mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-17 07:26:48 +00:00
81249646da
* improved functions and new helper functions * bitfinex margin info func * small rate change * rate changes * adding some currencies for margin funding translation * adding index candles * added test * slight improvement in params * time func * orderbook helper avgprice func * broken test + removing some tlogs and prints * adding test cases * error fix * remove unused * another unused * shazbert changes * wip * bitfinex func and more nits * final shazzy nits * most shazzy nits * few prior requested changes * shazbert nits final WIP * shazbert changes * minor linter issue * unused val * glorious changes * more verbositiy improvements * quick changes * unused remaining amount oops * thrasher changes * reverting changes that were only for testing purposes and bymistake pushed up * bfx shadow dec + huobi fetch tradable pairs formatted so as to return config format for ease of comparison and requests * more linters * glorious final nits wip * formatting tradable pairs for different asset types + remove println * glorious changes
588 lines
34 KiB
Go
588 lines
34 KiB
Go
package okex
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import (
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"encoding/json"
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"errors"
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"fmt"
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"net/http"
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"net/url"
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"strings"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/okgroup"
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)
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const (
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okExRateInterval = time.Second
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okExRequestRate = 6
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okExAPIPath = "api/"
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okExAPIURL = "https://www.okex.com/" + okExAPIPath
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okExAPIVersion = "/v3/"
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okExExchangeName = "OKEX"
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// OkExWebsocketURL WebsocketURL
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OkExWebsocketURL = "wss://real.okex.com:8443/ws/v3"
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// API subsections
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okGroupSpotSubsection = "spot"
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okGroupFuturesSubsection = "futures"
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okGroupSwapSubsection = "swap"
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okGroupETTSubsection = "ett"
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okGroupMarginSubsection = "margin"
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// Futures based endpoints
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okGroupFuturePosition = "position"
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okGroupFutureLeverage = "leverage"
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okGroupFutureOrder = "order"
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okGroupFutureHolds = "holds"
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okGroupIndices = "index"
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okGroupRate = "rate"
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okGroupEsimtatedPrice = "estimated_price"
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okGroupOpenInterest = "open_interest"
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// Perpetual swap based endpoints
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okGroupSettings = "settings"
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okGroupDepth = "depth"
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okGroupFundingTime = "funding_time"
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okGroupHistoricalFundingRate = "historical_funding_rate"
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okGroupSwapInstruments = "instruments"
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// ETT endpoints
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okGroupConstituents = "constituents"
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okGroupDefinePrice = "define-price"
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okGroupPerpSwapRates = "instruments/%s/historical_funding_rate?"
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okGroupPerpTickers = "instruments/ticker"
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okGroupMarginPairData = "accounts/%s/availability"
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okGroupMarginPairsData = "accounts/availability"
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okGroupInstruments = "instruments"
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)
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// OKEX bases all account, spot and margin methods off okgroup implementation
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type OKEX struct {
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okgroup.OKGroup
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}
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// GetSwapMarkets gets perpetual swap markets
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func (o *OKEX) GetSwapMarkets() ([]okgroup.SwapInstrumentsData, error) {
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var resp []okgroup.SwapInstrumentsData
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection,
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okGroupSwapInstruments,
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nil, &resp, false)
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}
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// GetSwapInstruments gets perpetual swap instruments data
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func (o *OKEX) GetSwapInstruments() ([]okgroup.PerpSwapInstrumentData, error) {
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var resp []okgroup.PerpSwapInstrumentData
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection,
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okGroupInstruments,
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nil, &resp, false)
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}
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// GetAllMarginRates gets interest rates for all margin currencies on OKEX
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func (o *OKEX) GetAllMarginRates() ([]okgroup.MarginCurrencyData, error) {
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var resp []okgroup.MarginCurrencyData
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var result []map[string]interface{}
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var tempResp okgroup.MarginCurrencyData
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tempResp.Data = make(map[string]okgroup.MarginData)
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err := o.SendHTTPRequest(exchange.RestSpot, http.MethodGet,
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okGroupMarginSubsection,
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okGroupMarginPairsData,
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nil,
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&result,
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true)
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if err != nil {
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return resp, err
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}
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for i := range result {
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for k, v := range result[i] {
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if strings.Contains(k, "currency:") {
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var byteData []byte
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var marginData okgroup.MarginData
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currencyString := strings.Replace(k, "currency:", "", 1)
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byteData, err = json.Marshal(v)
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if err != nil {
