mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-13 07:46:54 +08:00
tinkle-community
@@ -1,490 +0,0 @@
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package trader
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import (
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"bytes"
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"crypto/hmac"
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"crypto/sha256"
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"encoding/base64"
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"encoding/json"
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"fmt"
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"io"
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"log"
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"net/http"
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"strconv"
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"strings"
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"sync"
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"time"
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)
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// OKXTrader OKX USDT 永續合約交易器
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type OKXTrader struct {
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apiKey string
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secretKey string
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passphrase string
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baseURL string
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httpClient *http.Client
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testnet bool
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// 餘額緩存
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cachedBalance map[string]interface{}
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balanceCacheTime time.Time
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balanceCacheMutex sync.RWMutex
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// 持倉緩存
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cachedPositions []map[string]interface{}
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positionsCacheTime time.Time
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positionsCacheMutex sync.RWMutex
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// 緩存有效期（15秒）
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cacheDuration time.Duration
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}
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// NewOKXTrader 創建 OKX 交易器
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func NewOKXTrader(apiKey, secretKey, passphrase string, testnet bool) *OKXTrader {
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baseURL := "https://www.okx.com"
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trader := &OKXTrader{
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apiKey: apiKey,
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secretKey: secretKey,
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passphrase: passphrase,
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baseURL: baseURL,
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testnet: testnet,
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httpClient: &http.Client{Timeout: 30 * time.Second},
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cacheDuration: 15 * time.Second,
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}
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log.Printf("🟠 [OKX] 交易器已初始化 (testnet=%v)", testnet)
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return trader
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}
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// sign 生成 OKX API v5 簽名
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// 簽名算法：Base64(HMAC-SHA256(timestamp + method + requestPath + body, SecretKey))
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func (t *OKXTrader) sign(timestamp, method, requestPath, body string) string {
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// 構建待簽名字符串：timestamp + method + requestPath + body
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message := timestamp + method + requestPath + body
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// HMAC-SHA256 簽名
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h := hmac.New(sha256.New, []byte(t.secretKey))
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h.Write([]byte(message))
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signature := base64.StdEncoding.EncodeToString(h.Sum(nil))
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return signature
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}
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// request 發送 HTTP 請求到 OKX API
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func (t *OKXTrader) request(method, path string, params map[string]interface{}) (map[string]interface{}, error) {
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// 生成 ISO 8601 時間戳（含毫秒）
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timestamp := time.Now().UTC().Format("2006-01-02T15:04:05.000Z")
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// 構建請求體
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var bodyBytes []byte
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var bodyStr string
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if params != nil && len(params) > 0 {
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var err error
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bodyBytes, err = json.Marshal(params)
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if err != nil {
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return nil, fmt.Errorf("序列化請求體失敗: %w", err)
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}
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bodyStr = string(bodyBytes)
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} else {
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bodyStr = ""
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}
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// 構建完整 URL
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url := t.baseURL + path
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// 生成簽名
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signature := t.sign(timestamp, method, path, bodyStr)
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// 創建請求
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var req *http.Request
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var err error
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if bodyStr != "" {
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req, err = http.NewRequest(method, url, bytes.NewBuffer(bodyBytes))
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} else {
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req, err = http.NewRequest(method, url, nil)
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}
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if err != nil {
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return nil, fmt.Errorf("創建請求失敗: %w", err)
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}
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// 設置請求頭
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req.Header.Set("Content-Type", "application/json")
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req.Header.Set("OK-ACCESS-KEY", t.apiKey)
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req.Header.Set("OK-ACCESS-SIGN", signature)
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req.Header.Set("OK-ACCESS-TIMESTAMP", timestamp)
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req.Header.Set("OK-ACCESS-PASSPHRASE", t.passphrase)
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// Demo 交易模式
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if t.testnet {
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req.Header.Set("x-simulated-trading", "1")
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}
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// 發送請求
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resp, err := t.httpClient.Do(req)
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if err != nil {
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return nil, fmt.Errorf("發送請求失敗: %w", err)
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}
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defer resp.Body.Close()
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// 讀取響應
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respBody, err := io.ReadAll(resp.Body)
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if err != nil {
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return nil, fmt.Errorf("讀取響應失敗: %w", err)
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}
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// 解析 JSON
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var result map[string]interface{}
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if err := json.Unmarshal(respBody, &result); err != nil {
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return nil, fmt.Errorf("解析響應失敗: %w, body: %s", err, string(respBody))
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}
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// 檢查錯誤
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if code, ok := result["code"].(string); ok && code != "0" {
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msg := result["msg"].(string)
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return nil, fmt.Errorf("OKX API 錯誤 [%s]: %s", code, msg)
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}
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return result, nil
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}
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// GetBalance 獲取賬戶餘額
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func (t *OKXTrader) GetBalance() (map[string]interface{}, error) {
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// 檢查緩存
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t.balanceCacheMutex.RLock()
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if t.cachedBalance != nil && time.Since(t.balanceCacheTime) < t.cacheDuration {
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balance := t.cachedBalance
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t.balanceCacheMutex.RUnlock()
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log.Printf("✓ 使用緩存的賬戶餘額（緩存時間: %.1f秒前）", time.Since(t.balanceCacheTime).Seconds())
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return balance, nil
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}
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t.balanceCacheMutex.RUnlock()
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// 調用 API：GET /api/v5/account/balance
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log.Printf("🔄 緩存過期，正在調用 OKX API 獲取賬戶餘額...")
