Recently, users have been talkingAOFEX
This Exchange, given that FMZ does not yet have an example of how to contract an Exchange REST interface; this article is about access.AOFEX
For example, explain how to access the Exchange contract.
There is a distinction between spot and futures exchanges on FMZ. For example, we know that there are three main types of spot and contract exchanges. These different market APIs have different interfaces, and even some APIs are completely separate from each other.
There are many documented examples of FMZ using the FMZ platform community, but there is not a complete example of an FMZ using the FMZ. However, the general protocol plug-in for the FMZ futures version is basically the same as the FMZ platform, with only a few more interfaces.
The FMZ General Protocol documentation is as follows:https://www.fmz.com/bbs-topic/1052DEMO is an on-the-spot exchange protocol that is included in the documentation.
Main interface of the spot exchange object
Exchange.GetTicker is a free exchange. In addition, the report also highlighted the importance of data on the tick market, including spot futures.
exchange.GetDepth ((() In addition, the company has also been able to collect data on orders and spot futures.
Exchange.GetTrades is a free exchange. In addition, the company has also been able to obtain data on order flows (market transaction records) and spot futures.
exchange.GetRecords In addition to the K-Line data, there are also spot futures.
exchange.GetAccount In addition to the above, you can also access your account's asset data, including spot futures.
exchange.Buy In addition to the payment, there are also spot futures.
exchange.Sell ()) In addition to the sale order, there are also spot futures.
Exchange.GetOrder is a command-line tool. The order data of the specified ID is obtained, and the spot futures are available.
exchange.GetOrders ((() In addition to the above, you can also get a list of current events, including spot futures.
exchange.CancelOrder ()) In the meantime, we have to cancel the ID-specific orders, which are all on spot futures.
In addition to these interfaces that need to be wrapped, futures exchanges also need additional interface functions that are used for wrapping futures.
exchange.SetMarginLevel ()) Set the leverage of the current variety.
exchange.SetDirection ((() Set the trading direction of the current variety to: open over/open under/plain over/plain under.
exchange.SetContractType ())
Set the current contract code. Because the futures have permanent contracts.swap
I'm not sure what you mean.quarter
Quarterly) etc., have their own contract codes defined on FMZ, which can be consulted in the FMZ API documentation. These settings also need to be followed when packing, otherwise the old policies may not work properly.
Exchange.GetPosition is a Obtaining holdings data for the current variety. Here you can see that the concept of the spot is not held, and the spot can only be calculated logically by comparing changes in the account.
Using the AOFEX exchange as an example, if an exchange object is configured with a universal protocol on FMZ, the API KEY to be filled in is:
There is a general protocol configuration page on FMZ.accessKey
andsecretKey
The input box, which configures the JSON format data of the body in the request received when the JSON plugin runs after the JSON exchange object.accessKey
The value of the field is212f54a1-1c88-1bf5-54a1-f7bf52b3256c
,secret_key
The value of the field is7RJPKpBJMBkUL87RJPKpkULJPSUpsaKpUL83ysDs
。
When calling the following interface, the host sends the following RPC request to the General Protocol Plugin:
When called in policyexchange.SetMarginLevel(10)
The data in the requested body is:
{
"access_key":"212f54a1-1c88-1bf5-54a1-f7bf52b3256c",
"method":"io",
"nonce":1631858961289247000,
"params":{"args":[10],"code":0},
"secret_key":"7RJPKpBJMBkUL87RJPKpkULJPSUpsaKpUL83ysDs"
}
When calling exchange.SetMarginLevel ((10)), the parameter is passed to 10.
