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Feat/orderbook api update #92

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merged 3 commits into from Dec 25, 2022
Merged

Feat/orderbook api update #92

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5c143c4
chore(exchange-client): copy update exchange API files
hmoragrega Dec 22, 2022
cc2cf1e
fix(examples): fix error message and improve var name
hmoragrega Dec 22, 2022
528ccc9
fix(stream-orderbook): restore using the old deprecated API in the ex…
hmoragrega Dec 23, 2022
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18 changes: 10 additions & 8 deletions client/exchange/exchange.go
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Expand Up @@ -25,7 +25,8 @@ type ExchangeClient interface {
GetDerivativeMarket(ctx context.Context, marketId string) (derivativeExchangePB.MarketResponse, error)
GetDerivativeOrderbook(ctx context.Context, marketId string) (derivativeExchangePB.OrderbookResponse, error)
GetDerivativeOrderbooks(ctx context.Context, marketIds []string) (derivativeExchangePB.OrderbooksResponse, error)
StreamDerivativeOrderbookSnapshot(ctx context.Context, marketIds []string) (derivativeExchangePB.InjectiveDerivativeExchangeRPC_StreamOrderbookSnapshotClient, error)
// StreamDerivativeOrderbook deprecated API
StreamDerivativeOrderbook(ctx context.Context, marketIds []string) (derivativeExchangePB.InjectiveDerivativeExchangeRPC_StreamOrderbookClient, error)
StreamDerivativeOrderbookUpdate(ctx context.Context, marketIds []string) (derivativeExchangePB.InjectiveDerivativeExchangeRPC_StreamOrderbookUpdateClient, error)
StreamDerivativeMarket(ctx context.Context, marketIds []string) (derivativeExchangePB.InjectiveDerivativeExchangeRPC_StreamMarketClient, error)
GetDerivativeOrders(ctx context.Context, req derivativeExchangePB.OrdersRequest) (derivativeExchangePB.OrdersResponse, error)
Expand Down Expand Up @@ -57,7 +58,8 @@ type ExchangeClient interface {
GetSpotOrders(ctx context.Context, req spotExchangePB.OrdersRequest) (spotExchangePB.OrdersResponse, error)
GetSpotOrderbook(ctx context.Context, marketId string) (spotExchangePB.OrderbookResponse, error)
GetSpotOrderbooks(ctx context.Context, marketIds []string) (spotExchangePB.OrderbooksResponse, error)
StreamSpotOrderbookSnapshot(ctx context.Context, marketIds []string) (spotExchangePB.InjectiveSpotExchangeRPC_StreamOrderbookSnapshotClient, error)
// StreamSpotOrderbook deprecated API
StreamSpotOrderbook(ctx context.Context, marketIds []string) (spotExchangePB.InjectiveSpotExchangeRPC_StreamOrderbookClient, error)
StreamSpotOrderbookUpdate(ctx context.Context, marketIds []string) (spotExchangePB.InjectiveSpotExchangeRPC_StreamOrderbookUpdateClient, error)
GetSpotMarkets(ctx context.Context, req spotExchangePB.MarketsRequest) (spotExchangePB.MarketsResponse, error)
GetSpotMarket(ctx context.Context, marketId string) (spotExchangePB.MarketResponse, error)
Expand Down Expand Up @@ -230,13 +232,13 @@ func (c *exchangeClient) GetDerivativeOrderbooks(ctx context.Context, marketIds
return *res, nil
}

func (c *exchangeClient) StreamDerivativeOrderbookSnapshot(ctx context.Context, marketIds []string) (derivativeExchangePB.InjectiveDerivativeExchangeRPC_StreamOrderbookSnapshotClient, error) {
req := derivativeExchangePB.StreamOrderbookSnapshotRequest{
func (c *exchangeClient) StreamDerivativeOrderbook(ctx context.Context, marketIds []string) (derivativeExchangePB.InjectiveDerivativeExchangeRPC_StreamOrderbookClient, error) {
req := derivativeExchangePB.StreamOrderbookRequest{
MarketIds: marketIds,
}

