Files
gocryptotrader/exchanges/okx/helpers.go
Samuael A. 5c892307c7 exchanges: Okx Update (#1420)
* update acccount ratelimits and added missing endpoints

* completed mapping missing trade accoung REST endpoints and Rate Limit

* added orderbook trading missing REST endpoints

* Added few missing endpoints and unit tests

* Completed grid trading and signal bot trading with unit tests

* Added Recurring Buy endpoints and corresponding unit tests

* Added copy trading endpoints and unit tests

* added newly added block trading and spread endpoints

* completed mapping spread endpoints

* Added new endpoints and unit tests

* Added round 1: Okx types and converts update.

* Update endpoints handling and types update

* Removed constants, updated unit tests, and updated endpoint methods

* Slight endpoint and unit test update

* Added spread and other websocket endpoints and update

* completed Spread WS Orderbook handler

* Added missing spread channels and handlers

* Adding Bussinss websocket and missing subscriptions, update unit tests, and endpoints

* Added spread endpoints to wrapper and unit tests update

* Added missing websocket subscriptions and copy trading endpoints

* Added missing endpoints and re-organize business websocket handlers

* Docs update

* Endpoints code updates

* types, unit test and endpoints update

* Minor unit tests update

* spelling fix

* fix unit test issues

* Updating unit tests error handling

* Updating unit tests error handling

* Unit tests assertion handling update

* Unit tests update

* Resolve linter issues

* linter issues fix

* Orderbook unit test error fix

* Minor fixes

* Change on test handling and types

* Updating unit tests and cleanups

* Fix unit test issues

* Add ratelimit test and update unit tests and methods

* Update method parameters and error declarations

* Added lending endpoints, unit tests, and update endpoint methods and error declarations

