definitions.go

// Package okex is generally a golang Api wrapper of Okex V5 API
//
// https://www.okex.com/docs-v5/en
package okex

import (
	"encoding/json"
	"strconv"
	"strings"
	"time"
)

type (
	BaseURL              string
	InstrumentType       string
	MarginMode           string
	ContractType         string
	PositionType         string
	PositionSide         string
	ActualSide           string
	TradeMode            string
	CountAction          string
	OrderSide            string
	GreekType            string
	BarSize              string
	TradeSide            string
	ChannelName          string
	Operation            string
	EventType            string
	OrderType            string
	AlgoOrderType        string
	QuantityType         string
	OrderFlowType        string
	OrderState           string
	ActionType           string
	APIKeyAccess         string
	OptionType           string
	AliasType            string
	InstrumentState      string
	DeliveryExerciseType string
	CandleStickWsBarSize string

	Destination           int
	BillType              uint16
	BillSubType           uint16
	FeeCategory           uint16
	TransferType          uint16
	AccountType           uint16
	DepositState          uint16
	WithdrawalDestination uint16
	WithdrawalState       int8

	ConvertType uint16

	JSONFloat64 float64
	JSONInt64   int64
	JSONTime    time.Time

	ClientError error
)

const (
	RestURL       = BaseURL("https://www.okx.com")
	PublicWsURL   = BaseURL("wss://ws.okx.com:8443/ws/v5/public")
	PrivateWsURL  = BaseURL("wss://ws.okx.com:8443/ws/v5/private")
	BusinessWsURL = BaseURL("wss://ws.okx.com:8443/ws/v5/business")

	AwsRestURL      = BaseURL("https://aws.okx.com")
	AwsPublicWsURL  = BaseURL("wss://wsaws.okx.com:8443/ws/v5/public")
	AwsPrivateWsURL = BaseURL("wss://wsaws.okx.com:8443/ws/v5/private")

	DemoRestURL      = BaseURL("https://www.okx.com")
	DemoPublicWsURL  = BaseURL("wss://wspap.okx.com:8443/ws/v5/public?brokerId=9999")
	DemoPrivateWsURL = BaseURL("wss://wspap.okx.com:8443/ws/v5/private?brokerId=9999")

	OmegaRestURL      = BaseURL("https://www.omegaexchange.io")
	OmegaPublicWsURL  = BaseURL("wss://ws.okx.com:8443/ws/v5/public?brokerId=200")
	OmegaPrivateWsURL = BaseURL("wss://ws.okx.com:8443/ws/v5/private?brokerId=200")

	NormalServer   = Destination(iota + 1)
	AwsServer      = NormalServer + 1
	DemoServer     = AwsServer + 1
	OmegaServer    = DemoServer + 1
	BusinessServer = OmegaServer + 1

	SpotInstrument    = InstrumentType("SPOT")
	MarginInstrument  = InstrumentType("MARGIN")
	SwapInstrument    = InstrumentType("SWAP")
	FuturesInstrument = InstrumentType("FUTURES")
	OptionsInstrument = InstrumentType("OPTION")

	MarginCrossMode    = MarginMode("cross")
	MarginIsolatedMode = MarginMode("isolated")

	ContractLinearType  = ContractType("linear")
	ContractInverseType = ContractType("inverse")

	BillTransferType              = BillType(1)
	BillTradeType                 = BillType(2)
	BillDeliveryType              = BillType(3)
	BillAutoTokenConversionType   = BillType(4)
	BillLiquidationType           = BillType(5)
	BillMarginTransferType        = BillType(6)
	BillInterestDeductionType     = BillType(7)
	BillFundingFeeType            = BillType(8)
	BillADLType                   = BillType(9)
	BillClawbackType              = BillType(10)
	BillSystemTokenConversionType = BillType(11)
	BillStrategyTransferType      = BillType(12)
	BillDDHType                   = BillType(13)
	BillBlockTradeType            = BillType(14)
	BillQuickMarginType           = BillType(15)
	BillRepayType                 = BillType(22)
	BillSpreadTradingType         = BillType(24)
	BillProfitSharingExpensesType = BillType(250)
	BillProfitSharingRefundType   = BillType(251)
	BillProfitSharingIncomeType   = BillType(252)

