diff --git a/okex/.gitignore b/okex/.gitignore deleted file mode 100644 index 49f2b9c..0000000 --- a/okex/.gitignore +++ /dev/null @@ -1 +0,0 @@ -ws/vendor/ diff --git a/okex/LICENSE b/okex/LICENSE deleted file mode 100644 index 35781f8..0000000 --- a/okex/LICENSE +++ /dev/null @@ -1,21 +0,0 @@ -MIT License - -Copyright (c) 2021 wang - -Permission is hereby granted, free of charge, to any person obtaining a copy -of this software and associated documentation files (the "Software"), to deal -in the Software without restriction, including without limitation the rights -to use, copy, modify, merge, publish, distribute, sublicense, and/or sell -copies of the Software, and to permit persons to whom the Software is -furnished to do so, subject to the following conditions: - -The above copyright notice and this permission notice shall be included in all -copies or substantial portions of the Software. - -THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR -IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, -FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE -AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER -LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, -OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE -SOFTWARE. diff --git a/okex/config/conf.go b/okex/config/conf.go deleted file mode 100644 index c1c20b5..0000000 --- a/okex/config/conf.go +++ /dev/null @@ -1,32 +0,0 @@ -package config - -import "fmt" - -type Env struct { - RestEndpoint string `yaml:"RestEndpoint"` - WsEndpoint string `yaml:"WsEndpoint"` - IsSimulation bool `yaml:"IsSimulation"` -} - -type ApiInfo struct { - ApiKey string `yaml:"ApiKey"` - SecretKey string `yaml:"SecretKey"` - Passphrase string `yaml:"Passphrase"` -} - -type MetaData struct { - Description string `yaml:"Description"` -} - -type Config struct { - MetaData `yaml:"MetaData"` - Env `yaml:"Env"` - ApiInfo `yaml:"ApiInfo"` -} - -func (s *ApiInfo) String() string { - res := "ApiInfo{" - res += fmt.Sprintf("ApiKey:%v,SecretKey:%v,Passphrase:%v", s.ApiKey, s.SecretKey, s.Passphrase) - res += "}" - return res -} diff --git a/okex/config/go.mod b/okex/config/go.mod deleted file mode 100644 index bf70c70..0000000 --- a/okex/config/go.mod +++ /dev/null @@ -1,3 +0,0 @@ -module v5sdk_go/config - -go 1.14 diff --git a/okex/go.mod b/okex/go.mod deleted file mode 100644 index cd83b72..0000000 --- a/okex/go.mod +++ /dev/null @@ -1,8 +0,0 @@ -module v5sdk_go - -go 1.15 - -require ( - github.com/gorilla/websocket v1.4.2 - github.com/stretchr/testify v1.7.0 -) diff --git a/okex/go.sum b/okex/go.sum deleted file mode 100644 index 8eb6d1d..0000000 --- a/okex/go.sum +++ /dev/null @@ -1,12 +0,0 @@ -github.com/davecgh/go-spew v1.1.0 h1:ZDRjVQ15GmhC3fiQ8ni8+OwkZQO4DARzQgrnXU1Liz8= -github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38= -github.com/gorilla/websocket v1.4.2 h1:+/TMaTYc4QFitKJxsQ7Yye35DkWvkdLcvGKqM+x0Ufc= -github.com/gorilla/websocket v1.4.2/go.mod h1:YR8l580nyteQvAITg2hZ9XVh4b55+EU/adAjf1fMHhE= -github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM= -github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4= -github.com/stretchr/objx v0.1.0/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+wExME= -github.com/stretchr/testify v1.7.0 h1:nwc3DEeHmmLAfoZucVR881uASk0Mfjw8xYJ99tb5CcY= -github.com/stretchr/testify v1.7.0/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg= -gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= -gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c h1:dUUwHk2QECo/6vqA44rthZ8ie2QXMNeKRTHCNY2nXvo= -gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM= diff --git a/okex/main.go b/okex/main.go deleted file mode 100644 index 5781aa8..0000000 --- a/okex/main.go +++ /dev/null @@ -1,237 +0,0 @@ -package main - -import ( - "context" - "fmt" - "log" - "time" - . "v5sdk_go/rest" - . "v5sdk_go/ws" -) - -/* - rest API请求 - 更多示例请查看 rest/rest_test.go -*/ -func REST() { - // 设置您的APIKey - apikey := APIKeyInfo{ - ApiKey: "eca767d4-fda5-4a1b-bb28-49ae18093307", - SecKey: "8CA3628A556ED137977DB298D37BC7F3", - PassPhrase: "Op3Druaron", - } - - // 第三个参数代表是否为模拟环境，更多信息查看接口说明 - cli := NewRESTClient("https://www.okex.win", &apikey, false) - rsp, err := cli.Get(context.Background(), "/api/v5/account/balance", nil) - if err != nil { - return - } - - fmt.Println("Response:") - fmt.Println("\thttp code: ", rsp.Code) - fmt.Println("\t总耗时: ", rsp.TotalUsedTime) - fmt.Println("\t请求耗时: ", rsp.ReqUsedTime) - fmt.Println("\t返回消息: ", rsp.Body) - fmt.Println("\terrCode: ", rsp.V5Response.Code) - fmt.Println("\terrMsg: ", rsp.V5Response.Msg) - fmt.Println("\tdata: ", rsp.V5Response.Data) - -} - -// 订阅私有频道 -func wsPriv() { - ep := "wss://ws.okex.com:8443/ws/v5/private?brokerId=9999" - - // 填写您自己的APIKey信息 - apikey := "xxxx" - secretKey := "xxxxx" - passphrase := "xxxxx" - - // 创建ws客户端 - r, err := NewWsClient(ep) - if err != nil { - log.Println(err) - return - } - - // 设置连接超时 - r.SetDailTimeout(time.Second * 2) - err = r.Start() - if err != nil { - log.Println(err) - return - } - defer r.Stop() - var res bool - - res, _, err = r.Login(apikey, secretKey, passphrase) - if res { - fmt.Println("登录成功！") - } else { - fmt.Println("登录失败！", err) - return - } - - // 订阅账户频道 - var args []map[string]string - arg := make(map[string]string) - arg["ccy"] = "BTC" - args = append(args, arg) - - start := time.Now() - res, _, err = r.PrivAccout(OP_SUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！耗时:", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - } - - time.Sleep(100 * time.Second) - start = time.Now() - res, _, err = r.PrivAccout(OP_UNSUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - } - -} - -// 订阅公共频道 -func wsPub() { - ep := "wss://wsaws.okex.com:8443/ws/v5/public?brokerId=9999" - - // 创建ws客户端 - r, err := NewWsClient(ep) - if err != nil { - log.Println(err) - return - } - - // 设置连接超时 - r.SetDailTimeout(time.Second * 2) - err = r.Start() - if err != nil { - log.Println(err) - return - } - defer r.Stop() - // 订阅产品频道 - // 在这里初始化instrument列表 - var args []map[string]string - arg := make(map[string]string) - arg["instType"] = FUTURES - //arg["instType"] = OPTION - args = append(args, arg) - - start := time.Now() - //订阅 - res, _, err := r.PubInstruemnts(OP_SUBSCRIBE, args) - fmt.Println("args:", args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - } - - // 在这里 args1 初始化tickerList的列表 - var args1 []map[string]string - arg1 := make(map[string]string) - arg1["instId"] = "ETH-USDT" - //arg["instType"] = OPTION - args1 = append(args1, arg1) - //------------------------------------------------------ - start1 := time.Now() - res, _, err = r.PubTickers(OP_SUBSCRIBE, args1) - fmt.Println("args:", args) - if res { - usedTime := time.Since(start1) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - } - time.Sleep(300 * time.Second) - // - // start = time.Now() - // res, _, err = r.PubInstruemnts(OP_UNSUBSCRIBE, args) - // if res { - // usedTime := time.Since(start) - // fmt.Println("取消订阅成功！", usedTime.String()) - // } else { - // fmt.Println("取消订阅失败！", err) - // } -} - -// websocket交易 -func wsJrpc() { - ep := "wss://ws.okex.com:8443/ws/v5/private?brokerId=9999" - - // 填写您自己的APIKey信息 - apikey := "xxxx" - secretKey := "xxxxx" - passphrase := "xxxxx" - - var res bool - var req_id string - - // 创建ws客户端 - r, err := NewWsClient(ep) - if err != nil { - log.Println(err) - return - } - - // 设置连接超时 - r.SetDailTimeout(time.Second * 2) - err = r.Start() - if err != nil { - log.Println(err) - return - } - - defer r.Stop() - - res, _, err = r.Login(apikey, secretKey, passphrase) - if res { - fmt.Println("登录成功！") - } else { - fmt.Println("登录失败！", err) - return - } - - start := time.Now() - param := map[string]interface{}{} - param["instId"] = "BTC-USDT" - param["tdMode"] = "cash" - param["side"] = "buy" - param["ordType"] = "market" - param["sz"] = "200" - req_id = "00001" - - res, _, err = r.PlaceOrder(req_id, param) - if res { - usedTime := time.Since(start) - fmt.Println("下单成功！", usedTime.String()) - } else { - usedTime := time.Since(start) - fmt.Println("下单失败！", usedTime.String(), err) - } -} - -func main() { - // 公共订阅 - wsPub() - - // 私有订阅 - // wsPriv() - - // websocket交易 - // wsJrpc() - - // rest请求 - // REST() -} diff --git a/okex/readme.md b/okex/readme.md deleted file mode 100644 index 9ff3e39..0000000 --- a/okex/readme.md +++ /dev/null @@ -1,283 +0,0 @@ -# 简介 -OKEX go版本的v5sdk，仅供学习交流使用。 -(文档持续完善中) -# 项目说明 - -## REST调用 -``` go - // 设置您的APIKey - apikey := APIKeyInfo{ - ApiKey: "xxxx", - SecKey: "xxxx", - PassPhrase: "xxxx", - } - - // 第三个参数代表是否为模拟环境，更多信息查看接口说明 - cli := NewRESTClient("https://www.okex.win", &apikey, true) - rsp, err := cli.Get(context.Background(), "/api/v5/account/balance", nil) - if err != nil { - return - } - - fmt.Println("Response:") - fmt.Println("\thttp code: ", rsp.Code) - fmt.Println("\t总耗时: ", rsp.TotalUsedTime) - fmt.Println("\t请求耗时: ", rsp.ReqUsedTime) - fmt.Println("\t返回消息: ", rsp.Body) - fmt.Println("\terrCode: ", rsp.V5Response.Code) - fmt.Println("\terrMsg: ", rsp.V5Response.Msg) - fmt.Println("\tdata: ", rsp.V5Response.Data) - ``` -更多示例请查看rest/rest_test.go - -## websocket订阅 - -### 私有频道 -```go - ep := "wss://ws.okex.com:8443/ws/v5/private?brokerId=9999" - - // 填写您自己的APIKey信息 - apikey := "xxxx" - secretKey := "xxxxx" - passphrase := "xxxxx" - - // 创建ws客户端 - r, err := NewWsClient(ep) - if err != nil { - log.Println(err) - return - } - - // 设置连接超时 - r.SetDailTimeout(time.Second * 2) - err = r.Start() - if err != nil { - log.Println(err) - return - } - defer r.Stop() - - var res bool - // 私有频道需要登录 - res, _, err = r.Login(apikey, secretKey, passphrase) - if res { - fmt.Println("登录成功！") - } else { - fmt.Println("登录失败！", err) - return - } - - - var args []map[string]string - arg := make(map[string]string) - arg["ccy"] = "BTC" - args = append(args, arg) - - start := time.Now() - // 订阅账户频道 - res, _, err = r.PrivAccout(OP_SUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！耗时:", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - } - - time.Sleep(100 * time.Second) - start = time.Now() - // 取消订阅账户频道 - res, _, err = r.PrivAccout(OP_UNSUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - } -``` -更多示例请查看ws/ws_priv_channel_test.go - -### 公有频道 -```go - ep := "wss://ws.okex.com:8443/ws/v5/public?brokerId=9999" - - // 创建ws客户端 - r, err := NewWsClient(ep) - if err != nil { - log.Println(err) - return - } - - - // 设置连接超时 - r.SetDailTimeout(time.Second * 2) - err = r.Start() - if err != nil { - log.Println(err) - return - } - - defer r.Stop() - - - var args []map[string]string - arg := make(map[string]string) - arg["instType"] = FUTURES - //arg["instType"] = OPTION - args = append(args, arg) - - start := time.Now() - - // 订阅产品频道 - res, _, err := r.PubInstruemnts(OP_SUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - } - - time.Sleep(30 * time.Second) - - start = time.Now() - - // 取消订阅产品频道 - res, _, err = r.PubInstruemnts(OP_UNSUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - } -``` -更多示例请查看ws/ws_pub_channel_test.go - -## websocket交易 -```go - ep := "wss://ws.okex.com:8443/ws/v5/private?brokerId=9999" - - // 填写您自己的APIKey信息 - apikey := "xxxx" - secretKey := "xxxxx" - passphrase := "xxxxx" - - var res bool - var req_id string - - // 创建ws客户端 - r, err := NewWsClient(ep) - if err != nil { - log.Println(err) - return - } - - // 设置连接超时 - r.SetDailTimeout(time.Second * 2) - err = r.Start() - if err != nil { - log.Println(err) - return - } - - defer r.Stop() - - res, _, err = r.Login(apikey, secretKey, passphrase) - if res { - fmt.Println("登录成功！") - } else { - fmt.Println("登录失败！", err) - return - } - - start := time.Now() - param := map[string]interface{}{} - param["instId"] = "BTC-USDT" - param["tdMode"] = "cash" - param["side"] = "buy" - param["ordType"] = "market" - param["sz"] = "200" - req_id = "00001" - - // 单个下单 - res, _, err = r.PlaceOrder(req_id, param) - if res { - usedTime := time.Since(start) - fmt.Println("下单成功！", usedTime.String()) - } else { - usedTime := time.Since(start) - fmt.Println("下单失败！", usedTime.String(), err) - } - -``` -更多示例请查看ws/ws_jrpc_test.go - -## wesocket推送 -websocket推送数据分为两种类型数据:`普通推送数据`和`深度类型数据`。 - -```go -ws/wImpl/BookData.go - -// 普通推送 -type MsgData struct { - Arg map[string]string `json:"arg"` - Data []interface{} `json:"data"` -} - -// 深度数据 -type DepthData struct { - Arg map[string]string `json:"arg"` - Action string `json:"action"` - Data []DepthDetail `json:"data"` -} -``` -如果需要对推送数据做处理用户可以自定义回调函数: -1. 全局消息处理的回调函数 -该回调函数会处理所有从服务端接受到的数据。 -```go -/* - 添加全局消息处理的回调函数 -*/ -func (a *WsClient) AddMessageHook(fn ReceivedDataCallback) error { - a.onMessageHook = fn - return nil -} -``` -使用方法参见 ws/ws_test.go中测试用例TestAddMessageHook。 - -2. 订阅消息处理回调函数 -可以处理所有非深度类型的数据，包括 订阅/取消订阅，普通推送数据。 -```go -/* - 添加订阅消息处理的回调函数 -*/ -func (a *WsClient) AddBookMsgHook(fn ReceivedMsgDataCallback) error { - a.onBookMsgHook = fn - return nil -} -``` -使用方法参见 ws/ws_test.go中测试用例TestAddBookedDataHook。 - - -3. 深度消息处理的回调函数 -这里需要说明的是，Wsclient提供了深度数据管理和自动checksum的功能，用户如果需要关闭此功能，只需要调用EnableAutoDepthMgr方法。 -```go -/* - 添加深度消息处理的回调函数 -*/ -func (a *WsClient) AddDepthHook(fn ReceivedDepthDataCallback) error { - a.onDepthHook = fn - return nil -} -``` -使用方法参见 ws/ws_pub_channel_test.go中测试用例TestOrderBooks。 - -4. 