Inventores de plataformas de negociação quantitativa de protocolo geral de acesso a exchanges personalizados

Documentação de uso do Protocolo Geral

O protocolo pode ser usado para acessar qualquer um dosAPIA troca é feita através de um protocolo API específico, sem limites, sejarest、websocket、fix... pode acessar e usar.

Exemplos de protocolo Python:https://www.fmz.com/strategy/101399

• ### 1, plug-in do protocolo geral em execução, configuração de portos

O plug-in de protocolo geral do plug-in do plug-in de protocolo geral do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in do plug-in. Exemplos:http://127.0.0.1:6666/DigitalAssetOu:http://127.0.0.1:6666/exchange。

Por que colocar essas coisas?P.I.、CaminhosE então? Porque não?Inventor de quantificaçãoPáginaCentro de ControleSaltoAdicionar a trocaA página, selecione a barra de protocolos gerais e mostre excetoAPI-KEYO endereço do serviço é o endereço de serviço que diz ao administrador qual IP e porta para acessar (o administrador e o plug-in do protocolo geral não podem ser executados no mesmo dispositivo).http://127.0.0.1:6666/DigitalAsset。DigitalAssetEste é um nome auto-definido, mas é apenas um exemplo.

A página da Inventor Quantitative Added Exchange é a seguinte: Normalmente, as informações de configuração de contas das bolsas só precisam ser configuradas.access keyesecret keyNo entanto, algumas interfaces de API de trocas exigem a transmissão de um código de transação (por exemplo, a interface de baixo de algumas trocas), então, como não há controles excessivos na página do protocolo geral para escrever essas informações, quando encontramos uma API de tais trocas, podemos escrever as informações de configuração excessivas que precisam ser transmitidas emsecret keySe a informação não for sensível, pode ser escrita emaccess keyO que você faz é fazer uma barra de código de código de código de código de código de código.splitA função de separar os dados, como mostrado no exemplo abaixo.

E depois fazemos o processamento no plugin, obtemosXXX_PassWordNão, não é. Por exemplo, no último exemplo completo desta postagem, a função newBitgo:

  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
  }

Plugins de protocolo geralmainExemplo de função:

  ```go
  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, função de resposta

Plug-in de protocolo geral para o plugin de protocolo para o programa de vigilância constante em uma porta especificada, se houver um pedido enviadorequestQuando uma solicitação é feita, a função de resposta é chamada para executar a resposta e, em seguida, analisar os parâmetros dos dados da solicitação. Os dados da solicitação enviados pelo administrador são:

  /* 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。
  }
  */

Então, de acordo com a solicitação recebida no plug-in do protocolo geral, a estrutura obtida após a seqüenciação dos dados do corpo contra o JSONrequestO que é?MethodPodemos usarswitchPara classificar o processamento de quantificação de diferentes inventores em uma API (ou seja, identificar as chamadas de políticas executadas no host de qual inventor é a quantificação)API(Chamada para:

  ```go
  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:
        ...

Esses ramos, após a execução dos dados retornados, são escritos na estrutura a ser respondida pelo plug-in do protocolo geral, respondendo aos pedidos do administrador.

Exemplo de linguagem Go:

  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 Tipo de chamada da API

A maioria dos blogueiros não tem conhecimento do assunto. 1, Interfaces públicas sem necessidade de assinatura, como:

  
  ```GetDepth()```

  ```GetTrades()```

  ```GetRecords(period)```
  ...

  2、 需要签名的 用户接口， 如：

  ```Buy```、```Sell```

  ```GetOrder(id)```

  ```GetOrders()```

  ```GetAccount()```

  ```CancelOrder(id)```
  ...
  各个交易所的签名方式可能各不相同，需要根据需求具体编写。

- ### 4、发明者量化各个API接口调用时**通用协议插件**和**托管者**交互的数据格式：
  
  > 一些发明者量化的API接口如```GetName()```，```GetLabel()```等函数，调用时不会向**通用协议插件**发送请求。
    ```exchange.GetName()```通用插件配置的交易所调用时会返回"Exchange"。
  
  - #### 1、GetTicker: **用于获取当前行情数据。**
  
    **托管者**发送给监听响应函数的```request```中的```method```为：```ticker```。
    
    托管者发送参数：```request.Params.symbol```：由托管者根据机器人页面设置的币种发送。
    
    **托管者向通用协议插件请求时请求主体携带的数据格式(JSON)**
    
    ```
    {
        "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
    }
    ```

