mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
* Added TimeInForce type and updated related files * Linter issue fix and minor coinbasepro type update * Bitrex consts update * added unit test and minor changes in bittrex * Unit tests update * Fix minor linter issues * Update TestStringToTimeInForce unit test * Exchange test template change * A different approach * fix conflict with gateio timeInForce * minor exchange template update * Minor fix to test_files template * Update order tests * Complete updating the order unit tests * Updating exchange wrapper and test template files * update kucoin and deribit wrapper to match the time in force change * minor comment update * fix time-in-force related test errors * linter issue fix * ADD_NEW_EXCHANGE documentation update * time in force constants, functions and unit tests update * shift tif policies to TimeInForce * Update time-in-force, related functions, and unit tests * fix linter issue and time-in-force processing * added a good till crossing tif value * order type fix and fix related tim-in-force entries * update time-in-force unmarshaling and unit test * consistency guideline added * fix time-in-force error in gateio * linter issue fix * update based on review comments * add unit test and fix missing issues * minor fix and added benchmark unit test * change GTT to GTC for limit * fix linter issue * added time-in-force value to place order param * fix minor issues based on review comment and move tif code to separate files * update on exchanges linked to time-in-force * resolve missing review comments * minor linter issues fix * added time-in-force handler and update timeInForce parametered endpoint * minor fixes based on review * nits fix * update based on review * linter fix * rm getTimeInForce func and minor change to time-in-force * minor change * update based on review comments * wrappers and time-in-force calling approach * minor change * update gateio string to timeInForce conversion and unit test * update exchange template * update wrapper template file * policy comments, and template files update * rename all exchange types name to Exchange * update on template files and template generation * templates and generation code and other updates * linter issue fix * added subscriptions and websocket templates * update ADD_NEW_EXCHANGE.md with recent binance functions and implementations * rename template files and update unit tests * minor template and unit test fix * rename templates and fix on unit tests * update on template files and documentation * removed unnecessary tag fix and update templates * fix Add_NEW_EXCHANGE.md doc file * formatting, comments, and error checks update on template files * rename exchange receivers to e and ex for consistency * rename unit test exchange receiver and minor updates * linter issues fix * fix deribit issue and minor style update * fix test issues caused by receiver change * raname local variables exchange declaration variables * update templates comments * update templates and related comments * renamed ex to e * update template comments * toggle WS to false to improve coverage * template comments update * added test coverage to Ws enabled and minor changes --------- Co-authored-by: Samuel Reid <43227667+cranktakular@users.noreply.github.com>
345 lines
10 KiB
Go
345 lines
10 KiB
Go
package okx
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import (
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"context"
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"errors"
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"fmt"
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"reflect"
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"strconv"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/encoding/json"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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)
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var (
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errInvalidWebsocketRequest = errors.New("invalid websocket request")
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errOperationFailed = errors.New("operation failed")
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errPartialSuccess = errors.New("bulk operation partially succeeded")
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errMassCancelFailed = errors.New("mass cancel failed")
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errCancelAllSpreadOrdersFailed = errors.New("cancel all spread orders failed")
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errMultipleItemsReturned = errors.New("multiple items returned")
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)
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// WSPlaceOrder submits an order
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func (e *Exchange) WSPlaceOrder(ctx context.Context, arg *PlaceOrderRequestParam) (*OrderData, error) {
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if err := arg.Validate(); err != nil {
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return nil, err
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}
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id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
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var resp []*OrderData
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if err := e.SendAuthenticatedWebsocketRequest(ctx, placeOrderEPL, id, "order", []PlaceOrderRequestParam{*arg}, &resp); err != nil {
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return nil, err
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}
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return singleItem(resp)
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}
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// WSPlaceMultipleOrders submits multiple orders
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func (e *Exchange) WSPlaceMultipleOrders(ctx context.Context, args []PlaceOrderRequestParam) ([]*OrderData, error) {
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if len(args) == 0 {
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return nil, fmt.Errorf("%T: %w", args, order.ErrSubmissionIsNil)
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}
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for i := range args {
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if err := args[i].Validate(); err != nil {
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return nil, err
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}
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}
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id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
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var resp []*OrderData
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return resp, e.SendAuthenticatedWebsocketRequest(ctx, placeMultipleOrdersEPL, id, "batch-orders", args, &resp)
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}
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// WSCancelOrder cancels an order
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func (e *Exchange) WSCancelOrder(ctx context.Context, arg *CancelOrderRequestParam) (*OrderData, error) {
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if arg == nil {
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return nil, fmt.Errorf("%T: %w", arg, common.ErrNilPointer)
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}
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if arg.InstrumentID == "" {
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return nil, errMissingInstrumentID
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}
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if arg.OrderID == "" && arg.ClientOrderID == "" {
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return nil, order.ErrOrderIDNotSet
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}
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id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
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var resp []*OrderData
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if err := e.SendAuthenticatedWebsocketRequest(ctx, cancelOrderEPL, id, "cancel-order", []CancelOrderRequestParam{*arg}, &resp); err != nil {
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return nil, err
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}
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return singleItem(resp)
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}
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// WSCancelMultipleOrders cancels multiple orders
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func (e *Exchange) WSCancelMultipleOrders(ctx context.Context, args []CancelOrderRequestParam) ([]*OrderData, error) {
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if len(args) == 0 {
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return nil, fmt.Errorf("%T: %w", args, order.ErrSubmissionIsNil)
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}
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for i := range args {
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if args[i].InstrumentID == "" {
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return nil, errMissingInstrumentID
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}
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if args[i].OrderID == "" && args[i].ClientOrderID == "" {
