exchanges: Okx Update #1420

samuael · 2023-12-11T19:24:18Z

Selam, ወንድሞች.

PR Description

This pull request incorporates modifications for the Okx exchange, encompassing changes to endpoint methods, rate limits, WebSocket subscriptions and handlers, wrapper functions, and conversion methods. Rigorous testing has been conducted on all facets of the functions to ensure their reliability. The code adheres to the GCT style standards, consistent with practices adopted by other exchanges. To enhance code quality, golangci-lint was utilized for linter testing, effectively rectifying a few errors. Furthermore, this implementation includes endpoint methods that the GCT wrapper did not initially support, ensuring compatibility for future use

The PR updated implementations for REST for trading and other endpoint methods, Web-socket streaming, and Trading through the web socket stream.

Fixes # (issue)

Type of change

Please delete options that are not relevant and add an x in [] as the item is complete.

Bug fix (non-breaking change which fixes an issue)
New feature (non-breaking change which adds functionality)
Breaking change (fix or feature that would cause existing functionality to not work as expected)
This change requires a documentation update

How has this been tested

Please describe the tests that you ran to verify your changes. Provide instructions so we can reproduce. Please also list any relevant details for your test configuration and also, consider improving test coverage whilst working on a certain feature or package.

go test ./... -race
golangci-lint run
Test X

Checklist

My code follows the style guidelines of this project
I have performed a self-review of my code
I have commented on my code, particularly in hard-to-understand areas
I have made corresponding changes to the documentation and regenerated documentation via the documentation tool
My changes generate no new warnings
I have added tests that prove my fix is effective or that my feature works
New and existing unit tests pass locally and on Github Actions/AppVeyor with my changes
Any dependent changes have been merged and published in downstream modules

… into okx_update

…s, and endpoints

… into okx_update

shazbert

Just this one pedantic change and nothing more from me.

shazbert · 2025-01-28T22:12:54Z

exchanges/okx/okx_wrapper.go

 func (ok *Okx) marginTypeToString(m margin.Type) string {
-	if (margin.Isolated|margin.NoMargin|margin.SpotIsolated)&m == m {
+	if (allowedMarginTypes)&m == m {


Suggested change

if (allowedMarginTypes)&m == m {

if allowedMarginTypes&m == m {

If one asset is enabled but has no enabled pairs, we should ignore that asset, even for non-pair related subscriptions. That matches the existing code, but wasn't happening in the context of asset.All subscriptions with just one asset in this state. If a user wanted to have non-pair subscriptions, they should use asset.Empty. Would expect other breakages with no pairs enabled, too. Note: No enabled pairs for an enabled asset is a transient issue which can occur due to enableOnePair racing against no available pairs. The second run, available pairs would be populated and enableOnePair would work. This situation could persist due to running with --dry or containerised, though. Fixes: ` Okx websocket: subscription failure, myOrders all : subscription template did not generate the expected number of pair records for spread: Got 1; Expected 0 ` Relates to thrasher-corp#1420

exchanges/okx/helpers.go

gbjk · 2025-01-30T08:10:04Z

exchanges/okx/okx.go

+		return nil, common.ErrEmptyParams
+	}
+	if arg.OrderType != "conditional" {
+		return nil, fmt.Errorf("%w: order type value 'chase' is only supported for chase orders", order.ErrTypeIsInvalid)


I think this error is incorrect; Should be talking about conditional

Should contain the actual order type that's erroring

Not convinced we need to be as verbose as saying what they have to use

Suggested change

return nil, fmt.Errorf("%w: order type value 'chase' is only supported for chase orders", order.ErrTypeIsInvalid)

return nil, fmt.Errorf("%w for TPSL: `%s`, order.ErrTypeIsInvalid, arg.OrderType)

And then the same in Chase and TWAP.

Question: If we have fixed required OrderTypes for these funcs ... why not default the value if not present?

It was just to not edit the value set by the user. I believe it is better to correct them with the error message than to edit the value of the OrderType; That is why I haven't set the OrderType value from inside the function.