    **最终发送给托管者的返回值结构：（即通用协议插件请求交易所接口后的数据返回给托管者的格式）**

    JSON结构
    ```
    {
        "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:**用于获取交易所提供的K线数据。（根据托管者请求的参数获取）**
  
    托管者发送给监听响应函数的```request```中的```method```为：```records```

    托管者发送参数：```request.Params.period```：值关联```exchange.GetRecords```函数的第一个参数，实际```request.Params.period```为分钟数表示的周期，例如日周期为```60*24```即```1440```、```request.Params.symbol```：托管者根据设置的币种发送。
    
    **托管者向通用协议插件请求时请求主体携带的数据格式**
    
    ```
    {
        "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
    }
    ```

    **最终发送给托管者的 返回值结构：**

    JSON结构

    ```
    {
        "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语言测试数据：
    ```
    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}
    }
    ```
    
    发明者量化平台```Log```显示```records```数据：
    ```
    [
        {"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}
    ]
    ```
    注意：1、第二维数组中的第一个元素是```int```类型，代表时间戳。2、托管者会自动给时间戳乘1000，以上可以见。

  - #### 3、GetDepth：**获取交易所的深度信息（订单薄，卖一、卖二...买一、买二...）**
    
    托管者发送给监听响应函数的```request```中的```method```为：```depth```

    托管者发送参数：```request.Params.symbol```：由托管者根据策略设置的币种发送
    
    **托管者向通用协议插件请求时请求主体携带的数据格式**
    ```
    {
        "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
    }
    ```
    
    **最终发送给托管者的返回值结构：**

    JSON结构
    ```
    {
        "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：**获取交易所提供的整个交易所一定时间内的交易记录（非自己的交易记录）**
  
    托管者发送给监听响应函数的```request```中的```method```为：```trades```

    托管者发送参数：```request.Params.symbol```值为交易币种例如：```btc```，由托管者根据策略设置的币种发送。
    
    **托管者向通用协议插件请求时请求主体携带的数据格式**
    ```
    {
        "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
    }
    ```
    
    **最终发送给托管者的返回值结构：**

    JSON结构
    ```
    { 
        "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：**获取账户资产信息**
  
    托管者发送给监听响应函数的```request```中的```method```为：```accounts```

    托管者发送参数：（需注意！一般是获取账户的所有资产！，具体看交易所接口，是单独获取还是获取总资产信息）
    
    **托管者向通用协议插件请求时请求主体携带的数据格式**
    ```
    {
        "access_key" : "access_key",
        "secret_key" : "secret_key",
        "nonce" :      "1500793319499",            // 毫秒时间戳
        "method" :     "accounts",
        "params" :     {},                         
    }
    ```
    
    **最终发送给托管者的 返回值结构：**

    JSON结构
    ```
    {
        "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：**发送委托单，下单交易。（市价单、限价单）**
  
    托管者发送给监听响应函数的```request```中的```method```为：```trade```
    
    托管者发送参数：```request.Params.type```：托管者根据调用```exchange.Buy```还是```exchange.Sell```发送、```request.Params.price```：策略中调用的```API```函数的第一个参数、```request.Params.amount```：策略中调用的```API```函数的第二个参数、```request.Params.symbol```：托管者根据设置的币种发送。
    
    **托管者向通用协议插件请求时请求主体携带的数据格式**
    ```
    {
        "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
    }
    ```
    
    **最终发送给托管者的返回值结构：**

    JSON结构
    ```
    {
        "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：**获取指定订单号的订单信息**
  
    托管者发送给监听响应函数的```request```中的```method```为：```order```
    
    托管者发送参数：```request.Params.id```、```request.Params.symbol```
    
    **托管者向通用协议插件请求时请求主体携带的数据格式**
    ```
    {
        "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
    }
    ```
    
    **最终发送给托管者的返回值结构：**

    JSON结构

    ```
    { 
        "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: **获取所有未完成的订单信息**
  
