Merge pull request #1493 from c9s/edwin/okx/refactor-account

FEATURE: [okx] generate account info request by requestgen

pkg/exchange/okex/exchange.go

@@ -27,6 +27,7 @@ var (
 	queryMarketLimiter  = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
 	queryTickerLimiter  = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
 	queryTickersLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
+	queryAccountLimiter = rate.NewLimiter(rate.Every(200*time.Millisecond), 5)
 )
 
 const ID = "okex"
@@ -167,28 +168,31 @@ func (e *Exchange) PlatformFeeCurrency() string {
 }
 
 func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
-	accountBalance, err := e.client.AccountBalances(ctx)
+	bals, err := e.QueryAccountBalances(ctx)
 	if err != nil {
 		return nil, err
 	}
 
-	var account = types.Account{
-		AccountType: types.AccountTypeSpot,
-	}
-
-	var balanceMap = toGlobalBalance(accountBalance)
-	account.UpdateBalances(balanceMap)
-	return &account, nil
+	account := types.NewAccount()
+	account.UpdateBalances(bals)
+	return account, nil
 }
 
 func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error) {
-	accountBalances, err := e.client.AccountBalances(ctx)
+	if err := queryAccountLimiter.Wait(ctx); err != nil {
+		return nil, fmt.Errorf("account rate limiter wait error: %w", err)
+	}
+
+	accountBalances, err := e.client.NewGetAccountInfoRequest().Do(ctx)
 	if err != nil {
 		return nil, err
 	}
 
-	var balanceMap = toGlobalBalance(accountBalances)
-	return balanceMap, nil
+	if len(accountBalances) != 1 {
+		return nil, fmt.Errorf("unexpected length of balances: %v", accountBalances)
+	}
+
+	return toGlobalBalance(&accountBalances[0]), nil
 }
 
 func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (*types.Order, error) {

pkg/exchange/okex/okexapi/client.go

@@ -13,7 +13,6 @@ import (
 	"time"
 
 	"github.com/c9s/bbgo/pkg/fixedpoint"
-	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/requestgen"
 	"github.com/pkg/errors"
 )
@@ -158,52 +157,6 @@ func (c *RestClient) NewAuthenticatedRequest(ctx context.Context, method, refURL
 	return req, nil
 }
 
-type BalanceDetail struct {
-	Currency                string                     `json:"ccy"`
-	Available               fixedpoint.Value           `json:"availEq"`
-	CashBalance             fixedpoint.Value           `json:"cashBal"`
-	OrderFrozen             fixedpoint.Value           `json:"ordFrozen"`
-	Frozen                  fixedpoint.Value           `json:"frozenBal"`
-	Equity                  fixedpoint.Value           `json:"eq"`
-	EquityInUSD             fixedpoint.Value           `json:"eqUsd"`
-	UpdateTime              types.MillisecondTimestamp `json:"uTime"`
-	UnrealizedProfitAndLoss fixedpoint.Value           `json:"upl"`
-}
-
-type Account struct {
-	TotalEquityInUSD fixedpoint.Value `json:"totalEq"`
-	UpdateTime       string           `json:"uTime"`
-	Details          []BalanceDetail  `json:"details"`
-}
-
-func (c *RestClient) AccountBalances(ctx context.Context) (*Account, error) {
-	req, err := c.NewAuthenticatedRequest(ctx, "GET", "/api/v5/account/balance", nil, nil)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := c.SendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var balanceResponse struct {
-		Code    string    `json:"code"`
-		Message string    `json:"msg"`
-		Data    []Account `json:"data"`
-	}
-
-	if err := response.DecodeJSON(&balanceResponse); err != nil {
-		return nil, err
-	}
-
-	if len(balanceResponse.Data) == 0 {
-		return nil, errors.New("empty account data")
-	}
-
-	return &balanceResponse.Data[0], nil
-}
-
 type AssetBalance struct {
 	Currency  string           `json:"ccy"`
 	Balance   fixedpoint.Value `json:"bal"`

pkg/exchange/okex/okexapi/client_test.go

@@ -60,6 +60,17 @@ func TestClient_GetMarketTicker(t *testing.T) {
 	t.Logf("tickers: %+v", tickers)
 }
 
+func TestClient_GetAcountInfo(t *testing.T) {
+	client := getTestClientOrSkip(t)
+	ctx := context.Background()
+	req := client.NewGetAccountInfoRequest()
+
+	acct, err := req.Do(ctx)
+	assert.NoError(t, err)
+	assert.NotEmpty(t, acct)
+	t.Logf("acct: %+v", acct)
+}
+
 func TestClient_GetFundingRateRequest(t *testing.T) {
 	client := NewClient()
 	ctx := context.Background()

pkg/exchange/okex/okexapi/get_account_info_request.go

@@ -0,0 +1,40 @@
+package okexapi
+
+import (
+	"github.com/c9s/requestgen"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+type BalanceDetail struct {
+	Currency                string                     `json:"ccy"`
+	Available               fixedpoint.Value           `json:"availEq"`
+	CashBalance             fixedpoint.Value           `json:"cashBal"`
+	OrderFrozen             fixedpoint.Value           `json:"ordFrozen"`
+	Frozen                  fixedpoint.Value           `json:"frozenBal"`
+	Equity                  fixedpoint.Value           `json:"eq"`
+	EquityInUSD             fixedpoint.Value           `json:"eqUsd"`
+	UpdateTime              types.MillisecondTimestamp `json:"uTime"`
+	UnrealizedProfitAndLoss fixedpoint.Value           `json:"upl"`
+}
+
+type Account struct {
+	TotalEquityInUSD fixedpoint.Value           `json:"totalEq"`
+	UpdateTime       types.MillisecondTimestamp `json:"uTime"`
+	Details          []BalanceDetail            `json:"details"`
+}
+
+//go:generate GetRequest -url "/api/v5/account/balance" -type GetAccountInfoRequest -responseDataType []Account
+type GetAccountInfoRequest struct {
+	client requestgen.AuthenticatedAPIClient
+}
+
+func (c *RestClient) NewGetAccountInfoRequest() *GetAccountInfoRequest {
+	return &GetAccountInfoRequest{
+		client: c,
+	}
+}

pkg/exchange/okex/parse_test.go

@@ -95,7 +95,7 @@ func Test_parseWebSocketEvent_accountEvent(t *testing.T) {
 
 		exp := &okexapi.Account{
 			TotalEquityInUSD: fixedpoint.NewFromFloat(91884),
-			UpdateTime:       "1614846244194",
+			UpdateTime:       types.NewMillisecondTimestampFromInt(1614846244194),
 			Details: []okexapi.BalanceDetail{
 				{
 					Currency:                "BTC",