Merge pull request #1901 from c9s/kbearXD/exchange/otc

FEATURE: [exchange] new interface and field for otc
c9s · Feb 12, 2025 · 022161d · 022161d
2 parents 22e3582 + 884057f
commit 022161d
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diff --git a/go.mod b/go.mod
@@ -4,8 +4,6 @@ module github.com/c9s/bbgo
 
 go 1.21.6
 
-toolchain go1.21.6
-
 require (
 	github.com/DATA-DOG/go-sqlmock v1.5.2
 	github.com/Masterminds/squirrel v1.5.3

diff --git a/go.sum b/go.sum
@@ -64,8 +64,6 @@ github.com/c-bata/goptuna v0.8.1 h1:25+n1MLv0yvCsD56xv4nqIus3oLHL9GuPAZDLIqmX1U=
 github.com/c-bata/goptuna v0.8.1/go.mod h1:knmS8+Iyq5PPy1YUeIEq0pMFR4Y6x7z/CySc9HlZTCY=
 github.com/c9s/requestgen v1.4.3 h1:0QZ27RVBLb9QuBKfiSBTOB5zSUuasrJm2p6/GZZHZZw=
 github.com/c9s/requestgen v1.4.3/go.mod h1:3gk1M2ihvNU2wWl7WLUc09myp7XpHMP33Dx96+Vr8A0=
-github.com/c9s/rockhopper/v2 v2.0.4 h1:1cQEzU7rzCSz09B2RYdyPWwBW9gZ/DoFqD1b2xLLmAk=
-github.com/c9s/rockhopper/v2 v2.0.4/go.mod h1:x0XuYI2Su3kS/74UYu/3Cqc9m5Dtzqh7j7JZarczfss=
 github.com/c9s/rockhopper/v2 v2.0.6 h1:+Czzd85EnqF0TZGJlI/O5PAX9ywjTTymNc7GqOCPXSI=
 github.com/c9s/rockhopper/v2 v2.0.6/go.mod h1:seEikh5jz7i6aYLjxe1ubqCLXUJxo5+DCMxQStyFbsU=
 github.com/cenkalti/backoff/v4 v4.2.0 h1:HN5dHm3WBOgndBH6E8V0q2jIYIR3s9yglV8k/+MN3u4=
@@ -457,8 +455,8 @@ github.com/nxadm/tail v1.4.8/go.mod h1:+ncqLTQzXmGhMZNUePPaPqPvBxHAIsmXswZKocGu+
 github.com/oklog/ulid v1.3.1/go.mod h1:CirwcVhetQ6Lv90oh/F+FBtV6XMibvdAFo93nm5qn4U=
 github.com/onsi/ginkgo v1.16.5 h1:8xi0RTUf59SOSfEtZMvwTvXYMzG4gV23XVHOZiXNtnE=
 github.com/onsi/ginkgo v1.16.5/go.mod h1:+E8gABHa3K6zRBolWtd+ROzc/U5bkGt0FwiG042wbpU=
-github.com/onsi/gomega v1.18.1 h1:M1GfJqGRrBrrGGsbxzV5dqM2U2ApXefZCQpkukxYRLE=
-github.com/onsi/gomega v1.18.1/go.mod h1:0q+aL8jAiMXy9hbwj2mr5GziHiwhAIQpFmmtT5hitRs=
+github.com/onsi/gomega v1.34.1 h1:EUMJIKUjM8sKjYbtxQI9A4z2o+rruxnzNvpknOXie6k=
+github.com/onsi/gomega v1.34.1/go.mod h1:kU1QgUvBDLXBJq618Xvm2LUX6rSAfRaFRTcdOeDLwwY=
 github.com/pascaldekloe/goe v0.0.0-20180627143212-57f6aae5913c/go.mod h1:lzWF7FIEvWOWxwDKqyGYQf6ZUaNfKdP144TG7ZOy1lc=
 github.com/pelletier/go-toml v1.2.0/go.mod h1:5z9KED0ma1S8pY6P1sdut58dfprrGBbd/94hg7ilaic=
 github.com/pelletier/go-toml/v2 v2.2.3 h1:YmeHyLY8mFWbdkNWwpr+qIL2bEqT0o95WSdkNHvL12M=
@@ -663,8 +661,7 @@ golang.org/x/exp v0.0.0-20190312203227-4b39c73a6495/go.mod h1:ZjyILWgesfNpC6sMxT
 golang.org/x/exp v0.0.0-20190510132918-efd6b22b2522/go.mod h1:ZjyILWgesfNpC6sMxTJOJm9Kp84zZh5NQWvqDGG3Qr8=
