mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-14 00:07:01 +08:00
feat: add xyz dex balance calculation, market data providers, and UI improvements
- Fix xyz dex balance calculation (use marginSummary for isolated margin) - Add Alpaca provider for US stocks market data - Add TwelveData provider for forex & metals market data - Add Hyperliquid kline provider - Centralize API keys in config system - Add builder fee for order routing - Improve chart UI with compact design - Fix position history fee display precision - Add comprehensive balance calculation tests
This commit is contained in:
tinkle-community
171
provider/alpaca/kline.go
Normal file
171
provider/alpaca/kline.go
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@@ -0,0 +1,171 @@
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package alpaca
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import (
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"context"
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"encoding/json"
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"fmt"
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"io"
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"net/http"
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"net/url"
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"nofx/config"
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"time"
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)
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const (
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DataAPIURL = "https://data.alpaca.markets/v2"
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)
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// Bar represents a single OHLCV bar from Alpaca
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type Bar struct {
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Timestamp time.Time `json:"t"`
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Open float64 `json:"o"`
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High float64 `json:"h"`
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Low float64 `json:"l"`
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Close float64 `json:"c"`
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Volume uint64 `json:"v"`
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TradeCount uint64 `json:"n"`
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VWAP float64 `json:"vw"`
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}
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// BarsResponse represents the response from Alpaca bars API
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type BarsResponse struct {
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Bars []Bar `json:"bars"`
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Symbol string `json:"symbol"`
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NextPageToken string `json:"next_page_token"`
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}
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// Client is the Alpaca API client
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type Client struct {
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apiKey string
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secretKey string
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client *http.Client
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}
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// NewClient creates a new Alpaca client from config
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func NewClient() *Client {
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cfg := config.Get()
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return &Client{
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apiKey: cfg.AlpacaAPIKey,
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secretKey: cfg.AlpacaSecretKey,
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client: &http.Client{
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Timeout: 30 * time.Second,
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},
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}
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}
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// NewClientWithKeys creates a new Alpaca client with provided keys
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func NewClientWithKeys(apiKey, secretKey string) *Client {
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return &Client{
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apiKey: apiKey,
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secretKey: secretKey,
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client: &http.Client{
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Timeout: 30 * time.Second,
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},
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}
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}
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// GetBars fetches historical bars for a symbol
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// timeframe: 1Min, 5Min, 15Min, 30Min, 1Hour, 4Hour, 1Day, 1Week, 1Month
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func (c *Client) GetBars(ctx context.Context, symbol string, timeframe string, limit int) ([]Bar, error) {
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if c.apiKey == "" || c.secretKey == "" {
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return nil, fmt.Errorf("alpaca API keys not configured")
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}
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// Build URL
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endpoint := fmt.Sprintf("%s/stocks/%s/bars", DataAPIURL, symbol)
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params := url.Values{}
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params.Set("timeframe", timeframe)
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params.Set("limit", fmt.Sprintf("%d", limit))
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params.Set("adjustment", "raw")
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params.Set("feed", "iex") // Use IEX feed (free tier)
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// Set time range: last 30 days for intraday, last 2 years for daily
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now := time.Now()
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var start time.Time
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switch timeframe {
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case "1Day", "1Week", "1Month":