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return resp, err
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}
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err = json.Unmarshal(byteData, &marginData)
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if err != nil {
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return resp, err
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}
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tempResp.Data[currencyString] = marginData
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}
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var strData string
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var ok bool
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strData, ok = result[i]["instrument_id"].(string)
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if !ok {
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return resp, errors.New("type conversion failed for instrument_id")
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}
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tempResp.InstrumentID = strData
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strData, ok = result[i]["product_id"].(string)
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if !ok {
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return resp, errors.New("type conversion failed for product_id")
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}
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tempResp.ProductID = strData
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resp = append(resp, tempResp)
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}
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}
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return resp, nil
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}
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// GetMarginRates gets interest rates for margin currencies
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func (o *OKEX) GetMarginRates(instrumentID currency.Pair) (okgroup.MarginCurrencyData, error) {
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var resp okgroup.MarginCurrencyData
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resp.Data = make(map[string]okgroup.MarginData)
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var result []map[string]interface{}
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err := o.SendHTTPRequest(exchange.RestSpot, http.MethodGet,
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okGroupMarginSubsection,
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fmt.Sprintf(okGroupMarginPairData, instrumentID),
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nil,
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&result,
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true)
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if err != nil {
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return resp, err
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}
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for i := range result {
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for k, v := range result[i] {
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var byteData []byte
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var marginData okgroup.MarginData
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byteData, err = json.Marshal(v)
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if err != nil {
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return resp, err
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}
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if strings.Contains(k, instrumentID.Base.String()) {
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err = json.Unmarshal(byteData, &marginData)
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if err != nil {
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return resp, err
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}
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resp.Data[instrumentID.Base.String()] = marginData
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} else if strings.Contains(k, instrumentID.Quote.String()) {
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err = json.Unmarshal(byteData, &marginData)
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if err != nil {
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return resp, err
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}
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resp.Data[instrumentID.Quote.String()] = marginData
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}
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}
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var strData string
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var ok bool
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strData, ok = result[i]["instrument_id"].(string)
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if !ok {
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return resp, errors.New("type conversion failed for instrument_id")
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}
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resp.InstrumentID = strData
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strData, ok = result[i]["product_id"].(string)
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if !ok {
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return resp, errors.New("type conversion failed for product_id")
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}
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resp.ProductID = strData
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}
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return resp, nil
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}
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// GetSpotMarkets gets perpetual swap markets' data
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func (o *OKEX) GetSpotMarkets() ([]okgroup.TradingPairData, error) {
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var resp []okgroup.TradingPairData
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSpotSubsection, okGroupInstruments, nil, &resp, false)
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}
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// GetFundingRate gets funding rate of a given currency
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func (o *OKEX) GetFundingRate(marketName, limit string) ([]okgroup.PerpSwapFundingRates, error) {
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params := url.Values{}
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params.Set("limit", limit)
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var resp []okgroup.PerpSwapFundingRates
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection,
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fmt.Sprintf(okGroupPerpSwapRates, marketName)+params.Encode(),
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nil, &resp, false)
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}
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// GetPerpSwapMarkets gets perpetual swap markets' data
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func (o *OKEX) GetPerpSwapMarkets() ([]okgroup.TickerData, error) {
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var resp []okgroup.TickerData
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection,
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okGroupPerpTickers,
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nil, &resp, false)
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}
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// GetFuturesPostions Get the information of all holding positions in futures trading.
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// Due to high energy consumption, you are advised to capture data with the "Futures Account of a Currency" API instead.
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func (o *OKEX) GetFuturesPostions() (resp okgroup.GetFuturesPositionsResponse, _ error) {
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, okGroupFuturePosition, nil, &resp, true)
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}
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// GetFuturesPostionsForCurrency Get the information of holding positions of a contract.
