mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 15:09:42 +00:00
exchanges: Okx Update (#1420)
* update acccount ratelimits and added missing endpoints * completed mapping missing trade accoung REST endpoints and Rate Limit * added orderbook trading missing REST endpoints * Added few missing endpoints and unit tests * Completed grid trading and signal bot trading with unit tests * Added Recurring Buy endpoints and corresponding unit tests * Added copy trading endpoints and unit tests * added newly added block trading and spread endpoints * completed mapping spread endpoints * Added new endpoints and unit tests * Added round 1: Okx types and converts update. * Update endpoints handling and types update * Removed constants, updated unit tests, and updated endpoint methods * Slight endpoint and unit test update * Added spread and other websocket endpoints and update * completed Spread WS Orderbook handler * Added missing spread channels and handlers * Adding Bussinss websocket and missing subscriptions, update unit tests, and endpoints * Added spread endpoints to wrapper and unit tests update * Added missing websocket subscriptions and copy trading endpoints * Added missing endpoints and re-organize business websocket handlers * Docs update * Endpoints code updates * types, unit test and endpoints update * Minor unit tests update * spelling fix * fix unit test issues * Updating unit tests error handling * Updating unit tests error handling * Unit tests assertion handling update * Unit tests update * Resolve linter issues * linter issues fix * Orderbook unit test error fix * Minor fixes * Change on test handling and types * Updating unit tests and cleanups * Fix unit test issues * Add ratelimit test and update unit tests and methods * Update method parameters and error declarations * Added lending endpoints, unit tests, and update endpoint methods and error declarations * Update ratelimiters, add missing lending and trading endpoints and unit tests * Update websocket authentication and subscription handling * Minor update to unit test and types * Types, error handling, and other minor updates * Update unit tests and endpoint functions * error declarations update and unit tests * Overall update on unit endpoint, unit tests, and types * Adding review fixes * Update on endpoints, order types, and unit tests * Update unit tests and endpoint functions * Update on endpoint and update missing parameters * Implemented and tested newly added trading endpoints * endpoints update and unit tests * Update missing endpoints and update overall code * added and testing funding and fiat related endpoints * Update on convert and fiat related endpoints * linter fix, types, endpoints, and unit tests update * linter issues fix * revert changes on tempos * Fix Panic and update websocket auth calls handling * config linter issue fix * Fix panic issues and update unit tests * Fix race condition, TestAllExchangeWrappers unit test issues * Fix withdrawal manager test issue * Rename ClosePositionForContractrID --> ClosePositionForContractID * Rename ClosePositionForContractrID --> ClosePositionForContractID * Fix error * endpoints update and fix unit test issues * added unit tests, updated comments, and code sections * revert change in defaultSubscriptions * few types comments update * Minor changes * remove lending endpoints * rm mistakenly added code * fix unit test * minor unit test fix * Adding offline error tests, update endpoints function, config update * Update unit test coverage for offline error handliing * Updating wrapper algo order coverage, endpoint calls, and unit tests * Updating wrapper trade functions to accomodate algo orders * update wrapper unit tests * Fix wrapper order functions offline errors handling * Tested and updated wrapper order functions * Address review comments * update order unit tests, and okx endpoint functions * finalize affected order, endpoint, and margin endpoints * Slight change on margin unit test * fix margin unit test issues * Minor change on unit test * updates on contract settlement and future contract wrapper function * add test coverage for contract functions and minor fix on wrapper * Overall update and unit testing * codespell, unit tests, type declaration and naming, and code-structure updates * margin types value and validation function fix * Update tests and helper funcs * Improve test coverage * helper functions and unit tests update * Fix margin unit test * Minor review updates * minor fix on if statement * Update helper functions * error handling and functions naming update * update comment * minor error return fixes * minor unit test fix * Minor fix on spread websocket orders handling * codespell fix * skip orderbook depth with incomplete price * skip orderbook depth with incomplete price
This commit is contained in:
Samuael A.
GitHub
@@ -68,6 +68,7 @@ var (
|
||||
ErrCannotCalculateOffline = errors.New("cannot calculate offline, unsupported")
|
||||
ErrNoResponse = errors.New("no response")
|
||||
ErrTypeAssertFailure = errors.New("type assert failure")
|
||||
ErrNoResults = errors.New("no results found")
|
||||
ErrUnknownError = errors.New("unknown error")
|
||||
ErrGettingField = errors.New("error getting field")
|
||||
ErrSettingField = errors.New("error setting field")
|
||||
|
||||
File diff suppressed because one or more lines are too long
@@ -3,10 +3,10 @@ package withdraw
|
||||
import (
|
||||
"context"
|
||||
"database/sql"
|
||||
"errors"
|
||||
"time"
|
||||
|
||||
"github.com/gofrs/uuid"
|
||||
"github.com/thrasher-corp/gocryptotrader/common"
|
||||
"github.com/thrasher-corp/gocryptotrader/currency"
|
||||
"github.com/thrasher-corp/gocryptotrader/database"
|
||||
modelPSQL "github.com/thrasher-corp/gocryptotrader/database/models/postgres"
|
||||
@@ -19,11 +19,6 @@ import (
|
||||
"github.com/thrasher-corp/sqlboiler/queries/qm"
|
||||
)
|
||||
|
||||
var (
|
||||
// ErrNoResults is the error returned if no results are found
|
||||
ErrNoResults = errors.New("no results found")
|
||||
)
|
||||
|
||||
// Event stores Withdrawal Response details in database
|
||||
func Event(res *withdraw.Response) {
|
||||
if database.DB.SQL == nil {
|
||||
@@ -424,7 +419,7 @@ func getByColumns(q []qm.QueryMod) ([]*withdraw.Response, error) {
|
||||
}
|
||||
}
|
||||
if len(resp) == 0 {
|
||||
return nil, ErrNoResults
|
||||
return nil, common.ErrNoResults
|
||||
}
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
@@ -8,6 +8,7 @@ import (
|
||||
"testing"
|
||||
"time"
|
||||
|
||||
"github.com/thrasher-corp/gocryptotrader/common"
|
||||
"github.com/thrasher-corp/gocryptotrader/currency"
|
||||
"github.com/thrasher-corp/gocryptotrader/database"
|
||||
"github.com/thrasher-corp/gocryptotrader/database/drivers"
|
||||
@@ -159,7 +160,7 @@ func withdrawHelper(t *testing.T) {
|
||||
|
||||
_, err := GetEventByUUID(withdraw.DryRunID.String())
|
||||
if err != nil {
|
||||
if !errors.Is(err, ErrNoResults) {
|
||||
if !errors.Is(err, common.ErrNoResults) {
|
||||
t.Fatal(err)
|
||||
}
|
||||
}
|
||||
@@ -181,7 +182,7 @@ func withdrawHelper(t *testing.T) {
|
||||
if len(v) > 0 {
|
||||
_, err = GetEventByUUID(v[0].ID.String())
|
||||
if err != nil {
|
||||
if !errors.Is(err, ErrNoResults) {
|
||||
if !errors.Is(err, common.ErrNoResults) {
|
||||
t.Error(err)
|
||||
}
|
||||
}
|
||||
|
||||
@@ -41,6 +41,7 @@ const (
|
||||
USDCMarginedFutures
|
||||
FutureCombo
|
||||
LinearContract
|
||||
Spread
|
||||
// Options asset consts must come below this comment for method `IsOptions`
|
||||
Options
|
||||
OptionCombo
|
||||
@@ -58,6 +59,7 @@ const (
|
||||
perpetualContract = "perpetualcontract"
|
||||
perpetualSwap = "perpetualswap"
|
||||
swap = "swap"
|
||||
spread = "spread"
|
||||
futures = "futures"
|
||||
deliveryFutures = "delivery"
|
||||
upsideProfitContract = "upsideprofitcontract"
|
||||
@@ -73,7 +75,7 @@ const (
|
||||
)
|
||||
|
||||
var (
|
||||
supportedList = Items{Spot, Margin, CrossMargin, MarginFunding, Index, Binary, PerpetualContract, PerpetualSwap, Futures, DeliveryFutures, UpsideProfitContract, DownsideProfitContract, CoinMarginedFutures, USDTMarginedFutures, USDCMarginedFutures, Options, LinearContract, OptionCombo, FutureCombo}
|
||||
supportedList = Items{Spot, Margin, CrossMargin, MarginFunding, Index, Binary, PerpetualContract, PerpetualSwap, Futures, DeliveryFutures, UpsideProfitContract, DownsideProfitContract, CoinMarginedFutures, USDTMarginedFutures, USDCMarginedFutures, Options, LinearContract, OptionCombo, FutureCombo, Spread}
|
||||
)
|
||||
|
||||
// Supported returns a list of supported asset types
|
||||
@@ -100,6 +102,8 @@ func (a Item) String() string {
|
||||
return perpetualContract
|
||||
case PerpetualSwap:
|
||||
return perpetualSwap
|
||||
case Spread:
|
||||
return spread
|
||||
case Futures:
|
||||
return futures
|
||||
case DeliveryFutures:
|
||||
@@ -220,6 +224,8 @@ func New(input string) (Item, error) {
|
||||
return PerpetualContract, nil
|
||||
case perpetualSwap, swap:
|
||||
return PerpetualSwap, nil
|
||||
case spread:
|
||||
return Spread, nil
|
||||
case futures:
|
||||
return Futures, nil
|
||||
case upsideProfitContract:
|
||||
|
||||
@@ -70,7 +70,7 @@ func TestIsValid(t *testing.T) {
|
||||
|
||||
func TestIsFutures(t *testing.T) {
|
||||
t.Parallel()
|
||||
valid := []Item{PerpetualContract, PerpetualSwap, Futures, DeliveryFutures, UpsideProfitContract, DownsideProfitContract, CoinMarginedFutures, USDTMarginedFutures, USDCMarginedFutures, FutureCombo, LinearContract}
|
||||
valid := []Item{PerpetualContract, PerpetualSwap, Futures, DeliveryFutures, UpsideProfitContract, DownsideProfitContract, CoinMarginedFutures, USDTMarginedFutures, USDCMarginedFutures, FutureCombo, LinearContract, Spread}
|
||||
for a := range All {
|
||||
if slices.Contains(valid, a) {
|
||||
require.Truef(t, a.IsFutures(), "IsFutures must return true for %s", a)
|
||||
@@ -117,6 +117,7 @@ func TestNew(t *testing.T) {
|
||||
{Input: "Future", Error: ErrNotSupported},
|
||||
{Input: "option_combo", Expected: OptionCombo},
|
||||
{Input: "future_combo", Expected: FutureCombo},
|
||||
{Input: "spread", Expected: Spread},
|
||||
{Input: "linearContract", Expected: LinearContract},
|
||||
}
|
||||
|
||||
|
||||
@@ -34,6 +34,8 @@ func (t Mode) String() string {
|
||||
return multiCollateralStr
|
||||
case PortfolioMode:
|
||||
return portfolioCollateralStr
|
||||
case SpotFuturesMode:
|
||||
return spotFuturesCollateralStr
|
||||
case UnknownMode:
|
||||
return unknownCollateralStr
|
||||
}
|
||||
|
||||
@@ -18,6 +18,9 @@ func TestValidCollateralType(t *testing.T) {
|
||||
if !PortfolioMode.Valid() {
|
||||
t.Fatal("expected 'true', received 'false'")
|
||||
}
|
||||
if !SpotFuturesMode.Valid() {
|
||||
t.Fatal("expected 'true', received 'false'")
|
||||
}
|
||||
if UnsetMode.Valid() {
|
||||
t.Fatal("expected 'false', received 'true'")
|
||||
}
|
||||
|
||||
@@ -24,20 +24,23 @@ const (
|
||||
PortfolioMode
|
||||
// UnknownMode has collateral allocated in an unknown manner at present, but is not unset
|
||||
UnknownMode
|
||||
// SpotFuturesMode has collateral allocated across spot and futures accounts
|
||||
SpotFuturesMode
|
||||
)
|
||||
|
||||
const (
|
||||
unsetCollateralStr = "unset"
|
||||
singleCollateralStr = "single"
|
||||
multiCollateralStr = "multi"
|
||||
portfolioCollateralStr = "portfolio"
|
||||
unknownCollateralStr = "unknown"
|
||||
unsetCollateralStr = "unset"
|
||||
singleCollateralStr = "single"
|
||||
multiCollateralStr = "multi"
|
||||
portfolioCollateralStr = "portfolio"
|
||||
spotFuturesCollateralStr = "spot_futures"
|
||||
unknownCollateralStr = "unknown"
|
||||
)
|
||||
|
||||
// ErrInvalidCollateralMode is returned when converting invalid string to collateral mode
|
||||
var ErrInvalidCollateralMode = errors.New("invalid collateral mode")
|
||||
|
||||
var supportedCollateralModes = SingleMode | MultiMode | PortfolioMode
|
||||
var supportedCollateralModes = SingleMode | MultiMode | PortfolioMode | SpotFuturesMode
|
||||
|
||||
// ByPosition shows how much collateral is used
|
||||
// from positions
|
||||
|
||||
@@ -1,6 +1,8 @@
|
||||
package futures
|
||||
|
||||
import (
|
||||
"errors"
|
||||
"strings"
|
||||
"time"
|
||||
|
||||
"github.com/shopspring/decimal"
|
||||
@@ -9,6 +11,11 @@ import (
|
||||
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
|
||||
)
|
||||
|
||||
// var error definitions
|
||||
var (
|
||||
ErrInvalidContractSettlementType = errors.New("invalid contract settlement type")
|
||||
)
|
||||
|
||||
// Contract holds details on futures contracts
|
||||
type Contract struct {
|
||||
Exchange string
|
||||
@@ -41,6 +48,7 @@ const (
|
||||
Inverse
|
||||
Quanto
|
||||
LinearOrInverse
|
||||
Hybrid
|
||||
)
|
||||
|
||||
// String returns the string representation of a contract settlement type
|
||||
@@ -56,11 +64,34 @@ func (d ContractSettlementType) String() string {
|
||||
return "quanto"
|
||||
case LinearOrInverse:
|
||||
return "linearOrInverse"
|
||||
case Hybrid:
|
||||
return "hybrid"
|
||||
default:
|
||||
return "unknown"
|
||||
}
|
||||
}
|
||||
|
||||
// StringToContractSettlementType for converting case insensitive contract settlement type
|
||||
func StringToContractSettlementType(cstype string) (ContractSettlementType, error) {
|
||||
cstype = strings.ToLower(cstype)
|
||||
switch cstype {
|
||||
case UnsetSettlementType.String(), "":
|
||||
return UnsetSettlementType, nil
|
||||
case Linear.String():
|
||||
return Linear, nil
|
||||
case Inverse.String():
|
||||
return Inverse, nil
|
||||
case Quanto.String():
|
||||
return Quanto, nil
|
||||
case "linearorinverse":
|
||||
return LinearOrInverse, nil
|
||||
case Hybrid.String():
|
||||
return Hybrid, nil
|
||||
default:
|
||||
return UnsetSettlementType, ErrInvalidContractSettlementType
|
||||
}
|
||||
}
|
||||
|
||||
// ContractType holds the various style of contracts offered by futures exchanges
|
||||
type ContractType uint8
|
||||
|
||||
|
||||
71
exchanges/futures/contract_test.go
Normal file
71
exchanges/futures/contract_test.go
Normal file
@@ -0,0 +1,71 @@
|
||||
package futures
|
||||
|
||||
import (
|
||||
"testing"
|
||||
|
||||
"github.com/stretchr/testify/assert"
|
||||
)
|
||||
|
||||
func TestStringToContractSettlementType(t *testing.T) {
|
||||
t.Parallel()
|
||||
contractSettlementTypesMap := map[string]struct {
|
||||
CT ContractSettlementType
|
||||
Error error
|
||||
}{
|
||||
"lInear": {Linear, nil},
|
||||
"LINEAR": {Linear, nil},
|
||||
"Inverse": {Inverse, nil},
|
||||
"unset": {UnsetSettlementType, nil},
|
||||
"hybRiD": {Hybrid, nil},
|
||||
"LinearOrInverse": {LinearOrInverse, nil},
|
||||
"": {UnsetSettlementType, nil},
|
||||
"Quanto": {Quanto, nil},
|
||||
"QUANTO": {Quanto, nil},
|
||||
"Unknown": {UnsetSettlementType, ErrInvalidContractSettlementType},
|
||||
}
|
||||
for x, v := range contractSettlementTypesMap {
|
||||
val, err := StringToContractSettlementType(x)
|
||||
assert.Equal(t, v.CT, val)
|
||||
assert.ErrorIs(t, err, v.Error)
|
||||
}
|
||||
}
|
||||
|
||||
func TestContractSettlementTypeString(t *testing.T) {
|
||||
t.Parallel()
|
||||
contractSettlementTypeToStringMap := map[ContractSettlementType]string{
|
||||
UnsetSettlementType: "unset",
|
||||
Linear: "linear",
|
||||
Inverse: "inverse",
|
||||
Quanto: "quanto",
|
||||
LinearOrInverse: "linearOrInverse",
|
||||
Hybrid: "hybrid",
|
||||
ContractSettlementType(200): "unknown",
|
||||
}
|
||||
for k, v := range contractSettlementTypeToStringMap {
|
||||
assert.Equal(t, v, k.String())
|
||||
}
|
||||
}
|
||||
|
||||
func TestContractTypeToString(t *testing.T) {
|
||||
t.Parallel()
|
||||
contractTypeToStringMap := map[ContractType]string{
|
||||
Daily: "day",
|
||||
Perpetual: "perpetual",
|
||||
LongDated: "long_dated",
|
||||
Weekly: "weekly",
|
||||
Fortnightly: "fortnightly",
|
||||
ThreeWeekly: "three-weekly",
|
||||
Monthly: "monthly",
|
||||
Quarterly: "quarterly",
|
||||
SemiAnnually: "semi-annually",
|
||||
HalfYearly: "half-yearly",
|
||||
NineMonthly: "nine-monthly",
|
||||
Yearly: "yearly",
|
||||
Unknown: "unknown",
|
||||
UnsetContractType: "unset",
|
||||
ContractType(200): "unset",
|
||||
}
|
||||
for k, v := range contractTypeToStringMap {
|
||||
assert.Equal(t, v, k.String())
|
||||
}
|
||||
}
|
||||
@@ -32,6 +32,10 @@ func (t Type) String() string {
|
||||
return isolatedStr
|
||||
case Multi:
|
||||
return multiStr
|
||||
case SpotIsolated:
|
||||
return spotIsolatedStr
|
||||
case NoMargin:
|
||||
return cashStr
|
||||
case Unknown:
|
||||
return unknownStr
|
||||
}
|
||||
@@ -46,7 +50,7 @@ func (t Type) Upper() string {
|
||||
// IsValidString checks to see if the supplied string is a valid margin type
|
||||
func IsValidString(m string) bool {
|
||||
switch strings.ToLower(m) {
|
||||
case isolatedStr, multiStr, unsetStr, crossedStr, crossStr:
|
||||
case isolatedStr, multiStr, unsetStr, crossedStr, crossStr, spotIsolatedStr, cashStr:
|
||||
return true
|
||||
}
|
||||
return false
|
||||
@@ -60,6 +64,10 @@ func StringToMarginType(m string) (Type, error) {
|
||||
return Isolated, nil
|
||||
case multiStr, crossedStr, crossStr:
|
||||
return Multi, nil
|
||||
case spotIsolatedStr:
|
||||
return SpotIsolated, nil
|
||||
case cashStr:
|
||||
return NoMargin, nil
|
||||
case "":
|
||||
return Unset, nil
|
||||
}
|
||||
|
||||
@@ -2,161 +2,99 @@ package margin
|
||||
|
||||
import (
|
||||
"encoding/json"