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start = now.AddDate(-2, 0, 0) // 2 years back
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default:
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start = now.AddDate(0, 0, -30) // 30 days back for intraday
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}
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params.Set("start", start.Format(time.RFC3339))
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params.Set("end", now.Format(time.RFC3339))
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fullURL := endpoint + "?" + params.Encode()
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// Create request
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req, err := http.NewRequestWithContext(ctx, "GET", fullURL, nil)
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if err != nil {
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return nil, fmt.Errorf("failed to create request: %w", err)
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}
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// Set auth headers
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req.Header.Set("APCA-API-KEY-ID", c.apiKey)
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req.Header.Set("APCA-API-SECRET-KEY", c.secretKey)
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// Execute request
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resp, err := c.client.Do(req)
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if err != nil {
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return nil, fmt.Errorf("failed to execute request: %w", err)
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}
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defer resp.Body.Close()
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// Read response
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body, err := io.ReadAll(resp.Body)
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if err != nil {
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return nil, fmt.Errorf("failed to read response: %w", err)
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}
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// Check status code
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if resp.StatusCode != http.StatusOK {
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return nil, fmt.Errorf("alpaca API error (status %d): %s", resp.StatusCode, string(body))
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}
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// Parse response
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var result BarsResponse
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if err := json.Unmarshal(body, &result); err != nil {
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return nil, fmt.Errorf("failed to parse response: %w", err)
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}
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return result.Bars, nil
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}
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// MapTimeframe maps common timeframe strings to Alpaca format
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func MapTimeframe(interval string) string {
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switch interval {
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case "1m":
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return "1Min"
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case "3m":
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return "1Min" // Alpaca doesn't have 3m, use 1m
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case "5m":
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return "5Min"
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case "10m":
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return "15Min" // Alpaca doesn't have 10m, use 15m
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case "15m":
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return "15Min"
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case "30m":
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return "30Min"
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case "1h":
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return "1Hour"
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case "2h":
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return "1Hour" // Alpaca doesn't have 2h, use 1h
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case "4h":
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return "4Hour"
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case "6h":
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return "4Hour" // Alpaca doesn't have 6h, use 4h
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case "8h":
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return "4Hour" // Alpaca doesn't have 8h, use 4h
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case "12h":
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return "4Hour" // Alpaca doesn't have 12h, use 4h
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case "1d":
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return "1Day"
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case "3d":
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return "1Day" // Alpaca doesn't have 3d, use 1d
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case "1w":
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return "1Week"
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case "1M":
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return "1Month"
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default:
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return "5Min" // Default to 5 minutes
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}
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}
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35
provider/alpaca/kline_test.go
Normal file
35
provider/alpaca/kline_test.go
Normal file
@@ -0,0 +1,35 @@
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package alpaca
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import (
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"context"
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"fmt"
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"testing"
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)
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func TestGetBars(t *testing.T) {
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client := NewClient()
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resp, err := client.GetBars(context.TODO(), "AAPL", "1Day", 5)