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func (o *OKEX) GetFuturesPostionsForCurrency(instrumentID string) (resp okgroup.GetFuturesPositionsForCurrencyResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v", instrumentID, okGroupFuturePosition)
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, true)
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}
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// GetFuturesAccountOfAllCurrencies Get the futures account info of all token.
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// Due to high energy consumption, you are advised to capture data with the "Futures Account of a Currency" API instead.
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func (o *OKEX) GetFuturesAccountOfAllCurrencies() (resp okgroup.FuturesAccountForAllCurrenciesResponse, _ error) {
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, okgroup.OKGroupAccounts, nil, &resp, true)
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}
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// GetFuturesAccountOfACurrency Get the futures account info of a token.
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func (o *OKEX) GetFuturesAccountOfACurrency(instrumentID string) (resp okgroup.FuturesCurrencyData, _ error) {
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requestURL := fmt.Sprintf("%v/%v", okgroup.OKGroupAccounts, instrumentID)
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, true)
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}
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// GetFuturesLeverage Get the leverage of the futures account
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func (o *OKEX) GetFuturesLeverage(instrumentID string) (resp okgroup.GetFuturesLeverageResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupAccounts, instrumentID, okGroupFutureLeverage)
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, true)
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}
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// SetFuturesLeverage Adjusting the leverage for futures account。
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// Cross margin request requirements: {"leverage":"10"}
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// Fixed margin request requirements: {"instrument_id":"BTC-USD-180213","direction":"long","leverage":"10"}
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func (o *OKEX) SetFuturesLeverage(request okgroup.SetFuturesLeverageRequest) (resp okgroup.SetFuturesLeverageResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupAccounts, request.Currency, okGroupFutureLeverage)
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodPost, okGroupFuturesSubsection, requestURL, request, &resp, true)
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}
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// GetFuturesBillDetails Shows the account’s historical coin in flow and out flow.
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// All paginated requests return the latest information (newest) as the first page sorted by newest (in chronological time) first.
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func (o *OKEX) GetFuturesBillDetails(request okgroup.GetSpotBillDetailsForCurrencyRequest) (resp []okgroup.GetSpotBillDetailsForCurrencyResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v/%v%v", okgroup.OKGroupAccounts, request.Currency, okgroup.OKGroupLedger, okgroup.FormatParameters(request))
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, true)
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}
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// PlaceFuturesOrder OKEx futures trading only supports limit orders.
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// You can place an order only if you have enough funds. Once your order is placed, the amount will be put on hold in the order lifecycle.
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// The assets and amount on hold depends on the order's specific type and parameters.
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func (o *OKEX) PlaceFuturesOrder(request okgroup.PlaceFuturesOrderRequest) (resp okgroup.PlaceFuturesOrderResponse, _ error) {
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodPost, okGroupFuturesSubsection, okGroupFutureOrder, request, &resp, true)
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}
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// PlaceFuturesOrderBatch Batch contract placing order operation.
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func (o *OKEX) PlaceFuturesOrderBatch(request okgroup.PlaceFuturesOrderBatchRequest) (resp okgroup.PlaceFuturesOrderBatchResponse, _ error) {
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodPost, okGroupFuturesSubsection, okgroup.OKGroupOrders, request, &resp, true)
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}
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// CancelFuturesOrder Cancelling an unfilled order.
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func (o *OKEX) CancelFuturesOrder(request okgroup.CancelFuturesOrderRequest) (resp okgroup.CancelFuturesOrderResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupCancelOrder, request.InstrumentID, request.OrderID)
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodPost, okGroupFuturesSubsection, requestURL, request, &resp, true)
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}
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// CancelFuturesOrderBatch With best effort, cancel all open orders.
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func (o *OKEX) CancelFuturesOrderBatch(request okgroup.CancelMultipleSpotOrdersRequest) (resp okgroup.CancelMultipleSpotOrdersResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v", okgroup.OKGroupCancelBatchOrders, request.InstrumentID)
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodPost, okGroupFuturesSubsection, requestURL, request, &resp, true)
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}
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// GetFuturesOrderList List your orders. Cursor pagination is used.