Yeah, I wasn't suggesting to edit the value, just to default it if it's not provided.
Entirely optional though. I'll resolve and you can do it if you want.

gbjk · 2025-01-30T08:11:22Z

exchanges/okx/okx.go

+	return ok.PlaceAlgoOrder(ctx, arg)
+}
+
+// TriggerAlgoOrder fetches algo trigger orders for SWAP market types


Should be PlaceTriggerAlgoOrder, shouldn't it?

gbjk · 2025-01-30T08:12:38Z

exchanges/okx/okx.go

 	}
 	if arg.OrderType != "trigger" {
-		return nil, errInvalidOrderType
+		return nil, order.ErrTypeIsInvalid


Should be consistent with the other errors above

gbjk · 2025-01-30T08:14:06Z

exchanges/okx/okx.go

+			return nil, common.ErrEmptyParams
+		}
+		if args[x].AlgoOrderID == "" {
+			return nil, fmt.Errorf("%w, algoId is required", order.ErrOrderIDNotSet)


Should not use json fields in reply to a go user.

Suggested change

return nil, fmt.Errorf("%w, algoId is required", order.ErrOrderIDNotSet)

return nil, fmt.Errorf("%w, AlgoOrderId is required", order.ErrOrderIDNotSet)

Same applies to all other error returns in this file :)

🫡 This comment affects many lines I think

gbjk · 2025-01-30T08:15:21Z

exchanges/okx/okx.go

+	err := ok.SendHTTPRequest(ctx, exchange.RestSpot, rateLimit, http.MethodPost, route, &args, &resp, request.AuthenticatedRequest)
+	if err != nil {
+		if resp != nil && resp.StatusMessage != "" {
+			return nil, fmt.Errorf("%w, SCode: %s, SMsg: %s", err, resp.StatusCode, resp.StatusMessage)


Suggest the terms SCode and SMessage are irrelevant to the user, so switch to legible:

Suggested change

return nil, fmt.Errorf("%w, SCode: %s, SMsg: %s", err, resp.StatusCode, resp.StatusMessage)

return nil, fmt.Errorf("%w, Code: %s, Message: %s", err, resp.StatusCode, resp.StatusMessage)

gbjk · 2025-01-30T08:55:43Z

exchanges/okx/okx.go

+
+// MassCancelOrder cancel all the MMP pending orders of an instrument family.
+// Only applicable to Option in Portfolio Margin mode, and MMP privilege is required
+func (ok *Okx) MassCancelOrder(ctx context.Context, instrumentType, instrumentFamily string, lockInterval int64) (*CancelMMPResponse, error) {


Suggest we need to hide their misleading naming.

Suggested change

func (ok *Okx) MassCancelOrder(ctx context.Context, instrumentType, instrumentFamily string, lockInterval int64) (*CancelMMPResponse, error) {

func (ok *Okx) CancelAllMMPOrders(ctx context.Context, instrumentType, instrumentFamily string, lockInterval int64) (*CancelMMPResponse, error) {

especially since you've done that in the next func

gbjk · 2025-01-30T08:58:04Z

exchanges/okx/okx.go

+// CancelAllMMPOrdersAfterCountdown cancel all MMP pending orders after the countdown timeout.
+// Only applicable to Option in Portfolio Margin mode, and MMP privilege is required
+func (ok *Okx) CancelAllMMPOrdersAfterCountdown(ctx context.Context, timeout int64, orderTag string) (*CancelResponse, error) {


Documentation doesn't seem to agree that this is an MMP endpoint

So I think this is CancelAllDelayed maybe. Or CancelAllAfter as-per-endpoint even.

gbjk · 2025-01-30T09:01:50Z

exchanges/okx/okx.go

+	return resp, ok.SendHTTPRequest(ctx, exchange.RestSpot, getTradeAccountRateLimitEPL, http.MethodGet, "trade/account-rate-limit", nil, &resp, request.AuthenticatedRequest)
+}
+
+// OrderPreCheck precheck the account information before and after placing the order.


precheck => prechecks

But actually outside the context of func naming, this is just "checks" or "returns"

Switched "the order" to "a potential" to make it clear it's not actually placing the order

I'd also suggest that to match Place* funcs, we name this PreCheckOrder.

Suggested change

// OrderPreCheck precheck the account information before and after placing the order.