|
||||
"errors"
|
||||
"strings"
|
||||
"testing"
|
||||
|
||||
"github.com/stretchr/testify/assert"
|
||||
"github.com/stretchr/testify/require"
|
||||
)
|
||||
|
||||
func TestValid(t *testing.T) {
|
||||
t.Parallel()
|
||||
if !Isolated.Valid() {
|
||||
t.Fatal("expected 'true', received 'false'")
|
||||
}
|
||||
if !Multi.Valid() {
|
||||
t.Fatal("expected 'true', received 'false'")
|
||||
}
|
||||
if Unset.Valid() {
|
||||
t.Fatal("expected 'false', received 'true'")
|
||||
}
|
||||
if Unknown.Valid() {
|
||||
t.Fatal("expected 'false', received 'true'")
|
||||
}
|
||||
if Type(137).Valid() {
|
||||
t.Fatal("expected 'false', received 'true'")
|
||||
}
|
||||
require.True(t, Isolated.Valid())
|
||||
require.True(t, Multi.Valid())
|
||||
require.True(t, NoMargin.Valid())
|
||||
require.True(t, SpotIsolated.Valid())
|
||||
require.False(t, Unset.Valid())
|
||||
require.False(t, Unknown.Valid())
|
||||
require.False(t, Type(137).Valid())
|
||||
}
|
||||
|
||||
func TestUnmarshalJSON(t *testing.T) {
|
||||
t.Parallel()
|
||||
type martian struct {
|
||||
M Type `json:"margin"`
|
||||
}
|
||||
|
||||
var alien martian
|
||||
jason := []byte(`{"margin":"isolated"}`)
|
||||
err := json.Unmarshal(jason, &alien)
|
||||
if err != nil {
|
||||
t.Error(err)
|
||||
}
|
||||
if alien.M != Isolated {
|
||||
t.Errorf("received '%v' expected 'isolated'", alien.M)
|
||||
}
|
||||
|
||||
jason = []byte(`{"margin":"cross"}`)
|
||||
err = json.Unmarshal(jason, &alien)
|
||||
if err != nil {
|
||||
t.Error(err)
|
||||
}
|
||||
if alien.M != Multi {
|
||||
t.Errorf("received '%v' expected 'Multi'", alien.M)
|
||||
}
|
||||
|
||||
jason = []byte(`{"margin":"hello moto"}`)
|
||||
err = json.Unmarshal(jason, &alien)
|
||||
if !errors.Is(err, ErrInvalidMarginType) {
|
||||
t.Error(err)
|
||||
}
|
||||
if alien.M != Unknown {
|
||||
t.Errorf("received '%v' expected 'isolated'", alien.M)
|
||||
for name, tc := range map[string]struct {
|
||||
in string
|
||||
want Type
|
||||
err error
|
||||
}{
|
||||
"isolated": {`{"margin":"isolated"}`, Isolated, nil},
|
||||
"cross": {`{"margin":"cross"}`, Multi, nil},
|
||||
"cash": {`{"margin":"cash"}`, NoMargin, nil},
|
||||
"spotIsolated": {`{"margin":"spot_isolated"}`, SpotIsolated, nil},
|
||||
"invalid": {`{"margin":"hello moto"}`, Unknown, ErrInvalidMarginType},
|
||||
"unset": {`{"margin":""}`, Unset, nil},
|
||||
} {
|
||||
t.Run(name, func(t *testing.T) {
|
||||
t.Parallel()
|
||||
var alien struct {
|
||||
M Type `json:"margin"`
|
||||
}
|
||||
err := json.Unmarshal([]byte(tc.in), &alien)
|
||||
assert.ErrorIs(t, err, tc.err)
|
||||
assert.Equal(t, tc.want, alien.M)
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
func TestString(t *testing.T) {
|
||||
t.Parallel()
|
||||
if Unknown.String() != unknownStr {
|
||||
t.Errorf("received '%v' expected '%v'", Unknown.String(), unknownStr)
|
||||
}
|
||||
if Isolated.String() != isolatedStr {
|
||||
t.Errorf("received '%v' expected '%v'", Isolated.String(), isolatedStr)
|
||||
}
|
||||
if Multi.String() != multiStr {
|
||||
t.Errorf("received '%v' expected '%v'", Multi.String(), multiStr)
|
||||
}
|
||||
if Unset.String() != unsetStr {
|
||||
t.Errorf("received '%v' expected '%v'", Unset.String(), unsetStr)
|
||||
}
|
||||
assert.Equal(t, unknownStr, Unknown.String())
|
||||
assert.Equal(t, isolatedStr, Isolated.String())
|
||||
assert.Equal(t, multiStr, Multi.String())
|
||||
assert.Equal(t, unsetStr, Unset.String())
|
||||
assert.Equal(t, spotIsolatedStr, SpotIsolated.String())
|
||||
assert.Equal(t, cashStr, NoMargin.String())
|
||||
assert.Equal(t, "", Type(30).String())
|
||||
}
|
||||
|
||||
func TestUpper(t *testing.T) {
|
||||
t.Parallel()
|
||||
if Unknown.Upper() != strings.ToUpper(unknownStr) {
|
||||
t.Errorf("received '%v' expected '%v'", Unknown.String(), strings.ToUpper(unknownStr))
|
||||
}
|
||||
if Isolated.Upper() != strings.ToUpper(isolatedStr) {
|
||||
t.Errorf("received '%v' expected '%v'", Isolated.String(), strings.ToUpper(isolatedStr))
|
||||
}
|
||||
if Multi.Upper() != strings.ToUpper(multiStr) {
|
||||
t.Errorf("received '%v' expected '%v'", Multi.String(), strings.ToUpper(multiStr))
|
||||
}
|
||||
if Unset.Upper() != strings.ToUpper(unsetStr) {
|
||||
t.Errorf("received '%v' expected '%v'", Unset.String(), strings.ToUpper(unsetStr))
|
||||
}
|
||||
assert.Equal(t, strings.ToUpper(unknownStr), Unknown.Upper())
|
||||
assert.Equal(t, strings.ToUpper(isolatedStr), Isolated.Upper())
|
||||
assert.Equal(t, strings.ToUpper(multiStr), Multi.Upper())
|
||||
assert.Equal(t, strings.ToUpper(spotIsolatedStr), SpotIsolated.Upper())
|
||||
assert.Equal(t, strings.ToUpper(cashStr), NoMargin.Upper())
|
||||
assert.Equal(t, strings.ToUpper(unsetStr), Unset.Upper())
|
||||
}
|
||||
|
||||
func TestIsValidString(t *testing.T) {
|
||||
t.Parallel()
|
||||
if IsValidString("lol") {
|
||||
t.Fatal("expected 'false', received 'true'")
|
||||
}
|
||||
if !IsValidString("isolated") {
|
||||
t.Fatal("expected 'true', received 'false'")
|
||||
}
|
||||
if !IsValidString("cross") {
|
||||
t.Fatal("expected 'true', received 'false'")
|
||||
}
|
||||
if !IsValidString("multi") {
|
||||
t.Fatal("expected 'true', received 'false'")
|
||||
}
|
||||
if !IsValidString("unset") {
|
||||
t.Fatal("expected 'true', received 'false'")
|
||||
}
|
||||
if IsValidString("") {
|
||||
t.Fatal("expected 'false', received 'true'")
|
||||
}
|
||||
if IsValidString("unknown") {
|
||||
t.Fatal("expected 'false', received 'true'")
|
||||
}
|
||||
assert.False(t, IsValidString("lol"))
|
||||
assert.True(t, IsValidString("spot_isolated"))
|
||||
assert.True(t, IsValidString("cash"))
|
||||
assert.True(t, IsValidString("isolated"))
|
||||
assert.True(t, IsValidString("cross"))
|
||||
assert.True(t, IsValidString("multi"))
|
||||
assert.True(t, IsValidString(""))
|
||||
assert.False(t, IsValidString("unknown"))
|
||||
}
|
||||
|
||||
func TestStringToMarginType(t *testing.T) {
|
||||
t.Parallel()
|
||||
resp, err := StringToMarginType("lol")
|
||||
if !errors.Is(err, ErrInvalidMarginType) {
|
||||
t.Error(err)
|
||||
}
|
||||
if resp != Unknown {
|
||||
t.Errorf("received '%v' expected '%v'", resp, Unknown)
|
||||
}
|
||||
|
||||
resp, err = StringToMarginType("")
|
||||
if err != nil {
|
||||
t.Error(err)
|
||||
}
|
||||
if resp != Unset {
|
||||
t.Errorf("received '%v' expected '%v'", resp, Unset)
|
||||
}
|
||||
|
||||
resp, err = StringToMarginType("cross")
|
||||
if err != nil {
|
||||
t.Error(err)
|
||||
}
|
||||
if resp != Multi {
|
||||
t.Errorf("received '%v' expected '%v'", resp, Multi)
|
||||
}
|
||||
|
||||
resp, err = StringToMarginType("multi")
|
||||
if err != nil {
|
||||
t.Error(err)
|
||||
}
|
||||
if resp != Multi {
|
||||
t.Errorf("received '%v' expected '%v'", resp, Multi)
|
||||
}
|
||||
|
||||
resp, err = StringToMarginType("isolated")
|
||||
if err != nil {
|
||||
t.Error(err)
|
||||
}
|
||||
if resp != Isolated {
|
||||
t.Errorf("received '%v' expected '%v'", resp, Isolated)
|
||||
for label, v := range map[string]struct {
|
||||
MarginType Type
|
||||
Error error
|
||||
}{
|
||||
"lol": {Unknown, ErrInvalidMarginType},
|
||||
"": {Unset, nil},
|
||||
"cross": {Multi, nil},
|
||||
"multi": {Multi, nil},
|
||||
"isolated": {Isolated, nil},
|
||||
"cash": {NoMargin, nil},
|
||||
"spot_isolated": {SpotIsolated, nil},
|
||||
} {
|
||||
resp, err := StringToMarginType(label)
|
||||
assert.ErrorIs(t, err, v.Error)
|
||||
assert.Equal(t, v.MarginType.String(), resp.String())
|
||||
}
|
||||
}
|
||||
|
||||
@@ -78,19 +78,25 @@ const (
|
||||
// Multi means a margin trade is not isolated from other margin trades
|
||||
// it can sometimes be referred to as "cross"
|
||||
Multi
|
||||
// Unknown is an unknown margin type but is not unset
|
||||
// NoMargin indicates a trade that is conducted in non-margin mode, i.e., no borrowing of funds is involved.
|
||||
NoMargin
|
||||
// SpotIsolated indicates a margin shared amongst all spot trades but isolated from other assets
|
||||
SpotIsolated
|
||||
// Unknown indicates the margin type is set, but unknown
|
||||
Unknown
|
||||
)
|
||||
|
||||
var supported = Isolated | Multi
|
||||
var supported = Isolated | Multi | NoMargin | SpotIsolated
|
||||
|
||||
const (
|
||||
unsetStr = "unset"
|
||||
isolatedStr = "isolated"
|
||||
multiStr = "multi"
|
||||
crossedStr = "crossed"
|
||||
crossStr = "cross"
|
||||
unknownStr = "unknown"
|
||||
unsetStr = ""
|
||||
isolatedStr = "isolated"
|
||||
multiStr = "multi"
|
||||
cashStr = "cash"
|
||||
spotIsolatedStr = "spot_isolated"
|
||||
crossedStr = "crossed"
|
||||
crossStr = "cross"
|
||||
unknownStr = "unknown"
|
||||
)
|
||||
|
||||
// RateHistoryResponse has the funding rate details
|
||||
|
||||
193
exchanges/okx/helpers.go
Normal file
193
exchanges/okx/helpers.go
Normal file
@@ -0,0 +1,193 @@
|
||||
package okx
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"slices"
|
||||
"strings"
|
||||
|
||||
"github.com/thrasher-corp/gocryptotrader/common"
|
||||
"github.com/thrasher-corp/gocryptotrader/currency"
|
||||
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
|
||||
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
|
||||
)
|
||||
|
||||
// orderTypeFromString returns order.Type instance from string
|
||||
func orderTypeFromString(orderType string) (order.Type, error) {
|
||||
orderType = strings.ToLower(orderType)
|
||||
switch orderType {
|
||||
case orderMarket:
|
||||
return order.Market, nil
|
||||
case orderLimit:
|
||||
return order.Limit, nil
|
||||
case orderPostOnly:
|
||||
return order.PostOnly, nil
|
||||
case orderFOK:
|
||||
return order.FillOrKill, nil
|
||||
case orderIOC:
|
||||
return order.ImmediateOrCancel, nil
|
||||
case orderOptimalLimitIOC:
|
||||
return order.OptimalLimitIOC, nil
|
||||
case "mmp":
|
||||
return order.MarketMakerProtection, nil
|
||||
case "mmp_and_post_only":
|
||||
return order.MarketMakerProtectionAndPostOnly, nil
|
||||
case "twap":
|
||||
return order.TWAP, nil
|
||||
case "move_order_stop":
|
||||
return order.TrailingStop, nil
|
||||
case "chase":
|
||||
return order.Chase, nil
|
||||
default:
|
||||
return order.UnknownType, fmt.Errorf("%w %v", order.ErrTypeIsInvalid, orderType)
|
||||
}
|
||||
}
|
||||
|
||||
// orderTypeString returns a string representation of order.Type instance
|
||||
func orderTypeString(orderType order.Type) (string, error) {
|
||||
switch orderType {
|
||||
case order.ImmediateOrCancel:
|
||||
return "ioc", nil
|
||||
case order.Market, order.Limit, order.Trigger,
|
||||
order.PostOnly, order.FillOrKill, order.OptimalLimitIOC,
|
||||
order.MarketMakerProtection, order.MarketMakerProtectionAndPostOnly,
|
||||
order.Chase, order.TWAP, order.OCO:
|
||||
return orderType.Lower(), nil
|
||||
case order.ConditionalStop:
|
||||
return "conditional", nil
|
||||
case order.TrailingStop:
|
||||
return "move_order_stop", nil
|
||||
default:
|
||||
return "", fmt.Errorf("%w: `%v`", order.ErrUnsupportedOrderType, orderType)
|
||||
}
|
||||
}
|
||||
|
||||
// getAssetsFromInstrumentID parses an instrument ID and returns a list of assets types
|
||||
// that the instrument is associated with
|
||||
func (ok *Okx) getAssetsFromInstrumentID(instrumentID string) ([]asset.Item, error) {
|
||||
if instrumentID == "" {
|
||||
return nil, errMissingInstrumentID
|
||||
}
|
||||
pf, err := ok.CurrencyPairs.GetFormat(asset.Spot, true)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
splitSymbol := strings.Split(instrumentID, pf.Delimiter)
|
||||
if len(splitSymbol) <= 1 {
|
||||
return nil, fmt.Errorf("%w %v", currency.ErrCurrencyNotSupported, instrumentID)
|
||||
}
|
||||
pair, err := currency.NewPairDelimiter(instrumentID, pf.Delimiter)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("%w: `%s`", err, instrumentID)
|
||||
}
|
||||
switch {
|
||||
case len(splitSymbol) == 2:
|
||||
resp := make([]asset.Item, 0, 2)
|
||||
enabled, err := ok.IsPairEnabled(pair, asset.Spot)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
if enabled {
|
||||
resp = append(resp, asset.Spot)
|
||||
}
|
||||
enabled, err = ok.IsPairEnabled(pair, asset.Margin)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
if enabled {
|
||||
resp = append(resp, asset.Margin)
|
||||
}
|
||||
if len(resp) > 0 {
|
||||
return resp, nil
|
||||
}
|
||||
case len(splitSymbol) > 2:
|
||||
var aType asset.Item
|
||||
switch strings.ToLower(splitSymbol[len(splitSymbol)-1]) {
|
||||
case "swap":
|
||||
aType = asset.PerpetualSwap
|
||||
case "c", "p":
|
||||
aType = asset.Options
|
||||
default:
|
||||
aType = asset.Futures
|
||||
}
|
||||
enabled, err := ok.IsPairEnabled(pair, aType)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
} else if enabled {
|
||||
return []asset.Item{aType}, nil
|
||||
}
|
||||
}
|
||||
return nil, fmt.Errorf("%w: no asset enabled with instrument ID `%v`", asset.ErrNotEnabled, instrumentID)
|
||||
}
|
||||
|
||||
// assetTypeFromInstrumentType returns an asset Item instance given and Instrument Type string
|
||||
func assetTypeFromInstrumentType(instrumentType string) (asset.Item, error) {
|
||||
switch strings.ToUpper(instrumentType) {
|
||||
case instTypeSwap, instTypeContract:
|
||||
return asset.PerpetualSwap, nil
|
||||
case instTypeSpot:
|
||||
return asset.Spot, nil
|
||||
case instTypeMargin:
|
||||
return asset.Margin, nil
|
||||
case instTypeFutures:
|
||||
return asset.Futures, nil
|
||||
case instTypeOption:
|
||||
return asset.Options, nil
|
||||
case "":
|
||||
return asset.Empty, nil
|
||||
default:
|
||||
return asset.Empty, asset.ErrNotSupported
|
||||
}
|
||||
}
|
||||
|
||||
func (ok *Okx) validatePlaceOrderParams(arg *PlaceOrderRequestParam) error {
|
||||
if arg == nil {
|
||||
return common.ErrNilPointer
|
||||
}
|
||||
if arg.InstrumentID == "" {
|
||||
return errMissingInstrumentID
|
||||
}
|
||||
if arg.AssetType == asset.Spot || arg.AssetType == asset.Margin || arg.AssetType == asset.Empty {
|
||||
arg.Side = strings.ToLower(arg.Side)
|
||||
if arg.Side != order.Buy.Lower() && arg.Side != order.Sell.Lower() {
|
||||
return fmt.Errorf("%w %s", order.ErrSideIsInvalid, arg.Side)
|
||||
}
|
||||
}
|
||||
if !slices.Contains([]string{"", TradeModeCross, TradeModeIsolated, TradeModeCash}, arg.TradeMode) {
|
||||
return fmt.Errorf("%w %s", errInvalidTradeModeValue, arg.TradeMode)
|
||||
}
|
||||
if arg.AssetType == asset.Futures || arg.AssetType == asset.PerpetualSwap {
|
||||
arg.PositionSide = strings.ToLower(arg.PositionSide)
|
||||
if !slices.Contains([]string{"long", "short"}, arg.PositionSide) {
|
||||
return fmt.Errorf("%w: `%s`, 'long' or 'short' supported", order.ErrSideIsInvalid, arg.PositionSide)
|
||||
}
|
||||
}
|
||||
arg.OrderType = strings.ToLower(arg.OrderType)
|
||||
if !slices.Contains([]string{orderMarket, orderLimit, orderPostOnly, orderFOK, orderIOC, orderOptimalLimitIOC, "mmp", "mmp_and_post_only"}, arg.OrderType) {
|
||||
return fmt.Errorf("%w: '%v'", order.ErrTypeIsInvalid, arg.OrderType)
|
||||
}
|
||||
if arg.Amount <= 0 {
|
||||
return order.ErrAmountBelowMin
|
||||
}
|
||||
if !slices.Contains([]string{"", "base_ccy", "quote_ccy"}, arg.QuantityType) {
|
||||
return errCurrencyQuantityTypeRequired
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
// assetTypeString returns a string representation of asset type
|
||||
func assetTypeString(assetType asset.Item) (string, error) {
|
||||
switch assetType {
|
||||
case asset.Spot:
|
||||
return "SPOT", nil
|
||||
case asset.Margin:
|
||||
return "MARGIN", nil
|
||||
case asset.Futures:
|
||||
return "FUTURES", nil
|
||||
case asset.Options:
|
||||
return "OPTION", nil
|
||||
case asset.PerpetualSwap:
|
||||
return "SWAP", nil
|
||||
default:
|
||||
return "", asset.ErrNotSupported
|
||||
}
|
||||
}
|
||||
6021
exchanges/okx/okx.go
6021
exchanges/okx/okx.go
File diff suppressed because it is too large
Load Diff
286
exchanges/okx/okx_business_websocket.go
Normal file
286
exchanges/okx/okx_business_websocket.go
Normal file
@@ -0,0 +1,286 @@
|
||||
package okx
|
||||
|
||||
import (
|
||||
"context"
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"net/http"
|
||||
"strconv"
|
||||
"time"
|
||||
|
||||
"github.com/gorilla/websocket"
|
||||
"github.com/thrasher-corp/gocryptotrader/common"
|
||||
"github.com/thrasher-corp/gocryptotrader/common/crypto"
|
||||
"github.com/thrasher-corp/gocryptotrader/currency"
|
||||
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
|
||||
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
|
||||
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
|
||||
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
|
||||
"github.com/thrasher-corp/gocryptotrader/log"
|
||||
)
|
||||
|
||||
const (
|
||||
// okxBusinessWebsocketURL
|
||||
okxBusinessWebsocketURL = "wss://ws.okx.com:8443/ws/v5/business"
|
||||
)
|
||||
|
||||
var (
|
||||
// defaultBusinessSubscribedChannels list of channels which are subscribed by default
|
||||
defaultBusinessSubscribedChannels = []string{
|
||||
okxSpreadPublicTrades,
|
||||
okxSpreadOrderbook,
|
||||
okxSpreadPublicTicker,
|
||||
|
||||
channelPublicStrucBlockTrades,
|
||||
channelPublicBlockTrades,
|
||||
channelBlockTickers,
|
||||
}
|
||||
|
||||
// defaultBusinessAuthChannels list of authenticated channels
|
||||
defaultBusinessAuthChannels = []string{
|
||||
okxSpreadOrders,
|
||||
okxSpreadTrades,
|
||||
}
|
||||
)
|
||||
|
||||
// WsConnectBusiness connects to a business websocket channel.