When called in policyexchange.SetDirection("buy")
The data in the requested body is:
{
"access_key":"212f54a1-1c88-1bf5-54a1-f7bf52b3256c",
"method":"io",
"nonce":1631860438946922000,
"params":{"args":["buy"],"code":1},
"secret_key":"7RJPKpBJMBkUL87RJPKpkULJPSUpsaKpUL83ysDs"
}
When you call exchange.SetDirection (
When called in policyexchange.SetContractType("swap")
The data in the requested body is:
{
"access_key":"212f54a1-1c88-1bf5-54a1-f7bf52b3256c",
"method":"io",
"nonce":1631860847525039000,
"params":{"args":["swap"],"code":2},
"secret_key":"7RJPKpBJMBkUL87RJPKpkULJPSUpsaKpUL83ysDs"
}
Call exchange.SetContractType (
When called in policyexchange.GetPosition()
The data in the requested body is:
{
"access_key":"212f54a1-1c88-1bf5-54a1-f7bf52b3256c",
"method":"io",
"nonce":1631860996119505000,
"params":{"args":[],"code":3},
"secret_key":"7RJPKpBJMBkUL87RJPKpkULJPSUpsaKpUL83ysDs"
}
No parameters are passed when calling exchange.GetPosition (()).
Looking at the JSON data in the request body above, we find:
method
The field values areio
。params
In the fieldcode
Judgment, that is:code
For the0
Yes, it is.SetMarginLevel
。code
For the1
Yes, it is.SetDirection
。code
For the2
Yes, it is.SetContractType
。code
For the3
Yes, it is.GetPosition
。params
The fieldargs
The middle.In comparison to the Go language plug-in examples in the standalone version, it is necessary to use theOnPost
Expand the function:
See the following code:Expand the functionality required by futures exchanges"The location of the commentary".
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 := newZG(request.AccessKey, request.SecretKey)
var symbol string
if _, ok := request.Params["symbol"]; ok {
symbol = strings.ToUpper(request.Params["symbol"].(string))
}
var data interface{}
switch request.Method {
case "ticker":
data, err = e.GetTicker(symbol, "GET")
case "depth":
data, err = e.GetDepth(symbol, "GET")
case "trades":
data, err = e.GetTrades(symbol, "GET")
case "records":
data, err = e.GetRecords(toInt64(request.Params["period"]), symbol, "GET")
case "accounts":
data, err = e.GetAccount(symbol, "GET")
case "trade":
side := request.Params["type"].(string)
if side == "buy" {
side = "BUY"
} else {
side = "SELL"
}
price := toFloat(request.Params["price"])
amount := toFloat(request.Params["amount"])
data, err = e.Trade(side, price, amount, symbol, "POST")
case "orders":
data, err = e.GetOrders(symbol, "POST")
case "order":
data, err = e.GetOrder(toString(request.Params["id"]), symbol, "POST")
case "cancel":
data, err = e.CancelOrder(toString(request.Params["id"]), symbol, "POST")
default:
if strings.HasPrefix(request.Method, "__api_") {
params := map[string]interface{}{}
for k, v := range request.Params {
params[k] = toString(v)
}
data, err = e.tapiCall(request.Method[6:], params, "GET")
} else if request.Method == "io" { // 扩展期货交易所对象需要的函数
code := toString(request.Params["code"])
if code == "0" {
// 处理SetMarginLevel
// ...
} else if code == "1" {
// 处理SetDirection
// ...
} else if code == "2" {
// 处理SetContractType
// ...
} else if code == "3" {
// 处理GetPosition
// ...
} else {
panic(errors.New(request.Method + " not support"))
}
} else {
panic(errors.New(request.Method + " not support"))
}
}
if err != nil {
panic(err)
}
ret = map[string]interface{}{
"data": data,
}
return
}
SetMarginLevel
/SetDirection
/SetContractType
The three functions can be literally seen as being used to set the relevant configuration of the current transaction variety.SetDirection
/SetContractType
From a design point of view, it is the setting of a local variable to record the current order direction (i.e. to read this setting when ordering, to know which direction the order is to go in, because the futures buy in two directions: more and less space, so it is necessary to distinguish) and the current contract code (i.e. when obtaining transactions, orders, etc. operations, it is clear which contract to query).