// OrderPreCheck returns the account information before and after placing a potential order

gbjk · 2025-01-30T09:04:11Z

exchanges/okx/okx.go

-func (ok *Okx) CancelRfq(ctx context.Context, arg CancelRfqRequestParam) (*CancelRfqResponse, error) {
-	if arg.RfqID == "" && arg.ClientRfqID == "" {
-		return nil, errMissingRfqIDAndClientRfqID
+// CancelRFQ Cancel an existing active RFQ that you has previously created


has => have

Implied terms: existing, active and previously created, so we can remove them all

Suggested change

// CancelRFQ Cancel an existing active RFQ that you has previously created

// CancelRFQ cancels an Request for quotation

shazbert

Minor thing I noticed on recent changes

shazbert · 2025-01-30T20:25:44Z

exchanges/okx/okx.go

@@ -836,7 +836,7 @@ func (ok *Okx) CreateRFQ(ctx context.Context, arg *CreateRFQInput) (*RFQResponse
 	return resp, ok.SendHTTPRequest(ctx, exchange.RestSpot, createRFQEPL, http.MethodPost, "rfq/create-rfq", &arg, &resp, request.AuthenticatedRequest)
 }

-// CancelRFQ Cancel an existing active RFQ that you has previously created
+// CancelRFQ cancels an Request for quotation


Suggested change

// CancelRFQ cancels an Request for quotation

// CancelRFQ cancels a request for quotation

gbjk · 2025-01-31T02:26:17Z

exchanges/okx/okx.go

-		arg.PositionSide != positionSideNet {
-		return nil, errors.New("missing valid position side")
+	if !slices.Contains([]string{positionSideLong, positionSideShort, positionSideNet}, arg.PositionSide) {
+		return nil, fmt.Errorf("%w, position side is required", order.ErrSideIsInvalid)


Misleading message, because we possible have a side, it just isn't what you want.
Need to confirm the side that's wrong.

Suggested change

return nil, fmt.Errorf("%w, position side is required", order.ErrSideIsInvalid)

return nil, fmt.Errorf("%w: `%s`", order.ErrSideIsInvalid, arg.PositionSide)

gbjk · 2025-01-31T02:31:22Z

exchanges/okx/helpers.go

+			return []asset.Item{aType}, nil
+		}
+	}
+	return nil, fmt.Errorf("%w: no asset enabled with instrument ID `%v`", asset.ErrNotSupported, instrumentID)


Suggested change

return nil, fmt.Errorf("%w: no asset enabled with instrument ID `%v`", asset.ErrNotSupported, instrumentID)

return nil, fmt.Errorf("%w: no asset enabled with instrument ID `%v`", asset.ErrNotEnabled, instrumentID)

… into okx_update

shazbert

Changes ACK. Thanks!

gloriousCode

~~two small things~~ one small thing 🕊️

gloriousCode · 2025-02-04T00:42:55Z

exchanges/okx/okx_websocket.go

 		if err != nil {
 			return err
 		}
-		myCandle.LowPrice, err = strconv.ParseFloat(candlesData[3], 64)
+		orderDetails[x] = order.Detail{
+			Amount:               resp.Data[x].Size.Float64(),


Please add asset type

gloriousCode

tACK

thrasher-

Thanks for making those changes and nice catch on the last commit 👀

samuael · 2025-02-09T23:48:27Z

Big thanks! Merci beaucoup for merging the PR!

samuael added 29 commits November 7, 2023 23:46

update acccount ratelimits and added missing endpoints

1c049bb

completed mapping missing trade accoung REST endpoints and Rate Limit

5ba4043

added orderbook trading missing REST endpoints

57ebd02

Added few missing endpoints and unit tests

372a0be

Completed grid trading and signal bot trading with unit tests

b448b2d

Added Recurring Buy endpoints and corresponding unit tests

c8ec145

Added copy trading endpoints and unit tests

de333e1

Merge branch 'master' of http://github.com/thrasher-corp/gocryptotrader…

474b7ee

… into okx_update

added newly added block trading and spread endpoints

5e44c1c

completed mapping spread endpoints

b25bca0

Added new endpoints and unit tests

6444789

Merge branch 'master' of http://github.com/thrasher-corp/gocryptotrader…

02581e0

… into okx_update

Added round 1: Okx types and converts update.

