use std::collections::HashMap;
use super::utils::http_get;
use crate::{
error::Result,
market::{Fees, Precision, QuantityLimit},
Market,
};
use crypto_market_type::MarketType;
use serde::{Deserialize, Serialize};
use serde_json::Value;
pub(crate) fn fetch_symbols(market_type: MarketType) -> Result<Vec<String>> {
match market_type {
MarketType::Spot => fetch_spot_symbols(),
MarketType::InverseFuture => fetch_inverse_future_symbols(),
MarketType::LinearFuture => fetch_linear_future_symbols(),
MarketType::InverseSwap => fetch_inverse_swap_symbols(),
MarketType::LinearSwap => fetch_linear_swap_symbols(),
MarketType::EuropeanOption => fetch_option_symbols(),
_ => panic!("Unsupported market_type: {market_type}"),
}
}
pub(crate) fn fetch_markets(market_type: MarketType) -> Result<Vec<Market>> {
match market_type {
MarketType::Spot => fetch_spot_markets(),
MarketType::InverseFuture => fetch_inverse_future_markets(),
MarketType::LinearFuture => fetch_linear_future_markets(),
MarketType::InverseSwap => fetch_inverse_swap_markets(),
MarketType::LinearSwap => fetch_linear_swap_markets(),
MarketType::EuropeanOption => fetch_option_markets(),
_ => panic!("Unsupported market_type: {market_type}"),
}
}
#[derive(Serialize, Deserialize)]
#[allow(non_snake_case)]
struct RawMarket {
instType: String, instId: String, uly: String, category: String, baseCcy: String, quoteCcy: String, settleCcy: String,
ctVal: String, ctMult: String, ctValCcy: String, optType: String, stk: String, listTime: String, expTime: String,
lever: String, tickSz: String, lotSz: String, minSz: String, ctType: String, alias: String,
state: String, #[serde(flatten)]
extra: HashMap<String, Value>,
}
impl RawMarket {
fn to_market(&self) -> Market {
let pair = crypto_pair::normalize_pair(self.instId.as_str(), "okx").unwrap();
let (base, quote) = {
let v: Vec<&str> = pair.split('/').collect();
(v[0].to_string(), v[1].to_string())
};
let (market_type, base_id, quote_id) = if self.instType == "SPOT" {
(MarketType::Spot, self.baseCcy.clone(), self.quoteCcy.clone())
} else if self.instType == "FUTURES" {
if self.ctType == "linear" {
(MarketType::LinearFuture, self.ctValCcy.clone(), self.settleCcy.clone())
} else if self.ctType == "inverse" {
(MarketType::InverseFuture, self.settleCcy.clone(), self.ctValCcy.clone())
} else {
panic!("Unsupported ctType: {}", self.ctType);
}
} else if self.instType == "SWAP" {
if self.ctType == "linear" {
(MarketType::LinearSwap, self.ctValCcy.clone(), self.settleCcy.clone())
} else if self.ctType == "inverse" {
(MarketType::InverseSwap, self.settleCcy.clone(), self.ctValCcy.clone())
} else {
panic!("Unsupported ctType: {}", self.ctType);
}
} else if self.instType == "OPTION" {
(MarketType::EuropeanOption, self.settleCcy.clone(), "USD".to_string())
} else {
panic!("Unsupported market_type: {}", self.instType);
};
Market {
exchange: "okx".to_string(),
market_type,
symbol: self.instId.to_string(),
base_id,
quote_id,
settle_id: if self.instType == "SPOT" { None } else { Some(self.settleCcy.clone()) },
base,
quote,
settle: if self.instType == "SPOT" { None } else { Some(self.settleCcy.clone()) },
active: self.state == "live",
margin: !self.lever.is_empty(),
fees: Fees {
maker: if self.instType == "SPOT" { 0.0008 } else { 0.0002 },
taker: if self.instType == "SPOT" { 0.001 } else { 0.0005 },
},
precision: Precision {
tick_size: self.tickSz.parse::<f64>().unwrap(),
lot_size: self.lotSz.parse::<f64>().unwrap(),
},
quantity_limit: Some(QuantityLimit {
min: self.minSz.parse::<f64>().ok(),
max: None,
notional_min: None,
notional_max: None,
}),
contract_value: if self.instType == "SPOT" {
None
} else {
Some(self.ctVal.parse::<f64>().unwrap())
},
delivery_date: if self.instType == "FUTURES" || self.instType == "OPTION" {
Some(self.expTime.parse::<u64>().unwrap())
} else {
None
},