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result, err := t.request("GET", "/api/v5/account/balance", nil)
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if err != nil {
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return nil, fmt.Errorf("獲取 OKX 餘額失敗: %w", err)
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}
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// 解析響應
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data, ok := result["data"].([]interface{})
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if !ok || len(data) == 0 {
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return nil, fmt.Errorf("OKX API 返回數據格式錯誤")
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}
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accountData := data[0].(map[string]interface{})
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details := accountData["details"].([]interface{})
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// 計算 USDT 餘額
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var totalEq, availEq, upl float64
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for _, detail := range details {
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d := detail.(map[string]interface{})
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if d["ccy"].(string) == "USDT" {
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totalEq, _ = strconv.ParseFloat(d["eq"].(string), 64)
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availEq, _ = strconv.ParseFloat(d["availEq"].(string), 64)
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uplStr, ok := d["upl"].(string)
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if ok {
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upl, _ = strconv.ParseFloat(uplStr, 64)
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}
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break
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}
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}
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balance := map[string]interface{}{
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"totalWalletBalance": totalEq,
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"availableBalance": availEq,
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"totalUnrealizedProfit": upl,
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"wallet_balance": totalEq,
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"available_balance": availEq,
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"unrealized_profit": upl,
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"balance": totalEq,
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}
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// 更新緩存
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t.balanceCacheMutex.Lock()
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t.cachedBalance = balance
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t.balanceCacheTime = time.Now()
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t.balanceCacheMutex.Unlock()
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log.Printf("✓ OKX API 返回: 總餘額=%.2f, 可用=%.2f, 未實現盈虧=%.2f",
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totalEq, availEq, upl)
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return balance, nil
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}
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// GetPositions 獲取所有持倉
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func (t *OKXTrader) GetPositions() ([]map[string]interface{}, error) {
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// 檢查緩存
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t.positionsCacheMutex.RLock()
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if t.cachedPositions != nil && time.Since(t.positionsCacheTime) < t.cacheDuration {
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positions := t.cachedPositions
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t.positionsCacheMutex.RUnlock()
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return positions, nil
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}
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t.positionsCacheMutex.RUnlock()
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// 調用 API：GET /api/v5/account/positions
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result, err := t.request("GET", "/api/v5/account/positions", nil)
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if err != nil {
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return nil, fmt.Errorf("獲取 OKX 持倉失敗: %w", err)
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}
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// 解析響應
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data, ok := result["data"].([]interface{})
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if !ok {
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return nil, fmt.Errorf("OKX API 返回數據格式錯誤")
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}
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positions := make([]map[string]interface{}, 0)
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for _, item := range data {
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pos := item.(map[string]interface{})
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// 跳過空倉位
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posStr := pos["pos"].(string)
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if posStr == "0" {
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continue
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}
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// 解析數據
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quantity, _ := strconv.ParseFloat(posStr, 64)
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entryPrice, _ := strconv.ParseFloat(pos["avgPx"].(string), 64)
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markPrice, _ := strconv.ParseFloat(pos["markPx"].(string), 64)
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upl, _ := strconv.ParseFloat(pos["upl"].(string), 64)
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leverage, _ := strconv.ParseFloat(pos["lever"].(string), 64)
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liqPx, _ := strconv.ParseFloat(pos["liqPx"].(string), 64)
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// 計算保證金