29c2901

Update endpoints handling and types update

af5a97b

Merge branch 'master' of http://github.com/thrasher-corp/gocryptotrader…

3112408

… into okx_update

Removed constants, updated unit tests, and updated endpoint methods

9d19df1

Slight endpoint and unit test update

8cbcca1

Added spread and other websocket endpoints and update

716c294

Merge branch 'master' of http://github.com/thrasher-corp/gocryptotrader…

a8e6f43

… into okx_update

completed Spread WS Orderbook handler

770b878

Added missing spread channels and handlers

32a0bce

Adding Bussinss websocket and missing subscriptions, update unit test…

1a7f33c

…s, and endpoints

Added spread endpoints to wrapper and unit tests update

fe3c28e

Merge branch 'master' of http://github.com/thrasher-corp/gocryptotrader…

6a6cd71

… into okx_update

Added missing websocket subscriptions and copy trading endpoints

42a9826

Added missing endpoints and re-organize business websocket handlers

b20386c

Docs update

ddb379d

Endpoints code updates

0bf59bc

Merge branch 'master' of http://github.com/thrasher-corp/gocryptotrader…

7360c8e

… into okx_update

gloriousCode requested a review from a team December 11, 2023 21:08

Merge branch 'master' of http://github.com/thrasher-corp/gocryptotrader…

340aa80

… into okx_update

shazbert requested changes Jan 28, 2025

View reviewed changes

minor fix on if statement

8864f57

gbjk mentioned this pull request Jan 30, 2025

Subscriptions: Fix no enabled pairs for one asset #1792

Open

1 task

gbjk reviewed Jan 30, 2025

View reviewed changes

Update helper functions

64936a8

gbjk reviewed Jan 30, 2025

View reviewed changes

error handling and functions naming update

2fc191f

shazbert requested changes Jan 30, 2025

View reviewed changes

update comment

43955ad

gbjk reviewed Jan 31, 2025

View reviewed changes

samuael added 3 commits January 31, 2025 11:20

minor error return fixes

4258a29

Merge branch 'master' of http://github.com/thrasher-corp/gocryptotrader…

b74b459

… into okx_update

minor unit test fix

57d2e15

shazbert approved these changes Feb 2, 2025

View reviewed changes

gloriousCode self-requested a review February 4, 2025 00:07

gloriousCode requested changes Feb 4, 2025

View reviewed changes

Minor fix on spread websocket orders handling

1366dad

gloriousCode approved these changes Feb 4, 2025

View reviewed changes

samuael added 3 commits February 6, 2025 11:43

codespell fix

96949ca

skip orderbook depth with incomplete price

c7d5199

skip orderbook depth with incomplete price

4b0b891

shazbert added the szrc shazbert review complete label Feb 9, 2025

shazbert requested review from thrasher- and gbjk February 9, 2025 23:38

thrasher- approved these changes Feb 9, 2025

View reviewed changes

thrasher- merged commit 5c89230 into thrasher-corp:master Feb 9, 2025
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exchanges: Okx Update #1420

exchanges: Okx Update #1420

samuael commented Dec 11, 2023

shazbert left a comment

shazbert Jan 28, 2025

gbjk Jan 30, 2025

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samuael commented Feb 9, 2025

	if (allowedMarginTypes)&m == m {
	if allowedMarginTypes&m == m {

	return nil, fmt.Errorf("%w: order type value 'chase' is only supported for chase orders", order.ErrTypeIsInvalid)
	return nil, fmt.Errorf("%w for TPSL: `%s`, order.ErrTypeIsInvalid, arg.OrderType)

	return nil, fmt.Errorf("%w, algoId is required", order.ErrOrderIDNotSet)
	return nil, fmt.Errorf("%w, AlgoOrderId is required", order.ErrOrderIDNotSet)

	return nil, fmt.Errorf("%w, SCode: %s, SMsg: %s", err, resp.StatusCode, resp.StatusMessage)
	return nil, fmt.Errorf("%w, Code: %s, Message: %s", err, resp.StatusCode, resp.StatusMessage)

	func (ok Okx) MassCancelOrder(ctx context.Context, instrumentType, instrumentFamily string, lockInterval int64) (CancelMMPResponse, error) {
	func (ok Okx) CancelAllMMPOrders(ctx context.Context, instrumentType, instrumentFamily string, lockInterval int64) (CancelMMPResponse, error) {

	// OrderPreCheck precheck the account information before and after placing the order.
	// OrderPreCheck returns the account information before and after placing a potential order

	// CancelRFQ Cancel an existing active RFQ that you has previously created
	// CancelRFQ cancels an Request for quotation

	// CancelRFQ cancels an Request for quotation
	// CancelRFQ cancels a request for quotation

	return nil, fmt.Errorf("%w, position side is required", order.ErrSideIsInvalid)
	return nil, fmt.Errorf("%w: `%s`", order.ErrSideIsInvalid, arg.PositionSide)

	return nil, fmt.Errorf("%w: no asset enabled with instrument ID `%v`", asset.ErrNotSupported, instrumentID)
	return nil, fmt.Errorf("%w: no asset enabled with instrument ID `%v`", asset.ErrNotEnabled, instrumentID)

exchanges: Okx Update #1420

exchanges: Okx Update #1420

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samuael commented Dec 11, 2023

PR Description

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How has this been tested

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