错误消息类型回调函数 -```go -func (a *WsClient) AddErrMsgHook(fn ReceivedDataCallback) error { - a.OnErrorHook = fn - return nil -} -``` - -# 联系方式 -邮箱:caron_co@163.com -微信:caron_co diff --git a/okex/rest/contants.go b/okex/rest/contants.go deleted file mode 100644 index 4497aea..0000000 --- a/okex/rest/contants.go +++ /dev/null @@ -1,35 +0,0 @@ -package rest - -const ( - - /* - http headers - */ - OK_ACCESS_KEY = "OK-ACCESS-KEY" - OK_ACCESS_SIGN = "OK-ACCESS-SIGN" - OK_ACCESS_TIMESTAMP = "OK-ACCESS-TIMESTAMP" - OK_ACCESS_PASSPHRASE = "OK-ACCESS-PASSPHRASE" - X_SIMULATE_TRADING = "x-simulated-trading" - - CONTENT_TYPE = "Content-Type" - ACCEPT = "Accept" - COOKIE = "Cookie" - LOCALE = "locale=" - - APPLICATION_JSON = "application/json" - APPLICATION_JSON_UTF8 = "application/json; charset=UTF-8" - - /* - i18n: internationalization - */ - ENGLISH = "en_US" - SIMPLIFIED_CHINESE = "zh_CN" - //zh_TW || zh_HK - TRADITIONAL_CHINESE = "zh_HK" - - GET = "GET" - POST = "POST" -) - - - diff --git a/okex/rest/go.mod b/okex/rest/go.mod deleted file mode 100644 index f2adc9f..0000000 --- a/okex/rest/go.mod +++ /dev/null @@ -1,3 +0,0 @@ -module v5sdk_go/rest - -go 1.14 diff --git a/okex/rest/go.sum b/okex/rest/go.sum deleted file mode 100644 index 5d9b33a..0000000 --- a/okex/rest/go.sum +++ /dev/null @@ -1,21 +0,0 @@ -github.com/bitly/go-simplejson v0.5.0 h1:6IH+V8/tVMab511d5bn4M7EwGXZf9Hj6i2xSwkNEM+Y= -github.com/bitly/go-simplejson v0.5.0/go.mod h1:cXHtHw4XUPsvGaxgjIAn8PhEWG9NfngEKAMDJEczWVA= -github.com/bmizerany/assert v0.0.0-20160611221934-b7ed37b82869/go.mod h1:Ekp36dRnpXw/yCqJaO+ZrUyxD+3VXMFFr56k5XYrpB4= -github.com/creack/pty v1.1.9/go.mod h1:oKZEueFk5CKHvIhNR5MUki03XCEU+Q6VDXinZuGJ33E= -github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38= -github.com/gorilla/websocket v1.4.2/go.mod h1:YR8l580nyteQvAITg2hZ9XVh4b55+EU/adAjf1fMHhE= -github.com/kr/pretty v0.1.0/go.mod h1:dAy3ld7l9f0ibDNOQOHHMYYIIbhfbHSm3C4ZsoJORNo= -github.com/kr/pretty v0.3.0/go.mod h1:640gp4NfQd8pI5XOwp5fnNeVWj67G7CFk/SaSQn7NBk= -github.com/kr/pty v1.1.1/go.mod h1:pFQYn66WHrOpPYNljwOMqo10TkYh1fy3cYio2l3bCsQ= -github.com/kr/text v0.1.0/go.mod h1:4Jbv+DJW3UT/LiOwJeYQe1efqtUx/iVham/4vfdArNI= -github.com/kr/text v0.2.0/go.mod h1:eLer722TekiGuMkidMxC/pM04lWEeraHUUmBw8l2grE= -github.com/mitchellh/mapstructure v1.4.1/go.mod h1:bFUtVrKA4DC2yAKiSyO/QUcy7e+RRV2QTWOzhPopBRo= -github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4= -github.com/rogpeppe/go-internal v1.6.1/go.mod h1:xXDCJY+GAPziupqXw64V24skbSoqbTEfhy4qGm1nDQc= -github.com/stretchr/objx v0.1.0/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+wExME= -github.com/stretchr/testify v1.7.0 h1:nwc3DEeHmmLAfoZucVR881uASk0Mfjw8xYJ99tb5CcY= -github.com/stretchr/testify v1.7.0/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg= -gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= -gopkg.in/check.v1 v1.0.0-20180628173108-788fd7840127/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= -gopkg.in/errgo.v2 v2.1.0/go.mod h1:hNsd1EY+bozCKY1Ytp96fpM3vjJbqLJn88ws8XvfDNI= -gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM= diff --git a/okex/rest/rest.go b/okex/rest/rest.go deleted file mode 100644 index d764125..0000000 --- a/okex/rest/rest.go +++ /dev/null @@ -1,331 +0,0 @@ -package rest - -import ( - "bytes" - "context" - "encoding/json" - "errors" - "fmt" - "io/ioutil" - "net/http" - "strings" - "time" - . "v5sdk_go/utils" -) - -type RESTAPI struct { - EndPoint string `json:"endPoint"` - // GET/POST - Method string `json:"method"` - Uri string `json:"uri"` - Param map[string]interface{} `json:"param"` - Timeout time.Duration - ApiKeyInfo *APIKeyInfo - isSimulate bool -} - -type APIKeyInfo struct { - ApiKey string - PassPhrase string - SecKey string - UserId string -} - -type RESTAPIResult struct { - Url string `json:"url"` - Param string `json:"param"` - Header string `json:"header"` - Code int `json:"code"` - // 原始返回信息 - Body string `json:"body"` - // okexV5返回的数据 - V5Response Okexv5APIResponse `json:"v5Response"` - ReqUsedTime time.Duration `json:"reqUsedTime"` - TotalUsedTime time.Duration `json:"totalUsedTime"` -} - -type Okexv5APIResponse struct { - Code string `json:"code"` - Msg string `json:"msg"` - Data []map[string]interface{} `json:"data"` -} - -/* - endPoint:请求地址 - apiKey - isSimulate: 是否为模拟环境 -*/ -func NewRESTClient(endPoint string, apiKey *APIKeyInfo, isSimulate bool) *RESTAPI { - - res := &RESTAPI{ - EndPoint: endPoint, - ApiKeyInfo: apiKey, - isSimulate: isSimulate, - Timeout: 5 * time.Second, - } - return res -} - -func NewRESTAPI(ep, method, uri string, param *map[string]interface{}) *RESTAPI { - //TODO:参数校验 - reqParam := make(map[string]interface{}) - - if param != nil { - reqParam = *param - } - res := &RESTAPI{ - EndPoint: ep, - Method: method, - Uri: uri, - Param: reqParam, - Timeout: 150 * time.Second, - } - return res -} - -func (this *RESTAPI) SetSimulate(b bool) *RESTAPI { - this.isSimulate = b - return this -} - -func (this *RESTAPI) SetAPIKey(apiKey, secKey, passPhrase string) *RESTAPI { - if this.ApiKeyInfo == nil { - this.ApiKeyInfo = &APIKeyInfo{ - ApiKey: apiKey, - PassPhrase: passPhrase, - SecKey: secKey, - } - } else { - this.ApiKeyInfo.ApiKey = apiKey - this.ApiKeyInfo.PassPhrase = passPhrase - this.ApiKeyInfo.SecKey = secKey - } - return this -} - -func (this *RESTAPI) SetUserId(userId string) *RESTAPI { - if this.ApiKeyInfo == nil { - fmt.Println("ApiKey为空") - return this - } - - this.ApiKeyInfo.UserId = userId - return this -} - -func (this *RESTAPI) SetTimeOut(timeout time.Duration) *RESTAPI { - this.Timeout = timeout - return this -} - -// GET请求 -func (this *RESTAPI) Get(ctx context.Context, uri string, param *map[string]interface{}) (res *RESTAPIResult, err error) { - this.Method = GET - this.Uri = uri - - reqParam := make(map[string]interface{}) - - if param != nil { - reqParam = *param - } - this.Param = reqParam - return this.Run(ctx) -} - -// POST请求 -func (this *RESTAPI) Post(ctx context.Context, uri string, param *map[string]interface{}) (res *RESTAPIResult, err error) { - this.Method = POST - this.Uri = uri - - reqParam := make(map[string]interface{}) - - if param != nil { - reqParam = *param - } - this.Param = reqParam - - return this.Run(ctx) -} - -func (this *RESTAPI) Run(ctx context.Context) (res *RESTAPIResult, err error) { - - if this.ApiKeyInfo == nil { - err = errors.New("APIKey不可为空") - return - } - - procStart := time.Now() - - defer func() { - if res != nil { - res.TotalUsedTime = time.Since(procStart) - } - }() - - client := &http.Client{ - Timeout: this.Timeout, - } - - uri, body, err := this.GenReqInfo() - if err != nil { - return - } - - url := this.EndPoint + uri - bodyBuf := new(bytes.Buffer) - bodyBuf.ReadFrom(strings.NewReader(body)) - - req, err := http.NewRequest(this.Method, url, bodyBuf) - if err != nil { - return - } - - res = &RESTAPIResult{ - Url: url, - Param: body, - } - - // Sign and set request headers - timestamp := IsoTime() - preHash := PreHashString(timestamp, this.Method, uri, body) - //log.Println("preHash:", preHash) - sign, err := HmacSha256Base64Signer(preHash, this.ApiKeyInfo.SecKey) - if err != nil { - return - } - //log.Println("sign:", sign) - headStr := this.SetHeaders(req, timestamp, sign) - res.Header = headStr - - this.PrintRequest(req, body, preHash) - resp, err := client.Do(req) - if err != nil { - fmt.Println("请求失败！", err) - return - } - defer resp.Body.Close() - - res.ReqUsedTime = time.Since(procStart) - - resBuff, err := ioutil.ReadAll(resp.Body) - if err != nil { - fmt.Println("获取请求结果失败！", err) - return - } - - res.Body = string(resBuff) - res.Code = resp.StatusCode - - // 解析结果 - var v5rsp Okexv5APIResponse - err = json.Unmarshal(resBuff, &v5rsp) - if err != nil { - fmt.Println("解析v5返回失败！", err) - return - } - - res.V5Response = v5rsp - - return -} - -/* - 生成请求对应的参数 -*/ -func (this *RESTAPI) GenReqInfo() (uri string, body string, err error) { - uri = this.Uri - - switch this.Method { - case GET: - getParam := []string{} - - if len(this.Param) == 0 { - return - } - - for k, v := range this.Param { - getParam = append(getParam, fmt.Sprintf("%v=%v", k, v)) - } - uri = uri + "?" + strings.Join(getParam, "&") - - case POST: - - var rawBody []byte - rawBody, err = json.Marshal(this.Param) - if err != nil { - return - } - body = string(rawBody) - default: - err = errors.New("request type unknown!") - return - } - - return -} - -/* - Set http request headers: - Accept: application/json - Content-Type: application/json; charset=UTF-8 (default) - Cookie: locale=en_US (English) - OK-ACCESS-KEY: (Your setting) - OK-ACCESS-SIGN: (Use your setting, auto sign and add) - OK-ACCESS-TIMESTAMP: (Auto add) - OK-ACCESS-PASSPHRASE: Your setting -*/ -func (this *RESTAPI) SetHeaders(request *http.Request, timestamp string, sign string) (header string) { - - request.Header.Add(ACCEPT, APPLICATION_JSON) - header += ACCEPT + ":" + APPLICATION_JSON + "\n" - - request.Header.Add(CONTENT_TYPE, APPLICATION_JSON_UTF8) - header += CONTENT_TYPE + ":" + APPLICATION_JSON_UTF8 + "\n" - - request.Header.Add(COOKIE, LOCALE+ENGLISH) - header += COOKIE + ":" + LOCALE + ENGLISH + "\n" - - request.Header.Add(OK_ACCESS_KEY, this.ApiKeyInfo.ApiKey) - header += OK_ACCESS_KEY + ":" + this.ApiKeyInfo.ApiKey + "\n" - - request.Header.Add(OK_ACCESS_SIGN, sign) - header += OK_ACCESS_SIGN + ":" + sign + "\n" - - request.Header.Add(OK_ACCESS_TIMESTAMP, timestamp) - header += OK_ACCESS_TIMESTAMP + ":" + timestamp + "\n" - - request.Header.Add(OK_ACCESS_PASSPHRASE, this.ApiKeyInfo.PassPhrase) - header += OK_ACCESS_PASSPHRASE + ":" + this.ApiKeyInfo.PassPhrase + "\n" - - //模拟盘交易标记 - if this.isSimulate { - request.Header.Add(X_SIMULATE_TRADING, "1") - header += X_SIMULATE_TRADING + ":1" + "\n" - } - return -} - -/* - 打印header信息 -*/ -func (this *RESTAPI) PrintRequest(request *http.Request, body string, preHash string) { - if this.ApiKeyInfo.SecKey != "" { - fmt.Println(" Secret-Key: " + this.ApiKeyInfo.SecKey) - } - fmt.Println(" Request(" + IsoTime() + "):") - fmt.Println("\tUrl: " + request.URL.String()) - fmt.Println("\tMethod: " + strings.ToUpper(request.Method)) - if len(request.Header) > 0 { - fmt.Println("\tHeaders: ") - for k, v := range request.Header { - if strings.Contains(k, "Ok-") { - k = strings.ToUpper(k) - } - fmt.Println("\t\t" + k + ": " + v[0]) - } - } - fmt.Println("\tBody: " + body) - if preHash != "" { - fmt.Println(" PreHash: " + preHash) - } -} diff --git a/okex/rest/rest_test.go b/okex/rest/rest_test.go deleted file mode 100644 index cc6c753..0000000 --- a/okex/rest/rest_test.go +++ /dev/null @@ -1,100 +0,0 @@ -package rest - -import ( - "context" - "fmt" - "testing" -) - -/* - GET请求 -*/ -func TestRESTAPIGet(t *testing.T) { - - rest := NewRESTAPI("https://www.okex.win", GET, "/api/v5/account/balance", nil) - rest.SetSimulate(true).SetAPIKey("xxxx", "xxxx", "xxxx") - rest.SetUserId("xxxxx") - response, err := rest.Run(context.Background()) - if err != nil { - fmt.Println(err) - return - } - - fmt.Println("Response:") - fmt.Println("\thttp code: ", response.Code) - fmt.Println("\t总耗时: ", response.TotalUsedTime) - fmt.Println("\t请求耗时: ", response.ReqUsedTime) - fmt.Println("\t返回消息: ", response.Body) - fmt.Println("\terrCode: ", response.V5Response.Code) - fmt.Println("\terrMsg: ", response.V5Response.Msg) - fmt.Println("\tdata: ", response.V5Response.Data) - - // 请求的另一种方式 - apikey := APIKeyInfo{ - ApiKey: "xxxxx", - SecKey: "xxxxx", - PassPhrase: "xxx", - } - - cli := NewRESTClient("https://www.okex.win", &apikey, true) - rsp, err := cli.Get(context.Background(), "/api/v5/account/balance", nil) - if err != nil { - return - } - - fmt.Println("Response:") - fmt.Println("\thttp code: ", rsp.Code) - fmt.Println("\t总耗时: ", rsp.TotalUsedTime) - fmt.Println("\t请求耗时: ", rsp.ReqUsedTime) - fmt.Println("\t返回消息: ", rsp.Body) - fmt.Println("\terrCode: ", rsp.V5Response.Code) - fmt.Println("\terrMsg: ", rsp.V5Response.Msg) - fmt.Println("\tdata: ", rsp.V5Response.Data) -} - -/* - POST请求 -*/ -func TestRESTAPIPost(t *testing.T) { - param := make(map[string]interface{}) - param["greeksType"] = "PA" - - rest := NewRESTAPI("https://www.okex.win", POST, "/api/v5/account/set-greeks", ¶m) - rest.SetSimulate(true).SetAPIKey("xxxx", "xxxx", "xxxx") - response, err := rest.Run(context.Background()) - if err != nil { - fmt.Println(err) - return - } - - fmt.Println("Response:") - fmt.Println("\thttp code: ", response.Code) - fmt.Println("\t总耗时: ", response.TotalUsedTime) - fmt.Println("\t请求耗时: ", response.ReqUsedTime) - fmt.Println("\t返回消息: ", response.Body) - fmt.Println("\terrCode: ", response.V5Response.Code) - fmt.Println("\terrMsg: ", response.V5Response.Msg) - fmt.Println("\tdata: ", response.V5Response.Data) - - // 请求的另一种方式 - apikey := APIKeyInfo{ - ApiKey: "xxxx", - SecKey: "xxxxx", - PassPhrase: "xxxx", - } - - cli := NewRESTClient("https://www.okex.win", &apikey, true) - rsp, err := cli.Post(context.Background(), "/api/v5/account/set-greeks", ¶m) - if err != nil { - return - } - - fmt.Println("Response:") - fmt.Println("\thttp code: ", rsp.Code) - fmt.Println("\t总耗时: ", rsp.TotalUsedTime) - fmt.Println("\t请求耗时: ", rsp.ReqUsedTime) - fmt.Println("\t返回消息: ", rsp.Body) - fmt.Println("\terrCode: ", rsp.V5Response.Code) - fmt.Println("\terrMsg: ", rsp.V5Response.Msg) - fmt.Println("\tdata: ", rsp.V5Response.Data) -} diff --git a/okex/utils/go.mod b/okex/utils/go.mod deleted file mode 100644 index 240946f..0000000 --- a/okex/utils/go.mod +++ /dev/null @@ -1,8 +0,0 @@ -module v5sdk_go/utils - -go 1.15 - -require ( - github.com/gorilla/websocket v1.4.2 - github.com/stretchr/testify v1.7.0 -) diff --git a/okex/utils/go.sum b/okex/utils/go.sum deleted file mode 100644 index 5b6508a..0000000 --- a/okex/utils/go.sum +++ /dev/null @@ -1,7 +0,0 @@ -github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38= -github.com/gorilla/websocket v1.4.2/go.mod h1:YR8l580nyteQvAITg2hZ9XVh4b55+EU/adAjf1fMHhE= -github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4= -github.com/stretchr/objx v0.1.0/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+wExME= -github.com/stretchr/testify v1.7.0/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg= -gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= -gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM= diff --git a/okex/utils/utils.go b/okex/utils/utils.go deleted file mode 100644 index 830186d..0000000 --- a/okex/utils/utils.go +++ /dev/null @@ -1,102 +0,0 @@ -package utils - -import ( - "bytes" - "compress/flate" - "crypto/hmac" - "crypto/sha256" - "encoding/base64" - "encoding/json" - "io/ioutil" - "log" - "strconv" - "strings" - "time" - //"net/http" -) - -/* - Get a epoch time - eg: 1521221737 -*/ -func EpochTime() string { - millisecond := time.Now().UnixNano() / 1000000 - epoch := strconv.Itoa(int(millisecond)) - epochBytes := []byte(epoch) - epoch = string(epochBytes[:10]) - return epoch -} - -/* - signing a message - using: hmac sha256 + base64 - eg: - message = Pre_hash function comment - secretKey = E65791902180E9EF4510DB6A77F6EBAE - - return signed string = TO6uwdqz+31SIPkd4I+9NiZGmVH74dXi+Fd5X0EzzSQ= -*/ -func HmacSha256Base64Signer(message string, secretKey string) (string, error) { - mac := hmac.New(sha256.New, []byte(secretKey)) - _, err := mac.Write([]byte(message)) - if err != nil { - return "", err - } - return base64.StdEncoding.EncodeToString(mac.Sum(nil)), nil -} - -/* - the pre hash string - eg: - timestamp = 2018-03-08T10:59:25.789Z - method = POST - request_path = /orders?before=2&limit=30 - body = {"product_id":"BTC-USD-0309","order_id":"377454671037440"} - - return pre hash string = 2018-03-08T10:59:25.789ZPOST/orders?before=2&limit=30{"product_id":"BTC-USD-0309","order_id":"377454671037440"} -*/ -func PreHashString(timestamp string, method string, requestPath string, body string) string { - return timestamp + strings.ToUpper(method) + requestPath + body -} - -/* - struct convert json string -*/ -func Struct2JsonString(raw interface{}) (jsonString string, err error) { - //fmt.Println("转化json,", raw) - data, err := json.Marshal(raw) - if err != nil { - log.Println("convert json failed!", err) - return "", err - } - //log.Println(string(data)) - return string(data), nil -} - -// 解压缩消息 -func GzipDecode(in []byte) ([]byte, error) { - reader := flate.NewReader(bytes.NewReader(in)) - defer reader.Close() - - return ioutil.ReadAll(reader) -} - - -/* - Get a iso time - eg: 2018-03-16T18:02:48.284Z -*/ -func IsoTime() string { - utcTime := time.Now().UTC() - iso := utcTime.String() - isoBytes := []byte(iso) - iso = string(isoBytes[:10]) + "T" + string(isoBytes[11:23]) + "Z" - return iso -} - - - - - - - diff --git a/okex/utils/utils_test.go b/okex/utils/utils_test.go deleted file mode 100644 index 09bcf5b..0000000 --- a/okex/utils/utils_test.go +++ /dev/null @@ -1,17 +0,0 @@ -package utils - -import ( - "fmt" - "testing" -) - -func TestHmacSha256Base64Signer(t *testing.T) { - raw := `2021-04-06T03:33:21.681ZPOST/api/v5/trade/order{"instId":"ETH-USDT-SWAP","ordType":"limit","px":"2300","side":"sell","sz":"1","tdMode":"cross"}` - key := "1A9E86759F2D2AA16E389FD3B7F8273E" - res, err := HmacSha256Base64Signer(raw, key) - if err != nil { - t.Fatal(err) - } - fmt.Println(res) - t.Log(res) -} diff --git a/okex/ws/go.mod b/okex/ws/go.mod deleted file mode 100644 index 4ed1f0a..0000000 --- a/okex/ws/go.mod +++ /dev/null @@ -1,8 +0,0 @@ -module v5sdk_go/ws - -go 1.15 - -require ( - github.com/gorilla/websocket v1.4.2 - github.com/stretchr/testify v1.7.0 -) diff --git a/okex/ws/go.sum b/okex/ws/go.sum deleted file mode 100644 index 49362ff..0000000 --- a/okex/ws/go.sum +++ /dev/null @@ -1,28 +0,0 @@ -github.com/bitly/go-simplejson v0.5.0/go.mod h1:cXHtHw4XUPsvGaxgjIAn8PhEWG9NfngEKAMDJEczWVA= -github.com/bmizerany/assert v0.0.0-20160611221934-b7ed37b82869/go.mod h1:Ekp36dRnpXw/yCqJaO+ZrUyxD+3VXMFFr56k5XYrpB4= -github.com/creack/pty v1.1.9/go.mod h1:oKZEueFk5CKHvIhNR5MUki03XCEU+Q6VDXinZuGJ33E= -github.com/davecgh/go-spew v1.1.0 h1:ZDRjVQ15GmhC3fiQ8ni8+OwkZQO4DARzQgrnXU1Liz8= -github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38= -github.com/gorilla/websocket v1.4.2 h1:+/TMaTYc4QFitKJxsQ7Yye35DkWvkdLcvGKqM+x0Ufc= -github.com/gorilla/websocket v1.4.2/go.mod h1:YR8l580nyteQvAITg2hZ9XVh4b55+EU/adAjf1fMHhE= -github.com/kr/pretty v0.1.0/go.mod h1:dAy3ld7l9f0ibDNOQOHHMYYIIbhfbHSm3C4ZsoJORNo= -github.com/kr/pretty v0.3.0 h1:WgNl7dwNpEZ6jJ9k1snq4pZsg7DOEN8hP9Xw0Tsjwk0= -github.com/kr/pretty v0.3.0/go.mod h1:640gp4NfQd8pI5XOwp5fnNeVWj67G7CFk/SaSQn7NBk= -github.com/kr/pty v1.1.1/go.mod h1:pFQYn66WHrOpPYNljwOMqo10TkYh1fy3cYio2l3bCsQ= -github.com/kr/text v0.1.0/go.mod h1:4Jbv+DJW3UT/LiOwJeYQe1efqtUx/iVham/4vfdArNI= -github.com/kr/text v0.2.0 h1:5Nx0Ya0ZqY2ygV366QzturHI13Jq95ApcVaJBhpS+AY= -github.com/kr/text v0.2.0/go.mod h1:eLer722TekiGuMkidMxC/pM04lWEeraHUUmBw8l2grE= -github.com/mitchellh/mapstructure v1.4.1/go.mod h1:bFUtVrKA4DC2yAKiSyO/QUcy7e+RRV2QTWOzhPopBRo= -github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM= -github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4= -github.com/rogpeppe/go-internal v1.6.1 h1:/FiVV8dS/e+YqF2JvO3yXRFbBLTIuSDkuC7aBOAvL+k= -github.com/rogpeppe/go-internal v1.6.1/go.mod h1:xXDCJY+GAPziupqXw64V24skbSoqbTEfhy4qGm1nDQc= -github.com/stretchr/objx v0.1.0/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+wExME= -github.com/stretchr/testify v1.7.0 h1:nwc3DEeHmmLAfoZucVR881uASk0Mfjw8xYJ99tb5CcY= -github.com/stretchr/testify v1.7.0/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg= -gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= -gopkg.in/check.v1 v1.0.0-20180628173108-788fd7840127 h1:qIbj1fsPNlZgppZ+VLlY7N33q108Sa+fhmuc+sWQYwY= -gopkg.in/check.v1 v1.0.0-20180628173108-788fd7840127/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= -gopkg.in/errgo.v2 v2.1.0/go.mod h1:hNsd1EY+bozCKY1Ytp96fpM3vjJbqLJn88ws8XvfDNI= -gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c h1:dUUwHk2QECo/6vqA44rthZ8ie2QXMNeKRTHCNY2nXvo= -gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM= diff --git a/okex/ws/utils.go b/okex/ws/utils.go deleted file mode 100644 index 3c75066..0000000 --- a/okex/ws/utils.go +++ /dev/null @@ -1,75 +0,0 @@ -package ws - -import ( - "errors" - "log" - "runtime/debug" - . "v5sdk_go/ws/wImpl" - . "v5sdk_go/ws/wInterface" -) - -// 判断返回结果成功失败 -func checkResult(wsReq WSReqData, wsRsps []*Msg) (res bool, err error) { - defer func() { - a := recover() - if a != nil { - log.Printf("Receive End. Recover msg: %+v", a) - debug.PrintStack() - } - return - }() - - res = false - if len(wsRsps) == 0 { - return - } - - for _, v := range wsRsps { - switch v.Info.(type) { - case ErrData: - return - } - if wsReq.GetType() != v.Info.(WSRspData).MsgType() { - err = errors.New("消息类型不一致") - return - } - } - - //检查所有频道是否都更新成功 - if wsReq.GetType() == MSG_NORMAL { - req, ok := wsReq.(ReqData) - if !ok { - log.Println("类型转化失败", req) - err = errors.New("类型转化失败") - return - } - - for idx, _ := range req.Args { - ok := false - i_req := req.Args[idx] - //fmt.Println("检查",i_req) - for i, _ := range wsRsps { - info, _ := wsRsps[i].Info.(RspData) - //fmt.Println("<<",info) - if info.Event == req.Op && info.Arg["channel"] == i_req["channel"] && info.Arg["instType"] == i_req["instType"] { - ok = true - continue - } - } - if !ok { - err = errors.New("未得到所有的期望的返回结果") - return - } - } - } else { - for i, _ := range wsRsps { - info, _ := wsRsps[i].Info.(JRPCRsp) - if info.Code != "0" { - return - } - } - } - - res = true - return -} diff --git a/okex/ws/wImpl/BookData.go b/okex/ws/wImpl/BookData.go deleted file mode 100644 index 8867c8d..0000000 --- a/okex/ws/wImpl/BookData.go +++ /dev/null @@ -1,226 +0,0 @@ -/* - 订阅频道后收到的推送数据 -*/ - -package wImpl - -import ( - "bytes" - "errors" - "fmt" - "hash/crc32" - "log" - "strconv" - "strings" -) - -// 普通推送 -type MsgData struct { - Arg map[string]string `json:"arg"` - Data []interface{} `json:"data"` -} - -// 深度数据 -type DepthData struct { - Arg map[string]string `json:"arg"` - Action string `json:"action"` - Data []DepthDetail `json:"data"` -} - -type DepthDetail struct { - Asks [][]string `json:"asks"` - Bids [][]string `json:"bids"` - Ts string `json:"ts"` - Checksum int32 `json:"checksum"` -} - -/* - 深度数据校验 -*/ -func (this *DepthData) CheckSum(snap *DepthDetail) (pDepData *DepthDetail, err error) { - - if len(this.Data) != 1 { - err = errors.New("深度数据错误！") - return - } - - if this.Action == DEPTH_SNAPSHOT { - _, cs := CalCrc32(this.Data[0].Asks, this.Data[0].Bids) - - if cs != this.Data[0].Checksum { - err = errors.New("校验失败！") - return - } - pDepData = &this.Data[0] - log.Println("snapshot校验成功", this.Data[0].Checksum) - - } - - if this.Action == DEPTH_UPDATE { - if snap == nil { - err = errors.New("深度快照数据不可为空！") - return - } - - pDepData, err = MergDepthData(*snap, this.Data[0], this.Data[0].Checksum) - if err != nil { - return - } - log.Println("update校验成功", this.Data[0].Checksum) - } - - return -} - -func CalCrc32(askDepths [][]string, bidDepths [][]string) (bytes.Buffer, int32) { - - crc32BaseBuffer := bytes.Buffer{} - crcAskDepth, crcBidDepth := 25, 25 - - if len(askDepths) < 25 { - crcAskDepth = len(askDepths) - } - if len(bidDepths) < 25 { - crcBidDepth = len(bidDepths) - } - if crcAskDepth == crcBidDepth { - for i := 0; i < crcAskDepth; i++ { - if crc32BaseBuffer.Len() > 0 { - crc32BaseBuffer.WriteString(":") - } - crc32BaseBuffer.WriteString( - fmt.Sprintf("%v:%v:%v:%v", - (bidDepths)[i][0], (bidDepths)[i][1], - (askDepths)[i][0], (askDepths)[i][1])) - } - } else { - - var crcArr []string - for i, j := 0, 0; i < crcBidDepth || j < crcAskDepth; { - - if i < crcBidDepth { - crcArr = append(crcArr, fmt.Sprintf("%v:%v", (bidDepths)[i][0], (bidDepths)[i][1])) - i++ - } - - if j < crcAskDepth { - crcArr = append(crcArr, fmt.Sprintf("%v:%v", (askDepths)[j][0], (askDepths)[j][1])) - j++ - } - } - - crc32BaseBuffer.WriteString(strings.Join(crcArr, ":")) - } - - expectCrc32 := int32(crc32.ChecksumIEEE(crc32BaseBuffer.Bytes())) - - return crc32BaseBuffer, expectCrc32 -} - -/* - 深度合并的内部方法 - 返回结果： - res：合并后的深度 - index: 最新的 ask1/bids1 的索引 -*/ -func mergeDepth(oldDepths [][]string, newDepths [][]string, method string) (res [][]string, err error) { - - oldIdx, newIdx := 0, 0 - - for oldIdx < len(oldDepths) && newIdx < len(newDepths) { - - oldItem := oldDepths[oldIdx] - newItem := newDepths[newIdx] - var oldPrice, newPrice float64 - oldPrice, err = strconv.ParseFloat(oldItem[0], 10) - if err != nil { - return - } - newPrice, err = strconv.ParseFloat(newItem[0], 10) - if err != nil { - return - } - - if oldPrice == newPrice { - if newItem[1] != "0" { - res = append(res, newItem) - } - - oldIdx++ - newIdx++ - } else { - switch method { - // 降序 - case "bids": - if oldPrice < newPrice { - res = append(res, newItem) - newIdx++ - } else { - - res = append(res, oldItem) - oldIdx++ - } - // 升序 - case "asks": - if oldPrice > newPrice { - res = append(res, newItem) - newIdx++ - } else { - - res = append(res, oldItem) - oldIdx++ - } - } - } - - } - - if oldIdx < len(oldDepths) { - res = append(res, oldDepths[oldIdx:]...) - } - - if newIdx < len(newDepths) { - res = append(res, newDepths[newIdx:]...) - } - - return -} - -/* - 深度合并，并校验 -*/ -func MergDepthData(snap DepthDetail, update DepthDetail, expChecksum int32) (res *DepthDetail, err error) { - - newAskDepths, err1 := mergeDepth(snap.Asks, update.Asks, "asks") - if err1 != nil { - return - } - - // log.Println("old Ask - ", snap.Asks) - // log.Println("update Ask - ", update.Asks) - // log.Println("new Ask - ", newAskDepths) - newBidDepths, err2 := mergeDepth(snap.Bids, update.Bids, "bids") - if err2 != nil { - return - } - // log.Println("old Bids - ", snap.Bids) - // log.Println("update Bids - ", update.Bids) - // log.Println("new Bids - ", newBidDepths) - - cBuf, checksum := CalCrc32(newAskDepths, newBidDepths) - if checksum != expChecksum { - err = errors.New("校验失败！") - log.Println("buffer:", cBuf.String()) - log.Fatal(checksum, expChecksum) - return - } - - res = &DepthDetail{ - Asks: newAskDepths, - Bids: newBidDepths, - Ts: update.Ts, - Checksum: update.Checksum, - } - - return -} diff --git a/okex/ws/wImpl/ErrData.go b/okex/ws/wImpl/ErrData.go deleted file mode 100644 index 020164b..0000000 --- a/okex/ws/wImpl/ErrData.go +++ /dev/null @@ -1,13 +0,0 @@ -/* - 错误数据 -*/ -package wImpl - -// 服务端请求错误返回消息格式 -type ErrData struct { - Event string `json:"event"` - Code string `json:"code"` - Msg string `json:"msg"` -} - - diff --git a/okex/ws/wImpl/JRPCData.go b/okex/ws/wImpl/JRPCData.go deleted file mode 100644 index cfd3223..0000000 --- a/okex/ws/wImpl/JRPCData.go +++ /dev/null @@ -1,50 +0,0 @@ -/* - JRPC请求/响应数据 -*/ -package wImpl - -import ( - "encoding/json" - . "v5sdk_go/utils" -) - -// jrpc请求结构体 -type JRPCReq struct { - Id string `json:"id"` - Op string `json:"op"` - Args []map[string]interface{} `json:"args"` -} - -func (r JRPCReq) GetType() int { - return MSG_JRPC -} - -func (r JRPCReq) ToString() string { - data, err := Struct2JsonString(r) - if err != nil { - return "" - } - return data -} - -func (r JRPCReq) Len() int { - return 1 -} - -// jrpc响应结构体 -type JRPCRsp struct { - Id string `json:"id"` - Op string `json:"op"` - Data []map[string]interface{} `json:"data"` - Code string `json:"code"` - Msg string `json:"msg"` -} - -func (r JRPCRsp) MsgType() int { - return MSG_JRPC -} - -func (r JRPCRsp) String() string { - raw, _ := json.Marshal(r) - return string(raw) -} diff --git a/okex/ws/wImpl/ReqData.go b/okex/ws/wImpl/ReqData.go deleted file mode 100644 index df7afa1..0000000 --- a/okex/ws/wImpl/ReqData.go +++ /dev/null @@ -1,47 +0,0 @@ -/* - 普通订阅请求和响应的数据格式 -*/ - -package wImpl - -import ( - "encoding/json" - . "v5sdk_go/utils" -) - -// 客户端请求消息格式 -type ReqData struct { - Op string `json:"op"` - Args []map[string]string `json:"args"` -} - -func (r ReqData) GetType() int { - return MSG_NORMAL -} - -func (r ReqData) ToString() string { - data, err := Struct2JsonString(r) - if err != nil { - return "" - } - return data -} - -func (r ReqData) Len() int { - return len(r.Args) -} - -// 服务端请求响应消息格式 -type RspData struct { - Event string `json:"event"` - Arg map[string]string `json:"arg"` -} - -func (r RspData) MsgType() int { - return MSG_NORMAL -} - -func (r RspData) String() string { - raw, _ := json.Marshal(r) - return string(raw) -} diff --git a/okex/ws/wImpl/contants.go b/okex/ws/wImpl/contants.go deleted file mode 100644 index c095fae..0000000 --- a/okex/ws/wImpl/contants.go +++ /dev/null @@ -1,241 +0,0 @@ -package wImpl - -import ( - "regexp" -) - -/* - - */ - -const ( - MSG_NORMAL = iota - MSG_JRPC -) - -//事件 -type Event int - -/* - EventID -*/ -const ( - EVENT_UNKNOWN Event = iota - EVENT_ERROR - EVENT_PING - EVENT_LOGIN - - //订阅公共频道 - EVENT_BOOK_INSTRUMENTS - EVENT_STATUS - EVENT_BOOK_TICKERS - EVENT_BOOK_OPEN_INTEREST - EVENT_BOOK_KLINE - EVENT_BOOK_TRADE - EVENT_BOOK_ESTIMATE_PRICE - EVENT_BOOK_MARK_PRICE - EVENT_BOOK_MARK_PRICE_CANDLE_CHART - EVENT_BOOK_LIMIT_PRICE - EVENT_BOOK_ORDER_BOOK - EVENT_BOOK_ORDER_BOOK5 - EVENT_BOOK_ORDER_BOOK_TBT - EVENT_BOOK_ORDER_BOOK50_TBT - EVENT_BOOK_OPTION_SUMMARY - EVENT_BOOK_FUND_RATE - EVENT_BOOK_KLINE_INDEX - EVENT_BOOK_INDEX_TICKERS - - //订阅私有频道 - EVENT_BOOK_ACCOUNT - EVENT_BOOK_POSTION - EVENT_BOOK_ORDER - EVENT_BOOK_ALG_ORDER - EVENT_BOOK_B_AND_P - - // JRPC - EVENT_PLACE_ORDER - EVENT_PLACE_BATCH_ORDERS - EVENT_CANCEL_ORDER - EVENT_CANCEL_BATCH_ORDERS - EVENT_AMEND_ORDER - EVENT_AMEND_BATCH_ORDERS - - //订阅返回数据 - EVENT_BOOKED_DATA - EVENT_DEPTH_DATA -) - -/* - EventID，事件名称，channel - 注： 带有周期参数的频道 如 行情频道 ，需要将channel写为 正则表达模式方便 类型匹配，如 "^candle*" -*/ -var EVENT_TABLE = [][]interface{}{ - // 未知的消息 - {EVENT_UNKNOWN, "未知", ""}, - // 错误的消息 - {EVENT_ERROR, "错误", ""}, - // Ping - {EVENT_PING, "ping", ""}, - // 登陆 - {EVENT_LOGIN, "登录", ""}, - - /* - 订阅公共频道 - */ - - {EVENT_BOOK_INSTRUMENTS, "产品", "instruments"}, - {EVENT_STATUS, "status", "status"}, - {EVENT_BOOK_TICKERS, "行情", "tickers"}, - {EVENT_BOOK_OPEN_INTEREST, "持仓总量", "open-interest"}, - {EVENT_BOOK_KLINE, "K线", "candle"}, - {EVENT_BOOK_TRADE, "交易", "trades"}, - {EVENT_BOOK_ESTIMATE_PRICE, "预估交割/行权价格", "estimated-price"}, - {EVENT_BOOK_MARK_PRICE, "标记价格", "mark-price"}, - {EVENT_BOOK_MARK_PRICE_CANDLE_CHART, "标记价格K线", "mark-price-candle"}, - {EVENT_BOOK_LIMIT_PRICE, "限价", "price-limit"}, - {EVENT_BOOK_ORDER_BOOK, "400档深度", "books"}, - {EVENT_BOOK_ORDER_BOOK5, "5档深度", "books5"}, - {EVENT_BOOK_ORDER_BOOK_TBT, "tbt深度", "books-l2-tbt"}, - {EVENT_BOOK_ORDER_BOOK50_TBT, "tbt50深度", "books50-l2-tbt"}, - {EVENT_BOOK_OPTION_SUMMARY, "期权定价", "opt-summary"}, - {EVENT_BOOK_FUND_RATE, "资金费率", "funding-rate"}, - {EVENT_BOOK_KLINE_INDEX, "指数K线", "index-candle"}, - {EVENT_BOOK_INDEX_TICKERS, "指数行情", "index-tickers"}, - - /* - 订阅私有频道 - */ - {EVENT_BOOK_ACCOUNT, "账户", "account"}, - {EVENT_BOOK_POSTION, "持仓", "positions"}, - {EVENT_BOOK_ORDER, "订单", "orders"}, - {EVENT_BOOK_ALG_ORDER, "策略委托订单", "orders-algo"}, - {EVENT_BOOK_B_AND_P, "账户余额和持仓", "balance_and_position"}, - - /* - JRPC - */ - {EVENT_PLACE_ORDER, "下单", "order"}, - {EVENT_PLACE_BATCH_ORDERS, "批量下单", "batch-orders"}, - {EVENT_CANCEL_ORDER, "撤单", "cancel-order"}, - {EVENT_CANCEL_BATCH_ORDERS, "批量撤单", "batch-cancel-orders"}, - {EVENT_AMEND_ORDER, "改单", "amend-order"}, - {EVENT_AMEND_BATCH_ORDERS, "批量改单", "batch-amend-orders"}, - - /* - 订阅返回数据 - 注意：推送数据channle统一为"" - */ - {EVENT_BOOKED_DATA, "普通推送", ""}, - {EVENT_DEPTH_DATA, "深度推送", ""}, -} - -/* - 获取事件名称 -*/ -func (e Event) String() string { - for _, v := range EVENT_TABLE { - eventId := v[0].(Event) - if e == eventId { - return v[1].(string) - } - } - - return "" -} - -/* - 通过事件获取对应的channel信息 - 对于频道名称有时间周期的 通过参数 pd 传入，拼接后返回完整channel信息 -*/ -func (e Event) GetChannel(pd Period) string { - - channel := "" - - for _, v := range EVENT_TABLE { - eventId := v[0].(Event) - if e == eventId { - channel = v[2].(string) - break - } - } - - if channel == "" { - return "" - } - - return channel + string(pd) -} - -/* - 通过channel信息匹配获取事件类型 -*/ -func GetEventId(raw string) Event { - evt := EVENT_UNKNOWN - - for _, v := range EVENT_TABLE { - channel := v[2].(string) - if raw == channel { - evt = v[0].(Event) - break - } - - regexp := regexp.MustCompile(`^(.*)([1-9][0-9]?[\w])$`) - //regexp := regexp.MustCompile(`^http://www.flysnow.org/([\d]{4})/([\d]{2})/([\d]{2})/([\w-]+).html$`) - - substr := regexp.FindStringSubmatch(raw) - //fmt.Println(substr) - if len(substr) >= 2 { - if substr[1] == channel { - evt = v[0].(Event) - break - } - } - } - - return evt -} - -// 时间维度 -type Period string - -const ( - // 年 - PERIOD_1YEAR Period = "1Y" - - // 月 - PERIOD_6Mon Period = "6M" - PERIOD_3Mon Period = "3M" - PERIOD_1Mon Period = "1M" - - // 周 - PERIOD_1WEEK Period = "1W" - - // 天 - PERIOD_5DAY Period = "5D" - PERIOD_3DAY Period = "3D" - PERIOD_2DAY Period = "2D" - PERIOD_1DAY Period = "1D" - - // 小时 - PERIOD_12HOUR Period = "12H" - PERIOD_6HOUR Period = "6H" - PERIOD_4HOUR Period = "4H" - PERIOD_2HOUR Period = "2H" - PERIOD_1HOUR Period = "1H" - - // 分钟 - PERIOD_30MIN Period = "30m" - PERIOD_15MIN Period = "15m" - PERIOD_5MIN Period = "5m" - PERIOD_3MIN Period = "3m" - PERIOD_1MIN Period = "1m" - - // 缺省 - PERIOD_NONE Period = "" -) - -// 深度枚举 -const ( - DEPTH_SNAPSHOT = "snapshot" - DEPTH_UPDATE = "update" -) diff --git a/okex/ws/wImpl/contants_test.go b/okex/ws/wImpl/contants_test.go deleted file mode 100644 index b4186ba..0000000 --- a/okex/ws/wImpl/contants_test.go +++ /dev/null @@ -1,28 +0,0 @@ -package wImpl - -import ( - "testing" - - "github.com/stretchr/testify/assert" -) - -func TestGetEventId(t *testing.T) { - - id1 := GetEventId("index-candle30m") - - assert.True(t, id1 == EVENT_BOOK_KLINE_INDEX) - - id2 := GetEventId("candle1Y") - - assert.True(t, id2 == EVENT_BOOK_KLINE) - - id3 := GetEventId("orders-algo") - assert.True(t, id3 == EVENT_BOOK_ALG_ORDER) - - id4 := GetEventId("balance_and_position") - assert.True(t, id4 == EVENT_BOOK_B_AND_P) - - id5 := GetEventId("index-candle1m") - assert.True(t, id5 == EVENT_BOOK_KLINE_INDEX) - -} diff --git a/okex/ws/wInterface/IParam.go b/okex/ws/wInterface/IParam.go deleted file mode 100644 index 72f10e1..0000000 --- a/okex/ws/wInterface/IParam.go +++ /dev/null @@ -1,9 +0,0 @@ -package wInterface - -import . "v5sdk_go/ws/wImpl" - -// 请求数据 -type WSParam interface { - EventType() Event - ToMap() *map[string]string -} diff --git a/okex/ws/wInterface/IReqData.go b/okex/ws/wInterface/IReqData.go deleted file mode 100644 index 3bd299e..0000000 --- a/okex/ws/wInterface/IReqData.go +++ /dev/null @@ -1,8 +0,0 @@ -package wInterface - -// 请求数据 -type WSReqData interface { - GetType() int - Len() int - ToString() string -} diff --git a/okex/ws/wInterface/IRspData.go b/okex/ws/wInterface/IRspData.go deleted file mode 100644 index 5282d71..0000000 --- a/okex/ws/wInterface/IRspData.go +++ /dev/null @@ -1,6 +0,0 @@ -package wInterface - -// 返回数据 -type WSRspData interface { - MsgType() int -} diff --git a/okex/ws/ws_AddBookedDataHook_test.go b/okex/ws/ws_AddBookedDataHook_test.go deleted file mode 100644 index 70ff328..0000000 --- a/okex/ws/ws_AddBookedDataHook_test.go +++ /dev/null @@ -1,147 +0,0 @@ -package ws - -// HOW TO RUN -// go test ws_cli.go ws_op.go ws_contants.go utils.go ws_pub_channel.go ws_pub_channel_test.go ws_priv_channel.go ws_priv_channel_test.go ws_jrpc.go ws_jrpc_test.go ws_test_AddBookedDataHook.go -v -import ( - "fmt" - "log" - "testing" - "time" - . "v5sdk_go/ws/wImpl" -) - -const ( - TRADE_ACCOUNT = iota - ISOLATE_ACCOUNT - CROSS_ACCOUNT - CROSS_ACCOUNT_B -) - -func init() { - log.SetFlags(log.LstdFlags | log.Llongfile) - -} - -func prework() *WsClient { - ep := "wss://wsaws.okex.com:8443/ws/v5/private" - - r, err := NewWsClient(ep) - if err != nil { - log.Fatal(err) - } - - err = r.Start() - if err != nil { - log.Fatal(err, ep) - } - return r -} -func prework_pri(t int) *WsClient { - // 模拟环境 - ep := "wss://wsaws.okex.com:8443/ws/v5/private" - var apikey, passphrase, secretKey string - // 把账号密码写这里 - switch t { - case TRADE_ACCOUNT: - apikey = "fe468418-5e40-433f-8d04-04951286d417" - passphrase = "M4pw71Id" - secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D" - case ISOLATE_ACCOUNT: - apikey = "fe468418-5e40-433f-8d04-04951286d417" - passphrase = "M4pw71Id" - secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D" - case CROSS_ACCOUNT: - apikey = "fe468418-5e40-433f-8d04-04951286d417" - passphrase = "M4pw71Id" - secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D" - case CROSS_ACCOUNT_B: - apikey = "fe468418-5e40-433f-8d04-04951286d417" - passphrase = "M4pw71Id" - secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D" - } - - r, err := NewWsClient(ep) - if err != nil { - log.Fatal(err) - } - - err = r.Start() - if err != nil { - log.Fatal(err) - } - - var res bool - start := time.Now() - res, _, err = r.Login(apikey, secretKey, passphrase) - if res { - usedTime := time.Since(start) - fmt.Println("登录成功！", usedTime.String()) - } else { - log.Fatal("登录失败！", err) - } - fmt.Println(apikey, secretKey, passphrase) - return r -} - -func TestAddBookedDataHook(t *testing.T) { - var r *WsClient - - /*订阅私有频道*/ - { - r = prework_pri(CROSS_ACCOUNT) - var res bool - var err error - - r.AddBookMsgHook(func(ts time.Time, data MsgData) error { - // 添加你的方法 - fmt.Println("这是自定义AddBookMsgHook") - fmt.Println("当前数据是", data) - return nil - }) - - param := map[string]string{} - param["channel"] = "account" - param["ccy"] = "BTC" - - res, _, err = r.Subscribe(param) - if res { - fmt.Println("订阅成功！") - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(100 * time.Second) - } - - //订阅公共频道 - { - r = prework() - var res bool - var err error - - // r.AddBookMsgHook(func(ts time.Time, data MsgData) error { - // 添加你的方法 - // fmt.Println("这是公共自定义AddBookMsgHook") - // fmt.Println("当前数据是", data) - // return nil - // }) - - param := map[string]string{} - param["channel"] = "instruments" - param["instType"] = "FUTURES" - - res, _, err = r.Subscribe(param) - if res { - fmt.Println("订阅成功！") - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - select {} - } - -} diff --git a/okex/ws/ws_cli.go b/okex/ws/ws_cli.go deleted file mode 100644 index f06fd86..0000000 --- a/okex/ws/ws_cli.go +++ /dev/null @@ -1,725 +0,0 @@ -package ws - -import ( - "context" - "encoding/json" - "errors" - "fmt" - "log" - "regexp" - "runtime/debug" - "sync" - "time" - . "v5sdk_go/config" - . "v5sdk_go/utils" - . "v5sdk_go/ws/wImpl" - - "github.com/gorilla/websocket" -) - -// 全局回调函数 -type ReceivedDataCallback func(*Msg) error - -// 普通订阅推送数据回调函数 -type ReceivedMsgDataCallback func(time.Time, MsgData) error - -// 深度订阅推送数据回调函数 -type ReceivedDepthDataCallback func(time.Time, DepthData) error - -// websocket -type WsClient struct { - WsEndPoint string - WsApi *ApiInfo - conn *websocket.Conn - sendCh chan string //发消息队列 - resCh chan *Msg //收消息队列 - - errCh chan *Msg - regCh map[Event]chan *Msg //请求响应队列 - - quitCh chan struct{} - lock sync.RWMutex - - onMessageHook ReceivedDataCallback //全局消息回调函数 - onBookMsgHook ReceivedMsgDataCallback //普通订阅消息回调函数 - onDepthHook ReceivedDepthDataCallback //深度订阅消息回调函数 - OnErrorHook ReceivedDataCallback //错误处理回调函数 - - // 记录深度信息 - DepthDataList map[string]DepthDetail - autoDepthMgr bool // 深度数据管理（checksum等） - DepthDataLock sync.RWMutex - - isStarted bool //防止重复启动和关闭 - dailTimeout time.Duration -} - -/* - 服务端响应详细信息 - Timestamp: 接受到消息的时间 - Info: 接受到的消息字符串 -*/ -type Msg struct { - Timestamp time.Time `json:"timestamp"` - Info interface{} `json:"info"` -} - -func (this *Msg) Print() { - fmt.Println("【消息时间】", this.Timestamp.Format("2006-01-02 15:04:05.000")) - str, _ := json.Marshal(this.Info) - fmt.Println("【消息内容】", string(str)) -} - -/* - 订阅结果封装后的消息结构体 -*/ -type ProcessDetail struct { - EndPoint string `json:"endPoint"` - ReqInfo string `json:"ReqInfo"` //订阅请求 - SendTime time.Time `json:"sendTime"` //发送订阅请求的时间 - RecvTime time.Time `json:"recvTime"` //接受到订阅结果的时间 - UsedTime time.Duration `json:"UsedTime"` //耗时 - Data []*Msg `json:"data"` //订阅结果数据 -} - -func (p *ProcessDetail) String() string { - data, _ := json.Marshal(p) - return string(data) -} - -// 创建ws对象 -func NewWsClient(ep string) (r *WsClient, err error) { - if ep == "" { - err = errors.New("websocket endpoint cannot be null") - return - } - - r = &WsClient{ - WsEndPoint: ep, - sendCh: make(chan string), - resCh: make(chan *Msg), - errCh: make(chan *Msg), - regCh: make(map[Event]chan *Msg), - //cbs: make(map[Event]ReceivedDataCallback), - quitCh: make(chan struct{}), - DepthDataList: make(map[string]DepthDetail), - dailTimeout: time.Second * 10, - // 自动深度校验默认开启 - autoDepthMgr: true, - } - - return -} - -/* - 新增记录深度信息 -*/ -func (a *WsClient) addDepthDataList(key string, dd DepthDetail) error { - a.DepthDataLock.Lock() - defer a.DepthDataLock.Unlock() - a.DepthDataList[key] = dd - return nil -} - -/* - 更新记录深度信息（如果没有记录不会更新成功） -*/ -func (a *WsClient) updateDepthDataList(key string, dd DepthDetail) error { - a.DepthDataLock.Lock() - defer a.DepthDataLock.Unlock() - if _, ok := a.DepthDataList[key]; !ok { - return errors.New("更新失败！未发现记录" + key) - } - - a.DepthDataList[key] = dd - return nil -} - -/* - 删除记录深度信息 -*/ -func (a *WsClient) deleteDepthDataList(key string) error { - a.DepthDataLock.Lock() - defer a.DepthDataLock.Unlock() - delete(a.DepthDataList, key) - return nil -} - -/* - 设置是否自动深度管理，开启 true，关闭 false -*/ -func (a *WsClient) EnableAutoDepthMgr(b bool) error { - a.DepthDataLock.Lock() - defer a.DepthDataLock.Unlock() - - if len(a.DepthDataList) != 0 { - err := errors.New("当前有深度数据处于订阅中") - return err - } - - a.autoDepthMgr = b - return nil -} - -/* - 获取当前的深度快照信息(合并后的) -*/ -func (a *WsClient) GetSnapshotByChannel(data DepthData) (snapshot *DepthDetail, err error) { - key, err := json.Marshal(data.Arg) - if err != nil { - return - } - a.DepthDataLock.Lock() - defer a.DepthDataLock.Unlock() - val, ok := a.DepthDataList[string(key)] - if !ok { - return - } - snapshot = new(DepthDetail) - raw, err := json.Marshal(val) - if err != nil { - return - } - err = json.Unmarshal(raw, &snapshot) - if err != nil { - return - } - return -} - -// 设置dial超时时间 -func (a *WsClient) SetDailTimeout(tm time.Duration) { - a.dailTimeout = tm -} - -// 非阻塞启动 -func (a *WsClient) Start() error { - a.lock.RLock() - if a.isStarted { - a.lock.RUnlock() - fmt.Println("ws已经启动") - return nil - } else { - a.lock.RUnlock() - a.lock.Lock() - defer a.lock.Unlock() - // 增加超时处理 - done := make(chan struct{}) - ctx, cancel := context.WithTimeout(context.Background(), a.dailTimeout) - defer cancel() - go func() { - defer func() { - close(done) - }() - var c *websocket.Conn - fmt.Println("a.WsEndPoint: ", a.WsEndPoint) - c, _, err := websocket.DefaultDialer.Dial(a.WsEndPoint, nil) - if err != nil { - err = errors.New("dial error:" + err.Error()) - return - } - a.conn = c - - }() - select { - case <-ctx.Done(): - err := errors.New("连接超时退出！") - return err - case <-done: - - } - //TODO 自定义的推送消息回调回来试试放在这里 - go a.receive() - go a.work() - a.isStarted = true - log.Println("客户端已启动!", a.WsEndPoint) - return nil - } -} - -// 客户端退出消息channel -func (a *WsClient) IsQuit() <-chan struct{} { - return a.quitCh -} - -func (a *WsClient) work() { - defer func() { - a.Stop() - err := recover() - if err != nil { - log.Printf("work End. Recover msg: %+v", a) - debug.PrintStack() - } - - }() - - ticker := time.NewTicker(10 * time.Second) - defer ticker.Stop() - - for { - select { - case <-ticker.C: // 保持心跳 - // go a.Ping(1000) - go func() { - _, _, err := a.Ping(1000) - if err != nil { - fmt.Println("心跳检测失败！", err) - a.Stop() - return - } - - }() - - case <-a.quitCh: // 保持心跳 - return - case data, ok := <-a.resCh: //接收到服务端发来的消息 - if !ok { - return - } - //log.Println("接收到来自resCh的消息:", data) - if a.onMessageHook != nil { - err := a.onMessageHook(data) - if err != nil { - log.Println("执行onMessageHook函数错误！", err) - } - } - case errMsg, ok := <-a.errCh: //错误处理 - if !ok { - return - } - if a.OnErrorHook != nil { - err := a.OnErrorHook(errMsg) - if err != nil { - log.Println("执行OnErrorHook函数错误！", err) - } - } - case req, ok := <-a.sendCh: //从发送队列中取出数据发送到服务端 - if !ok { - return - } - //log.Println("接收到来自req的消息:", req) - err := a.conn.WriteMessage(websocket.TextMessage, []byte(req)) - if err != nil { - log.Printf("发送请求失败: %s\n", err) - return - } - log.Printf("[发送请求] %v\n", req) - } - } - -} - -/* - 处理接受到的消息 -*/ -func (a *WsClient) receive() { - defer func() { - a.Stop() - err := recover() - if err != nil { - log.Printf("Receive End. Recover msg: %+v", a) - debug.PrintStack() - } - - }() - - for { - messageType, message, err := a.conn.ReadMessage() - if err != nil { - if a.isStarted { - log.Println("receive message error!" + err.Error()) - } - - break - } - - txtMsg := message - switch messageType { - case websocket.TextMessage: - case websocket.BinaryMessage: - txtMsg, err = GzipDecode(message) - if err != nil { - log.Println("解压失败！") - continue - } - } - - log.Println("[收到消息]", string(txtMsg)) - - //发送结果到默认消息处理通道 - - timestamp := time.Now() - msg := &Msg{Timestamp: timestamp, Info: string(txtMsg)} - - a.resCh <- msg - - evt, data, err := a.parseMessage(txtMsg) - if err != nil { - log.Println("解析消息失败！", err) - continue - } - - //log.Println("解析消息成功!