Inventors quantify trading platforms General protocol access to customized exchanges

Documentation for the use of the General Protocol

You can access any of the services provided by this protocol.APIExchange, specific API protocols are not limited, whetherrest、websocket、fix... can be accessed and used. The Python General Protocol example:https://www.fmz.com/strategy/101399

• 1, General protocol plug-in running, port setting

  A well-written list of the listening addresses and port settings of the plugin. For example:http://127.0.0.1:6666/DigitalAssetOr:http://127.0.0.1:6666/exchange。

  Why set these up?IP、The PathIs that so? Because inInventors quantifiedThe pageThe control centerJumpAdded exchangesOn the page, select the General Protocol bar, which displays ExceptAPI-KEYThere is also a service address bar, which tells the host what IP and port to access (the host and the protocol plug-in cannot run on the same device).http://127.0.0.1:6666/DigitalAsset。DigitalAssetThis is a self-defined name, just an example.

  Inventors Quantitative Added Exchange page looks like this: Usually, the exchange configures the account information just to configure it.access keyandsecret keyHowever, some exchanges' API interfaces require passing the transaction password (e.g. some exchanges' bottom-up interfaces), so since there are no redundant controls to write this information on the General Protocol page, when encountering such exchanges' APIs, we can write the redundant configuration information that needs to be passed in thesecret keyIf the information is not sensitive, it can be written inaccess keyAnd then you do a string in a general protocol plugin.splitThis is the first time that the data has been separated, as shown in the example below.

  

  And then you do the processing in the plugin, and you getXXX_PassWordI'm not sure. For example, in the last full example of this post, the newBitgo function:

  func newBitgo(accessKey, secretKey string) *iBitgo {
      s := new(iBitgo)
      s.accessKey = accessKey
      s.secretKey = secretKey
      // 在此可以分离secretKey中的额外配置信息，可以写成如下注释中的内容
      /*
      arr := strings.SplitN(secretKey, ",", 2)
      if len(arr) != 2 {
          panic("配置错误！")
      }
      s.secretKey = arr[0]   // secret key 
      s.passWord = arr[1]    // XXX_PassWord
      */
      s.apiBase = "https://www.bitgo.cn"
      s.timeout = 20 * time.Second
      s.timeLocation = time.FixedZone("Asia/Shanghai", 8*60*60)
  
      return s
  }
  

  

  General protocol plug-in for the wholemainExample of a function:GoThe language description:

  func main(){
      var addr = flag.String("b", "127.0.0.1:6666", "bing addr")   // 设置命令行参数，默认值描述，端口设置6666
      flag.Parse()                                                 // 解析命令行
      if *addr == "" {
          flag.Usage()                                             // 显示命令行描述
          return 
      }
      basePath := "/DigitalAsset"
      log.Println("Running ", fmt.Sprintf("http://%s%s", *addr, basePath), "...")   // 打印监听端口信息
      http.HandleFunc(basePath, OnPost)
      http.ListenAndServe(*addr, nil)
  }
  

• 2, the response function

  The plugin is constantly monitoring the specified port, whether it is sending a request.requestOnce a request has been made, the response function is called to execute the response and then parse the parameters in the request data. The request data sent by the host is:

  /* request的JSON结构，发明者量化调用GetTicker，托管者发送给通用协议插件情况举例（各个API调用时，params的值可能不一样，此处method为ticker）：
  {
      "access_key" : "XXX",               // `json:"access_key"`
      "secret_key" : "XXX",               // `json:"secret_key"`
      "nonce" : "1502345965295519602",    // `json:"nonce"`
      "method" : "ticker",                // `json:"method"`
      "params" : {                        // `json:"params"`
                     "symbol" : "btc",
                     ...
                 },                       // 各个请求参数略有区别。即在策略中调用不同的 发明者量化 API会有不同的参数, 在下文各个API 有介绍说明。
  }
  */
  

  So according to the request received in the General Protocol plug-in, the body data is the structure obtained after the anti-JSON sequencing.requestThe insideMethodWe can useswitchGo to the API for categorizing and quantifying different inventors (i.e. identifying which inventor is quantifying the policy call running on the host)APIThe call:

  GoLanguage examples:

  switch request.Method {    // 此处request.Method的M为大写，通用协议程序接收到的请求主体中为JSON数据，在Go语言中反JSON序列化(Unmarshal)为结构体，字段首字母必须大写
    case "accounts" :        // 当托管者上的机器人策略中调用了exchange.GetAccount()函数，托管者会发送来请求，其中Body携带的数据中method属性值为accounts
        data, err = e.GetAccount(symbol)
    case "ticker" :
        data, err = e.GetTicker(symbol)
    case "depth" :
        data, err = e.GetDepth(symbol)
    case "trades" :
        data, err = e.GetTrades(symbol)
    case "trade" :
    ...
    default:
        ...
  

  These branches write the data returned after execution into a structure to be answered by the universal protocol plug-in, responding to the request of the trustee.

