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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,148 +1,120 @@ | ||
| package exchange | ||
|
|
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| import ( | ||
| "encoding/json" | ||
| "errors" | ||
| "fmt" | ||
| "math" | ||
| "strconv" | ||
| "strings" | ||
| "time" | ||
|
|
||
| "github.com/polyrabbit/my-token/exchange/model" | ||
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| "github.com/polyrabbit/my-token/http" | ||
| "github.com/sirupsen/logrus" | ||
| "github.com/tidwall/gjson" | ||
| ) | ||
|
|
||
| // https://github.com/okcoin-okex/API-docs-OKEx.com | ||
| const okexBaseApi = "https://www.okex.com/api/v1" | ||
| // https://www.okex.com/docs/zh/#spot-some | ||
| const okexBaseApi = "https://www.okex.com/api/spot/v3/instruments/" | ||
|
|
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| type okexClient struct { | ||
| AccessKey string | ||
| SecretKey string | ||
| } | ||
|
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| type okexErrorResponse struct { | ||
| ErrorCode int `json:"error_code"` | ||
| } | ||
|
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| type okexTickerResponse struct { | ||
| okexErrorResponse | ||
| Date int64 `json:",string"` | ||
| Ticker struct { | ||
| Last float64 `json:",string"` | ||
| } | ||
| } | ||
|
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| type okexKlineResponse struct { | ||
| okexErrorResponse | ||
| Data [][]interface{} | ||
| } | ||
|
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| func (resp *okexTickerResponse) getCommonResponse() okexErrorResponse { | ||
| return resp.okexErrorResponse | ||
| } | ||
|
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| func (resp *okexTickerResponse) getInternalData() interface{} { | ||
| return resp | ||
| } | ||
|
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| func (resp *okexKlineResponse) getCommonResponse() okexErrorResponse { | ||
| return resp.okexErrorResponse | ||
| } | ||
|
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| func (resp *okexKlineResponse) getInternalData() interface{} { | ||
| return &resp.Data | ||
| } | ||
|
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| // Any way to hold the common response, instead of adding an interface here? | ||
| type okexCommonResponseProvider interface { | ||
| getCommonResponse() okexErrorResponse | ||
| getInternalData() interface{} | ||
| } | ||
|
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| func (client *okexClient) GetName() string { | ||
| return "OKEx" | ||
| } | ||
|
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| func (client *okexClient) decodeResponse(respBytes []byte, respJSON okexCommonResponseProvider) error { | ||
| // What a messy | ||
| respBody := strings.TrimSpace(string(respBytes)) | ||
| if respBody[0] == '[' { | ||
| return json.Unmarshal(respBytes, respJSON.getInternalData()) | ||
| func (client *okexClient) GetKlinePrice(symbol, granularity string, start, end time.Time) (float64, error) { | ||
| respByte, err := http.Get(okexBaseApi+symbol+"/candles", map[string]string{ | ||
| "granularity": granularity, | ||
| "start": start.UTC().Format(time.RFC3339), | ||
| "end": end.UTC().Format(time.RFC3339), | ||
| }) | ||
| if err := client.extractError(respByte); err != nil { | ||
| return 0, fmt.Errorf("okex get candles: %w", err) | ||
| } | ||
|
|
||
| if err := json.Unmarshal(respBytes, &respJSON); err != nil { | ||
| return err | ||
| if err != nil { | ||
| return 0, fmt.Errorf("okex get candles: %w", err) | ||
| } | ||
|
|
||
| // All I need is to get the common part, I don't like this | ||
| commonResponse := respJSON.getCommonResponse() | ||
| if commonResponse.ErrorCode != 0 { | ||
| return fmt.Errorf("error_code: %v", commonResponse.ErrorCode) | ||
| klines := gjson.ParseBytes(respByte).Array() | ||
| if len(klines) == 0 { | ||
| return 0, fmt.Errorf("okex got empty candles response") | ||
| } | ||
| return nil | ||
| } | ||
|
|
||
| func (client *okexClient) GetKlinePrice(symbol, period string, size int) (float64, error) { | ||
| symbol = strings.ToLower(symbol) | ||
| respByte, err := http.Get(okexBaseApi+"/kline.do", map[string]string{ | ||
| "symbol": symbol, | ||
| "type": period, | ||
| "size": strconv.Itoa(size), | ||
| }) | ||
| if err != nil { | ||
| return 0, err | ||
| lastKline := klines[len(klines)-1] | ||
