From 3123801c8f3daa7c1504014f8f9bab6c07c9ba93 Mon Sep 17 00:00:00 2001
From: Ubuntu <phyer@sina.com>
Date: Wed, 19 Feb 2025 18:34:54 +0800
Subject: [PATCH] remove okex
---
okex/.gitignore | 1 -
okex/LICENSE | 21 -
okex/config/conf.go | 32 --
okex/config/go.mod | 3 -
okex/go.mod | 8 -
okex/go.sum | 12 -
okex/main.go | 237 --------
okex/readme.md | 283 ----------
okex/rest/contants.go | 35 --
okex/rest/go.mod | 3 -
okex/rest/go.sum | 21 -
okex/rest/rest.go | 331 -----------
okex/rest/rest_test.go | 100 ----
okex/utils/go.mod | 8 -
okex/utils/go.sum | 7 -
okex/utils/utils.go | 102 ----
okex/utils/utils_test.go | 17 -
okex/ws/go.mod | 8 -
okex/ws/go.sum | 28 -
okex/ws/utils.go | 75 ---
okex/ws/wImpl/BookData.go | 226 --------
okex/ws/wImpl/ErrData.go | 13 -
okex/ws/wImpl/JRPCData.go | 50 --
okex/ws/wImpl/ReqData.go | 47 --
okex/ws/wImpl/contants.go | 241 --------
okex/ws/wImpl/contants_test.go | 28 -
okex/ws/wInterface/IParam.go | 9 -
okex/ws/wInterface/IReqData.go | 8 -
okex/ws/wInterface/IRspData.go | 6 -
okex/ws/ws_AddBookedDataHook_test.go | 147 -----
okex/ws/ws_cli.go | 725 -------------------------
okex/ws/ws_contants.go | 18 -
okex/ws/ws_jrpc.go | 157 ------
okex/ws/ws_jrpc_test.go | 186 -------
okex/ws/ws_middleware.go | 19 -
okex/ws/ws_op.go | 532 ------------------
okex/ws/ws_priv_channel.go | 40 --
okex/ws/ws_priv_channel_Accout_test.go | 99 ----
okex/ws/ws_priv_channel_test.go | 247 ---------
okex/ws/ws_pub_channel.go | 141 -----
okex/ws/ws_pub_channel_test.go | 669 -----------------------
okex/ws/ws_test.go | 386 -------------
42 files changed, 5326 deletions(-)
delete mode 100644 okex/.gitignore
delete mode 100644 okex/LICENSE
delete mode 100644 okex/config/conf.go
delete mode 100644 okex/config/go.mod
delete mode 100644 okex/go.mod
delete mode 100644 okex/go.sum
delete mode 100644 okex/main.go
delete mode 100644 okex/readme.md
delete mode 100644 okex/rest/contants.go
delete mode 100644 okex/rest/go.mod
delete mode 100644 okex/rest/go.sum
delete mode 100644 okex/rest/rest.go
delete mode 100644 okex/rest/rest_test.go
delete mode 100644 okex/utils/go.mod
delete mode 100644 okex/utils/go.sum
delete mode 100644 okex/utils/utils.go
delete mode 100644 okex/utils/utils_test.go
delete mode 100644 okex/ws/go.mod
delete mode 100644 okex/ws/go.sum
delete mode 100644 okex/ws/utils.go
delete mode 100644 okex/ws/wImpl/BookData.go
delete mode 100644 okex/ws/wImpl/ErrData.go
delete mode 100644 okex/ws/wImpl/JRPCData.go
delete mode 100644 okex/ws/wImpl/ReqData.go
delete mode 100644 okex/ws/wImpl/contants.go
delete mode 100644 okex/ws/wImpl/contants_test.go
delete mode 100644 okex/ws/wInterface/IParam.go
delete mode 100644 okex/ws/wInterface/IReqData.go
delete mode 100644 okex/ws/wInterface/IRspData.go
delete mode 100644 okex/ws/ws_AddBookedDataHook_test.go
delete mode 100644 okex/ws/ws_cli.go
delete mode 100644 okex/ws/ws_contants.go
delete mode 100644 okex/ws/ws_jrpc.go
delete mode 100644 okex/ws/ws_jrpc_test.go
delete mode 100644 okex/ws/ws_middleware.go
delete mode 100644 okex/ws/ws_op.go
delete mode 100644 okex/ws/ws_priv_channel.go
delete mode 100644 okex/ws/ws_priv_channel_Accout_test.go
delete mode 100644 okex/ws/ws_priv_channel_test.go
delete mode 100644 okex/ws/ws_pub_channel.go
delete mode 100644 okex/ws/ws_pub_channel_test.go
delete mode 100644 okex/ws/ws_test.go
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)
-}