Merge pull request #1892 from c9s/c9s/okx/margin

IMPROVE: [okx] add / improve okx margin api

pkg/exchange/okex/exchange.go

@@ -6,6 +6,7 @@ import (
 	"os"
 	"regexp"
 	"strconv"
+	"strings"
 	"time"
 
 	"github.com/pkg/errors"
@@ -224,7 +225,7 @@ func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap,
 		return nil, fmt.Errorf("account rate limiter wait error: %w", err)
 	}
 
-	accountBalances, err := e.client.NewGetAccountInfoRequest().Do(ctx)
+	accountBalances, err := e.client.NewGetAccountBalanceRequest().Do(ctx)
 	if err != nil {
 		return nil, err
 	}
@@ -560,6 +561,59 @@ func (e *Exchange) QueryClosedOrders(
 	return types.SortOrdersAscending(orders), nil
 }
 
+func (e *Exchange) RepayMarginAsset(ctx context.Context, asset string, amount fixedpoint.Value) error {
+	req := e.client.NewSpotManualBorrowRepayRequest()
+	req.Currency(strings.ToUpper(asset))
+	req.Amount(amount.String())
+	req.Side(okexapi.MarginSideRepay)
+	resp, err := req.Do(ctx)
+	if err != nil {
+		return err
+	}
+
+	log.Infof("spot repay response: %+v", resp)
+	return nil
+}
+
+func (e *Exchange) BorrowMarginAsset(ctx context.Context, asset string, amount fixedpoint.Value) error {
+	req := e.client.NewSpotManualBorrowRepayRequest()
+	req.Currency(strings.ToUpper(asset))
+	req.Amount(amount.String())
+	req.Side(okexapi.MarginSideBorrow)
+
+	resp, err := req.Do(ctx)
+	if err != nil {
+		return err
+	}
+
+	log.Infof("spot borrow response: %+v", resp)
+	return nil
+}
+
+func (e *Exchange) QueryMarginAssetMaxBorrowable(ctx context.Context, asset string) (fixedpoint.Value, error) {
+	req := e.client.NewGetAccountInterestLimitsRequest()
+	req.Currency(asset)
+
+	resp, err := req.Do(ctx)
+	if err != nil {
+		return fixedpoint.Zero, err
+	}
+
+	log.Infof("%+v", resp)
+
+	if len(resp) == 0 || len(resp[0].Records) == 0 {
+		return fixedpoint.Zero, nil
+	}
+
+	for _, record := range resp[0].Records {
+		if strings.ToUpper(record.Currency) == asset {
+			return record.LoanQuota, nil
+		}
+	}
+
+	return fixedpoint.Zero, nil
+}
+
 /*
 QueryTrades can query trades in last 3 months, there are no time interval limitations, as long as end_time >= start_time.
 okx does not provide an API to query by trade ID, so we use the bill ID to do it. The trades result is ordered by timestamp.

pkg/exchange/okex/exchange_test.go

@@ -75,7 +75,6 @@ func TestExchange_SubmitOrder(t *testing.T) {
 		assert.NoError(t, err)
 		t.Logf("createdOrder: %+v", createdOrder)
 	}
-
 }
 
 func TestExchange_QueryTrades(t *testing.T) {
@@ -420,3 +419,22 @@ func TestExchange_QueryTrades(t *testing.T) {
 		assert.ErrorContains(err, ErrSymbolRequired.Error())
 	})
 }
+
+func TestExchange_Margin(t *testing.T) {
+	key, secret, passphrase, ok := testutil.IntegrationTestWithPassphraseConfigured(t, "OKEX")
+	if !ok {
+		t.SkipNow()
+		return
+	}
+
+	ctx := context.Background()
+	ex := New(key, secret, passphrase)
+
+	t.Run("QueryMarginAssetMaxBorrowable", func(t *testing.T) {
+		maxBorrowable, err := ex.QueryMarginAssetMaxBorrowable(ctx, "BTC")
+		if assert.NoError(t, err) {
+			assert.NotZero(t, maxBorrowable.Float64())
+			t.Logf("max borrowable: %f", maxBorrowable.Float64())
+		}
+	})
+}

pkg/exchange/okex/okexapi/get_account_info_request.go → pkg/exchange/okex/okexapi/get_account_balance_request.go

@@ -28,13 +28,13 @@ type Account struct {
 	Details          []BalanceDetail            `json:"details"`
 }
 
-//go:generate GetRequest -url "/api/v5/account/balance" -type GetAccountInfoRequest -responseDataType []Account
-type GetAccountInfoRequest struct {
+//go:generate GetRequest -url "/api/v5/account/balance" -type GetAccountBalanceRequest -responseDataType []Account
+type GetAccountBalanceRequest struct {
 	client requestgen.AuthenticatedAPIClient
 }
 
-func (c *RestClient) NewGetAccountInfoRequest() *GetAccountInfoRequest {
-	return &GetAccountInfoRequest{
+func (c *RestClient) NewGetAccountBalanceRequest() *GetAccountBalanceRequest {
+	return &GetAccountBalanceRequest{
 		client: c,
 	}
 }

pkg/exchange/okex/okexapi/get_account_config_request.go

@@ -0,0 +1,51 @@
+package okexapi
+
+import (
+	"github.com/c9s/requestgen"
+
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+type AccountConfig struct {
+	AccountLevel types.StrInt64 `json:"acctLv"`
+
+	AccountSelfTradePreventionMode string `json:"acctStpMode"`
+
+	AutoLoan              bool           `json:"autoLoan"`
+	ContractIsolationMode string         `json:"ctIsoMode"`
+	EnableSpotBorrow      bool           `json:"enableSpotBorrow"`
+	GreeksType            string         `json:"greeksType"`
+	Ip                    string         `json:"ip"`
+	Type                  string         `json:"type"`
+	KycLv                 types.StrInt64 `json:"kycLv"`
+	Label                 string         `json:"label"`
+	Level                 string         `json:"level"`
+	LevelTmp              string         `json:"levelTmp"`
+	LiquidationGear       string         `json:"liquidationGear"`
+	MainUid               string         `json:"mainUid"`
+	MgnIsoMode            string         `json:"mgnIsoMode"`
+	OpAuth                string         `json:"opAuth"`
+	Perm                  string         `json:"perm"`
+	PosMode               string         `json:"posMode"`
+	RoleType              types.StrInt64 `json:"roleType"`
+	SpotBorrowAutoRepay   bool           `json:"spotBorrowAutoRepay"`
+	SpotOffsetType        string         `json:"spotOffsetType"`
+	SpotRoleType          string         `json:"spotRoleType"`
+	SpotTraderInsts       []interface{}  `json:"spotTraderInsts"`
+	TraderInsts           []interface{}  `json:"traderInsts"`
+	Uid                   string         `json:"uid"`
+}
+
+//go:generate GetRequest -url "/api/v5/account/config" -type GetAccountConfigRequest -responseDataType []AccountConfig
+type GetAccountConfigRequest struct {
+	client requestgen.AuthenticatedAPIClient
+}
+
+func (c *RestClient) NewGetAccountConfigRequest() *GetAccountConfigRequest {
+	return &GetAccountConfigRequest{
+		client: c,
+	}
+}