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if err != nil {
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t.Fatal(err)
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}
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t.Log("=== AAPL 日线数据 (Alpaca IEX feed) ===")
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for i, bar := range resp {
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t.Logf("\n[%d] 时间: %s", i, bar.Timestamp.Format("2006-01-02 15:04:05"))
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t.Logf(" Open: %.2f", bar.Open)
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t.Logf(" High: %.2f", bar.High)
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t.Logf(" Low: %.2f", bar.Low)
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t.Logf(" Close: %.2f", bar.Close)
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t.Logf(" Volume: %d (股数)", bar.Volume)
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t.Logf(" TradeCount: %d (成交笔数)", bar.TradeCount)
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t.Logf(" VWAP: %.2f (成交量加权平均价)", bar.VWAP)
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// 计算成交额
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quoteVolume := float64(bar.Volume) * bar.Close
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t.Logf(" 成交额: %.2f USD (Volume × Close)", quoteVolume)
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}
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fmt.Printf("\n⚠️ 注意：IEX feed 只包含 IEX 交易所的数据，不是完整市场数据\n")
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fmt.Printf("完整市场数据需要使用 SIP feed（付费）\n")
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}
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@@ -3,6 +3,7 @@ package coinank_api
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import (
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"context"
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"encoding/json"
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"fmt"
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"nofx/provider/coinank/coinank_enum"
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"testing"
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"time"
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@@ -19,3 +20,34 @@ func TestKline(t *testing.T) {
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}
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t.Logf("%s", res)
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}
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func TestKlineDaily(t *testing.T) {
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resp, err := Kline(context.TODO(), "BTCUSDT", coinank_enum.Binance, time.Now().UnixMilli(), coinank_enum.To, 5, coinank_enum.Day1)
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if err != nil {
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t.Fatal(err)
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}
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t.Log("=== BTCUSDT 日线 K线数据 (coinank_api 免费接口) ===")
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for i, k := range resp {
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startTime := time.UnixMilli(k.StartTime).Format("2006-01-02 15:04:05")
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t.Logf("\n[%d] 时间: %s", i, startTime)
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t.Logf(" Open: %.2f", k.Open)
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t.Logf(" High: %.2f", k.High)
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t.Logf(" Low: %.2f", k.Low)
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t.Logf(" Close: %.2f", k.Close)
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t.Logf(" Volume: %.4f (k[6])", k.Volume)
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t.Logf(" Quantity: %.4f (k[7])", k.Quantity)
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t.Logf(" Count: %.0f (k[8])", k.Count)
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// 计算验证
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if k.Close > 0 && k.Volume > 0 {
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t.Logf(" --- 验证 ---")
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t.Logf(" Volume × Close = %.2f", k.Volume*k.Close)
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t.Logf(" Quantity / Close = %.4f", k.Quantity/k.Close)
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}
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}
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// 打印原始 JSON
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res, _ := json.MarshalIndent(resp, "", " ")
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fmt.Printf("\n原始 JSON:\n%s\n", res)
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}
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@@ -3,6 +3,7 @@ package coinank
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import (
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"context"
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"encoding/json"
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"fmt"
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"nofx/provider/coinank/coinank_enum"
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"testing"
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"time"
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@@ -20,3 +21,36 @@ func TestKline(t *testing.T) {
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}
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t.Logf("%s", res)
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}
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func TestKlineDaily(t *testing.T) {
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client := NewCoinankClient(coinank_enum.MainUrl, TestApikey)
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resp, err := client.Kline(context.TODO(), "BTCUSDT", coinank_enum.Binance, 0, time.Now().UnixMilli(), 5, coinank_enum.Day1)
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if err != nil {
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t.Fatal(err)
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}
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t.Log("=== BTCUSDT 日线 K线数据 ===")
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for i, k := range resp {
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startTime := time.UnixMilli(k.StartTime).Format("2006-01-02 15:04:05")
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t.Logf("\n[%d] 时间: %s", i, startTime)
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t.Logf(" Open: %.2f", k.Open)