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// All paginated requests return the latest information (newest) as the first page sorted by newest (in chronological time) first.
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func (o *OKEX) GetFuturesOrderList(request okgroup.GetFuturesOrdersListRequest) (resp okgroup.GetFuturesOrderListResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v%v", okgroup.OKGroupOrders, request.InstrumentID, okgroup.FormatParameters(request))
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, true)
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}
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// GetFuturesOrderDetails Get order details by order ID.
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func (o *OKEX) GetFuturesOrderDetails(request okgroup.GetFuturesOrderDetailsRequest) (resp okgroup.GetFuturesOrderDetailsResponseData, _ error) {
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requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupOrders, request.InstrumentID, request.OrderID)
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, true)
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}
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// GetFuturesTransactionDetails Get details of the recent filled orders. Cursor pagination is used.
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// All paginated requests return the latest information (newest) as the first page sorted by newest (in chronological time) first.
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func (o *OKEX) GetFuturesTransactionDetails(request okgroup.GetFuturesTransactionDetailsRequest) (resp []okgroup.GetFuturesTransactionDetailsResponse, _ error) {
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requestURL := fmt.Sprintf("%v%v", okgroup.OKGroupGetSpotTransactionDetails, okgroup.FormatParameters(request))
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, true)
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}
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// GetFuturesContractInformation Get market data. This endpoint provides the snapshots of market data and can be used without verifications.
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func (o *OKEX) GetFuturesContractInformation() (resp []okgroup.GetFuturesContractInformationResponse, _ error) {
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, okgroup.OKGroupInstruments, nil, &resp, false)
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}
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// GetAllFuturesTokenInfo Get the last traded price, best bid/ask price, 24 hour trading volume and more info of all contracts.
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func (o *OKEX) GetAllFuturesTokenInfo() (resp []okgroup.GetFuturesTokenInfoResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v", okgroup.OKGroupInstruments, okgroup.OKGroupTicker)
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, false)
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}
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// GetFuturesTokenInfoForCurrency Get the last traded price, best bid/ask price, 24 hour trading volume and more info of a contract.
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func (o *OKEX) GetFuturesTokenInfoForCurrency(instrumentID string) (resp okgroup.GetFuturesTokenInfoResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupInstruments, instrumentID, okgroup.OKGroupTicker)
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, false)
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}
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// GetFuturesFilledOrder Get the recent 300 transactions of all contracts. Pagination is not supported here.
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// The whole book will be returned for one request. Websocket is recommended here.
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func (o *OKEX) GetFuturesFilledOrder(request okgroup.GetFuturesFilledOrderRequest) (resp []okgroup.GetFuturesFilledOrdersResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v/%v%v", okgroup.OKGroupInstruments, request.InstrumentID, okgroup.OKGroupTrades, okgroup.FormatParameters(request))
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, false)
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}
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// GetFuturesHoldAmount Get the number of futures with hold.
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func (o *OKEX) GetFuturesHoldAmount(instrumentID string) (resp okgroup.GetFuturesHoldAmountResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupAccounts, instrumentID, okGroupFutureHolds)
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, true)
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}
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// GetFuturesIndices Get Indices of tokens. This is a public endpoint, no identity verification is needed.
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func (o *OKEX) GetFuturesIndices(instrumentID string) (resp okgroup.GetFuturesIndicesResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupInstruments, instrumentID, okGroupIndices)
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, false)
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}
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// GetFuturesExchangeRates Get the fiat exchange rates. This is a public endpoint, no identity verification is needed.
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func (o *OKEX) GetFuturesExchangeRates() (resp okgroup.GetFuturesExchangeRatesResponse, _ error) {
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, okGroupRate, nil, &resp, false)
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}
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// GetFuturesEstimatedDeliveryPrice the estimated delivery price. It is available 3 hours before delivery.
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// This is a public endpoint, no identity verification is needed.
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func (o *OKEX) GetFuturesEstimatedDeliveryPrice(instrumentID string) (resp okgroup.GetFuturesEstimatedDeliveryPriceResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupInstruments, instrumentID, okGroupEsimtatedPrice)
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, false)
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}
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// GetFuturesOpenInterests Get the open interest of a contract. This is a public endpoint, no identity verification is needed.