| if len(lastKline.Array()) != 6 { | ||
| return 0, fmt.Errorf(`okex malformed kline response, got size %d`, len(lastKline.Array())) | ||
| } | ||
|
|
||
| var respJSON okexKlineResponse | ||
| err = client.decodeResponse(respByte, &respJSON) | ||
| if err != nil { | ||
| return 0, err | ||
| updated := time.Now() | ||
| if parsed, err := time.Parse(time.RFC3339, lastKline.Get("0").String()); err == nil { | ||
| updated = parsed | ||
| } | ||
| logrus.Debugf("%s - Kline for %s*%v uses price at %s", client.GetName(), period, size, | ||
| time.Unix(int64(respJSON.Data[0][0].(float64))/1000, 0)) | ||
| return strconv.ParseFloat(respJSON.Data[0][1].(string), 64) | ||
| logrus.Debugf("%s - Kline for %s seconds uses price at %s", | ||
| client.GetName(), granularity, updated.Local()) | ||
| return lastKline.Get("1").Float(), nil | ||
| } | ||
|
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||
| func (client *okexClient) GetSymbolPrice(symbol string) (*model.SymbolPrice, error) { | ||
| respByte, err := http.Get(okexBaseApi+"/ticker.do", map[string]string{"symbol": strings.ToLower(symbol)}) | ||
| respByte, err := http.Get(okexBaseApi+symbol+"/ticker", nil) | ||
| if err := client.extractError(respByte); err != nil { | ||
| // Extract more readable first if have | ||
| return nil, fmt.Errorf("okex get symbol price: %w", err) | ||
| } | ||
| if err != nil { | ||
| return nil, err | ||
| return nil, fmt.Errorf("okex get symbol price: %w", err) | ||
| } | ||
|
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| var respJSON okexTickerResponse | ||
| err = client.decodeResponse(respByte, &respJSON) | ||
| lastV := gjson.GetBytes(respByte, "last") | ||
| if !lastV.Exists() { | ||
| return nil, fmt.Errorf(`okex malformed get symbol price response, missing "last" key`) | ||
| } | ||
| lastPrice := lastV.Float() | ||
| updateAtV := gjson.GetBytes(respByte, "timestamp") | ||
| if !updateAtV.Exists() { | ||
| return nil, fmt.Errorf(`okex malformed get symbol price response, missing "timestamp" key`) | ||
| } | ||
| updateAt, err := time.Parse(time.RFC3339, updateAtV.String()) | ||
| if err != nil { | ||
| return nil, err | ||
| return nil, fmt.Errorf("okex parse timestamp: %w", err) | ||
| } | ||
|
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||
| var percentChange1h, percentChange24h = math.MaxFloat64, math.MaxFloat64 | ||
| price1hAgo, err := client.GetKlinePrice(symbol, "1min", 60) | ||
| price1hAgo, err := client.GetKlinePrice(symbol, "60", updateAt.Add(-time.Hour), updateAt) | ||
| if err != nil { | ||
| logrus.Warnf("%s - Failed to get price 1 hour ago, error: %v\n", client.GetName(), err) | ||
| } else if price1hAgo != 0 { | ||
| percentChange1h = (respJSON.Ticker.Last - price1hAgo) / price1hAgo * 100 | ||
| percentChange1h = (lastPrice - price1hAgo) / price1hAgo * 100 | ||
| } | ||
|
|
||
| time.Sleep(time.Second) // Limit 1 req/sec for Kline | ||
| price24hAgo, err := client.GetKlinePrice(symbol, "3min", 492) // Why not 480? | ||
| price24hAgo, err := client.GetKlinePrice(symbol, "900", updateAt.Add(-24*time.Hour), updateAt) | ||
| if err != nil { | ||
| logrus.Warnf("%s - Failed to get price 24 hours ago, error: %v\n", client.GetName(), err) | ||
| } else if price24hAgo != 0 { | ||
| percentChange24h = (respJSON.Ticker.Last - price24hAgo) / price24hAgo * 100 | ||
| percentChange24h = (lastPrice - price24hAgo) / price24hAgo * 100 | ||
| } | ||
|
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||
| return &model.SymbolPrice{ | ||
| Symbol: symbol, | ||
| Price: strconv.FormatFloat(respJSON.Ticker.Last, 'f', -1, 64), | ||
| UpdateAt: time.Unix(respJSON.Date, 0), | ||
| Price: strconv.FormatFloat(lastPrice, 'f', -1, 64), | ||
| UpdateAt: updateAt, | ||
| Source: client.GetName(), | ||
| PercentChange1h: percentChange1h, | ||
| PercentChange24h: percentChange24h, | ||
| }, nil | ||
| } | ||
|
|
||
| // Check to see if we have error in the response | ||
| func (client *okexClient) extractError(respByte []byte) error { | ||
| errorMsg := gjson.GetBytes(respByte, "error_message") | ||
| if !errorMsg.Exists() { | ||
| errorMsg = gjson.GetBytes(respByte, "message") | ||
| } | ||
| if len(errorMsg.String()) != 0 { | ||
| return errors.New(errorMsg.String()) | ||
| } | ||
| return nil | ||
| } | ||
|
|
||
| func init() { | ||
| model.Register(new(okexClient)) | ||
| } |
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