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t.Logf(" High: %.2f", k.High)
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t.Logf(" Low: %.2f", k.Low)
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t.Logf(" Close: %.2f", k.Close)
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t.Logf(" Volume: %.2f (k[6])", k.Volume)
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t.Logf(" Quantity: %.2f (k[7])", k.Quantity)
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t.Logf(" Count: %.0f (k[8])", k.Count)
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// 计算验证
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if k.Close > 0 {
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calcQuote := k.Volume * k.Close
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t.Logf(" --- 验证 ---")
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t.Logf(" Volume × Close = %.2f", calcQuote)
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t.Logf(" Quantity / Close = %.2f", k.Quantity/k.Close)
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}
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}
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// 打印原始 JSON
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res, _ := json.MarshalIndent(resp, "", " ")
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fmt.Printf("\n原始 JSON:\n%s\n", res)
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}
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414
provider/hyperliquid/kline.go
Normal file
414
provider/hyperliquid/kline.go
Normal file
@@ -0,0 +1,414 @@
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package hyperliquid
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import (
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"bytes"
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"context"
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"encoding/json"
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"fmt"
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"io"
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"net/http"
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"strings"
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"time"
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)
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const (
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MainnetAPIURL = "https://api.hyperliquid.xyz/info"
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TestnetAPIURL = "https://api.hyperliquid-testnet.xyz/info"
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)
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// Candle represents a single OHLCV candle from Hyperliquid
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type Candle struct {
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OpenTime int64 `json:"t"` // Open time in milliseconds
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CloseTime int64 `json:"T"` // Close time in milliseconds
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Symbol string `json:"s"` // Coin symbol
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Interval string `json:"i"` // Interval
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Open string `json:"o"` // Open price
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High string `json:"h"` // High price
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Low string `json:"l"` // Low price
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Close string `json:"c"` // Close price
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Volume string `json:"v"` // Volume in base unit
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TradeCount int `json:"n"` // Number of trades
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}
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// CandleRequest represents the request for candleSnapshot
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type CandleRequest struct {
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Type string `json:"type"`
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Req CandleRequestBody `json:"req"`
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}
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// CandleRequestBody represents the body of candleSnapshot request
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type CandleRequestBody struct {
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Coin string `json:"coin"`
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Interval string `json:"interval"`
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StartTime int64 `json:"startTime"`
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EndTime int64 `json:"endTime"`
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}
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// Client is the Hyperliquid API client
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type Client struct {
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apiURL string
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client *http.Client
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}
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// NewClient creates a new Hyperliquid client for mainnet
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func NewClient() *Client {
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return &Client{
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apiURL: MainnetAPIURL,
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client: &http.Client{
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Timeout: 30 * time.Second,
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},
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}
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}
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// NewTestnetClient creates a new Hyperliquid client for testnet
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func NewTestnetClient() *Client {
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return &Client{
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apiURL: TestnetAPIURL,
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client: &http.Client{
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Timeout: 30 * time.Second,
|
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},
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}
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}
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// GetCandles fetches historical candlestick data for a symbol
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// coin: symbol name (e.g., "BTC", "TSLA", "AAPL", "xyz:TSLA")
