|
1 | 1 | package exchange |
2 | 2 |
|
3 | 3 | import ( |
4 | | - "encoding/json" |
| 4 | + "errors" |
5 | 5 | "fmt" |
6 | 6 | "math" |
7 | 7 | "strconv" |
8 | | - "strings" |
9 | 8 | "time" |
10 | 9 |
|
11 | 10 | "github.com/polyrabbit/my-token/exchange/model" |
12 | | - |
13 | 11 | "github.com/polyrabbit/my-token/http" |
14 | 12 | "github.com/sirupsen/logrus" |
| 13 | + "github.com/tidwall/gjson" |
15 | 14 | ) |
16 | 15 |
|
17 | | -// https://github.com/okcoin-okex/API-docs-OKEx.com |
18 | | -const okexBaseApi = "https://www.okex.com/api/v1" |
| 16 | +// https://www.okex.com/docs/zh/#spot-some |
| 17 | +const okexBaseApi = "https://www.okex.com/api/spot/v3/instruments/" |
19 | 18 |
|
20 | 19 | type okexClient struct { |
21 | 20 | AccessKey string |
22 | 21 | SecretKey string |
23 | 22 | } |
24 | 23 |
|
25 | | -type okexErrorResponse struct { |
26 | | - ErrorCode int `json:"error_code"` |
27 | | -} |
28 | | - |
29 | | -type okexTickerResponse struct { |
30 | | - okexErrorResponse |
31 | | - Date int64 `json:",string"` |
32 | | - Ticker struct { |
33 | | - Last float64 `json:",string"` |
34 | | - } |
35 | | -} |
36 | | - |
37 | | -type okexKlineResponse struct { |
38 | | - okexErrorResponse |
39 | | - Data [][]interface{} |
40 | | -} |
41 | | - |
42 | | -func (resp *okexTickerResponse) getCommonResponse() okexErrorResponse { |
43 | | - return resp.okexErrorResponse |
44 | | -} |
45 | | - |
46 | | -func (resp *okexTickerResponse) getInternalData() interface{} { |
47 | | - return resp |
48 | | -} |
49 | | - |
50 | | -func (resp *okexKlineResponse) getCommonResponse() okexErrorResponse { |
51 | | - return resp.okexErrorResponse |
52 | | -} |
53 | | - |
54 | | -func (resp *okexKlineResponse) getInternalData() interface{} { |
55 | | - return &resp.Data |
56 | | -} |
57 | | - |
58 | | -// Any way to hold the common response, instead of adding an interface here? |
59 | | -type okexCommonResponseProvider interface { |
60 | | - getCommonResponse() okexErrorResponse |
61 | | - getInternalData() interface{} |
62 | | -} |
63 | | - |
64 | 24 | func (client *okexClient) GetName() string { |
65 | 25 | return "OKEx" |
66 | 26 | } |
67 | 27 |
|
68 | | -func (client *okexClient) decodeResponse(respBytes []byte, respJSON okexCommonResponseProvider) error { |
69 | | - // What a messy |
70 | | - respBody := strings.TrimSpace(string(respBytes)) |
71 | | - if respBody[0] == '[' { |
72 | | - return json.Unmarshal(respBytes, respJSON.getInternalData()) |
| 28 | +func (client *okexClient) GetKlinePrice(symbol, granularity string, start, end time.Time) (float64, error) { |
| 29 | + respByte, err := http.Get(okexBaseApi+symbol+"/candles", map[string]string{ |
| 30 | + "granularity": granularity, |
| 31 | + "start": start.UTC().Format(time.RFC3339), |
| 32 | + "end": end.UTC().Format(time.RFC3339), |
| 33 | + }) |
| 34 | + if err := client.extractError(respByte); err != nil { |
| 35 | + return 0, fmt.Errorf("okex get candles: %w", err) |
73 | 36 | } |
74 | | - |
75 | | - if err := json.Unmarshal(respBytes, &respJSON); err != nil { |
76 | | - return err |
| 37 | + if err != nil { |
| 38 | + return 0, fmt.Errorf("okex get candles: %w", err) |
77 | 39 | } |
78 | 40 |
|
79 | | - // All I need is to get the common part, I don't like this |
80 | | - commonResponse := respJSON.getCommonResponse() |
81 | | - if commonResponse.ErrorCode != 0 { |
82 | | - return fmt.Errorf("error_code: %v", commonResponse.ErrorCode) |
| 41 | + klines := gjson.ParseBytes(respByte).Array() |
| 42 | + if len(klines) == 0 { |
| 43 | + return 0, fmt.Errorf("okex got empty candles response") |
83 | 44 | } |
84 | | - return nil |
85 | | -} |
86 | | - |
87 | | -func (client *okexClient) GetKlinePrice(symbol, period string, size int) (float64, error) { |
88 | | - symbol = strings.ToLower(symbol) |
89 | | - respByte, err := http.Get(okexBaseApi+"/kline.do", map[string]string{ |
90 | | - "symbol": symbol, |
91 | | - "type": period, |
92 | | - "size": strconv.Itoa(size), |
93 | | - }) |
94 | | - if err != nil { |
95 | | - return 0, err |
| 45 | + lastKline := klines[len(klines)-1] |
| 46 | + if len(lastKline.Array()) != 6 { |
| 47 | + return 0, fmt.Errorf(`okex malformed kline response, got size %d`, len(lastKline.Array())) |
96 | 48 | } |
97 | | - |
98 | | - var respJSON okexKlineResponse |
99 | | - err = client.decodeResponse(respByte, &respJSON) |
100 | | - if err != nil { |