  Go language examples:

  defer func(){                                // 处理收尾工作 
        if e := recover(); e != nil {          // recover()函数用于捕获panic，e != nil即有错误发生
            if ee, ok := e.(error); ok {       // 类型推导，推导成功把ee.Error()赋值给e
                e = ee.Error()                 // 调用Error方法获取返回的错误字符串
            }
            ret = map[string]string{"error": fmt.Sprintf("%v", e)}
        }
        b, _ := json.Marshal(ret)              // 把本次调用获取的结果ret编码，赋值给b，写入响应指针
        w.Write(b)
        //fmt.Println("after w.Write the b is", string(b))     // 测试
    }()
  

• 3 Types of API calls

  There are two broad categories: 1, Public interfaces that do not require a signature, such as:

  GetTicker()

  GetDepth()

  GetTrades()

  GetRecords(period) …

  2, User Interfaces that require a signature, such as:

  Buy、Sell

  GetOrder(id)

  GetOrders()

  GetAccount()

  CancelOrder(id)...and the people Signatures may vary from exchange to exchange and need to be written according to needs.

• 4, when inventors quantify the API callsGeneral protocol pluginsandThe TrusteeThe interactive data format is:

  Some inventors have quantified API interfaces such asGetName()，GetLabel()The same function, when called, does not haveGeneral protocol pluginsSend the request.exchange.GetName()Exchange with a generic plug-in configuration returns "Exchange" when called.

  • 1、GetTicker: It is used to access current market data.

    The TrusteeThis is a list of all the functions that can be sent to the listening response function.requestThe insidemethodFor:ticker。

    The host sends the parameters:request.Params.symbol: sent by the administrator according to the currency set by the bot page.

    The data format that the host carries when requesting a JSON plugin

    {
        "access_key" : "access_key",
        "secret_key" : "secret_key",
        "nonce" :      "1500793319499",            // 毫秒时间戳
        "method" :     "ticker",
        "params" :     {"symbol" : "ETH_BTC"},     // 以ETH_BTC交易对举例
    }
    

    Return value structure that is ultimately sent to the custodian: (i.e. the format in which the data returned to the custodian after the exchange interface requested by the UTP plug-in)

    The JSON structure

    {
        "data": {
            "time": 1500793319499,  // 毫秒时间戳，整型
            "buy": 1000,            // 以下浮点型
            "sell": 1001,
            "last": 1005,
            "high": 1100,
            "low": 980,
            "vol": 523,
        }
    }
    

  • 2、GetRecords:Used to obtain K-line data provided by the exchange.

    The host sends the bug to the listening response functionrequestThe insidemethodFor:records

    The host sends the parameters:request.Params.periodValue associatedexchange.GetRecordsThe first parameter of the function, actually.request.Params.periodA cycle expressed in minutes, such as a day cycle, is60*24That is,1440、request.Params.symbolIn addition to the above, the user can also set up a new account with a new account.

    The data format that the host carries when requesting a protocol plug-in

    {
        "access_key" : "access_key",
        "secret_key" : "secret_key",
        "nonce" :      "1500793319499",            // 毫秒时间戳
        "method" :     "records",
        "params" :     {"symbol" : "ETH_BTC", "period" : "1440"},     // 以ETH_BTC交易对，K线周期为日线举例
    }
    

    The return value structure is sent to the host:

    The JSON structure

    {
        "data": [
                [1500793319, 1.1, 2.2, 3.3, 4.4, 5.5],         // "Time":1500793319000,"Open":1.1,"High":2.2,"Low":3.3,"Close":4.4,"Volume":5.5
                [1500793259, 1.01, 2.02, 3.03, 4.04, 5.05],
                ...
        ]
    }
    

    Go language test data:

    ret_records = []interface{}{
        [6]interface{}{1500793319, 1.1, 2.2, 3.3, 4.4, 5.5}, 
        [6]interface{}{1500793259, 1.01, 2.02, 3.03, 4.04, 5.05}
    }
    

    The inventor quantified platformLogDisplayrecordsThe data:

    [
        {"Time":1500793319000,"Open":1.1,"High":2.2,"Low":3.3,"Close":4.4,"Volume":5.5},
        {"Time":1500793259000,"Open":1.01,"High":2.02,"Low":3.03,"Close":4.04,"Volume":5.05}
    ]
    

    Note: the first element in the second-dimensional array isintType, which represents the time stamp. 2 The administrator will automatically give the time stamp multiplied by 1000 or more.

  • 3、GetDepth：Get in-depth information about the exchange (Order low, sell one, sell two...buy one, buy two...)

    The host sends the bug to the listening response functionrequestThe insidemethodFor:depth

    The host sends the parameters:request.Params.symbol: sent by the custodian in the currency set by the policy

    The data format that the host carries when requesting a protocol plug-in

    {
        "access_key" : "access_key",
        "secret_key" : "secret_key",
        "nonce" :      "1500793319499",            // 毫秒时间戳
        "method" :     "depth",
        "params" :     {"symbol" : "ETH_BTC"},     // 以ETH_BTC交易对举例
    }
    

    The return value structure that is ultimately sent to the host is:

    The JSON structure

    {
        "data" : {
            "time" : 1500793319499,
            "asks" : [ [1000, 0.5], [1001, 0.23], [1004, 2.1], ... ],
            "bids" : [ [999, 0.25], [998, 0.8], [995, 1.4], ... ],
        }
    }
    

  • 4、GetTrades：Obtaining transaction records for a given period of time (other than one's own) for the entire exchange

    The host sends the bug to the listening response functionrequestThe insidemethodFor:trades

    The host sends the parameters:request.Params.symbolValue for trading currencies such as:btcIn addition to the above, there is also the possibility of sending a message in a foreign currency, which is sent by the custodian in accordance with the policy settings.