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notionalUsd, _ := strconv.ParseFloat(pos["notionalUsd"].(string), 64)
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marginUsed := notionalUsd / leverage
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// 計算盈虧百分比
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uplPct := 0.0
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if entryPrice > 0 {
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uplPct = (upl / (quantity * entryPrice)) * 100
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}
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// 處理方向
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side := "long"
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if pos["posSide"].(string) == "short" {
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side = "short"
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quantity = -quantity // 空倉顯示負數
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}
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// 標準化 symbol：BTC-USDT-SWAP → BTCUSDT
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instId := pos["instId"].(string)
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symbol := strings.ReplaceAll(strings.ReplaceAll(instId, "-USDT-SWAP", ""), "-", "")
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position := map[string]interface{}{
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"symbol": symbol,
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"side": side,
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"entry_price": entryPrice,
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"mark_price": markPrice,
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"quantity": quantity,
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"leverage": int(leverage),
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"unrealized_pnl": upl,
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"unrealized_pnl_pct": uplPct,
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"liquidation_price": liqPx,
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"margin_used": marginUsed,
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}
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positions = append(positions, position)
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}
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// 更新緩存
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t.positionsCacheMutex.Lock()
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t.cachedPositions = positions
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t.positionsCacheTime = time.Now()
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t.positionsCacheMutex.Unlock()
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return positions, nil
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}
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// formatSymbol 將 symbol 轉換為 OKX 格式
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// BTCUSDT → BTC-USDT-SWAP
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func (t *OKXTrader) formatSymbol(symbol string) string {
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// 移除 USDT 後綴，然後加上 -USDT-SWAP
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base := strings.TrimSuffix(strings.ToUpper(symbol), "USDT")
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return base + "-USDT-SWAP"
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}
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// OpenLong 開多倉
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func (t *OKXTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
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return t.placeOrder(symbol, "buy", "long", quantity, leverage)
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}
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// OpenShort 開空倉
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func (t *OKXTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
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return t.placeOrder(symbol, "sell", "short", quantity, leverage)
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}
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// CloseLong 平多倉
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func (t *OKXTrader) CloseLong(symbol string, quantity float64) (map[string]interface{}, error) {
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return t.placeOrder(symbol, "sell", "long", quantity, 0)
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}
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// CloseShort 平空倉
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func (t *OKXTrader) CloseShort(symbol string, quantity float64) (map[string]interface{}, error) {
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return t.placeOrder(symbol, "buy", "short", quantity, 0)
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}
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// placeOrder 下單核心邏輯
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func (t *OKXTrader) placeOrder(symbol, side, posSide string, quantity float64, leverage int) (map[string]interface{}, error) {
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instId := t.formatSymbol(symbol)
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// 如果指定了槓桿，先設置槓桿
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if leverage > 0 {
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if err := t.SetLeverage(symbol, leverage); err != nil {
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log.Printf("⚠️ 設置槓桿失敗: %v", err)
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}
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}
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// 構建訂單參數
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params := map[string]interface{}{
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"instId": instId,
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"tdMode": "cross", // 全倉模式
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"side": side, // buy/sell
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"posSide": posSide, // long/short
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"ordType": "market", // 市價單
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"sz": fmt.Sprintf("%f", quantity),
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}