	BillBuySubType                              = BillSubType(1)
	BillSellSubType                             = BillSubType(2)
	BillOpenLongSubType                         = BillSubType(3)
	BillOpenShortSubType                        = BillSubType(4)
	BillCloseLongSubType                        = BillSubType(5)
	BillCloseShortSubType                       = BillSubType(6)
	BillInterestDeductionSubType                = BillSubType(9)
	BillTransferInSubType                       = BillSubType(11)
	BillTransferOutSubType                      = BillSubType(12)
	BillManualMarginIncreaseSubType             = BillSubType(160)
	BillManualMarginDecreaseSubType             = BillSubType(161)
	BillAutoMarginIncreaseSubType               = BillSubType(162)
	BillAutoBuySubType                          = BillSubType(110)
	BillAutoSellSubType                         = BillSubType(111)
	BillSystemTokenConversionTransferInSubType  = BillSubType(118)
	BillSystemTokenConversionTransferOutSubType = BillSubType(119)
	BillPartialLiquidationCloseLongSubType      = BillSubType(100)
	BillPartialLiquidationCloseShortSubType     = BillSubType(101)
	BillPartialLiquidationBuySubType            = BillSubType(102)
	BillPartialLiquidationSellSubType           = BillSubType(103)
	BillLiquidationLongSubType                  = BillSubType(104)
	BillLiquidationShortSubType                 = BillSubType(105)
	BillLiquidationBuySubType                   = BillSubType(106)
	BillLiquidationSellSubType                  = BillSubType(107)
	BillLiquidationTransferInSubType            = BillSubType(110)
	BillLiquidationTransferOutSubType           = BillSubType(111)
	BillADLCloseLongSubType                     = BillSubType(125)
	BillADLCloseShortSubType                    = BillSubType(126)
	BillADLBuySubType                           = BillSubType(127)
	BillADLSellSubType                          = BillSubType(128)
	BillExercisedSubType                        = BillSubType(170)
	BillCounterpartyExercisedSubType            = BillSubType(171)
	BillExpiredOTMSubType                       = BillSubType(172)
	BillDeliveryLongSubType                     = BillSubType(112)
	BillDeliveryShortSubType                    = BillSubType(113)
	BillDeliveryExerciseClawbackSubType         = BillSubType(117)
	BillFundingFeeExpenseSubType                = BillSubType(173)
	BillFundingFeeIncomeSubType                 = BillSubType(174)
	BillSystemTransferInSubType                 = BillSubType(200)
	BillManuallyTransferInSubType               = BillSubType(201)
	BillSystemTransferOutSubType                = BillSubType(202)
	BillManuallyTransferOutSubType              = BillSubType(203)
	BillCryptoDustAutoTransferOutSubType        = BillSubType(290)

	PositionLongShortMode = PositionType("long_short_mode")
	PositionNetMode       = PositionType("net_mode")

	PositionLongSide  = PositionSide("long")
	PositionShortSide = PositionSide("short")
	PositionNetSide   = PositionSide("net")

	TpSide = ActualSide("tp")
	SlSide = ActualSide("sl")

	TradeCrossMode    = TradeMode("cross")
	TradeIsolatedMode = TradeMode("isolated")
	TradeCashMode     = TradeMode("cash")

	CountIncrease = CountAction("add")
	CountDecrease = CountAction("reduce")

	OrderBuy  = OrderSide("buy")
	OrderSell = OrderSide("sell")

	GreekInCoin    = GreekType("PA")
	GreekInDollars = GreekType("PB")

	Bar1m  = BarSize("1m")
	Bar3m  = BarSize("3m")
	Bar5m  = BarSize("5m")
	Bar15m = BarSize("15m")
	Bar30m = BarSize("130")
	Bar1H  = BarSize("1H")
	Bar2H  = BarSize("2H")
	Bar4H  = BarSize("4H")
	Bar6H  = BarSize("6H")
	Bar8H  = BarSize("8H")
	Bar12H = BarSize("12H")
	Bar1D  = BarSize("1D")
	Bar1W  = BarSize("1W")
	Bar1M  = BarSize("1M")
	Bar3M  = BarSize("3M")
	Bar6M  = BarSize("6M")
	Bar1Y  = BarSize("1Y")

	TradeBuySide  = TradeSide("buy")
	TradeSellSide = TradeSide("sell")

	LoginOperation            = Operation("login")
	SubscribeOperation        = Operation("subscribe")
	UnsubscribeOperation      = Operation("unsubscribe")
	OrderOperation            = Operation("order")
	BatchOrderOperation       = Operation("batch-orders")
	CancelOrderOperation      = Operation("cancel-order")
	BatchCancelOrderOperation = Operation("batch-cancel-orders")
	AmendOrderOperation       = Operation("amend-order")
	BatchAmendOrderOperation  = Operation("batch-amend-orders")

	OrderMarket   = OrderType("market")
	OrderLimit    = OrderType("limit")
	OrderPostOnly = OrderType("post_only")
	// OrderFOK is Fill-or-kill order
	OrderFOK = OrderType("fok")
	// OrderIOC is Immediate-or-cancel order
	OrderIOC = OrderType("ioc")
	// OrderOptimalLimitIoc is Market order with immediate-or-cancel order
	OrderOptimalLimitIoc = OrderType("optimal_limit_ioc")
	// OrderMMP is Market Maker Protection (only applicable to Option in Portfolio Margin mode)
	OrderMMP = OrderType("mmp")
	// OrderMMPPostOnly is Market Maker Protection and Post-only order
	// (only applicable to Option in Portfolio Margin mode)
	OrderMMPPostOnly = OrderType("mmp_and_post_only")
	// OrderOPFOK is Simple options (fok)
	OrderOPFOK = OrderType("op_fok")

