87 lines
3.2 KiB
Go
87 lines
3.2 KiB
Go
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package okexapi
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import (
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"time"
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"github.com/c9s/requestgen"
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"git.qtrade.icu/lychiyu/qbtrade/pkg/fixedpoint"
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"git.qtrade.icu/lychiyu/qbtrade/pkg/types"
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)
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//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
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//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
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type LiquidityType string
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const (
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LiquidityTypeMaker = "M"
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LiquidityTypeTaker = "T"
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)
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type Trade struct {
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InstrumentType InstrumentType `json:"instType"`
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InstrumentId string `json:"instId"`
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TradeId types.StrInt64 `json:"tradeId"`
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OrderId types.StrInt64 `json:"ordId"`
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ClientOrderId string `json:"clOrdId"`
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// Data generation time, Unix timestamp format in milliseconds, e.g. 1597026383085.
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Timestamp types.MillisecondTimestamp `json:"ts"`
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FillTime types.MillisecondTimestamp `json:"fillTime"`
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FeeCurrency string `json:"feeCcy"`
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Fee fixedpoint.Value `json:"fee"`
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BillId types.StrInt64 `json:"billId"`
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Side SideType `json:"side"`
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ExecutionType LiquidityType `json:"execType"`
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Tag string `json:"tag"`
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// Last filled price
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FillPrice fixedpoint.Value `json:"fillPx"`
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// Last filled quantity
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FillSize fixedpoint.Value `json:"fillSz"`
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// Index price at the moment of trade execution
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//For cross currency spot pairs, it returns baseCcy-USDT index price. For example, for LTC-ETH, this field returns the index price of LTC-USDT.
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FillIndexPrice fixedpoint.Value `json:"fillIdxPx"`
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FillPnl string `json:"fillPnl"`
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// Only applicable to options; return "" for other instrument types
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FillPriceVolume fixedpoint.Value `json:"fillPxVol"`
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FillPriceUsd fixedpoint.Value `json:"fillPxUsd"`
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FillMarkVolume fixedpoint.Value `json:"fillMarkVol"`
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FillForwardPrice fixedpoint.Value `json:"fillFwdPx"`
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FillMarkPrice fixedpoint.Value `json:"fillMarkPx"`
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PosSide string `json:"posSide"`
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}
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//go:generate GetRequest -url "/api/v5/trade/fills-history" -type GetTransactionHistoryRequest -responseDataType []Trade -rateLimiter 1+10/2s
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type GetTransactionHistoryRequest struct {
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client requestgen.AuthenticatedAPIClient
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instrumentType InstrumentType `param:"instType,query"`
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instrumentID *string `param:"instId,query"`
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orderID *string `param:"ordId,query"`
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// Underlying and InstrumentFamily Applicable to FUTURES/SWAP/OPTION
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underlying *string `param:"uly,query"`
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instrumentFamily *string `param:"instFamily,query"`
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after *string `param:"after,query"`
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before *string `param:"before,query"`
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startTime *time.Time `param:"begin,query,milliseconds"`
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// endTime for each request, startTime and endTime can be any interval, but should be in last 3 months
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endTime *time.Time `param:"end,query,milliseconds"`
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// limit for data size per page. Default: 100
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limit *uint64 `param:"limit,query"`
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}
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type OrderList []OrderDetails
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func (c *RestClient) NewGetTransactionHistoryRequest() *GetTransactionHistoryRequest {
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return &GetTransactionHistoryRequest{
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client: c,
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instrumentType: InstrumentTypeSpot,
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}
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}
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