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func (o *OKEX) GetFuturesOpenInterests(instrumentID string) (resp okgroup.GetFuturesOpenInterestsResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupInstruments, instrumentID, okGroupOpenInterest)
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, false)
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}
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// GetFuturesCurrentPriceLimit The maximum buying price and the minimum selling price of the contract.
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// This is a public endpoint, no identity verification is needed.
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func (o *OKEX) GetFuturesCurrentPriceLimit(instrumentID string) (resp okgroup.GetFuturesCurrentPriceLimitResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupInstruments, instrumentID, okgroup.OKGroupPriceLimit)
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return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, false)
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}
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// GetFuturesCurrentMarkPrice The maximum buying price and the minimum selling price of the contract.
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// This is a public endpoint, no identity verification is needed.
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func (o *OKEX) GetFuturesCurrentMarkPrice(instrumentID string) (resp okgroup.GetFuturesCurrentMarkPriceResponse, _ error) {
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||
requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupInstruments, instrumentID, okgroup.OKGroupMarkPrice)
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, false)
|
||
}
|
||
|
||
// GetFuturesForceLiquidatedOrders Get force liquidated orders. This is a public endpoint, no identity verification is needed.
|
||
func (o *OKEX) GetFuturesForceLiquidatedOrders(request okgroup.GetFuturesForceLiquidatedOrdersRequest) (resp []okgroup.GetFuturesForceLiquidatedOrdersResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v/%v%v", okgroup.OKGroupInstruments, request.InstrumentID, okgroup.OKGroupLiquidation, okgroup.FormatParameters(request))
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, false)
|
||
}
|
||
|
||
// GetFuturesTagPrice Get the tag price. This is a public endpoint, no identity verification is needed.
|
||
func (o *OKEX) GetFuturesTagPrice(instrumentID string) (resp okgroup.GetFuturesTagPriceResponse, _ error) {
|
||
// OKEX documentation is missing for this endpoint. Guessing "tag_price" for the URL results in 404
|
||
return okgroup.GetFuturesTagPriceResponse{}, common.ErrNotYetImplemented
|
||
}
|
||
|
||
// GetSwapPostions Get the information of all holding positions in swap trading.
|
||
// Due to high energy consumption, you are advised to capture data with the "Swap Account of a Currency" API instead.
|
||
func (o *OKEX) GetSwapPostions() (resp []okgroup.GetSwapPostionsResponse, _ error) {
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, okGroupFuturePosition, nil, &resp, true)
|
||
}
|
||
|
||
// GetSwapPostionsForContract Get the information of holding positions of a contract.
|
||
func (o *OKEX) GetSwapPostionsForContract(instrumentID string) (resp okgroup.GetSwapPostionsResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v", instrumentID, okGroupFuturePosition)
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, true)
|
||
}
|
||
|
||
// GetSwapAccountOfAllCurrency Get the perpetual swap account info of a token.
|
||
// Margin ratio set as 10,000 when users have no open position.
|
||
func (o *OKEX) GetSwapAccountOfAllCurrency() (resp okgroup.GetSwapAccountOfAllCurrencyResponse, _ error) {
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, okgroup.OKGroupAccounts, nil, &resp, true)
|
||
}
|
||
|
||
// GetSwapAccountSettingsOfAContract Get leverage level and margin mode of a contract.
|
||
func (o *OKEX) GetSwapAccountSettingsOfAContract(instrumentID string) (resp okgroup.GetSwapAccountSettingsOfAContractResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupAccounts, instrumentID, okGroupSettings)
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, true)
|
||
}
|
||
|
||
// SetSwapLeverageLevelOfAContract Setting the leverage level of a contract
|
||
// TODO this returns invalid parameters, but matches spec. Unsure how to fix
|
||
func (o *OKEX) SetSwapLeverageLevelOfAContract(request okgroup.SetSwapLeverageLevelOfAContractRequest) (resp okgroup.SetSwapLeverageLevelOfAContractResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupAccounts, request.InstrumentID, okGroupFutureLeverage)
|
||
request.InstrumentID = ""
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodPost, okGroupSwapSubsection, requestURL, request, &resp, true)
|
||
}
|
||
|
||
// GetSwapBillDetails Shows the account’s historical coin in flow and out flow.