	// AlgoOrderConditional is One-way stop order
	AlgoOrderConditional = AlgoOrderType("conditional")
	// AlgoOrderOCO is One-cancels-the-other order
	AlgoOrderOCO      = AlgoOrderType("oco")
	AlgoOrderTrigger  = AlgoOrderType("trigger")
	AlgoOrderIceberg  = AlgoOrderType("iceberg")
	AlgoOrderTwap     = AlgoOrderType("twap")
	AlgoOrderTrailing = AlgoOrderType("move_order_stop")

	QuantityBaseCcy  = QuantityType("base_ccy")
	QuantityQuoteCcy = QuantityType("quote_ccy")

	OrderTakerFlow = OrderFlowType("T")
	OrderMakerFlow = OrderFlowType("M")

	ClassA = FeeCategory(1)
	ClassB = FeeCategory(2)
	ClassC = FeeCategory(3)
	ClassD = FeeCategory(4)

	OrderCancel          = OrderState("canceled")
	OrderPause           = OrderState("pause")
	OrderLive            = OrderState("live")
	OrderPartiallyFilled = OrderState("partially_filled")
	OrderFilled          = OrderState("filled")
	OrderUnfilled        = OrderState("unfilled")
	OrderEffective       = OrderState("effective")
	OrderFailed          = OrderState("order_failed")

	TransferWithinAccount     = TransferType(0)
	MasterAccountToSubAccount = TransferType(1)
	MasterSubAccountToAccount = TransferType(2)

	SpotAccount    = AccountType(1)
	FuturesAccount = AccountType(3)
	MarginAccount  = AccountType(5)
	FundingAccount = AccountType(6)
	SwapAccount    = AccountType(9)
	OptionsAccount = AccountType(12)
	UnifiedAccount = AccountType(18)

	WaitingForConfirmation     = DepositState(0)
	DepositCredited            = DepositState(1)
	DepositSuccessful          = DepositState(2)
	DepositTemporarySuspension = DepositState(8)

	WithdrawalOkexDestination           = WithdrawalDestination(3)
	WithdrawalDigitalAddressDestination = WithdrawalDestination(4)

	WithdrawalPendingCancel              = WithdrawalState(-3)
	WithdrawalCanceled                   = WithdrawalState(-2)
	WithdrawalFailed                     = WithdrawalState(-1)
	WithdrawalPending                    = WithdrawalState(0)
	WithdrawalSending                    = WithdrawalState(1)
	WithdrawalSent                       = WithdrawalState(2)
	WithdrawalAwaitingEmailVerification  = WithdrawalState(3)
	WithdrawalAwaitingManualVerification = WithdrawalState(4)
	WithdrawalIdentityManualVerification = WithdrawalState(5)

	ActionPurchase = ActionType("purchase")
	ActionRedempt  = ActionType("redempt")

	APIKeyReadOnly = APIKeyAccess("read_only")
	APIKeyTrade    = APIKeyAccess("trade")
	APIKeyWithdraw = APIKeyAccess("withdraw")

	OptionCall = OptionType("C")
	OptionPut  = OptionType("P")

	AliasThisWeek    = AliasType("this_week")
	AliasNextWeek    = AliasType("next_week")
	AliasQuarter     = AliasType("quarter")
	AliasNextQuarter = AliasType("next_quarter")

	InstrumentLive    = InstrumentState("live")
	InstrumentSuspend = InstrumentState("suspend")
	InstrumentPreOpen = InstrumentState("preopen")

	Delivery   = DeliveryExerciseType("delivery")
	Exercise   = DeliveryExerciseType("exercised")
	ExpiredOtm = DeliveryExerciseType("expired_otm")

	CandleStick1Y  = CandleStickWsBarSize("candle1Y")
	CandleStick6M  = CandleStickWsBarSize("candle6M")
	CandleStick3M  = CandleStickWsBarSize("candle3M")
	CandleStick1M  = CandleStickWsBarSize("candle1M")
	CandleStick5D  = CandleStickWsBarSize("candle5D")
	CandleStick3D  = CandleStickWsBarSize("candle3D")
	CandleStick2D  = CandleStickWsBarSize("candle2D")
	CandleStick1D  = CandleStickWsBarSize("candle1D")
	CandleStick12H = CandleStickWsBarSize("candle12H")
	CandleStick6H  = CandleStickWsBarSize("candle6H")
	CandleStick4H  = CandleStickWsBarSize("candle4H")
	CandleStick2H  = CandleStickWsBarSize("candle2H")
	CandleStick1H  = CandleStickWsBarSize("candle1H")
	CandleStick30m = CandleStickWsBarSize("candle30m")
	CandleStick15m = CandleStickWsBarSize("candle15m")
	CandleStick5m  = CandleStickWsBarSize("candle5m")
	CandleStick3m  = CandleStickWsBarSize("candle3m")
	CandleStick1m  = CandleStickWsBarSize("candle1m")

