okx: add account positions api

pkg/exchange/okex/convert.go

@@ -362,3 +362,25 @@ func toGlobalOrder(okexOrder *okexapi.OrderDetails) (*types.Order, error) {
 		IsIsolated:       false,
 	}, nil
 }
+
+func toGlobalMarginLoan(record okexapi.MarginHistoryEntry) types.MarginLoan {
+	return types.MarginLoan{
+		Exchange:       types.ExchangeOKEx,
+		TransactionID:  uint64(record.Ts.Time().UnixMilli()),
+		Asset:          record.Currency,
+		Principle:      record.Amount,
+		Time:           types.Time(record.Ts.Time()),
+		IsolatedSymbol: "",
+	}
+}
+
+func toGlobalMarginRepay(record okexapi.MarginHistoryEntry) types.MarginRepay {
+	return types.MarginRepay{
+		Exchange:       types.ExchangeOKEx,
+		TransactionID:  uint64(record.Ts.Time().UnixMilli()),
+		Asset:          record.Currency,
+		Principle:      record.Amount,
+		Time:           types.Time(record.Ts.Time()),
+		IsolatedSymbol: "",
+	}
+}

pkg/exchange/okex/exchange.go

@@ -607,6 +607,64 @@ func (e *Exchange) QueryMarginAssetMaxBorrowable(ctx context.Context, asset stri
 	return resp[0].MaxLoan, nil
 }
 
+func (e *Exchange) QueryLoanHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]types.MarginLoan, error) {
+	req := e.client.NewGetAccountSpotBorrowRepayHistoryRequest().Currency(asset)
+	if endTime != nil {
+		req.Before(*endTime)
+	}
+	if startTime != nil {
+		req.After(*startTime)
+	}
+
+	resp, err := req.Do(ctx)
+	if err != nil {
+		return nil, err
+	}
+
+	var records []types.MarginLoan
+	for _, r := range resp {
+		switch r.Type {
+		case okexapi.MarginEventTypeManualBorrow, okexapi.MarginEventTypeAutoBorrow:
+			records = append(records, toGlobalMarginLoan(r))
+		}
+	}
+
+	return records, nil
+}
+
+func (e *Exchange) QueryRepayHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]types.MarginRepay, error) {
+	req := e.client.NewGetAccountSpotBorrowRepayHistoryRequest().Currency(asset)
+	if endTime != nil {
+		req.Before(*endTime)
+	}
+	if startTime != nil {
+		req.After(*startTime)
+	}
+
+	resp, err := req.Do(ctx)
+	if err != nil {
+		return nil, err
+	}
+
+	var records []types.MarginRepay
+	for _, r := range resp {
+		switch r.Type {
+		case okexapi.MarginEventTypeManualRepay, okexapi.MarginEventTypeAutoRepay:
+			records = append(records, toGlobalMarginRepay(r))
+		}
+	}
+
+	return records, nil
+}
+
+func (e *Exchange) QueryLiquidationHistory(ctx context.Context, startTime, endTime *time.Time) ([]types.MarginLiquidation, error) {
+	return nil, nil
+}
+
+func (e *Exchange) QueryInterestHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]types.MarginInterest, error) {
+	return nil, nil
+}
+
 /*
 QueryTrades can query trades in last 3 months, there are no time interval limitations, as long as end_time >= start_time.
 okx does not provide an API to query by trade ID, so we use the bill ID to do it. The trades result is ordered by timestamp.

pkg/exchange/okex/okexapi/client_test.go

@@ -2,6 +2,7 @@ package okexapi
 
 import (
 	"context"
+	"encoding/json"
 	"fmt"
 	"os"
 	"strconv"
@@ -429,6 +430,11 @@ func TestClient_Margin(t *testing.T) {
 		if assert.NoError(t, err) {
 			t.Logf("borrow response: %+v", resp)
 
+			positionRiskResp, err2 := client.NewGetAccountPositionRiskRequest().Do(ctx)
+			if assert.NoError(t, err2) {
+				t.Logf("position risk response: %+v", positionRiskResp)
+			}
+
 			time.Sleep(1 * time.Second)
 			repayResp, repayErr := client.NewSpotManualBorrowRepayRequest().
 				Currency("BTC").
@@ -450,4 +456,17 @@ func TestClient_Margin(t *testing.T) {
 			t.Logf("history response: %+v", historyResp)
 		}
 	})
+
+	t.Run("get account positions", func(t *testing.T) {
+		resp, err := client.NewGetAccountPositionsRequest().InstType(InstrumentTypeMargin).Do(ctx)
+		if assert.NoError(t, err) {
+			t.Logf("positions: %+v", resp)
+
+			if len(resp) > 0 {
+				out, err2 := json.MarshalIndent(resp[0], "", "  ")
+				assert.NoError(t, err2)
+				t.Logf("positions: %s", out)
+			}
+		}
+	})
 }