    The data format that the host carries when requesting a protocol plug-in

    {
        "access_key" : "access_key",
        "secret_key" : "secret_key",
        "nonce" :      "1500793319499",            // 毫秒时间戳
        "method" :     "trades",
        "params" :     {"symbol" : "ETH_BTC"},     // 以ETH_BTC交易对举例
    }
    

    The return value structure that is ultimately sent to the host is:

    The JSON structure

    { 
        "data": [
            {
                "id": 12232153,
                "time" : 1529919412968,
                "price": 1000,
                "amount": 0.5,
                "type": "buy",             // "buy"、"sell"
            },{
                "id": 12545664,
                "time" : 1529919412900,
                "price": 1001,
                "amount": 1,
                "type": "sell",
            },{
                ...
            }
        ]
    }
    

  • 5、GetAccount：Access to account assets

    The host sends the bug to the listening response functionrequestThe insidemethodFor:accounts

    The trustee sends the parameters: ((Note! generally all assets in the account are accessed!, specifically depending on the exchange interface, whether the information is accessed separately or the total assets are accessed)

    The data format that the host carries when requesting a protocol plug-in

    {
        "access_key" : "access_key",
        "secret_key" : "secret_key",
        "nonce" :      "1500793319499",            // 毫秒时间戳
        "method" :     "accounts",
        "params" :     {},                         
    }
    

    The return value structure is sent to the host:

    The JSON structure

    {
        "data": [
            {"currency": "btc", "free": 1.2, "frozen": 0.1},
            {"currency": "ltc", "free": 25, "frozen": 2.1},
            {"currency": "ltc", "free": 25, "frozen": 2.1},
            ...
        ],
        "raw" : {...}             // 可以写入插件访问交易所时，交易所返回的原始信息（response）
    }
    

  • 6、Buy、Sell：Sending orders, placing orders and trading.

    The host sends the bug to the listening response functionrequestThe insidemethodFor:trade

    The host sends the parameters:request.Params.typeHosted by:exchange.BuyOrexchange.SellI'm not going to say anything.request.Params.priceCalls in the policy:APIThe first parameter of the function,request.Params.amountCalls in the policy:APIThe second parameter of the function,request.Params.symbolIn addition to the above, the user can also set up a new account with a new account.

    The data format that the host carries when requesting a protocol plug-in

    {
        "access_key" : "access_key",
        "secret_key" : "secret_key",
        "nonce" :      "1500793319499",            // 毫秒时间戳
        "method" :     "trade",
        "params" :     {
                           "symbol" : "ETH_BTC", 
                           "type" : "buy", 
                           "price" : "1000", 
                           "amount" : "1"
                       },                          // 以ETH_BTC交易对，"type":"buy"买请求，价格1000，数量1举例
    }
    

    The return value structure that is ultimately sent to the host is:

    The JSON structure

    {
        "data": {
            "id": 125456,      // 下单后返回的订单id
                               // 如果订单id是"asdf346sfasf532"这样的字符串形式
                               // 此处id也可以是字符串类型
        }
    }
    

  • 7、GetOrder：Get order information for the specified order number

    The host sends the bug to the listening response functionrequestThe insidemethodFor:order

    The host sends the parameters:request.Params.id、request.Params.symbol

    The data format that the host carries when requesting a protocol plug-in

    {
        "access_key" : "access_key",
        "secret_key" : "secret_key",
        "nonce" :      "1500793319499",            // 毫秒时间戳
        "method" :     "order",
        "params" :     {"symbol" : "ETH_BTC", "id" : "XXX"},     // 以ETH_BTC交易对，订单id为XXX举例，注意有些交易所的订单号是数字形式的订单ID，如123456，有些交易所的订单号是字符串形式的ID，如poimd55sdfheqxv，具体看交易所的订单ID格式
    }
    

    The return value structure that is ultimately sent to the host is:

    The JSON structure

    { 
        "data": {
            "id": 2565244,
            "amount": 0.15,
            "price": 1002,
            "status": "open",    // "open":挂起状态、"closed":完成关闭状态、"cancelled":已取消
            "deal_amount": 0,
            "type": "buy",       // "buy"、"sell"
            "avg_price": 0,      // 如果交易所没有提供，在处理时可以赋值为0
        }
    }
    

  • 8、GetOrders: Get all unfinished orders

    The host sends the bug to the listening response functionrequestThe method is:orders

    The host sends the parameters:request.Params.symbol

    The data format that the host carries when requesting a protocol plug-in

    {
        "access_key" : "access_key",
        "secret_key" : "secret_key",
        "nonce" :      "1500793319499",            // 毫秒时间戳
        "method" :     "orders",
        "params" :     {"symbol" : "ETH_BTC"},     // 以ETH_BTC交易对举例
    }
    

    The return value structure that is ultimately sent to the host is:

    The JSON structure

    {
        "data": [{
            "id": 542156,
            "amount": 0.25,
            "price": 1005,
            "deal_amount": 0,
            "type": "buy",      // "buy"、"sell"
            "status": "open",   // "open"
        },{
            ...
        }]
    }
    

  • 9、CancelOrder: Cancel order placement with specified order number

    The host sends the bug to the listening response functionrequestThe insidemethodFor:cancel

    The host sends the parameters:request.Params.idString type: the first parameter of the API function to be called by the policy.request.Params.symbol:btc (example) sent by the custodian in the currency set by the policy

    The data format that the host carries when requesting a protocol plug-in

    {
        "access_key" : "access_key",
        "secret_key" : "secret_key",
        "nonce" :      "1500793319499",            // 毫秒时间戳
        "method" :     "cancel",
        "params" :     {"symbol" : "ETH_BTC", "id" : "XXX"},     // 以ETH_BTC交易对，id为"XXX"（同GetOrder函数的参数id一样），举例
    }
    

    The return value structure that is ultimately sent to the host is:

    The JSON structure

    {
        "data": true,        // true or false
    }
    

  • 10、IO: 调用发明者量化平台的exchange.IO函数

    The host sends the bug to the listening response functionrequestThe insidemethodFor the__api_The name of the method that starts with.

    The data format that the host carries when requesting a protocol plug-in

    {
        "access_key" : "access_key",
        "secret_key" : "secret_key",
        "nonce" :      "1500793319499",            // 毫秒时间戳
        "method" :     "__api_XXX",                // XXX为具体交易所的API接口（不包含基地址）
        "params" :     {"borrow_id" : "123", "symbol" : "cny"},      // 具体是传入IO函数的参数
    }
    

    The return value structure that is ultimately sent to the host is:

    {
        "data": {...}       // 具体的接口调用的返回值
    }
    

    For example, a strategy call:

    var io_str = exchange.IO("api", "POST", "cancel_borrow", "symbol=cny&borrow_id=123")
    

    The test code in the plugin ((go language):

    fmt.Println("request.Method:", request.Method, "request.Params:", request.Params)
    

    Plugin command line: This is the first time I've seen this.http://127.0.0.1:6666/DigitalAsset …

    Request.Method, request.Params printed from the plugin command lineIn the request sent by the administrator after the data has been parsed in the body:request.MethodFor:__api_cancel_borrowIn the request sent by the administrator after the data has been parsed in the body:request.ParamsFor:{"borrow_id" : "123", "symbol" : "cny"}

    Customizable processing of these direct access exchangesAPIWhat?exchange.IOI'm going to call you.

    # 注意：
    # 在调用exchange.IO("api", "POST", "/api/v1/getAccount", "symbol=BTC_USDT")时，
    # 如果第二个参数不是POST，而是:exchange.IO("api", "GET", "/api/v1/getAccount", "symbol=BTC_USDT")
    # 是GET方法，这时在通用协议插件接受到的http请求中头部Http-Method中储存的才是GET，
    # 所以在通用协议处理IO函数实现时，需要参考以下范例代码：
    // tapiCall函数定义
    func (p *iStocksExchange) tapiCall(method string, params map[string]string, httpType string) (js *Json, err error) {
        ...
    }
    
    // 在OnPost函数中
    if strings.HasPrefix(request.Method, "__api_") {
        var js *Json
        js, err = e.tapiCall(request.Method[6:], request.Params, r.Header.Get("Http-Method"))
        ...
    }
    

  • 对于exchange.GetRawJSON的支持

    Automated processing at the bottomexchange.GetRawJSONIn addition to the above, there is also the possibility of using a plugin to make calls to the app.

  • 对于exchange.Go的支持

    Automated processing at the bottomexchange.GoIn addition to the above, there are also other features of the app that allow you to download the app.

    var beginTime = new Date().getTime()
    var ret = exchange.Go("GetDepth")
    var endTime = new Date().getTime()
    Log(endTime - beginTime, "#FF0000")
    
    // Sleep(2000)
    beginTime = new Date().getTime()
    Log(exchange.GetTicker())
    endTime = new Date().getTime()
    Log(endTime - beginTime, "#FF0000")
    var depth = ret.wait()
    Log("depth:", depth)
    

    

    

    # 注意：使用exchange.Go在wait的时候如果指定了超时时间， 
    #      一定要确保获取到最终的数据，这样申请的并发线程才能回收。
    

  • Support for futures functions

    Specific processing needs to be implemented in the plugin, such as setting the leverage, contract code, ordering direction, setting a local variable record, access to the holdings, access to the exchange interface, access to raw data and process the holdings structure defined on the FMZ platform and return. When the following function is called in the policy, the plugin receivesRpcThe request format is slightly different from other interfaces, which should be noted in the General Protocol plug-inRpcRequestThe format, mainly distinguished by the value of params, is a composite structure.

    • SetContractType
      The code of the contract is set.

      {"access_key":"123","method":"io","nonce":1623307269528738000,"params":{"args":["quarter"],"code":2},"secret_key":"123"}
      

    • SetDirection This is the only way to get the price down.

