
Baru-baru ini, beberapa pengguna telah bercakap tentangAOFEXPertukaran ini, memandangkan tiada contoh di FMZ tentang cara menyambung ke antara muka REST bagi Pertukaran kontrak. Artikel ini akan menumpukan pada aksesAOFEXAmbil ini sebagai contoh untuk menerangkan cara mengakses Exchange kontrak.
Terdapat perbezaan antara pertukaran spot dan bursa niaga hadapan di FMZ. Sebagai contoh, tiga bursa utama yang kita kenali mempunyai perdagangan spot dan perdagangan kontrak. Antara muka API pasaran yang berbeza ini juga berbeza, malah ada yang mempunyai sistem API yang berasingan dan bebas sepenuhnya. Oleh itu, apabila membungkus Bursa ini pada FMZ, perbezaan dibuat antara spot dan niaga hadapan.
Sudah terdapat banyak contoh penggunaan protokol umum FMZ untuk merangkum pertukaran spot dalam komuniti dan dokumen platform FMZ, tetapi tidak ada contoh lengkap untuk merangkum pertukaran kontrak. Walau bagaimanapun, program pemalam protokol umum versi niaga hadapan berpakej pada asasnya adalah sama dengan versi spot, kecuali ia mempunyai beberapa antara muka lagi.
Dokumen protokol umum FMZ: https://www.fmz.com/bbs-topic/1052 Dokumen itu disertakan dengan DEMO akses protokol am pertukaran tempat
Antara muka utama objek pertukaran tempat
exchange.GetTicker() Dapatkan data pasaran semak untuk kedua-dua spot dan niaga hadapan.
exchange.GetDepth() Dapatkan data buku pesanan untuk tempat dan niaga hadapan.
exchange.GetTrades() Dapatkan data aliran pesanan (rekod urus niaga pasaran), kedua-duanya untuk spot dan niaga hadapan.
exchange.GetRecords() Untuk mendapatkan data K-line, kedua-dua spot dan futures diperlukan.
exchange.GetAccount() Dapatkan data aset akaun untuk kedua-dua spot dan niaga hadapan.
exchange.Buy() Untuk membuat pesanan beli, kedua-dua spot dan niaga hadapan diperlukan.
exchange.Sell() Untuk membuat pesanan jual, kedua-dua spot dan niaga hadapan diperlukan.
exchange.GetOrder() Dapatkan data pesanan ID yang ditentukan, kedua-dua spot dan niaga hadapan.
exchange.GetOrders() Dapatkan pesanan belum selesai yang sedang aktif, kedua-dua spot dan niaga hadapan.
exchange.CancelOrder() Batalkan pesanan dengan ID yang ditentukan, kedua-dua untuk spot dan niaga hadapan.
Selain merangkum antara muka objek pertukaran spot ini, objek pertukaran niaga hadapan juga perlu merangkum fungsi antara muka yang digunakan oleh niaga hadapan.
exchange.SetMarginLevel() Tetapkan nilai leverage untuk simbol semasa.
exchange.SetDirection() Tetapkan arah dagangan produk semasa, iaitu, buka posisi beli/buka posisi jual/tutup beli posisi/tutup jual beli.
exchange.SetContractType()
Tetapkan kod kontrak semasa. Kerana niaga hadapan mempunyai kontrak kekal (swap)、Kontrak Penghantaran(quarterSuku Tahunan), dsb., masing-masing mempunyai kod kontrak tersendiri di FMZ Untuk butiran, sila rujuk dokumen API FMZ. Tetapan ini juga perlu diikuti semasa merangkum, jika tidak, strategi lama yang sedia ada mungkin tidak berfungsi dengan betul.
exchange.GetPosition() Dapatkan data kedudukan semasa. Di sini kita dapat melihat bahawa tiada konsep kedudukan dalam perdagangan spot Kedudukan logik hanya boleh dikira dengan membandingkan perubahan akaun. Tetapi niaga hadapan mempunyai kedudukan.