消息类型 =", evt) - - a.lock.RLock() - ch, ok := a.regCh[evt] - a.lock.RUnlock() - if !ok { - //只有推送消息才会主动创建通道和消费队列 - if evt == EVENT_BOOKED_DATA || evt == EVENT_DEPTH_DATA { - //log.Println("channel不存在！event:", evt) - //a.lock.RUnlock() - a.lock.Lock() - a.regCh[evt] = make(chan *Msg) - ch = a.regCh[evt] - a.lock.Unlock() - - //log.Println("创建", evt, "通道") - - // 创建消费队列 - go func(evt Event) { - //log.Println("创建goroutine evt:", evt) - - for msg := range a.regCh[evt] { - //log.Println(msg) - // msg.Print() - switch evt { - // 处理普通推送数据 - case EVENT_BOOKED_DATA: - fn := a.onBookMsgHook - if fn != nil { - err = fn(msg.Timestamp, msg.Info.(MsgData)) - if err != nil { - log.Println("订阅数据回调函数执行失败！", err) - } - //log.Println("函数执行成功！", err) - } - // 处理深度推送数据 - case EVENT_DEPTH_DATA: - fn := a.onDepthHook - - depData := msg.Info.(DepthData) - - // 开启深度数据管理功能的，会合并深度数据 - if a.autoDepthMgr { - a.MergeDepth(depData) - } - - // 运行用户定义回调函数 - if fn != nil { - err = fn(msg.Timestamp, msg.Info.(DepthData)) - if err != nil { - log.Println("深度回调函数执行失败！", err) - } - - } - } - - } - //log.Println("退出goroutine evt:", evt) - }(evt) - - //continue - } else { - //log.Println("程序异常！通道已关闭", evt) - continue - } - - } - - //log.Println(evt,"事件已注册",ch) - - ctx := context.Background() - ctx, cancel := context.WithTimeout(ctx, time.Millisecond*1000) - defer cancel() - select { - /* - 丢弃消息容易引发数据处理处理错误 - */ - // case <-ctx.Done(): - // log.Println("等待超时，消息丢弃 - ", data) - case ch <- &Msg{Timestamp: timestamp, Info: data}: - } - } -} - -/* - 开启了深度数据管理功能后，系统会自动合并深度信息 -*/ -func (a *WsClient) MergeDepth(depData DepthData) (err error) { - if !a.autoDepthMgr { - return - } - - key, err := json.Marshal(depData.Arg) - if err != nil { - err = errors.New("数据错误") - return - } - - // books5 不需要做checksum - if depData.Arg["channel"] == "books5" { - a.addDepthDataList(string(key), depData.Data[0]) - return - } - - if depData.Action == "snapshot" { - - _, err = depData.CheckSum(nil) - if err != nil { - log.Println("校验失败", err) - return - } - - a.addDepthDataList(string(key), depData.Data[0]) - - } else { - - var newSnapshot *DepthDetail - a.DepthDataLock.RLock() - oldSnapshot, ok := a.DepthDataList[string(key)] - if !ok { - log.Println("深度数据错误，全量数据未发现！") - err = errors.New("数据错误") - return - } - a.DepthDataLock.RUnlock() - newSnapshot, err = depData.CheckSum(&oldSnapshot) - if err != nil { - log.Println("深度校验失败", err) - err = errors.New("校验失败") - return - } - - a.updateDepthDataList(string(key), *newSnapshot) - } - return -} - -/* - 通过ErrorCode判断事件类型 -*/ -func GetInfoFromErrCode(data ErrData) Event { - switch data.Code { - case "60001": - return EVENT_LOGIN - case "60002": - return EVENT_LOGIN - case "60003": - return EVENT_LOGIN - case "60004": - return EVENT_LOGIN - case "60005": - return EVENT_LOGIN - case "60006": - return EVENT_LOGIN - case "60007": - return EVENT_LOGIN - case "60008": - return EVENT_LOGIN - case "60009": - return EVENT_LOGIN - case "60010": - return EVENT_LOGIN - case "60011": - return EVENT_LOGIN - } - - return EVENT_UNKNOWN -} - -/* - 从error返回中解析出对应的channel - error信息样例 - {"event":"error","msg":"channel:index-tickers,instId:BTC-USDT1 doesn't exist","code":"60018"} -*/ -func GetInfoFromErrMsg(raw string) (channel string) { - reg := regexp.MustCompile(`channel:(.*?),`) - if reg == nil { - fmt.Println("MustCompile err") - return - } - //提取关键信息 - result := reg.FindAllStringSubmatch(raw, -1) - for _, text := range result { - channel = text[1] - } - return -} - -/* - 解析消息类型 -*/ -func (a *WsClient) parseMessage(raw []byte) (evt Event, data interface{}, err error) { - evt = EVENT_UNKNOWN - //log.Println("解析消息") - //log.Println("消息内容:", string(raw)) - if string(raw) == "pong" { - evt = EVENT_PING - data = raw - return - } - //log.Println(0, evt) - var rspData = RspData{} - err = json.Unmarshal(raw, &rspData) - if err == nil { - op := rspData.Event - if op == OP_SUBSCRIBE || op == OP_UNSUBSCRIBE { - channel := rspData.Arg["channel"] - evt = GetEventId(channel) - data = rspData - return - } - } - - //log.Println("ErrData") - var errData = ErrData{} - err = json.Unmarshal(raw, &errData) - if err == nil { - op := errData.Event - switch op { - case OP_LOGIN: - evt = EVENT_LOGIN - data = errData - //log.Println(3, evt) - return - case OP_ERROR: - data = errData - // TODO:细化报错对应的事件判断 - - //尝试从msg字段中解析对应的事件类型 - evt = GetInfoFromErrCode(errData) - if evt != EVENT_UNKNOWN { - return - } - evt = GetEventId(GetInfoFromErrMsg(errData.Msg)) - if evt == EVENT_UNKNOWN { - evt = EVENT_ERROR - return - } - return - } - //log.Println(5, evt) - } - - //log.Println("JRPCRsp") - var jRPCRsp = JRPCRsp{} - err = json.Unmarshal(raw, &jRPCRsp) - if err == nil { - data = jRPCRsp - evt = GetEventId(jRPCRsp.Op) - if evt != EVENT_UNKNOWN { - return - } - } - - var depthData = DepthData{} - err = json.Unmarshal(raw, &depthData) - if err == nil { - evt = EVENT_DEPTH_DATA - data = depthData - //log.Println("-->>EVENT_DEPTH_DATA", evt) - //log.Println(evt, data) - //log.Println(6) - switch depthData.Arg["channel"] { - case "books": - return - case "books-l2-tbt": - return - case "books50-l2-tbt": - return - case "books5": - return - default: - - } - } - - //log.Println("MsgData") - var msgData = MsgData{} - err = json.Unmarshal(raw, &msgData) - if err == nil { - evt = EVENT_BOOKED_DATA - data = msgData - //log.Println("-->>EVENT_BOOK_DATA", evt) - //log.Println(evt, data) - //log.Println(6) - return - } - - evt = EVENT_UNKNOWN - err = errors.New("message unknown") - return -} - -func (a *WsClient) Stop() error { - - a.lock.Lock() - defer a.lock.Unlock() - if !a.isStarted { - return nil - } - - a.isStarted = false - - if a.conn != nil { - a.conn.Close() - } - close(a.errCh) - close(a.sendCh) - close(a.resCh) - close(a.quitCh) - - for _, ch := range a.regCh { - close(ch) - } - - log.Println("ws客户端退出!") - return nil -} - -/* - 添加全局消息处理的回调函数 -*/ -func (a *WsClient) AddMessageHook(fn ReceivedDataCallback) error { - a.onMessageHook = fn - return nil -} - -/* - 添加订阅消息处理的回调函数 -*/ -func (a *WsClient) AddBookMsgHook(fn ReceivedMsgDataCallback) error { - a.onBookMsgHook = fn - return nil -} - -/* - 添加深度消息处理的回调函数 - 例如: - cli.AddDepthHook(func(ts time.Time, data DepthData) error { return nil }) -*/ -func (a *WsClient) AddDepthHook(fn ReceivedDepthDataCallback) error { - a.onDepthHook = fn - return nil -} - -/* - 添加错误类型消息处理的回调函数 -*/ -func (a *WsClient) AddErrMsgHook(fn ReceivedDataCallback) error { - a.OnErrorHook = fn - return nil -} - -/* - 判断连接是否存活 -*/ -func (a *WsClient) IsAlive() bool { - res := false - if a.conn == nil { - return res - } - res, _, _ = a.Ping(500) - return res -} diff --git a/okex/ws/ws_contants.go b/okex/ws/ws_contants.go deleted file mode 100644 index 69a5dfe..0000000 --- a/okex/ws/ws_contants.go +++ /dev/null @@ -1,18 +0,0 @@ -package ws - -//操作符 -const ( - OP_LOGIN = "login" - OP_ERROR = "error" - OP_SUBSCRIBE = "subscribe" - OP_UNSUBSCRIBE = "unsubscribe" -) - -// instrument Type -const ( - SPOT = "SPOT" - SWAP = "SWAP" - FUTURES = "FUTURES" - OPTION = "OPTION" - ANY = "ANY" -) diff --git a/okex/ws/ws_jrpc.go b/okex/ws/ws_jrpc.go deleted file mode 100644 index b27480e..0000000 --- a/okex/ws/ws_jrpc.go +++ /dev/null @@ -1,157 +0,0 @@ -package ws - -import ( - "context" - "log" - "time" - . "v5sdk_go/ws/wImpl" -) - -/* - websocket交易 通用请求 - 参数说明： - evtId：封装的事件类型 - id: 请求ID - op: 请求参数op - params: 请求参数 - timeOut: 超时时间 -*/ -func (a *WsClient) jrpcReq(evtId Event, op string, id string, params []map[string]interface{}, timeOut ...int) (res bool, detail *ProcessDetail, err error) { - res = true - tm := 5000 - if len(timeOut) != 0 { - tm = timeOut[0] - } - - req := &JRPCReq{ - Id: id, - Op: op, - Args: params, - } - - detail = &ProcessDetail{ - EndPoint: a.WsEndPoint, - } - - ctx := context.Background() - ctx, cancel := context.WithTimeout(ctx, time.Duration(tm)*time.Millisecond) - defer cancel() - ctx = context.WithValue(ctx, "detail", detail) - - msg, err := a.process(ctx, evtId, req) - if err != nil { - res = false - log.Println("处理请求失败!", req, err) - return - } - detail.Data = msg - - res, err = checkResult(req, msg) - if err != nil { - res = false - return - } - - return -} - -/* - 单个下单 - 参数说明： - id: 请求ID - params: 请求参数 - timeOut: 超时时间 -*/ -func (a *WsClient) PlaceOrder(id string, param map[string]interface{}, timeOut ...int) (res bool, detail *ProcessDetail, err error) { - op := "order" - evtId := EVENT_PLACE_ORDER - - var args []map[string]interface{} - args = append(args, param) - - return a.jrpcReq(evtId, op, id, args, timeOut...) - -} - -/* - 批量下单 - 参数说明： - id: 请求ID - params: 请求参数 - timeOut: 超时时间 -*/ -func (a *WsClient) BatchPlaceOrders(id string, params []map[string]interface{}, timeOut ...int) (res bool, detail *ProcessDetail, err error) { - - op := "batch-orders" - evtId := EVENT_PLACE_BATCH_ORDERS - return a.jrpcReq(evtId, op, id, params, timeOut...) - -} - -/* - 单个撤单 - 参数说明： - id: 请求ID - params: 请求参数 - timeOut: 超时时间 -*/ -func (a *WsClient) CancelOrder(id string, param map[string]interface{}, timeOut ...int) (res bool, detail *ProcessDetail, err error) { - - op := "cancel-order" - evtId := EVENT_CANCEL_ORDER - - var args []map[string]interface{} - args = append(args, param) - - return a.jrpcReq(evtId, op, id, args, timeOut...) - -} - -/* - 批量撤单 - 参数说明： - id: 请求ID - params: 请求参数 - timeOut: 超时时间 -*/ -func (a *WsClient) BatchCancelOrders(id string, params []map[string]interface{}, timeOut ...int) (res bool, detail *ProcessDetail, err error) { - - op := "batch-cancel-orders" - evtId := EVENT_CANCEL_BATCH_ORDERS - return a.jrpcReq(evtId, op, id, params, timeOut...) - -} - -/* - 单个改单 - 参数说明： - id: 请求ID - params: 请求参数 - timeOut: 超时时间 -*/ -func (a *WsClient) AmendOrder(id string, param map[string]interface{}, timeOut ...int) (res bool, detail *ProcessDetail, err error) { - - op := "amend-order" - evtId := EVENT_AMEND_ORDER - - var args []map[string]interface{} - args = append(args, param) - - return a.jrpcReq(evtId, op, id, args, timeOut...) - -} - -/* - 批量改单 - 参数说明： - id: 请求ID - params: 请求参数 - timeOut: 超时时间 -*/ -func (a *WsClient) BatchAmendOrders(id string, params []map[string]interface{}, timeOut ...int) (res bool, detail *ProcessDetail, err error) { - - op := "batch-amend-orders" - evtId := EVENT_AMEND_BATCH_ORDERS - return a.jrpcReq(evtId, op, id, params, timeOut...) - -} diff --git a/okex/ws/ws_jrpc_test.go b/okex/ws/ws_jrpc_test.go deleted file mode 100644 index 502e7e1..0000000 --- a/okex/ws/ws_jrpc_test.go +++ /dev/null @@ -1,186 +0,0 @@ -package ws - -import ( - "fmt" - "testing" - "time" - . "v5sdk_go/ws/wImpl" -) - -func PrintDetail(d *ProcessDetail) { - fmt.Println("[详细信息]") - fmt.Println("请求地址:", d.EndPoint) - fmt.Println("请求内容:", d.ReqInfo) - fmt.Println("发送时间:", d.SendTime.Format("2006-01-02 15:04:05.000")) - fmt.Println("响应时间:", d.RecvTime.Format("2006-01-02 15:04:05.000")) - fmt.Println("耗时:", d.UsedTime.String()) - fmt.Printf("接受到 %v 条消息:\n", len(d.Data)) - for _, v := range d.Data { - fmt.Printf("[%v] %v\n", v.Timestamp.Format("2006-01-02 15:04:05.000"), v.Info) - } -} - -func (r *WsClient) makeOrder(instId string, tdMode string, side string, ordType string, px string, sz string) (orderId string, err error) { - - var res bool - var data *ProcessDetail - - param := map[string]interface{}{} - param["instId"] = instId - param["tdMode"] = tdMode - param["side"] = side - param["ordType"] = ordType - if px != "" { - param["px"] = px - } - param["sz"] = sz - - res, data, err = r.PlaceOrder("0011", param) - if err != nil { - return - } - if res && len(data.Data) == 1 { - rsp := data.Data[0].Info.(JRPCRsp) - if len(rsp.Data) == 1 { - val, ok := rsp.Data[0]["ordId"] - if !ok { - return - } - orderId = val.