-
Notifications
You must be signed in to change notification settings - Fork 789
/
okcoin_ws_trade.go
183 lines (174 loc) · 5.55 KB
/
okcoin_ws_trade.go
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
package okcoin
import (
"encoding/json"
"errors"
"fmt"
"reflect"
"strconv"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
)
// WsPlaceOrder place trade order through the websocket channel.
func (o *Okcoin) WsPlaceOrder(arg *PlaceTradeOrderParam) (*TradeOrderResponse, error) {
err := arg.validateTradeOrderParameter()
if err != nil {
return nil, err
}
var resp []TradeOrderResponse
err = o.SendWebsocketRequest("order", arg, &resp, true)
if err != nil {
return nil, err
}
if len(resp) == 0 {
return nil, errNoValidResponseFromServer
}
if resp[0].SCode != "0" {
return nil, fmt.Errorf("code: %s msg: %s", resp[0].SCode, resp[0].SMsg)
}
return &resp[0], nil
}
// WsPlaceMultipleOrder place orders in batches through the websocket stream. Maximum 20 orders can be placed per request. Request parameters should be passed in the form of an array.
func (o *Okcoin) WsPlaceMultipleOrder(args []PlaceTradeOrderParam) ([]TradeOrderResponse, error) {
var err error
if len(args) == 0 {
return nil, fmt.Errorf("%w, 0 length place order requests", errNilArgument)
}
for x := range args {
err = args[x].validateTradeOrderParameter()
if err != nil {
return nil, err
}
}
var resp []TradeOrderResponse
return resp, o.SendWebsocketRequest("batch-orders", args, &resp, true)
}
// WsCancelTradeOrder cancels a single trade order through the websocket stream.
func (o *Okcoin) WsCancelTradeOrder(arg *CancelTradeOrderRequest) (*TradeOrderResponse, error) {
if arg == nil {
return nil, errNilArgument
}
if arg.InstrumentID == "" {
return nil, errMissingInstrumentID
}
if arg.OrderID == "" && arg.ClientOrderID == "" {
return nil, errOrderIDOrClientOrderIDRequired
}
var resp []TradeOrderResponse
err := o.SendWebsocketRequest("cancel-order", &arg, &resp, true)
if err != nil {
return nil, err
}
if len(resp) == 0 {
return nil, errNoValidResponseFromServer
}
if resp[0].SCode != "0" {
return nil, fmt.Errorf("code: %s msg: %s", resp[0].SCode, resp[0].SMsg)
}
return &resp[0], nil
}
// WsCancelMultipleOrders cancel incomplete orders in batches through the websocket stream. Maximum 20 orders can be canceled per request.
// Request parameters should be passed in the form of an array.
func (o *Okcoin) WsCancelMultipleOrders(args []CancelTradeOrderRequest) ([]TradeOrderResponse, error) {
var err error
if len(args) == 0 {
return nil, fmt.Errorf("%w, 0 length place order requests", errNilArgument)
}
for x := range args {
err = args[x].validate()
if err != nil {
return nil, err
}
}
var resp []TradeOrderResponse
return resp, o.SendWebsocketRequest("batch-cancel-orders", args, &resp, true)
}
// WsAmendOrder amends an incomplete order through the websocket connection
func (o *Okcoin) WsAmendOrder(arg *AmendTradeOrderRequestParam) (*AmendTradeOrderResponse, error) {
err := arg.validate()
if err != nil {
return nil, err
}
var resp []AmendTradeOrderResponse
err = o.SendWebsocketRequest("amend-order", &arg, &resp, true)
if err != nil {
if len(resp) > 0 && resp[0].StatusCode != "0" && resp[0].StatusCode != "" {
return nil, fmt.Errorf("%w, code: %s msg: %s", err, resp[0].StatusCode, resp[0].StatusMessage)
}
return nil, err
}
if len(resp) == 0 {
return nil, errNoValidResponseFromServer
}
if resp[0].StatusCode != "0" {
return nil, fmt.Errorf("code: %s msg: %s", resp[0].StatusCode, resp[0].StatusMessage)
}
return &resp[0], nil
}
// WsAmendMultipleOrder amends multiple trade orders.
func (o *Okcoin) WsAmendMultipleOrder(args []AmendTradeOrderRequestParam) ([]AmendTradeOrderResponse, error) {
if len(args) == 0 {
return nil, fmt.Errorf("%w, please provide at least one trade order amendment request", errNilArgument)
}
for x := range args {
err := args[x].validate()
if err != nil {
return nil, err
}
}
var resp []AmendTradeOrderResponse
return resp, o.SendWebsocketRequest("batch-amend-orders", args, &resp, true)
}
// SendWebsocketRequest send a request through the websocket connection.
func (o *Okcoin) SendWebsocketRequest(operation string, data, result interface{}, authenticated bool) error {
switch {
case !o.Websocket.IsEnabled():
return stream.ErrWebsocketNotEnabled
case !o.Websocket.IsConnected():
return stream.ErrNotConnected
case !o.Websocket.CanUseAuthenticatedEndpoints() && authenticated:
return errors.New("websocket connection not authenticated")
}
req := &struct {
ID string `json:"id"`
Operation string `json:"op"`
Arguments interface{} `json:"args"`
}{
ID: strconv.FormatInt(o.Websocket.Conn.GenerateMessageID(false), 10),
Operation: operation,
}
if reflect.TypeOf(data).Kind() == reflect.Slice {
req.Arguments = data
} else {
req.Arguments = []interface{}{data}
}
var byteData []byte
var err error
// TODO: ratelimits for websocket
if authenticated {
byteData, err = o.Websocket.AuthConn.SendMessageReturnResponse(req.ID, req)
} else {
byteData, err = o.Websocket.Conn.SendMessageReturnResponse(req.ID, req)
}
if err != nil {
return err
}
response := struct {
ID string `json:"id"`
Operation string `json:"op"`
Data interface{} `json:"data"`
Code string `json:"code"`
Message string `json:"msg"`
}{
Data: &result,
}
err = json.Unmarshal(byteData, &response)
if err != nil {
return err
}
if response.Code != "" && response.Code != "0" && response.Code != "1" && response.Code != "2" {
if response.Message == "" {
response.Message = websocketErrorCodes[response.Code]
}
return fmt.Errorf("%s websocket error code: %s message: %s", o.Name, response.Code, response.Message)
}
return nil
}