Files
gocryptotrader/exchanges/okex/okex_wrapper.go
Adrian Gallagher c63f1b0ff6 Port from idoall's codebase (#161)
* 修复火币Post REST API方法不正确的问题,同时增加火币海带丝交易所

* add vendor folder

* 修改命名空间依赖

* 第一次提交分支

* 增加取消订单功能

* 修复binance.GetAccount方法

* 更新readme.md

* 增加 Gateio 交易所的支持,支持获取K线、支持的交易对、交易市场参数

* 替换HuobiHadax的参数

* 买/卖订单、取消订单

* OKEX 币币交易:增加获取用户信息,下订单,取消订单

* 测试ok kline

* 修复 Bitfinex 的 GetAccountInfo 方法

* 做一些不必要的删减

* 修复binfinex不返回错误的bug

* 统一我修改交易所的Kline获取方式

* Bitfinex 增加获取最新价格

* update main.go

* 更新GetSymbol方法

* 修改火币和海带丝的Kline编号ID类型

* 修改海带丝的默认配置大小写

* okex增加获取最新价格

*   调整okex的参数判断

* 调整比特儿的参数名称

* 修改火币、火币Hadax的参数全名

* 更新海带丝的配置名称

* 修改bintfinex的GetAccountInfo方法

* 去掉一行注释

* 支持zb交易所的部分功能

* 修复获取K线时没有设置参数的错误

* 增加 Binance 取消订单的方法,获取订单状态,获取所有打开的状态以及所有订单

* 修改获取深度和历史订单的数据

* 修改币安获取深度的参数

* 修改火币获取市场深度的参数

* 修改okex获取市场深度的参数

* 修改币安、OKex获取历史订单的参数

* 修复币安提交参数错误的问题

* merge upstrem

* merge后,调整一部分命名空间

* 修改ZB时间参数的命名方式

* 继续替换命名空间

* 命名空间的替换

* 继续命名空间的替换

* 测试

* Port code from idoall's PR

* Drop errors dep

* Start amending PR

* Fix commented code
* Translate text from Chinese to English (except for ZB). The reasning behind this is that it's a Chinese exchange and the structs are self explanatory in English, but would for other developers in China