|
||||
func (ok *Okx) WsConnectBusiness() error {
|
||||
if !ok.Websocket.IsEnabled() || !ok.IsEnabled() {
|
||||
return stream.ErrWebsocketNotEnabled
|
||||
}
|
||||
var dialer websocket.Dialer
|
||||
dialer.ReadBufferSize = 8192
|
||||
dialer.WriteBufferSize = 8192
|
||||
|
||||
ok.Websocket.Conn.SetURL(okxBusinessWebsocketURL)
|
||||
err := ok.Websocket.Conn.Dial(&dialer, http.Header{})
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
ok.Websocket.Wg.Add(1)
|
||||
go ok.wsReadData(ok.Websocket.Conn)
|
||||
if ok.Verbose {
|
||||
log.Debugf(log.ExchangeSys, "Successful connection to %v\n",
|
||||
ok.Websocket.GetWebsocketURL())
|
||||
}
|
||||
ok.Websocket.Conn.SetupPingHandler(request.UnAuth, stream.PingHandler{
|
||||
MessageType: websocket.TextMessage,
|
||||
Message: pingMsg,
|
||||
Delay: time.Second * 20,
|
||||
})
|
||||
if ok.Websocket.CanUseAuthenticatedEndpoints() {
|
||||
err = ok.WsSpreadAuth(context.TODO())
|
||||
if err != nil {
|
||||
log.Errorf(log.ExchangeSys, "Error connecting auth socket: %s\n", err.Error())
|
||||
ok.Websocket.SetCanUseAuthenticatedEndpoints(false)
|
||||
}
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
// WsSpreadAuth will connect to Okx's Private websocket connection and Authenticate with a login payload.
|
||||
func (ok *Okx) WsSpreadAuth(ctx context.Context) error {
|
||||
if !ok.Websocket.CanUseAuthenticatedEndpoints() {
|
||||
return fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", ok.Name)
|
||||
}
|
||||
creds, err := ok.GetCredentials(ctx)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
ok.Websocket.SetCanUseAuthenticatedEndpoints(true)
|
||||
timeUnix := time.Now()
|
||||
signPath := "/users/self/verify"
|
||||
hmac, err := crypto.GetHMAC(crypto.HashSHA256,
|
||||
[]byte(strconv.FormatInt(timeUnix.Unix(), 10)+http.MethodGet+signPath),
|
||||
[]byte(creds.Secret),
|
||||
)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
base64Sign := crypto.Base64Encode(hmac)
|
||||
wsReq := WebsocketEventRequest{
|
||||
Operation: operationLogin,
|
||||
Arguments: []WebsocketLoginData{
|
||||
{
|
||||
APIKey: creds.Key,
|
||||
Passphrase: creds.ClientID,
|
||||
Timestamp: timeUnix.Unix(),
|
||||
Sign: base64Sign,
|
||||
},
|
||||
},
|
||||
}
|
||||
err = ok.Websocket.AuthConn.SendJSONMessage(ctx, request.UnAuth, wsReq)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
timer := time.NewTimer(ok.WebsocketResponseCheckTimeout)
|
||||
randomID, err := common.GenerateRandomString(16)
|
||||
if err != nil {
|
||||
return fmt.Errorf("%w, generating random string for incoming websocket response failed", err)
|
||||
}
|
||||
wsResponse := make(chan *wsIncomingData)
|
||||
ok.WsResponseMultiplexer.Register <- &wsRequestInfo{
|
||||
ID: randomID,
|
||||
Chan: wsResponse,
|
||||
Event: operationLogin,
|
||||
}
|
||||
ok.WsRequestSemaphore <- 1
|
||||
defer func() {
|
||||
<-ok.WsRequestSemaphore
|
||||
}()
|
||||
defer func() { ok.WsResponseMultiplexer.Unregister <- randomID }()
|
||||
for {
|
||||
select {
|
||||
case data := <-wsResponse:
|
||||
if data.Event == operationLogin && data.StatusCode == "0" {
|
||||
ok.Websocket.SetCanUseAuthenticatedEndpoints(true)
|
||||
return nil
|
||||
} else if data.Event == "error" &&
|
||||
(data.StatusCode == "60022" || data.StatusCode == "60009") {
|
||||
ok.Websocket.SetCanUseAuthenticatedEndpoints(false)
|
||||
return fmt.Errorf("authentication failed with error: %v", ErrorCodes[data.StatusCode])
|
||||
}
|
||||
continue
|
||||
case <-timer.C:
|
||||
timer.Stop()
|
||||
return fmt.Errorf("%s websocket connection: timeout waiting for response with an operation: %v",
|
||||
ok.Name,
|
||||
wsReq.Operation)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// GenerateDefaultBusinessSubscriptions returns a list of default subscriptions to business stream.
|
||||
func (ok *Okx) GenerateDefaultBusinessSubscriptions() ([]subscription.Subscription, error) {
|
||||
var subs []string
|
||||
var subscriptions []subscription.Subscription
|
||||
subs = append(subs, defaultBusinessSubscribedChannels...)
|
||||
if ok.Websocket.CanUseAuthenticatedEndpoints() {
|
||||
subs = append(subs, defaultBusinessAuthChannels...)
|
||||
}
|
||||
for c := range subs {
|
||||
switch subs[c] {
|
||||
case okxSpreadOrders,
|
||||
okxSpreadTrades,
|
||||
okxSpreadOrderbookLevel1,
|
||||
okxSpreadOrderbook,
|
||||
okxSpreadPublicTrades,
|
||||
okxSpreadPublicTicker:
|
||||
pairs, err := ok.GetEnabledPairs(asset.Spread)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
for p := range pairs {
|
||||
subscriptions = append(subscriptions, subscription.Subscription{
|
||||
Channel: subs[c],
|
||||
Asset: asset.Spread,
|
||||
Pairs: []currency.Pair{pairs[p]},
|
||||
})
|
||||
}
|
||||
case channelPublicBlockTrades,
|
||||
channelBlockTickers:
|
||||
pairs, err := ok.GetEnabledPairs(asset.PerpetualSwap)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
for p := range pairs {
|
||||
subscriptions = append(subscriptions, subscription.Subscription{
|
||||
Channel: subs[c],
|
||||
Asset: asset.PerpetualSwap,
|
||||
Pairs: []currency.Pair{pairs[p]},
|
||||
})
|
||||
}
|
||||
default:
|
||||
subscriptions = append(subscriptions, subscription.Subscription{
|
||||
Channel: subs[c],
|
||||
})
|
||||
}
|
||||
}
|
||||
return subscriptions, nil
|
||||
}
|
||||
|
||||
// BusinessSubscribe sends a websocket subscription request to several channels to receive data.
|
||||
func (ok *Okx) BusinessSubscribe(channelsToSubscribe subscription.List) error {
|
||||
return ok.handleBusinessSubscription(operationSubscribe, channelsToSubscribe)
|
||||
}
|
||||
|
||||
// BusinessUnsubscribe sends a websocket unsubscription request to several channels to receive data.
|
||||
func (ok *Okx) BusinessUnsubscribe(channelsToUnsubscribe subscription.List) error {
|
||||
return ok.handleBusinessSubscription(operationUnsubscribe, channelsToUnsubscribe)
|
||||
}
|
||||
|
||||
// handleBusinessSubscription sends a subscription and unsubscription information thought the business websocket endpoint.
|
||||
// as of the okx, exchange this endpoint sends subscription and unsubscription messages but with a list of json objects.
|
||||
func (ok *Okx) handleBusinessSubscription(operation string, subscriptions subscription.List) error {
|
||||
wsSubscriptionReq := WSSubscriptionInformationList{Operation: operation}
|
||||
ok.WsRequestSemaphore <- 1
|
||||
defer func() { <-ok.WsRequestSemaphore }()
|
||||
var channels subscription.List
|
||||
var authChannels subscription.List
|
||||
var err error
|
||||
for i := 0; i < len(subscriptions); i++ {
|
||||
arg := SubscriptionInfo{
|
||||
Channel: subscriptions[i].Channel,
|
||||
}
|
||||
var instrumentID, instrumentFamily, spreadID string
|
||||
switch arg.Channel {
|
||||
case okxSpreadOrders,
|
||||
okxSpreadTrades,
|
||||
okxSpreadOrderbookLevel1,
|
||||
okxSpreadOrderbook,
|
||||
okxSpreadPublicTrades,
|
||||
okxSpreadPublicTicker:
|
||||
spreadID = subscriptions[i].Pairs[0].String()
|
||||
case channelPublicBlockTrades,
|
||||
channelBlockTickers:
|
||||
instrumentID = subscriptions[i].Pairs[0].String()
|
||||
}
|
||||
instrumentFamilyInterface, okay := subscriptions[i].Params["instFamily"]
|
||||
if okay {
|
||||
instrumentFamily, _ = instrumentFamilyInterface.(string)
|
||||
}
|
||||
|
||||
arg.InstrumentFamily = instrumentFamily
|
||||
arg.SpreadID = spreadID
|
||||
arg.InstrumentID = instrumentID
|
||||
|
||||
var chunk []byte
|
||||
channels = append(channels, subscriptions[i])
|
||||
wsSubscriptionReq.Arguments = append(wsSubscriptionReq.Arguments, arg)
|
||||
chunk, err = json.Marshal(wsSubscriptionReq)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
if len(chunk) > maxConnByteLen {
|
||||
i--
|
||||
err = ok.Websocket.Conn.SendJSONMessage(context.Background(), request.UnAuth, wsSubscriptionReq)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
if operation == operationUnsubscribe {
|
||||
err = ok.Websocket.RemoveSubscriptions(ok.Websocket.Conn, channels...)
|
||||
} else {
|
||||
err = ok.Websocket.AddSuccessfulSubscriptions(ok.Websocket.Conn, channels...)
|
||||
}
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
channels = subscription.List{}
|
||||
wsSubscriptionReq.Arguments = []SubscriptionInfo{}
|
||||
continue
|
||||
}
|
||||
}
|
||||
err = ok.Websocket.Conn.SendJSONMessage(context.Background(), request.UnAuth, wsSubscriptionReq)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
if operation == operationUnsubscribe {
|
||||
channels = append(channels, authChannels...)
|
||||
err = ok.Websocket.RemoveSubscriptions(ok.Websocket.Conn, channels...)
|
||||
} else {
|
||||
channels = append(channels, authChannels...)
|
||||
err = ok.Websocket.AddSuccessfulSubscriptions(ok.Websocket.Conn, channels...)
|
||||
}
|
||||
return err
|
||||
}
|
||||
@@ -130,7 +130,7 @@ var (
|
||||
"59508": errors.New("the sub account of {0} is suspended"),
|
||||
"59509": errors.New("account does not have permission to reset MMP status"),
|
||||
"59510": errors.New("sub-account does not exist"),
|
||||
"59512": errors.New("unable to set up this permission for ND brokers sub accounts. by default, all ND sub accounts can transfer funds out"),
|
||||
"59512": errors.New("unable to set up this permission for 'ND' brokers sub accounts"),
|
||||
"59601": errors.New("this sub-account name already exists, try another name"),
|
||||
"59602": errors.New("number of API keys exceeds the limit"),
|
||||
"59603": errors.New("number of sub accounts exceeds the limit"),
|
||||
|
||||
File diff suppressed because one or more lines are too long
@@ -2,60 +2,11 @@ package okx
|
||||
|
||||
import (
|
||||
"encoding/json"
|
||||
"strconv"
|
||||
"strings"
|
||||
"time"
|
||||
|
||||
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
|
||||
)
|
||||
|
||||
type okxUnixMilliTime int64
|
||||
|
||||
// UnmarshalJSON deserializes byte data to okxunixMilliTime instance.
|
||||
func (a *okxUnixMilliTime) UnmarshalJSON(data []byte) error {
|
||||
var num string
|
||||
err := json.Unmarshal(data, &num)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
if num == "" {
|
||||
return nil
|
||||
}
|
||||
value, err := strconv.ParseInt(num, 10, 64)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
*a = okxUnixMilliTime(value)
|
||||
return nil
|
||||
}
|
||||
|
||||
// Time returns the time instance from unix value of integer.
|
||||
func (a *okxUnixMilliTime) Time() time.Time {
|
||||
return time.UnixMilli(int64(*a))
|
||||
}
|
||||
|
||||
type okxTime struct {
|
||||
time.Time
|
||||
}
|
||||
|
||||
// UnmarshalJSON deserializes byte data to okxTime instance.
|
||||
func (t *okxTime) UnmarshalJSON(data []byte) error {
|
||||
var num string
|
||||
err := json.Unmarshal(data, &num)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
if num == "" {
|
||||
return nil
|
||||
}
|
||||
value, err := strconv.ParseInt(num, 10, 64)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
t.Time = time.UnixMilli(value)
|
||||
return nil
|
||||
}
|
||||
|
||||
// UnmarshalJSON decoder for OpenInterestResponse instance.
|
||||
func (a *OpenInterest) UnmarshalJSON(data []byte) error {
|
||||
type Alias OpenInterest
|
||||
@@ -68,110 +19,8 @@ func (a *OpenInterest) UnmarshalJSON(data []byte) error {
|
||||
return err
|
||||
}
|
||||
chil.InstrumentType = strings.ToUpper(chil.InstrumentType)
|
||||
a.InstrumentType = GetAssetTypeFromInstrumentType(chil.InstrumentType)
|
||||
return nil
|
||||
}
|
||||
|
||||
// UnmarshalJSON deserializes JSON, and timestamp information.