|
||
// All paginated requests return the latest information (newest) as the first page sorted by newest (in chronological time) first.
|
||
func (o *OKEX) GetSwapBillDetails(request okgroup.GetSpotBillDetailsForCurrencyRequest) (resp []okgroup.GetSwapBillDetailsResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v/%v%v", okgroup.OKGroupAccounts, request.Currency, okgroup.OKGroupLedger, okgroup.FormatParameters(request))
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, true)
|
||
}
|
||
|
||
// PlaceSwapOrder OKEx perpetual swap trading only supports limit orders，USD as quote currency for orders.
|
||
// You can place an order only if you have enough funds. Once your order is placed, the amount will be put on hold in the order lifecycle.
|
||
// The assets and amount on hold depends on the order's specific type and parameters.
|
||
func (o *OKEX) PlaceSwapOrder(request okgroup.PlaceSwapOrderRequest) (resp okgroup.PlaceSwapOrderResponse, _ error) {
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodPost, okGroupSwapSubsection, okGroupFutureOrder, request, &resp, true)
|
||
}
|
||
|
||
// PlaceMultipleSwapOrders Batch contract placing order operation.
|
||
func (o *OKEX) PlaceMultipleSwapOrders(request okgroup.PlaceMultipleSwapOrdersRequest) (resp okgroup.PlaceMultipleSwapOrdersResponse, _ error) {
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodPost, okGroupSwapSubsection, okgroup.OKGroupOrders, request, &resp, true)
|
||
}
|
||
|
||
// CancelSwapOrder Cancelling an unfilled order
|
||
func (o *OKEX) CancelSwapOrder(request okgroup.CancelSwapOrderRequest) (resp okgroup.CancelSwapOrderResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupCancelOrder, request.InstrumentID, request.OrderID)
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodPost, okGroupSwapSubsection, requestURL, nil, &resp, true)
|
||
}
|
||
|
||
// CancelMultipleSwapOrders With best effort, cancel all open orders.
|
||
func (o *OKEX) CancelMultipleSwapOrders(request okgroup.CancelMultipleSwapOrdersRequest) (resp okgroup.CancelMultipleSwapOrdersResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v", okgroup.OKGroupCancelBatchOrders, request.InstrumentID)
|
||
request.InstrumentID = ""
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodPost, okGroupSwapSubsection, requestURL, request, &resp, true)
|
||
}
|
||
|
||
// GetSwapOrderList List your orders. Cursor pagination is used.
|
||
// All paginated requests return the latest information (newest) as the first page sorted by newest (in chronological time) first.
|
||
func (o *OKEX) GetSwapOrderList(request okgroup.GetSwapOrderListRequest) (resp okgroup.GetSwapOrderListResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v%v", okgroup.OKGroupOrders, request.InstrumentID, okgroup.FormatParameters(request))
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, true)
|
||
}
|
||
|
||
// GetSwapOrderDetails Get order details by order ID.
|
||
func (o *OKEX) GetSwapOrderDetails(request okgroup.GetSwapOrderDetailsRequest) (resp okgroup.GetSwapOrderListResponseData, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupOrders, request.InstrumentID, request.OrderID)
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, true)
|
||
}
|
||
|
||
// GetSwapTransactionDetails Get details of the recent filled orders
|
||
func (o *OKEX) GetSwapTransactionDetails(request okgroup.GetSwapTransactionDetailsRequest) (resp []okgroup.GetSwapTransactionDetailsResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v%v", okgroup.OKGroupGetSpotTransactionDetails, okgroup.FormatParameters(request))
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, true)
|
||
}
|
||
|
||
// GetSwapContractInformation Get market data.
