rust-okx 0.6.4

Async Rust client for the OKX v5 REST API
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183

use crate::model::{InstType, OrderSide, OrderState};
use crate::test_util::MockTransport;

use super::super::{
    FillHistoryRequest, FillsRequest, GetOrderRequest, OrderHistoryRequest, OrderListRequest,
};
use super::signed_client;

#[tokio::test]
async fn get_order_queries_and_parses() {
    let body = r#"{"code":"0","msg":"","data":[{
        "instType":"SPOT","instId":"BTC-USDT","tgtCcy":"","ccy":"","ordId":"312269865356374016",
        "clOrdId":"b15","tag":"","px":"59200","pxUsd":"","pxVol":"","pxType":"","sz":"0.1",
        "pnl":"0","ordType":"limit","side":"buy","posSide":"net","tdMode":"cash",
        "accFillSz":"0.1","fillPx":"59200","tradeId":"123","fillSz":"0.1",
        "fillTime":"1597026383085","avgPx":"59200","state":"filled","stpId":"","stpMode":"",
        "lever":"","attachAlgoClOrdId":"","tpTriggerPx":"","tpTriggerPxType":"","tpOrdPx":"",
        "slTriggerPx":"","slTriggerPxType":"","slOrdPx":"",
        "attachAlgoOrds":[{"attachAlgoId":"a1","attachAlgoClOrdId":"c1","tpOrdKind":"condition",
        "tpTriggerPx":"60000","tpTriggerRatio":"","tpTriggerPxType":"last","tpOrdPx":"-1",
        "slTriggerPx":"58000","slTriggerRatio":"","slTriggerPxType":"last","slOrdPx":"-1",
        "sz":"0.1","amendPxOnTriggerType":"0","callbackRatio":"","callbackSpread":"",
        "activePx":"","failCode":"","failReason":""}],
        "linkedAlgoOrd":{"algoId":"777"},
        "feeCcy":"USDT","fee":"-0.01","rebateCcy":"USDT","rebate":"0","source":"","category":"normal",
        "reduceOnly":"false","isTpLimit":"false","cancelSource":"","cancelSourceReason":"",
        "quickMgnType":"","algoClOrdId":"","algoId":"","uTime":"1597026383085",
        "cTime":"1597026383085","tradeQuoteCcy":"USDT","outcome":""}]}"#;
    let mock = MockTransport::new(body);
    let client = signed_client(mock.clone());

    let request = GetOrderRequest::new("BTC-USDT", "312269865356374016");
    let orders = client.trade().get_order(&request).await.unwrap();
    assert_eq!(orders[0].ord_id, "312269865356374016");
    assert_eq!(orders[0].state, OrderState::Filled);
    assert_eq!(orders[0].side, OrderSide::Buy);
    assert_eq!(orders[0].inst_type, "SPOT");
    assert_eq!(orders[0].trade_quote_ccy, "USDT");
    assert_eq!(orders[0].category, "normal");
    assert_eq!(orders[0].attach_algo_ords.len(), 1);
    assert_eq!(orders[0].attach_algo_ords[0].attach_algo_id, "a1");
    assert_eq!(
        orders[0].attach_algo_ords[0].tp_trigger_px.as_str(),
        "60000"
    );
    assert_eq!(orders[0].linked_algo_ord.as_ref().unwrap().algo_id, "777");

    let req = mock.captured();
    assert_eq!(req.method, http::Method::GET);
    assert_eq!(
        req.query(),
        Some("instId=BTC-USDT&ordId=312269865356374016")
    );
    assert!(req.is_signed());
}

#[tokio::test]
async fn get_order_list_uses_builder_query() {
    let body = r#"{"code":"0","msg":"","data":[{
        "instType":"SPOT","instId":"BTC-USDT","ccy":"","ordId":"312269865356374016",
        "clOrdId":"b15","tag":"","px":"59200","sz":"0.1","pnl":"0","ordType":"limit",
        "side":"buy","posSide":"net","tdMode":"cash","accFillSz":"0","fillPx":"",
        "tradeId":"","fillSz":"0","fillTime":"","avgPx":"","state":"live","lever":"",
        "feeCcy":"USDT","fee":"0","rebateCcy":"USDT","rebate":"0","category":"normal",
        "uTime":"1597026383085","cTime":"1597026383085"}]}"#;
    let mock = MockTransport::new(body);
    let client = signed_client(mock.clone());
    let request = OrderListRequest::new()
        .inst_type(InstType::Spot)
        .inst_id("BTC-USDT")
        .limit(1);

    let orders = client.trade().get_order_list(&request).await.unwrap();
    assert_eq!(orders[0].ord_id, "312269865356374016");

    let req = mock.captured();
    assert_eq!(req.query(), Some("instType=SPOT&instId=BTC-USDT&limit=1"));
    assert!(req.is_signed());
}