      {"access_key":"123","method":"io","nonce":1623308734966484000,"params":{"args":["closesell"],"code":1},"secret_key":"123"}
      

    • Set the margin level In the meantime, I'm going to try to get some help.

      {"access_key":"123","method":"io","nonce":1623308734966939000,"params":{"args":[12],"code":0},"secret_key":"123"}
      

    • GetPosition I'm not going to go into detail. Whenexchange.GetPosition()Calls:

      {"access_key":"123","method":"io","nonce":1623308734967442000,"params":{"args":[],"code":3},"secret_key":"123"}
      

      Whenexchange.GetPosition("swap")Calls:

      {"access_key":"123","method":"io","nonce":1623308734967442000,"params":{"args":["swap"],"code":3},"secret_key":"123"}
      

• The full Go language instance of the universal protocol plug-in (access to the Bitcoin exchange)

/*
GOOS=linux GOARCH=amd64 go build -ldflags '-s -w -extldflags -static' rest_bitgo.go
*/
package main

import (
    "bytes"
    "crypto/md5"
    "encoding/hex"
    "encoding/json"
    "errors"
    "flag"
    "fmt"
    "io/ioutil"
    "log"
    "net/http"
    "net/url"
    "sort"
    "strconv"
    "strings"
    "time"
)

func toFloat(s interface{}) float64 {
    var ret float64
    switch v := s.(type) {
    case float64:
        ret = v
    case float32:
        ret = float64(v)
    case int64:
        ret = float64(v)
    case int:
        ret = float64(v)
    case int32:
        ret = float64(v)
    case string:
        ret, _ = strconv.ParseFloat(strings.TrimSpace(v), 64)
    }
    return ret
}

func float2str(i float64) string {
    return strconv.FormatFloat(i, 'f', -1, 64)
}

func toInt64(s interface{}) int64 {
    var ret int64
    switch v := s.(type) {
    case int:
        ret = int64(v)
    case float64:
        ret = int64(v)
    case bool:
        if v {
            ret = 1
        } else {
            ret = 0
        }
    case int64:
        ret = v
    case string:
        ret, _ = strconv.ParseInt(strings.TrimSpace(v), 10, 64)
    }
    return ret
}

func toString(s interface{}) string {
    var ret string
    switch v := s.(type) {
    case string:
        ret = v
    case int64:
        ret = strconv.FormatInt(v, 10)
    case float64:
        ret = strconv.FormatFloat(v, 'f', -1, 64)
    case bool:
        ret = strconv.FormatBool(v)
    default:
        ret = fmt.Sprintf("%v", s)
    }
    return ret
}

type Json struct {
    data interface{}
}

func NewJson(body []byte) (*Json, error) {
    j := new(Json)
    err := j.UnmarshalJSON(body)
    if err != nil {
        return nil, err
    }
    return j, nil
}

func (j *Json) UnmarshalJSON(p []byte) error {
    return json.Unmarshal(p, &j.data)
}

func (j *Json) Get(key string) *Json {
    m, err := j.Map()
    if err == nil {
        if val, ok := m[key]; ok {
            return &Json{val}
        }
    }
    return &Json{nil}
}

func (j *Json) CheckGet(key string) (*Json, bool) {
    m, err := j.Map()
    if err == nil {
        if val, ok := m[key]; ok {
            return &Json{val}, true
        }
    }
    return nil, false
}

func (j *Json) Map() (map[string]interface{}, error) {
    if m, ok := (j.data).(map[string]interface{}); ok {
        return m, nil
    }
    return nil, errors.New("type assertion to map[string]interface{} failed")
}

func (j *Json) Array() ([]interface{}, error) {
    if a, ok := (j.data).([]interface{}); ok {
        return a, nil
    }
    return nil, errors.New("type assertion to []interface{} failed")
}

func (j *Json) Bool() (bool, error) {
    if s, ok := (j.data).(bool); ok {
        return s, nil
    }
    return false, errors.New("type assertion to bool failed")
}

func (j *Json) String() (string, error) {
    if s, ok := (j.data).(string); ok {
        return s, nil
    }
    return "", errors.New("type assertion to string failed")
}

func (j *Json) Bytes() ([]byte, error) {
    if s, ok := (j.data).(string); ok {
        return []byte(s), nil
    }
    return nil, errors.New("type assertion to []byte failed")
}

func (j *Json) Int() (int, error) {
    if f, ok := (j.data).(float64); ok {
        return int(f), nil
    }

    return -1, errors.New("type assertion to float64 failed")
}

func (j *Json) MustArray(args ...[]interface{}) []interface{} {
    var def []interface{}

    switch len(args) {
    case 0:
    case 1:
        def = args[0]
    default:
        log.Panicf("MustArray() received too many arguments %d", len(args))
    }

    a, err := j.Array()
    if err == nil {
        return a
    }

    return def
}

func (j *Json) MustMap(args ...map[string]interface{}) map[string]interface{} {
    var def map[string]interface{}

    switch len(args) {
    case 0:
    case 1:
        def = args[0]
    default:
        log.Panicf("MustMap() received too many arguments %d", len(args))
    }

