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Feat/v2 orderbooks #94

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merged 2 commits into from Dec 27, 2022
Merged

Feat/v2 orderbooks #94

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1066203
chore(echange-api) re-generate exchange api
hmoragrega Dec 27, 2022
525608c
feat(ordebook): version new orderbook APIs
hmoragrega Dec 27, 2022
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117 changes: 117 additions & 0 deletions client/exchange/exchange.go
View file
Open in desktop
Expand Up @@ -25,8 +25,11 @@ 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)
GetDerivativeOrderbookV2(ctx context.Context, marketId string) (derivativeExchangePB.OrderbookV2Response, error)
GetDerivativeOrderbooksV2(ctx context.Context, marketIds []string) (derivativeExchangePB.OrderbooksV2Response, error)
// StreamDerivativeOrderbook deprecated API
StreamDerivativeOrderbook(ctx context.Context, marketIds []string) (derivativeExchangePB.InjectiveDerivativeExchangeRPC_StreamOrderbookClient, error)
StreamDerivativeOrderbookV2(ctx context.Context, marketIds []string) (derivativeExchangePB.InjectiveDerivativeExchangeRPC_StreamOrderbookV2Client, 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 @@ -58,8 +61,11 @@ 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)
GetSpotOrderbookV2(ctx context.Context, marketId string) (spotExchangePB.OrderbookV2Response, error)
GetSpotOrderbooksV2(ctx context.Context, marketIds []string) (spotExchangePB.OrderbooksV2Response, error)
// StreamSpotOrderbook deprecated API
StreamSpotOrderbook(ctx context.Context, marketIds []string) (spotExchangePB.InjectiveSpotExchangeRPC_StreamOrderbookClient, error)
StreamSpotOrderbookV2(ctx context.Context, marketIds []string) (spotExchangePB.InjectiveSpotExchangeRPC_StreamOrderbookV2Client, 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 @@ -232,6 +238,40 @@ func (c *exchangeClient) GetDerivativeOrderbooks(ctx context.Context, marketIds
return *res, nil
}

func (c *exchangeClient) GetDerivativeOrderbookV2(ctx context.Context, marketId string) (derivativeExchangePB.OrderbookV2Response, error) {
req := derivativeExchangePB.OrderbookV2Request{
MarketId: marketId,
}

var header metadata.MD
ctx = c.getCookie(ctx)
res, err := c.derivativeExchangeClient.OrderbookV2(ctx, &req, grpc.Header(&header))
if err != nil {
fmt.Println(err)
return derivativeExchangePB.OrderbookV2Response{}, err
}
c.setCookie(header)

return *res, nil
}

func (c *exchangeClient) GetDerivativeOrderbooksV2(ctx context.Context, marketIds []string) (derivativeExchangePB.OrderbooksV2Response, error) {
req := derivativeExchangePB.OrderbooksV2Request{
MarketIds: marketIds,
}

var header metadata.MD
ctx = c.getCookie(ctx)
res, err := c.derivativeExchangeClient.OrderbooksV2(ctx, &req, grpc.Header(&header))
if err != nil {
fmt.Println(err)
return derivativeExchangePB.OrderbooksV2Response{}, err
}
c.setCookie(header)

return *res, nil
}

func (c *exchangeClient) StreamDerivativeOrderbook(ctx context.Context, marketIds []string) (derivativeExchangePB.InjectiveDerivativeExchangeRPC_StreamOrderbookClient, error) {
req := derivativeExchangePB.StreamOrderbookRequest{
MarketIds: marketIds,
Expand All @@ -252,6 +292,28 @@ func (c *exchangeClient) StreamDerivativeOrderbook(ctx context.Context, marketId

return stream, nil
}

func (c *exchangeClient) StreamDerivativeOrderbookV2(ctx context.Context, marketIds []string) (derivativeExchangePB.InjectiveDerivativeExchangeRPC_StreamOrderbookV2Client, error) {
req := derivativeExchangePB.StreamOrderbookV2Request{
MarketIds: marketIds,
}

ctx = c.getCookie(ctx)
stream, err := c.derivativeExchangeClient.StreamOrderbookV2(ctx, &req)
if err != nil {
fmt.Println(err)
return nil, err
}
header, err := stream.Header()
if err != nil {
fmt.Println(err)
return nil, err
}
c.setCookie(header)

return stream, nil
}

func (c *exchangeClient) StreamDerivativeOrderbookUpdate(ctx context.Context, marketIds []string) (derivativeExchangePB.InjectiveDerivativeExchangeRPC_StreamOrderbookUpdateClient, error) {
req := derivativeExchangePB.StreamOrderbookUpdateRequest{
MarketIds: marketIds,
Expand Down Expand Up @@ -729,6 +791,23 @@ func (c *exchangeClient) GetSpotOrderbook(ctx context.Context, marketId string)
return *res, nil
}

