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308427416a
- use uuid for client order id - add stop limit and stop market order types - add order convert functions - improve submit orders
417 lines
10 KiB
Go
417 lines
10 KiB
Go
package max
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import (
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"bytes"
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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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"io/ioutil"
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"math"
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"net/http"
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"net/url"
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"reflect"
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"regexp"
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"strconv"
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"sync/atomic"
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"time"
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"github.com/pkg/errors"
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log "github.com/sirupsen/logrus"
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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/1.0"
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defaultHTTPTimeout = time.Second * 15
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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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// timeOffset is used for nonce
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var timeOffset int64 = 0
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// serverTimestamp is used for storing the server timestamp, default to Now
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var serverTimestamp = 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 int64 = 0
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// Response is wrapper for standard http.Response and provides
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// more methods.
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type Response struct {
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*http.Response
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// Body overrides the composited Body field.
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Body []byte
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}
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// newResponse is a wrapper of the http.Response instance, it reads the response body and close the file.
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func newResponse(r *http.Response) (response *Response, err error) {
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body, err := ioutil.ReadAll(r.Body)
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if err != nil {
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return nil, err
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}
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err = r.Body.Close()
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response = &Response{Response: r, Body: body}
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return response, err
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}
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// String converts response body to string.
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// An empty string will be returned if error.
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func (r *Response) String() string {
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return string(r.Body)
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}
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func (r *Response) DecodeJSON(o interface{}) error {
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return json.Unmarshal(r.Body, o)
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}
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type RestClient struct {
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client *http.Client
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BaseURL *url.URL
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// Authentication
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APIKey string
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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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// OrderBookService *OrderBookService
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// MaxTokenService *MaxTokenService
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// MaxKLineService *KLineService
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// CreditService *CreditService
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}
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func NewRestClientWithHttpClient(baseURL string, httpClient *http.Client) *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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client: httpClient,
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BaseURL: u,
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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.OrderBookService = &OrderBookService{client}
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// client.MaxTokenService = &MaxTokenService{client}
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// client.MaxKLineService = &KLineService{client}
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// client.CreditService = &CreditService{client}
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client.initNonce()
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return client
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}
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func NewRestClient(baseURL string) *RestClient {
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return NewRestClientWithHttpClient(baseURL, &http.Client{
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Timeout: defaultHTTPTimeout,
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})
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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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c.APIKey = key
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c.APISecret = secret
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return c
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}
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func (c *RestClient) initNonce() {
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var clientTime = time.Now()
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var err error
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serverTimestamp, err = c.PublicService.Timestamp()
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if err != nil {
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logger.WithError(err).Panic("failed to sync timestamp with Max")
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}
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// 1 is for the request count mod 0.000 to 0.999
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timeOffset = serverTimestamp - clientTime.Unix() - 1
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logger.Infof("loaded max server timestamp: %d offset=%d", serverTimestamp, timeOffset)
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}
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func (c *RestClient) getNonce() int64 {
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var seconds = time.Now().Unix()
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var rc = atomic.AddInt64(&reqCount, 1)
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return (seconds+timeOffset)*1000 + int64(math.Mod(float64(rc), 1000.0))
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}
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// NewRequest create new API request. Relative url can be provided in refURL.