    托管者发送给监听响应函数的```request```中的method为：```orders```

    托管者发送参数：```request.Params.symbol```
    
    **托管者向通用协议插件请求时请求主体携带的数据格式**
    ```
    {
        "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
    }
    ```
    
    **最终发送给托管者的返回值结构：**

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

  - #### 9、CancelOrder: **取消指定订单号的订单委托**
  
    托管者发送给监听响应函数的```request```中的```method```为：```cancel```

    托管者发送参数：```request.Params.id```：字符串类型，策略调用的API函数的第一个参数、```request.Params.symbol```：btc（举例）由托管者根据策略设置的币种发送

    **托管者向通用协议插件请求时请求主体携带的数据格式**
    ```
    {
        "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
    }
    ```

    **最终发送给托管者的返回值结构：**

    JSON结构
    ```
    {
        "data": true,        // true or false
    }
    ```
    
  - #### 10、IO: **调用发明者量化平台的exchange.IO函数**
    
    托管者发送给监听响应函数的```request```中的```method```为以```__api_```开头的的方法名。
    
    **托管者向通用协议插件请求时请求主体携带的数据格式**
    ```
    {
        "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
    }
    ```
    
    **最终发送给托管者的返回值结构：**
    
    ```
    {
        "data": {...}       // 具体的接口调用的返回值
    }
    ```
    
    举例，策略调用：
    ```
    var io_str = exchange.IO("api", "POST", "cancel_borrow", "symbol=cny&borrow_id=123")
    ```
          
    插件中的测试代码（go语言）：
    ```go
    fmt.Println("request.Method:", request.Method, "request.Params:", request.Params)
    ```
          
    插件命令行 ：
    2017/08/31 10:19:59 Running  http://127.0.0.1:6666/DigitalAsset ...
    
    **插件命令行中打印出的request.Method，request.Params**
    托管者发送的请求Body中数据解析后的request中：```request.Method```为：```__api_cancel_borrow```
    托管者发送的请求Body中数据解析后的request中：```request.Params```为：```{"borrow_id" : "123", "symbol" : "cny"}```
    
    可自定义处理这些直接访问交易所```API```的```exchange.IO```调用。
  
    ```
    # 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
    
    底层自动处理```exchange.GetRawJSON```的调用，不用在插件中实现。
  
  - ### 对于exchange.Go的支持
  
    底层自动处理```exchange.Go```的调用，不用在插件中处理。
    ```
    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)
    ```
    
    ![发明者量化交易平台通用协议接入自定义交易所](/upload/asset/382d17e0e740b83a822cb5df596e3a1117008039.png) 
    
    ![发明者量化交易平台通用协议接入自定义交易所](/upload/asset/f8253969663d821ebeb6c8111c5ac33b866750dd.png) 
    
    ```
    # 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。
    ```
  
  - ### 对于期货函数的支持
    需要在插件程序中实现具体处理，例如设置杠杆、合约代码、下单方向，可以设置一个本地变量记录，获取持仓需要访问交易所接口获取原始数据并处理为FMZ平台上定义的持仓结构并返回。
    当策略中调用以下函数时，插件程序接收到的```Rpc```请求格式与其它接口略有差异，需要注意通用协议插件程序中```RpcRequest```的格式，主要区别为params的值是一个复合结构。
    
    - SetContractType      
      设置合约代码。
      ```
      {"access_key":"123","method":"io","nonce":1623307269528738000,"params":{"args":["quarter"],"code":2},"secret_key":"123"}
      ```
  
    - SetDirection
      设置期货下单方向。
      ```
      {"access_key":"123","method":"io","nonce":1623308734966484000,"params":{"args":["closesell"],"code":1},"secret_key":"123"}
      ```

    - SetMarginLevel
      设置期货杠杆。
      ```
      {"access_key":"123","method":"io","nonce":1623308734966939000,"params":{"args":[12],"code":0},"secret_key":"123"}
      ```

    - GetPosition
      获取期货持仓。
      当```exchange.GetPosition()```调用时：
      ```
      {"access_key":"123","method":"io","nonce":1623308734967442000,"params":{"args":[],"code":3},"secret_key":"123"}
      ```
      当```exchange.GetPosition("swap")```调用时：
      ```
      {"access_key":"123","method":"io","nonce":1623308734967442000,"params":{"args":["swap"],"code":3},"secret_key":"123"}
      ```

-------------------------------------------------------------------------------  
    
- ### 通用协议插件完整的Go语言范例（接入比特购交易所）

```go
/*
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)
}