* Update ratelimiters, add missing lending and trading endpoints and unit tests

* Update websocket authentication and subscription handling

* Minor update to unit test and types

* Types, error handling, and other minor updates

* Update unit tests and endpoint functions

* error declarations update and unit tests

* Overall update on unit endpoint, unit tests, and types

* Adding review fixes

* Update on endpoints, order types, and unit tests

* Update unit tests and endpoint functions

* Update on endpoint and update missing parameters

* Implemented and tested newly added trading endpoints

* endpoints update and unit tests

* Update missing endpoints and update overall code

* added and testing funding and fiat related endpoints

* Update on convert and fiat related endpoints

* linter fix, types, endpoints, and unit tests update

* linter issues fix

* revert changes on tempos

* Fix Panic and update websocket auth calls handling

* config linter issue fix

* Fix panic issues and update unit tests

* Fix race condition, TestAllExchangeWrappers unit test issues

* Fix withdrawal manager test issue

* Rename ClosePositionForContractrID --> ClosePositionForContractID

* Rename ClosePositionForContractrID --> ClosePositionForContractID

* Fix error

* endpoints update and fix unit test issues

* added unit tests, updated comments, and code sections

* revert change in defaultSubscriptions

* few types comments update

* Minor changes

* remove lending endpoints

* rm mistakenly added code

* fix unit test

* minor unit test fix

* Adding offline error tests, update endpoints function, config update

* Update unit test coverage for offline error handliing

* Updating wrapper algo order coverage, endpoint calls, and unit tests

* Updating wrapper trade functions to accomodate algo orders

* update wrapper unit tests

* Fix wrapper order functions offline errors handling

* Tested and updated wrapper order functions

* Address review comments

* update order unit tests, and okx endpoint functions

* finalize affected order, endpoint, and margin endpoints

* Slight change on margin unit test

* fix margin unit test issues

* Minor change on unit test

* updates on contract settlement and future contract wrapper function

* add test coverage for contract functions and minor fix on wrapper

* Overall update and unit testing

* codespell, unit tests, type declaration and naming, and code-structure updates

* margin types value and validation function fix

* Update tests and helper funcs

* Improve test coverage

* helper functions and unit tests update

* Fix margin unit test

* Minor review updates

* minor fix on if statement

* Update helper functions

* error handling and functions naming update

* update comment

* minor error return fixes

* minor unit test fix

* Minor fix on spread websocket orders handling

* codespell fix

* skip orderbook depth with incomplete price

* skip orderbook depth with incomplete price
2025-02-10 10:44:48 +11:00

194 lines
5.7 KiB
Go

package okx
import (
"fmt"
"slices"
"strings"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
)
// orderTypeFromString returns order.Type instance from string
func orderTypeFromString(orderType string) (order.Type, error) {
orderType = strings.ToLower(orderType)
switch orderType {
case orderMarket:
return order.Market, nil
case orderLimit:
return order.Limit, nil
case orderPostOnly:
return order.PostOnly, nil
case orderFOK:
return order.FillOrKill, nil
case orderIOC:
return order.ImmediateOrCancel, nil
case orderOptimalLimitIOC:
return order.OptimalLimitIOC, nil
case "mmp":
return order.MarketMakerProtection, nil
case "mmp_and_post_only":
return order.MarketMakerProtectionAndPostOnly, nil
case "twap":
return order.TWAP, nil
case "move_order_stop":
return order.TrailingStop, nil
case "chase":
return order.Chase, nil
default:
return order.UnknownType, fmt.Errorf("%w %v", order.ErrTypeIsInvalid, orderType)
}
}
// orderTypeString returns a string representation of order.Type instance
func orderTypeString(orderType order.Type) (string, error) {
switch orderType {
case order.ImmediateOrCancel:
return "ioc", nil
case order.Market, order.Limit, order.Trigger,
order.PostOnly, order.FillOrKill, order.OptimalLimitIOC,
order.MarketMakerProtection, order.MarketMakerProtectionAndPostOnly,
order.Chase, order.TWAP, order.OCO:
return orderType.Lower(), nil
case order.ConditionalStop:
return "conditional", nil
case order.TrailingStop:
return "move_order_stop", nil
default:
return "", fmt.Errorf("%w: `%v`", order.ErrUnsupportedOrderType, orderType)
}
}
// getAssetsFromInstrumentID parses an instrument ID and returns a list of assets types
// that the instrument is associated with
func (ok *Okx) getAssetsFromInstrumentID(instrumentID string) ([]asset.Item, error) {
if instrumentID == "" {
return nil, errMissingInstrumentID
}
pf, err := ok.CurrencyPairs.GetFormat(asset.Spot, true)
if err != nil {
return nil, err
}
splitSymbol := strings.Split(instrumentID, pf.Delimiter)
if len(splitSymbol) <= 1 {
return nil, fmt.Errorf("%w %v", currency.ErrCurrencyNotSupported, instrumentID)
}
pair, err := currency.NewPairDelimiter(instrumentID, pf.Delimiter)
if err != nil {
return nil, fmt.Errorf("%w: `%s`", err, instrumentID)
}
switch {
case len(splitSymbol) == 2:
resp := make([]asset.Item, 0, 2)
enabled, err := ok.IsPairEnabled(pair, asset.Spot)
if err != nil {
return nil, err
}
if enabled {
resp = append(resp, asset.Spot)
}
enabled, err = ok.IsPairEnabled(pair, asset.Margin)
if err != nil {
return nil, err
}
if enabled {
resp = append(resp, asset.Margin)
}
if len(resp) > 0 {
return resp, nil
}
case len(splitSymbol) > 2:
var aType asset.Item
switch strings.ToLower(splitSymbol[len(splitSymbol)-1]) {
case "swap":
aType = asset.PerpetualSwap
case "c", "p":
aType = asset.Options
default:
aType = asset.Futures
}
enabled, err := ok.IsPairEnabled(pair, aType)
if err != nil {
return nil, err
} else if enabled {
return []asset.Item{aType}, nil
}
}
return nil, fmt.Errorf("%w: no asset enabled with instrument ID `%v`", asset.ErrNotEnabled, instrumentID)
}
// assetTypeFromInstrumentType returns an asset Item instance given and Instrument Type string
func assetTypeFromInstrumentType(instrumentType string) (asset.Item, error) {
switch strings.ToUpper(instrumentType) {
case instTypeSwap, instTypeContract:
return asset.PerpetualSwap, nil
case instTypeSpot:
return asset.Spot, nil
case instTypeMargin:
return asset.Margin, nil
case instTypeFutures:
return asset.Futures, nil
case instTypeOption:
return asset.Options, nil
case "":
return asset.Empty, nil
default:
return asset.Empty, asset.ErrNotSupported
}
}
func (ok *Okx) validatePlaceOrderParams(arg *PlaceOrderRequestParam) error {
if arg == nil {
return common.ErrNilPointer
}
if arg.InstrumentID == "" {
return errMissingInstrumentID
}
if arg.AssetType == asset.Spot || arg.AssetType == asset.Margin || arg.AssetType == asset.Empty {
arg.Side = strings.ToLower(arg.Side)
if arg.Side != order.Buy.Lower() && arg.Side != order.Sell.Lower() {
return fmt.Errorf("%w %s", order.ErrSideIsInvalid, arg.Side)
}
}
if !slices.Contains([]string{"", TradeModeCross, TradeModeIsolated, TradeModeCash}, arg.TradeMode) {
return fmt.Errorf("%w %s", errInvalidTradeModeValue, arg.TradeMode)
}
if arg.AssetType == asset.Futures || arg.AssetType == asset.PerpetualSwap {
arg.PositionSide = strings.ToLower(arg.PositionSide)
if !slices.Contains([]string{"long", "short"}, arg.PositionSide) {
return fmt.Errorf("%w: `%s`, 'long' or 'short' supported", order.ErrSideIsInvalid, arg.PositionSide)
}
}
arg.OrderType = strings.ToLower(arg.OrderType)
if !slices.Contains([]string{orderMarket, orderLimit, orderPostOnly, orderFOK, orderIOC, orderOptimalLimitIOC, "mmp", "mmp_and_post_only"}, arg.OrderType) {
return fmt.Errorf("%w: '%v'", order.ErrTypeIsInvalid, arg.OrderType)
}
if arg.Amount <= 0 {
return order.ErrAmountBelowMin
}
if !slices.Contains([]string{"", "base_ccy", "quote_ccy"}, arg.QuantityType) {
return errCurrencyQuantityTypeRequired
}
return nil
}
// assetTypeString returns a string representation of asset type
func assetTypeString(assetType asset.Item) (string, error) {
switch assetType {
case asset.Spot:
return "SPOT", nil
case asset.Margin:
return "MARGIN", nil
case asset.Futures:
return "FUTURES", nil
case asset.Options:
return "OPTION", nil
case asset.PerpetualSwap:
return "SWAP", nil
default:
return "", asset.ErrNotSupported
}
}