262 lines
6.2 KiB
Go
262 lines
6.2 KiB
Go
package okx
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import (
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"bytes"
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"encoding/json"
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"fmt"
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"github.com/google/go-querystring/query" // 用于将 struct 转为 URL 参数，需要安装：go get github.com/google/go-querystring
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"io"
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"net/http"
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"net/url"
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"strconv"
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"time"
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)
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// getPeriodDuration 根据时间周期字符串返回对应的 duration
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func getPeriodDuration(period string) (time.Duration, error) {
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switch period {
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case "1m":
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return time.Minute, nil
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case "3m":
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return 3 * time.Minute, nil
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case "5m":
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return 5 * time.Minute, nil
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case "15m":
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return 15 * time.Minute, nil
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case "30m":
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return 30 * time.Minute, nil
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case "1H":
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return time.Hour, nil
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case "2H":
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return 2 * time.Hour, nil
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case "4H":
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return 4 * time.Hour, nil
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case "6H":
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return 6 * time.Hour, nil
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case "12H":
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return 12 * time.Hour, nil
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case "1D":
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return 24 * time.Hour, nil
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case "2D":
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return 2 * 24 * time.Hour, nil
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case "3D":
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return 3 * 24 * time.Hour, nil
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case "5D":
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return 5 * 24 * time.Hour, nil
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case "1W":
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return 7 * 24 * time.Hour, nil
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default:
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return 0, fmt.Errorf("unsupported bar period: %s", period)
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}
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}
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type OkxPublicDataService struct {
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BaseURL string
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client *http.Client
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}
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// NewOkxPublicDataService 创建服务实例
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func NewOkxPublicDataService() *OkxPublicDataService {
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return &OkxPublicDataService{
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BaseURL: "https://aws.okx.com/api/v5",
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client: &http.Client{
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Timeout: 10 * time.Second, // 设置10秒超时
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},
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}
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}
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// GetInstruments 获取交易对信息
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func (s *OkxPublicDataService) GetInstruments(params InstrumentsRequest) ([]Instrument, error) {
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u, err := url.Parse(s.BaseURL + "/public/instruments")
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if err != nil {
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return nil, err
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}
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// 将 struct 转为查询参数
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q, err := query.Values(params)
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if err != nil {
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return nil, err
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}
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u.RawQuery = q.Encode()
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resp, err := s.client.Get(u.String())
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if err != nil {
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return nil, err
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}
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defer resp.Body.Close()
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var apiResp ApiResponse
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apiResp.Data = new([]Instrument) // 预分配 Data 字段为 Instrument 切片
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if err := json.NewDecoder(resp.Body).Decode(&apiResp); err != nil {
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return nil, err
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}
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if apiResp.Code != "0" {
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return nil, fmt.Errorf("API error: code=%s, msg=%s, request_url=%s", apiResp.Code, apiResp.Msg, u.String())
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}
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// 进行类型断言并检查长度
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switch data := apiResp.Data.(type) {
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case []Instrument:
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if len(data) == 0 {
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return nil, fmt.Errorf("no data returned from API")
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}
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case [][]string:
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if len(data) == 0 {
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return nil, fmt.Errorf("no data returned from API")
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}
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case []*Ticker:
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if len(data) == 0 {
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return nil, fmt.Errorf("no data returned from API")
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}
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default:
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return nil, fmt.Errorf("unexpected data type from API: %T", apiResp.Data)
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}
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return *apiResp.Data.(*[]Instrument), nil
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}
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// GetCandles 获取K线数据
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func (s *OkxPublicDataService) GetCandles(params CandlesRequest) ([]*Candle, error) {
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// 根据时间范围选择不同的API端点
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endpoint := "/market/candles"
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// 计算时间范围
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now := time.Now()
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var startTime time.Time
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var err error
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// 优先使用 After 参数，如果都提供了