(string) - return - } - } - - return -} - -/* - 单个下单 -*/ -// func TestPlaceOrder(t *testing.T) { -// r := prework_pri(CROSS_ACCOUNT) -// r := prework_pri(TRADE_ACCOUNT) -// var res bool -// var err error -// var data *ProcessDetail -// -// start := time.Now() -// param := map[string]interface{}{} -// param["instId"] = "BTC-USDT" -// param["tdMode"] = "cash" -// param["side"] = "buy" -// param["ordType"] = "market" -// param["px"] = "1" -// param["sz"] = "200" -// -// res, data, err = r.PlaceOrder("0011", param) -// if res { -// usedTime := time.Since(start) -// fmt.Println("下单成功！", usedTime.String()) -// PrintDetail(data) -// } else { -// usedTime := time.Since(start) -// fmt.Println("下单失败！", usedTime.String(), err) -// } -// -// } - -/* - 批量下单 -*/ -// func TestPlaceBatchOrder(t *testing.T) { -// r := prework_pri(CROSS_ACCOUNT) -// var res bool -// var err error -// var data *ProcessDetail -// -// start := time.Now() -// var params []map[string]interface{} -// param := map[string]interface{}{} -// param["instId"] = "BTC-USDT" -// param["tdMode"] = "cash" -// param["side"] = "sell" -// param["ordType"] = "market" -// param["sz"] = "0.001" -// params = append(params, param) -// param = map[string]interface{}{} -// param["instId"] = "BTC-USDT" -// param["tdMode"] = "cash" -// param["side"] = "buy" -// param["ordType"] = "market" -// param["sz"] = "100" -// params = append(params, param) -// res, data, err = r.BatchPlaceOrders("001", params) -// usedTime := time.Since(start) -// if err != nil { -// fmt.Println("下单失败！", err, usedTime.String()) -// t.Fail() -// } -// if res { -// fmt.Println("下单成功！", usedTime.String()) -// PrintDetail(data) -// } else { -// -// fmt.Println("下单失败！", usedTime.String()) -// t.Fail() -// } -// -// } - -/* - 撤销订单 -*/ -// func TestCancelOrder(t *testing.T) { -// r := prework_pri(CROSS_ACCOUNT) -// -// 用户自定义limit限价价格 -// ordId, _ := r.makeOrder("BTC-USDT", "cash", "sell", "limit", "57000", "0.01") -// if ordId == "" { -// t.Fatal() -// } -// -// t.Log("生成挂单：orderId=", ordId) -// -// param := map[string]interface{}{} -// param["instId"] = "BTC-USDT" -// param["ordId"] = ordId -// start := time.Now() -// res, _, _ := r.CancelOrder("1", param) -// if res { -// usedTime := time.Since(start) -// fmt.Println("撤单成功！", usedTime.String()) -// } else { -// t.Fatal("撤单失败！") -// } -// } - -/* - 修改订单 -*/ -func TestAmendlOrder(t *testing.T) { - r := prework_pri(CROSS_ACCOUNT) - - // 用户自定义limit限价价格 - ordId, _ := r.makeOrder("BTC-USDT", "cash", "sell", "limit", "57000", "0.01") - if ordId == "" { - t.Fatal() - } - - t.Log("生成挂单：orderId=", ordId) - - param := map[string]interface{}{} - param["instId"] = "BTC-USDT" - param["ordId"] = ordId - // 调整修改订单的参数 - //param["newSz"] = "0.02" - param["newPx"] = "57001" - - start := time.Now() - res, _, _ := r.AmendOrder("1", param) - if res { - usedTime := time.Since(start) - fmt.Println("修改订单成功！", usedTime.String()) - } else { - t.Fatal("修改订单失败！") - } -} diff --git a/okex/ws/ws_middleware.go b/okex/ws/ws_middleware.go deleted file mode 100644 index 800ea02..0000000 --- a/okex/ws/ws_middleware.go +++ /dev/null @@ -1,19 +0,0 @@ -package ws - -import "fmt" - -type ReqFunc func(...interface{}) (res bool, msg *Msg, err error) -type Decorator func(ReqFunc) ReqFunc - -func handler(h ReqFunc, decors ...Decorator) ReqFunc { - for i := range decors { - d := decors[len(decors)-1-i] - h = d(h) - } - return h -} - -func preprocess() (res bool, msg *Msg, err error) { - fmt.Println("preprocess") - return -} diff --git a/okex/ws/ws_op.go b/okex/ws/ws_op.go deleted file mode 100644 index f3522f4..0000000 --- a/okex/ws/ws_op.go +++ /dev/null @@ -1,532 +0,0 @@ -package ws - -import ( - "context" - "errors" - "log" - "sync" - "time" - . "v5sdk_go/config" - "v5sdk_go/rest" - . "v5sdk_go/utils" - . "v5sdk_go/ws/wImpl" - . "v5sdk_go/ws/wInterface" -) - -/* - Ping服务端保持心跳。 - timeOut:超时时间(毫秒)，如果不填默认为5000ms -*/ -func (a *WsClient) Ping(timeOut ...int) (res bool, detail *ProcessDetail, err error) { - tm := 5000 - if len(timeOut) != 0 { - tm = timeOut[0] - } - res = true - - detail = &ProcessDetail{ - EndPoint: a.WsEndPoint, - } - - ctx := context.Background() - ctx, _ = context.WithTimeout(ctx, time.Duration(tm)*time.Millisecond) - ctx = context.WithValue(ctx, "detail", detail) - msg, err := a.process(ctx, EVENT_PING, nil) - if err != nil { - res = false - log.Println("处理请求失败!", err) - return - } - detail.Data = msg - - if len(msg) == 0 { - res = false - return - } - - str := string(msg[0].Info.([]byte)) - if str != "pong" { - res = false - return - } - - return -} - -/* - 登录私有频道 -*/ -func (a *WsClient) Login(apiKey, secKey, passPhrase string, timeOut ...int) (res bool, detail *ProcessDetail, err error) { - - if apiKey == "" { - err = errors.New("ApiKey cannot be null") - return - } - - if secKey == "" { - err = errors.New("SecretKey cannot be null") - return - } - - if passPhrase == "" { - err = errors.New("Passphrase cannot be null") - return - } - - a.WsApi = &ApiInfo{ - ApiKey: apiKey, - SecretKey: secKey, - Passphrase: passPhrase, - } - - tm := 5000 - if len(timeOut) != 0 { - tm = timeOut[0] - } - res = true - - timestamp := EpochTime() - - preHash := PreHashString(timestamp, rest.GET, "/users/self/verify", "") - //fmt.Println("preHash:", preHash) - var sign string - if sign, err = HmacSha256Base64Signer(preHash, secKey); err != nil { - log.Println("处理签名失败！", err) - return - } - - args := map[string]string{} - args["apiKey"] = apiKey - args["passphrase"] = passPhrase - args["timestamp"] = timestamp - args["sign"] = sign - req := &ReqData{ - Op: OP_LOGIN, - Args: []map[string]string{args}, - } - - detail = &ProcessDetail{ - EndPoint: a.WsEndPoint, - } - - ctx := context.Background() - ctx, _ = context.WithTimeout(ctx, time.Duration(tm)*time.Millisecond) - ctx = context.WithValue(ctx, "detail", detail) - - msg, err := a.process(ctx, EVENT_LOGIN, req) - if err != nil { - res = false - log.Println("处理请求失败!", req, err) - return - } - detail.Data = msg - - if len(msg) == 0 { - res = false - return - } - - info, _ := msg[0].Info.(ErrData) - - if info.Code == "0" && info.Event == OP_LOGIN { - log.Println("登录成功!") - } else { - log.Println("登录失败!") - res = false - return - } - - return -} - -/* - 等待结果响应 -*/ -func (a *WsClient) waitForResult(e Event, timeOut int) (data interface{}, err error) { - - if _, ok := a.regCh[e]; !ok { - a.lock.Lock() - a.regCh[e] = make(chan *Msg) - a.lock.Unlock() - //log.Println("注册", e, "事件成功") - } - - a.lock.RLock() - defer a.lock.RUnlock() - ch := a.regCh[e] - //log.Println(e, "等待响应！") - select { - case <-time.After(time.Duration(timeOut) * time.Millisecond): - log.Println(e, "超时未响应！") - err = errors.New(e.String() + "超时未响应！") - return - case data = <-ch: - //log.Println(data) - } - - return -} - -/* - 发送消息到服务端 -*/ -func (a *WsClient) Send(ctx context.Context, op WSReqData) (err error) { - select { - case <-ctx.Done(): - log.Println("发生失败退出！") - err = errors.New("发送超时退出！") - case a.sendCh <- op.ToString(): - } - - return -} - -func (a *WsClient) process(ctx context.Context, e Event, op WSReqData) (data []*Msg, err error) { - defer func() { - _ = recover() - }() - - var detail *ProcessDetail - if val := ctx.Value("detail"); val != nil { - detail = val.(*ProcessDetail) - } else { - detail = &ProcessDetail{ - EndPoint: a.WsEndPoint, - } - } - defer func() { - //fmt.Println("处理完成,", e.String()) - detail.UsedTime = detail.RecvTime.Sub(detail.SendTime) - }() - - //查看事件是否被注册 - if _, ok := a.regCh[e]; !ok { - a.lock.Lock() - a.regCh[e] = make(chan *Msg) - a.lock.Unlock() - //log.Println("注册", e, "事件成功") - } else { - //log.Println("事件", e, "已注册！") - err = errors.New("事件" + e.String() + "尚未处理完毕") - return - } - - //预期请求响应的条数 - expectCnt := 1 - if op != nil { - expectCnt = op.Len() - } - recvCnt := 0 - - //等待完成通知 - wg := sync.WaitGroup{} - wg.Add(1) - // 这里要先定义go routine func(){} 是为了在里面订阅channel的内容， 我们知道一个队列要想往里塞东西，必先给他安排一个订阅它的协程 - go func(ctx context.Context) { - defer func() { - a.lock.Lock() - delete(a.regCh, e) - //log.Println("事件已注销!",e) - a.lock.Unlock() - wg.Done() - }() - - a.lock.RLock() - ch := a.regCh[e] //请求响应队列 - a.lock.RUnlock() - - //log.Println(e, "等待响应！") - done := false - ok := true - for { - var item *Msg - select { - case <-ctx.Done(): - log.Println(e, "超时未响应！") - err = errors.New(e.String() + "超时未响应！") - return - case item, ok = <-ch: - if !ok { - return - } - detail.RecvTime = time.Now() - //log.Println(e, "接受到数据", item) - // 这里只是把推送的数据显示出来，并没有做更近一步的处理，后续可以二次开发，在这个位置上进行处理 - data = append(data, item) - recvCnt++ - //log.Println(data) - if recvCnt == expectCnt { - done = true - break - } - } - if done { - break - } - } - if ok { - close(ch) - } - - }(ctx) - - // - switch e { - case EVENT_PING: - msg := "ping" - detail.ReqInfo = msg - a.sendCh <- msg - detail.SendTime = time.Now() - default: - detail.ReqInfo = op.ToString() - //这个时候ctx中已经提供了meta信息，用于发送ws请求 - err = a.Send(ctx, op) - if err != nil { - log.Println("发送[", e, "]消息失败！", err) - return - } - detail.SendTime = time.Now() - } - - wg.Wait() - return -} - -/* - 根据args请求参数判断请求类型 - 如：{"channel": "account","ccy": "BTC"} 类型为 EVENT_BOOK_ACCOUNT -*/ -func GetEventByParam(param map[string]string) (evtId Event) { - evtId = EVENT_UNKNOWN - channel, ok := param["channel"] - if !ok { - return - } - - evtId = GetEventId(channel) - return -} - -/* - 订阅频道。 - req：请求json字符串 -*/ -func (a *WsClient) Subscribe(param map[string]string, timeOut ...int) (res bool, detail *ProcessDetail, err error) { - res = true - tm := 5000 - if len(timeOut) != 0 { - tm = timeOut[0] - } - - evtid := GetEventByParam(param) - if evtid == EVENT_UNKNOWN { - err = errors.New("非法的请求参数！") - return - } - - var args []map[string]string - args = append(args, param) - - req := ReqData{ - Op: OP_SUBSCRIBE, - Args: args, - } - - detail = &ProcessDetail{ - EndPoint: a.WsEndPoint, - } - - ctx := context.Background() - ctx, _ = context.WithTimeout(ctx, time.Duration(tm)*time.Millisecond) - ctx = context.WithValue(ctx, "detail", detail) - - msg, err := a.process(ctx, evtid, req) - if err != nil { - res = false - log.Println("处理请求失败!", req, err) - return - } - detail.Data = msg - - //检查所有频道是否都更新成功 - res, err = checkResult(req, msg) - if err != nil { - res = false - return - } - - return -} - -/* - 取消订阅频道。 - req：请求json字符串 -*/ -func (a *WsClient) UnSubscribe(param map[string]string, timeOut ...int) (res bool, detail *ProcessDetail, err error) { - res = true - tm := 5000 - if len(timeOut) != 0 { - tm = timeOut[0] - } - - evtid := GetEventByParam(param) - if evtid == EVENT_UNKNOWN { - err = errors.New("非法的请求参数！") - return - } - - var args []map[string]string - args = append(args, param) - - req := ReqData{ - Op: OP_UNSUBSCRIBE, - Args: args, - } - - detail = &ProcessDetail{ - EndPoint: a.WsEndPoint, - } - - ctx := context.Background() - ctx, _ = context.WithTimeout(ctx, time.Duration(tm)*time.Millisecond) - ctx = context.WithValue(ctx, "detail", detail) - msg, err := a.process(ctx, evtid, req) - if err != nil { - res = false - log.Println("处理请求失败!", req, err) - return - } - detail.Data = msg - //检查所有频道是否都更新成功 - res, err = checkResult(req, msg) - if err != nil { - res = false - return - } - - return -} - -/* - jrpc请求 -*/ -func (a *WsClient) Jrpc(id, op string, params []map[string]interface{}, timeOut ...int) (res bool, detail *ProcessDetail, err error) { - res = true - tm := 5000 - if len(timeOut) != 0 { - tm = timeOut[0] - } - - evtid := GetEventId(op) - if evtid == EVENT_UNKNOWN { - err = errors.New("非法的请求参数！") - return - } - - req := JRPCReq{ - Id: id, - Op: op, - Args: params, - } - detail = &ProcessDetail{ - EndPoint: a.WsEndPoint, - } - - ctx := context.Background() - ctx, _ = context.WithTimeout(ctx, time.Duration(tm)*time.Millisecond) - ctx = context.WithValue(ctx, "detail", detail) - msg, err := a.process(ctx, evtid, req) - if err != nil { - res = false - log.Println("处理请求失败!", req, err) - return - } - detail.Data = msg - - //检查所有频道是否都更新成功 - res, err = checkResult(req, msg) - if err != nil { - res = false - return - } - - return -} - -func (a *WsClient) PubChannel(evtId Event, op string, params []map[string]string, pd Period, timeOut ...int) (res bool, msg []*Msg, err error) { - - // 参数校验 - pa, err := checkParams(evtId, params, pd) - if err != nil { - return - } - - res = true - tm := 5000 - if len(timeOut) != 0 { - tm = timeOut[0] - } - - req := ReqData{ - Op: op, - Args: pa, - } - - ctx := context.Background() - ctx, _ = context.WithTimeout(ctx, time.Duration(tm)*time.Millisecond) - msg, err = a.process(ctx, evtId, req) - if err != nil { - res = false - log.Println("处理请求失败!", req, err) - return - } - - //检查所有频道是否都更新成功 - - res, err = checkResult(req, msg) - if err != nil { - res = false - return - } - - return -} - -// 参数校验 -func checkParams(evtId Event, params []map[string]string, pd Period) (res []map[string]string, err error) { - - channel := evtId.GetChannel(pd) - if channel == "" { - err = errors.New("参数校验失败!