    a, err := j.Map()
    if err == nil {
        return a
    }

    return def
}

func (j *Json) MustString(args ...string) string {
    var def string

    switch len(args) {
    case 0:
    case 1:
        def = args[0]
    default:
        log.Panicf("MustString() received too many arguments %d", len(args))
    }

    s, err := j.String()
    if err == nil {
        return s
    }

    return def
}

func (j *Json) MustInt64() int64 {
    var ret int64
    var err error
    switch v := j.data.(type) {
    case int:
        ret = int64(v)
    case int64:
        ret = v
    case float64:
        ret = int64(v)
    case string:
        if ret, err = strconv.ParseInt(v, 10, 64); err != nil {
            panic(err)
        }
    default:
        ret = 0
        //panic("type assertion to int64 failed")
    }
    return ret
}

func (j *Json) MustFloat64() float64 {
    var ret float64
    var err error
    switch v := j.data.(type) {
    case int:
        ret = float64(v)
    case int64:
        ret = float64(v)
    case float64:
        ret = v
    case string:
        v = strings.Replace(v, ",", "", -1)
        if ret, err = strconv.ParseFloat(v, 64); err != nil {
            panic(err)
        }
    default:
        ret = 0
        //panic("type assertion to float64 failed")
    }
    return ret
}

type iBitgo struct {
    accessKey     string
    secretKey     string
    currency      string
    opCurrency    string
    baseCurrency  string
    secret        string
    secretExpires int64
    apiBase       string
    step          int64
    newRate       float64
    timeout       time.Duration
    timeLocation  *time.Location
}

type MapSorter []Item

type Item struct {
    Key string
    Val string
}

func NewMapSorter(m map[string]string) MapSorter {
    ms := make(MapSorter, 0, len(m))

    for k, v := range m {
        if strings.HasPrefix(k, "!") {
            k = strings.Replace(k, "!", "", -1)
        }
        ms = append(ms, Item{k, v})
    }

    return ms
}

func (ms MapSorter) Len() int {
    return len(ms)
}

func (ms MapSorter) Less(i, j int) bool {
    //return ms[i].Val < ms[j].Val // 按值排序
    return ms[i].Key < ms[j].Key // 按键排序
}

func (ms MapSorter) Swap(i, j int) {
    ms[i], ms[j] = ms[j], ms[i]
}

func encodeParams(params map[string]string, escape bool) string {
    ms := NewMapSorter(params)
    sort.Sort(ms)

    v := url.Values{}
    for _, item := range ms {
        v.Add(item.Key, item.Val)
    }
    if escape {
        return v.Encode()
    }
    var buf bytes.Buffer
    keys := make([]string, 0, len(v))
    for k := range v {
        keys = append(keys, k)
    }
    sort.Strings(keys)
    for _, k := range keys {
        vs := v[k]
        prefix := k + "="
        for _, v := range vs {
            if buf.Len() > 0 {
                buf.WriteByte('&')
            }
            buf.WriteString(prefix)
            buf.WriteString(v)
        }
    }
    return buf.String()
}

func newBitgo(accessKey, secretKey string) *iBitgo {
    s := new(iBitgo)
    s.accessKey = accessKey
    s.secretKey = secretKey
    s.apiBase = "https://www.bitgo.cn"
    s.timeout = 20 * time.Second
    s.timeLocation = time.FixedZone("Asia/Shanghai", 8*60*60)

    return s
}

func (p *iBitgo) apiCall(method string) (*Json, error) {
    req, err := http.NewRequest("POST", fmt.Sprintf("%s/appApi.html?%s", p.apiBase, method), nil)
    if err != nil {
        return nil, err
    }
    req.Header.Set("Content-Type", "application/x-www-form-urlencoded")
    resp, err := http.DefaultClient.Do(req)
    if err != nil {
        return nil, err
    }
    defer resp.Body.Close()
    b, err := ioutil.ReadAll(resp.Body)
    if err != nil {
        return nil, err
    }
    return NewJson(b)
}

func (p *iBitgo) GetTicker(symbol string) (ticker interface{}, err error) {
    var js *Json
    js, err = p.apiCall("action=market&symbol=" + symbol)
    if err != nil {
        return
    }
    dic := js.Get("data")
    ticker = map[string]interface{}{
        "time": js.Get("time").MustInt64(),
        "buy":  dic.Get("buy").MustFloat64(),
        "sell": dic.Get("sell").MustFloat64(),
        "last": dic.Get("last").MustFloat64(),
        "high": dic.Get("high").MustFloat64(),
        "low":  dic.Get("low").MustFloat64(),
        "vol":  dic.Get("vol").MustFloat64(),
    }
    return
}

func (p *iBitgo) GetDepth(symbol string) (depth interface{}, err error) {
    var js *Json
    js, err = p.apiCall("action=depth&symbol=" + symbol)
    if err != nil {
        return
    }
    dic := js.Get("data")

    asks := [][2]float64{}
    bids := [][2]float64{}

    for _, pair := range dic.Get("asks").MustArray() {
        arr := pair.([]interface{})
        asks = append(asks, [2]float64{toFloat(arr[0]), toFloat(arr[1])})
    }