#[tokio::test]
async fn get_orders_history_uses_builder_query() {
    let body = r#"{"code":"0","msg":"","data":[{
        "instType":"SPOT","instId":"BTC-USDT","ccy":"","ordId":"312269865356374016",
        "clOrdId":"b15","tag":"","px":"59200","sz":"0.1","pnl":"0","ordType":"limit",
        "side":"buy","posSide":"net","tdMode":"cash","accFillSz":"0.1","fillPx":"59200",
        "tradeId":"123","fillSz":"0.1","fillTime":"1597026383085","avgPx":"59200",
        "state":"filled","lever":"","feeCcy":"USDT","fee":"-0.01","rebateCcy":"USDT",
        "rebate":"0","category":"normal","uTime":"1597026383085","cTime":"1597026383085"}]}"#;
    let mock = MockTransport::new(body);
    let client = signed_client(mock.clone());
    let request = OrderHistoryRequest::new(InstType::Spot)
        .begin("100")
        .end("200");

    let orders = client.trade().get_orders_history(&request).await.unwrap();
    assert_eq!(orders[0].state, OrderState::Filled);

    let req = mock.captured();
    assert_eq!(req.query(), Some("instType=SPOT&begin=100&end=200"));
    assert!(req.is_signed());
}

#[tokio::test]
async fn get_orders_history_archive_uses_builder_query() {
    let body = r#"{"code":"0","msg":"","data":[{
        "instType":"SPOT","instId":"BTC-USDT","ccy":"","ordId":"312269865356374016",
        "clOrdId":"b15","tag":"","px":"59200","sz":"0.1","pnl":"0","ordType":"limit",
        "side":"buy","posSide":"net","tdMode":"cash","accFillSz":"0","fillPx":"","tradeId":"",
        "fillSz":"0","fillTime":"","avgPx":"","state":"canceled","lever":"","feeCcy":"USDT",
        "fee":"0","rebateCcy":"USDT","rebate":"0","category":"normal",
        "uTime":"1597026383085","cTime":"1597026383085"}]}"#;
    let mock = MockTransport::new(body);
    let client = signed_client(mock.clone());
    let request = OrderHistoryRequest::new(InstType::Spot)
        .filters(OrderListRequest::new().inst_type(InstType::Spot).limit(1));

    let orders = client
        .trade()
        .get_orders_history_archive(&request)
        .await
        .unwrap();
    assert_eq!(orders[0].state, OrderState::Canceled);

    let req = mock.captured();
    assert_eq!(req.query(), Some("instType=SPOT&limit=1"));
    assert!(req.is_signed());
}

#[tokio::test]
async fn get_fills_uses_builder_query() {
    let body = r#"{"code":"0","msg":"","data":[{
        "instType":"SPOT","instId":"BTC-USDT","tradeId":"123","ordId":"312269865356374016",
        "clOrdId":"b15","billId":"12344","subType":"1","tag":"","fillPx":"59200","fillSz":"0.1",
        "fillIdxPx":"","fillPnl":"0","fillPxVol":"","fillPxUsd":"","fillMarkVol":"",
        "fillFwdPx":"","fillMarkPx":"","side":"buy","posSide":"net","execType":"T",
        "feeCcy":"USDT","fee":"-0.059","feeRate":"-0.001","ts":"1597026383085",
        "fillTime":"1597026383085","tradeQuoteCcy":"USDT"}]}"#;
    let mock = MockTransport::new(body);
    let client = signed_client(mock.clone());
    let request = FillsRequest::new()
        .inst_type(InstType::Spot)
        .order_id("312269865356374016");

    let fills = client.trade().get_fills(&request).await.unwrap();
    assert_eq!(fills[0].trade_id, "123");
    assert_eq!(fills[0].bill_id, "12344");
    assert_eq!(fills[0].sub_type, "1");
    assert_eq!(fills[0].exec_type, "T");
    assert_eq!(fills[0].fee_rate.as_str(), "-0.001");
    assert_eq!(fills[0].trade_quote_ccy, "USDT");

    let req = mock.captured();
    assert_eq!(req.query(), Some("instType=SPOT&ordId=312269865356374016"));
    assert!(req.is_signed());
}

#[tokio::test]
async fn get_fills_history_uses_builder_query() {
    let body = r#"{"code":"0","msg":"","data":[{
        "side":"buy","fillSz":"0.00192834","fillPx":"51858","fillPxVol":"","fillFwdPx":"",
        "fee":"-0.00000192834","fillPnl":"0","ordId":"680800019749904384","feeRate":"-0.001",
        "instType":"SPOT","fillPxUsd":"","instId":"BTC-USDT","clOrdId":"","posSide":"net",
        "billId":"680800019754098688","subType":"1","fillMarkVol":"","tag":"",
        "fillTime":"1708587373361","execType":"T","fillIdxPx":"","tradeId":"744876980",
        "fillMarkPx":"","feeCcy":"BTC","ts":"1708587373362","tradeQuoteCcy":"USDT"}]}"#;
    let mock = MockTransport::new(body);
    let client = signed_client(mock.clone());
    let request = FillHistoryRequest::new(InstType::Spot)
        .begin("100")
        .end("200")
        .limit(1);

    let fills = client.trade().get_fills_history(&request).await.unwrap();
    assert_eq!(fills[0].fee.as_str(), "-0.00000192834");
    assert_eq!(fills[0].sub_type, "1");
    assert_eq!(fills[0].bill_id, "680800019754098688");
    assert_eq!(fills[0].trade_quote_ccy, "USDT");

    let req = mock.captured();
    assert_eq!(req.query(), Some("instType=SPOT&begin=100&end=200&limit=1"));
    assert!(req.is_signed());
}