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log.Printf("🟠 [OKX] 下單: %s %s %s, 數量=%.4f", instId, side, posSide, quantity)
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// 調用 API：POST /api/v5/trade/order
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result, err := t.request("POST", "/api/v5/trade/order", params)
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if err != nil {
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return nil, fmt.Errorf("OKX 下單失敗: %w", err)
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}
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// 清除緩存
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t.clearCache()
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return result, nil
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}
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// SetLeverage 設置槓桿
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func (t *OKXTrader) SetLeverage(symbol string, leverage int) error {
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instId := t.formatSymbol(symbol)
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params := map[string]interface{}{
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"instId": instId,
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"lever": strconv.Itoa(leverage),
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"mgnMode": "cross", // 全倉模式
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}
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log.Printf("🟠 [OKX] 設置槓桿: %s, 槓桿=%d", instId, leverage)
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_, err := t.request("POST", "/api/v5/account/set-leverage", params)
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if err != nil {
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// OKX 如果槓桿已經是目標值會返回錯誤，但可以忽略
|
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if strings.Contains(err.Error(), "Leverage not modified") {
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log.Printf(" ✓ 槓桿已是目標值")
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return nil
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}
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return fmt.Errorf("設置槓桿失敗: %w", err)
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}
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log.Printf(" ✓ 槓桿設置成功")
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return nil
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}
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|
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// SetMarginMode 設置倉位模式（全倉/逐倉）
|
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func (t *OKXTrader) SetMarginMode(symbol string, isCrossMargin bool) error {
|
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// OKX 的保證金模式在下單時指定（tdMode: cross/isolated）
|
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// 這裡僅記錄日誌
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mode := "isolated"
|
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if isCrossMargin {
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mode = "cross"
|
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}
|
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log.Printf("🟠 [OKX] 保證金模式: %s (在下單時指定)", mode)
|
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return nil
|
||||
}
|
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|
||||
// GetMarketPrice 獲取市場價格
|
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func (t *OKXTrader) GetMarketPrice(symbol string) (float64, error) {
|
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instId := t.formatSymbol(symbol)
|
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|
||||
// 調用 API：GET /api/v5/market/ticker?instId=BTC-USDT-SWAP
|
||||
path := fmt.Sprintf("/api/v5/market/ticker?instId=%s", instId)
|
||||
result, err := t.request("GET", path, nil)
|
||||
if err != nil {
|
||||
return 0, fmt.Errorf("獲取市場價格失敗: %w", err)
|
||||
}
|
||||
|
||||
// 解析響應
|
||||
data, ok := result["data"].([]interface{})
|
||||
if !ok || len(data) == 0 {
|
||||
return 0, fmt.Errorf("OKX API 返回數據格式錯誤")
|
||||
}
|
||||
|
||||
ticker := data[0].(map[string]interface{})
|
||||
priceStr := ticker["last"].(string)
|
||||
price, err := strconv.ParseFloat(priceStr, 64)
|
||||
if err != nil {
|
||||
return 0, fmt.Errorf("解析價格失敗: %w", err)
|
||||
}
|
||||
|
||||
return price, nil
|
||||
}
|
||||
|
||||
// SetStopLoss 設置止損單
|
||||
func (t *OKXTrader) SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error {
|
||||
log.Printf("🟠 [OKX] 設置止損: %s %s, 止損價=%.2f", symbol, positionSide, stopPrice)
|
||||
// TODO: 實現止損邏輯
|
||||
return fmt.Errorf("OKX 止損功能尚未實現")
|
||||
}
|
||||
|
||||
// SetTakeProfit 設置止盈單
|
||||
func (t *OKXTrader) SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error {
|
||||
log.Printf("🟠 [OKX] 設置止盈: %s %s, 止盈價=%.2f", symbol, positionSide, takeProfitPrice)
|
||||
// TODO: 實現止盈邏輯
|
||||
return fmt.Errorf("OKX 止盈功能尚未實現")
|
||||
}
|
||||
|
||||
// CancelStopLossOrders 取消止損單
|
||||
func (t *OKXTrader) CancelStopLossOrders(symbol string) error {
|
||||
log.Printf("🟠 [OKX] 取消止損單: %s", symbol)
|
||||
// TODO: 實現取消止損邏輯
|
||||
return nil
|
||||
}
|
||||
|
||||
// CancelTakeProfitOrders 取消止盈單
|
||||
func (t *OKXTrader) CancelTakeProfitOrders(symbol string) error {
|
||||
log.Printf("🟠 [OKX] 取消止盈單: %s", symbol)
|
||||
// TODO: 實現取消止盈邏輯
|
||||
return nil
|
||||
}
|
||||
|
||||
// CancelAllOrders 取消所有掛單
|
||||
func (t *OKXTrader) CancelAllOrders(symbol string) error {
|
||||
instId := t.formatSymbol(symbol)
|
||||
log.Printf("🟠 [OKX] 取消所有掛單: %s", instId)
|
||||
// TODO: 實現取消所有訂單邏輯
|
||||
return nil
|
||||
}
|
||||
|
||||
// CancelStopOrders 取消止盈止損單
|
||||
func (t *OKXTrader) CancelStopOrders(symbol string) error {
|
||||
log.Printf("🟠 [OKX] 取消止盈止損單: %s", symbol)
|
||||
// TODO: 實現取消止盈止損邏輯
|
||||
return nil
|
||||
}
|
||||
|
||||
// FormatQuantity 格式化數量到正確的精度
|
||||
func (t *OKXTrader) FormatQuantity(symbol string, quantity float64) (string, error) {
|
||||
// OKX 通常使用合約數量（contracts），不同幣種精度不同
|
||||
// 這裡暫時返回標準格式
|
||||
return fmt.Sprintf("%.4f", quantity), nil
|
||||
}
|
||||
|
||||
// clearCache 清除緩存
|
||||
func (t *OKXTrader) clearCache() {
|
||||
t.balanceCacheMutex.Lock()
|
||||
t.cachedBalance = nil
|
||||
t.balanceCacheMutex.Unlock()
|
||||
|
||||
t.positionsCacheMutex.Lock()
|
||||
t.cachedPositions = nil
|
||||
t.positionsCacheMutex.Unlock()
|
||||
}
|
||||
Reference in New Issue
Block a user