrderID != nil {
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payload["client_oid"] = r.clientOrderID
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}
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if r.groupID != nil {
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payload["group_id"] = r.groupID
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}
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req, err := r.client.newAuthenticatedRequest("POST", "v2/orders", payload)
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if err != nil {
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return order, errors.Wrapf(err, "order create error")
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}
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response, err := r.client.sendRequest(req)
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if err != nil {
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return order, err
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}
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order = &Order{}
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if err := response.DecodeJSON(order); err != nil {
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return nil, err
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}
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return order, err
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}
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func (s *OrderService) NewCreateOrderRequest() *CreateOrderRequest {
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return &CreateOrderRequest{client: s.client}
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}
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