Baru-baru ini, sesetengah pengguna telah bercakap tentang PertukaranAOFEX
. Memandangkan bahawa tidak ada contoh bagaimana untuk mengakses antara muka REST pertukaran kontrak di FMZ, dalam artikel ini, kita akan menggunakanAOFEX
sebagai contoh untuk menerangkan cara mengakses Bursa Kontrak.
Terdapat perbezaan antara platform spot dan platform niaga hadapan di FMZ. Sebagai contoh, tiga platform terkenal mempunyai perdagangan spot dan perdagangan kontrak. Di pasaran yang berbeza ini, antara muka API juga berbeza, dan bahkan beberapa sistem API sama sekali berasingan dan bebas. Oleh itu, ketika merangkumi Bursa ini di FMZ, kita perlu membezakan spot dan niaga hadapan.
Terdapat banyak contoh di forum platform FMZ dan dokumentasi API untuk merangkumi Bursa spot dengan menggunakan protokol umum FMZ, tetapi belum ada contoh lengkap merangkumi Bursa kontrak.
Dokumen protokol umum FMZ:https://www.fmz.com/bbs-topic/9120DEMO akses protokol umum platform spot dilampirkan dalam dokumentasi.
Antara muka utama untuk objek pertukaran spot
pertukaran.GetTicker() Untuk mendapatkan tarikh tik, yang diperlukan dalam kedua-dua spot dan niaga hadapan.
pertukaran.GetDepth() Untuk mendapatkan data buku pesanan, yang diperlukan dalam kedua-dua spot dan niaga hadapan.
pertukaran.GetTrades() Untuk mendapatkan data aliran pesanan (rekod pelaksanaan pasaran), yang diperlukan dalam kedua-dua spot dan niaga hadapan.
pertukaran.GetRecords() Untuk mendapatkan data K-line, yang diperlukan dalam kedua-dua spot dan niaga hadapan.
pertukaran.GetAccount ((() Untuk mendapatkan data aset akaun, yang diperlukan dalam kedua-dua spot dan niaga hadapan.
pertukaran.Beli ((() Untuk meletakkan pesanan beli, yang diperlukan dalam kedua-dua spot dan niaga hadapan.
pertukaran.Menjual() Untuk meletakkan pesanan jual, yang diperlukan dalam kedua-dua spot dan niaga hadapan.
pertukaran.GetOrder() Untuk mendapatkan data pesanan dengan ID tertentu, yang diperlukan dalam kedua-dua spot dan niaga hadapan.
pertukaran.GetOrders() Untuk mendapatkan pesanan yang menunggu dalam tindakan semasa, yang diperlukan dalam kedua-dua spot dan niaga hadapan.
pertukaran. Batalkan Perintah ((() Untuk membatalkan pesanan dengan ID tertentu, yang diperlukan dalam kedua-dua spot dan niaga hadapan.
Objek pertukaran niaga hadapan perlu merangkumi fungsi antara muka tambahan yang digunakan oleh niaga hadapan, kecuali fungsi antara muka yang disebutkan di atas.
pertukaran.SetMarginLevel() Untuk menetapkan nilai leverage simbol semasa.
pertukaran.SetDirection() Untuk menetapkan arah perdagangan simbol semasa, iaitu: buka panjang/ buka pendek/ tutup panjang/ tutup pendek.
pertukaran.SetContractType()
Untuk menetapkan kod kontrak semasa.swap
), kontrak penghantaran (quarter
) dan kontrak lain, mereka mempunyai kod kontrak mereka sendiri, dan anda boleh mencari dalam dokumentasi FMZ API untuk butiran.
pertukaran.GetPosition ((() Untuk mendapatkan data kedudukan simbol semasa. Di sini anda dapat melihat bahawa tidak ada konsep memegang kedudukan di tempat; tempat hanya boleh mengira kedudukan memegang dalam logik dengan membandingkan perubahan akaun; Walau bagaimanapun, niaga hadapan mempunyai kedudukan memegang.
Ambil AOFEX sebagai contoh. Jika mengkonfigurasi objek pertukaran protokol umum di FMZ, KEY API harus diisi sebagai:
Terdapat kotak input untukaccessKey
dansecretKey
Pada halaman konfigurasi protokol umum FMZ. Selepas objek pertukaran protokol umum dikonfigurasikan, apabila program pemalam protokol umum, semasa pengoperasiannya telah menerima permintaan, dan nilai medan JSON diformataccessKey
dalam badan permintaan adalah212f54a1-1c88-1bf5-54a1-f7bf52b3256c
, dan nilai medansecret_key
adalah7RJPKpBJMBkUL87RJPKpkULJPSUpsaKpUL83ysDs
.
