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okx: extend BalanceDetail fields
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@c9s
c9s committed Jan 23, 2025
1 parent 06ef3d8 commit 4885f0a
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Showing 4 changed files with 95 additions and 28 deletions.
14 changes: 9 additions & 5 deletions pkg/exchange/okex/convert.go
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Original file line number Diff line number Diff line change
Expand Up @@ -40,11 +40,15 @@ func toGlobalTicker(marketTicker okexapi.MarketTicker) *types.Ticker {

func toGlobalBalance(account *okexapi.Account) types.BalanceMap {
var balanceMap = types.BalanceMap{}
for _, balanceDetail := range account.Details {
balanceMap[balanceDetail.Currency] = types.Balance{
Currency: balanceDetail.Currency,
Available: balanceDetail.CashBalance,
Locked: balanceDetail.Frozen,
for _, detail := range account.Details {

balanceMap[detail.Currency] = types.Balance{
Currency: detail.Currency,
Available: detail.Available,
Locked: detail.FrozenBalance,
Interest: detail.Interest, // accrued interest
Borrowed: detail.Liability.Abs(), // okx liability does not include the accrued interest
NetAsset: detail.Equity,
}
}
return balanceMap
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28 changes: 21 additions & 7 deletions pkg/exchange/okex/exchange.go
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Original file line number Diff line number Diff line change
Expand Up @@ -210,22 +210,28 @@ func (e *Exchange) PlatformFeeCurrency() string {
}

func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
bals, err := e.QueryAccountBalances(ctx)
accounts, err := e.queryAccountBalance(ctx)
if err != nil {
return nil, err
}

if len(accounts) == 0 {
return nil, fmt.Errorf("account balance is empty")
}

balances := toGlobalBalance(&accounts[0])
account := types.NewAccount()
account.UpdateBalances(bals)
account.UpdateBalances(balances)

// for margin account
account.MarginRatio = accounts[0].MarginRatio
account.TotalAccountValue = accounts[0].TotalEquityInUSD

return account, nil
}

func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error) {
if err := queryAccountLimiter.Wait(ctx); err != nil {
return nil, fmt.Errorf("account rate limiter wait error: %w", err)
}

accountBalances, err := e.client.NewGetAccountBalanceRequest().Do(ctx)
accountBalances, err := e.queryAccountBalance(ctx)
if err != nil {
return nil, err
}
Expand All @@ -237,6 +243,14 @@ func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap,
return toGlobalBalance(&accountBalances[0]), nil
}

func (e *Exchange) queryAccountBalance(ctx context.Context) ([]okexapi.Account, error) {
if err := queryAccountLimiter.Wait(ctx); err != nil {
return nil, fmt.Errorf("account rate limiter wait error: %w", err)
}

return e.client.NewGetAccountBalanceRequest().Do(ctx)
}

func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (*types.Order, error) {
orderReq := e.client.NewPlaceOrderRequest()

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23 changes: 15 additions & 8 deletions pkg/exchange/okex/okexapi/client_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -66,15 +66,17 @@ func TestClient_GetMarketTicker(t *testing.T) {
t.Logf("tickers: %+v", tickers)
}

func TestClient_GetAcountInfo(t *testing.T) {
func TestClient_GetAccountBalance(t *testing.T) {
client := getTestClientOrSkip(t)
ctx := context.Background()
req := client.NewGetAccountBalanceRequest()

acct, err := req.Do(ctx)
assert.NoError(t, err)
assert.NotEmpty(t, acct)
t.Logf("acct: %+v", acct)
resp, err := req.Do(ctx)
if assert.NoError(t, err) {
assert.NotEmpty(t, resp)
t.Logf("account balance: %+v", resp[0])
debugJson(t, resp[0])
}
}

func TestClient_GetFundingRateRequest(t *testing.T) {
Expand Down Expand Up @@ -463,10 +465,15 @@ func TestClient_Margin(t *testing.T) {
t.Logf("positions: %+v", resp)

if len(resp) > 0 {
out, err2 := json.MarshalIndent(resp[0], "", " ")
assert.NoError(t, err2)
t.Logf("positions: %s", out)
debugJson(t, resp[0])
}
}
})
}

func debugJson(t *testing.T, a any) {
out, err := json.MarshalIndent(a, "", " ")
if assert.NoError(t, err) {
t.Log(string(out))
}
}
58 changes: 50 additions & 8 deletions pkg/exchange/okex/okexapi/get_account_balance_request.go
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Original file line number Diff line number Diff line change
Expand Up @@ -11,20 +11,62 @@ import (
//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"`
Available fixedpoint.Value `json:"availBal"`
AvailEquity fixedpoint.Value `json:"availEq"`