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func (c *RestClient) newRequest(method string, refURL string, params url.Values, body []byte) (*http.Request, error) {
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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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var req *http.Request
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u := c.BaseURL.ResolveReference(rel)
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req, err = http.NewRequest(method, u.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("User-Agent", UserAgent)
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return req, 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(m string, refURL string, data interface{}) (*http.Request, error) {
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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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var p []byte
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switch d := data.(type) {
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case nil:
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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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p, err = json.Marshal(payload)
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case map[string]interface{}:
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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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for k, v := range d {
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payload[k] = v
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}
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p, err = json.Marshal(payload)
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default:
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params, err := getPrivateRequestParamsObject(data)
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if err != nil {
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return nil, errors.Wrapf(err, "unsupported payload type: %T", d)
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}
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params.Nonce = c.getNonce()
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params.Path = c.BaseURL.ResolveReference(rel).Path
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p, err = json.Marshal(d)
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}
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if err != nil {
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return nil, err
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}
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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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req, err := c.newRequest(m, refURL, nil, 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("Accept", "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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return req, nil
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}
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func getPrivateRequestParamsObject(v interface{}) (*PrivateRequestParams, error) {
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vt := reflect.ValueOf(v)
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if vt.Kind() == reflect.Ptr {
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vt = vt.Elem()
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}
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if vt.Kind() != reflect.Struct {
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return nil, errors.New("reflect error: given object is not a struct" + vt.Kind().String())
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}
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if !vt.CanSet() {
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return nil, errors.New("reflect error: can not set object")
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}
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field := vt.FieldByName("PrivateRequestParams")
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if !field.IsValid() {
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return nil, errors.New("reflect error: field PrivateRequestParams not found")
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}
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if field.IsNil() {
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field.Set(reflect.ValueOf(&PrivateRequestParams{}))
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}
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params, ok := field.Interface().(*PrivateRequestParams)
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if !ok {
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return nil, errors.New("reflect error: failed to cast value to *PrivateRequestParams")
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}
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return params, nil
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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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func (c *RestClient) Do(req *http.Request) (resp *http.Response, err error) {
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req.Header.Set("User-Agent", UserAgent)
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return c.client.Do(req)
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}
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// sendRequest sends the request to the API server and handle the response
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func (c *RestClient) sendRequest(req *http.Request) (*Response, error) {
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resp, err := c.Do(req)
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if err != nil {
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return nil, err
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}
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// newResponse reads the response body and return a new Response object
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response, err := newResponse(resp)
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if err != nil {
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return response, err
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}
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// Check error, if there is an error, return the ErrorResponse struct type
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if isError(response) {
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errorResponse, err := toErrorResponse(response)
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if err != nil {
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return response, err
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}
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return response, errorResponse
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}
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return response, nil
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}
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func (c *RestClient) sendAuthenticatedRequest(m string, refURL string, data map[string]interface{}) (*Response, error) {
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req, err := c.newAuthenticatedRequest(m, refURL, data)
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if err != nil {
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return nil, err
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}
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response, err := c.sendRequest(req)
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if err != nil {
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return nil, err
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}
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return response, err
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}
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// FIXME: should deprecate the polling usage from the websocket struct
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func (c *RestClient) GetTrades(market string, lastTradeID int64) ([]byte, error) {
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params := url.Values{}
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params.Add("market", market)
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if lastTradeID > 0 {
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params.Add("from", strconv.Itoa(int(lastTradeID)))
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}
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return c.get("/trades", params)
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}
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// get sends GET http request to the api endpoint, the urlPath must start with a slash '/'
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func (c *RestClient) get(urlPath string, values url.Values) ([]byte, error) {
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var reqURL = c.BaseURL.String() + urlPath
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// Create request
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req, err := http.NewRequest("GET", reqURL, nil)
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if err != nil {
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return nil, fmt.Errorf("could not init request: %s", err.Error())
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}
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req.URL.RawQuery = values.Encode()
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req.Header.Add("User-Agent", UserAgent)
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// Execute request
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resp, err := c.client.Do(req)
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if err != nil {
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return nil, fmt.Errorf("could not execute request: %s", err.Error())
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}
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defer resp.Body.Close()
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// Load request
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body, err := ioutil.ReadAll(resp.Body)
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if err != nil {
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return nil, fmt.Errorf("could not read response: %s", err.Error())
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}
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return body, 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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*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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// isError check the response status code so see if a response is an error.
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func isError(response *Response) bool {
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var c = response.StatusCode
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return c < 200 || c > 299
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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 *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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}
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return errorResponse, fmt.Errorf("unexpected response content type %s", contentType)
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}
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