|
||
func (o *OKEX) GetSwapContractInformation() (resp []okgroup.GetSwapContractInformationResponse, _ error) {
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, okgroup.OKGroupInstruments, nil, &resp, false)
|
||
}
|
||
|
||
// GetAllSwapTokensInformation Get the last traded price, best bid/ask price, 24 hour trading volume and more info of all contracts.
|
||
func (o *OKEX) GetAllSwapTokensInformation() (resp []okgroup.GetAllSwapTokensInformationResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v", okgroup.OKGroupInstruments, okgroup.OKGroupTicker)
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, false)
|
||
}
|
||
|
||
// GetSwapTokensInformationForCurrency Get the last traded price, best bid/ask price, 24 hour trading volume and more info of all contracts.
|
||
func (o *OKEX) GetSwapTokensInformationForCurrency(instrumentID string) (resp okgroup.GetAllSwapTokensInformationResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupInstruments, instrumentID, okgroup.OKGroupTicker)
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, false)
|
||
}
|
||
|
||
// GetSwapFilledOrdersData Get details of the recent filled orders
|
||
func (o *OKEX) GetSwapFilledOrdersData(request *okgroup.GetSwapFilledOrdersDataRequest) (resp []okgroup.GetSwapFilledOrdersDataResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v/%v%v", okgroup.OKGroupInstruments, request.InstrumentID, okgroup.OKGroupTrades, okgroup.FormatParameters(request))
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, false)
|
||
}
|
||
|
||
// GetSwapIndices Get Indices of tokens.
|
||
func (o *OKEX) GetSwapIndices(instrumentID string) (resp okgroup.GetSwapIndecesResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupInstruments, instrumentID, okGroupIndices)
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, false)
|
||
}
|
||
|
||
// GetSwapExchangeRates Get the fiat exchange rates.
|
||
func (o *OKEX) GetSwapExchangeRates() (resp okgroup.GetSwapExchangeRatesResponse, _ error) {
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, okGroupRate, nil, &resp, false)
|
||
}
|
||
|
||
// GetSwapOpenInterest Get the open interest of a contract.
|
||
func (o *OKEX) GetSwapOpenInterest(instrumentID string) (resp okgroup.GetSwapExchangeRatesResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupInstruments, instrumentID, okGroupOpenInterest)
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, false)
|
||
}
|
||
|
||
// GetSwapCurrentPriceLimits Get the open interest of a contract.
|
||
func (o *OKEX) GetSwapCurrentPriceLimits(instrumentID string) (resp okgroup.GetSwapCurrentPriceLimitsResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupInstruments, instrumentID, okgroup.OKGroupPriceLimit)
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, false)
|
||
}
|
||
|
||
// GetSwapForceLiquidatedOrders Get force liquidated orders.
|
||
func (o *OKEX) GetSwapForceLiquidatedOrders(request okgroup.GetSwapForceLiquidatedOrdersRequest) (resp []okgroup.GetSwapForceLiquidatedOrdersResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v/%v%v", okgroup.OKGroupInstruments, request.InstrumentID, okgroup.OKGroupLiquidation, okgroup.FormatParameters(request))
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, false)
|
||
}
|
||
|
||
// GetSwapOnHoldAmountForOpenOrders Get On Hold Amount for Open Orders.
|
||
func (o *OKEX) GetSwapOnHoldAmountForOpenOrders(instrumentID string) (resp okgroup.GetSwapOnHoldAmountForOpenOrdersResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupAccounts, instrumentID, okGroupFutureHolds)
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, true)
|
||
}
|
||
|
||
// GetSwapNextSettlementTime Get the time of next settlement.
|
||
func (o *OKEX) GetSwapNextSettlementTime(instrumentID string) (resp okgroup.GetSwapNextSettlementTimeResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupInstruments, instrumentID, okGroupFundingTime)
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, false)
|
||
}
|
||
|
||
// GetSwapMarkPrice Get the time of next settlement.
|
||
func (o *OKEX) GetSwapMarkPrice(instrumentID string) (resp okgroup.GetSwapMarkPriceResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupInstruments, instrumentID, okgroup.OKGroupMarkPrice)
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, false)
|
||
}
|
||
|
||
// GetSwapFundingRateHistory Get Funding Rate History.