|
||||
func (a *LimitPriceResponse) UnmarshalJSON(data []byte) error {
|
||||
type Alias LimitPriceResponse
|
||||
chil := &struct {
|
||||
*Alias
|
||||
Timestamp int64 `json:"ts,string"`
|
||||
}{
|
||||
Alias: (*Alias)(a),
|
||||
}
|
||||
err := json.Unmarshal(data, chil)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
// UnmarshalJSON deserializes JSON, and timestamp information.
|
||||
func (a *OrderDetail) UnmarshalJSON(data []byte) error {
|
||||
type Alias OrderDetail
|
||||
chil := &struct {
|
||||
*Alias
|
||||
UpdateTime int64 `json:"uTime,string"`
|
||||
CreationTime int64 `json:"cTime,string"`
|
||||
FillTime string `json:"fillTime"`
|
||||
}{
|
||||
Alias: (*Alias)(a),
|
||||
}
|
||||
if err := json.Unmarshal(data, chil); err != nil {
|
||||
return err
|
||||
}
|
||||
var err error
|
||||
a.UpdateTime = time.UnixMilli(chil.UpdateTime)
|
||||
a.CreationTime = time.UnixMilli(chil.CreationTime)
|
||||
if chil.FillTime == "" {
|
||||
a.FillTime = time.Time{}
|
||||
} else {
|
||||
var value int64
|
||||
value, err = strconv.ParseInt(chil.FillTime, 10, 64)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
a.FillTime = time.UnixMilli(value)
|
||||
}
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
// UnmarshalJSON deserializes JSON, and timestamp information.
|
||||
func (a *RfqTradeResponse) UnmarshalJSON(data []byte) error {
|
||||
type Alias RfqTradeResponse
|
||||
chil := &struct {
|
||||
*Alias
|
||||
CreationTime int64 `json:"cTime,string"`
|
||||
}{
|
||||
Alias: (*Alias)(a),
|
||||
}
|
||||
if err := json.Unmarshal(data, chil); err != nil {
|
||||
return err
|
||||
}
|
||||
a.CreationTime = time.UnixMilli(chil.CreationTime)
|
||||
return nil
|
||||
}
|
||||
|
||||
// UnmarshalJSON deserializes JSON, and timestamp information.
|
||||
func (a *BlockTicker) UnmarshalJSON(data []byte) error {
|
||||
type Alias BlockTicker
|
||||
chil := &struct {
|
||||
*Alias
|
||||
Timestamp int64 `json:"ts,string"`
|
||||
}{
|
||||
Alias: (*Alias)(a),
|
||||
}
|
||||
err := json.Unmarshal(data, chil)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
// UnmarshalJSON deserializes JSON, and timestamp information.
|
||||
func (a *UnitConvertResponse) UnmarshalJSON(data []byte) error {
|
||||
type Alias UnitConvertResponse
|
||||
chil := &struct {
|
||||
*Alias
|
||||
ConvertType int `json:"type,string"`
|
||||
}{
|
||||
Alias: (*Alias)(a),
|
||||
}
|
||||
if err := json.Unmarshal(data, chil); err != nil {
|
||||
return err
|
||||
}
|
||||
switch chil.ConvertType {
|
||||
case 1:
|
||||
a.ConvertType = 1
|
||||
case 2:
|
||||
a.ConvertType = 2
|
||||
}
|
||||
return nil
|
||||
a.InstrumentType, err = assetTypeFromInstrumentType(chil.InstrumentType)
|
||||
return err
|
||||
}
|
||||
|
||||
// MarshalJSON serialized QuoteLeg instance into bytes
|
||||
@@ -190,67 +39,3 @@ func (a *QuoteLeg) MarshalJSON() ([]byte, error) {
|
||||
}
|
||||
return json.Marshal(chil)
|
||||
}
|
||||
|
||||
// MarshalJSON serialized CreateQuoteParams instance into bytes
|
||||
func (a *CreateQuoteParams) MarshalJSON() ([]byte, error) {
|
||||
type Alias CreateQuoteParams
|
||||
chil := &struct {
|
||||
*Alias
|
||||
QuoteSide string `json:"quoteSide"`
|
||||
}{
|
||||
Alias: (*Alias)(a),
|
||||
}
|
||||
if a.QuoteSide == order.Buy {
|
||||
chil.QuoteSide = "buy"
|
||||
} else {
|
||||
chil.QuoteSide = "sell"
|
||||
}
|
||||
return json.Marshal(chil)
|
||||
}
|
||||
|
||||
// MarshalJSON serializes the WebsocketLoginData object
|
||||
func (a *WebsocketLoginData) MarshalJSON() ([]byte, error) {
|
||||
type Alias WebsocketLoginData
|
||||
return json.Marshal(struct {
|
||||
Timestamp int64 `json:"timestamp"`
|
||||
*Alias
|
||||
}{
|
||||
Timestamp: a.Timestamp.UTC().Unix(),
|
||||
Alias: (*Alias)(a),
|
||||
})
|
||||
}
|
||||
|
||||
// UnmarshalJSON deserializes JSON, and timestamp information.
|
||||
func (a *WebsocketLoginData) UnmarshalJSON(data []byte) error {
|
||||
type Alias WebsocketLoginData
|
||||
chil := &struct {
|
||||
*Alias
|
||||
Timestamp int64 `json:"timestamp"`
|
||||
}{
|
||||
Alias: (*Alias)(a),
|
||||
}
|
||||
if err := json.Unmarshal(data, chil); err != nil {
|
||||
return err
|
||||
}
|
||||
a.Timestamp = time.UnixMilli(chil.Timestamp)
|
||||
return nil
|
||||
}
|
||||
|
||||
// UnmarshalJSON deserializes JSON, and timestamp information.
|
||||
func (a *CurrencyOneClickRepay) UnmarshalJSON(data []byte) error {
|
||||
type Alias CurrencyOneClickRepay
|
||||
chil := &struct {
|
||||
*Alias
|
||||
UpdateTime int64 `json:"uTime,string"`
|
||||
FillToSize string `json:"fillToSz"`
|
||||
FillFromSize string `json:"fillFromSz"`
|
||||
}{
|
||||
Alias: (*Alias)(a),
|
||||
}
|
||||
err := json.Unmarshal(data, chil)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
a.UpdateTime = time.Unix(chil.UpdateTime, 0)
|
||||
return nil
|
||||
}
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
@@ -16,198 +16,12 @@ const (
|
||||
)
|
||||
|
||||
const (
|
||||
// Trade Endpoints
|
||||
placeOrderRate = 60
|
||||
placeMultipleOrdersRate = 300
|
||||
cancelOrderRate = 60
|
||||
cancelMultipleOrdersRate = 300
|
||||
amendOrderRate = 60
|
||||
amendMultipleOrdersRate = 300
|
||||
closePositionsRate = 20
|
||||
getOrderDetails = 60
|
||||
getOrderListRate = 60
|
||||
getOrderHistory7DaysRate = 40
|
||||
getOrderHistory3MonthsRate = 20
|
||||
getTransactionDetail3DaysRate = 60
|
||||
getTransactionDetail3MonthsRate = 10
|
||||
placeAlgoOrderRate = 20
|
||||
cancelAlgoOrderRate = 20
|
||||
cancelAdvanceAlgoOrderRate = 20
|
||||
getAlgoOrderListRate = 20
|
||||
getAlgoOrderHistoryRate = 20
|
||||
getEasyConvertCurrencyListRate = 1
|
||||
placeEasyConvert = 1
|
||||
getEasyConvertHistory = 1
|
||||
oneClickRepayCurrencyList = 1
|
||||
tradeOneClickRepay = 1
|
||||
getOneClickRepayHistory = 1
|
||||
|
||||
// Block Trading endpoints
|
||||
getCounterpartiesRate = 5
|
||||
createRfqRate = 5
|
||||
cancelRfqRate = 5
|
||||
cancelMultipleRfqRate = 2
|
||||
cancelAllRfqsRate = 2
|
||||
executeQuoteRate = 2
|
||||
setQuoteProducts = 5
|
||||
restMMPStatus = 5
|
||||
createQuoteRate = 50
|
||||
cancelQuoteRate = 50
|
||||
cancelMultipleQuotesRate = 2
|
||||
cancelAllQuotes = 2
|
||||
getRfqsRate = 2
|
||||
getQuotesRate = 2
|
||||
getTradesRate = 5
|
||||
getTradesHistoryRate = 10
|
||||
getPublicTradesRate = 5
|
||||
|
||||
// Funding
|
||||
getCurrenciesRate = 6
|
||||
getBalanceRate = 6
|
||||
getAccountAssetValuationRate = 1
|
||||
fundsTransferRate = 1
|
||||
getFundsTransferStateRate = 1
|
||||
assetBillsDetailsRate = 6
|
||||
lightningDepositsRate = 2
|
||||
getDepositAddressRate = 6
|
||||
getDepositHistoryRate = 6
|
||||
withdrawalRate = 6
|
||||
lightningWithdrawalsRate = 2
|
||||
cancelWithdrawalRate = 6
|
||||
getWithdrawalHistoryRate = 6
|
||||
smallAssetsConvertRate = 1
|
||||
|
||||
// Savings
|
||||
getSavingBalanceRate = 6
|
||||
savingsPurchaseRedemptionRate = 6
|
||||
setLendingRateRate = 6
|
||||
getLendingHistoryRate = 6
|
||||
getPublicBorrowInfoRate = 6
|
||||
getPublicBorrowHistoryRate = 6
|
||||
|
||||
// Convert
|
||||
getConvertCurrenciesRate = 6
|
||||
getConvertCurrencyPairRate = 6
|
||||
estimateQuoteRate = 10
|
||||
convertTradeRate = 10
|
||||
getConvertHistoryRate = 6
|
||||
|
||||
// Account
|
||||
getAccountBalanceRate = 10
|
||||
getPositionsRate = 10
|
||||
getPositionsHistoryRate = 1
|
||||
getAccountAndPositionRiskRate = 10
|
||||
getBillsDetailsRate = 6
|
||||
getAccountConfigurationRate = 5
|
||||
setPositionModeRate = 5
|
||||
setLeverageRate = 20
|
||||
getMaximumBuyOrSellAmountRate = 20
|
||||
getMaximumAvailableTradableAmountRate = 20
|
||||
increaseOrDecreaseMarginRate = 20
|
||||
getLeverageRate = 20
|
||||
getTheMaximumLoanOfInstrumentRate = 20
|
||||
getFeeRatesRate = 5
|
||||
getInterestAccruedDataRate = 5
|
||||
getInterestRateRate = 5
|
||||
setGreeksRate = 5
|
||||
isolatedMarginTradingSettingsRate = 5
|
||||
getMaximumWithdrawalsRate = 20
|
||||
getAccountRiskStateRate = 10
|
||||
vipLoansBorrowAndRepayRate = 6
|
||||
getBorrowAnsRepayHistoryHistoryRate = 5
|
||||
getBorrowInterestAndLimitRate = 5
|
||||
positionBuilderRate = 2
|
||||
getGreeksRate = 10
|
||||
getPMLimitation = 10
|
||||
|
||||
// Sub Account Endpoints
|
||||
viewSubaccountListRate = 2
|
||||
resetSubAccountAPIKey = 1
|
||||
getSubaccountTradingBalanceRate = 2
|
||||
getSubaccountFundingBalanceRate = 2
|
||||
historyOfSubaccountTransferRate = 6
|
||||
masterAccountsManageTransfersBetweenSubaccountRate = 1
|
||||
setPermissionOfTransferOutRate = 1
|
||||
getCustodyTradingSubaccountListRate = 1
|
||||
gridTradingRate = 20
|
||||
amendGridAlgoOrderRate = 20
|
||||
stopGridAlgoOrderRate = 20
|
||||
getGridAlgoOrderListRate = 20
|
||||
getGridAlgoOrderHistoryRate = 20
|
||||
getGridAlgoOrderDetailsRate = 20
|
||||
getGridAlgoSubOrdersRate = 20
|
||||
getGridAlgoOrderPositionsRate = 20
|
||||
spotGridWithdrawIncomeRate = 20
|
||||
computeMarginBalance = 20
|
||||
adjustMarginBalance = 20
|
||||
getGridAIParameter = 20
|
||||
|
||||
// Earn
|
||||
getOffer = 3
|
||||
purchase = 2
|
||||
redeem = 2
|
||||
cancelPurchaseOrRedemption = 2
|
||||
getEarnActiveOrders = 3
|
||||
getFundingOrderHistory = 3
|
||||
|
||||
// Market Data
|
||||
getTickersRate = 20
|
||||
getIndexTickersRate = 20
|
||||
getOrderBookRate = 20
|
||||
getCandlesticksRate = 40
|
||||
getCandlesticksHistoryRate = 20
|
||||
getIndexCandlesticksRate = 20
|
||||
getMarkPriceCandlesticksRate = 20
|
||||
getTradesRequestRate = 100
|
||||
get24HTotalVolumeRate = 2
|
||||
getOracleRate = 1
|
||||
getExchangeRateRequestRate = 1
|
||||
getIndexComponentsRate = 20
|
||||
getBlockTickersRate = 20
|
||||
getBlockTradesRate = 20
|
||||
|
||||
// Public Data Endpoints
|
||||
getInstrumentsRate = 20
|
||||
getDeliveryExerciseHistoryRate = 40
|
||||
getOpenInterestRate = 20
|
||||
getFundingRate = 20
|
||||
getFundingRateHistoryRate = 20
|
||||
getLimitPriceRate = 20
|
||||
getOptionMarketDateRate = 20
|
||||
getEstimatedDeliveryExercisePriceRate = 10
|
||||
getDiscountRateAndInterestFreeQuotaRate = 2
|
||||
getSystemTimeRate = 10
|
||||
getLiquidationOrdersRate = 40
|
||||
getMarkPriceRate = 10
|
||||
getPositionTiersRate = 10
|
||||
getInterestRateAndLoanQuotaRate = 2
|
||||
getInterestRateAndLoanQuoteForVIPLoansRate = 2
|
||||
getUnderlyingRate = 20
|
||||
getInsuranceFundRate = 10
|
||||
unitConvertRate = 10
|
||||
|
||||
// Trading Data Endpoints
|
||||
getSupportCoinRate = 5
|
||||
getTakerVolumeRate = 5
|
||||
getMarginLendingRatioRate = 5
|
||||
getLongShortRatioRate = 5
|
||||
getContractsOpenInterestAndVolumeRate = 5
|
||||
getOptionsOpenInterestAndVolumeRate = 5
|
||||
getPutCallRatioRate = 5
|
||||
getOpenInterestAndVolumeRate = 5
|
||||
getTakerFlowRate = 5
|
||||
|
||||
// Status Endpoints
|
||||
getEventStatusRate = 1
|
||||
)
|
||||
|
||||
const (
|
||||
placeOrderEPL request.EndpointLimit = iota + 1 // This endpoint limit is shared with `Place order` Websocket API endpoints
|
||||
placeMultipleOrdersEPL // This endpoint limit is shared with `Place multiple orders` Websocket API endpoints
|
||||
cancelOrderEPL // This endpoint limit is shared with `Cancel order` Websocket API endpoints
|
||||
cancelMultipleOrdersEPL // This endpoint limit is shared with `Cancel multiple orders` Websocket API endpoints
|
||||
amendOrderEPL // This endpoint limit is shared with `Amend order` Websocket API endpoints
|
||||
amendMultipleOrdersEPL // This endpoint limit is shared with `Amend multiple orders` Websocket API endpoints
|
||||
placeOrderEPL request.EndpointLimit = iota
|
||||
placeMultipleOrdersEPL
|
||||
cancelOrderEPL
|
||||
cancelMultipleOrdersEPL
|
||||
amendOrderEPL
|
||||
amendMultipleOrdersEPL
|
||||
closePositionEPL
|
||||
getOrderDetEPL
|
||||
getOrderListEPL
|
||||
@@ -215,9 +29,16 @@ const (
|
||||
getOrderHistory3MonthsEPL
|
||||
getTransactionDetail3DaysEPL
|
||||
getTransactionDetail3MonthsEPL
|
||||
setTransactionDetail2YearIntervalEPL
|
||||
getTransactionDetailLast2YearsEPL
|
||||
cancelAllAfterCountdownEPL
|
||||
getTradeAccountRateLimitEPL
|
||||
orderPreCheckEPL
|
||||
placeAlgoOrderEPL
|
||||
cancelAlgoOrderEPL
|
||||
amendAlgoOrderEPL
|
||||
cancelAdvanceAlgoOrderEPL
|
||||
getAlgoOrderDetailEPL
|
||||
getAlgoOrderListEPL
|
||||
getAlgoOrderHistoryEPL
|
||||
getEasyConvertCurrencyListEPL
|
||||
@@ -226,25 +47,32 @@ const (
|
||||
getOneClickRepayHistoryEPL
|
||||
oneClickRepayCurrencyListEPL
|
||||
tradeOneClickRepayEPL
|
||||
massCancemMMPOrderEPL
|
||||
getCounterpartiesEPL
|
||||
createRfqEPL
|
||||
cancelRfqEPL
|
||||
cancelMultipleRfqEPL
|
||||
cancelAllRfqsEPL
|
||||
createRFQEPL
|
||||
cancelRFQEPL
|
||||
cancelMultipleRFQEPL
|
||||
cancelAllRFQsEPL
|
||||
executeQuoteEPL
|
||||
getQuoteProductsEPL
|
||||
setQuoteProductsEPL
|
||||
restMMPStatusEPL
|
||||
resetRFQMMPEPL
|
||||
setMMPEPL
|
||||
getMMPConfigEPL
|
||||
createQuoteEPL
|
||||
cancelQuoteEPL
|
||||
cancelMultipleQuotesEPL
|
||||
cancelAllQuotesEPL
|
||||
getRfqsEPL
|
||||
getRFQsEPL
|
||||
getQuotesEPL
|
||||
getTradesEPL
|
||||
getTradesHistoryEPL
|
||||
optionInstrumentTradeFamilyEPL
|
||||
optionTradesEPL
|
||||
getPublicTradesEPL
|
||||
getCurrenciesEPL
|
||||
getBalanceEPL
|
||||
getNonTradableAssetsEPL
|
||||
getAccountAssetValuationEPL
|
||||
fundsTransferEPL
|
||||
getFundsTransferStateEPL
|
||||
@@ -256,7 +84,9 @@ const (
|
||||
lightningWithdrawalsEPL
|
||||
cancelWithdrawalEPL
|
||||
getWithdrawalHistoryEPL
|
||||
getDepositWithdrawalStatusEPL
|
||||
smallAssetsConvertEPL
|
||||
getPublicExchangeListEPL
|
||||
getSavingBalanceEPL
|
||||
savingsPurchaseRedemptionEPL
|
||||
setLendingRateEPL
|
||||
@@ -264,6 +94,8 @@ const (
|
||||
getPublicBorrowInfoEPL
|
||||
getPublicBorrowHistoryEPL
|
||||
getConvertCurrenciesEPL
|
||||
getMonthlyStatementEPL
|
||||
applyForMonthlyStatementEPL
|
||||
getConvertCurrencyPairEPL
|
||||
estimateQuoteEPL
|
||||
convertTradeEPL
|
||||
@@ -273,6 +105,9 @@ const (
|
||||
getPositionsHistoryEPL
|
||||
getAccountAndPositionRiskEPL
|
||||
getBillsDetailsEPL
|
||||
getBillsDetailArchiveEPL
|
||||
billHistoryArchiveEPL
|
||||
getBillHistoryArchiveEPL
|
||||
getAccountConfigurationEPL
|
||||
setPositionModeEPL
|
||||
setLeverageEPL
|
||||
@@ -280,6 +115,7 @@ const (
|
||||
getMaximumAvailableTradableAmountEPL
|
||||
increaseOrDecreaseMarginEPL
|
||||
getLeverageEPL
|
||||
getLeverateEstimatedInfoEPL
|
||||
getTheMaximumLoanOfInstrumentEPL
|
||||
getFeeRatesEPL
|
||||
getInterestAccruedDataEPL
|
||||
@@ -288,23 +124,55 @@ const (
|
||||
isolatedMarginTradingSettingsEPL
|
||||
getMaximumWithdrawalsEPL
|
||||
getAccountRiskStateEPL
|
||||
manualBorrowAndRepayEPL
|
||||
getBorrowAndRepayHistoryEPL
|
||||
vipLoansBorrowAnsRepayEPL
|
||||
getBorrowAnsRepayHistoryHistoryEPL
|
||||
getVIPInterestAccruedDataEPL
|
||||
getVIPInterestDeductedDataEPL
|
||||
getVIPLoanOrderListEPL
|
||||
getVIPLoanOrderDetailEPL
|
||||
getBorrowInterestAndLimitEPL
|
||||
getFixedLoanBorrowLimitEPL
|
||||
getFixedLoanBorrowQuoteEPL
|
||||
placeFixedLoanBorrowingOrderEPL
|
||||
amendFixedLaonBorrowingOrderEPL
|
||||
manualRenewFixedLoanBorrowingOrderEPL
|
||||
repayFixedLoanBorrowingOrderEPL
|
||||
convertFixedLoanToMarketLoanEPL
|
||||
reduceLiabilitiesForFixedLoanEPL
|
||||
getFixedLoanBorrowOrderListEPL
|
||||
manualBorrowOrRepayEPL
|
||||
setAutoRepayEPL
|
||||
getBorrowRepayHistoryEPL
|
||||
newPositionBuilderEPL
|
||||
setRiskOffsetAmountEPL
|
||||
positionBuilderEPL
|
||||
getGreeksEPL
|
||||
getPMLimitationEPL
|
||||
setRiskOffsetLimiterEPL
|
||||
activateOptionEPL
|
||||
setAutoLoanEPL
|
||||
setAccountLevelEPL
|
||||
resetMMPStatusEPL
|
||||
viewSubaccountListEPL
|
||||
resetSubAccountAPIKeyEPL
|
||||
getSubaccountTradingBalanceEPL
|
||||
getSubaccountFundingBalanceEPL
|
||||
getSubAccountMaxWithdrawalEPL
|
||||
historyOfSubaccountTransferEPL
|
||||
managedSubAccountTransferEPL
|
||||
masterAccountsManageTransfersBetweenSubaccountEPL
|
||||
setPermissionOfTransferOutEPL
|
||||
getCustodyTradingSubaccountListEPL
|
||||
setSubAccountVIPLoanAllocationEPL
|
||||
getSubAccountBorrowInterestAndLimitEPL
|
||||
gridTradingEPL
|
||||
amendGridAlgoOrderEPL
|
||||
stopGridAlgoOrderEPL
|
||||
closePositionForForContractGridEPL
|
||||
cancelClosePositionOrderForContractGridEPL
|
||||
instantTriggerGridAlgoOrderEPL
|
||||
getGridAlgoOrderListEPL
|
||||
getGridAlgoOrderHistoryEPL
|
||||
getGridAlgoOrderDetailsEPL
|
||||
@@ -314,16 +182,61 @@ const (
|
||||
computeMarginBalanceEPL
|
||||
adjustMarginBalanceEPL
|
||||
getGridAIParameterEPL
|
||||
computeMinInvestmentEPL
|
||||
rsiBackTestingEPL
|
||||
signalBotOrderDetailsEPL
|
||||
signalBotOrderPositionsEPL
|
||||
signalBotSubOrdersEPL