ctx = c.getCookie(ctx)
stream, err := c.derivativeExchangeClient.StreamOrderbookSnapshot(ctx, &req)
stream, err := c.derivativeExchangeClient.StreamOrderbook(ctx, &req)
if err != nil {
fmt.Println(err)
return nil, err
Expand Down Expand Up @@ -765,13 +767,13 @@ func (c *exchangeClient) StreamSpotOrderbookUpdate(ctx context.Context, marketId
return stream, nil
}

func (c *exchangeClient) StreamSpotOrderbookSnapshot(ctx context.Context, marketIds []string) (spotExchangePB.InjectiveSpotExchangeRPC_StreamOrderbookSnapshotClient, error) {
req := spotExchangePB.StreamOrderbookSnapshotRequest{
func (c *exchangeClient) StreamSpotOrderbook(ctx context.Context, marketIds []string) (spotExchangePB.InjectiveSpotExchangeRPC_StreamOrderbookClient, error) {
req := spotExchangePB.StreamOrderbookRequest{
MarketIds: marketIds,
}

ctx = c.getCookie(ctx)
stream, err := c.spotExchangeClient.StreamOrderbookSnapshot(ctx, &req)
stream, err := c.spotExchangeClient.StreamOrderbook(ctx, &req)
if err != nil {
fmt.Println(err)
return nil, err
Expand Down
2 changes: 1 addition & 1 deletion ...ives/6_StreamOrderbookSnapshot/example.go → .../derivatives/6_StreamOrderbook/example.go
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Expand Up @@ -17,7 +17,7 @@ func main() {

ctx := context.Background()
marketIds := []string{"0x4ca0f92fc28be0c9761326016b5a1a2177dd6375558365116b5bdda9abc229ce"}
stream, err := exchangeClient.StreamDerivativeOrderbookSnapshot(ctx, marketIds)
stream, err := exchangeClient.StreamDerivativeOrderbook(ctx, marketIds)
if err != nil {
fmt.Println(err)
}
Expand Down
6 changes: 3 additions & 3 deletions examples/exchange/derivatives/7_StreamOrderbookUpdate/example.go
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Expand Up @@ -148,9 +148,9 @@ func main() {
if len(sells) > 0 && len(buys) > 0 {
// assert orderbook
topBuyPrice := decimal.RequireFromString(buys[0].Price)
topSellPrice := decimal.RequireFromString(sells[0].Price)
if topBuyPrice.GreaterThanOrEqual(topSellPrice) {
panic(fmt.Errorf("crossed orderbook, must restart: buy %s >= %s buy", topBuyPrice, topSellPrice))
lowestSellPrice := decimal.RequireFromString(sells[0].Price)
if topBuyPrice.GreaterThanOrEqual(lowestSellPrice) {
panic(fmt.Errorf("crossed orderbook, must restart: buy %s >= %s sell", topBuyPrice, lowestSellPrice))
}
}

Expand Down
2 changes: 1 addition & 1 deletion ...spot/7_StreamOrderbookSnapshot/example.go → ...xchange/spot/7_StreamOrderbook/example.go
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Expand Up @@ -17,7 +17,7 @@ func main() {

ctx := context.Background()
marketIds := []string{"0xa508cb32923323679f29a032c70342c147c17d0145625922b0ef22e955c844c0"}
stream, err := exchangeClient.StreamSpotOrderbookSnapshot(ctx, marketIds)
stream, err := exchangeClient.StreamSpotOrderbook(ctx, marketIds)
if err != nil {
fmt.Println(err)
}
Expand Down
6 changes: 3 additions & 3 deletions examples/exchange/spot/8_StreamOrderbookUpdate/example.go
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Expand Up @@ -150,9 +150,9 @@ func main() {
if len(sells) > 0 && len(buys) > 0 {
// assert orderbook
topBuyPrice := decimal.RequireFromString(buys[0].Price)
topSellPrice := decimal.RequireFromString(sells[0].Price)
if topBuyPrice.GreaterThanOrEqual(topSellPrice) {
panic(fmt.Errorf("crossed orderbook, must restart: buy %s >= %s buy", topBuyPrice, topSellPrice))
lowestSellPrice := decimal.RequireFromString(sells[0].Price)
if topBuyPrice.GreaterThanOrEqual(lowestSellPrice) {
panic(fmt.Errorf("crossed orderbook, must restart: buy %s >= %s sell", topBuyPrice, lowestSellPrice))
}
}

Expand Down