SetMarginLevel
Leverage mechanisms need to be specifically designed according to the exchange's requirements.
GetPosition
is a holding function that retrieves the current variety, directly constructed and stored on the FMZ after the data returned to the exchange holding interface is retrieved by the GPL pluginposition
The same data structure can also be used.
Go language
/*
CGO_ENABLED=0 GOOS=windows GOARCH=amd64 go build xxx.go
*/
package main
import (
"bytes"
"encoding/hex"
"crypto/sha1"
"encoding/json"
"errors"
"flag"
"fmt"
"io/ioutil"
"log"
"net/http"
"net/url"
"sort"
"strconv"
"strings"
"time"
// proxy
"golang.org/x/net/proxy"
"crypto/tls"
"math/rand"
)
var isUsedProxy bool = false
var ct string = ""
var direction string = "buy"
var marginLevel float64 = 10
var currSymbol string = ""
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
}
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
}
return ret
}
type headerTuple struct {
name string
value string
}
type Request struct {
headers []headerTuple
Proxy string
Method string
Uri string
Body interface{}
QueryString interface{}
Timeout time.Duration
ContentType string
Accept string
Host string
UserAgent string
}
func (r *Request) AddHeader(name string, value string) {
if r.headers == nil {
r.headers = []headerTuple{}
}
r.headers = append(r.headers, headerTuple{name: name, value: value})
}
type iAOFEX struct {
accessKey string
secretKey string
clientID string
currency string
opCurrency string
baseCurrency string
quoteCurrency string
apiBase string
timeout time.Duration
timeLocation *time.Location
// ext
contractTypes []string
}
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].Key < ms[j].Key
}
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 newiAOFEX(accessKey, secretKey string) *iAOFEX {
s := new(iAOFEX)
s.accessKey = accessKey
s.secretKey = secretKey
s.apiBase = "https://openapi-contract.aofex.info"
s.timeout = 20 * time.Second
s.timeLocation = time.FixedZone("Asia/Shanghai", 8*60*60)
s.contractTypes = []string{"swap"}
return s
}
func (p *iAOFEX) isValidContractType(contractType string) bool {
for _, t := range p.contractTypes {
if contractType == t {
return true
}
}
return false
}
func (p *iAOFEX) calcContractTypeMap(currency string) (contractTypeMap map[string]string, err error) {
var baseCurrency, quoteCurrency string
contractTypeMap = map[string]string{}
if arr := strings.SplitN(currency, "_", 2); len(arr) == 2 {
baseCurrency = arr[0]
quoteCurrency = arr[1]
} else {
err = errors.New("symbol error!")
return
}
contractTypeMap["swap"] = fmt.Sprintf("%s-%s", strings.ToUpper(baseCurrency), strings.ToUpper(quoteCurrency))
return
}
func (p *iAOFEX) apiCall(method string) (*Json, error) {
req, err := http.NewRequest("GET", fmt.Sprintf("%s%s", p.apiBase, method), nil)
if err != nil {
return nil, err
}
fmt.Printf("\n %c[1;44;32m%s%c[0m\n", 0x1B, "apiCall GET create req:" + fmt.Sprintf("%s%s", p.apiBase, method), 0x1B)
fmt.Println("req:", req)
req.Header.Set("Content-Type", "application/json;utf-8")
// proxy
strProxy := ""
client := http.DefaultClient