未知的类型:" + evtId.String()) - return - } - log.Println(channel) - if params == nil { - tmp := make(map[string]string) - tmp["channel"] = channel - res = append(res, tmp) - } else { - //log.Println(params) - for _, param := range params { - - tmp := make(map[string]string) - for k, v := range param { - tmp[k] = v - } - - val, ok := tmp["channel"] - if !ok { - tmp["channel"] = channel - } else { - if val != channel { - err = errors.New("参数校验失败!channel应为" + channel + val) - return - } - } - - res = append(res, tmp) - } - } - - return -} diff --git a/okex/ws/ws_priv_channel.go b/okex/ws/ws_priv_channel.go deleted file mode 100644 index 650d5ec..0000000 --- a/okex/ws/ws_priv_channel.go +++ /dev/null @@ -1,40 +0,0 @@ -package ws - -import ( - . "v5sdk_go/ws/wImpl" -) - -/* - 订阅账户频道 -*/ -func (a *WsClient) PrivAccout(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) { - return a.PubChannel(EVENT_BOOK_ACCOUNT, op, params, PERIOD_NONE, timeOut...) -} - -/* - 订阅持仓频道 -*/ -func (a *WsClient) PrivPostion(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) { - return a.PubChannel(EVENT_BOOK_POSTION, op, params, PERIOD_NONE, timeOut...) -} - -/* - 订阅订单频道 -*/ -func (a *WsClient) PrivBookOrder(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) { - return a.PubChannel(EVENT_BOOK_ORDER, op, params, PERIOD_NONE, timeOut...) -} - -/* - 订阅策略委托订单频道 -*/ -func (a *WsClient) PrivBookAlgoOrder(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) { - return a.PubChannel(EVENT_BOOK_ALG_ORDER, op, params, PERIOD_NONE, timeOut...) -} - -/* - 订阅账户余额和持仓频道 -*/ -func (a *WsClient) PrivBalAndPos(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) { - return a.PubChannel(EVENT_BOOK_B_AND_P, op, params, PERIOD_NONE, timeOut...) -} diff --git a/okex/ws/ws_priv_channel_Accout_test.go b/okex/ws/ws_priv_channel_Accout_test.go deleted file mode 100644 index 5cac15b..0000000 --- a/okex/ws/ws_priv_channel_Accout_test.go +++ /dev/null @@ -1,99 +0,0 @@ -package ws - -// HOW TO RUN -// go test ws_cli.go ws_op.go ws_contants.go utils.go ws_priv_channel.go ws_priv_channel_Accout_test.go -v - -import ( - "fmt" - "log" - "testing" - "time" -) - -const ( - TRADE_ACCOUNT = iota - ISOLATE_ACCOUNT - CROSS_ACCOUNT - CROSS_ACCOUNT_B -) - -func prework_pri(t int) *WsClient { - // 模拟环境 - ep := "wss://wsaws.okex.com:8443/ws/v5/private" - var apikey, passphrase, secretKey string - // 把账号密码写这里 - switch t { - case TRADE_ACCOUNT: - apikey = "fe468418-5e40-433f-8d04-04951286d417" - passphrase = "M4pw71Id" - secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D" - case ISOLATE_ACCOUNT: - apikey = "fe468418-5e40-433f-8d04-04951286d417" - passphrase = "M4pw71Id" - secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D" - case CROSS_ACCOUNT: - apikey = "fe468418-5e40-433f-8d04-04951286d417" - passphrase = "M4pw71Id" - secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D" - case CROSS_ACCOUNT_B: - apikey = "fe468418-5e40-433f-8d04-04951286d417" - passphrase = "M4pw71Id" - secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D" - } - - r, err := NewWsClient(ep) - if err != nil { - log.Fatal(err) - } - - err = r.Start() - if err != nil { - log.Fatal(err) - } - - var res bool - start := time.Now() - res, _, err = r.Login(apikey, secretKey, passphrase) - if res { - usedTime := time.Since(start) - fmt.Println("登录成功！", usedTime.String()) - } else { - log.Fatal("登录失败！", err) - } - fmt.Println(apikey, secretKey, passphrase) - return r -} - -// 账户频道 测试 -func TestAccout(t *testing.T) { - r := prework_pri(CROSS_ACCOUNT) - var res bool - var err error - - var args []map[string]string - arg := make(map[string]string) - arg["ccy"] = "BTC" - args = append(args, arg) - fmt.Println("args: ", args) - start := time.Now() - res, _, err = r.PrivAccout(OP_SUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅所有成功！", usedTime.String()) - } else { - fmt.Println("订阅所有成功！", err) - t.Fatal("订阅所有成功！", err) - } - - time.Sleep(100 * time.Second) - start = time.Now() - // res, _, err = r.PrivAccout(OP_UNSUBSCRIBE, args) - // if res { - // usedTime := time.Since(start) - // fmt.Println("取消订阅所有成功！", usedTime.String()) - // } else { - // fmt.Println("取消订阅所有失败！", err) - // t.Fatal("取消订阅所有失败！", err) - // } - -} diff --git a/okex/ws/ws_priv_channel_test.go b/okex/ws/ws_priv_channel_test.go deleted file mode 100644 index 99cd382..0000000 --- a/okex/ws/ws_priv_channel_test.go +++ /dev/null @@ -1,247 +0,0 @@ -package ws - -import ( - "fmt" - "log" - "testing" - "time" -) - -const ( - TRADE_ACCOUNT = iota - ISOLATE_ACCOUNT - CROSS_ACCOUNT - CROSS_ACCOUNT_B -) - -func prework_pri(t int) *WsClient { - ep := "wss://wsaws.okex.com:8443/ws/v5/private" - var apikey, passphrase, secretKey string - // 把账号密码写这里 - switch t { - case TRADE_ACCOUNT: - apikey = "fe468418-5e40-433f-8d04-04951286d417" - passphrase = "M4pw71Id" - secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D" - case ISOLATE_ACCOUNT: - apikey = "fe468418-5e40-433f-8d04-04951286d417" - passphrase = "M4pw71Id" - secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D" - case CROSS_ACCOUNT: - apikey = "fe468418-5e40-433f-8d04-04951286d417" - passphrase = "M4pw71Id" - secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D" - case CROSS_ACCOUNT_B: - apikey = "fe468418-5e40-433f-8d04-04951286d417" - passphrase = "M4pw71Id" - secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D" - } - - r, err := NewWsClient(ep) - if err != nil { - log.Fatal(err) - } - - err = r.Start() - if err != nil { - log.Fatal(err) - } - - var res bool - //start := time.Now() - res, _, err = r.Login(apikey, secretKey, passphrase) - if res { - //usedTime := time.Since(start) - //fmt.Println("登录成功！",usedTime.String()) - } else { - log.Fatal("登录失败！", err) - } - fmt.Println(apikey, secretKey, passphrase) - return r -} - -// 账户频道 测试 -func TestAccout(t *testing.T) { - r := prework_pri(CROSS_ACCOUNT) - var res bool - var err error - - var args []map[string]string - arg := make(map[string]string) - //arg["ccy"] = "BTC" - args = append(args, arg) - - start := time.Now() - res, _, err = r.PrivAccout(OP_SUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅所有成功！", usedTime.String()) - } else { - fmt.Println("订阅所有成功！", err) - t.Fatal("订阅所有成功！", err) - } - - time.Sleep(100 * time.Second) - start = time.Now() - res, _, err = r.PrivAccout(OP_UNSUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅所有成功！", usedTime.String()) - } else { - fmt.Println("取消订阅所有失败！", err) - t.Fatal("取消订阅所有失败！", err) - } - -} - -// 持仓频道 测试 -func TestPositon(t *testing.T) { - r := prework_pri(CROSS_ACCOUNT) - var err error - var res bool - - var args []map[string]string - arg := make(map[string]string) - arg["instType"] = FUTURES - arg["uly"] = "BTC-USD" - //arg["instId"] = "BTC-USD-210319" - args = append(args, arg) - - start := time.Now() - res, _, err = r.PrivPostion(OP_SUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(60000 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.PrivPostion(OP_UNSUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - -} - -// 订单频道 测试 -func TestBookOrder(t *testing.T) { - r := prework_pri(CROSS_ACCOUNT) - var err error - var res bool - - var args []map[string]string - arg := make(map[string]string) - arg["instId"] = "BTC-USDT" - arg["instType"] = "ANY" - //arg["instType"] = "SWAP" - args = append(args, arg) - - start := time.Now() - res, _, err = r.PrivBookOrder(OP_SUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(6000 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.PrivBookOrder(OP_UNSUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - -} - -// 策略委托订单频道 测试 -func TestAlgoOrder(t *testing.T) { - r := prework_pri(CROSS_ACCOUNT) - var err error - var res bool - - var args []map[string]string - arg := make(map[string]string) - arg["instType"] = "SPOT" - args = append(args, arg) - - start := time.Now() - res, _, err = r.PrivBookAlgoOrder(OP_SUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(60 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.PrivBookAlgoOrder(OP_UNSUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - -} - -// 账户余额和持仓频道 测试 -func TestPrivBalAndPos(t *testing.T) { - r := prework_pri(CROSS_ACCOUNT) - var err error - var res bool - - var args []map[string]string - arg := make(map[string]string) - args = append(args, arg) - - start := time.Now() - res, _, err = r.PrivBalAndPos(OP_SUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(600 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.PrivBalAndPos(OP_UNSUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - -} diff --git a/okex/ws/ws_pub_channel.go b/okex/ws/ws_pub_channel.go deleted file mode 100644 index bad023f..0000000 --- a/okex/ws/ws_pub_channel.go +++ /dev/null @@ -1,141 +0,0 @@ -package ws - -import ( - "errors" - . "v5sdk_go/ws/wImpl" -) - -/* - 产品频道 -*/ -func (a *WsClient) PubInstruemnts(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) { - - return a.PubChannel(EVENT_BOOK_INSTRUMENTS, op, params, PERIOD_NONE, timeOut...) -} - -// 获取系统维护的状态，当系统维护状态改变时推送 -func (a *WsClient) PubStatus(op string, timeOut ...int) (res bool, msg []*Msg, err error) { - return a.PubChannel(EVENT_STATUS, op, nil, PERIOD_NONE, timeOut...) -} - -/* - 行情频道 -*/ -func (a *WsClient) PubTickers(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) { - - return a.PubChannel(EVENT_BOOK_TICKERS, op, params, PERIOD_NONE, timeOut...) -} - -/* - 持仓总量频道 -*/ -func (a *WsClient) PubOpenInsterest(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) { - return a.PubChannel(EVENT_BOOK_OPEN_INTEREST, op, params, PERIOD_NONE, timeOut...) -} - -/* - K线频道 -*/ -func (a *WsClient) PubKLine(op string, period Period, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) { - - return a.PubChannel(EVENT_BOOK_KLINE, op, params, period, timeOut...) -} - -/* - 交易频道 -*/ -func (a *WsClient) PubTrade(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) { - - return a.PubChannel(EVENT_BOOK_TRADE, op, params, PERIOD_NONE, timeOut...) -} - -/* - 预估交割/行权价格频道 -*/ -func (a *WsClient) PubEstDePrice(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) { - - return a.PubChannel(EVENT_BOOK_ESTIMATE_PRICE, op, params, PERIOD_NONE, timeOut...) - -} - -/* - 标记价格频道 -*/ -func (a *WsClient) PubMarkPrice(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) { - - return a.PubChannel(EVENT_BOOK_MARK_PRICE, op, params, PERIOD_NONE, timeOut...) -} - -/* - 标记价格K线频道 -*/ -func (a *WsClient) PubMarkPriceCandle(op string, pd Period, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) { - - return a.PubChannel(EVENT_BOOK_MARK_PRICE_CANDLE_CHART, op, params, pd, timeOut...) -} - -/* - 限价频道 -*/ -func (a *WsClient) PubLimitPrice(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) { - - return a.PubChannel(EVENT_BOOK_LIMIT_PRICE, op, params, PERIOD_NONE, timeOut...) -} - -/* - 深度频道 -*/ -func (a *WsClient) PubOrderBooks(op string, channel string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) { - - switch channel { - // 400档快照 - case "books": - return a.PubChannel(EVENT_BOOK_ORDER_BOOK, op, params, PERIOD_NONE, timeOut...) - // 5档快照 - case "books5": - return a.PubChannel(EVENT_BOOK_ORDER_BOOK5, op, params, PERIOD_NONE, timeOut...) - // 400 tbt - case "books-l2-tbt": - return a.PubChannel(EVENT_BOOK_ORDER_BOOK_TBT, op, params, PERIOD_NONE, timeOut...) - // 50 tbt - case "books50-l2-tbt": - return a.PubChannel(EVENT_BOOK_ORDER_BOOK50_TBT, op, params, PERIOD_NONE, timeOut...) - - default: - err = errors.New("未知的channel") - return - } - -} - -/* - 期权定价频道 -*/ -func (a *WsClient) PubOptionSummary(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) { - - return a.PubChannel(EVENT_BOOK_OPTION_SUMMARY, op, params, PERIOD_NONE, timeOut...) -} - -/* - 资金费率频道 -*/ -func (a *WsClient) PubFundRate(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) { - - return a.PubChannel(EVENT_BOOK_FUND_RATE, op, params, PERIOD_NONE, timeOut...) -} - -/* - 指数K线频道 -*/ -func (a *WsClient) PubKLineIndex(op string, pd Period, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) { - - return a.PubChannel(EVENT_BOOK_KLINE_INDEX, op, params, pd, timeOut...) -} - -/* - 指数行情频道 -*/ -func (a *WsClient) PubIndexTickers(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) { - - return a.PubChannel(EVENT_BOOK_INDEX_TICKERS, op, params, PERIOD_NONE, timeOut...) -} diff --git a/okex/ws/ws_pub_channel_test.go b/okex/ws/ws_pub_channel_test.go deleted file mode 100644 index ac96eef..0000000 --- a/okex/ws/ws_pub_channel_test.go +++ /dev/null @@ -1,669 +0,0 @@ -package ws - -import ( - "encoding/json" - "fmt" - "log" - "strings" - "testing" - "time" - . "v5sdk_go/ws/wImpl" -) - -func prework() *WsClient { - ep := "wss://wsaws.okex.com:8443/ws/v5/private" - - r, err := NewWsClient(ep) - if err != nil { - log.Fatal(err) - } - - err = r.Start() - if err != nil { - log.Fatal(err, ep) - } - return r -} - -// 产品频道测试 -func TestInstruemnts(t *testing.T) { - r := prework() - var err error - var res bool - - var args []map[string]string - arg := make(map[string]string) - arg["instType"] = SPOT - //arg["instType"] = OPTION - args = append(args, arg) - - start := time.Now() - res, _, err = r.PubInstruemnts(OP_SUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(3 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.PubInstruemnts(OP_UNSUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - -} - -// status频道测试 -func TestStatus(t *testing.T) { - r := prework() - var err error - var res bool - - start := time.Now() - res, _, err = r.PubStatus(OP_SUBSCRIBE) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(10000 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.PubStatus(OP_UNSUBSCRIBE) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - -} - -// 行情频道测试 -func TestTickers(t *testing.T) { - r := prework() - var err error - var res bool - - var args []map[string]string - arg := make(map[string]string) - arg["instId"] = "BTC-USDT" - - args = append(args, arg) - - start := time.Now() - res, _, err = r.PubTickers(OP_SUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(600 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.PubTickers(OP_UNSUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - -} - -// 持仓总量频道 测试 -func TestOpenInsterest(t *testing.T) { - r := prework() - var err error - var res bool - - var args []map[string]string - arg := make(map[string]string) - arg["instId"] = "LTC-USD-SWAP" - - args = append(args, arg) - - start := time.Now() - res, _, err = r.PubOpenInsterest(OP_SUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(60 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.PubOpenInsterest(OP_UNSUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - -} - -// K线频道测试 -func TestKLine(t *testing.T) { - r := prework() - var err error - var res bool - - var args []map[string]string - arg := make(map[string]string) - arg["instId"] = "BTC-USDT" - args = append(args, arg) - - // 1分钟K - period := PERIOD_1MIN - - start := time.Now() - res, _, err = r.PubKLine(OP_SUBSCRIBE, period, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - } - - time.Sleep(60 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.PubKLine(OP_UNSUBSCRIBE, period, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - -} - -// 交易频道测试 -func TestTrade(t *testing.T) { - r := prework() - var err error - var res bool - - var args []map[string]string - arg := make(map[string]string) - arg["instId"] = "BTC-USDT" - args = append(args, arg) - - start := time.Now() - res, _, err = r.PubTrade(OP_SUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(60 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.PubTrade(OP_UNSUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - -} - -// 预估交割/行权价格频道 测试 -func TestEstDePrice(t *testing.T) { - r := prework() - var err error - var res bool - - var args []map[string]string - arg := make(map[string]string) - arg["instType"] = FUTURES - arg["uly"] = "BTC-USD" - args = append(args, arg) - - start := time.Now() - res, _, err = r.PubEstDePrice(OP_SUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(60 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.PubEstDePrice(OP_UNSUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - -} - -// 