|
||||
signalBotEventHistoryEPL
|
||||
placeRecurringBuyOrderEPL
|
||||
amendRecurringBuyOrderEPL
|
||||
stopRecurringBuyOrderEPL
|
||||
getRecurringBuyOrderListEPL
|
||||
getRecurringBuyOrderHistoryEPL
|
||||
getRecurringBuyOrderDetailEPL
|
||||
getRecurringBuySubOrdersEPL
|
||||
getExistingLeadingPositionsEPL
|
||||
getLeadingPositionHistoryEPL
|
||||
placeLeadingStopOrderEPL
|
||||
closeLeadingPositionEPL
|
||||
getLeadingInstrumentsEPL
|
||||
getProfitSharingLimitEPL
|
||||
getTotalProfitSharingEPL
|
||||
setFirstCopySettingsEPL
|
||||
amendFirstCopySettingsEPL
|
||||
stopCopyingEPL
|
||||
getCopySettingsEPL
|
||||
getMultipleLeveragesEPL
|
||||
setBatchLeverageEPL
|
||||
getMyLeadTradersEPL
|
||||
getLeadTraderRanksEPL
|
||||
getLeadTraderWeeklyPNLEPL
|
||||
getLeadTraderDailyPNLEPL
|
||||
getLeadTraderStatsEPL
|
||||
getLeadTraderCurrencyPreferencesEPL
|
||||
getTraderCurrentLeadPositionsEPL
|
||||
getLeadTraderLeadPositionHistoryEPL
|
||||
getOfferEPL
|
||||
purchaseEPL
|
||||
redeemEPL
|
||||
cancelPurchaseOrRedemptionEPL
|
||||
getEarnActiveOrdersEPL
|
||||
getFundingOrderHistoryEPL
|
||||
getProductInfoEPL
|
||||
|
||||
purchaseETHStakingEPL
|
||||
redeemETHStakingEPL
|
||||
getBETHBalanceEPL
|
||||
getPurchaseRedeemHistoryEPL
|
||||
getAPYHistoryEPL
|
||||
|
||||
getTickersEPL
|
||||
getTickerEPL
|
||||
getPremiumHistoryEPL
|
||||
getIndexTickersEPL
|
||||
getOrderBookEPL
|
||||
getCandlestickEPL
|
||||
getOrderBookLiteEPL
|
||||
getCandlesticksEPL
|
||||
getTradesRequestEPL
|
||||
get24HTotalVolumeEPL
|
||||
getOracleEPL
|
||||
@@ -331,6 +244,19 @@ const (
|
||||
getIndexComponentsEPL
|
||||
getBlockTickersEPL
|
||||
getBlockTradesEPL
|
||||
placeSpreadOrderEPL
|
||||
cancelSpreadOrderEPL
|
||||
cancelAllSpreadOrderEPL
|
||||
amendSpreadOrderEPL
|
||||
getSpreadOrderDetailsEPL
|
||||
getSpreadOrderTradesEPL
|
||||
getSpreadsEPL
|
||||
getSpreadOrderbookEPL
|
||||
getSpreadTickerEPL
|
||||
getSpreadPublicTradesEPL
|
||||
cancelAllSpreadOrdersAfterEPL
|
||||
getActiveSpreadOrdersEPL
|
||||
getSpreadOrders7DaysEPL
|
||||
getInstrumentsEPL
|
||||
getDeliveryExerciseHistoryEPL
|
||||
getOpenInterestEPL
|
||||
@@ -349,6 +275,8 @@ const (
|
||||
getUnderlyingEPL
|
||||
getInsuranceFundEPL
|
||||
unitConvertEPL
|
||||
optionTickBandsEPL
|
||||
getIndexTickerEPL
|
||||
getSupportCoinEPL
|
||||
getTakerVolumeEPL
|
||||
getMarginLendingRatioEPL
|
||||
@@ -360,192 +288,377 @@ const (
|
||||
getTakerFlowEPL
|
||||
getEventStatusEPL
|
||||
getCandlestickHistoryEPL
|
||||
getIndexCandlestickEPL
|
||||
getIndexCandlesticksEPL
|
||||
getIndexCandlesticksHistoryEPL
|
||||
getMarkPriceCandlesticksHistoryEPL
|
||||
getEconomicCalendarEPL
|
||||
getEstimatedDeliveryPriceEPL
|
||||
|
||||
getAffilateInviteesDetailEPL
|
||||
getUserAffiliateRebateInformationEPL
|
||||
|
||||
placeLendingOrderEPL
|
||||
amendLendingOrderEPL
|
||||
lendingOrderListEPL
|
||||
lendingSubOrderListEPL
|
||||
lendingPublicOfferEPL
|
||||
lendingAPYHistoryEPL
|
||||
lendingVolumeEPL
|
||||
|
||||
rubikGetContractOpenInterestHistoryEPL
|
||||
rubikContractTakerVolumeEPL
|
||||
rubikTopTradersContractLongShortRatioEPL
|
||||
|
||||
getAccountInstrumentsEPL
|
||||
getAnnouncementsEPL
|
||||
getAnnouncementTypeEPL
|
||||
|
||||
getDepositOrderDetailEPL
|
||||
getDepositOrderHistoryEPL
|
||||
getWithdrawalOrderDetailEPL
|
||||
getFiatWithdrawalOrderHistoryEPL
|
||||
cancelWithdrawalOrderEPL
|
||||
createWithdrawalOrderEPL
|
||||
getWithdrawalPaymentMethodsEPL
|
||||
getFiatDepositPaymentMethodsEPL
|
||||
)
|
||||
|
||||
// GetRateLimit returns a RateLimit instance, which implements the request.Limiter interface.
|
||||
func GetRateLimit() request.RateLimitDefinitions {
|
||||
return request.RateLimitDefinitions{
|
||||
// Trade Endpoints
|
||||
placeOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, placeOrderRate, 1),
|
||||
placeMultipleOrdersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, placeMultipleOrdersRate, 1),
|
||||
cancelOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, cancelOrderRate, 1),
|
||||
cancelMultipleOrdersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, cancelMultipleOrdersRate, 1),
|
||||
amendOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, amendOrderRate, 1),
|
||||
amendMultipleOrdersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, amendMultipleOrdersRate, 1),
|
||||
closePositionEPL: request.NewRateLimitWithWeight(twoSecondsInterval, closePositionsRate, 1),
|
||||
getOrderDetEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getOrderDetails, 1),
|
||||
getOrderListEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getOrderListRate, 1),
|
||||
getOrderHistory7DaysEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getOrderHistory7DaysRate, 1),
|
||||
getOrderHistory3MonthsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getOrderHistory3MonthsRate, 1),
|
||||
getTransactionDetail3DaysEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getTransactionDetail3DaysRate, 1),
|
||||
getTransactionDetail3MonthsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getTransactionDetail3MonthsRate, 1),
|
||||
placeAlgoOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, placeAlgoOrderRate, 1),
|
||||
cancelAlgoOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, cancelAlgoOrderRate, 1),
|
||||
cancelAdvanceAlgoOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, cancelAdvanceAlgoOrderRate, 1),
|
||||
getAlgoOrderListEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getAlgoOrderListRate, 1),
|
||||
getAlgoOrderHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getAlgoOrderHistoryRate, 1),
|
||||
getEasyConvertCurrencyListEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getEasyConvertCurrencyListRate, 1),
|
||||
placeEasyConvertEPL: request.NewRateLimitWithWeight(twoSecondsInterval, placeEasyConvert, 1),
|
||||
getEasyConvertHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getEasyConvertHistory, 1),
|
||||
getOneClickRepayHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getOneClickRepayHistory, 1),
|
||||
oneClickRepayCurrencyListEPL: request.NewRateLimitWithWeight(twoSecondsInterval, oneClickRepayCurrencyList, 1),
|
||||
tradeOneClickRepayEPL: request.NewRateLimitWithWeight(twoSecondsInterval, tradeOneClickRepay, 1),
|
||||
placeOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 60, 1),
|
||||
placeMultipleOrdersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 4, 1),
|
||||
cancelOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 60, 1),
|
||||
cancelMultipleOrdersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 300, 1),
|
||||
amendOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 60, 1),
|
||||
amendMultipleOrdersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 4, 1),
|
||||
closePositionEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getOrderDetEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 60, 1),
|
||||
getOrderListEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 60, 1),
|
||||
getOrderHistory7DaysEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 40, 1),
|
||||
getOrderHistory3MonthsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getTransactionDetail3DaysEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 60, 1),
|
||||
getTransactionDetail3MonthsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
setTransactionDetail2YearIntervalEPL: request.NewRateLimitWithWeight(time.Hour*24, 5, 1),
|
||||
getTransactionDetailLast2YearsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
cancelAllAfterCountdownEPL: request.NewRateLimitWithWeight(oneSecondInterval, 1, 1),
|
||||
getTradeAccountRateLimitEPL: request.NewRateLimitWithWeight(oneSecondInterval, 1, 1),
|
||||
orderPreCheckEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
placeAlgoOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
cancelAlgoOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
amendAlgoOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
cancelAdvanceAlgoOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getAlgoOrderDetailEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getAlgoOrderListEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getAlgoOrderHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getEasyConvertCurrencyListEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 1, 1),
|
||||
placeEasyConvertEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 1, 1),
|
||||
getEasyConvertHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 1, 1),
|
||||
getOneClickRepayHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 1, 1),
|
||||
oneClickRepayCurrencyListEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 1, 1),
|
||||
tradeOneClickRepayEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 1, 1),
|
||||
massCancemMMPOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
|
||||
// Block Trading endpoints
|
||||
getCounterpartiesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getCounterpartiesRate, 1),
|
||||
createRfqEPL: request.NewRateLimitWithWeight(twoSecondsInterval, createRfqRate, 1),
|
||||
cancelRfqEPL: request.NewRateLimitWithWeight(twoSecondsInterval, cancelRfqRate, 1),
|
||||
cancelMultipleRfqEPL: request.NewRateLimitWithWeight(twoSecondsInterval, cancelMultipleRfqRate, 1),
|
||||
cancelAllRfqsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, cancelAllRfqsRate, 1),
|
||||
executeQuoteEPL: request.NewRateLimitWithWeight(threeSecondsInterval, executeQuoteRate, 1),
|
||||
setQuoteProductsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, setQuoteProducts, 1),
|
||||
restMMPStatusEPL: request.NewRateLimitWithWeight(twoSecondsInterval, restMMPStatus, 1),
|
||||
createQuoteEPL: request.NewRateLimitWithWeight(twoSecondsInterval, createQuoteRate, 1),
|
||||
cancelQuoteEPL: request.NewRateLimitWithWeight(twoSecondsInterval, cancelQuoteRate, 1),
|
||||
cancelMultipleQuotesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, cancelMultipleQuotesRate, 1),
|
||||
cancelAllQuotesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, cancelAllQuotes, 1),
|
||||
getRfqsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getRfqsRate, 1),
|
||||
getQuotesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getQuotesRate, 1),
|
||||
getTradesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getTradesRate, 1),
|
||||
getTradesHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getTradesHistoryRate, 1),
|
||||
getPublicTradesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getPublicTradesRate, 1),
|
||||
getCounterpartiesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
createRFQEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
cancelRFQEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
cancelMultipleRFQEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 2, 1),
|
||||
cancelAllRFQsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 2, 1),
|
||||
executeQuoteEPL: request.NewRateLimitWithWeight(threeSecondsInterval, 2, 1),
|
||||
getQuoteProductsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
setQuoteProductsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
resetMMPStatusEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
resetRFQMMPEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
setMMPEPL: request.NewRateLimitWithWeight(tenSecondsInterval, 2, 1),
|
||||
getMMPConfigEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
createQuoteEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 50, 1),
|
||||
cancelQuoteEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 50, 1),
|
||||
cancelMultipleQuotesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 2, 1),
|
||||
cancelAllQuotesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 2, 1),
|
||||
getRFQsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 2, 1),
|
||||
getQuotesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 2, 1),
|
||||
getTradesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getTradesHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
optionInstrumentTradeFamilyEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
optionTradesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getPublicTradesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
|
||||
// Funding
|
||||
getCurrenciesEPL: request.NewRateLimitWithWeight(oneSecondInterval, getCurrenciesRate, 1),
|
||||
getBalanceEPL: request.NewRateLimitWithWeight(oneSecondInterval, getBalanceRate, 1),
|
||||
getAccountAssetValuationEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getAccountAssetValuationRate, 1),
|
||||
fundsTransferEPL: request.NewRateLimitWithWeight(oneSecondInterval, fundsTransferRate, 1),
|
||||
getFundsTransferStateEPL: request.NewRateLimitWithWeight(oneSecondInterval, getFundsTransferStateRate, 1),
|
||||
assetBillsDetailsEPL: request.NewRateLimitWithWeight(oneSecondInterval, assetBillsDetailsRate, 1),
|
||||
lightningDepositsEPL: request.NewRateLimitWithWeight(oneSecondInterval, lightningDepositsRate, 1),
|
||||
getDepositAddressEPL: request.NewRateLimitWithWeight(oneSecondInterval, getDepositAddressRate, 1),
|
||||
getDepositHistoryEPL: request.NewRateLimitWithWeight(oneSecondInterval, getDepositHistoryRate, 1),
|
||||
withdrawalEPL: request.NewRateLimitWithWeight(oneSecondInterval, withdrawalRate, 1),
|
||||
lightningWithdrawalsEPL: request.NewRateLimitWithWeight(oneSecondInterval, lightningWithdrawalsRate, 1),
|
||||
cancelWithdrawalEPL: request.NewRateLimitWithWeight(oneSecondInterval, cancelWithdrawalRate, 1),
|
||||
getWithdrawalHistoryEPL: request.NewRateLimitWithWeight(oneSecondInterval, getWithdrawalHistoryRate, 1),
|
||||
smallAssetsConvertEPL: request.NewRateLimitWithWeight(oneSecondInterval, smallAssetsConvertRate, 1),
|
||||
getSavingBalanceEPL: request.NewRateLimitWithWeight(oneSecondInterval, getSavingBalanceRate, 1),
|
||||
savingsPurchaseRedemptionEPL: request.NewRateLimitWithWeight(oneSecondInterval, savingsPurchaseRedemptionRate, 1),
|
||||
setLendingRateEPL: request.NewRateLimitWithWeight(oneSecondInterval, setLendingRateRate, 1),
|
||||
getLendingHistoryEPL: request.NewRateLimitWithWeight(oneSecondInterval, getLendingHistoryRate, 1),
|
||||
getPublicBorrowInfoEPL: request.NewRateLimitWithWeight(oneSecondInterval, getPublicBorrowInfoRate, 1),
|
||||
getPublicBorrowHistoryEPL: request.NewRateLimitWithWeight(oneSecondInterval, getPublicBorrowHistoryRate, 1),
|
||||
|
||||
getCurrenciesEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
getBalanceEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
getNonTradableAssetsEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
getAccountAssetValuationEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 1, 1),
|
||||
fundsTransferEPL: request.NewRateLimitWithWeight(oneSecondInterval, 1, 1),
|
||||
getFundsTransferStateEPL: request.NewRateLimitWithWeight(oneSecondInterval, 1, 1),
|
||||
assetBillsDetailsEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
lightningDepositsEPL: request.NewRateLimitWithWeight(oneSecondInterval, 2, 1),
|
||||
getDepositAddressEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
getDepositHistoryEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
withdrawalEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
lightningWithdrawalsEPL: request.NewRateLimitWithWeight(oneSecondInterval, 2, 1),
|
||||
cancelWithdrawalEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
getWithdrawalHistoryEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
getDepositWithdrawalStatusEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 1, 1),
|
||||
smallAssetsConvertEPL: request.NewRateLimitWithWeight(oneSecondInterval, 1, 1),
|
||||
getPublicExchangeListEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
getSavingBalanceEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
savingsPurchaseRedemptionEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
setLendingRateEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
getLendingHistoryEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
getPublicBorrowInfoEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
getPublicBorrowHistoryEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
// Convert
|
||||
getConvertCurrenciesEPL: request.NewRateLimitWithWeight(oneSecondInterval, getConvertCurrenciesRate, 1),
|
||||
getConvertCurrencyPairEPL: request.NewRateLimitWithWeight(oneSecondInterval, getConvertCurrencyPairRate, 1),
|
||||
estimateQuoteEPL: request.NewRateLimitWithWeight(oneSecondInterval, estimateQuoteRate, 1),
|
||||
convertTradeEPL: request.NewRateLimitWithWeight(oneSecondInterval, convertTradeRate, 1),
|
||||
