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Merge pull request c9s#1507 from c9s/edwin/okx/refactor-kline-api
REFACTOR: [okx] refactor kline api
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,137 @@ | ||
| package okexapi | ||
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| //go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data | ||
| //go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data | ||
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| import ( | ||
| "encoding/json" | ||
| "errors" | ||
| "fmt" | ||
| "time" | ||
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| "github.com/c9s/requestgen" | ||
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| "github.com/c9s/bbgo/pkg/fixedpoint" | ||
| "github.com/c9s/bbgo/pkg/types" | ||
| ) | ||
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| type KLine struct { | ||
| StartTime types.MillisecondTimestamp | ||
| OpenPrice fixedpoint.Value | ||
| HighestPrice fixedpoint.Value | ||
| LowestPrice fixedpoint.Value | ||
| ClosePrice fixedpoint.Value | ||
| // Volume trading volume, with a unit of contract. | ||
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| // If it is a derivatives contract, the value is the number of contracts. | ||
| // If it is SPOT/MARGIN, the value is the quantity in base currency. | ||
| Volume fixedpoint.Value | ||
| // VolumeInCurrency trading volume, with a unit of currency. | ||
| // If it is a derivatives contract, the value is the number of base currency. | ||
| // If it is SPOT/MARGIN, the value is the quantity in quote currency. | ||
| VolumeInCurrency fixedpoint.Value | ||
| // VolumeInCurrencyQuote Trading volume, the value is the quantity in quote currency | ||
| // e.g. The unit is USDT for BTC-USDT and BTC-USDT-SWAP; | ||
| // The unit is USD for BTC-USD-SWAP | ||
| // ** REMARK: To prevent overflow, we need to avoid unmarshaling it. ** | ||
| //VolumeInCurrencyQuote fixedpoint.Value | ||
| // The state of candlesticks. | ||
| // 0 represents that it is uncompleted, 1 represents that it is completed. | ||
| Confirm fixedpoint.Value | ||
| } | ||
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| type KLineSlice []KLine | ||
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| func (m *KLineSlice) UnmarshalJSON(b []byte) error { | ||
| if m == nil { | ||
| return errors.New("nil pointer of kline slice") | ||
| } | ||
| s, err := parseKLineSliceJSON(b) | ||
| if err != nil { | ||
| return err | ||
| } | ||
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| *m = s | ||
| return nil | ||
| } | ||
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| // parseKLineSliceJSON tries to parse a 2 dimensional string array into a KLineSlice | ||
| // | ||
| // [ | ||
| // [ | ||
| // "1597026383085", | ||
| // "8533.02", | ||
| // "8553.74", | ||
| // "8527.17", | ||
| // "8548.26", | ||
| // "45247", | ||
| // "529.5858061", | ||
| // "5529.5858061", | ||
| // "0" | ||
| // ] | ||
| // ] | ||
| func parseKLineSliceJSON(in []byte) (slice KLineSlice, err error) { | ||
| var rawKLines [][]json.RawMessage | ||
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| err = json.Unmarshal(in, &rawKLines) | ||
| if err != nil { | ||
| return slice, err | ||
| } | ||
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| for _, raw := range rawKLines { | ||
| if len(raw) != 9 { | ||
| return nil, fmt.Errorf("unexpected kline length: %d, data: %q", len(raw), raw) | ||
| } | ||
| var kline KLine | ||
| if err = json.Unmarshal(raw[0], &kline.StartTime); err != nil { | ||
| return nil, fmt.Errorf("failed to unmarshal into timestamp: %q", raw[0]) | ||
| } | ||
| if err = json.Unmarshal(raw[1], &kline.OpenPrice); err != nil { | ||
| return nil, fmt.Errorf("failed to unmarshal into open price: %q", raw[1]) | ||
| } | ||
| if err = json.Unmarshal(raw[2], &kline.HighestPrice); err != nil { | ||
| return nil, fmt.Errorf("failed to unmarshal into highest price: %q", raw[2]) | ||
| } | ||
| if err = json.Unmarshal(raw[3], &kline.LowestPrice); err != nil { | ||
| return nil, fmt.Errorf("failed to unmarshal into lowest price: %q", raw[3]) | ||
| } | ||
| if err = json.Unmarshal(raw[4], &kline.ClosePrice); err != nil { | ||
| return nil, fmt.Errorf("failed to unmarshal into close price: %q", raw[4]) | ||
| } | ||
| if err = json.Unmarshal(raw[5], &kline.Volume); err != nil { | ||
| return nil, fmt.Errorf("failed to unmarshal into volume: %q", raw[5]) | ||
| } | ||
| if err = json.Unmarshal(raw[6], &kline.VolumeInCurrency); err != nil { | ||
| return nil, fmt.Errorf("failed to unmarshal into volume currency: %q", raw[6]) | ||
| } | ||
| //if err = json.Unmarshal(raw[7], &kline.VolumeInCurrencyQuote); err != nil { | ||
| // return nil, fmt.Errorf("failed to unmarshal into trading currency quote: %q", raw[7]) | ||
| //} | ||
| if err = json.Unmarshal(raw[8], &kline.Confirm); err != nil { | ||
| return nil, fmt.Errorf("failed to unmarshal into confirm: %q", raw[8]) | ||
| } | ||
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| slice = append(slice, kline) | ||
| } | ||
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| return slice, nil | ||
| } | ||
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| //go:generate GetRequest -url "/api/v5/market/candles" -type GetCandlesRequest -responseDataType KLineSlice | ||
| type GetCandlesRequest struct { | ||
| client requestgen.APIClient | ||
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| instrumentID string `param:"instId,query"` | ||
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| limit *int `param:"limit,query"` | ||
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| bar *string `param:"bar,query"` | ||
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| after *time.Time `param:"after,query,milliseconds"` | ||
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| before *time.Time `param:"before,query,milliseconds"` | ||
| } | ||
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| func (c *RestClient) NewGetCandlesRequest() *GetCandlesRequest { | ||
| return &GetCandlesRequest{client: c} | ||
| } |
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