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return nil, order.ErrOrderIDNotSet
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}
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}
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id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
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var resp []*OrderData
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return resp, e.SendAuthenticatedWebsocketRequest(ctx, cancelMultipleOrdersEPL, id, "batch-cancel-orders", args, &resp)
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}
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// WSAmendOrder amends an order
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func (e *Exchange) WSAmendOrder(ctx context.Context, arg *AmendOrderRequestParams) (*OrderData, error) {
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if arg == nil {
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return nil, fmt.Errorf("%T: %w", arg, common.ErrNilPointer)
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}
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if arg.InstrumentID == "" {
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return nil, errMissingInstrumentID
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}
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if arg.ClientOrderID == "" && arg.OrderID == "" {
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return nil, order.ErrOrderIDNotSet
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}
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if arg.NewQuantity <= 0 && arg.NewPrice <= 0 {
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return nil, errInvalidNewSizeOrPriceInformation
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}
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id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
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var resp []*OrderData
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if err := e.SendAuthenticatedWebsocketRequest(ctx, amendOrderEPL, id, "amend-order", []AmendOrderRequestParams{*arg}, &resp); err != nil {
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return nil, err
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}
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return singleItem(resp)
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}
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// WSAmendMultipleOrders amends multiple orders
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func (e *Exchange) WSAmendMultipleOrders(ctx context.Context, args []AmendOrderRequestParams) ([]*OrderData, error) {
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if len(args) == 0 {
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return nil, fmt.Errorf("%T: %w", args, order.ErrSubmissionIsNil)
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}
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for x := range args {
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if args[x].InstrumentID == "" {
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return nil, errMissingInstrumentID
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}
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if args[x].ClientOrderID == "" && args[x].OrderID == "" {
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return nil, order.ErrOrderIDNotSet
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}
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if args[x].NewQuantity <= 0 && args[x].NewPrice <= 0 {
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return nil, errInvalidNewSizeOrPriceInformation
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}
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}
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id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
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var resp []*OrderData
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return resp, e.SendAuthenticatedWebsocketRequest(ctx, amendMultipleOrdersEPL, id, "batch-amend-orders", args, &resp)
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}
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// WSMassCancelOrders cancels all MMP pending orders of an instrument family. Only applicable to Option in Portfolio Margin mode, and MMP privilege is required.
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func (e *Exchange) WSMassCancelOrders(ctx context.Context, args []CancelMassReqParam) error {
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if len(args) == 0 {
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return fmt.Errorf("%T: %w", args, order.ErrSubmissionIsNil)
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}
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for x := range args {
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if args[x].InstrumentType == "" {
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return fmt.Errorf("%w, instrument type can not be empty", errInvalidInstrumentType)
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}
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if args[x].InstrumentFamily == "" {
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return errInstrumentFamilyRequired
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}
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}
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id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
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var resps []*struct {
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Result bool `json:"result"`
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}
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if err := e.SendAuthenticatedWebsocketRequest(ctx, amendOrderEPL, id, "mass-cancel", args, &resps); err != nil {
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return err
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}
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resp, err := singleItem(resps)
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if err != nil {
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return err
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}
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if !resp.Result {
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return errMassCancelFailed
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}
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return nil
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}
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// WSPlaceSpreadOrder submits a spread order
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func (e *Exchange) WSPlaceSpreadOrder(ctx context.Context, arg *SpreadOrderParam) (*SpreadOrderResponse, error) {
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if err := arg.Validate(); err != nil {
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return nil, err
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}
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id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
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var resp []*SpreadOrderResponse
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if err := e.SendAuthenticatedWebsocketRequest(ctx, placeSpreadOrderEPL, id, "sprd-order", []SpreadOrderParam{*arg}, &resp); err != nil {
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return nil, err
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}
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return singleItem(resp)
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}
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// WSAmendSpreadOrder amends a spread order
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func (e *Exchange) WSAmendSpreadOrder(ctx context.Context, arg *AmendSpreadOrderParam) (*SpreadOrderResponse, error) {
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if arg == nil {
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return nil, fmt.Errorf("%T: %w", arg, common.ErrNilPointer)
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}
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if arg.OrderID == "" && arg.ClientOrderID == "" {
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return nil, order.ErrOrderIDNotSet
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}
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if arg.NewPrice == 0 && arg.NewSize == 0 {
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return nil, errSizeOrPriceIsRequired
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}
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id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
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var resp []*SpreadOrderResponse
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if err := e.SendAuthenticatedWebsocketRequest(ctx, amendSpreadOrderEPL, id, "sprd-amend-order", []AmendSpreadOrderParam{*arg}, &resp); err != nil {
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return nil, err
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}
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return singleItem(resp)
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}
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// WSCancelSpreadOrder cancels an incomplete spread order through the websocket connection.