getConvertHistoryEPL: request.NewRateLimitWithWeight(oneSecondInterval, getConvertHistoryRate, 1),
|
||||
|
||||
getMonthlyStatementEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
applyForMonthlyStatementEPL: request.NewRateLimitWithWeight(time.Hour*24*30, 20, 1),
|
||||
getConvertCurrenciesEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
getConvertCurrencyPairEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
estimateQuoteEPL: request.NewRateLimitWithWeight(oneSecondInterval, 10, 1),
|
||||
convertTradeEPL: request.NewRateLimitWithWeight(oneSecondInterval, 10, 1),
|
||||
getConvertHistoryEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
// Account
|
||||
getAccountBalanceEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getAccountBalanceRate, 1),
|
||||
getPositionsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getPositionsRate, 1),
|
||||
getPositionsHistoryEPL: request.NewRateLimitWithWeight(tenSecondsInterval, getPositionsHistoryRate, 1),
|
||||
getAccountAndPositionRiskEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getAccountAndPositionRiskRate, 1),
|
||||
getBillsDetailsEPL: request.NewRateLimitWithWeight(oneSecondInterval, getBillsDetailsRate, 1),
|
||||
getAccountConfigurationEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getAccountConfigurationRate, 1),
|
||||
setPositionModeEPL: request.NewRateLimitWithWeight(twoSecondsInterval, setPositionModeRate, 1),
|
||||
setLeverageEPL: request.NewRateLimitWithWeight(twoSecondsInterval, setLeverageRate, 1),
|
||||
getMaximumBuyOrSellAmountEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getMaximumBuyOrSellAmountRate, 1),
|
||||
getMaximumAvailableTradableAmountEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getMaximumAvailableTradableAmountRate, 1),
|
||||
increaseOrDecreaseMarginEPL: request.NewRateLimitWithWeight(twoSecondsInterval, increaseOrDecreaseMarginRate, 1),
|
||||
getLeverageEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getLeverageRate, 1),
|
||||
getTheMaximumLoanOfInstrumentEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getTheMaximumLoanOfInstrumentRate, 1),
|
||||
getFeeRatesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getFeeRatesRate, 1),
|
||||
getInterestAccruedDataEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getInterestAccruedDataRate, 1),
|
||||
getInterestRateEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getInterestRateRate, 1),
|
||||
setGreeksEPL: request.NewRateLimitWithWeight(twoSecondsInterval, setGreeksRate, 1),
|
||||
isolatedMarginTradingSettingsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, isolatedMarginTradingSettingsRate, 1),
|
||||
getMaximumWithdrawalsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getMaximumWithdrawalsRate, 1),
|
||||
getAccountRiskStateEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getAccountRiskStateRate, 1),
|
||||
vipLoansBorrowAnsRepayEPL: request.NewRateLimitWithWeight(oneSecondInterval, vipLoansBorrowAndRepayRate, 1),
|
||||
getBorrowAnsRepayHistoryHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getBorrowAnsRepayHistoryHistoryRate, 1),
|
||||
getBorrowInterestAndLimitEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getBorrowInterestAndLimitRate, 1),
|
||||
positionBuilderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, positionBuilderRate, 1),
|
||||
getGreeksEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getGreeksRate, 1),
|
||||
getPMLimitationEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getPMLimitation, 1),
|
||||
getAccountBalanceEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
getPositionsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
getPositionsHistoryEPL: request.NewRateLimitWithWeight(tenSecondsInterval, 1, 1),
|
||||
getAccountAndPositionRiskEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
getBillsDetailsEPL: request.NewRateLimitWithWeight(oneSecondInterval, 5, 1),
|
||||
getBillsDetailArchiveEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
billHistoryArchiveEPL: request.NewRateLimitWithWeight(time.Hour*24, 12, 1),
|
||||
getBillHistoryArchiveEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
getAccountConfigurationEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
setPositionModeEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
setLeverageEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getMaximumBuyOrSellAmountEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getMaximumAvailableTradableAmountEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
increaseOrDecreaseMarginEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getLeverageEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getLeverateEstimatedInfoEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getTheMaximumLoanOfInstrumentEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getFeeRatesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getInterestAccruedDataEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getInterestRateEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
setGreeksEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
isolatedMarginTradingSettingsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getMaximumWithdrawalsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getAccountRiskStateEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
manualBorrowAndRepayEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getBorrowAndRepayHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
vipLoansBorrowAnsRepayEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
getBorrowAnsRepayHistoryHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getVIPInterestAccruedDataEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getVIPInterestDeductedDataEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getVIPLoanOrderListEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getVIPLoanOrderDetailEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getBorrowInterestAndLimitEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getFixedLoanBorrowLimitEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getFixedLoanBorrowQuoteEPL: request.NewRateLimitWithWeight(oneSecondInterval, 2, 1),
|
||||
placeFixedLoanBorrowingOrderEPL: request.NewRateLimitWithWeight(oneSecondInterval, 2, 1),
|
||||
amendFixedLaonBorrowingOrderEPL: request.NewRateLimitWithWeight(oneSecondInterval, 2, 1),
|
||||
manualRenewFixedLoanBorrowingOrderEPL: request.NewRateLimitWithWeight(oneSecondInterval, 2, 1),
|
||||
repayFixedLoanBorrowingOrderEPL: request.NewRateLimitWithWeight(oneSecondInterval, 2, 1),
|
||||
convertFixedLoanToMarketLoanEPL: request.NewRateLimitWithWeight(oneSecondInterval, 2, 1),
|
||||
reduceLiabilitiesForFixedLoanEPL: request.NewRateLimitWithWeight(oneSecondInterval, 2, 1),
|
||||
getFixedLoanBorrowOrderListEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
manualBorrowOrRepayEPL: request.NewRateLimitWithWeight(oneSecondInterval, 1, 1),
|
||||
setAutoRepayEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getBorrowRepayHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
newPositionBuilderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 2, 1),
|
||||
setRiskOffsetAmountEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
positionBuilderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 2, 1),
|
||||
getGreeksEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
getPMLimitationEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
setRiskOffsetLimiterEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
activateOptionEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
setAutoLoanEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
setAccountLevelEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
|
||||
// Sub Account Endpoints
|
||||
viewSubaccountListEPL: request.NewRateLimitWithWeight(twoSecondsInterval, viewSubaccountListRate, 1),
|
||||
resetSubAccountAPIKeyEPL: request.NewRateLimitWithWeight(oneSecondInterval, resetSubAccountAPIKey, 1),
|
||||
getSubaccountTradingBalanceEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getSubaccountTradingBalanceRate, 1),
|
||||
getSubaccountFundingBalanceEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getSubaccountFundingBalanceRate, 1),
|
||||
historyOfSubaccountTransferEPL: request.NewRateLimitWithWeight(oneSecondInterval, historyOfSubaccountTransferRate, 1),
|
||||
masterAccountsManageTransfersBetweenSubaccountEPL: request.NewRateLimitWithWeight(oneSecondInterval, masterAccountsManageTransfersBetweenSubaccountRate, 1),
|
||||
setPermissionOfTransferOutEPL: request.NewRateLimitWithWeight(oneSecondInterval, setPermissionOfTransferOutRate, 1),
|
||||
getCustodyTradingSubaccountListEPL: request.NewRateLimitWithWeight(oneSecondInterval, getCustodyTradingSubaccountListRate, 1),
|
||||
|
||||
viewSubaccountListEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 2, 1),
|
||||
resetSubAccountAPIKeyEPL: request.NewRateLimitWithWeight(oneSecondInterval, 1, 1),
|
||||
getSubaccountTradingBalanceEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 2, 1),
|
||||
getSubaccountFundingBalanceEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 2, 1),
|
||||
getSubAccountMaxWithdrawalEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
historyOfSubaccountTransferEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
managedSubAccountTransferEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
masterAccountsManageTransfersBetweenSubaccountEPL: request.NewRateLimitWithWeight(oneSecondInterval, 1, 1),
|
||||
setPermissionOfTransferOutEPL: request.NewRateLimitWithWeight(oneSecondInterval, 1, 1),
|
||||
getCustodyTradingSubaccountListEPL: request.NewRateLimitWithWeight(oneSecondInterval, 1, 1),
|
||||
setSubAccountVIPLoanAllocationEPL: request.NewRateLimitWithWeight(oneSecondInterval, 5, 1),
|
||||
getSubAccountBorrowInterestAndLimitEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
// Grid Trading Endpoints
|
||||
gridTradingEPL: request.NewRateLimitWithWeight(twoSecondsInterval, gridTradingRate, 1),
|
||||
amendGridAlgoOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, amendGridAlgoOrderRate, 1),
|
||||
stopGridAlgoOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, stopGridAlgoOrderRate, 1),
|
||||
getGridAlgoOrderListEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getGridAlgoOrderListRate, 1),
|
||||
getGridAlgoOrderHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getGridAlgoOrderHistoryRate, 1),
|
||||
getGridAlgoOrderDetailsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getGridAlgoOrderDetailsRate, 1),
|
||||
getGridAlgoSubOrdersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getGridAlgoSubOrdersRate, 1),
|
||||
getGridAlgoOrderPositionsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getGridAlgoOrderPositionsRate, 1),
|
||||
spotGridWithdrawIncomeEPL: request.NewRateLimitWithWeight(twoSecondsInterval, spotGridWithdrawIncomeRate, 1),
|
||||
computeMarginBalanceEPL: request.NewRateLimitWithWeight(twoSecondsInterval, computeMarginBalance, 1),
|
||||
adjustMarginBalanceEPL: request.NewRateLimitWithWeight(twoSecondsInterval, adjustMarginBalance, 1),
|
||||
getGridAIParameterEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getGridAIParameter, 1),
|
||||
|
||||
gridTradingEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
amendGridAlgoOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
stopGridAlgoOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
closePositionForForContractGridEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
cancelClosePositionOrderForContractGridEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
instantTriggerGridAlgoOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getGridAlgoOrderListEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getGridAlgoOrderHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getGridAlgoOrderDetailsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getGridAlgoSubOrdersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getGridAlgoOrderPositionsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
spotGridWithdrawIncomeEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
computeMarginBalanceEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
adjustMarginBalanceEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getGridAIParameterEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
computeMinInvestmentEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
rsiBackTestingEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
|
||||
// Signal Bot Trading
|
||||
signalBotOrderDetailsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
signalBotOrderPositionsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
signalBotSubOrdersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
signalBotEventHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
|
||||
// Recurring Buy Order
|
||||
placeRecurringBuyOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
amendRecurringBuyOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
stopRecurringBuyOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getRecurringBuyOrderListEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getRecurringBuyOrderHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getRecurringBuyOrderDetailEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getRecurringBuySubOrdersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getExistingLeadingPositionsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getLeadingPositionHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
placeLeadingStopOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
closeLeadingPositionEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getLeadingInstrumentsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getProfitSharingLimitEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getTotalProfitSharingEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
setFirstCopySettingsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
amendFirstCopySettingsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
stopCopyingEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getCopySettingsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getMultipleLeveragesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
setBatchLeverageEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getMyLeadTradersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getLeadTraderRanksEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getLeadTraderWeeklyPNLEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getLeadTraderDailyPNLEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getLeadTraderStatsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getLeadTraderCurrencyPreferencesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getTraderCurrentLeadPositionsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getLeadTraderLeadPositionHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
|
||||
// Earn
|
||||
getOfferEPL: request.NewRateLimitWithWeight(oneSecondInterval, getOffer, 1),
|
||||
purchaseEPL: request.NewRateLimitWithWeight(oneSecondInterval, purchase, 1),
|
||||
redeemEPL: request.NewRateLimitWithWeight(oneSecondInterval, redeem, 1),
|
||||
cancelPurchaseOrRedemptionEPL: request.NewRateLimitWithWeight(oneSecondInterval, cancelPurchaseOrRedemption, 1),
|
||||
getEarnActiveOrdersEPL: request.NewRateLimitWithWeight(oneSecondInterval, getEarnActiveOrders, 1),
|
||||
getFundingOrderHistoryEPL: request.NewRateLimitWithWeight(oneSecondInterval, getFundingOrderHistory, 1),
|
||||
getOfferEPL: request.NewRateLimitWithWeight(oneSecondInterval, 3, 1),
|
||||
purchaseEPL: request.NewRateLimitWithWeight(oneSecondInterval, 2, 1),
|
||||
redeemEPL: request.NewRateLimitWithWeight(oneSecondInterval, 2, 1),
|
||||
cancelPurchaseOrRedemptionEPL: request.NewRateLimitWithWeight(oneSecondInterval, 2, 1),
|
||||
getEarnActiveOrdersEPL: request.NewRateLimitWithWeight(oneSecondInterval, 3, 1),
|
||||
getFundingOrderHistoryEPL: request.NewRateLimitWithWeight(oneSecondInterval, 3, 1),
|
||||
getProductInfoEPL: request.NewRateLimitWithWeight(oneSecondInterval, 3, 1),
|
||||
|
||||
// ETH Staking
|
||||
purchaseETHStakingEPL: request.NewRateLimitWithWeight(oneSecondInterval, 2, 1),
|
||||
redeemETHStakingEPL: request.NewRateLimitWithWeight(oneSecondInterval, 2, 1),
|
||||
getBETHBalanceEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
getPurchaseRedeemHistoryEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
getAPYHistoryEPL: request.NewRateLimitWithWeight(oneSecondInterval, 6, 1),
|
||||
|
||||
// Market Data
