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api.go
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api.go
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package v1
import (
"fmt"
"math"
"net/http"
"net/url"
"strconv"
"strings"
"sync"
"time"
"github.com/pkg/errors"
)
const (
// MARKET is 成行き
MARKET = "MARKET"
// LIMIT is 指値
LIMIT = "LIMIT"
// BUY is 買い注文
BUY = "BUY"
// SELL is 売り注文
SELL = "SELL"
// Type TimeInForce
IOC = "IOC"
FOK = "FOK"
APIREMAIN = 500
APIREMAINFORORDER = 300
TIMELAYOUT = "20060102.150405.999999999"
)
func ToType(isMarket bool) string {
if isMarket {
return MARKET
}
return LIMIT
}
func ToSide(side int) string {
if side == 1 {
return BUY
}
return SELL
}
func ToPrice(price float64) float64 {
return math.Abs(math.RoundToEven(price))
}
func ToSize(size float64) float64 {
size = math.Abs(size)
if size < 0.01 {
return 0.01
}
// 微細玉での調整が好ましいが、bitflyer負荷を鑑み配慮
// 0.000000000000000002 のようになる小数点誤差を綿密計算
// 参考: http://shinriyo.hateblo.jp/entry/2015/02/19/Go%E8%A8%80%E8%AA%9E%E3%81%AE%E5%B0%8F%E6%95%B0%E7%82%B9%E3%81%AE%E5%9B%9B%E6%8D%A8%E4%BA%94%E5%85%A5
shift := math.Pow(10, float64(4))
return math.Floor(size*shift+.5) / shift
}
func ToTimeByOrderID(s string) (time.Time, error) {
// Prefix を削除しつつ,format string for parse
s = strings.Replace(s[3:], "-", ".", -1)
return time.Parse(TIMELAYOUT, s)
}
type API struct {
url string
}
func NewAPI(c *Client, apiPath string) *API {
return &API{
url: c.APIHost() + apiPath,
}
}
func (api *API) ToURL() (*url.URL, error) {
u, err := url.ParseRequestURI(api.url)
if err != nil {
return nil, errors.Wrapf(err, "can not parse url: %s", api.url)
}
return u, nil
}
// 基本的には5分毎リセット
type APIHeaders struct {
Public Limit
Private Limit
}
func (p *APIHeaders) IsCache(h http.Header) bool {
isCache := h.Get("Pragma")
if isCache != "no-cache" {
// on キャッシュ
return true
}
// does not キャッシュ
return false
}
// Limit is API Limit, ForOrder is Order(child/parent), CancelAll
type Limit struct {
Period int // Period is リセットまでの秒数
PeriodForOrder int // Period is リセットまでの秒数
Remain int // Remain is 残Requests
RemainForOrder int // Remain is 残Requests
Reset time.Time // Reset Remainの詳細時間(sec未満なし)
ResetForOrder time.Time // Reset Remainの詳細時間(sec未満なし)
}
func NewLimit() *Limit {
return &Limit{
Period: 0,
Remain: APIREMAIN,
Reset: time.Now().Add(5 * time.Minute),
PeriodForOrder: 0,
RemainForOrder: APIREMAINFORORDER,
ResetForOrder: time.Now().Add(5 * time.Minute),
}
}
// FromHeader X-xxxからLimitを取得
func (p *Limit) FromHeader(h http.Header) {
var wg sync.WaitGroup
wg.Add(1)
go func() {
defer wg.Done()
period := h.Get("X-Orderrequest-Ratelimit-Period") // リセットまでの残秒数
if period != "" {
p.PeriodForOrder, _ = strconv.Atoi(period)
}
remain := h.Get("X-Orderrequest-Ratelimit-Remaining") // 残回数
if remain != "" {
p.RemainForOrder, _ = strconv.Atoi(remain)
}
t := h.Get("X-Orderrequest-Ratelimit-Reset") // リセットUTC時間(sec未満なし)
if t != "" {
reset, _ := strconv.ParseInt(t, 10, 64)
p.ResetForOrder = toTime(reset)
}
}()
wg.Add(1)
go func() {
defer wg.Done()
period := h.Get("X-Ratelimit-Period") // リセットまでの残秒数
if period != "" {
p.Period, _ = strconv.Atoi(period)
}
remain := h.Get("X-Ratelimit-Remaining") // 残回数
if remain != "" {
p.Remain, _ = strconv.Atoi(remain)
}
t := h.Get("X-Ratelimit-Reset") // リセットUTC時間(sec未満なし)
if t != "" {
reset, _ := strconv.ParseInt(t, 10, 64)
p.Reset = toTime(reset)
}
}()
wg.Wait()
}
func (p *Limit) Check() error {
if p.Remain <= 1 { // 急変時、bitflyer APIがRemain回復しない調整を行う場合、Remain:1が返ってくるため
if time.Now().After(p.Reset) { // APIRESET時間を過ぎていたらRemainを補充
p.Remain = APIREMAIN
}
return fmt.Errorf("api limit, has API Limit Remain:%d, Reset time: %s(%s)",
p.Remain,
p.Reset.Format("15:04:05"),
time.Now().Format("15:04:05"))
}
return nil
}
// CheckForOrder is check API limit for Order method
func (p *Limit) CheckForOrder() error {
if p.RemainForOrder <= 1 { // 急変時、bitflyer APIがRemain回復しない調整を行う場合、Remain:1が返ってくるため
if time.Now().After(p.ResetForOrder) { // APIRESET時間を過ぎていたらRemainを補充
p.RemainForOrder = APIREMAINFORORDER
}
return fmt.Errorf("api limit, has API Limit Remain:%d, Reset time: %s(%s)",
p.RemainForOrder,
p.ResetForOrder.Format("15:04:05"),
time.Now().Format("15:04:05"))
}
return nil
}
// int64 to time.Time
func toTime(t int64) time.Time {
return time.Unix(t, 10)
}