    for _, pair := range dic.Get("bids").MustArray() {
        arr := pair.([]interface{})
        bids = append(bids, [2]float64{toFloat(arr[0]), toFloat(arr[1])})
    }
    depth = map[string]interface{}{
        "time": js.Get("time").MustInt64(),
        "asks": asks,
        "bids": bids,
    }
    return
}

func (p *iBitgo) GetTrades(symbol string) (trades interface{}, err error) {
    var js *Json
    js, err = p.apiCall("action=trades&symbol=" + symbol)
    if err != nil {
        return
    }
    dic := js.Get("data")
    items := []map[string]interface{}{}
    for _, pair := range dic.MustArray() {
        item := map[string]interface{}{}
        arr := pair.(map[string]interface{})
        item["id"] = toInt64(arr["id"])
        item["price"] = toFloat(arr["price"])
        item["amount"] = toFloat(arr["amount"])
        // trade.Time = toInt64(arr["time"]) * 1000
        if toString(arr["en_type"]) == "bid" {
            item["type"] = "buy"
        } else {
            item["type"] = "sell"
        }
        items = append(items, item)
    }
    trades = items
    return
}

func (p *iBitgo) GetRecords(step int64, symbol string) (records interface{}, err error) {
    var js *Json
    js, err = p.apiCall(fmt.Sprintf("action=kline&symbol=%s&step=%d", symbol, step*60))
    if err != nil {
        return
    }
    items := []interface{}{}
    for _, pair := range js.Get("data").MustArray() {
        arr := pair.([]interface{})
        if len(arr) < 6 {
            err = errors.New("response format error")
            return
        }
        item := [6]interface{}{}
        item[0] = toInt64(arr[0])
        item[1] = toFloat(arr[1])
        item[2] = toFloat(arr[2])
        item[3] = toFloat(arr[3])
        item[4] = toFloat(arr[4])
        item[5] = toFloat(arr[5])

        items = append(items, item)
    }
    records = items
    return
}

func (p *iBitgo) tapiCall(method string, params map[string]string) (js *Json, err error) {
    if params == nil {
        params = map[string]string{}
    }
    params["api_key"] = p.accessKey
    h := md5.New()
    h.Write([]byte(encodeParams(params, false) + "&secret_key=" + p.secretKey))
    params["sign"] = strings.ToUpper(hex.EncodeToString(h.Sum(nil)))
    params["action"] = method
    qs := encodeParams(params, false)

    req, err := http.NewRequest("POST", fmt.Sprintf("%s/appApi.html?%s", p.apiBase, qs), nil)
    if err != nil {
        return nil, err
    }
    req.Header.Set("Content-Type", "application/x-www-form-urlencoded")
    resp, err := http.DefaultClient.Do(req)
    if err != nil {
        return nil, err
    }
    defer resp.Body.Close()
    b, err := ioutil.ReadAll(resp.Body)
    if err != nil {
        return nil, err
    }
    js, err = NewJson(b)
    if js != nil {
        if code := js.Get("code").MustInt64(); code != 200 {
            s := js.Get("msg").MustString()
            if s == "" {
                s = fmt.Sprintf("%v", toString(js.data))
            }
            return nil, errors.New(s)
        }
    }
    return js, err
}

func (p *iBitgo) GetAccount(symbol string) (account interface{}, err error) {
    var js *Json
    js, err = p.tapiCall("userinfo", nil)
    if err != nil {
        return
    }
    mp := js.Get("data")
    assets := map[string]map[string]interface{}{}
    for k := range mp.MustMap() {
        dic := mp.Get(k)
        if k == "free" {
            for c := range dic.MustMap() {
                if _, ok := assets[c]; !ok {
                    assets[c] = map[string]interface{}{}
                }
                assets[c]["currency"] = c
                assets[c]["free"] = dic.Get(c).MustFloat64()
            }
        } else if k == "frozen" {
            for c := range dic.MustMap() {
                if _, ok := assets[c]; !ok {
                    assets[c] = map[string]interface{}{}
                }
                assets[c]["currency"] = c
                assets[c]["frozen"] = dic.Get(c).MustFloat64()
            }
        }
    }
    accounts := []map[string]interface{}{}
    for _, pair := range assets {
        accounts = append(accounts, pair)
    }

    account = accounts
    return
}

func (p *iBitgo) Trade(side string, price, amount float64, symbol string) (orderId interface{}, err error) {
    var js *Json
    js, err = p.tapiCall("trade", map[string]string{
        "symbol": symbol,
        "type":   side,
        "price":  float2str(price),
        "amount": float2str(amount),
    })
    if err != nil {
        return
    }
    orderId = map[string]int64{"id": js.Get("orderId").MustInt64()}
    return
}

func (p *iBitgo) GetOrders(symbol string) (orders interface{}, err error) {
    var js *Json
    js, err = p.tapiCall("entrust", map[string]string{"symbol": symbol})
    if err != nil {
        return
    }
    items := []map[string]interface{}{}
    for _, ele := range js.Get("data").MustArray() {
        mp := ele.(map[string]interface{})
        item := map[string]interface{}{}
        item["id"] = toInt64(mp["id"])
        item["amount"] = toFloat(mp["count"])
        if _, ok := mp["prize"]; ok {
            item["price"] = toFloat(mp["prize"])
        } else {
            item["price"] = toFloat(mp["price"])
        }
        item["deal_amount"] = toFloat(mp["success_count"])