if isUsedProxy {
var auth *proxy.Auth
proxyAddr := strings.Split(strProxy, "//")[1]
if strings.Contains(proxyAddr, "@") {
arr := strings.SplitN(proxyAddr, "@", 2)
arrAuth := strings.SplitN(arr[0], ":", 2)
proxyAddr = arr[1]
auth = &proxy.Auth{}
auth.User = arrAuth[0]
if len(arrAuth) == 2 {
auth.Password = arrAuth[1]
}
}
var dialer proxy.Dialer
if dialer, err = proxy.SOCKS5("tcp", proxyAddr, auth, proxy.Direct); err == nil {
client = &http.Client{
Transport: &http.Transport{
Dial: dialer.Dial,
MaxIdleConnsPerHost: 5,
TLSClientConfig: &tls.Config{InsecureSkipVerify: true},
ResponseHeaderTimeout: 20 * time.Second,
},
Timeout: 20 * time.Second,
}
} else {
return nil, err
}
}
resp, err := client.Do(req)
if err != nil {
return nil, err
}
defer resp.Body.Close()
b, err := ioutil.ReadAll(resp.Body)
if err != nil {
return nil, err
}
var js *Json
js, err = NewJson(b)
if err != nil {
return nil, err
}
// fault tolerant
if _, ok := js.data.(map[string]interface{}); ok {
if code, ok := js.MustMap()["code"]; ok {
if toString(code) != "0" {
err = errors.New(fmt.Sprintf("%v", js.data))
}
}
}
return js, err
}
func (p *iAOFEX) GetTicker(symbol string) (ticker interface{}, err error) {
mpCt, mpCtErr := p.calcContractTypeMap(symbol)
if mpCtErr != nil {
err = mpCtErr
return
}
realCt, ok := mpCt[ct]
if !ok {
err = errors.New("invalid contractType!")
return
}
var js *Json
js, err = p.apiCall(fmt.Sprintf("/openApi/contract/market?symbol=%s", realCt))
if err != nil {
return
}
depth, errDepth := p.GetDepth(symbol)
if errDepth != nil {
err = errDepth
return
}
ask1 := depth.(map[string]interface{})["asks"].([][2]float64)[0][0]
bid1 := depth.(map[string]interface{})["bids"].([][2]float64)[0][0]
mp := js.Get("result").MustMap()
ticker = map[string]interface{}{
"time": time.Now().UnixNano() / 1e6,
"buy": toFloat(bid1),
"sell": toFloat(ask1),
"last": toFloat(mp["close"]),
"high": toFloat(mp["high"]),
"low": toFloat(mp["low"]),
"vol": toFloat(mp["vol"]),
}
return
}
func (p *iAOFEX) GetDepth(symbol string) (depth interface{}, err error) {
mpCt, mpCtErr := p.calcContractTypeMap(symbol)
if mpCtErr != nil {
err = mpCtErr
return
}
realCt, ok := mpCt[ct]
if !ok {
err = errors.New("invalid contractType!")
return
}
var js *Json
js, err = p.apiCall(fmt.Sprintf("/openApi/contract/depth?symbol=%s", realCt))
if err != nil {
return
}
asks := [][2]float64{}
bids := [][2]float64{}
for _, pair := range js.Get("result").Get("asks").MustArray() {
arr := pair.([]interface{})
asks = append(asks, [2]float64{toFloat(arr[0]), toFloat(arr[1])})
}
for _, pair := range js.Get("result").Get("bids").MustArray() {
arr := pair.([]interface{})
bids = append(bids, [2]float64{toFloat(arr[0]), toFloat(arr[1])})
}
depth = map[string]interface{}{
"time": js.Get("result").Get("ts").MustInt64(),
"asks": asks,
"bids": bids,
}
return
}
func (p *iAOFEX) GetTrades(symbol string) (trades interface{}, err error) {
mpCt, mpCtErr := p.calcContractTypeMap(symbol)
if mpCtErr != nil {
err = mpCtErr
return
}
realCt, ok := mpCt[ct]
if !ok {
err = errors.New("invalid contractType!")