标记价格频道 测试 -func TestMarkPrice(t *testing.T) { - r := prework() - var err error - var res bool - - var args []map[string]string - arg := make(map[string]string) - arg["instId"] = "BTC-USDT" - - args = append(args, arg) - - start := time.Now() - res, _, err = r.PubMarkPrice(OP_SUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(60 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.PubMarkPrice(OP_UNSUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - -} - -// 标记价格K线频道 测试s -func TestMarkPriceCandle(t *testing.T) { - r := prework() - var err error - var res bool - - var args []map[string]string - arg := make(map[string]string) - arg["instId"] = "BTC-USDT" - args = append(args, arg) - - period := PERIOD_1MIN - - start := time.Now() - res, _, err = r.PubMarkPriceCandle(OP_SUBSCRIBE, period, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(60 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.PubMarkPriceCandle(OP_UNSUBSCRIBE, period, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - -} - -// 限价频道 测试 -func TestLimitPrice(t *testing.T) { - r := prework() - var err error - var res bool - - var args []map[string]string - arg := make(map[string]string) - arg["instId"] = "BTC-USDT" - args = append(args, arg) - - start := time.Now() - res, _, err = r.PubLimitPrice(OP_SUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(60 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.PubLimitPrice(OP_UNSUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - -} - -// 深度频道 测试 -func TestOrderBooks(t *testing.T) { - r := prework() - var err error - var res bool - - /* - 设置关闭深度数据管理 - */ - // err = r.EnableAutoDepthMgr(false) - // if err != nil { - // fmt.Println("关闭自动校验失败！") - // } - - end := make(chan struct{}) - - r.AddDepthHook(func(ts time.Time, data DepthData) error { - // 对于深度类型数据处理的用户可以自定义 - - // 检测深度数据是否正常 - key, _ := json.Marshal(data.Arg) - fmt.Println("个数：", len(data.Data[0].Asks)) - checksum := data.Data[0].Checksum - fmt.Println("[自定义方法] ", string(key), ", checksum = ", checksum) - - for _, ask := range data.Data[0].Asks { - - arr := strings.Split(ask[0], ".") - //fmt.Println(arr) - if len(arr) > 1 && len(arr[1]) > 2 { - fmt.Println("ask数据异常,", checksum, "ask:", ask) - t.Fatal() - end <- struct{}{} - return nil - } else { - fmt.Println("bid数据正常,", checksum, "ask:", ask) - } - - } - - for _, bid := range data.Data[0].Bids { - - arr := strings.Split(bid[0], ".") - //fmt.Println(arr) - if len(arr) > 1 && len(arr[1]) > 2 { - fmt.Println("bid数据异常,", checksum, "bid:", bid) - t.Fatal() - end <- struct{}{} - return nil - } else { - fmt.Println("ask数据正常,", checksum, "bid:", bid) - } - - } - - // // 查看当前合并后的全量深度数据 - // snapshot, err := r.GetSnapshotByChannel(data) - // if err != nil { - // t.Fatal("深度数据不存在！") - // } - // // 展示ask/bid 前5档数据 - // fmt.Println(" Ask 5 档数据 >> ") - // for _, v := range snapshot.Asks[:5] { - // fmt.Println(" price:", v[0], " amount:", v[1]) - // } - // fmt.Println(" Bid 5 档数据 >> ") - // for _, v := range snapshot.Bids[:5] { - // fmt.Println(" price:", v[0], " amount:", v[1]) - // } - return nil - }) - - // 可选类型：books books5 books-l2-tbt - channel := "books50-l2-tbt" - - instIds := []string{"BTC-USDT"} - for _, instId := range instIds { - var args []map[string]string - arg := make(map[string]string) - arg["instId"] = instId - args = append(args, arg) - - start := time.Now() - res, _, err = r.PubOrderBooks(OP_SUBSCRIBE, channel, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - } - } - - select { - case <-end: - - } - //等待推送 - for _, instId := range instIds { - var args []map[string]string - arg := make(map[string]string) - arg["instId"] = instId - args = append(args, arg) - - start := time.Now() - res, _, err = r.PubOrderBooks(OP_UNSUBSCRIBE, channel, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - } - -} - -// 期权定价频道 测试 -func TestOptionSummary(t *testing.T) { - r := prework() - var err error - var res bool - - var args []map[string]string - arg := make(map[string]string) - arg["uly"] = "BTC-USD" - args = append(args, arg) - - start := time.Now() - res, _, err = r.PubOptionSummary(OP_SUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(60 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.PubOptionSummary(OP_UNSUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - -} - -// 资金费率 测试 -func TestFundRate(t *testing.T) { - r := prework() - var err error - var res bool - - var args []map[string]string - arg := make(map[string]string) - arg["instId"] = "BTC-USD-SWAP" - args = append(args, arg) - - start := time.Now() - res, _, err = r.PubFundRate(OP_SUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(600 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.PubFundRate(OP_UNSUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - -} - -// 指数K线频道 测试 -func TestKLineIndex(t *testing.T) { - r := prework() - var err error - var res bool - - var args []map[string]string - arg := make(map[string]string) - - arg["instId"] = "BTC-USDT" - args = append(args, arg) - period := PERIOD_1MIN - - start := time.Now() - res, _, err = r.PubKLineIndex(OP_SUBSCRIBE, period, args) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(60 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.PubKLineIndex(OP_UNSUBSCRIBE, period, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - -} - -// 指数行情频道 测试 -func TestIndexMarket(t *testing.T) { - r := prework() - var err error - var res bool - - var args []map[string]string - arg := make(map[string]string) - arg["instId"] = "BTC-USDT" - args = append(args, arg) - - start := time.Now() - res, _, err = r.PubIndexTickers(OP_SUBSCRIBE, args) - if err != nil { - fmt.Println("订阅失败！", err) - } - usedTime := time.Since(start) - if res { - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", usedTime.String()) - //return - } - - time.Sleep(600 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.PubIndexTickers(OP_UNSUBSCRIBE, args) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - -} diff --git a/okex/ws/ws_test.go b/okex/ws/ws_test.go deleted file mode 100644 index 8ac7e7e..0000000 --- a/okex/ws/ws_test.go +++ /dev/null @@ -1,386 +0,0 @@ -package ws - -import ( - "fmt" - "log" - "testing" - "time" - . "v5sdk_go/ws/wImpl" - - "github.com/stretchr/testify/assert" -) - -func init() { - log.SetFlags(log.LstdFlags | log.Llongfile) - -} - -func TestPing(t *testing.T) { - r := prework_pri(CROSS_ACCOUNT) - - res, _, _ := r.Ping() - assert.True(t, res, true) -} - -func TestWsClient_SubscribeAndUnSubscribe(t *testing.T) { - r := prework() - var err error - var res bool - - param := map[string]string{} - param["channel"] = "opt-summary" - param["uly"] = "BTC-USD" - - start := time.Now() - res, _, err = r.Subscribe(param) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(60 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.UnSubscribe(param) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - t.Fatal("取消订阅失败！", err) - } - -} - -func TestWsClient_SubscribeAndUnSubscribe_priv(t *testing.T) { - r := prework_pri(ISOLATE_ACCOUNT) - var err error - var res bool - - var params []map[string]string - params = append(params, map[string]string{"channel": "orders", "instType": SPOT, "instId": "BTC-USDT"}) - //一个失败的订阅用例 - params = append(params, map[string]string{"channel": "positions", "instType": "any"}) - - for _, v := range params { - start := time.Now() - var data *ProcessDetail - res, data, err = r.Subscribe(v) - if res { - usedTime := time.Since(start) - fmt.Println("订阅成功！", usedTime.String()) - PrintDetail(data) - } else { - fmt.Println("订阅失败！", err) - //return - } - time.Sleep(60 * time.Second) - //等待推送 - - start = time.Now() - res, _, err = r.UnSubscribe(v) - if res { - usedTime := time.Since(start) - fmt.Println("取消订阅成功！", usedTime.String()) - } else { - fmt.Println("取消订阅失败！", err) - } - - } - -} - -func TestWsClient_Jrpc(t *testing.T) { - //r := prework_pri(ISOLATE_ACCOUNT) - r := prework_pri(CROSS_ACCOUNT) - var res bool - var err error - var data *ProcessDetail - - start := time.Now() - var args []map[string]interface{} - - param := map[string]interface{}{} - param["instId"] = "BTC-USDT" - param["clOrdId"] = "SIM0dcopy16069997808063455" - param["tdMode"] = "cross" - param["side"] = "sell" - param["ordType"] = "limit" - param["px"] = "19333.3" - param["sz"] = "0.18605445" - - param1 := map[string]interface{}{} - param1["instId"] = "BTC-USDT" - param1["clOrdId"] = "SIM0dcopy16069997808063456" - param1["tdMode"] = "cross" - param1["side"] = "sell" - param1["ordType"] = "limit" - param1["px"] = "19334.2" - param1["sz"] = "0.03508913" - - param2 := map[string]interface{}{} - param2["instId"] = "BTC-USDT" - param2["clOrdId"] = "SIM0dcopy16069997808063457" - param2["tdMode"] = "cross" - param2["side"] = "sell" - param2["ordType"] = "limit" - param2["px"] = "19334.8" - param2["sz"] = "0.03658186" - - param3 := map[string]interface{}{} - param3["instId"] = "BTC-USDT" - param3["clOrdId"] = "SIM0dcopy16069997808063458" - param3["tdMode"] = "cross" - param3["side"] = "sell" - param3["ordType"] = "limit" - param3["px"] = "19334.9" - param3["sz"] = "0.5" - - param4 := map[string]interface{}{} - param4["instId"] = "BTC-USDT" - param4["clOrdId"] = "SIM0dcopy16069997808063459" - param4["tdMode"] = "cross" - param4["side"] = "sell" - param4["ordType"] = "limit" - param4["px"] = "19335.2" - param4["sz"] = "0.3" - - param5 := map[string]interface{}{} - param5["instId"] = "BTC-USDT" - param5["clOrdId"] = "SIM0dcopy16069997808063460" - param5["tdMode"] = "cross" - param5["side"] = "sell" - param5["ordType"] = "limit" - param5["px"] = "19335.9" - param5["sz"] = "0.051" - - param6 := map[string]interface{}{} - param6["instId"] = "BTC-USDT" - param6["clOrdId"] = "SIM0dcopy16069997808063461" - param6["tdMode"] = "cross" - param6["side"] = "sell" - param6["ordType"] = "limit" - param6["px"] = "19336.4" - param6["sz"] = "1" - - param7 := map[string]interface{}{} - param7["instId"] = "BTC-USDT" - param7["clOrdId"] = "SIM0dcopy16069997808063462" - param7["tdMode"] = "cross" - param7["side"] = "sell" - param7["ordType"] = "limit" - param7["px"] = "19336.8" - param7["sz"] = "0.475" - - param8 := map[string]interface{}{} - param8["instId"] = "BTC-USDT" - param8["clOrdId"] = "SIM0dcopy16069997808063463" - param8["tdMode"] = "cross" - param8["side"] = "sell" - param8["ordType"] = "limit" - param8["px"] = "19337.3" - param8["sz"] = "0.21299357" - - param9 := map[string]interface{}{} - param9["instId"] = "BTC-USDT" - param9["clOrdId"] = "SIM0dcopy16069997808063464" - param9["tdMode"] = "cross" - param9["side"] = "sell" - param9["ordType"] = "limit" - param9["px"] = "19337.5" - param9["sz"] = "0.5" - - args = append(args, param) - args = append(args, param1) - args = append(args, param2) - args = append(args, param3) - args = append(args, param4) - args = append(args, param5) - args = append(args, param6) - args = append(args, param7) - args = append(args, param8) - args = append(args, param9) - - res, data, err = r.Jrpc("okexv5wsapi001", "order", args) - if res { - usedTime := time.Since(start) - fmt.Println("下单成功！", usedTime.String()) - PrintDetail(data) - } else { - usedTime := time.Since(start) - fmt.Println("下单失败！", usedTime.String(), err) - } -} - -/* - 测试 添加全局消息回调函数 -*/ -func TestAddMessageHook(t *testing.T) { - - r := prework_pri(CROSS_ACCOUNT) - - r.AddMessageHook(func(msg *Msg) error { - // 添加你的方法 - fmt.Println("这是全局消息自定义MessageHook") - fmt.Println("当前数据是", msg) - return nil - }) - - select {} -} - -/* - 普通推送数据回调函数 -*/ -func TestAddBookedDataHook(t *testing.T) { - var r *WsClient - - /*订阅私有频道*/ - { - r = prework_pri(CROSS_ACCOUNT) - var res bool - var err error - - r.AddBookMsgHook(func(ts time.Time, data MsgData) error { - // 添加你的方法 - fmt.Println("这是私有自定义AddBookMsgHook") - fmt.Println("当前数据是", data) - return nil - }) - - param := map[string]string{} - param["channel"] = "account" - param["ccy"] = "BTC" - - res, _, err = r.Subscribe(param) - if res { - fmt.Println("订阅成功！") - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(100 * time.Second) - } - - //订阅公共频道 - { - r = prework() - var res bool - var err error - - r.AddBookMsgHook(func(ts time.Time, data MsgData) error { - // 添加你的方法 - fmt.Println("这是公共自定义AddBookMsgHook") - fmt.Println("当前数据是", data) - return nil - }) - - param := map[string]string{} - param["channel"] = "instruments" - param["instType"] = "FUTURES" - - res, _, err = r.Subscribe(param) - if res { - fmt.Println("订阅成功！") - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - select {} - } - -} - -func TestGetInfoFromErrMsg(t *testing.T) { - a := assert.New(t) - buf := ` -"channel:index-tickers,instId:BTC-USDT1 doesn't exist" - ` - ch := GetInfoFromErrMsg(buf) - //t.Log(ch) - a.Equal("index-tickers", ch) - - //assert.True(t,ch == "index-tickers") -} - -/* - - */ -func TestParseMessage(t *testing.T) { - r := prework() - var evt Event - msg := `{"event":"error","msg":"Contract does not exist.","code":"51001"}` - - evt, _, _ = r.parseMessage([]byte(msg)) - assert.True(t, EVENT_ERROR == evt) - - msg = `{"event":"error","msg":"channel:positions,ccy:BTC doesn't exist","code":"60018"}` - evt, _, _ = r.parseMessage([]byte(msg)) - assert.True(t, EVENT_BOOK_POSTION == evt) -} - -/* - 原始方式 深度订阅 测试 -*/ -func TestSubscribeTBT(t *testing.T) { - r := prework() - var res bool - var err error - - // 添加你的方法 - r.AddDepthHook(func(ts time.Time, data DepthData) error { - //fmt.Println("这是自定义AddBookMsgHook") - fmt.Println("当前数据是:", data) - return nil - }) - - param := map[string]string{} - param["channel"] = "books-l2-tbt" - //param["channel"] = "books" - param["instId"] = "BTC-USD-SWAP" - - res, _, err = r.Subscribe(param) - if res { - fmt.Println("订阅成功！") - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(60 * time.Second) -} - -/* - - */ -func TestSubscribeBalAndPos(t *testing.T) { - r := prework_pri(CROSS_ACCOUNT) - var res bool - var err error - - param := map[string]string{} - - // 产品信息 - param["channel"] = "balance_and_position" - - res, _, err = r.Subscribe(param) - if res { - fmt.Println("订阅成功！") - } else { - fmt.Println("订阅失败！", err) - t.Fatal("订阅失败！", err) - //return - } - - time.Sleep(60 * time.Second) -}