|
||
func (o *OKEX) GetSwapFundingRateHistory(request okgroup.GetSwapFundingRateHistoryRequest) (resp []okgroup.GetSwapFundingRateHistoryResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v/%v%v", okgroup.OKGroupInstruments, request.InstrumentID, okGroupHistoricalFundingRate, okgroup.FormatParameters(request))
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, false)
|
||
}
|
||
|
||
// GetETT List the assets in ETT account. Get information such as balance, amount on hold/ available.
|
||
func (o *OKEX) GetETT() (resp []okgroup.GetETTResponse, _ error) {
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupETTSubsection, okgroup.OKGroupAccounts, nil, &resp, true)
|
||
}
|
||
|
||
// GetETTAccountInformationForCurrency Getting the balance, amount available/on hold of a token in ETT account.
|
||
func (o *OKEX) GetETTAccountInformationForCurrency(currency string) (resp okgroup.GetETTResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v", okgroup.OKGroupAccounts, currency)
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupETTSubsection, requestURL, nil, &resp, true)
|
||
}
|
||
|
||
// GetETTBillsDetails Bills details. All paginated requests return the latest information (newest)
|
||
// as the first page sorted by newest (in chronological time) first
|
||
func (o *OKEX) GetETTBillsDetails(currency string) (resp []okgroup.GetETTBillsDetailsResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupAccounts, currency, okgroup.OKGroupLedger)
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupETTSubsection, requestURL, nil, &resp, true)
|
||
}
|
||
|
||
// PlaceETTOrder You can place subscription or redemption orders under ETT trading.
|
||
// You can place an order only if you have enough funds. Once your order is placed,
|
||
// the amount will be put on hold in the order lifecycle.
|
||
// The assets and amount on hold depends on the order's specific type and parameters.
|
||
func (o *OKEX) PlaceETTOrder(request *okgroup.PlaceETTOrderRequest) (resp okgroup.PlaceETTOrderResponse, _ error) {
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodPost, okGroupETTSubsection, okgroup.OKGroupOrders, nil, &resp, true)
|
||
}
|
||
|
||
// CancelETTOrder Cancel an unfilled order.
|
||
func (o *OKEX) CancelETTOrder(orderID string) (resp okgroup.PlaceETTOrderResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v", okgroup.OKGroupOrders, orderID)
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodDelete, okGroupETTSubsection, requestURL, nil, &resp, true)
|
||
}
|
||
|
||
// GetETTOrderList List your orders. Cursor pagination is used. All paginated requests return the latest information
|
||
// (newest) as the first page sorted by newest (in chronological time) first.
|
||
func (o *OKEX) GetETTOrderList(request okgroup.GetETTOrderListRequest) (resp []okgroup.GetETTOrderListResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v%v", okgroup.OKGroupOrders, okgroup.FormatParameters(request))
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupETTSubsection, requestURL, nil, &resp, true)
|
||
}
|
||
|
||
// GetETTOrderDetails Get order details by order ID.
|
||
func (o *OKEX) GetETTOrderDetails(orderID string) (resp okgroup.GetETTOrderListResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v", okgroup.OKGroupOrders, orderID)
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupETTSubsection, requestURL, nil, &resp, true)
|
||
}
|
||
|
||
// GetETTConstituents Get ETT Constituents.This is a public endpoint, no identity verification is needed.
|
||
func (o *OKEX) GetETTConstituents(ett string) (resp okgroup.GetETTConstituentsResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v", okGroupConstituents, ett)
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupETTSubsection, requestURL, nil, &resp, false)
|
||
}
|
||
|
||
// GetETTSettlementPriceHistory Get ETT settlement price history. This is a public endpoint, no identity verification is needed.
|
||
func (o *OKEX) GetETTSettlementPriceHistory(ett string) (resp []okgroup.GetETTSettlementPriceHistoryResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v", okGroupDefinePrice, ett)
|
||
return resp, o.SendHTTPRequest(exchange.RestSpot, http.MethodGet, okGroupETTSubsection, requestURL, nil, &resp, false)
|
||
}
|