return
}
var js *Json
js, err = p.apiCall(fmt.Sprintf("/openApi/contract/trade?symbol=%s", realCt))
if err != nil {
return
}
items := []map[string]interface{}{}
for _, pair := range js.Get("result").Get("data").MustArray() {
item := map[string]interface{}{}
mp := pair.(map[string]interface{})
item["id"] = toString(mp["id"])
item["price"] = toFloat(mp["price"])
item["amount"] = toFloat(mp["amount"])
item["time"] = toInt64(mp["ts"])
if toString(mp["direction"]) == "buy" {
item["type"] = "buy"
} else {
item["type"] = "sell"
}
items = append(items, item)
}
for i := 0; i < len(items); i++ {
for j := 0; j < len(items)-i-1; j++ {
if toInt64(items[j]["time"]) > toInt64(items[j+1]["time"]) {
items[j], items[j+1] = items[j+1], items[j]
}
}
}
trades = items
return
}
func (p *iAOFEX) GetRecords(step int64, symbol string) (records interface{}, err error) {
mpCt, mpCtErr := p.calcContractTypeMap(symbol)
if mpCtErr != nil {
err = mpCtErr
return
}
realCt, ok := mpCt[ct]
if !ok {
err = errors.New("invalid contractType!")
return
}
var periodDict map[int64]string = map[int64]string{
1 : "1min",
5 : "5min",
15 : "15min",
30 : "30min",
60 : "1hour",
1440 : "1day",
}
period, okPeriod := periodDict[step]
if !okPeriod {
err = errors.New("period not support")
return
}
var js *Json
js, err = p.apiCall(fmt.Sprintf("/openApi/contract/kline?symbol=%s&period=%s&size=500", realCt, period))
if err != nil {
return
}
items := []interface{}{}
recordsData := js.Get("result").Get("data").MustArray()
for i := len(recordsData) - 1 ; i >= 0 ; i-- {
mp := recordsData[i].(map[string]interface{})
item := [6]interface{}{}
item[0] = toInt64(mp["id"]) // time
item[1] = toFloat(mp["open"]) // open
item[2] = toFloat(mp["high"]) // high
item[3] = toFloat(mp["low"]) // low
item[4] = toFloat(mp["close"]) // close
item[5] = toFloat(mp["vol"]) // vol
items = append(items, item)
}
records = items
return
}
func JSON_Encode(d interface{}) string {
buffer := &bytes.Buffer{}
encoder := json.NewEncoder(buffer)
encoder.SetEscapeHTML(false)
encoder.Encode(d)
return buffer.String()
}
func (p *iAOFEX) tapiCall(httpMethod string, method string, params map[string]string) (js *Json, err error) {
if params == nil {
params = map[string]string{}
}
nonce := toString(time.Now().UnixNano() / 1e9)
strLetter := "124567890abcdefghijklmnopqrstuvwxyz"
for i := 0 ; i < 5 ; i++ {
rand.Seed(time.Now().UnixNano())
nonce += string(strLetter[rand.Intn(len(strLetter))])
}
arrParams := []string{}
arrParams = append(arrParams, p.accessKey)
arrParams = append(arrParams, p.secretKey)
arrParams = append(arrParams, nonce)
for k, v := range params {
arrParams = append(arrParams, fmt.Sprintf("%s=%s", k, v))
}
sort.Strings(arrParams)
strSign := ""
for _, ele := range arrParams {
strSign += toString(ele)
}
h := sha1.New()
h.Write([]byte(strSign))
signature := hex.EncodeToString(h.Sum(nil))
strUrl := fmt.Sprintf("%s%s", p.apiBase, method)
if len(params) > 0 {
strUrl = fmt.Sprintf("%s%s?%s", p.apiBase, method, encodeParams(params, false))
}
req, err := http.NewRequest(httpMethod, strUrl, nil)
if err != nil {
return nil, err
}
req.Header.Add("Nonce", nonce)
req.Header.Add("Token", p.accessKey)
req.Header.Add("Signature", signature)
strProxy := ""
client := http.DefaultClient
if isUsedProxy {
var auth *proxy.Auth
proxyAddr := strings.Split(strProxy, "//")[1]
if strings.Contains(proxyAddr, "@") {
arr := strings.SplitN(proxyAddr, "@", 2)
arrAuth := strings.SplitN(arr[0], ":", 2)
proxyAddr = arr[1]
auth = &proxy.Auth{}
