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REFACTOR: [okx] refactor kline api #1507

Merged
merged 1 commit into from
Jan 30, 2024
Merged

REFACTOR: [okx] refactor kline api #1507

merged 1 commit into from
Jan 30, 2024

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bailantaotao
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Welcome back! @bailantaotao, This pull request may get 877 BBG.

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codecov bot commented Jan 23, 2024 •
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Codecov Report

Attention: 58 lines in your changes are missing coverage. Please review.

Comparison is base (bfbf415) 21.79% compared to head (d2b45f5) 21.82%.

Additional details and impacted files

Impacted file tree graph

@@            Coverage Diff             @@
##             main    #1507      +/-   ##
==========================================
+ Coverage   21.79%   21.82%   +0.02%     
==========================================
  Files         602      603       +1     
  Lines       43914    43799     -115     
==========================================
- Hits         9569     9557      -12     
+ Misses      33650    33560      -90     
+ Partials      695      682      -13
Files Coverage Δ
pkg/exchange/okex/okexapi/market.go 0.00% <ø> (ø)
pkg/exchange/okex/parse.go 82.46% <100.00%> (+11.47%) ⬆️
pkg/exchange/okex/stream.go 0.00% <0.00%> (ø)
pkg/exchange/okex/exchange.go 0.00% <0.00%> (ø)
pkg/exchange/okex/okexapi/get_candles_request.go 0.00% <0.00%> (ø)

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@bailantaotao bailantaotao force-pushed the edwin/okx/refactor-kline-api branch from 418ebbe to 774dcd1 Compare January 23, 2024 06:51
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CLAassistant commented Jan 24, 2024 •
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c9s
c9s reviewed Jan 24, 2024
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pkg/exchange/okex/exchange.go Outdated
@@ -54,7 +55,8 @@ var ErrSymbolRequired = errors.New("symbol is a required parameter")
type Exchange struct {
key, secret, passphrase string

client *okexapi.RestClient
client *okexapi.RestClient
bizClient *okexapi.RestClient
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what's bizClient? this is not used?

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Oh no! You found it.

@bailantaotao bailantaotao force-pushed the edwin/okx/refactor-kline-api branch from 774dcd1 to 84d1a41 Compare January 25, 2024 02:02
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c9s
c9s reviewed Jan 26, 2024
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pkg/exchange/okex/okexapi/get_candles_request.go
return nil, fmt.Errorf("unexpected kline length: %d, data: %q", len(raw), raw)
}
var kline KLine
if err = json.Unmarshal(raw[0], &kline.StartTime); err != nil {
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I found you can actually use []fixedpoint.Value to unmarshal it? since all the fields are numbers in string format?

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yes, all the types are strings.

{
    "code":"0",
    "msg":"",
    "data":[
     [
        "1597026383085",
        "3.721",
        "3.743",
        "3.677",
        "3.708",
        "8422410",
        "22698348.04828491",
        "12698348.04828491",
        "0"
    ],
    [
        "1597026383085",
        "3.731",
        "3.799",
        "3.494",
        "3.72",
        "24912403",
        "67632347.24399722",
        "37632347.24399722",
        "1"
    ]
    ]
}

https://www.okx.com/docs-v5/en/#order-book-trading-market-data-get-candlesticks

c9s
c9s reviewed Jan 29, 2024
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pkg/exchange/okex/okexapi/get_candles_request.go Outdated
// VolumeInCurrencyQuote Trading volume, the value is the quantity in quote currency
// e.g. The unit is USDT for BTC-USDT and BTC-USDT-SWAP;
// The unit is USD for BTC-USD-SWAP
VolumeInCurrencyQuote fixedpoint.Value
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this field could overflow, maybe use float64 for now?

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or maybe not now :p

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OK, i will skip it

@bailantaotao bailantaotao force-pushed the edwin/okx/refactor-kline-api branch from 84d1a41 to dc70999 Compare January 29, 2024 09:09
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@bailantaotao bailantaotao force-pushed the edwin/okx/refactor-kline-api branch from dc70999 to f8ff01e Compare January 29, 2024 09:18
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Re-estimated karma: this pull request may get 988 BBG

@bailantaotao bailantaotao force-pushed the edwin/okx/refactor-kline-api branch from f8ff01e to f13c17e Compare January 29, 2024 09:58
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Re-estimated karma: this pull request may get 993 BBG

@bailantaotao bailantaotao force-pushed the edwin/okx/refactor-kline-api branch from f13c17e to d2b45f5 Compare January 29, 2024 13:00
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@bailantaotao bailantaotao merged commit 2d3f8fb into main Jan 30, 2024
@bailantaotao bailantaotao deleted the edwin/okx/refactor-kline-api branch January 30, 2024 01:33
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Hi @bailantaotao,

Well done! 1003 BBG has been sent to your polygon wallet. Please check the following tx:

https://polygonscan.com/tx/0x0cc2f38919153b2d6cf5b70d2e628d3be58b1e4625e64fc2af9a8a7bcdc60336

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@c9s c9s c9s approved these changes

@ycdesu ycdesu Awaiting requested review from ycdesu

@kbearXD kbearXD Awaiting requested review from kbearXD

@gx578007 gx578007 Awaiting requested review from gx578007

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