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if params.After != "" {
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// 将毫秒时间戳转换为 time.Time
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timestamp, err := strconv.ParseInt(params.After, 10, 64)
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if err != nil {
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return nil, fmt.Errorf("invalid After timestamp: %v", err)
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}
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startTime = time.Unix(0, timestamp*int64(time.Millisecond))
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} else if params.Before != "" {
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// 将毫秒时间戳转换为 time.Time
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timestamp, err := strconv.ParseInt(params.Before, 10, 64)
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if err != nil {
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return nil, fmt.Errorf("invalid Before timestamp: %v", err)
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}
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startTime = time.Unix(0, timestamp*int64(time.Millisecond))
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} else {
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return nil, fmt.Errorf("either After or Before parameter is required")
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}
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// 根据时间维度计算20个周期
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unitDuration, err := getPeriodDuration(params.Bar)
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if err != nil {
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return nil, err
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}
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periodDuration := 20 * unitDuration
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// 如果数据超过20个周期，使用历史数据接口
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if now.Sub(startTime) > periodDuration {
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endpoint = "/market/history-candles"
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}
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u, err := url.Parse(s.BaseURL + endpoint)
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if err != nil {
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return nil, err
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}
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// 将 struct 转为查询参数
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q, err := query.Values(params)
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if err != nil {
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return nil, err
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}
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u.RawQuery = q.Encode()
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// 添加调试日志
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fmt.Printf("Making request to: %s\n", u.String())
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resp, err := http.Get(u.String())
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if err != nil {
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return nil, err
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}
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defer resp.Body.Close()
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// 记录响应状态
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fmt.Printf("Response Status: %s\n", resp.Status)
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// 读取并记录响应体
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body, err := io.ReadAll(resp.Body)
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if err != nil {
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return nil, err
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}
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fmt.Printf("Response Body: %s\n", string(body))
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// 重新设置resp.Body以便后续解码
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resp.Body = io.NopCloser(bytes.NewBuffer(body))
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var apiResp struct {
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Code string `json:"code"`
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Msg string `json:"msg"`
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Data [][]string `json:"data"` // K线数据是二维数组
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}
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if err := json.NewDecoder(resp.Body).Decode(&apiResp); err != nil {
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return nil, err
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}
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if apiResp.Code != "0" {
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return nil, fmt.Errorf("API error: %s", apiResp.Msg)
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}
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// 将二维数组转为 Candle 切片
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candles := make([]*Candle, len(apiResp.Data))
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for i, item := range apiResp.Data {
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candles[i] = &Candle{
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Timestamp: item[0],
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Open: item[1],
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High: item[2],
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Low: item[3],
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Close: item[4],
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Volume: item[5],
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VolumeCcy: item[6],
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}
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}
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return candles, nil
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} // GetTicker 获取单个交易对的 ticker 数据
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func (s *OkxPublicDataService) GetTicker(params TickerRequest) (*Ticker, error) {
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u, err := url.Parse(s.BaseURL + "/market/ticker")
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if err != nil {
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return nil, err
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}
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// 将 struct 转为查询参数
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q, err := query.Values(params)
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if err != nil {
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return nil, err
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}
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u.RawQuery = q.Encode()
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resp, err := http.Get(u.String())
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if err != nil {
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return nil, err
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}
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defer resp.Body.Close()
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var apiResp struct {
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Code string `json:"code"`
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Msg string `json:"msg"`
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Data []*Ticker `json:"data"` // 返回的是指针数组
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}
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if err := json.NewDecoder(resp.Body).Decode(&apiResp); err != nil {
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return nil, err
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}
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if apiResp.Code != "0" {
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return nil, fmt.Errorf("API error: %s", apiResp.Msg)
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}
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if len(apiResp.Data) == 0 {
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return nil, fmt.Errorf("no ticker data returned")
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}
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// 返回第一个 ticker（通常只返回一个）
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return apiResp.Data[0], nil
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}
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