auth.User = arrAuth[0]
if len(arrAuth) == 2 {
auth.Password = arrAuth[1]
}
}
var dialer proxy.Dialer
if dialer, err = proxy.SOCKS5("tcp", proxyAddr, auth, proxy.Direct); err == nil {
client = &http.Client{
Transport: &http.Transport{
Dial: dialer.Dial,
MaxIdleConnsPerHost: 5,
TLSClientConfig: &tls.Config{InsecureSkipVerify: true},
ResponseHeaderTimeout: 20 * time.Second,
},
Timeout: 20 * time.Second,
}
} else {
return nil, err
}
}
fmt.Printf("\n %c[1;44;32m%s%c[0m\n", 0x1B, "apiCall GET create req:" + fmt.Sprintf("%s%s", p.apiBase, method), 0x1B)
fmt.Println("tapiCall req:", req)
resp, err := client.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 err != nil {
return nil, err
}
// fault tolerant
if mp, ok := js.data.(map[string]interface{}); ok {
if errno, ok := mp["errno"]; !ok || toString(errno) != "0" {
err = errors.New(fmt.Sprintf("%v", js.data))
}
} else {
err = errors.New(fmt.Sprintf("%v", js.data))
}
return js, err
}
func (p *iAOFEX) GetAccount(symbol string) (account interface{}, err error) {
symbol = currSymbol
mpCt, mpCtErr := p.calcContractTypeMap(symbol)
if mpCtErr != nil {
err = mpCtErr
return
}
realCt, ok := mpCt[ct]
if !ok {
err = errors.New("invalid contractType!")
return
}
var js *Json
js, err = p.tapiCall("GET", "/openApi/contract/walletList", nil)
if err != nil {
return
}
assets := map[string]map[string]interface{}{}
for _, ele := range js.Get("result").MustArray() {
dic := ele.(map[string]interface{})
if realCt != toString(dic["symbol"]) {
continue
}
arr := strings.SplitN(toString(dic["symbol"]), "-", 2)
if arr[1] == "USDT" {
if _, ok := assets[arr[1]]; !ok {
assets[arr[1]] = map[string]interface{}{}
}
assets[arr[1]]["currency"] = arr[1]
assets[arr[1]]["Info"] = dic
assets[arr[1]]["free"] = toFloat(dic["avail"])
assets[arr[1]]["frozen"] = toFloat(dic["frozen"])
}
}
accounts := []map[string]interface{}{}
for _, pair := range assets {
accounts = append(accounts, pair)
}
account = accounts
return
}
func (p *iAOFEX) Trade(side string, price, amount float64, symbol string) (orderId interface{}, err error) {
mpCt, mpCtErr := p.calcContractTypeMap(symbol)
if mpCtErr != nil {
err = mpCtErr
return
}
realCt, ok := mpCt[ct]
if !ok {
err = errors.New("invalid contractType!")
return
}
params := map[string]string{}
if direction == "buy" {
params["contract_type"] = "open"
} else if direction == "sell" {
params["contract_type"] = "open"
} else if direction == "closebuy" {
params["contract_type"] = "close"
} else if direction == "closesell" {
params["contract_type"] = "close"
} else {
err = errors.New("invalid direction!")
return
}
if (side == "buy-limit" || side == "buy-market") && (direction == "sell" || direction == "closebuy") {
err = errors.New("invalid direction!")
return
} else if (side == "sell-limit" || side == "sell-market") && (direction == "buy" || direction == "closesell") {
err = errors.New("invalid direction!")
return
}
params["type"] = side
params["lever_rate"] = toString(marginLevel)
params["amount"] = toString(amount)
params["symbol"] = realCt
if price > 0 {
params["price"] = toString(price)
}
var js *Json
js, err = p.tapiCall("POST", "/openApi/contract/add", params)
if err != nil {
return
}
orderId = map[string]string{"id": toString(js.MustMap()["result"])}
return
}
func (p *iAOFEX) GetOrders(symbol string) (orders interface{}, err error) {
mpCt, mpCtErr := p.calcContractTypeMap(symbol)
if mpCtErr != nil {
err = mpCtErr
return
}
realCt, ok := mpCt[ct]
if !ok {
err = errors.New("invalid contractType!")