pkg/exchange/okex/okexapi/get_account_config_request.go

@@ -24,19 +24,21 @@ type AccountConfig struct {
 	Label                 string         `json:"label"`
 	Level                 string         `json:"level"`
 	LevelTmp              string         `json:"levelTmp"`
-	LiquidationGear       string         `json:"liquidationGear"`
-	MainUid               string         `json:"mainUid"`
-	MgnIsoMode            string         `json:"mgnIsoMode"`
-	OpAuth                string         `json:"opAuth"`
-	Perm                  string         `json:"perm"`
-	PosMode               string         `json:"posMode"`
-	RoleType              types.StrInt64 `json:"roleType"`
-	SpotBorrowAutoRepay   bool           `json:"spotBorrowAutoRepay"`
-	SpotOffsetType        string         `json:"spotOffsetType"`
-	SpotRoleType          string         `json:"spotRoleType"`
-	SpotTraderInsts       []interface{}  `json:"spotTraderInsts"`
-	TraderInsts           []interface{}  `json:"traderInsts"`
-	Uid                   string         `json:"uid"`
+
+	LiquidationGear types.StrInt64 `json:"liquidationGear"`
+
+	MainUid             string         `json:"mainUid"`
+	MarginIsoMode       string         `json:"mgnIsoMode"`
+	OpAuth              string         `json:"opAuth"`
+	Perm                string         `json:"perm"`
+	PosMode             string         `json:"posMode"`
+	RoleType            types.StrInt64 `json:"roleType"`
+	SpotBorrowAutoRepay bool           `json:"spotBorrowAutoRepay"`
+	SpotOffsetType      string         `json:"spotOffsetType"`
+	SpotRoleType        string         `json:"spotRoleType"`
+	SpotTraderInsts     []interface{}  `json:"spotTraderInsts"`
+	TraderInsts         []interface{}  `json:"traderInsts"`
+	Uid                 string         `json:"uid"`
 }
 
 //go:generate GetRequest -url "/api/v5/account/config" -type GetAccountConfigRequest -responseDataType []AccountConfig

pkg/exchange/okex/okexapi/get_account_position_risk_request.go

@@ -2,38 +2,49 @@ 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 PositionData struct {
+	Currency string `json:"ccy"`
+	InstId   string `json:"instId"`
+	InstType string `json:"instType"`
+
+	MarginMode       MarginMode       `json:"mgnMode"`
+	NotionalCurrency fixedpoint.Value `json:"notionalCcy"`
+	NotionalUsd      fixedpoint.Value `json:"notionalUsd"`
+	Pos              fixedpoint.Value `json:"pos"`
+	PosCurrency      string           `json:"posCcy"`
+	PosId            string           `json:"posId"`
+	PosSide          string           `json:"posSide"`
+
+	BaseBal  fixedpoint.Value `json:"baseBal"`
+	QuoteBal fixedpoint.Value `json:"quoteBal"`
+}
+
+type PositionBalanceData struct {
+	Currency  string           `json:"ccy"`
+	DisEquity fixedpoint.Value `json:"disEq"`
+	Equity    fixedpoint.Value `json:"eq"`
+}
+
 type PositionRiskResponse struct {
-	AdjEq   string `json:"adjEq"`
-	BalData []struct {
-		Ccy   string `json:"ccy"`
-		DisEq string `json:"disEq"`
-		Eq    string `json:"eq"`
-	} `json:"balData"`
-	PosData []struct {
-		BaseBal     string `json:"baseBal"`
-		Ccy         string `json:"ccy"`
-		InstId      string `json:"instId"`
-		InstType    string `json:"instType"`
-		MgnMode     string `json:"mgnMode"`
-		NotionalCcy string `json:"notionalCcy"`
-		NotionalUsd string `json:"notionalUsd"`
-		Pos         string `json:"pos"`
-		PosCcy      string `json:"posCcy"`
-		PosId       string `json:"posId"`
-		PosSide     string `json:"posSide"`
-		QuoteBal    string `json:"quoteBal"`
-	} `json:"posData"`
-	Ts string `json:"ts"`
+	AdjEq   fixedpoint.Value           `json:"adjEq"`
+	BalData []PositionBalanceData      `json:"balData"`
+	PosData []PositionData             `json:"posData"`
+	Ts      types.MillisecondTimestamp `json:"ts"`
 }
 
