Skip to content

Commit 733e54e

Browse files
BZ-COBZ-CO
authored
Moving to OKEx V5 API. (DigitalRuby#638)
Updated methods: GetMarketSymbolsAsync GetMarketSymbolsMetadataAsync GetTickerAsync GetTickersAsync GetRecentTradesAsync
1 parent 949ce1d commit 733e54e

File tree

1 file changed

+173
-4
lines changed

1 file changed

+173
-4
lines changed

‎src/ExchangeSharp/API/Exchanges/OKGroup/ExchangeOKExAPI.cs‎

Lines changed: 173 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -11,17 +11,186 @@ The above copyright notice and this permission notice shall be included in all c
1111
*/
1212

1313
using ExchangeSharp.OKGroup;
14+
using Newtonsoft.Json.Linq;
15+
using System;
16+
using System.Collections.Generic;
17+
using System.Threading.Tasks;
1418

1519
namespace ExchangeSharp
1620
{
17-
public sealed partial class ExchangeOKExAPI : OKGroupCommon
21+
public sealed partial class ExchangeOKExAPI : OKGroupCommon
1822
{
19-
public override string BaseUrl { get; set; } = "https://www.okex.com/api/v1";
23+
public override string BaseUrl { get; set; } = "https://www.okex.com/api/v1";
2024
public override string BaseUrlV2 { get; set; } = "https://www.okex.com/v2/spot";
2125
public override string BaseUrlV3 { get; set; } = "https://www.okex.com/api";
22-
public override string BaseUrlWebSocket { get; set; } = "wss://real.okex.com:8443/ws/v3";
26+
public override string BaseUrlWebSocket { get; set; } = "wss://real.okex.com:8443/ws/v3";
27+
public string BaseUrlV5 { get; set; } = "https://okex.com/api/v5";
2328
protected override bool IsFuturesAndSwapEnabled { get; } = true;
29+
30+
protected internal override async Task<IEnumerable<ExchangeMarket>> OnGetMarketSymbolsMetadataAsync()
31+
{
32+
/*
33+
{
34+
"code":"0",
35+
"msg":"",
36+
"data":[
37+
{
38+
"instType":"SWAP",
39+
"instId":"LTC-USD-SWAP",
40+
"uly":"LTC-USD",
41+
"category":"1",
42+
"baseCcy":"",
43+
"quoteCcy":"",
44+
"settleCcy":"LTC",
45+
"ctVal":"10",
46+
"ctMult":"1",
47+
"ctValCcy":"USD",
48+
"optType":"C",
49+
"stk":"",
50+
"listTime":"1597026383085",
51+
"expTime":"1597026383085",
52+
"lever":"10",
53+
"tickSz":"0.01",
54+
"lotSz":"1",
55+
"minSz":"1",
56+
"ctType":"linear",
57+
"alias":"this_week",
58+
"state":"live"
59+
},
60+
...
61+
]
62+
}
63+
*/
64+
List<ExchangeMarket> markets = new List<ExchangeMarket>();
65+
parseMarketSymbolTokens(await MakeJsonRequestAsync<JToken>(
66+
"/public/instruments?instType=SPOT", BaseUrlV5));
67+
if (IsFuturesAndSwapEnabled)
68+
{
69+
parseMarketSymbolTokens(await MakeJsonRequestAsync<JToken>(
70+
"/public/instruments?instType=FUTURES", BaseUrlV5));
71+
parseMarketSymbolTokens(await MakeJsonRequestAsync<JToken>(
72+
"/public/instruments?instType=SWAP", BaseUrlV5));
73+
}
74+
void parseMarketSymbolTokens(JToken allMarketSymbolTokens)
75+
{
76+
foreach (JToken marketSymbolToken in allMarketSymbolTokens)
77+
{
78+
var isSpot = marketSymbolToken["instType"].Value<string>() == "SPOT";
79+
var baseCurrency = isSpot
80+
? marketSymbolToken["baseCcy"].Value<string>()
81+
: marketSymbolToken["settleCcy"].Value<string>();
82+
var quoteCurrency = isSpot
83+
? marketSymbolToken["quoteCcy"].Value<string>()
84+
: marketSymbolToken["ctValCcy"].Value<string>();
85+
var market = new ExchangeMarket
86+
{
87+
MarketSymbol = marketSymbolToken["instId"].Value<string>(),
88+
IsActive = marketSymbolToken["state"].Value<string>() == "live",
89+
QuoteCurrency = quoteCurrency,
90+
BaseCurrency = baseCurrency,
