mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 15:09:42 +00:00
e8b517ef0a
1) Although gRPC does server side validation currently, validate basic things on gctcli before relaying the request to the gRPC server 2) Make pair format consistent for the exchange sycner 3) Fix OKEX ticker failure due to thinking futures info is authenticated 4) Start filling out config tests 5) Extend timeout for golangci config so that AppVeyor has time to complete (Travis is fine) 6) Add IsSupported exchange func for easy lookup
515 lines
31 KiB
Go
515 lines
31 KiB
Go
package okex
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import (
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"fmt"
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"net/http"
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"strconv"
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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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okExAuthRate = 600
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okExUnauthRate = 600
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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:10442/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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// GetFuturesOrderBook List all contracts. This request does not support pagination. The full list will be returned for a request.
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func (o *OKEX) GetFuturesOrderBook(request okgroup.GetFuturesOrderBookRequest) (resp okgroup.GetFuturesOrderBookResponse, err error) {
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requestURL := fmt.Sprintf("%v/%v/%v%v", okgroup.OKGroupInstruments, request.InstrumentID, okgroup.OKGroupGetSpotOrderBook, okgroup.FormatParameters(request))
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type tempOB struct {
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Bids [][]string `json:"bids"`
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Asks [][]string `json:"asks"`
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Timestamp time.Time `json:"timestamp"`
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}
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var tmpOB tempOB
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err = o.SendHTTPRequest(http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &tmpOB, false)
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if err != nil {
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return resp, err
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}
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processOB := func(ob [][]string) ([]okgroup.FuturesOrderbookItem, error) {
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var processedOB []okgroup.FuturesOrderbookItem
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for x := range ob {
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price, convErr := strconv.ParseFloat(ob[x][0], 64)
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if err != nil {
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return nil, convErr
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}
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size, convErr := strconv.ParseInt(ob[x][1], 10, 64)
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if err != nil {
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return nil, convErr
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}
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liqOrders, convErr := strconv.ParseInt(ob[x][2], 10, 64)
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if err != nil {
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return nil, convErr
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}
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numOrders, convErr := strconv.ParseInt(ob[x][3], 10, 64)
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if err != nil {
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return nil, convErr
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}
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processedOB = append(processedOB, okgroup.FuturesOrderbookItem{
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Price: price,
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Size: size,
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ForceLiquidatedOrders: liqOrders,
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NumberOrders: numOrders,
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})
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}
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return processedOB, nil
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}
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resp.Bids, err = processOB(tmpOB.Bids)
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if err != nil {
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return
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}
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resp.Asks, err = processOB(tmpOB.Asks)
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if err != nil {
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return
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}
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resp.Timestamp = tmpOB.Timestamp
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return resp, nil
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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, true)
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}
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// GetFuturesMarketData Get the charts of the trading pairs. Charts are returned in grouped buckets based on requested granularity.
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func (o *OKEX) GetFuturesMarketData(request okgroup.GetFuturesMarketDateRequest) (resp okgroup.GetFuturesMarketDataResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v/%v%v", okgroup.OKGroupInstruments, request.InstrumentID, okgroup.OKGroupGetSpotMarketData, 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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// 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.
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func (o *OKEX) GetSwapAccountSettingsOfAContract(instrumentID string) (resp okgroup.GetSwapAccountSettingsOfAContractResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupAccounts, instrumentID, okGroupSettings)
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return resp, o.SendHTTPRequest(http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, true)
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}
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// SetSwapLeverageLevelOfAContract Setting the leverage level of a contract
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// TODO this returns invalid parameters, but matches spec. Unsure how to fix
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func (o *OKEX) SetSwapLeverageLevelOfAContract(request okgroup.SetSwapLeverageLevelOfAContractRequest) (resp okgroup.SetSwapLeverageLevelOfAContractResponse, _ error) {
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requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupAccounts, request.InstrumentID, okGroupFutureLeverage)
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request.InstrumentID = ""
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return resp, o.SendHTTPRequest(http.MethodPost, okGroupSwapSubsection, requestURL, request, &resp, true)
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}
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// GetSwapBillDetails 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) GetSwapBillDetails(request okgroup.GetSpotBillDetailsForCurrencyRequest) (resp []okgroup.GetSwapBillDetailsResponse, _ 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, okGroupSwapSubsection, requestURL, nil, &resp, true)
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}
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// PlaceSwapOrder OKEx perpetual swap trading only supports limit orders，USD as quote currency for 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) PlaceSwapOrder(request okgroup.PlaceSwapOrderRequest) (resp okgroup.PlaceSwapOrderResponse, _ error) {
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return resp, o.SendHTTPRequest(http.MethodPost, okGroupSwapSubsection, okGroupFutureOrder, request, &resp, true)
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}
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// 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)
|
||
}
|
||
|
||
// GetSwapOrderBook Get the charts of the trading pairs.
|
||
func (o *OKEX) GetSwapOrderBook(request okgroup.GetSwapOrderBookRequest) (resp okgroup.GetSwapOrderBookResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v/%v%v", okgroup.OKGroupInstruments, request.InstrumentID, okGroupDepth, okgroup.FormatParameters(request))
|
||
return resp, o.SendHTTPRequest(http.MethodGet, okGroupSwapSubsection, requestURL, 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)
|
||
}
|
||
|
||
// GetSwapMarketData Get the charts of the trading pairs.
|
||
func (o *OKEX) GetSwapMarketData(request okgroup.GetSwapMarketDataRequest) (resp []okgroup.GetSwapMarketDataResponse, _ error) {
|
||
requestURL := fmt.Sprintf("%v/%v/%v%v", okgroup.OKGroupInstruments, request.InstrumentID, okgroup.OKGroupGetSpotMarketData, 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)
|
||
}
|