mirror of
https://github.com/c9s/bbgo.git
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187 lines
4.3 KiB
Go
187 lines
4.3 KiB
Go
package bybitapi
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import (
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"bytes"
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"context"
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"crypto/hmac"
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"crypto/sha256"
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"encoding/hex"
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"encoding/json"
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"fmt"
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"net/http"
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"net/url"
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"strconv"
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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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"github.com/c9s/bbgo/pkg/types"
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)
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const (
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defaultHTTPTimeout = time.Second * 15
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RestBaseURL = "https://api.bybit.com"
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WsSpotPublicSpotUrl = "wss://stream.bybit.com/v5/public/spot"
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WsSpotPrivateUrl = "wss://stream.bybit.com/v5/private"
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)
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// defaultRequestWindowMilliseconds specify how long an HTTP request is valid. It is also used to prevent replay attacks.
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var defaultRequestWindowMilliseconds = fmt.Sprintf("%d", 5*time.Second.Milliseconds())
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type RestClient struct {
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requestgen.BaseAPIClient
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key, secret string
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}
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func NewClient() (*RestClient, error) {
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u, err := url.Parse(RestBaseURL)
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if err != nil {
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return nil, err
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}
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return &RestClient{
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BaseAPIClient: requestgen.BaseAPIClient{
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BaseURL: u,
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HttpClient: &http.Client{
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Timeout: defaultHTTPTimeout,
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},
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},
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}, nil
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}
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func (c *RestClient) Auth(key, secret string) {
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c.key = key
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// pragma: allowlist secret
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c.secret = secret
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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, method, refURL string, params url.Values, payload interface{}) (*http.Request, error) {
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if len(c.key) == 0 {
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return nil, errors.New("empty api key")
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}
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if len(c.secret) == 0 {
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return nil, errors.New("empty api secret")
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}
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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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if params != nil {
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rel.RawQuery = params.Encode()
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}
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pathURL := c.BaseURL.ResolveReference(rel)
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path := pathURL.Path
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if rel.RawQuery != "" {
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path += "?" + rel.RawQuery
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}
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t := time.Now().In(time.UTC)
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timestamp := strconv.FormatInt(t.UnixMilli(), 10)
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body, 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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var signKey string
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switch method {
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case http.MethodPost:
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signKey = timestamp + c.key + defaultRequestWindowMilliseconds + string(body)
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case http.MethodGet:
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signKey = timestamp + c.key + defaultRequestWindowMilliseconds + rel.RawQuery
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default:
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return nil, fmt.Errorf("unexpected method: %s", method)
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}
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// See https://bybit-exchange.github.io/docs/v5/guide#create-a-request
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//
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// 1. timestamp + API key + (recv_window) + (queryString | jsonBodyString)
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// 2. Use the HMAC_SHA256 or RSA_SHA256 algorithm to sign the string in step 1, and convert it to a hex
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// string (HMAC_SHA256) / base64 (RSA_SHA256) to obtain the sign parameter.
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// 3. Append the sign parameter to request header, and send the HTTP request.
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signature := Sign(signKey, c.secret)
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req, err := http.NewRequestWithContext(ctx, method, pathURL.String(), bytes.NewReader(body))
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if err != nil {
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return nil, err
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}
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req.Header.Add("Content-Type", "application/json")
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req.Header.Add("X-BAPI-API-KEY", c.key)
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req.Header.Add("X-BAPI-TIMESTAMP", timestamp)
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req.Header.Add("X-BAPI-SIGN", signature)
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req.Header.Add("X-BAPI-RECV-WINDOW", defaultRequestWindowMilliseconds)
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return req, nil
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}
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func Sign(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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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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return json.Marshal(payload)
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}
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/*
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sample:
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{
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"retCode": 0,
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"retMsg": "OK",
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"result": {
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},
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"retExtInfo": {},
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"time": 1671017382656
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}
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*/
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type APIResponse struct {
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// Success/Error code
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RetCode uint `json:"retCode"`
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// Success/Error msg. OK, success, SUCCESS indicate a successful response
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RetMsg string `json:"retMsg"`
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// Business data result
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Result json.RawMessage `json:"result"`
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// Extend info. Most of the time, it is {}
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RetExtInfo json.RawMessage `json:"retExtInfo"`
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// Time is current timestamp (ms)
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Time types.MillisecondTimestamp `json:"time"`
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}
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func (a APIResponse) Validate() error {
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if a.RetCode != 0 {
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return a.Error()
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}
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return nil
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}
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func (a APIResponse) Error() error {
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return fmt.Errorf("retCode: %d, retMsg: %s, retExtInfo: %q, time: %s", a.RetCode, a.RetMsg, a.RetExtInfo, a.Time)
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}
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