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// interval: "1m", "5m", "15m", "1h", "4h", "1d"
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// limit: number of candles to fetch (max 5000)
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func (c *Client) GetCandles(ctx context.Context, coin string, interval string, limit int) ([]Candle, error) {
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// Format coin name for API (stock perps need xyz: prefix)
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coin = FormatCoinForAPI(coin)
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// Calculate time range based on interval and limit
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now := time.Now()
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endTime := now.UnixMilli()
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// Calculate start time based on interval
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intervalDuration := getIntervalDuration(interval)
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startTime := now.Add(-intervalDuration * time.Duration(limit)).UnixMilli()
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// Build request
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reqBody := CandleRequest{
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Type: "candleSnapshot",
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Req: CandleRequestBody{
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Coin: coin,
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Interval: interval,
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StartTime: startTime,
|
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EndTime: endTime,
|
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},
|
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}
|
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|
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jsonBody, err := json.Marshal(reqBody)
|
||||
if err != nil {
|
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return nil, fmt.Errorf("failed to marshal request: %w", err)
|
||||
}
|
||||
|
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// Create request
|
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req, err := http.NewRequestWithContext(ctx, "POST", c.apiURL, bytes.NewBuffer(jsonBody))
|
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if err != nil {
|
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return nil, fmt.Errorf("failed to create request: %w", err)
|
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}
|
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req.Header.Set("Content-Type", "application/json")
|
||||
|
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// Execute request
|
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resp, err := c.client.Do(req)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to execute request: %w", err)
|
||||
}
|
||||
defer resp.Body.Close()
|
||||
|
||||
// Read response
|
||||
body, err := io.ReadAll(resp.Body)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to read response: %w", err)
|
||||
}
|
||||
|
||||
// Check status code
|
||||
if resp.StatusCode != http.StatusOK {
|
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return nil, fmt.Errorf("hyperliquid API error (status %d): %s", resp.StatusCode, string(body))
|
||||
}
|
||||
|
||||
// Parse response
|
||||
var candles []Candle
|
||||
if err := json.Unmarshal(body, &candles); err != nil {
|
||||
return nil, fmt.Errorf("failed to parse response: %w (body: %s)", err, string(body))
|
||||
}
|
||||
|
||||
return candles, nil
|
||||
}
|
||||
|
||||
// GetAllMids fetches current mid prices for all assets (default perp dex)
|
||||
func (c *Client) GetAllMids(ctx context.Context) (map[string]string, error) {
|
||||
return c.GetAllMidsWithDex(ctx, "")
|
||||
}
|
||||
|
||||
// GetAllMidsXYZ fetches current mid prices for xyz dex (stocks, forex, commodities)
|
||||
func (c *Client) GetAllMidsXYZ(ctx context.Context) (map[string]string, error) {
|
||||
return c.GetAllMidsWithDex(ctx, XYZDex)
|
||||
}
|
||||
|
||||
// GetAllMidsWithDex fetches current mid prices for a specific dex
|
||||
func (c *Client) GetAllMidsWithDex(ctx context.Context, dex string) (map[string]string, error) {
|
||||
reqBody := map[string]string{"type": "allMids"}
|
||||
if dex != "" {
|
||||
reqBody["dex"] = dex
|
||||
}
|
||||
jsonBody, err := json.Marshal(reqBody)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to marshal request: %w", err)
|
||||
}
|
||||
|
||||
req, err := http.NewRequestWithContext(ctx, "POST", c.apiURL, bytes.NewBuffer(jsonBody))
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to create request: %w", err)
|
||||
}
|
||||
req.Header.Set("Content-Type", "application/json")
|
||||
|
||||
resp, err := c.client.Do(req)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to execute request: %w", err)
|
||||
}
|
||||
defer resp.Body.Close()
|
||||
|
||||
body, err := io.ReadAll(resp.Body)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to read response: %w", err)
|
||||
}
|
||||
|
||||
if resp.StatusCode != http.StatusOK {
|
||||
return nil, fmt.Errorf("hyperliquid API error (status %d): %s", resp.StatusCode, string(body))
|
||||
}
|
||||
|
||||
var mids map[string]string
|
||||
if err := json.Unmarshal(body, &mids); err != nil {
|
||||
return nil, fmt.Errorf("failed to parse response: %w", err)
|
||||
}
|
||||
|
||||
return mids, nil
|
||||
}
|
||||
|
||||
// GetMeta fetches metadata for all perpetual assets
|
||||
func (c *Client) GetMeta(ctx context.Context) (*Meta, error) {
|
||||
reqBody := map[string]string{"type": "meta"}
|
||||
jsonBody, err := json.Marshal(reqBody)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to marshal request: %w", err)
|
||||
}
|
||||
|
||||
req, err := http.NewRequestWithContext(ctx, "POST", c.apiURL, bytes.NewBuffer(jsonBody))
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to create request: %w", err)
|
||||
}
|
||||
req.Header.Set("Content-Type", "application/json")
|
||||
|
||||
resp, err := c.client.Do(req)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to execute request: %w", err)
|
||||
}
|
||||
defer resp.Body.Close()
|
||||
|
||||
body, err := io.ReadAll(resp.Body)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to read response: %w", err)
|
||||
}
|
||||
|
||||
if resp.StatusCode != http.StatusOK {
|
||||
return nil, fmt.Errorf("hyperliquid API error (status %d): %s", resp.StatusCode, string(body))
|
||||
}
|
||||
|
||||
var meta Meta
|
||||
if err := json.Unmarshal(body, &meta); err != nil {
|
||||
return nil, fmt.Errorf("failed to parse response: %w", err)
|
||||
}
|
||||
|
||||
return &meta, nil
|
||||
}
|
||||
|
||||
// Meta represents the metadata response
|
||||