|
||||
getTickersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getTickersRate, 1),
|
||||
getIndexTickersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getIndexTickersRate, 1),
|
||||
getOrderBookEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getOrderBookRate, 1),
|
||||
getCandlestickEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getCandlesticksRate, 1),
|
||||
getCandlestickHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getCandlesticksHistoryRate, 1),
|
||||
getIndexCandlestickEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getIndexCandlesticksRate, 1),
|
||||
getTradesRequestEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getTradesRequestRate, 1),
|
||||
get24HTotalVolumeEPL: request.NewRateLimitWithWeight(twoSecondsInterval, get24HTotalVolumeRate, 1),
|
||||
getOracleEPL: request.NewRateLimitWithWeight(fiveSecondsInterval, getOracleRate, 1),
|
||||
getExchangeRateRequestEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getExchangeRateRequestRate, 1),
|
||||
getIndexComponentsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getIndexComponentsRate, 1),
|
||||
getBlockTickersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getBlockTickersRate, 1),
|
||||
getBlockTradesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getBlockTradesRate, 1),
|
||||
getTickersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getTickerEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getPremiumHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getIndexTickersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getOrderBookEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 40, 1),
|
||||
getOrderBookLiteEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 6, 1),
|
||||
getCandlesticksEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 40, 1),
|
||||
getCandlestickHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getIndexCandlesticksEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getIndexCandlesticksHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
getMarkPriceCandlesticksHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
getEconomicCalendarEPL: request.NewRateLimitWithWeight(oneSecondInterval, 5, 1),
|
||||
// getIndexCandlesticksEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getEstimatedDeliveryPriceEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getTradesRequestEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 100, 1),
|
||||
get24HTotalVolumeEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 2, 1),
|
||||
getOracleEPL: request.NewRateLimitWithWeight(fiveSecondsInterval, 1, 1),
|
||||
getExchangeRateRequestEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 1, 1),
|
||||
getIndexComponentsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getBlockTickersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getBlockTradesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
|
||||
// Spread Orders rate limiters
|
||||
placeSpreadOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
cancelSpreadOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
cancelAllSpreadOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
amendSpreadOrderEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getSpreadOrderDetailsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getActiveSpreadOrdersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
getSpreadOrders7DaysEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getSpreadOrderTradesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getSpreadsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getSpreadOrderbookEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getSpreadTickerEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getSpreadPublicTradesEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
cancelAllSpreadOrdersAfterEPL: request.NewRateLimitWithWeight(oneSecondInterval, 1, 1),
|
||||
|
||||
// Public Data Endpoints
|
||||
getInstrumentsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getInstrumentsRate, 1),
|
||||
getDeliveryExerciseHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getDeliveryExerciseHistoryRate, 1),
|
||||
getOpenInterestEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getOpenInterestRate, 1),
|
||||
getFundingEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getFundingRate, 1),
|
||||
getFundingRateHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getFundingRateHistoryRate, 1),
|
||||
getLimitPriceEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getLimitPriceRate, 1),
|
||||
getOptionMarketDateEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getOptionMarketDateRate, 1),
|
||||
getEstimatedDeliveryExercisePriceEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getEstimatedDeliveryExercisePriceRate, 1),
|
||||
getDiscountRateAndInterestFreeQuotaEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getDiscountRateAndInterestFreeQuotaRate, 1),
|
||||
getSystemTimeEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getSystemTimeRate, 1),
|
||||
getLiquidationOrdersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getLiquidationOrdersRate, 1),
|
||||
getMarkPriceEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getMarkPriceRate, 1),
|
||||
getPositionTiersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getPositionTiersRate, 1),
|
||||
getInterestRateAndLoanQuotaEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getInterestRateAndLoanQuotaRate, 1),
|
||||
getInterestRateAndLoanQuoteForVIPLoansEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getInterestRateAndLoanQuoteForVIPLoansRate, 1),
|
||||
getUnderlyingEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getUnderlyingRate, 1),
|
||||
getInsuranceFundEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getInsuranceFundRate, 1),
|
||||
unitConvertEPL: request.NewRateLimitWithWeight(twoSecondsInterval, unitConvertRate, 1),
|
||||
getInstrumentsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getDeliveryExerciseHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 40, 1),
|
||||
getOpenInterestEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getFundingEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getFundingRateHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
getLimitPriceEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getOptionMarketDateEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getEstimatedDeliveryExercisePriceEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
getDiscountRateAndInterestFreeQuotaEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 2, 1),
|
||||
getSystemTimeEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
getLiquidationOrdersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 40, 1), // Missing from documentation
|
||||
getMarkPriceEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
getPositionTiersEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
getInterestRateAndLoanQuotaEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 2, 1),
|
||||
getInterestRateAndLoanQuoteForVIPLoansEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 2, 1),
|
||||
getUnderlyingEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getInsuranceFundEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
unitConvertEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
optionTickBandsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getIndexTickerEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
|
||||
// Trading Data Endpoints
|
||||
getSupportCoinEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getSupportCoinRate, 1),
|
||||
getTakerVolumeEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getTakerVolumeRate, 1),
|
||||
getMarginLendingRatioEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getMarginLendingRatioRate, 1),
|
||||
getLongShortRatioEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getLongShortRatioRate, 1),
|
||||
getContractsOpenInterestAndVolumeEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getContractsOpenInterestAndVolumeRate, 1),
|
||||
getOptionsOpenInterestAndVolumeEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getOptionsOpenInterestAndVolumeRate, 1),
|
||||
getPutCallRatioEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getPutCallRatioRate, 1),
|
||||
getOpenInterestAndVolumeEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getOpenInterestAndVolumeRate, 1),
|
||||
getTakerFlowEPL: request.NewRateLimitWithWeight(twoSecondsInterval, getTakerFlowRate, 1),
|
||||
|
||||
getSupportCoinEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getTakerVolumeEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getMarginLendingRatioEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getLongShortRatioEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getContractsOpenInterestAndVolumeEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getOptionsOpenInterestAndVolumeEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getPutCallRatioEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getOpenInterestAndVolumeEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getTakerFlowEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
|
||||
// Status Endpoints
|
||||
getEventStatusEPL: request.NewRateLimitWithWeight(fiveSecondsInterval, getEventStatusRate, 1),
|
||||
|
||||
getEventStatusEPL: request.NewRateLimitWithWeight(fiveSecondsInterval, 1, 1),
|
||||
getAffilateInviteesDetailEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getUserAffiliateRebateInformationEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
|
||||
placeLendingOrderEPL: request.NewRateLimitWithWeight(oneSecondInterval, 2, 1),
|
||||
amendLendingOrderEPL: request.NewRateLimitWithWeight(oneSecondInterval, 2, 1),
|
||||
lendingOrderListEPL: request.NewRateLimitWithWeight(oneSecondInterval, 3, 1),
|
||||
lendingSubOrderListEPL: request.NewRateLimitWithWeight(oneSecondInterval, 3, 1),
|
||||
lendingPublicOfferEPL: request.NewRateLimitWithWeight(oneSecondInterval, 3, 1),
|
||||
lendingAPYHistoryEPL: request.NewRateLimitWithWeight(oneSecondInterval, 3, 1),
|
||||
lendingVolumeEPL: request.NewRateLimitWithWeight(oneSecondInterval, 3, 1),
|
||||
|
||||
rubikGetContractOpenInterestHistoryEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 10, 1),
|
||||
rubikContractTakerVolumeEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
rubikTopTradersContractLongShortRatioEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
|
||||
getAccountInstrumentsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 20, 1),
|
||||
getAnnouncementsEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 5, 1),
|
||||
getAnnouncementTypeEPL: request.NewRateLimitWithWeight(twoSecondsInterval, 1, 1),
|
||||
getDepositOrderDetailEPL: request.NewRateLimitWithWeight(oneSecondInterval, 3, 1),
|
||||
getDepositOrderHistoryEPL: request.NewRateLimitWithWeight(oneSecondInterval, 3, 1),
|
||||
getWithdrawalOrderDetailEPL: request.NewRateLimitWithWeight(oneSecondInterval, 3, 1),
|
||||
getFiatWithdrawalOrderHistoryEPL: request.NewRateLimitWithWeight(oneSecondInterval, 3, 1),
|
||||
cancelWithdrawalOrderEPL: request.NewRateLimitWithWeight(oneSecondInterval, 3, 1),
|
||||
createWithdrawalOrderEPL: request.NewRateLimitWithWeight(oneSecondInterval, 3, 1),
|
||||
getWithdrawalPaymentMethodsEPL: request.NewRateLimitWithWeight(oneSecondInterval, 3, 1),
|
||||
getFiatDepositPaymentMethodsEPL: request.NewRateLimitWithWeight(oneSecondInterval, 3, 1),
|
||||
}
|
||||
}
|
||||
|
||||
283
exchanges/okx/ratelimiter_test.go
Normal file
283
exchanges/okx/ratelimiter_test.go
Normal file
@@ -0,0 +1,283 @@
|
||||
package okx
|
||||
|
||||
import (
|
||||
"context"
|
||||
"net/http"
|
||||
"testing"
|
||||
|
||||
"github.com/stretchr/testify/require"
|
||||
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
|
||||
)
|
||||
|
||||
func TestRateLimit_LimitStatic(t *testing.T) {
|
||||
t.Parallel()
|
||||
testTable := map[string]request.EndpointLimit{
|
||||
"placeOrder": placeOrderEPL,
|
||||
"placeMultipleOrders": placeMultipleOrdersEPL,
|
||||
"cancelOrder": cancelOrderEPL,
|
||||
"cancelMultipleOrders": cancelMultipleOrdersEPL,
|
||||
"amendOrder": amendOrderEPL,
|
||||
"amendMultipleOrders": amendMultipleOrdersEPL,
|
||||
"closePosition": closePositionEPL,
|
||||
"getOrderDet": getOrderDetEPL,
|
||||
"getOrderList": getOrderListEPL,
|
||||
"getOrderHistory7Days": getOrderHistory7DaysEPL,
|
||||
"getOrderHistory3Months": getOrderHistory3MonthsEPL,
|
||||
"getTransactionDetail3Days": getTransactionDetail3DaysEPL,
|
||||
"getTransactionDetail3Months": getTransactionDetail3MonthsEPL,
|
||||
"setTransactionDetail2YearInterval": setTransactionDetail2YearIntervalEPL,
|
||||
"getTransactionDetailLast2Years": getTransactionDetailLast2YearsEPL,
|
||||
"cancelAllAfterCountdown": cancelAllAfterCountdownEPL,
|
||||
"placeAlgoOrder": placeAlgoOrderEPL,
|
||||
"cancelAlgoOrder": cancelAlgoOrderEPL,
|
||||
"amendAlgoOrder": amendAlgoOrderEPL,
|
||||
"cancelAdvanceAlgoOrder": cancelAdvanceAlgoOrderEPL,
|
||||
"getAlgoOrderDetail": getAlgoOrderDetailEPL,
|
||||
"getAlgoOrderList": getAlgoOrderListEPL,
|
||||
"getAlgoOrderHistory": getAlgoOrderHistoryEPL,
|
||||
"getEasyConvertCurrencyList": getEasyConvertCurrencyListEPL,
|
||||
"placeEasyConvert": placeEasyConvertEPL,
|
||||
"getEasyConvertHistory": getEasyConvertHistoryEPL,
|
||||
"getOneClickRepayHistory": getOneClickRepayHistoryEPL,
|
||||
"oneClickRepayCurrencyList": oneClickRepayCurrencyListEPL,
|
||||
"tradeOneClickRepay": tradeOneClickRepayEPL,
|
||||
"massCancemMMPOrder": massCancemMMPOrderEPL,
|
||||
"getCounterparties": getCounterpartiesEPL,
|
||||
"createRFQ": createRFQEPL,
|
||||
"cancelRFQ": cancelRFQEPL,
|
||||
"cancelMultipleRFQ": cancelMultipleRFQEPL,
|
||||
"cancelAllRFQs": cancelAllRFQsEPL,
|
||||
"executeQuote": executeQuoteEPL,
|
||||
"getQuoteProducts": getQuoteProductsEPL,
|
||||
"setQuoteProducts": setQuoteProductsEPL,
|
||||
"resetRFQMMP": resetRFQMMPEPL,
|
||||
"setMMP": setMMPEPL,
|
||||
"getMMPConfig": getMMPConfigEPL,
|
||||
"createQuote": createQuoteEPL,
|
||||
"cancelQuote": cancelQuoteEPL,
|
||||
"cancelMultipleQuotes": cancelMultipleQuotesEPL,
|
||||
"cancelAllQuotes": cancelAllQuotesEPL,
|
||||
"getRFQs": getRFQsEPL,
|
||||
"getQuotes": getQuotesEPL,
|
||||
"getTrades": getTradesEPL,
|
||||
"getTradesHistory": getTradesHistoryEPL,
|
||||
"optionInstrumentTradeFamily": optionInstrumentTradeFamilyEPL,
|
||||
"optionTrades": optionTradesEPL,
|
||||
"getPublicTrades": getPublicTradesEPL,
|
||||
"getCurrencies": getCurrenciesEPL,
|
||||
"getBalance": getBalanceEPL,
|
||||
"getNonTradableAssets": getNonTradableAssetsEPL,
|
||||
"getAccountAssetValuation": getAccountAssetValuationEPL,
|
||||
"fundsTransfer": fundsTransferEPL,
|
||||
"getFundsTransferState": getFundsTransferStateEPL,
|
||||
"assetBillsDetails": assetBillsDetailsEPL,
|
||||
"lightningDeposits": lightningDepositsEPL,
|
||||
"getDepositAddress": getDepositAddressEPL,
|
||||
"getDepositHistory": getDepositHistoryEPL,
|
||||
"withdrawal": withdrawalEPL,
|
||||
"lightningWithdrawals": lightningWithdrawalsEPL,
|
||||
"cancelWithdrawal": cancelWithdrawalEPL,
|
||||
"getWithdrawalHistory": getWithdrawalHistoryEPL,
|
||||
"getDepositWithdrawalStatus": getDepositWithdrawalStatusEPL,
|
||||
"smallAssetsConvert": smallAssetsConvertEPL,
|
||||
"getPublicExchangeList": getPublicExchangeListEPL,
|
||||
"getSavingBalance": getSavingBalanceEPL,
|
||||
"savingsPurchaseRedemption": savingsPurchaseRedemptionEPL,
|
||||
"setLendingRate": setLendingRateEPL,
|
||||
"getLendingHistory": getLendingHistoryEPL,
|
||||
"getPublicBorrowInfo": getPublicBorrowInfoEPL,
|
||||
"getPublicBorrowHistory": getPublicBorrowHistoryEPL,
|
||||
"getConvertCurrencies": getConvertCurrenciesEPL,
|
||||
"getConvertCurrencyPair": getConvertCurrencyPairEPL,
|
||||
"estimateQuote": estimateQuoteEPL,
|
||||
"convertTrade": convertTradeEPL,
|
||||
"getConvertHistory": getConvertHistoryEPL,
|
||||
"getAccountBalance": getAccountBalanceEPL,
|
||||
"getPositions": getPositionsEPL,
|
||||
"getPositionsHistory": getPositionsHistoryEPL,
|
||||
"getAccountAndPositionRisk": getAccountAndPositionRiskEPL,
|
||||
"getBillsDetails": getBillsDetailsEPL,
|
||||
"getBillsDetailArchive": getBillsDetailArchiveEPL,
|
||||
"getAccountConfiguration": getAccountConfigurationEPL,
|
||||
"setPositionMode": setPositionModeEPL,
|
||||
"setLeverage": setLeverageEPL,
|
||||
"getMaximumBuyOrSellAmount": getMaximumBuyOrSellAmountEPL,
|
||||
"getMaximumAvailableTradableAmount": getMaximumAvailableTradableAmountEPL,
|
||||
