mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-20 15:10:10 +00:00
* End of day commit moving packages and setting foundation into how trade processing will go * Conformity * tdd candle generation based on received trade data, renames orderbookbuffer back to buffer for now... * Formalises test functions and designs the trade processor * Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer * Figures out sqlboiler for sqlite. Updates websocket entries to process trade data * One more trade data * Adds more exchange support * Adds PSQL stuff * Begins creating sql implementation * End of day commit. Helper functions and understanding sql usage in GCT * Adds delete and cleans up table design * Finishes trades conceptually. Awaits candle data update in order to translate trades to candles * Initial handling of trades in coinbene * Proto * Fixing of some bugs, attempting to address coinbene asset type ws issues * Fixes up coinbene websocket implementation for the most part * finalises coinbene websocket implementation. Adds new ability to parse currencies without a delimiter * Implements rpc commands and adds testing * updates the following to be compatible with trade data update: Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer * Changes trade to be its own entity rather than attached to a websocket. * Adds coverage to trades. Changes signature of `AddTradesToBuffer` to return error. Now automatically shuts down without need for channel listening. Will automatically start up again if it gets data * Implements trade fetching at the wrapper level for a bunch of exchanges. Adds trade id to script updoot. Probably breaking change * Implements trade fetching for all wrappers hurray hurrah. Updates all the tests * Adds new interface func to get recent trades. Ensures GetExchangeHistory continues until conditions are met * Adds new readme, tests all new wrapper endpoints, updates exchange_wrapper_issues to test new endpoints. Updates exchange_wrapper_coverage with new coverage... Fixes lame bug causing wrapper tests to fail from being poorly setup. Adds loopy loop to ensure that all data is captured when requesting exchange history * Bugfix on psql migrations. Rebases latest changes, updates table design to use base and quote, updates trades to use exchange_name_id * Adds new config field for saving trades to the database per exchange. Now exits trade processing when trade saving is not enabled. Similarly for wrapper, does not save if not enabled * Minor bitfinex trade fixes. continues on buffer processing errors, now saves transactionid to the db * Adds support for generating candles from candlesextended. May extend it further, idk * Updates trade candles to be able to fill missing data with trades. Adds more tests. Also does a thing where you can forcefully override a candle based on internal trade data instead of API data * Fixes bug where force deletions did not follow up with insertions. Adds force to candle commands * Fixes specific exchange based issues. Extends recent trades to 24 hours where possible * Fixes issue with saved tests. Fixes tests for trades. Adds parallel to tests. Pre-fixes people's nits * Adds new GRPC functions to find out what data is missing from trades and candles. Fixes some assumptions from missing period code. * Adds unique constraint. Fixes up niggling issues for wrappers and websockets * Fixes issues with using unix times in the database trying to retrieve data via the CLI. Reduces save time to 15 seconds * Updates trades to use timestamps instead of int64 unix * Adds missing FTX wrapper implementation. Regens docs * Linting the linters. Updating readme * Adds new command to set whether an exchange can process trades * Doc update * Adds recent trades and historic trade endpoints to grpc * formats pair_test.go to appease linter gods * Addresses data race. Removes logging of missing intervals on unrelated function (now that it has its own rpc command). The buffer time isnt customisable, but I don't feel it needs to be at a config level at all really. * Fixes a few niterinos regarding spacing, type conversion, a weird Bitmex 0 trade value error, unsubscriptions and cli command references * Reduces map lookups. Adds base func and moves wrappers to use it * Uses better currency formatter. Adds time based validation to trade history. Reverts configtest.json * Reverts config and updates test names. Also WAYYYYY LESS SPAMMY * oopsie doopsie missed a whoopsie * mint flavoured lint * Fixes issues caused by rebase * Fixes issue with timestamps not converting properly from command to RPCServer. Adds new error type. Adds shorthand entries to some commands. Removes os.Exit from tests. Makes Gemini test rolling. Adds enabled exchange check to RPC function. Escapes timestamp on bitstamp. Renames var * fixes whoopsie oopsie doopsie I forgot to remove code shoopsie * missed a line * 🎉 🎉 :tada:Breaks everything in an end of day commit 🎉 🎉 🎉 * Modifies function 'createlocaloffset' to return a string instead. Uses strings for all time based start and end commands. Uses UTC times in RPC server and updates SQLITE to use formatted time based queries * Adds concurrency-safe way of changing SaveTradeData and checking it. Fixes embarrassing typo * End of day fix, adds bitfinex update to loop until either the return trades shows no new dates, or meets specifications. Fixes egregious typo * Improves testing and handling of historical trades function * Fixes tests after latest changes * Fix potential fatal err now that db is enabled in test config now * Fixes up some database settings to use a local engine instead of global var * DELICIOUS LINT CHOCOLATE FIXES * Fixes data race by slashing competitor's tyres * Adds mock test fixes to allow for live and stored data test * Removes verbosity in engine level tests. Adds new timezone format to highlight the timezone for RPC functions. Removes reference to Preix index fund * Oopsie doopsie, fixed a whoopsie * Loggers can no longer do data drag races on my lawn 👴 * Removes bad lock * Addresses command nits. End of day conceptual commit, trying to calculate spans of time in the context of missing periods. Tests will fail * Adds new stream response for retrieving trade history as it can take time to do. Unsuccessfully attempts to simplify time range calculation for missing trades response * Adds new timeperiods package to calculate time periods, time ranges and whether data is in those ranges. Removes kline basic implementation of same concept * Fixes lint issues. Fixes test. Moves trade cli commands to their own trade subcommands * Updates lakebtc to no longer have gethistorictrades as it is unsupported. Adds more validation to rpc functions * Removes requirement to have trades when testing trade wrapper functions. Doesn't really prove it works if there are no trades for a given currency in a time period. * Addresses nits, runs linting fix and ensures a test is consistent * Fix merge issues * Moves sort to timeperiods. Adds test coverage. Fixes typo * Removes log package in CLI * Fixes `GetTrades` url * Reorders all instances of validation occuring after settingup RPC connection * Fixes test to ensure that it is setup before testing that it is setup * Fixed issue with bool retrieval. Removes double append * Fixes Binance times, fixes bitfinex sell sides, fixes huobi times, sorts all responses * Fixes poloniex trade id consistency. Makes recent trade for poloniex consistent with others (15 minutes). Fixes coinbene. Fixes localbitcoins to use quote currency. Fixes coinut times. Updates huobi trade id, saves okgroup trades. Fixes bid and ask to buy and sell * Removes websocket trades for lakebtc as it did not meet our requirements for processing. Adds new constraints to the database to ensure we have uniqueness on trades where ID doesn't exist and doesn't trigger errors for trades where the tid does * Fixes migration for postgres to downscale properly * Really really fixes the psql index changes * Fixes broken tests * Now with working tests and no pocket lint * Makes the side column nullable with no more constraint for it. adds migrations and runs generation. comments lakebtc * Lint & Sprüngli * Updates zb to use more appropriate side * Fixes oopsie * Attempts to address a data race from globals * Fixes build * Fixes missed regen rpc files * Updates readme to point to trade readme. Fixes exchange_wrapper_coverage wrapper count and untested panics, tests bitfinex funding pair test for `fUSD`, adds shiny new param `tradeprocessinginterval` * mint flavoured lint * Uses the real default to set the default value by default * Fixes some extra tests surrounding email sending and number incompatibility * Reverts test config * re-adds gom2/usdt currency * Fixes typo, don't look! * Fixes minor codelingo pickups * Adds more precision to handling of trade data from Kraken. Expands test * interface christmas tree * lint