func (c *exchangeClient) GetSpotOrderbookV2(ctx context.Context, marketId string) (spotExchangePB.OrderbookV2Response, error) {
req := spotExchangePB.OrderbookV2Request{
MarketId: marketId,
}

var header metadata.MD
ctx = c.getCookie(ctx)
res, err := c.spotExchangeClient.OrderbookV2(ctx, &req, grpc.Header(&header))
if err != nil {
fmt.Println(err)
return spotExchangePB.OrderbookV2Response{}, err
}
c.setCookie(header)

return *res, nil
}

func (c *exchangeClient) GetSpotOrderbooks(ctx context.Context, marketIds []string) (spotExchangePB.OrderbooksResponse, error) {
req := spotExchangePB.OrderbooksRequest{
MarketIds: marketIds,
Expand All @@ -746,6 +825,23 @@ func (c *exchangeClient) GetSpotOrderbooks(ctx context.Context, marketIds []stri
return *res, nil
}

func (c *exchangeClient) GetSpotOrderbooksV2(ctx context.Context, marketIds []string) (spotExchangePB.OrderbooksV2Response, error) {
req := spotExchangePB.OrderbooksV2Request{
MarketIds: marketIds,
}

var header metadata.MD
ctx = c.getCookie(ctx)
res, err := c.spotExchangeClient.OrderbooksV2(ctx, &req, grpc.Header(&header))
if err != nil {
fmt.Println(err)
return spotExchangePB.OrderbooksV2Response{}, err
}
c.setCookie(header)

return *res, nil
}

func (c *exchangeClient) StreamSpotOrderbookUpdate(ctx context.Context, marketIds []string) (spotExchangePB.InjectiveSpotExchangeRPC_StreamOrderbookUpdateClient, error) {
req := spotExchangePB.StreamOrderbookUpdateRequest{
MarketIds: marketIds,
Expand Down Expand Up @@ -788,6 +884,27 @@ func (c *exchangeClient) StreamSpotOrderbook(ctx context.Context, marketIds []st
return stream, nil
}

func (c *exchangeClient) StreamSpotOrderbookV2(ctx context.Context, marketIds []string) (spotExchangePB.InjectiveSpotExchangeRPC_StreamOrderbookV2Client, error) {
req := spotExchangePB.StreamOrderbookV2Request{
MarketIds: marketIds,
}

ctx = c.getCookie(ctx)
stream, err := c.spotExchangeClient.StreamOrderbookV2(ctx, &req)
if err != nil {
fmt.Println(err)
return nil, err
}
header, err := stream.Header()
if err != nil {
fmt.Println(err)
return nil, err
}
c.setCookie(header)

return stream, nil
}

func (c *exchangeClient) GetSpotMarkets(ctx context.Context, req spotExchangePB.MarketsRequest) (spotExchangePB.MarketsResponse, error) {
var header metadata.MD
ctx = c.getCookie(ctx)
Expand Down
4 changes: 2 additions & 2 deletions examples/exchange/derivatives/7_StreamOrderbookUpdate/example.go
View file
Open in desktop
Expand Up @@ -66,7 +66,7 @@ func main() {

// prepare orderbooks map
orderbooks := map[string]*MapOrderbook{}
res, err := exchangeClient.GetDerivativeOrderbooks(ctx, marketIds)
res, err := exchangeClient.GetDerivativeOrderbooksV2(ctx, marketIds)
if err != nil {
panic(err)
}
Expand Down Expand Up @@ -154,7 +154,7 @@ func main() {
}
}

res, _ = exchangeClient.GetDerivativeOrderbooks(ctx, marketIds)
res, _ = exchangeClient.GetDerivativeOrderbooksV2(ctx, marketIds)
fmt.Println("query", res.Orderbooks[0].Orderbook.Sequence, len(res.Orderbooks[0].Orderbook.Sells), len(res.Orderbooks[0].Orderbook.Buys))

// print orderbook
Expand Down
4 changes: 2 additions & 2 deletions examples/exchange/spot/8_StreamOrderbookUpdate/example.go
View file
Open in desktop
Expand Up @@ -71,7 +71,7 @@ func main() {

// prepare orderbooks map
orderbooks := map[string]*MapOrderbook{}
res, err := exchangeClient.GetSpotOrderbooks(ctx, marketIds)
res, err := exchangeClient.GetSpotOrderbooksV2(ctx, marketIds)
if err != nil {
panic(err)
}
Expand Down Expand Up @@ -156,7 +156,7 @@ func main() {
}
}

res, _ = exchangeClient.GetSpotOrderbooks(ctx, marketIds)
res, _ = exchangeClient.GetSpotOrderbooksV2(ctx, marketIds)
fmt.Println("query", res.Orderbooks[0].Orderbook.Sequence, len(res.Orderbooks[0].Orderbook.Sells), len(res.Orderbooks[0].Orderbook.Buys))

// print orderbook
Expand Down