type Meta struct {
|
||||
Universe []AssetInfo `json:"universe"`
|
||||
}
|
||||
|
||||
// AssetInfo represents information about a single asset
|
||||
type AssetInfo struct {
|
||||
Name string `json:"name"`
|
||||
SzDecimals int `json:"szDecimals"`
|
||||
MaxLeverage int `json:"maxLeverage"`
|
||||
}
|
||||
|
||||
// NormalizeCoin normalizes coin name for Hyperliquid API
|
||||
// Examples:
|
||||
// - "BTCUSDT" -> "BTC"
|
||||
// - "TSLA-USDC" -> "TSLA"
|
||||
// - "xyz:TSLA" -> "TSLA"
|
||||
// - "BTC" -> "BTC"
|
||||
func NormalizeCoin(symbol string) string {
|
||||
return NormalizeCoinBase(symbol)
|
||||
}
|
||||
|
||||
// MapTimeframe maps common timeframe strings to Hyperliquid format
|
||||
func MapTimeframe(interval string) string {
|
||||
switch interval {
|
||||
case "1m":
|
||||
return "1m"
|
||||
case "3m":
|
||||
return "5m" // Hyperliquid doesn't have 3m, use 5m
|
||||
case "5m":
|
||||
return "5m"
|
||||
case "15m":
|
||||
return "15m"
|
||||
case "30m":
|
||||
return "30m"
|
||||
case "1h":
|
||||
return "1h"
|
||||
case "2h":
|
||||
return "1h" // Hyperliquid doesn't have 2h, use 1h
|
||||
case "4h":
|
||||
return "4h"
|
||||
case "6h":
|
||||
return "4h" // Hyperliquid doesn't have 6h, use 4h
|
||||
case "8h":
|
||||
return "8h"
|
||||
case "12h":
|
||||
return "12h"
|
||||
case "1d":
|
||||
return "1d"
|
||||
case "3d":
|
||||
return "1d" // Hyperliquid doesn't have 3d, use 1d
|
||||
case "1w":
|
||||
return "1w"
|
||||
case "1M":
|
||||
return "1M"
|
||||
default:
|
||||
return "5m" // Default to 5 minutes
|
||||
}
|
||||
}
|
||||
|
||||
// getIntervalDuration returns the duration for a given interval
|
||||
func getIntervalDuration(interval string) time.Duration {
|
||||
switch interval {
|
||||
case "1m":
|
||||
return time.Minute
|
||||
case "5m":
|
||||
return 5 * time.Minute
|
||||
case "15m":
|
||||
return 15 * time.Minute
|
||||
case "30m":
|
||||
return 30 * time.Minute
|
||||
case "1h":
|
||||
return time.Hour
|
||||
case "4h":
|
||||
return 4 * time.Hour
|
||||
case "8h":
|
||||
return 8 * time.Hour
|
||||
case "12h":
|
||||
return 12 * time.Hour
|
||||
case "1d":
|
||||
return 24 * time.Hour
|
||||
case "1w":
|
||||
return 7 * 24 * time.Hour
|
||||
case "1M":
|
||||
return 30 * 24 * time.Hour
|
||||
default:
|
||||
return 5 * time.Minute
|
||||
}
|
||||
}
|
||||
|
||||
// XYZ Dex name for stock perps, forex, and commodities
|
||||
const XYZDex = "xyz"
|
||||
|
||||
// Stock perps symbols available on Hyperliquid xyz dex
|
||||
// Use xyz:SYMBOL format when calling the API
|
||||
var StockPerpsSymbols = []string{
|
||||
"TSLA", // Tesla
|
||||
"AAPL", // Apple
|
||||
"NVDA", // Nvidia
|
||||
"MSFT", // Microsoft
|
||||
"META", // Meta
|
||||
"AMZN", // Amazon
|
||||
"GOOGL", // Alphabet
|
||||
"AMD", // AMD
|
||||
"COIN", // Coinbase
|
||||
"NFLX", // Netflix
|
||||
"PLTR", // Palantir
|
||||
"HOOD", // Robinhood
|
||||
"INTC", // Intel
|
||||
"MSTR", // MicroStrategy
|
||||
"TSM", // TSMC
|
||||
"ORCL", // Oracle
|
||||
"MU", // Micron
|
||||
"RIVN", // Rivian
|
||||
"COST", // Costco
|
||||
"LLY", // Eli Lilly
|
||||
"CRCL", // Circle (new)
|
||||
"SKHX", // Skyward (new)
|
||||
"SNDK", // Sandisk (new)
|
||||
}
|
||||
|
||||
// Forex and commodities on xyz dex
|
||||
var XYZOtherSymbols = []string{
|
||||
"GOLD", // Gold
|
||||
"SILVER", // Silver
|
||||
"EUR", // EUR/USD
|
||||
"JPY", // USD/JPY
|
||||
"XYZ100", // Index
|
||||
}
|
||||
|
||||
// IsStockPerp checks if a symbol is a stock perpetual
|
||||
func IsStockPerp(symbol string) bool {
|
||||
coin := NormalizeCoinBase(symbol)
|
||||
for _, s := range StockPerpsSymbols {
|
||||
if s == coin {
|
||||
return true
|
||||
}
|
||||
}
|
||||
return false
|
||||
}
|
||||
|
||||
// IsXYZAsset checks if a symbol is on the xyz dex (stocks, forex, commodities)
|
||||
func IsXYZAsset(symbol string) bool {
|
||||
coin := NormalizeCoinBase(symbol)
|
||||
// Check stock perps
|
||||
for _, s := range StockPerpsSymbols {
|
||||
if s == coin {
|
||||
return true
|
||||
}
|
||||
}
|
||||
// Check other xyz assets
|
||||
for _, s := range XYZOtherSymbols {
|
||||
if s == coin {
|
||||
return true
|
||||
}
|
||||
}
|
||||
return false
|
||||
}
|
||||
|
||||
// NormalizeCoinBase removes common suffixes to get base symbol
|
||||
func NormalizeCoinBase(symbol string) string {
|
||||
// Remove xyz: prefix if present
|
||||
if strings.HasPrefix(symbol, "xyz:") {
|
||||
return strings.TrimPrefix(symbol, "xyz:")
|
||||
}
|
||||
// Remove -USDC suffix
|
||||
if strings.HasSuffix(symbol, "-USDC") {
|
||||
return strings.TrimSuffix(symbol, "-USDC")
|
||||
}
|
||||
// Remove USDT suffix
|
||||
if strings.HasSuffix(symbol, "USDT") {
|
||||
return strings.TrimSuffix(symbol, "USDT")
|
||||
}
|
||||
// Remove USD suffix
|
||||
if strings.HasSuffix(symbol, "USD") {
|
||||
return strings.TrimSuffix(symbol, "USD")
|
||||
}
|
||||
return symbol
|
||||
}
|
||||
|
||||
// FormatCoinForAPI formats the coin name for Hyperliquid API
|
||||
// Stock perps need xyz:SYMBOL format, crypto uses plain symbol
|
||||
func FormatCoinForAPI(symbol string) string {
|
||||
base := NormalizeCoinBase(symbol)
|
||||
if IsXYZAsset(base) {
|
||||
return "xyz:" + base
|
||||
}
|
||||
return base
|
||||
}
|
||||
219
provider/hyperliquid/kline_test.go
Normal file
219
provider/hyperliquid/kline_test.go
Normal file
@@ -0,0 +1,219 @@
|
||||
package hyperliquid
|
||||
|
||||
import (
|
||||
"context"
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"testing"
|
||||
"time"
|
||||
)
|
||||
|
||||
func TestGetCandles_BTC(t *testing.T) {
|
||||
client := NewClient()
|
||||
|
||||
candles, err := client.GetCandles(context.TODO(), "BTC", "1d", 5)
|
||||
if err != nil {
|
||||
t.Fatal(err)
|
||||
}
|
||||
|
||||
t.Log("=== BTC 日线数据 (Hyperliquid) ===")
|
||||
for i, c := range candles {
|
||||
openTime := time.UnixMilli(c.OpenTime).Format("2006-01-02 15:04:05")
|
||||
t.Logf("\n[%d] 时间: %s", i, openTime)
|
||||
t.Logf(" Symbol: %s", c.Symbol)
|
||||
t.Logf(" Interval: %s", c.Interval)
|
||||
t.Logf(" Open: %s", c.Open)
|
||||
t.Logf(" High: %s", c.High)
|
||||
t.Logf(" Low: %s", c.Low)
|
||||
t.Logf(" Close: %s", c.Close)
|
||||
t.Logf(" Volume: %s", c.Volume)
|
||||
t.Logf(" TradeCount: %d", c.TradeCount)
|
||||
}
|
||||
|
||||
// 打印原始 JSON
|
||||
res, _ := json.MarshalIndent(candles, "", " ")
|
||||
fmt.Printf("\n原始 JSON:\n%s\n", res)
|
||||
}
|
||||
|
||||
func TestGetCandles_TSLA(t *testing.T) {
|
||||
client := NewClient()
|
||||
|
||||
// 测试股票永续合约 - 使用 xyz dex
|
||||
candles, err := client.GetCandles(context.TODO(), "TSLA", "1d", 5)
|
||||
if err != nil {
|
||||
t.Fatal(err)
|
||||
}
|
||||
|
||||
t.Log("=== TSLA 日线数据 (Hyperliquid xyz dex) ===")
|
||||
for i, c := range candles {
|
||||
openTime := time.UnixMilli(c.OpenTime).Format("2006-01-02 15:04:05")