"increaseOrDecreaseMargin": increaseOrDecreaseMarginEPL,
|
||||
"getLeverage": getLeverageEPL,
|
||||
"getLeverateEstimatedInfo": getLeverateEstimatedInfoEPL,
|
||||
"getTheMaximumLoanOfInstrument": getTheMaximumLoanOfInstrumentEPL,
|
||||
"getFeeRates": getFeeRatesEPL,
|
||||
"getInterestAccruedData": getInterestAccruedDataEPL,
|
||||
"getInterestRate": getInterestRateEPL,
|
||||
"setGreeks": setGreeksEPL,
|
||||
"isolatedMarginTradingSettings": isolatedMarginTradingSettingsEPL,
|
||||
"getMaximumWithdrawals": getMaximumWithdrawalsEPL,
|
||||
"getAccountRiskState": getAccountRiskStateEPL,
|
||||
"manualBorrowAndRepay": manualBorrowAndRepayEPL,
|
||||
"getBorrowAndRepayHistory": getBorrowAndRepayHistoryEPL,
|
||||
"vipLoansBorrowAnsRepay": vipLoansBorrowAnsRepayEPL,
|
||||
"getBorrowAnsRepayHistoryHistory": getBorrowAnsRepayHistoryHistoryEPL,
|
||||
"getVIPInterestAccruedData": getVIPInterestAccruedDataEPL,
|
||||
"getVIPInterestDeductedData": getVIPInterestDeductedDataEPL,
|
||||
"getVIPLoanOrderList": getVIPLoanOrderListEPL,
|
||||
"getVIPLoanOrderDetail": getVIPLoanOrderDetailEPL,
|
||||
"getBorrowInterestAndLimit": getBorrowInterestAndLimitEPL,
|
||||
"positionBuilder": positionBuilderEPL,
|
||||
"getGreeks": getGreeksEPL,
|
||||
"getPMLimitation": getPMLimitationEPL,
|
||||
"setRiskOffsetLimiter": setRiskOffsetLimiterEPL,
|
||||
"activateOption": activateOptionEPL,
|
||||
"setAutoLoan": setAutoLoanEPL,
|
||||
"setAccountLevel": setAccountLevelEPL,
|
||||
"resetMMPStatus": resetMMPStatusEPL,
|
||||
"viewSubaccountList": viewSubaccountListEPL,
|
||||
"resetSubAccountAPIKey": resetSubAccountAPIKeyEPL,
|
||||
"getSubaccountTradingBalance": getSubaccountTradingBalanceEPL,
|
||||
"getSubaccountFundingBalance": getSubaccountFundingBalanceEPL,
|
||||
"getSubAccountMaxWithdrawal": getSubAccountMaxWithdrawalEPL,
|
||||
"historyOfSubaccountTransfer": historyOfSubaccountTransferEPL,
|
||||
"managedSubAccountTransfer": managedSubAccountTransferEPL,
|
||||
"masterAccountsManageTransfersBetweenSubaccount": masterAccountsManageTransfersBetweenSubaccountEPL,
|
||||
"setPermissionOfTransferOut": setPermissionOfTransferOutEPL,
|
||||
"getCustodyTradingSubaccountList": getCustodyTradingSubaccountListEPL,
|
||||
"setSubAccountVIPLoanAllocation": setSubAccountVIPLoanAllocationEPL,
|
||||
"getSubAccountBorrowInterestAndLimit": getSubAccountBorrowInterestAndLimitEPL,
|
||||
"gridTrading": gridTradingEPL,
|
||||
"amendGridAlgoOrder": amendGridAlgoOrderEPL,
|
||||
"stopGridAlgoOrder": stopGridAlgoOrderEPL,
|
||||
"closePositionForForContractGrid": closePositionForForContractGridEPL,
|
||||
"cancelClosePositionOrderForContractGrid": cancelClosePositionOrderForContractGridEPL,
|
||||
"instantTriggerGridAlgoOrder": instantTriggerGridAlgoOrderEPL,
|
||||
"getGridAlgoOrderList": getGridAlgoOrderListEPL,
|
||||
"getGridAlgoOrderHistory": getGridAlgoOrderHistoryEPL,
|
||||
"getGridAlgoOrderDetails": getGridAlgoOrderDetailsEPL,
|
||||
"getGridAlgoSubOrders": getGridAlgoSubOrdersEPL,
|
||||
"getGridAlgoOrderPositions": getGridAlgoOrderPositionsEPL,
|
||||
"spotGridWithdrawIncome": spotGridWithdrawIncomeEPL,
|
||||
"computeMarginBalance": computeMarginBalanceEPL,
|
||||
"adjustMarginBalance": adjustMarginBalanceEPL,
|
||||
"getGridAIParameter": getGridAIParameterEPL,
|
||||
"computeMinInvestment": computeMinInvestmentEPL,
|
||||
"rsiBackTesting": rsiBackTestingEPL,
|
||||
"signalBotOrderDetails": signalBotOrderDetailsEPL,
|
||||
"signalBotOrderPositions": signalBotOrderPositionsEPL,
|
||||
"signalBotSubOrders": signalBotSubOrdersEPL,
|
||||
"signalBotEventHistory": signalBotEventHistoryEPL,
|
||||
"placeRecurringBuyOrder": placeRecurringBuyOrderEPL,
|
||||
"amendRecurringBuyOrder": amendRecurringBuyOrderEPL,
|
||||
"stopRecurringBuyOrder": stopRecurringBuyOrderEPL,
|
||||
"getRecurringBuyOrderList": getRecurringBuyOrderListEPL,
|
||||
"getRecurringBuyOrderHistory": getRecurringBuyOrderHistoryEPL,
|
||||
"getRecurringBuyOrderDetail": getRecurringBuyOrderDetailEPL,
|
||||
"getRecurringBuySubOrders": getRecurringBuySubOrdersEPL,
|
||||
"getExistingLeadingPositions": getExistingLeadingPositionsEPL,
|
||||
"getLeadingPositionHistory": getLeadingPositionHistoryEPL,
|
||||
"placeLeadingStopOrder": placeLeadingStopOrderEPL,
|
||||
"closeLeadingPosition": closeLeadingPositionEPL,
|
||||
"getLeadingInstruments": getLeadingInstrumentsEPL,
|
||||
"getProfitSharingLimit": getProfitSharingLimitEPL,
|
||||
"getTotalProfitSharing": getTotalProfitSharingEPL,
|
||||
"setFirstCopySettings": setFirstCopySettingsEPL,
|
||||
"amendFirstCopySettings": amendFirstCopySettingsEPL,
|
||||
"stopCopying": stopCopyingEPL,
|
||||
"getCopySettings": getCopySettingsEPL,
|
||||
"getMultipleLeverages": getMultipleLeveragesEPL,
|
||||
"setBatchLeverage": setBatchLeverageEPL,
|
||||
"getMyLeadTraders": getMyLeadTradersEPL,
|
||||
"getLeadTraderRanks": getLeadTraderRanksEPL,
|
||||
"getLeadTraderWeeklyPNL": getLeadTraderWeeklyPNLEPL,
|
||||
"getLeadTraderDailyPNL": getLeadTraderDailyPNLEPL,
|
||||
"getLeadTraderStats": getLeadTraderStatsEPL,
|
||||
"getLeadTraderCurrencyPreferences": getLeadTraderCurrencyPreferencesEPL,
|
||||
"getTraderCurrentLeadPositions": getTraderCurrentLeadPositionsEPL,
|
||||
"getLeadTraderLeadPositionHistory": getLeadTraderLeadPositionHistoryEPL,
|
||||
"getOffer": getOfferEPL,
|
||||
"purchase": purchaseEPL,
|
||||
"redeem": redeemEPL,
|
||||
"cancelPurchaseOrRedemption": cancelPurchaseOrRedemptionEPL,
|
||||
"getEarnActiveOrders": getEarnActiveOrdersEPL,
|
||||
"getFundingOrderHistory": getFundingOrderHistoryEPL,
|
||||
"purchaseETHStaking": purchaseETHStakingEPL,
|
||||
"redeemETHStaking": redeemETHStakingEPL,
|
||||
"getBETHBalance": getBETHBalanceEPL,
|
||||
"getPurchaseRedeemHistory": getPurchaseRedeemHistoryEPL,
|
||||
"getAPYHistory": getAPYHistoryEPL,
|
||||
"getTickers": getTickersEPL,
|
||||
"getTicker": getTickerEPL,
|
||||
"getIndexTickers": getIndexTickersEPL,
|
||||
"getOrderBook": getOrderBookEPL,
|
||||
"getOrderBookLite": getOrderBookLiteEPL,
|
||||
"getCandlesticks": getCandlesticksEPL,
|
||||
"getTradesRequest": getTradesRequestEPL,
|
||||
"get24HTotalVolume": get24HTotalVolumeEPL,
|
||||
"getOracle": getOracleEPL,
|
||||
"getExchangeRateRequest": getExchangeRateRequestEPL,
|
||||
"getIndexComponents": getIndexComponentsEPL,
|
||||
"getBlockTickers": getBlockTickersEPL,
|
||||
"getBlockTrades": getBlockTradesEPL,
|
||||
"placeSpreadOrder": placeSpreadOrderEPL,
|
||||
"cancelSpreadOrder": cancelSpreadOrderEPL,
|
||||
"cancelAllSpreadOrder": cancelAllSpreadOrderEPL,
|
||||
"amendSpreadOrder": amendSpreadOrderEPL,
|
||||
"getSpreadOrderDetails": getSpreadOrderDetailsEPL,
|
||||
"getSpreadOrderTrades": getSpreadOrderTradesEPL,
|
||||
"getSpreads": getSpreadsEPL,
|
||||
"getSpreadOrderbook": getSpreadOrderbookEPL,
|
||||
"getSpreadTicker": getSpreadTickerEPL,
|
||||
"getSpreadPublicTrades": getSpreadPublicTradesEPL,
|
||||
"getActiveSpreadOrders": getActiveSpreadOrdersEPL,
|
||||
"getSpreadOrders7Days": getSpreadOrders7DaysEPL,
|
||||
"getInstruments": getInstrumentsEPL,
|
||||
"getDeliveryExerciseHistory": getDeliveryExerciseHistoryEPL,
|
||||
"getOpenInterest": getOpenInterestEPL,
|
||||
"getFunding": getFundingEPL,
|
||||
"getFundingRateHistory": getFundingRateHistoryEPL,
|
||||
"getLimitPrice": getLimitPriceEPL,
|
||||
"getOptionMarketDate": getOptionMarketDateEPL,
|
||||
"getEstimatedDeliveryExercisePrice": getEstimatedDeliveryExercisePriceEPL,
|
||||
"getDiscountRateAndInterestFreeQuota": getDiscountRateAndInterestFreeQuotaEPL,
|
||||
"getSystemTime": getSystemTimeEPL,
|
||||
"getLiquidationOrders": getLiquidationOrdersEPL,
|
||||
"getMarkPrice": getMarkPriceEPL,
|
||||
"getPositionTiers": getPositionTiersEPL,
|
||||
"getInterestRateAndLoanQuota": getInterestRateAndLoanQuotaEPL,
|
||||
"getInterestRateAndLoanQuoteForVIPLoans": getInterestRateAndLoanQuoteForVIPLoansEPL,
|
||||
"getUnderlying": getUnderlyingEPL,
|
||||
"getInsuranceFund": getInsuranceFundEPL,
|
||||
"unitConvert": unitConvertEPL,
|
||||
"optionTickBands": optionTickBandsEPL,
|
||||
"getIndexTicker": getIndexTickerEPL,
|
||||
"getSupportCoin": getSupportCoinEPL,
|
||||
"getTakerVolume": getTakerVolumeEPL,
|
||||
"getMarginLendingRatio": getMarginLendingRatioEPL,
|
||||
"getLongShortRatio": getLongShortRatioEPL,
|
||||
"getContractsOpenInterestAndVolume": getContractsOpenInterestAndVolumeEPL,
|
||||
"getOptionsOpenInterestAndVolume": getOptionsOpenInterestAndVolumeEPL,
|
||||
"getPutCallRatio": getPutCallRatioEPL,
|
||||
"getOpenInterestAndVolume": getOpenInterestAndVolumeEPL,
|
||||
"getTakerFlow": getTakerFlowEPL,
|
||||
"getEventStatus": getEventStatusEPL,
|
||||
"getCandlestickHistory": getCandlestickHistoryEPL,
|
||||
"getIndexCandlesticks": getIndexCandlesticksEPL,
|
||||
"getIndexCandlesticksHistory": getIndexCandlesticksHistoryEPL,
|
||||
"getMarkPriceCandlesticksHistory": getMarkPriceCandlesticksHistoryEPL,
|
||||
"getEconomicCalendar": getEconomicCalendarEPL,
|
||||
"getEstimatedDeliveryPrice": getEstimatedDeliveryPriceEPL,
|
||||
"getAffilateInviteesDetail": getAffilateInviteesDetailEPL,
|
||||
"getUserAffilateRebateInformation": getUserAffiliateRebateInformationEPL,
|
||||
}
|
||||
|
||||
rl, err := request.New("RateLimit_Static", http.DefaultClient, request.WithLimiter(GetRateLimit()))
|
||||
require.NoError(t, err)
|
||||
|
||||
for name, tt := range testTable {
|
||||
t.Run(name, func(t *testing.T) {
|
||||
t.Parallel()
|
||||
|
||||
if err := rl.InitiateRateLimit(context.Background(), tt); err != nil {
|
||||
t.Fatalf("error applying rate limit: %v", err)
|
||||
}
|
||||
})
|
||||
}
|
||||
}
|
||||
@@ -949,7 +949,22 @@ func TestStringToOrderType(t *testing.T) {
|
||||
{"tRiGgEr", Trigger, nil},
|
||||
{"conDitiOnal", ConditionalStop, nil},
|
||||
{"oCo", OCO, nil},
|
||||
{"mMp", MarketMakerProtection, nil},
|
||||
{"Mmp_And_Post_oNly", MarketMakerProtectionAndPostOnly, nil},
|
||||
{"tWaP", TWAP, nil},
|
||||
{"TWAP", TWAP, nil},
|
||||
{"woahMan", UnknownType, errUnrecognisedOrderType},
|
||||
{"chase", Chase, nil},
|
||||
{"MOVE_ORDER_STOP", TrailingStop, nil},
|
||||
{"mOVe_OrdeR_StoP", TrailingStop, nil},
|
||||
{"optimal_limit_IoC", OptimalLimitIOC, nil},
|
||||
{"Stop_market", StopMarket, nil},
|
||||
{"liquidation", Liquidation, nil},
|
||||
{"LiQuidation", Liquidation, nil},
|
||||
{"take_profit", TakeProfit, nil},
|
||||
{"Take ProfIt", TakeProfit, nil},
|
||||
{"TAKE PROFIT MARkEt", TakeProfitMarket, nil},
|
||||
{"TAKE_PROFIT_MARkEt", TakeProfitMarket, nil},
|
||||
}
|
||||
for i := range cases {
|
||||
testData := &cases[i]
|
||||
@@ -2151,3 +2166,29 @@ func TestGetTradeAmount(t *testing.T) {
|
||||
s.Side = Sell
|
||||
require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketOrderAmountSellBaseOnly: true}))
|
||||
}
|
||||
|
||||
func TestStringToTrackingMode(t *testing.T) {
|
||||
t.Parallel()
|
||||
inputs := map[string]TrackingMode{
|
||||
"diStance": Distance,
|
||||
"distance": Distance,
|
||||
"Percentage": Percentage,
|
||||
"percentage": Percentage,
|
||||
"": UnknownTrackingMode,
|
||||
}
|
||||
for k, v := range inputs {
|
||||
assert.Equal(t, v, StringToTrackingMode(k))
|
||||
}
|
||||
}
|
||||
|
||||
func TestTrackingModeString(t *testing.T) {
|
||||
t.Parallel()
|
||||
inputs := map[TrackingMode]string{
|
||||
Distance: "distance",
|
||||
Percentage: "percentage",
|
||||
UnknownTrackingMode: "",
|
||||
}
|
||||
for k, v := range inputs {
|
||||
require.Equal(t, v, k.String())
|
||||
}
|
||||
}
|
||||
|
||||
@@ -31,6 +31,8 @@ var (
|
||||
// ErrNoRates is returned when no margin rates are returned when they are expected
|
||||
ErrNoRates = errors.New("no rates")
|
||||
ErrCannotLiquidate = errors.New("cannot liquidate position")
|
||||
|
||||
ErrUnknownTrackingMode = errors.New("unknown tracking mode")
|
||||
)
|
||||
|
||||
// Submit contains all properties of an order that may be required
|
||||
@@ -92,6 +94,11 @@ type Submit struct {
|
||||
|
||||
// Iceberg specifies whether or not only visible portions of orders are shown in iceberg orders
|
||||
Iceberg bool
|
||||
|
||||
// TrackingMode specifies the way trailing stop and chase orders follow the market price or ask/bid prices.
|
||||
// See: https://www.okx.com/docs-v5/en/#order-book-trading-algo-trading-post-place-algo-order
|
||||
TrackingMode TrackingMode
|
||||
TrackingValue float64
|
||||
}
|
||||
|
||||
// SubmitResponse is what is returned after submitting an order to an exchange
|
||||
@@ -129,6 +136,16 @@ type SubmitResponse struct {
|
||||
MarginType margin.Type
|
||||
}
|
||||
|
||||
// TrackingMode defines how the stop price follows the market price.
|
||||
type TrackingMode uint8
|
||||
|
||||
// Defined package tracking modes
|
||||
const (
|
||||
UnknownTrackingMode TrackingMode = iota
|
||||
Distance // Distance fixed amount away from the market price
|
||||
Percentage // Percentage fixed percentage away from the market price
|
||||
)
|
||||
|
||||
// Modify contains all properties of an order
|
||||
// that may be updated after it has been created
|
||||
// Each exchange has their own requirements, so not all fields
|
||||
@@ -359,8 +376,12 @@ const (
|
||||
Liquidation
|
||||
Trigger
|
||||
OptimalLimitIOC
|
||||
OCO // One-cancels-the-other order
|
||||
ConditionalStop // One-way stop order
|
||||
OCO // One-cancels-the-other order
|
||||
ConditionalStop // One-way stop order
|
||||
MarketMakerProtection // market-maker-protection used with portfolio margin mode. See https://www.okx.com/docs-v5/en/#order-book-trading-trade-post-place-order
|
||||
MarketMakerProtectionAndPostOnly // market-maker-protection and post-only mode. Used in Okx exchange orders.
|
||||
TWAP // time-weighted average price.
|
||||
Chase // chase order. See https://www.okx.com/docs-v5/en/#order-book-trading-algo-trading-post-place-algo-order
|
||||
)
|
||||
|
||||
// Side enforces a standard for order sides across the code base
|
||||
|
||||
@@ -705,6 +705,14 @@ func (t Type) String() string {
|
||||
return "STOP"
|
||||
case ConditionalStop:
|
||||
return "CONDITIONAL"
|
||||
case MarketMakerProtection:
|
||||
return "MMP"
|
||||
case MarketMakerProtectionAndPostOnly:
|
||||
return "MMP_AND_POST_ONLY"
|
||||
case TWAP:
|
||||
return "TWAP"
|
||||
case Chase:
|
||||
return "CHASE"
|
||||
case StopLimit:
|
||||
return "STOP LIMIT"
|
||||
case StopMarket:
|
||||
@@ -1137,7 +1145,7 @@ func StringToOrderType(oType string) (Type, error) {
|
||||
return StopLimit, nil
|
||||
case StopMarket.String(), "STOP_MARKET":
|
||||
return StopMarket, nil
|
||||
case TrailingStop.String(), "TRAILING STOP", "EXCHANGE TRAILING STOP":
|
||||
case TrailingStop.String(), "TRAILING STOP", "EXCHANGE TRAILING STOP", "MOVE_ORDER_STOP":
|
||||
return TrailingStop, nil
|
||||
case FillOrKill.String(), "EXCHANGE FOK":
|
||||
return FillOrKill, nil
|
||||
@@ -1155,6 +1163,20 @@ func StringToOrderType(oType string) (Type, error) {
|
||||
return OCO, nil
|
||||
case ConditionalStop.String():
|
||||
return ConditionalStop, nil
|
||||
case MarketMakerProtection.String():
|
||||
return MarketMakerProtection, nil
|
||||
case MarketMakerProtectionAndPostOnly.String():
|
||||
return MarketMakerProtectionAndPostOnly, nil
|
||||
case TWAP.String():
|
||||
return TWAP, nil
|
||||
case Chase.String():
|
||||
return Chase, nil
|
||||
case TakeProfitMarket.String(), "TAKE_PROFIT_MARKET":
|
||||
return TakeProfitMarket, nil
|
||||
case TakeProfit.String(), "TAKE_PROFIT":
|
||||
return TakeProfit, nil
|
||||
case Liquidation.String():
|
||||
return Liquidation, nil
|
||||
default:
|
||||
return UnknownType, fmt.Errorf("'%v' %w", oType, errUnrecognisedOrderType)
|
||||
}
|
||||
@@ -1368,3 +1390,28 @@ func (t PriceType) StringToPriceType(priceType string) (PriceType, error) {
|
||||
return UnknownPriceType, ErrUnknownPriceType
|
||||
}
|
||||
}
|
||||
|
||||
// String implements the stringer interface
|
||||
func (t TrackingMode) String() string {
|
||||
switch t {
|
||||
case Distance:
|
||||
return "distance"
|
||||
case Percentage:
|
||||
return "percentage"
|
||||
default:
|
||||
return ""
|
||||
}
|
||||
}
|
||||
|
||||
// StringToTrackingMode converts TrackingMode instance from string
|
||||
func StringToTrackingMode(mode string) TrackingMode {
|
||||
mode = strings.ToLower(mode)
|
||||
switch mode {
|
||||
case "distance":
|
||||
return Distance
|
||||
case "percentage":
|
||||
return Percentage
|
||||
default:
|
||||
return UnknownTrackingMode
|
||||
}
|
||||
}
|
||||
|
||||
8
testdata/configtest.json
vendored
8
testdata/configtest.json
vendored
File diff suppressed because one or more lines are too long
Reference in New Issue
Block a user