        if toInt64(mp["type"]) == 0 {
            item["type"] = "buy"
        } else {
            item["type"] = "sell"
        }
        item["status"] = "open"
        items = append(items, item)
    }
    return items, nil
}

func (p *iBitgo) GetOrder(orderId int64, symbol string) (order interface{}, err error) {
    var js *Json
    js, err = p.tapiCall("order", map[string]string{"id": toString(orderId)})
    if err != nil {
        return
    }

    found := false
    item := map[string]interface{}{}
    for _, ele := range js.Get("data").MustArray() {
        mp := ele.(map[string]interface{})
        if toInt64(mp["id"]) != orderId {
            continue
        }
        item["id"] = toInt64(mp["id"])
        item["amount"] = toFloat(mp["count"])
        if _, ok := mp["prize"]; ok {
            item["price"] = toFloat(mp["prize"])
        } else {
            item["price"] = toFloat(mp["price"])
        }
        item["deal_amount"] = toFloat(mp["success_count"])

        if toInt64(mp["type"]) == 0 {
            item["type"] = "buy"
        } else {
            item["type"] = "sell"
        }
        switch toInt64(mp["status"]) {
        case 1, 2:
            item["status"] = "open"
        case 3:
            item["status"] = "closed"
        case 4:
            item["status"] = "cancelled"
        }
        found = true
        break
    }
    if !found {
        return nil, errors.New("order not found")
    }
    return item, nil
}

func (p *iBitgo) CancelOrder(orderId int64, symbol string) (ret bool, err error) {
    _, err = p.tapiCall("cancel_entrust", map[string]string{"id": strconv.FormatInt(orderId, 10)})
    if err != nil {
        return
    }
    ret = true
    return
}

type RpcRequest struct {        // 结构体里的字段首字母必须大写，否则无法正常解析，结构体有导出和未导出，大写字母开头为导出。
                                // 在Unmarshal的时候会  根据 json 匹配查找该结构体的tag， 所以此处需要修饰符
    AccessKey string            `json:"access_key"`
    SecretKey string            `json:"secret_key"`
    Nonce     int64             `json:"nonce"`
    Method    string            `json:"method"`
    Params    map[string]string `json:"params"`
}

func OnPost(w http.ResponseWriter, r *http.Request) {
    var ret interface{}
    defer func() {
        if e := recover(); e != nil {
            if ee, ok := e.(error); ok {
                e = ee.Error()
            }
            ret = map[string]string{"error": fmt.Sprintf("%v", e)}
        }
        b, _ := json.Marshal(ret)
        w.Write(b)
    }()

    b, err := ioutil.ReadAll(r.Body)
    if err != nil {
        panic(err)
    }
    var request RpcRequest
    err = json.Unmarshal(b, &request)
    if err != nil {
        panic(err)
    }
    e := newBitgo(request.AccessKey, request.SecretKey)
    symbol := request.Params["symbol"]
    if s := request.Params["access_key"]; len(s) > 0 {
        e.accessKey = s
    }
    if s := request.Params["secret_key"]; len(s) > 0 {
        e.secretKey = s
    }
    if symbolIdx, ok := map[string]int{
        "btc":  1,
        "ltc":  2,
        "etp":  3,
        "eth":  4,
        "etc":  5,
        "doge": 6,
        "bec":  7,
    }[strings.Replace(strings.ToLower(symbol), "_cny", "", -1)]; ok {
        symbol = toString(symbolIdx)
    }
    var data interface{}
    switch request.Method {
    case "ticker":
        data, err = e.GetTicker(symbol)
    case "depth":
        data, err = e.GetDepth(symbol)
    case "trades":
        data, err = e.GetTrades(symbol)
    case "records":
        data, err = e.GetRecords(toInt64(request.Params["period"]), symbol)
    case "accounts":
        data, err = e.GetAccount(symbol)
    case "trade":
        side := request.Params["type"]
        if side == "buy" {
            side = "0"
        } else {
            side = "1"
        }
        price := toFloat(request.Params["price"])
        amount := toFloat(request.Params["amount"])
        data, err = e.Trade(side, price, amount, symbol)
    case "orders":
        data, err = e.GetOrders(symbol)
    case "order":
        data, err = e.GetOrder(toInt64(request.Params["id"]), symbol)
    case "cancel":
        data, err = e.CancelOrder(toInt64(request.Params["id"]), symbol)
    default:
        if strings.HasPrefix(request.Method, "__api_") {
            data, err = e.tapiCall(request.Method[6:], request.Params)
        } else {
            panic(errors.New(request.Method + " not support"))
        }
    }
    if err != nil {
        panic(err)
    }
    ret = map[string]interface{}{
        "data": data,
    }

    return
}

func main() {
    var addr = flag.String("b", "127.0.0.1:6666", "bind addr")
    flag.Parse()
    if *addr == "" {
        flag.Usage()
        return
    }
    basePath := "/exchange"
    log.Println("Running ", fmt.Sprintf("http://%s%s", *addr, basePath), "...")
    http.HandleFunc(basePath, OnPost)
    http.ListenAndServe(*addr, nil)
}