|
||||
t.Logf("\n[%d] 时间: %s", i, openTime)
|
||||
t.Logf(" Symbol: %s", c.Symbol)
|
||||
t.Logf(" Interval: %s", c.Interval)
|
||||
t.Logf(" Open: %s", c.Open)
|
||||
t.Logf(" High: %s", c.High)
|
||||
t.Logf(" Low: %s", c.Low)
|
||||
t.Logf(" Close: %s", c.Close)
|
||||
t.Logf(" Volume: %s", c.Volume)
|
||||
t.Logf(" TradeCount: %d", c.TradeCount)
|
||||
}
|
||||
|
||||
// 打印原始 JSON
|
||||
res, _ := json.MarshalIndent(candles, "", " ")
|
||||
fmt.Printf("\n原始 JSON:\n%s\n", res)
|
||||
}
|
||||
|
||||
func TestGetCandles_StockPerps(t *testing.T) {
|
||||
client := NewClient()
|
||||
|
||||
// 测试多个股票永续合约 (xyz dex)
|
||||
symbols := []string{"TSLA", "NVDA", "AAPL", "MSFT"}
|
||||
|
||||
for _, symbol := range symbols {
|
||||
t.Logf("\n=== %s 日线数据 ===", symbol)
|
||||
candles, err := client.GetCandles(context.TODO(), symbol, "1d", 3)
|
||||
if err != nil {
|
||||
t.Errorf("%s 获取失败: %v", symbol, err)
|
||||
continue
|
||||
}
|
||||
|
||||
if len(candles) == 0 {
|
||||
t.Logf("%s: 无数据", symbol)
|
||||
continue
|
||||
}
|
||||
|
||||
latest := candles[len(candles)-1]
|
||||
openTime := time.UnixMilli(latest.OpenTime).Format("2006-01-02")
|
||||
t.Logf("%s 最新: %s Open=%s High=%s Low=%s Close=%s Vol=%s",
|
||||
symbol, openTime, latest.Open, latest.High, latest.Low, latest.Close, latest.Volume)
|
||||
}
|
||||
}
|
||||
|
||||
func TestGetAllMids(t *testing.T) {
|
||||
client := NewClient()
|
||||
|
||||
mids, err := client.GetAllMids(context.TODO())
|
||||
if err != nil {
|
||||
t.Fatal(err)
|
||||
}
|
||||
|
||||
t.Log("=== 加密货币资产中间价 (默认 dex) ===")
|
||||
|
||||
// 显示一些主要加密货币资产
|
||||
cryptoAssets := []string{"BTC", "ETH", "SOL", "DOGE", "XRP"}
|
||||
for _, asset := range cryptoAssets {
|
||||
if mid, ok := mids[asset]; ok {
|
||||
t.Logf("%s: %s", asset, mid)
|
||||
} else {
|
||||
t.Logf("%s: 不存在", asset)
|
||||
}
|
||||
}
|
||||
|
||||
t.Logf("\n总共 %d 个加密货币交易对", len(mids))
|
||||
}
|
||||
|
||||
func TestGetAllMidsXYZ(t *testing.T) {
|
||||
client := NewClient()
|
||||
|
||||
mids, err := client.GetAllMidsXYZ(context.TODO())
|
||||
if err != nil {
|
||||
t.Fatal(err)
|
||||
}
|
||||
|
||||
t.Log("=== xyz dex 资产中间价 (股票、外汇、大宗商品) ===")
|
||||
|
||||
// 显示所有 xyz dex 资产
|
||||
for symbol, mid := range mids {
|
||||
t.Logf("%s: %s", symbol, mid)
|
||||
}
|
||||
|
||||
t.Logf("\n总共 %d 个 xyz dex 交易对", len(mids))
|
||||
}
|
||||
|
||||
func TestGetMeta(t *testing.T) {
|
||||
client := NewClient()
|
||||
|
||||
meta, err := client.GetMeta(context.TODO())
|
||||
if err != nil {
|
||||
t.Fatal(err)
|
||||
}
|
||||
|
||||
t.Log("=== 资产元数据 ===")
|
||||
t.Logf("总共 %d 个资产", len(meta.Universe))
|
||||
|
||||
// 显示股票永续合约
|
||||
t.Log("\n股票永续合约:")
|
||||
for _, asset := range meta.Universe {
|
||||
if IsStockPerp(asset.Name) {
|
||||
t.Logf(" %s: szDecimals=%d, maxLeverage=%d", asset.Name, asset.SzDecimals, asset.MaxLeverage)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
func TestNormalizeCoin(t *testing.T) {
|
||||
tests := []struct {
|
||||
input string
|
||||
expected string
|
||||
}{
|
||||
{"BTC", "BTC"},
|
||||
{"BTCUSDT", "BTC"},
|
||||
{"BTCUSD", "BTC"},
|
||||
{"TSLA-USDC", "TSLA"},
|
||||
{"AAPL-USDC", "AAPL"},
|
||||
{"ETH", "ETH"},
|
||||
{"ETHUSDT", "ETH"},
|
||||
}
|
||||
|
||||
for _, tt := range tests {
|
||||
result := NormalizeCoin(tt.input)
|
||||
if result != tt.expected {
|
||||
t.Errorf("NormalizeCoin(%s) = %s, expected %s", tt.input, result, tt.expected)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
func TestIsStockPerp(t *testing.T) {
|
||||
tests := []struct {
|
||||
symbol string
|
||||
expected bool
|
||||
}{
|
||||
{"TSLA", true},
|
||||
{"TSLA-USDC", true},
|
||||
{"xyz:TSLA", true},
|
||||
{"AAPL", true},
|
||||
{"BTC", false},
|
||||
{"BTCUSDT", false},
|
||||
{"ETH", false},
|
||||
}
|
||||
|
||||
for _, tt := range tests {
|
||||
result := IsStockPerp(tt.symbol)
|
||||
if result != tt.expected {
|
||||
t.Errorf("IsStockPerp(%s) = %v, expected %v", tt.symbol, result, tt.expected)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
func TestFormatCoinForAPI(t *testing.T) {
|
||||
tests := []struct {
|
||||
input string
|
||||
expected string
|
||||
}{
|
||||
{"BTC", "BTC"},
|
||||
{"BTCUSDT", "BTC"},
|
||||
{"ETH", "ETH"},
|
||||
{"TSLA", "xyz:TSLA"},
|
||||
{"TSLA-USDC", "xyz:TSLA"},
|
||||
{"xyz:TSLA", "xyz:TSLA"},
|
||||
{"NVDA", "xyz:NVDA"},
|
||||
{"GOLD", "xyz:GOLD"},
|
||||
{"EUR", "xyz:EUR"},
|
||||
}
|
||||
|
||||
for _, tt := range tests {
|
||||
result := FormatCoinForAPI(tt.input)
|
||||
if result != tt.expected {
|
||||
t.Errorf("FormatCoinForAPI(%s) = %s, expected %s", tt.input, result, tt.expected)
|
||||
}
|
||||
}
|
||||
}
|
||||
271
provider/twelvedata/kline.go
Normal file
271
provider/twelvedata/kline.go
Normal file
@@ -0,0 +1,271 @@
|
||||
package twelvedata
|
||||
|
||||
import (
|
||||
"context"
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"io"
|
||||
"net/http"
|
||||
"net/url"
|
||||
"nofx/config"
|
||||
"strconv"
|
||||
"time"
|
||||
)
|
||||
|
||||
const (
|
||||
BaseURL = "https://api.twelvedata.com"
|
||||
)
|
||||
|
||||
// Bar represents a single OHLCV bar from Twelve Data
|
||||
type Bar struct {
|
||||
Datetime string `json:"datetime"`
|
||||
Open string `json:"open"`
|
||||
High string `json:"high"`
|
||||
Low string `json:"low"`
|
||||
Close string `json:"close"`
|
||||
Volume string `json:"volume,omitempty"`
|
||||
}
|
||||
|
||||
// TimeSeriesResponse represents the response from Twelve Data time_series API
|
||||
type TimeSeriesResponse struct {
|
||||
Meta Meta `json:"meta"`
|
||||
Values []Bar `json:"values"`
|
||||
Status string `json:"status"`
|
||||
Code int `json:"code,omitempty"`
|
||||
Message string `json:"message,omitempty"`
|
||||
}
|
||||
|
||||
// Meta contains metadata about the time series
|
||||
type Meta struct {
|
||||
Symbol string `json:"symbol"`
|
||||
Interval string `json:"interval"`
|
||||
CurrencyBase string `json:"currency_base,omitempty"`
|
||||
CurrencyQuote string `json:"currency_quote,omitempty"`
|
||||
Type string `json:"type,omitempty"`
|
||||
Exchange string `json:"exchange,omitempty"`
|
||||
ExchangeTimezone string `json:"exchange_timezone,omitempty"`
|
||||
}
|
||||
|
||||
// QuoteResponse represents the response from Twelve Data quote API
|
||||
type QuoteResponse struct {
|
||||
Symbol string `json:"symbol"`
|
||||
Name string `json:"name"`
|
||||
Exchange string `json:"exchange"`
|
||||
Open string `json:"open"`
|
||||
High string `json:"high"`
|
||||
Low string `json:"low"`
|
||||
Close string `json:"close"`
|
||||
PreviousClose string `json:"previous_close"`
|
||||
Volume string `json:"volume,omitempty"`
|
||||
Change string `json:"change"`
|
||||
PercentChange string `json:"percent_change"`
|
||||