Mengambil pertukaran AOFEX sebagai contoh, jika anda mengkonfigurasi objek pertukaran protokol umum pada FMZ, KUNCI API yang diisi ialah:

Pada halaman konfigurasi protokol umum FMZ terdapataccessKeydansecretKeyKotak input, selepas mengkonfigurasi objek pertukaran protokol universal, data format JSON Badan dalam permintaan diterima apabila pemalam protokol universal sedang berjalanaccessKeyNilai medan ialah212f54a1-1c88-1bf5-54a1-f7bf52b3256c,secret_keyNilai medan ialah7RJPKpBJMBkUL87RJPKpkULJPSUpsaKpUL83ysDs。
Apabila memanggil antara muka berikut, hos akan mengeluarkan permintaan RPC kepada pemalam protokol umum seperti berikut:
exchange.SetMarginLevel(10)Apabila data dalam badan permintaan ialah: {
"access_key":"212f54a1-1c88-1bf5-54a1-f7bf52b3256c",
"method":"io",
"nonce":1631858961289247000,
"params":{"args":[10],"code":0},
"secret_key":"7RJPKpBJMBkUL87RJPKpkULJPSUpsaKpUL83ysDs"
}
Pertukaran panggilan.SetMarginLevel(10) dengan 10 sebagai parameter.
exchange.SetDirection("buy")Apabila data dalam badan permintaan ialah: {
"access_key":"212f54a1-1c88-1bf5-54a1-f7bf52b3256c",
"method":"io",
"nonce":1631860438946922000,
"params":{"args":["buy"],"code":1},
"secret_key":"7RJPKpBJMBkUL87RJPKpkULJPSUpsaKpUL83ysDs"
}
Panggil exchange.SetDirection(“beli”) dan lulus “beli” sebagai parameter.
exchange.SetContractType("swap")Apabila data dalam badan permintaan ialah: {
"access_key":"212f54a1-1c88-1bf5-54a1-f7bf52b3256c",
"method":"io",
"nonce":1631860847525039000,
"params":{"args":["swap"],"code":2},
"secret_key":"7RJPKpBJMBkUL87RJPKpkULJPSUpsaKpUL83ysDs"
}
Panggil exchange.SetContractType(“swap”) dan lulus “swap” sebagai parameter.
exchange.GetPosition()Apabila data dalam badan permintaan ialah: {
"access_key":"212f54a1-1c88-1bf5-54a1-f7bf52b3256c",
"method":"io",
"nonce":1631860996119505000,
"params":{"args":[],"code":3},
"secret_key":"7RJPKpBJMBkUL87RJPKpkULJPSUpsaKpUL83ysDs"
}
Apabila memanggil exchange.GetPosition(), tiada parameter diluluskan.
Perhatikan data JSON dalam Badan permintaan di atas dan dapatkan bahawa:
methodNilai medan ialahio。paramsDi padangcodePenghakiman, iaitu:
codeuntuk0yaSetMarginLevel。codeuntuk1yaSetDirection。codeuntuk2yaSetContractType。codeuntuk3yaGetPosition。paramsPadangargstengah.Berbanding dengan contoh pemalam bahasa Go yang sedia ada, anda perlu melakukannyaOnPostBuat sambungan dalam fungsi:
Lihat kod berikut untuk “Fungsi yang diperlukan untuk melanjutkan objek pertukaran niaga hadapan“Lokasi 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" { // 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/SetContractTypeDaripada makna literal, kita dapat melihat bahawa ketiga-tiga fungsi tersebut digunakan untuk menetapkan konfigurasi berkaitan produk dagangan semasa. dalamSetDirection/SetContractTypeDari perspektif reka bentuk, pembolehubah tempatan ditetapkan untuk merekodkan arah pesanan semasa (iaitu, semasa membuat pesanan, tetapan ini mesti dibaca untuk mengetahui arah mana pesanan itu akan diletakkan. Sebabnya ialah terdapat dua arah untuk belian hadapan: pembukaan panjang dan penutupan pendek Oleh itu, adalah perlu untuk membezakan antara kod kontrak semasa dan kod kontrak semasa (kontrak yang sedang ditanya apabila mendapatkan maklumat pasaran, membuat pesanan, dll.).
SetMarginLevelIa perlu direka bentuk secara khusus mengikut mekanisme leverage pertukaran (1. Parameter leverage diluluskan sebagai parameter dalam antara muka pesanan. 2. Pertukaran mempunyai antara muka untuk menetapkan leverage).
GetPositionIa adalah fungsi untuk mendapatkan kedudukan semasa produk Apabila pemalam protokol umum memperoleh data yang dikembalikan oleh antara muka kedudukan pertukaran, ia secara langsung membina fungsi kedudukan pada FMZ.positionStruktur data yang sama sudah memadai.
Pergi
/*
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)
}