return
}
from := ""
limit := 100
items := []map[string]interface{}{}
for {
params := map[string]string{
"symbol" : realCt,
"limit" : toString(limit),
}
if from != "" {
params["from"] = toString(from)
}
var js *Json
js, err = p.tapiCall("GET", "/openApi/contract/currentList", params)
if err != nil {
return
}
arr := js.Get("result").MustArray()
for _, ele := range arr {
mp := ele.(map[string]interface{})
item := map[string]interface{}{}
item["id"] = toString(mp["order_id"])
item["amount"] = toFloat(mp["amount"])
item["price"] = toFloat(mp["price"])
item["deal_amount"] = toFloat(mp["deal_amount"])
item["avg_price"] = toFloat(mp["price_avg"])
if toString(mp["type"]) == "buy-limit" || toString(mp["type"]) == "buy-market" || toString(mp["type"]) == "buy-tactics" || toString(mp["type"]) == "buy-market-tactic" || toString(mp["type"]) == "buy-plan" || toString(mp["type"]) == "buy-market-plan" {
item["type"] = "buy"
} else {
item["type"] = "sell"
}
item["status"] = "open"
item["contract_type"] = ct
items = append(items, item)
from = toString(mp["order_id"])
}
if len(arr) < limit {
break
}
}
return items, nil
}
func (p *iAOFEX) GetOrder(orderId string, symbol string) (order interface{}, err error) {
mpCt, mpCtErr := p.calcContractTypeMap(symbol)
if mpCtErr != nil {
err = mpCtErr
return
}
realCt, ok := mpCt[ct]
if !ok {
err = errors.New("invalid contractType!")
return
}
var js *Json
js, err = p.tapiCall("GET", "/openApi/contract/historyList", map[string]string{
"from" : toString(orderId),
"symbol" : realCt,
"limit" : "1",
})
if err != nil {
return
}
item := map[string]interface{}{}
for _, ele := range js.Get("result").MustArray() {
mp := ele.(map[string]interface{})
if realCt != toString(mp["symbol"]) || toString(mp["order_id"]) != toString(orderId) {
continue
}
item["id"] = toString(mp["order_id"])
item["amount"] = toFloat(mp["amount"])
item["price"] = toFloat(mp["price"])
item["deal_amount"] = toFloat(mp["deal_amount"])
item["avg_price"] = toFloat(mp["price_avg"])
item["contract_type"] = ct
if toString(mp["type"]) == "buy-limit" || toString(mp["type"]) == "buy-market" || toString(mp["type"]) == "buy-tactics" || toString(mp["type"]) == "buy-market-tactic" || toString(mp["type"]) == "buy-plan" || toString(mp["type"]) == "buy-market-plan" {
item["type"] = "buy"
} else {
item["type"] = "sell"
}
switch toString(mp["status"]) {
case "1", "2":
item["status"] = "open"
case "3":
item["status"] = "closed"
case "4", "5", "6":
item["status"] = "cancelled"
}
return item, nil
}
err = errors.New("order not found")
return
}
func (p *iAOFEX) CancelOrder(orderId string, symbol string) (ret bool, err error) {
mpCt, mpCtErr := p.calcContractTypeMap(symbol)
if mpCtErr != nil {
err = mpCtErr
return
}
realCt, ok := mpCt[ct]
if !ok {
err = errors.New("invalid contractType!")
