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123 lines
2.7 KiB
Go
123 lines
2.7 KiB
Go
package max
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import (
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"context"
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"fmt"
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"strings"
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maxapi "github.com/c9s/bbgo/exchange/max/maxapi"
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"github.com/c9s/bbgo/types"
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"github.com/c9s/bbgo/util"
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)
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type Exchange struct {
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client *maxapi.RestClient
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key, secret string
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}
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func New(key, secret string) *Exchange {
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client := maxapi.NewRestClient(maxapi.ProductionAPIURL)
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client.Auth(key, secret)
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return &Exchange{
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client: client,
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key: key,
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secret: secret,
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}
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}
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func (e *Exchange) NewStream() types.Stream {
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return NewStream(e.key, e.secret)
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}
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func (e *Exchange) SubmitOrder(ctx context.Context, order *types.SubmitOrder) error {
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orderType, err := toLocalOrderType(order.Type)
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if err != nil {
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return err
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}
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req := e.client.OrderService.NewCreateOrderRequest().
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Market(order.Symbol).
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OrderType(string(orderType)).
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Side(toLocalSideType(order.Side)).
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Volume(order.QuantityString).
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Price(order.PriceString)
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retOrder, err := req.Do(ctx)
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if err != nil {
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return err
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}
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logger.Infof("order created: %+v", retOrder)
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return err
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}
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// PlatformFeeCurrency
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func (e *Exchange) PlatformFeeCurrency() string {
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return toGlobalCurrency("MAX")
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}
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func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
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userInfo, err := e.client.AccountService.Me()
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if err != nil {
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return nil, err
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}
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var balances = make(types.BalanceMap)
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for _, a := range userInfo.Accounts {
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balances[toGlobalCurrency(a.Currency)] = types.Balance{
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Currency: toGlobalCurrency(a.Currency),
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Available: util.MustParseFloat(a.Balance),
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Locked: util.MustParseFloat(a.Locked),
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}
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}
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return &types.Account{
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MakerCommission: 15, // 0.15%
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TakerCommission: 15, // 0.15%
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Balances: balances,
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}, nil
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}
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func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error) {
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accounts, err := e.client.AccountService.Accounts()
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if err != nil {
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return nil, err
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}
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var balances = make(types.BalanceMap)
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for _, a := range accounts {
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balances[toGlobalCurrency(a.Currency)] = types.Balance{
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Currency: toGlobalCurrency(a.Currency),
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Available: util.MustParseFloat(a.Balance),
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Locked: util.MustParseFloat(a.Locked),
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}
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}
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return balances, nil
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}
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func toGlobalCurrency(currency string) string {
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return strings.ToUpper(currency)
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}
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func toLocalCurrency(currency string) string {
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return strings.ToLower(currency)
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}
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func toLocalSideType(side types.SideType) string {
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return strings.ToLower(string(side))
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}
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func toLocalOrderType(orderType types.OrderType) (maxapi.OrderType, error) {
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switch orderType {
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case types.OrderTypeLimit:
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return maxapi.OrderTypeLimit, nil
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case types.OrderTypeMarket:
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return maxapi.OrderTypeMarket, nil
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}
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return "", fmt.Errorf("order type %s not supported", orderType)
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}
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