* Translate Chinese text, basic formatting changes

* Remove commented lines and address feedback on PR
2018-08-04 08:30:20 +10:00

221 lines
7.4 KiB
Go

package okex
import (
"errors"
"log"
"sync"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/currency/pair"
"github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
)
// Start starts the OKEX go routine
func (o *OKEX) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
o.Run()
wg.Done()
}()
}
// Run implements the OKEX wrapper
func (o *OKEX) Run() {
if o.Verbose {
log.Printf("%s Websocket: %s. (url: %s).\n", o.GetName(), common.IsEnabled(o.Websocket), o.WebsocketURL)
log.Printf("%s polling delay: %ds.\n", o.GetName(), o.RESTPollingDelay)
log.Printf("%s %d currencies enabled: %s.\n", o.GetName(), len(o.EnabledPairs), o.EnabledPairs)
}
}
// UpdateTicker updates and returns the ticker for a currency pair
func (o *OKEX) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
currency := exchange.FormatExchangeCurrency(o.Name, p).String()
var tickerPrice ticker.Price
if assetType != ticker.Spot {
if p.SecondCurrency.String() == common.StringToLower("USDT") {
p.SecondCurrency = "usd"
currency = exchange.FormatExchangeCurrency(o.Name, p).String()
}
tick, err := o.GetContractPrice(currency, assetType)
if err != nil {
return tickerPrice, err
}
tickerPrice.Pair = p
tickerPrice.Ask = tick.Ticker.Sell
tickerPrice.Bid = tick.Ticker.Buy
tickerPrice.Low = tick.Ticker.Low
tickerPrice.Last = tick.Ticker.Last
tickerPrice.Volume = tick.Ticker.Vol
tickerPrice.High = tick.Ticker.High
ticker.ProcessTicker(o.GetName(), p, tickerPrice, assetType)
} else {
if p.SecondCurrency.String() == common.StringToLower("USD") {
p.SecondCurrency = "usdt"
currency = exchange.FormatExchangeCurrency(o.Name, p).String()
}
tick, err := o.GetSpotTicker(currency)
if err != nil {
return tickerPrice, err
}
tickerPrice.Pair = p
tickerPrice.Ask = tick.Ticker.Sell
tickerPrice.Bid = tick.Ticker.Buy
tickerPrice.Low = tick.Ticker.Low
tickerPrice.Last = tick.Ticker.Last
tickerPrice.Volume = tick.Ticker.Vol
tickerPrice.High = tick.Ticker.High
ticker.ProcessTicker(o.GetName(), p, tickerPrice, ticker.Spot)
}
return ticker.GetTicker(o.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (o *OKEX) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(o.GetName(), p, assetType)
if err != nil {
return o.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// GetOrderbookEx returns orderbook base on the currency pair
func (o *OKEX) GetOrderbookEx(currency pair.CurrencyPair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.GetOrderbook(o.GetName(), currency, assetType)
if err != nil {
return o.UpdateOrderbook(currency, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (o *OKEX) UpdateOrderbook(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
currency := exchange.FormatExchangeCurrency(o.Name, p).String()
if assetType != ticker.Spot {
if p.SecondCurrency.String() == common.StringToLower("USDT") {
p.SecondCurrency = "usd"
currency = exchange.FormatExchangeCurrency(o.Name, p).String()
}
orderbookNew, err := o.GetContractMarketDepth(currency, assetType)
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
data := orderbookNew.Bids[x]
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: data.Volume, Price: data.Price})
}
for x := range orderbookNew.Asks {
data := orderbookNew.Asks[x]
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: data.Volume, Price: data.Price})
}
} else {
if p.SecondCurrency.String() == common.StringToLower("USD") {
p.SecondCurrency = "usdt"
currency = exchange.FormatExchangeCurrency(o.Name, p).String()
}
orderbookNew, err := o.GetSpotMarketDepth(ActualSpotDepthRequestParams{
Symbol: currency,
Size: 200,
})
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
data := orderbookNew.Bids[x]
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: data.Volume, Price: data.Price})
}
for x := range orderbookNew.Asks {
data := orderbookNew.Asks[x]
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: data.Volume, Price: data.Price})
}
}
orderbook.ProcessOrderbook(o.GetName(), p, orderBook, assetType)
return orderbook.GetOrderbook(o.Name, p, assetType)
}
// GetExchangeAccountInfo retrieves balances for all enabled currencies for the
// OKEX exchange
func (o *OKEX) GetExchangeAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
return response, errors.New("not implemented")
}
// GetExchangeFundTransferHistory returns funding history, deposits and
// withdrawals
func (o *OKEX) GetExchangeFundTransferHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, errors.New("not supported on exchange")
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (o *OKEX) GetExchangeHistory(p pair.CurrencyPair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, errors.New("trade history not yet implemented")
}
// SubmitExchangeOrder submits a new order
func (o *OKEX) SubmitExchangeOrder(p pair.CurrencyPair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (int64, error) {
return 0, errors.New("not yet implemented")
}
// ModifyExchangeOrder will allow of changing orderbook placement and limit to
// market conversion
func (o *OKEX) ModifyExchangeOrder(orderID int64, action exchange.ModifyOrder) (int64, error) {
return 0, errors.New("not yet implemented")
}
// CancelExchangeOrder cancels an order by its corresponding ID number
func (o *OKEX) CancelExchangeOrder(orderID int64) error {
return errors.New("not yet implemented")
}
// CancelAllExchangeOrders cancels all orders associated with a currency pair
func (o *OKEX) CancelAllExchangeOrders() error {
return errors.New("not yet implemented")
}
// GetExchangeOrderInfo returns information on a current open order
func (o *OKEX) GetExchangeOrderInfo(orderID int64) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, errors.New("not yet implemented")
}
// GetExchangeDepositAddress returns a deposit address for a specified currency
func (o *OKEX) GetExchangeDepositAddress(cryptocurrency pair.CurrencyItem) (string, error) {
return "", errors.New("not yet implemented")
}
// WithdrawCryptoExchangeFunds returns a withdrawal ID when a withdrawal is
// submitted
func (o *OKEX) WithdrawCryptoExchangeFunds(address string, cryptocurrency pair.CurrencyItem, amount float64) (string, error) {
return "", errors.New("not yet implemented")
}
// WithdrawFiatExchangeFunds returns a withdrawal ID when a
// withdrawal is submitted
func (o *OKEX) WithdrawFiatExchangeFunds(currency pair.CurrencyItem, amount float64) (string, error) {
return "", errors.New("not yet implemented")
}
// WithdrawFiatExchangeFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (o *OKEX) WithdrawFiatExchangeFundsToInternationalBank(currency pair.CurrencyItem, amount float64) (string, error) {
return "", errors.New("not yet implemented")
}