Apabila memanggil antara muka berikut, docker akan menghantar permintaan RPC ke pemalam protokol umum seperti berikut:
Apabila panggilanexchange.SetMarginLevel(10)
Dalam strategi, data dalam badan yang meminta adalah:
{
"access_key":"212f54a1-1c88-1bf5-54a1-f7bf52b3256c",
"method":"io",
"nonce":1631858961289247000,
"params":{"args":[10],"code":0},
"secret_key":"7RJPKpBJMBkUL87RJPKpkULJPSUpsaKpUL83ysDs"
}
Panggilan pertukaran.SetMarginLevel(10), dan lulus 10 sebagai parameter.
Apabila panggilanexchange.SetDirection("buy")
Dalam strategi, data dalam badan yang meminta adalah:
{
"access_key":"212f54a1-1c88-1bf5-54a1-f7bf52b3256c",
"method":"io",
"nonce":1631860438946922000,
"params":{"args":["buy"],"code":1},
"secret_key":"7RJPKpBJMBkUL87RJPKpkULJPSUpsaKpUL83ysDs"
}
Panggilan pertukaran.SetDirection ((
Apabila panggilanexchange.SetContractType("swap")
Dalam strategi, data dalam badan yang meminta adalah:
{
"access_key":"212f54a1-1c88-1bf5-54a1-f7bf52b3256c",
"method":"io",
"nonce":1631860847525039000,
"params":{"args":["swap"],"code":2},
"secret_key":"7RJPKpBJMBkUL87RJPKpkULJPSUpsaKpUL83ysDs"
}
Panggilan pertukaran.SetContractType ((
Apabila panggilanexchange.GetPosition()
Dalam strategi, data dalam badan yang meminta adalah:
{
"access_key":"212f54a1-1c88-1bf5-54a1-f7bf52b3256c",
"method":"io",
"nonce":1631860996119505000,
"params":{"args":[],"code":3},
"secret_key":"7RJPKpBJMBkUL87RJPKpkULJPSUpsaKpUL83ysDs"
}
Panggilan pertukaran.GetPosition ((), tiada parameter yang dihantar.
Perhatikan data JSON dalam badan permintaan di atas, dan kita boleh melihat:
apabila fungsi tertentu untuk niaga hadapan dipanggil, nilai medanmethod
dalam badan permintaan adalah semuaio
.
Membezakan fungsi-fungsi ini perlu menilaicode
di lapanganparams
, iaitu:
code
adalah0
, ia bermaksudSetMarginLevel
.code
adalah1
, ia bermaksudSetDirection
.code
adalah2
, ia bermaksudSetContractType
.code
adalah3
, ia bermaksudGetPosition
.apabila fungsi-fungsi tertentu untuk niaga hadapan dipanggil, parameter yang diteruskan adalah semua dalamargs
dari medan medanparams
dalam badan permintaan.
Berbanding dengan versi spot contoh program plugin bahasa Go, ia adalah perlu untuk membuat sambungan dalamOnPost
fungsi:
Periksa tempat di mana terdapat komen
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" { // extend the function required by the futures exchange object
code := toString(request.Params["code"])
if code == "0" {
// process SetMarginLevel
// ...
} else if code == "1" {
// process SetDirection
// ...
} else if code == "2" {
// process SetContractType
// ...
} else if code == "3" {
// process 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
}
Ketiga fungsi, iaituSetMarginLevel
, SetDirection
, SetContractType
, secara harfiah digunakan untuk menetapkan konfigurasi yang berkaitan dengan simbol dagangan semasa.SetDirection
/SetContractType
adalah direka untuk menetapkan pembolehubah tempatan untuk merakam arah pesanan semasa (iaitu, anda perlu membaca tetapan ini apabila meletakkan pesanan untuk mengetahui arah untuk meletakkan pesanan. alasannya adalah bahawa terdapat dua arah untuk membeli niaga hadapan: buka panjang dan menutup pendek, jadi ia perlu dibezakan) dan kod kontrak semasa (apabila mendapatkan data seperti sebut harga pasaran dan pesanan, anda perlu memastikan kontrak mana yang ditanyakan).
SetMarginLevel
perlu direka khusus yang (1. parameter leverage boleh dihantar sebagai parameter dalam antara muka pesanan; 2. platform mempunyai antara muka untuk menetapkan leverage), mengikut mekanisme leverage platform.
GetPosition
adalah fungsi untuk mendapatkan kedudukan simbol semasa; apabila program plugin protokol umum memperoleh data yang dikembalikan oleh antara muka kedudukan platform, terus membina struktur data yang sama denganposition
di FMZ.
Pergi bahasa
/*
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)
}