	ConvertTypeContract = ConvertType(1)
	ConvertTypeCurrency = ConvertType(2)
)

func (t JSONTime) String() string { return time.Time(t).String() }

func (t *JSONTime) UnmarshalJSON(s []byte) (err error) {
	r := strings.Replace(string(s), `"`, ``, -1)
	if r == "" {
		return
	}

	q, err := strconv.ParseInt(r, 10, 64)
	if err != nil {
		return err
	}
	*(*time.Time)(t) = time.UnixMilli(q)
	return
}
func (t *JSONFloat64) UnmarshalJSON(s []byte) (err error) {
	r := strings.Replace(string(s), `"`, ``, -1)
	if r == "" {
		return
	}

	q, err := strconv.ParseFloat(r, 64)
	if err != nil {
		return err
	}
	*(*float64)(t) = q
	return
}
func (t *JSONInt64) UnmarshalJSON(s []byte) (err error) {
	r := strings.Replace(string(s), `"`, ``, -1)
	if r == "" {
		return
	}

	q, err := strconv.ParseInt(r, 10, 64)
	if err != nil {
		return err
	}
	*(*int64)(t) = q
	return
}
func (t *WithdrawalState) UnmarshalJSON(s []byte) (err error) {
	r := strings.Replace(string(s), `"`, ``, -1)
	if r == "" {
		return
	}

	q, err := strconv.ParseInt(r, 10, 8)
	if err != nil {
		return err
	}
	*(*int8)(t) = int8(q)
	return
}
func (t *BillType) UnmarshalJSON(s []byte) (err error) {
	r := strings.Replace(string(s), `"`, ``, -1)
	if r == "" {
		return
	}

	q, err := strconv.ParseUint(r, 10, 16)
	if err != nil {
		return err
	}
	*(*uint16)(t) = uint16(q)
	return
}
func (t *BillSubType) UnmarshalJSON(s []byte) (err error) {
	r := strings.Replace(string(s), `"`, ``, -1)
	if r == "" {
		return
	}

	q, err := strconv.ParseUint(r, 10, 16)
	if err != nil {
		return err
	}
	*(*uint16)(t) = uint16(q)
	return
}
func (t *FeeCategory) UnmarshalJSON(s []byte) (err error) {
	r := strings.Replace(string(s), `"`, ``, -1)
	if r == "" {
		return
	}

	q, err := strconv.ParseUint(r, 10, 16)
	if err != nil {
		return err
	}
	*(*uint16)(t) = uint16(q)
	return
}
func (t *AccountType) UnmarshalJSON(s []byte) (err error) {
	r := strings.Replace(string(s), `"`, ``, -1)
	if r == "" {
		return
	}

	q, err := strconv.ParseUint(r, 10, 16)
	if err != nil {
		return err
	}
	*(*uint16)(t) = uint16(q)
	return
}
func (t *DepositState) UnmarshalJSON(s []byte) (err error) {
	r := strings.Replace(string(s), `"`, ``, -1)
	if r == "" {
		return
	}

	q, err := strconv.ParseUint(r, 10, 16)
	if err != nil {
		return err
	}
	*(*uint16)(t) = uint16(q)
	return
}

func (t BarSize) Duration() time.Duration {
	switch t {
	case Bar3m:
		return time.Minute * 3
	case Bar5m:
		return time.Minute * 5
	case Bar15m:
		return time.Minute * 15
	case Bar30m:
		return time.Minute * 30
	case Bar1H:
		return time.Hour * 1
	case Bar2H:
		return time.Hour * 2
	case Bar4H:
		return time.Hour * 4
	case Bar6H:
		return time.Hour * 6
	case Bar8H:
		return time.Hour * 8
	case Bar12H:
		return time.Hour * 12
	case Bar1D:
		return time.Hour * 24
	case Bar1W:
		return time.Hour * 24 * 7
	case Bar1M:
		return time.Hour * 24 * 30
	case Bar3M:
		return time.Hour * 24 * 30 * 3
	case Bar6M:
		return time.Hour * 20 * 30 * 6
	case Bar1Y:
		return time.Hour * 24 * 365
	}

	return time.Minute
}

func S2M(i interface{}) map[string]string {
	m := make(map[string]string)
	j, _ := json.Marshal(i)
	_ = json.Unmarshal(j, &m)

	return m
}