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func (e *Exchange) WSCancelSpreadOrder(ctx context.Context, orderID, clientOrderID string) (*SpreadOrderResponse, error) {
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if orderID == "" && clientOrderID == "" {
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return nil, order.ErrOrderIDNotSet
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}
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arg := make(map[string]string)
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if orderID != "" {
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arg["ordId"] = orderID
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}
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if clientOrderID != "" {
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arg["clOrdId"] = clientOrderID
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}
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id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
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var resp []*SpreadOrderResponse
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if err := e.SendAuthenticatedWebsocketRequest(ctx, cancelSpreadOrderEPL, id, "sprd-cancel-order", []map[string]string{arg}, &resp); err != nil {
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return nil, err
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}
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return singleItem(resp)
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}
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// WSCancelAllSpreadOrders cancels all spread orders and return success message through the websocket channel.
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func (e *Exchange) WSCancelAllSpreadOrders(ctx context.Context, spreadID string) error {
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arg := make(map[string]string, 1)
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if spreadID != "" {
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arg["sprdId"] = spreadID
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}
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id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
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var resps []*ResponseResult
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if err := e.SendAuthenticatedWebsocketRequest(ctx, cancelAllSpreadOrderEPL, id, "sprd-mass-cancel", []map[string]string{arg}, &resps); err != nil {
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return err
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}
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resp, err := singleItem(resps)
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if err != nil {
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return err
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}
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if !resp.Result {
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return errCancelAllSpreadOrdersFailed
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}
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return nil
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}
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// SendAuthenticatedWebsocketRequest sends a websocket request to the server
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func (e *Exchange) SendAuthenticatedWebsocketRequest(ctx context.Context, epl request.EndpointLimit, id, operation string, payload, result any) error {
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if operation == "" || payload == nil {
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return errInvalidWebsocketRequest
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}
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outbound := &struct {
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ID string `json:"id"`
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Operation string `json:"op"`
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Arguments any `json:"args"`
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// TODO: Add ExpTime to the struct, the struct should look like this:
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// ExpTime string `json:"expTime,omitempty"` so a deadline can be set
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// Request effective deadline. Unix timestamp format in milliseconds, e.g. 1597026383085
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}{
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ID: id,
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Operation: operation,
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Arguments: payload,
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}
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incoming, err := e.Websocket.AuthConn.SendMessageReturnResponse(ctx, epl, id, outbound)
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if err != nil {
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return err
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}
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intermediary := struct {
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ID string `json:"id"`
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Operation string `json:"op"`
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Code int64 `json:"code,string"`
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Message string `json:"msg"`
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Data any `json:"data"`
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InTime string `json:"inTime"`
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OutTime string `json:"outTime"`
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}{
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Data: result,
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}
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if err := json.Unmarshal(incoming, &intermediary); err != nil {
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return err
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}
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switch intermediary.Code {
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case 0:
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return nil
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case 1:
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return parseWSResponseErrors(result, errOperationFailed)
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case 2:
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return parseWSResponseErrors(result, errPartialSuccess)
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default:
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return getStatusError(intermediary.Code, intermediary.Message)
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}
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}
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func parseWSResponseErrors(result any, err error) error {
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s := reflect.ValueOf(result).Elem()
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for i := range s.Len() {
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v := s.Index(i)
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if subErr, ok := v.Interface().(interface{ Error() error }); ok && subErr.Error() != nil {
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err = common.AppendError(err, fmt.Errorf("%s[%d]: %w", v.Type(), i+1, subErr.Error()))
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}
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}
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return err
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}
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func singleItem[T any](resp []*T) (*T, error) {
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if len(resp) == 0 {
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return nil, common.ErrNoResponse
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}
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if len(resp) > 1 {
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return nil, fmt.Errorf("%w, received %d", errMultipleItemsReturned, len(resp))
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}
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return resp[0], nil
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}
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