 golang.org/x/exp v0.0.0-20190829153037-c13cbed26979/go.mod h1:86+5VVa7VpoJ4kLfm080zCjGlMRFzhUhsZKEZO7MGek=
 golang.org/x/exp v0.0.0-20191030013958-a1ab85dbe136/go.mod h1:JXzH8nQsPlswgeRAPE3MuO9GYsAcnJvJ4vnMwN/5qkY=
-golang.org/x/exp v0.0.0-20240404231335-c0f41cb1a7a0 h1:985EYyeCOxTpcgOTJpflJUwOeEz0CQOdPt73OzpE9F8=
-golang.org/x/exp v0.0.0-20240404231335-c0f41cb1a7a0/go.mod h1:/lliqkxwWAhPjf5oSOIJup2XcqJaw8RGS6k3TGEc7GI=
+golang.org/x/exp v0.0.0-20240719175910-8a7402abbf56 h1:2dVuKD2vS7b0QIHQbpyTISPd0LeHDbnYEryqj5Q1ug8=
 golang.org/x/exp v0.0.0-20240719175910-8a7402abbf56/go.mod h1:M4RDyNAINzryxdtnbRXRL/OHtkFuWGRjvuhBJpk2IlY=
 golang.org/x/image v0.0.0-20180708004352-c73c2afc3b81/go.mod h1:ux5Hcp/YLpHSI86hEcLt0YII63i6oz57MZXIpbrjZUs=
 golang.org/x/image v0.0.0-20190227222117-0694c2d4d067/go.mod h1:kZ7UVZpmo3dzQBMxlp+ypCbDeSB+sBbTgSJuh5dn5js=
@@ -928,7 +925,6 @@ gopkg.in/yaml.v2 v2.2.1/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
 gopkg.in/yaml.v2 v2.2.2/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
 gopkg.in/yaml.v2 v2.2.4/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
 gopkg.in/yaml.v2 v2.2.8/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
-gopkg.in/yaml.v2 v2.4.0 h1:D8xgwECY7CYvx+Y2n4sBz93Jn9JRvxdiyyo8CTfuKaY=
 gopkg.in/yaml.v2 v2.4.0/go.mod h1:RDklbk79AGWmwhnvt/jBztapEOGDOx6ZbXqjP6csGnQ=
 gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=
 gopkg.in/yaml.v3 v3.0.0-20210107192922-496545a6307b/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=

diff --git a/pkg/types/exchange.go b/pkg/types/exchange.go
@@ -140,6 +140,10 @@ type ExchangeMarketDataService interface {
 	QueryKLines(ctx context.Context, symbol string, interval Interval, options KLineQueryOptions) ([]KLine, error)
 }
 
+type OTCExchange interface {
+	RequestForQuote(ctx context.Context, symbol string, side SideType, quantity fixedpoint.Value) (submitOrder SubmitOrder, err error)
+}
+
 type CustomIntervalProvider interface {
 	SupportedInterval() map[Interval]int
 	IsSupportedInterval(interval Interval) bool

diff --git a/pkg/types/order.go b/pkg/types/order.go
@@ -135,6 +135,9 @@ func (o OrderStatus) Closed() bool {
 type SubmitOrder struct {
 	ClientOrderID string `json:"clientOrderID,omitempty" db:"client_order_id"`
 
+	// QuoteID is for OTC exchange
+	QuoteID string `json:"quoteID,omitempty" db:"quote_id"`
+
 	Symbol string    `json:"symbol" db:"symbol"`
 	Side   SideType  `json:"side" db:"side"`
 	Type   OrderType `json:"orderType" db:"order_type"`