Merge pull request #1492 from c9s/edwin/okx/refactor-tickers

FEATURE: [okx] generate ticker request by requestgen

pkg/exchange/okex/exchange.go

@@ -24,7 +24,9 @@ var (
 	marketDataLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 5)
 	orderRateLimiter  = rate.NewLimiter(rate.Every(300*time.Millisecond), 5)
 
-	queryMarketLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
+	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)
 )
 
 const ID = "okex"
@@ -112,18 +114,29 @@ func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
 }
 
 func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error) {
-	symbol = toLocalSymbol(symbol)
+	if err := queryTickerLimiter.Wait(ctx); err != nil {
+		return nil, fmt.Errorf("ticker rate limiter wait error: %w", err)
+	}
 
-	marketTicker, err := e.client.MarketTicker(ctx, symbol)
+	symbol = toLocalSymbol(symbol)
+	marketTicker, err := e.client.NewGetTickerRequest().InstId(symbol).Do(ctx)
 	if err != nil {
 		return nil, err
 	}
 
-	return toGlobalTicker(*marketTicker), nil
+	if len(marketTicker) != 1 {
+		return nil, fmt.Errorf("unexpected length of %s market ticker, got: %v", symbol, marketTicker)
+	}
+
+	return toGlobalTicker(marketTicker[0]), nil
 }
 
 func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[string]types.Ticker, error) {
-	marketTickers, err := e.client.MarketTickers(ctx, okexapi.InstrumentTypeSpot)
+	if err := queryTickersLimiter.Wait(ctx); err != nil {
+		return nil, fmt.Errorf("tickers rate limiter wait error: %w", err)
+	}
+
+	marketTickers, err := e.client.NewGetTickersRequest().Do(ctx)
 	if err != nil {
 		return nil, err
 	}

pkg/exchange/okex/okexapi/client.go

@@ -7,7 +7,6 @@ import (
 	"crypto/sha256"
 	"encoding/base64"
 	"encoding/json"
-	"fmt"
 	"net/http"
 	"net/url"
 	"strings"
@@ -273,90 +272,6 @@ func (c *RestClient) AssetCurrencies(ctx context.Context) ([]AssetCurrency, erro
 	return currencyResponse.Data, nil
 }
 
-type MarketTicker struct {
-	InstrumentType string `json:"instType"`
-	InstrumentID   string `json:"instId"`
-
-	// last traded price
-	Last fixedpoint.Value `json:"last"`
-
-	// last traded size
-	LastSize fixedpoint.Value `json:"lastSz"`
-
-	AskPrice fixedpoint.Value `json:"askPx"`
-	AskSize  fixedpoint.Value `json:"askSz"`
-
-	BidPrice fixedpoint.Value `json:"bidPx"`
-	BidSize  fixedpoint.Value `json:"bidSz"`
-
-	Open24H           fixedpoint.Value `json:"open24h"`
-	High24H           fixedpoint.Value `json:"high24H"`
-	Low24H            fixedpoint.Value `json:"low24H"`
-	Volume24H         fixedpoint.Value `json:"vol24h"`
-	VolumeCurrency24H fixedpoint.Value `json:"volCcy24h"`
-
-	// Millisecond timestamp
-	Timestamp types.MillisecondTimestamp `json:"ts"`
-}
-
-func (c *RestClient) MarketTicker(ctx context.Context, instId string) (*MarketTicker, error) {
-	// SPOT, SWAP, FUTURES, OPTION
-	var params = url.Values{}
-	params.Add("instId", instId)
-
-	req, err := c.NewRequest(ctx, "GET", "/api/v5/market/ticker", params, nil)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := c.SendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var tickerResponse struct {
-		Code    string         `json:"code"`
-		Message string         `json:"msg"`
-		Data    []MarketTicker `json:"data"`
-	}
-	if err := response.DecodeJSON(&tickerResponse); err != nil {
-		return nil, err
-	}
-
-	if len(tickerResponse.Data) == 0 {
-		return nil, fmt.Errorf("ticker of %s not found", instId)
-	}
-
-	return &tickerResponse.Data[0], nil
-}
-
-func (c *RestClient) MarketTickers(ctx context.Context, instType InstrumentType) ([]MarketTicker, error) {
-	// SPOT, SWAP, FUTURES, OPTION
-	var params = url.Values{}
-	params.Add("instType", string(instType))
-
-	req, err := c.NewRequest(ctx, "GET", "/api/v5/market/tickers", params, nil)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := c.SendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var tickerResponse struct {
-		Code    string         `json:"code"`
-		Message string         `json:"msg"`
-		Data    []MarketTicker `json:"data"`
-	}
-	if err := response.DecodeJSON(&tickerResponse); err != nil {
-		return nil, err
-	}
-
-	return tickerResponse.Data, nil
-}
-
 func Sign(payload string, secret string) string {
 	var sig = hmac.New(sha256.New, []byte(secret))
 	_, err := sig.Write([]byte(payload))

pkg/exchange/okex/okexapi/client_test.go

@@ -38,6 +38,28 @@ func TestClient_GetInstrumentsRequest(t *testing.T) {
 	t.Logf("instruments: %+v", instruments)
 }
 
+func TestClient_GetMarketTickers(t *testing.T) {
+	client := NewClient()
+	ctx := context.Background()
+	req := client.NewGetTickersRequest()
+
+	tickers, err := req.Do(ctx)
+	assert.NoError(t, err)
+	assert.NotEmpty(t, tickers)
+	t.Logf("tickers: %+v", tickers)
+}
+
+func TestClient_GetMarketTicker(t *testing.T) {
+	client := NewClient()
+	ctx := context.Background()
+	req := client.NewGetTickerRequest().InstId("BTC-USDT")
+
+	tickers, err := req.Do(ctx)
+	assert.NoError(t, err)
+	assert.NotEmpty(t, tickers)
+	t.Logf("tickers: %+v", tickers)
+}
+
 func TestClient_GetFundingRateRequest(t *testing.T) {
 	client := NewClient()
 	ctx := context.Background()

pkg/exchange/okex/okexapi/get_ticker_request.go

@@ -0,0 +1,21 @@
+package okexapi
+
+import (
+	"github.com/c9s/requestgen"
+)
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+//go:generate GetRequest -url "/api/v5/market/ticker" -type GetTickerRequest -responseDataType []MarketTicker
+type GetTickerRequest struct {
+	client requestgen.APIClient
+
+	instId string `param:"instId,query"`
+}
+
+func (c *RestClient) NewGetTickerRequest() *GetTickerRequest {
+	return &GetTickerRequest{
+		client: c,
+	}
+}