// BorrowFrozen is Potential borrowing IMR of the account in USD
BorrowFrozen fixedpoint.Value `json:"borrowFroz"`
CashBalance fixedpoint.Value `json:"cashBal"`
Currency string `json:"ccy"`
CrossLiab fixedpoint.Value `json:"crossLiab,omitempty"`
DisEquity fixedpoint.Value `json:"disEq,omitempty"`
Equity fixedpoint.Value `json:"eq,omitempty"`
EquityInUSD fixedpoint.Value `json:"eqUsd"`
SmtSyncEquity fixedpoint.Value `json:"smtSyncEq,omitempty"`
SpotCopyTradingEq fixedpoint.Value `json:"spotCopyTradingEq,omitempty"`

FixedBalance fixedpoint.Value `json:"fixedBal"`
FrozenBalance fixedpoint.Value `json:"frozenBal"`

Imr string `json:"imr,omitempty"`
Interest fixedpoint.Value `json:"interest"`
IsoEquity fixedpoint.Value `json:"isoEq,omitempty"`
IsoLiability fixedpoint.Value `json:"isoLiab,omitempty"`
IsoUpl fixedpoint.Value `json:"isoUpl,omitempty"`
Liability fixedpoint.Value `json:"liab,omitempty"`
MaxLoan fixedpoint.Value `json:"maxLoan,omitempty"`
MgnRatio fixedpoint.Value `json:"mgnRatio,omitempty"`
Mmr string `json:"mmr,omitempty"`
NotionalLever string `json:"notionalLever"`

// OrderFrozen is margin frozen for open orders
OrderFrozen fixedpoint.Value `json:"ordFrozen"`
Frozen fixedpoint.Value `json:"frozenBal"`
Equity fixedpoint.Value `json:"eq"`
EquityInUSD fixedpoint.Value `json:"eqUsd"`
RewardBal fixedpoint.Value `json:"rewardBal,omitempty"`
SpotInUseAmt fixedpoint.Value `json:"spotInUseAmt,omitempty"`
ClSpotInUseAmt fixedpoint.Value `json:"clSpotInUseAmt,omitempty"`
MaxSpotInUse fixedpoint.Value `json:"maxSpotInUse,omitempty"`
SpotIsoBal fixedpoint.Value `json:"spotIsoBal,omitempty"`
StgyEquity fixedpoint.Value `json:"stgyEq"`
Twap string `json:"twap,omitempty"`
UpdateTime types.MillisecondTimestamp `json:"uTime"`
UnrealizedProfitAndLoss fixedpoint.Value `json:"upl"`
UplLiab fixedpoint.Value `json:"uplLiab"`
SpotBal fixedpoint.Value `json:"spotBal"`
OpenAvgPx fixedpoint.Value `json:"openAvgPx,omitempty"`
AccAvgPx fixedpoint.Value `json:"accAvgPx,omitempty"`
SpotUpl fixedpoint.Value `json:"spotUpl,omitempty"`
SpotUplRatio fixedpoint.Value `json:"spotUplRatio,omitempty"`
TotalPnl fixedpoint.Value `json:"totalPnl,omitempty"`
TotalPnlRatio fixedpoint.Value `json:"totalPnlRatio,omitempty"`
}

type Account struct {
TotalEquityInUSD fixedpoint.Value `json:"totalEq"`
UpdateTime types.MillisecondTimestamp `json:"uTime"`
TotalEquityInUSD fixedpoint.Value `json:"totalEq,omitempty"`
AdjustEquity fixedpoint.Value `json:"adjEq,omitempty"`
UpdateTime types.MillisecondTimestamp `json:"uTime,omitempty"`
MarginRatio fixedpoint.Value `json:"mgnRatio,omitempty"`
NotionalUsd fixedpoint.Value `json:"notionalUsd,omitempty"`
UnrealizedPnl fixedpoint.Value `json:"upl,omitempty"`
Details []BalanceDetail `json:"details"`
}

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