 //go:generate GetRequest -url "/api/v5/account/account-position-risk" -type GetAccountPositionRiskRequest -responseDataType []PositionRiskResponse
 type GetAccountPositionRiskRequest struct {
 	client requestgen.AuthenticatedAPIClient
+
+	instType *InstrumentType `param:"instType"`
 }
 
 func (c *RestClient) NewGetAccountPositionRiskRequest() *GetAccountPositionRiskRequest {

pkg/exchange/okex/okexapi/get_account_positions_request.go

@@ -0,0 +1,91 @@
+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 Position struct {
+	Adl          fixedpoint.Value `json:"adl"`
+	AvailPos     fixedpoint.Value `json:"availPos"`
+	AvgPx        fixedpoint.Value `json:"avgPx"`
+	BaseBal      fixedpoint.Value `json:"baseBal"`
+	BaseBorrowed fixedpoint.Value `json:"baseBorrowed"`
+	BaseInterest fixedpoint.Value `json:"baseInterest"`
+	BePx         fixedpoint.Value `json:"bePx"`
+	BizRefId     string           `json:"bizRefId"`
+	BizRefType   string           `json:"bizRefType"`
+
+	Ccy                    string           `json:"ccy"`
+	ClSpotInUseAmt         string           `json:"clSpotInUseAmt"`
+	CloseOrderAlgo         []interface{}    `json:"closeOrderAlgo"`
+	DeltaBS                string           `json:"deltaBS"`
+	DeltaPA                string           `json:"deltaPA"`
+	Fee                    fixedpoint.Value `json:"fee"`
+	FundingFee             fixedpoint.Value `json:"fundingFee"`
+	GammaBS                string           `json:"gammaBS"`
+	GammaPA                string           `json:"gammaPA"`
+	IdxPx                  fixedpoint.Value `json:"idxPx"`
+	Imr                    string           `json:"imr"`
+	InstId                 string           `json:"instId"`
+	InstType               string           `json:"instType"`
+	Interest               fixedpoint.Value `json:"interest"`
+	Last                   fixedpoint.Value `json:"last"`
+	Lever                  fixedpoint.Value `json:"lever"`
+	Liab                   fixedpoint.Value `json:"liab"`
+	LiabCcy                string           `json:"liabCcy"`
+	LiqPenalty             string           `json:"liqPenalty"`
+	LiqPx                  fixedpoint.Value `json:"liqPx"`
+	Margin                 fixedpoint.Value `json:"margin"`
+	MarkPx                 fixedpoint.Value `json:"markPx"`
+	MaxSpotInUseAmt        string           `json:"maxSpotInUseAmt"`
+	MgnMode                string           `json:"mgnMode"`
+	MgnRatio               fixedpoint.Value `json:"mgnRatio"`
+	Mmr                    string           `json:"mmr"`
+	NotionalUsd            string           `json:"notionalUsd"`
+	OptVal                 string           `json:"optVal"`
+	PendingCloseOrdLiabVal string           `json:"pendingCloseOrdLiabVal"`
+	Pnl                    fixedpoint.Value `json:"pnl"`
+	Pos                    fixedpoint.Value `json:"pos"`
+	PosCcy                 string           `json:"posCcy"`
+	PosId                  string           `json:"posId"`
+	PosSide                string           `json:"posSide"`
+	QuoteBal               fixedpoint.Value `json:"quoteBal"`
+	QuoteBorrowed          fixedpoint.Value `json:"quoteBorrowed"`
+	QuoteInterest          fixedpoint.Value `json:"quoteInterest"`
+	RealizedPnl            fixedpoint.Value `json:"realizedPnl"`
+	SpotInUseAmt           string           `json:"spotInUseAmt"`
+	SpotInUseCcy           string           `json:"spotInUseCcy"`
+	ThetaBS                string           `json:"thetaBS"`
+	ThetaPA                string           `json:"thetaPA"`
+	TradeId                string           `json:"tradeId"`
+
+	CreationTime types.MillisecondTimestamp `json:"cTime"`
+	UpdatedTime  types.MillisecondTimestamp `json:"uTime"`
+
+	Upl            string           `json:"upl"`
+	UplLastPx      fixedpoint.Value `json:"uplLastPx"`
+	UplRatio       string           `json:"uplRatio"`
+	UplRatioLastPx string           `json:"uplRatioLastPx"`
+	UsdPx          fixedpoint.Value `json:"usdPx"`
+	VegaBS         string           `json:"vegaBS"`
+	VegaPA         string           `json:"vegaPA"`
+}
+
+//go:generate GetRequest -url "/api/v5/account/positions" -type GetAccountPositionsRequest -responseDataType []Position
+type GetAccountPositionsRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	instType *InstrumentType `param:"instType"`
+}
+
+func (c *RestClient) NewGetAccountPositionsRequest() *GetAccountPositionsRequest {
+	return &GetAccountPositionsRequest{
+		client: c,
+	}
+}