info: serde_json::to_value(self).unwrap().as_object().unwrap().clone(),
}
}
}
fn fetch_raw_markets_raw(inst_type: &str) -> Result<Vec<RawMarket>> {
let markets = if inst_type == "OPTION" {
let underlying_indexes = {
let txt =
http_get("https://www.okx.com/api/v5/public/underlying?instType=OPTION", None)?;
let json_obj = serde_json::from_str::<HashMap<String, Value>>(&txt).unwrap();
let data = json_obj.get("data").unwrap().as_array().unwrap()[0].as_array().unwrap();
data.iter().map(|x| x.as_str().unwrap().to_string()).collect::<Vec<String>>()
};
let mut markets = Vec::<RawMarket>::new();
for underlying in underlying_indexes.iter() {
let url = format!(
"https://www.okx.com/api/v5/public/instruments?instType=OPTION&uly={underlying}"
);
let txt = {
let txt = http_get(url.as_str(), None)?;
let json_obj = serde_json::from_str::<HashMap<String, Value>>(&txt).unwrap();
serde_json::to_string(json_obj.get("data").unwrap()).unwrap()
};
let mut arr = serde_json::from_str::<Vec<RawMarket>>(&txt).unwrap();
markets.append(&mut arr);
}
markets
} else {
let url = format!("https://www.okx.com/api/v5/public/instruments?instType={inst_type}");
let txt = {
let txt = http_get(url.as_str(), None)?;
let json_obj = serde_json::from_str::<HashMap<String, Value>>(&txt).unwrap();
serde_json::to_string(json_obj.get("data").unwrap()).unwrap()
};
serde_json::from_str::<Vec<RawMarket>>(&txt).unwrap()
};
Ok(markets.into_iter().filter(|x| x.state == "live").collect())
}
fn fetch_spot_symbols() -> Result<Vec<String>> {
let symbols =
fetch_raw_markets_raw("SPOT")?.into_iter().map(|m| m.instId).collect::<Vec<String>>();
Ok(symbols)
}
fn fetch_inverse_future_symbols() -> Result<Vec<String>> {
let symbols = fetch_raw_markets_raw("FUTURES")?
.into_iter()
.filter(|m| m.ctType == "inverse")
.map(|m| m.instId)
.collect::<Vec<String>>();
Ok(symbols)
}
fn fetch_linear_future_symbols() -> Result<Vec<String>> {
let symbols = fetch_raw_markets_raw("FUTURES")?
.into_iter()
.filter(|m| m.ctType == "linear")
.map(|m| m.instId)
.collect::<Vec<String>>();
Ok(symbols)
}
fn fetch_inverse_swap_symbols() -> Result<Vec<String>> {
let symbols = fetch_raw_markets_raw("SWAP")?
.into_iter()
.filter(|m| m.ctType == "inverse")
.map(|m| m.instId)
.collect::<Vec<String>>();
Ok(symbols)
}
fn fetch_linear_swap_symbols() -> Result<Vec<String>> {
let symbols = fetch_raw_markets_raw("SWAP")?
.into_iter()
.filter(|m| m.ctType == "linear")
.map(|m| m.instId)
.collect::<Vec<String>>();
Ok(symbols)
}
fn fetch_option_symbols() -> Result<Vec<String>> {
let symbols =
fetch_raw_markets_raw("OPTION")?.into_iter().map(|m| m.instId).collect::<Vec<String>>();
Ok(symbols)
}
fn fetch_spot_markets() -> Result<Vec<Market>> {
let markets =
fetch_raw_markets_raw("SPOT")?.into_iter().map(|m| m.to_market()).collect::<Vec<Market>>();
Ok(markets)
}
fn fetch_inverse_future_markets() -> Result<Vec<Market>> {
let markets = fetch_raw_markets_raw("FUTURES")?
.into_iter()
.filter(|m| m.ctType == "inverse")
.map(|m| m.to_market())
.collect::<Vec<Market>>();
Ok(markets)
}
fn fetch_linear_future_markets() -> Result<Vec<Market>> {
let markets = fetch_raw_markets_raw("FUTURES")?
.into_iter()
.filter(|m| m.ctType == "linear")
.map(|m| m.to_market())
.collect::<Vec<Market>>();
Ok(markets)
}
fn fetch_inverse_swap_markets() -> Result<Vec<Market>> {
let markets = fetch_raw_markets_raw("SWAP")?
.into_iter()
.filter(|m| m.ctType == "inverse")
.map(|m| m.to_market())
.collect::<Vec<Market>>();
Ok(markets)
}
fn fetch_linear_swap_markets() -> Result<Vec<Market>> {
let markets = fetch_raw_markets_raw("SWAP")?
.into_iter()
.filter(|m| m.ctType == "linear")
.map(|m| m.to_market())
.collect::<Vec<Market>>();
Ok(markets)
}
fn fetch_option_markets() -> Result<Vec<Market>> {
let markets = fetch_raw_markets_raw("OPTION")?
.into_iter()
.map(|m| m.to_market())
.collect::<Vec<Market>>();
Ok(markets)
}