101 | | - return 0, err |
| 49 | + updated := time.Now() |
| 50 | + if parsed, err := time.Parse(time.RFC3339, lastKline.Get("0").String()); err == nil { |
| 51 | + updated = parsed |
102 | 52 | } |
103 | | - logrus.Debugf("%s - Kline for %s*%v uses price at %s", client.GetName(), period, size, |
104 | | - time.Unix(int64(respJSON.Data[0][0].(float64))/1000, 0)) |
105 | | - return strconv.ParseFloat(respJSON.Data[0][1].(string), 64) |
| 53 | + logrus.Debugf("%s - Kline for %s seconds uses price at %s", |
| 54 | + client.GetName(), granularity, updated.Local()) |
| 55 | + return lastKline.Get("1").Float(), nil |
106 | 56 | } |
107 | 57 |
|
108 | 58 | func (client *okexClient) GetSymbolPrice(symbol string) (*model.SymbolPrice, error) { |
109 | | - respByte, err := http.Get(okexBaseApi+"/ticker.do", map[string]string{"symbol": strings.ToLower(symbol)}) |
| 59 | + respByte, err := http.Get(okexBaseApi+symbol+"/ticker", nil) |
| 60 | + if err := client.extractError(respByte); err != nil { |
| 61 | + // Extract more readable first if have |
| 62 | + return nil, fmt.Errorf("okex get symbol price: %w", err) |
| 63 | + } |
110 | 64 | if err != nil { |
111 | | - return nil, err |
| 65 | + return nil, fmt.Errorf("okex get symbol price: %w", err) |
112 | 66 | } |
113 | | - |
114 | | - var respJSON okexTickerResponse |
115 | | - err = client.decodeResponse(respByte, &respJSON) |
| 67 | + lastV := gjson.GetBytes(respByte, "last") |
| 68 | + if !lastV.Exists() { |
| 69 | + return nil, fmt.Errorf(`okex malformed get symbol price response, missing "last" key`) |
| 70 | + } |
| 71 | + lastPrice := lastV.Float() |
| 72 | + updateAtV := gjson.GetBytes(respByte, "timestamp") |
| 73 | + if !updateAtV.Exists() { |
| 74 | + return nil, fmt.Errorf(`okex malformed get symbol price response, missing "timestamp" key`) |
| 75 | + } |
| 76 | + updateAt, err := time.Parse(time.RFC3339, updateAtV.String()) |
116 | 77 | if err != nil { |
117 | | - return nil, err |
| 78 | + return nil, fmt.Errorf("okex parse timestamp: %w", err) |
118 | 79 | } |
119 | 80 |
|
120 | 81 | var percentChange1h, percentChange24h = math.MaxFloat64, math.MaxFloat64 |
121 | | - price1hAgo, err := client.GetKlinePrice(symbol, "1min", 60) |
| 82 | + price1hAgo, err := client.GetKlinePrice(symbol, "60", updateAt.Add(-time.Hour), updateAt) |
122 | 83 | if err != nil { |
123 | 84 | logrus.Warnf("%s - Failed to get price 1 hour ago, error: %v\n", client.GetName(), err) |
124 | 85 | } else if price1hAgo != 0 { |
125 | | - percentChange1h = (respJSON.Ticker.Last - price1hAgo) / price1hAgo * 100 |
| 86 | + percentChange1h = (lastPrice - price1hAgo) / price1hAgo * 100 |
126 | 87 | } |
127 | 88 |
|
128 | | - time.Sleep(time.Second) // Limit 1 req/sec for Kline |
129 | | - price24hAgo, err := client.GetKlinePrice(symbol, "3min", 492) // Why not 480? |
| 89 | + price24hAgo, err := client.GetKlinePrice(symbol, "900", updateAt.Add(-24*time.Hour), updateAt) |
130 | 90 | if err != nil { |
131 | 91 | logrus.Warnf("%s - Failed to get price 24 hours ago, error: %v\n", client.GetName(), err) |
132 | 92 | } else if price24hAgo != 0 { |
133 | | - percentChange24h = (respJSON.Ticker.Last - price24hAgo) / price24hAgo * 100 |
| 93 | + percentChange24h = (lastPrice - price24hAgo) / price24hAgo * 100 |
134 | 94 | } |
135 | 95 |
|
136 | 96 | return &model.SymbolPrice{ |
137 | 97 | Symbol: symbol, |
138 | | - Price: strconv.FormatFloat(respJSON.Ticker.Last, 'f', -1, 64), |
139 | | - UpdateAt: time.Unix(respJSON.Date, 0), |
| 98 | + Price: strconv.FormatFloat(lastPrice, 'f', -1, 64), |
| 99 | + UpdateAt: updateAt, |
140 | 100 | Source: client.GetName(), |
141 | 101 | PercentChange1h: percentChange1h, |
142 | 102 | PercentChange24h: percentChange24h, |
143 | 103 | }, nil |
144 | 104 | } |
145 | 105 |
|
| 106 | +// Check to see if we have error in the response |
| 107 | +func (client *okexClient) extractError(respByte []byte) error { |
| 108 | + errorMsg := gjson.GetBytes(respByte, "error_message") |
| 109 | + if !errorMsg.Exists() { |
| 110 | + errorMsg = gjson.GetBytes(respByte, "message") |
| 111 | + } |
| 112 | + if len(errorMsg.String()) != 0 { |
| 113 | + return errors.New(errorMsg.String()) |
| 114 | + } |
| 115 | + return nil |
| 116 | +} |
| 117 | + |
146 | 118 | func init() { |
147 | 119 | model.Register(new(okexClient)) |
148 | 120 | } |
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