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
use super::utils::http_get;
use crate::error::Result;
use std::collections::HashMap;
const BASE_URL: &str = "https://www.okex.com/api";
pub struct OkexRestClient {
_api_key: Option<String>,
_api_secret: Option<String>,
}
impl OkexRestClient {
pub fn new(api_key: Option<String>, api_secret: Option<String>) -> Self {
OkexRestClient {
_api_key: api_key,
_api_secret: api_secret,
}
}
pub fn fetch_trades(symbol: &str) -> Result<String> {
gen_api!(format!(
"/{}/v3/instruments/{}/trades",
pair_to_market_type(symbol),
symbol
))
}
pub fn fetch_l2_snapshot(symbol: &str) -> Result<String> {
gen_api!(format!(
"/{}/v3/instruments/{}/{}?size=200",
pair_to_market_type(symbol),
symbol,
if symbol.ends_with("-SWAP") {
"depth"
} else {
"book"
}
))
}
pub fn fetch_option_underlying() -> Result<Vec<String>> {
let txt = http_get(
"https://www.okex.com/api/option/v3/underlying",
&HashMap::new(),
)?;
let underlying_indexes = serde_json::from_str::<Vec<String>>(&txt)?;
Ok(underlying_indexes)
}
}
fn pair_to_market_type(pair: &str) -> &'static str {
if pair.ends_with("-SWAP") {
"swap"
} else {
let c = pair.matches('-').count();
if c == 1 {
"spot"
} else if c == 2 {
let date = &pair[(pair.len() - 6)..];
debug_assert!(date.parse::<i64>().is_ok());
"futures"
} else {
debug_assert!(pair.ends_with("-C") || pair.ends_with("-P"));
"option"
}
}
}
#[cfg(test)]
mod tests {
#[test]
fn test_pair_to_market_type() {
assert_eq!("spot", super::pair_to_market_type("BTC-USDT"));
assert_eq!("futures", super::pair_to_market_type("BTC-USDT-210625"));
assert_eq!("swap", super::pair_to_market_type("BTC-USDT-SWAP"));
assert_eq!(
"option",
super::pair_to_market_type("BTC-USD-210625-72000-C")
);
}
}