433 lines
28 KiB
Go
433 lines
28 KiB
Go
package okex
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import (
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"fmt"
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"net/http"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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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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okGroupFuturesSubsection = "futures"
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okGroupSwapSubsection = "swap"
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okGroupETTSubsection = "ett"
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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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// ETT endpoints
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okGroupConstituents = "constituents"
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okGroupDefinePrice = "define-price"
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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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// 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(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(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(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(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(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(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(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(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(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(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(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(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(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(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(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(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(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(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(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(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(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(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(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(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)
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return resp, o.SendHTTPRequest(http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, false)
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}
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// GetFuturesForceLiquidatedOrders Get force liquidated orders. This is a public endpoint, no identity verification is needed.
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func (o *OKEX) GetFuturesForceLiquidatedOrders(request okgroup.GetFuturesForceLiquidatedOrdersRequest) (resp []okgroup.GetFuturesForceLiquidatedOrdersResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v/%v%v", okgroup.OKGroupInstruments, request.InstrumentID, okgroup.OKGroupLiquidation, okgroup.FormatParameters(request))
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return resp, o.SendHTTPRequest(http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, false)
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}
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// GetFuturesTagPrice Get the tag price. This is a public endpoint, no identity verification is needed.
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func (o *OKEX) GetFuturesTagPrice(instrumentID string) (resp okgroup.GetFuturesTagPriceResponse, _ error) {
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// OKEX documentation is missing for this endpoint. Guessing "tag_price" for the URL results in 404
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return okgroup.GetFuturesTagPriceResponse{}, common.ErrNotYetImplemented
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}
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// GetSwapPostions Get the information of all holding positions in swap trading.
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// Due to high energy consumption, you are advised to capture data with the "Swap Account of a Currency" API instead.
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func (o *OKEX) GetSwapPostions() (resp []okgroup.GetSwapPostionsResponse, _ error) {
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return resp, o.SendHTTPRequest(http.MethodGet, okGroupSwapSubsection, okGroupFuturePosition, nil, &resp, true)
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}
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// GetSwapPostionsForContract Get the information of holding positions of a contract.
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func (o *OKEX) GetSwapPostionsForContract(instrumentID string) (resp okgroup.GetSwapPostionsResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v", instrumentID, okGroupFuturePosition)
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return resp, o.SendHTTPRequest(http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, true)
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}
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// GetSwapAccountOfAllCurrency Get the perpetual swap account info of a token.
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// Margin ratio set as 10,000 when users have no open position.
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func (o *OKEX) GetSwapAccountOfAllCurrency() (resp okgroup.GetSwapAccountOfAllCurrencyResponse, _ error) {
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return resp, o.SendHTTPRequest(http.MethodGet, okGroupSwapSubsection, okgroup.OKGroupAccounts, nil, &resp, true)
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}
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// 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(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(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(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(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(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(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(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(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(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(http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, true)
|
||
}
|
||
|
||
// GetSwapContractInformation Get market data.
|
||
func (o *OKEX) GetSwapContractInformation() (resp []okgroup.GetSwapContractInformationResponse, _ error) {
|
||
return resp, o.SendHTTPRequest(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(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(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(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(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(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(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(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(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(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(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(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(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(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(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(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(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(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(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(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(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(http.MethodGet, okGroupETTSubsection, requestURL, nil, &resp, false)
|
||
}
|