91+
PriceStepSize = marketSymbolToken["tickSz"].ConvertInvariant<decimal>(),
92+
MinPrice = marketSymbolToken["tickSz"].ConvertInvariant<decimal>(), // assuming that this is also the min price since it isn't provided explicitly by the exchange
93+
MinTradeSize = marketSymbolToken["minSz"].ConvertInvariant<decimal>(),
94+
QuantityStepSize = marketSymbolToken["lotSz"].ConvertInvariant<decimal>(),
95+
};
96+
markets.Add(market);
97+
}
98+
}
99+
100+
return markets;
101+
}
102+
103+
protected override async Task<ExchangeTicker> OnGetTickerAsync(string marketSymbol)
104+
{
105+
var tickerResponse = await MakeJsonRequestAsync<JToken>($"/market/ticker?instId={marketSymbol}", BaseUrlV5);
106+
var symbol = tickerResponse["instId"].Value<string>();
107+
return await ParseTickerV5Async(tickerResponse, symbol);
108+
}
109+
110+
protected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>> OnGetTickersAsync()
111+
{
112+
List<KeyValuePair<string, ExchangeTicker>> tickers = new List<KeyValuePair<string, ExchangeTicker>>();
113+
await parseData(await MakeJsonRequestAsync<JToken>("/market/tickers?instType=SPOT", BaseUrlV5));
114+
if (IsFuturesAndSwapEnabled)
115+
{
116+
await parseData(await MakeJsonRequestAsync<JToken>("/market/tickers?instType=FUTURES", BaseUrlV5));
117+
await parseData(await MakeJsonRequestAsync<JToken>("/market/tickers?instType=SWAP", BaseUrlV5));
118+
}
119+
async Task parseData(JToken tickerResponse)
120+
{
121+
/*{
122+
"code":"0",
123+
"msg":"",
124+
"data":[
125+
{
126+
"instType":"SWAP",
127+
"instId":"LTC-USD-SWAP",
128+
"last":"9999.99",
129+
"lastSz":"0.1",
130+
"askPx":"9999.99",
131+
"askSz":"11",
132+
"bidPx":"8888.88",
133+
"bidSz":"5",
134+
"open24h":"9000",
135+
"high24h":"10000",
136+
"low24h":"8888.88",
137+
"volCcy24h":"2222",
138+
"vol24h":"2222",
139+
"sodUtc0":"0.1",
140+
"sodUtc8":"0.1",
141+
"ts":"1597026383085"
142+
},
143+
...
144+
]
145+
}
146+
*/
147+
148+
foreach (JToken t in tickerResponse)
149+
{
150+
var symbol = t["instId"].Value<string>();
151+
ExchangeTicker ticker = await ParseTickerV5Async(t, symbol);
152+
tickers.Add(new KeyValuePair<string, ExchangeTicker>(symbol, ticker));
153+
}
154+
}
155+
156+
return tickers;
157+
}
158+
159+
protected override async Task<IEnumerable<ExchangeTrade>> OnGetRecentTradesAsync(string marketSymbol, int? limit)
160+
{
161+
limit = limit ?? 500;
162+
marketSymbol = NormalizeMarketSymbol(marketSymbol);
163+
List<ExchangeTrade> trades = new List<ExchangeTrade>();
164+
var recentTradesResponse = await MakeJsonRequestAsync<JToken>($"/market/trades?instId={marketSymbol}&limit={limit}", BaseUrlV5);
165+
foreach (var t in recentTradesResponse)
166+
{
167+
trades.Add(
168+
t.ParseTrade(
169+
amountKey: "sz",
170+
priceKey: "px",
171+
typeKey: "side",
172+
timestampKey: "ts",
173+
timestampType: TimestampType.UnixMilliseconds,
174+
idKey: "tradeId"));
175+
}
176+
177+
return trades;
178+
}
179+
180+
private async Task<ExchangeTicker> ParseTickerV5Async(JToken t, string symbol)
181+
{
182+
return await this.ParseTickerAsync(
183+
t,
184+
symbol,
185+
askKey: "askPx",
186+
bidKey: "bidPx",
187+
lastKey: "last",
188+
baseVolumeKey: "vol24h",
189+
quoteVolumeKey: "volCcy24h",
190+
timestampKey: "ts",
191+
timestampType: TimestampType.UnixMilliseconds);
192+
}
24193
}
25194

26195
public partial class ExchangeName { public const string OKEx = "OKEx"; }
27-
}
196+
}

0 commit comments

Comments
 (0)