AverageVolume string `json:"average_volume,omitempty"`
|
||||
FiftyTwoWeekHigh string `json:"fifty_two_week_high,omitempty"`
|
||||
FiftyTwoWeekLow string `json:"fifty_two_week_low,omitempty"`
|
||||
Datetime string `json:"datetime"`
|
||||
Status string `json:"status,omitempty"`
|
||||
Code int `json:"code,omitempty"`
|
||||
Message string `json:"message,omitempty"`
|
||||
}
|
||||
|
||||
// Client is the Twelve Data API client
|
||||
type Client struct {
|
||||
apiKey string
|
||||
client *http.Client
|
||||
}
|
||||
|
||||
// NewClient creates a new Twelve Data client from config
|
||||
func NewClient() *Client {
|
||||
return &Client{
|
||||
apiKey: config.Get().TwelveDataKey,
|
||||
client: &http.Client{
|
||||
Timeout: 30 * time.Second,
|
||||
},
|
||||
}
|
||||
}
|
||||
|
||||
// NewClientWithKey creates a new Twelve Data client with provided key
|
||||
func NewClientWithKey(apiKey string) *Client {
|
||||
return &Client{
|
||||
apiKey: apiKey,
|
||||
client: &http.Client{
|
||||
Timeout: 30 * time.Second,
|
||||
},
|
||||
}
|
||||
}
|
||||
|
||||
// GetTimeSeries fetches historical bars for a symbol
|
||||
// interval: 1min, 5min, 15min, 30min, 45min, 1h, 2h, 4h, 1day, 1week, 1month
|
||||
func (c *Client) GetTimeSeries(ctx context.Context, symbol string, interval string, limit int) (*TimeSeriesResponse, error) {
|
||||
if c.apiKey == "" {
|
||||
return nil, fmt.Errorf("twelve data API key not configured")
|
||||
}
|
||||
|
||||
// Build URL
|
||||
endpoint := fmt.Sprintf("%s/time_series", BaseURL)
|
||||
params := url.Values{}
|
||||
params.Set("symbol", symbol)
|
||||
params.Set("interval", interval)
|
||||
params.Set("outputsize", fmt.Sprintf("%d", limit))
|
||||
params.Set("apikey", c.apiKey)
|
||||
|
||||
fullURL := endpoint + "?" + params.Encode()
|
||||
|
||||
// Create request
|
||||
req, err := http.NewRequestWithContext(ctx, "GET", fullURL, nil)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to create request: %w", err)
|
||||
}
|
||||
|
||||
// Execute request
|
||||
resp, err := c.client.Do(req)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to execute request: %w", err)
|
||||
}
|
||||
defer resp.Body.Close()
|
||||
|
||||
// Read response
|
||||
body, err := io.ReadAll(resp.Body)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to read response: %w", err)
|
||||
}
|
||||
|
||||
// Parse response
|
||||
var result TimeSeriesResponse
|
||||
if err := json.Unmarshal(body, &result); err != nil {
|
||||
return nil, fmt.Errorf("failed to parse response: %w", err)
|
||||
}
|
||||
|
||||
// Check for API errors
|
||||
if result.Status == "error" {
|
||||
return nil, fmt.Errorf("twelve data API error: %s", result.Message)
|
||||
}
|
||||
|
||||
return &result, nil
|
||||
}
|
||||
|
||||
// GetQuote fetches real-time quote for a symbol
|
||||
func (c *Client) GetQuote(ctx context.Context, symbol string) (*QuoteResponse, error) {
|
||||
if c.apiKey == "" {
|
||||
return nil, fmt.Errorf("twelve data API key not configured")
|
||||
}
|
||||
|
||||
// Build URL
|
||||
endpoint := fmt.Sprintf("%s/quote", BaseURL)
|
||||
params := url.Values{}
|
||||
params.Set("symbol", symbol)
|
||||
params.Set("apikey", c.apiKey)
|
||||
|
||||
fullURL := endpoint + "?" + params.Encode()
|
||||
|
||||
// Create request
|
||||
req, err := http.NewRequestWithContext(ctx, "GET", fullURL, nil)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to create request: %w", err)
|
||||
}
|
||||
|
||||
// Execute request
|
||||
resp, err := c.client.Do(req)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to execute request: %w", err)
|
||||
}
|
||||
defer resp.Body.Close()
|
||||
|
||||
// Read response
|
||||
body, err := io.ReadAll(resp.Body)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to read response: %w", err)
|
||||
}
|
||||
|
||||
// Parse response
|
||||
var result QuoteResponse
|
||||
if err := json.Unmarshal(body, &result); err != nil {
|
||||
return nil, fmt.Errorf("failed to parse response: %w", err)
|
||||
}
|
||||
|
||||
// Check for API errors
|
||||
if result.Status == "error" {
|
||||
return nil, fmt.Errorf("twelve data API error: %s", result.Message)
|
||||
}
|
||||
|
||||
return &result, nil
|
||||
}
|
||||
|
||||
// MapTimeframe maps common timeframe strings to Twelve Data format
|
||||
func MapTimeframe(interval string) string {
|
||||
switch interval {
|
||||
case "1m":
|
||||
return "1min"
|
||||
case "3m":
|
||||
return "5min" // Twelve Data doesn't have 3m, use 5m
|
||||
case "5m":
|
||||
return "5min"
|
||||
case "10m":
|
||||
return "15min" // Twelve Data doesn't have 10m, use 15m
|
||||
case "15m":
|
||||
return "15min"
|
||||
case "30m":
|
||||
return "30min"
|
||||
case "1h":
|
||||
return "1h"
|
||||
case "2h":
|
||||
return "2h"
|
||||
case "4h":
|
||||
return "4h"
|
||||
case "6h":
|
||||
return "4h" // Twelve Data doesn't have 6h, use 4h
|
||||
case "8h":
|
||||
return "4h" // Twelve Data doesn't have 8h, use 4h
|
||||
case "12h":
|
||||
return "4h" // Twelve Data doesn't have 12h, use 4h
|
||||
case "1d":
|
||||
return "1day"
|
||||
case "3d":
|
||||
return "1day" // Twelve Data doesn't have 3d, use 1d
|
||||
case "1w":
|
||||
return "1week"
|
||||
case "1M":
|
||||
return "1month"
|
||||
default:
|
||||
return "5min" // Default to 5 minutes
|
||||
}
|
||||
}
|
||||
|
||||
// ParseBar converts a Twelve Data bar to numeric values
|
||||
func ParseBar(bar Bar) (open, high, low, close, volume float64, timestamp int64, err error) {
|
||||
open, err = strconv.ParseFloat(bar.Open, 64)
|
||||
if err != nil {
|
||||
return 0, 0, 0, 0, 0, 0, fmt.Errorf("failed to parse open: %w", err)
|
||||
}
|
||||
high, err = strconv.ParseFloat(bar.High, 64)
|
||||
if err != nil {
|
||||
return 0, 0, 0, 0, 0, 0, fmt.Errorf("failed to parse high: %w", err)
|
||||
}
|
||||
low, err = strconv.ParseFloat(bar.Low, 64)
|
||||
if err != nil {
|
||||
return 0, 0, 0, 0, 0, 0, fmt.Errorf("failed to parse low: %w", err)
|
||||
}
|
||||
close, err = strconv.ParseFloat(bar.Close, 64)
|
||||
if err != nil {
|
||||
return 0, 0, 0, 0, 0, 0, fmt.Errorf("failed to parse close: %w", err)
|
||||
}
|
||||
|
||||
// Volume might be empty for forex
|
||||
if bar.Volume != "" {
|
||||
volume, _ = strconv.ParseFloat(bar.Volume, 64)
|
||||
}
|
||||
|
||||
// Parse datetime - format is "2024-01-15 09:30:00" or "2024-01-15"
|
||||
var t time.Time
|
||||
if len(bar.Datetime) > 10 {
|
||||
t, err = time.Parse("2006-01-02 15:04:05", bar.Datetime)
|
||||
} else {
|
||||
t, err = time.Parse("2006-01-02", bar.Datetime)
|
||||
}
|
||||
if err != nil {
|
||||
return 0, 0, 0, 0, 0, 0, fmt.Errorf("failed to parse datetime: %w", err)
|
||||
}
|
||||
timestamp = t.UnixMilli()
|
||||
|
||||
return open, high, low, close, volume, timestamp, nil
|
||||
}
|
||||
Reference in New Issue
Block a user