return
}
_, err = p.tapiCall("POST", "/openApi/contract/cancel", map[string]string{
"order_ids" : toString(orderId),
"symbol" : realCt,
})
if err != nil {
return
}
ret = true
return
}
type RpcRequest struct {
AccessKey string `json:"access_key"`
SecretKey string `json:"secret_key"`
Nonce int64 `json:"nonce"`
Method string `json:"method"`
Params map[string]interface{} `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 := newiAOFEX(request.AccessKey, request.SecretKey)
symbol := strings.ToUpper(toString(request.Params["symbol"]))
if _, ok := request.Params["symbol"]; ok {
currSymbol = symbol
}
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 := toString(request.Params["type"])
if side == "buy" {
side = "buy-limit"
if toFloat(request.Params["price"]) <= 0 {
side = "buy-market"
}
} else {
side = "sell-limit"
if toFloat(request.Params["price"]) <= 0 {
side = "sell-market"
}
}
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(toString(request.Params["id"]), symbol)
case "cancel":
data, err = e.CancelOrder(toString(request.Params["id"]), symbol)
default:
if strings.HasPrefix(request.Method, "__api_") {
params := map[string]string{}
for k, v := range request.Params {
params[k] = toString(v)
}
data, err = e.tapiCall("GET", request.Method[6:], params)
} else if request.Method == "io" {
code := toString(request.Params["code"])
if code == "0" {
if args, ok := request.Params["args"].([]interface{}); ok && len(args) == 1 {
marginLevel = toFloat(args[0])
} else {
err = errors.New(fmt.Sprintf("%v", request.Params))
}
} else if code == "1" {
if args, ok := request.Params["args"].([]interface{}); ok && len(args) == 1 {
orderDirection := toString(args[0])
if orderDirection == "buy" || orderDirection == "sell" || orderDirection == "closebuy" || orderDirection == "closesell" {
direction = orderDirection
data = orderDirection
} else {
err = errors.New(fmt.Sprintf("not support orderDirection: %s", orderDirection))
}
} else {
err = errors.New(fmt.Sprintf("%v", request.Params))
}
} else if code == "2" {
if args, ok := request.Params["args"].([]interface{}); ok && len(args) == 1 {
contractType := toString(args[0])
if e.isValidContractType(contractType) {
ct = contractType
data = contractType
} else {
err = errors.New(fmt.Sprintf("not support contractType: %s", contractType))
}
} else {
err = errors.New(fmt.Sprintf("%v", request.Params))
}
} else if code == "3" {
symbol := currSymbol
mpCt, mpCtErr := e.calcContractTypeMap(symbol)
if mpCtErr != nil {
panic(mpCtErr)
}
realCt, ok := mpCt[ct]
if !ok {
err = errors.New("invalid contractType!")
panic(err)
}
var js *Json
js, err = e.tapiCall("GET", "/openApi/contract/position", map[string]string{
"symbol" : realCt,
})
if err != nil {
panic(err)
}
items := []map[string]interface{}{}
for _, ele := range js.Get("result").MustArray() {
mp := ele.(map[string]interface{})
item := map[string]interface{}{}
item["MarginLevel"] = toFloat(mp["lever_rate"])
item["Amount"] = toFloat(mp["amount"])
item["FrozenAmount"] = toFloat(mp["contract_frozen"])
item["Price"] = toFloat(mp["open_price_avg"])
item["Profit"] = toFloat(mp["un_profit"])
if toString(mp["type"]) == "1" {
item["Type"] = 0
} else {
item["Type"] = 1
}
item["ContractType"] = ct
item["Margin"] = toFloat(mp["bood"])
items = append(items, item)
}
data = items
} else {
panic(errors.New(request.Method + " not support"))
}
} 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", "127.0.0.1:6617", "bind addr")
flag.Parse()
if *addr == "" {
flag.Usage()
return
}
basePath := "/AOFEX"
log.Println("Running ", fmt.Sprintf("http://%s%s", *addr, basePath), "...")
http.HandleFunc(basePath, OnPost)
http.ListenAndServe(*addr, nil)
}
The trajectory of lifeIt's too hard.
Inventors quantify - small dreamsFind a programmer and you'll get it done in two days.