Add Okex exchange (#28)

Co-authored-by: dgerasko <[email protected]>

Project.toml

@@ -1,6 +1,6 @@
 name = "CryptoAPIs"
 uuid = "5e3d4798-c815-4641-85e1-deed530626d3"
-version = "0.13.0"
+version = "0.14.0"
 
 [deps]
 Base64 = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"

README.md

@@ -75,6 +75,13 @@ Then, to install CryptoAPIs, simply use the Julia package manager:
                 <td><a href="src/Gateio/Spot">CryptoAPIs.Gateio.Spot</a></td>
                 <td><a href="https://bhftbootcamp.github.io/CryptoAPIs.jl/stable/pages/Gateio/#Spot">Spot</a></td>
             </tr>
+            <tr>
+                <td><img src="docs/src/assets/okex.png" alt="Okex Logo" width="20" height="20"></td>
+                <td><a href="https://www.okx.com/">Okex</a></td>
+                <td><a href="https://www.okx.com/docs-v5/en/">Spot</a></td>
+                <td><a href="src/Okex/Spot">CryptoAPIs.Okex.Spot</a></td>
+                <td><a href="https://bhftbootcamp.github.io/CryptoAPIs.jl/stable/pages/Okex/#Spot">Spot</a></td>
+            </tr>
             <tr>
                 <td><img src="docs/src/assets/upbit.png" alt="Upbit Logo" width="20" height="20"></td>
                 <td><a href="https://upbit.com/">Upbit</a></td>

docs/make.jl

@@ -20,6 +20,7 @@ makedocs(;
         "pages/Bybit.md",
         "pages/Coinbase.md",
         "pages/Gateio.md",
+        "pages/Okex.md",
         "pages/Upbit.md",
         "For Developers" => [
             "pages/docs_miniguide.md",

docs/src/index.md

@@ -57,6 +57,13 @@ CryptoAPIs is a library written in Julia that combines API wrappers from various
                 <td><a href="src/Gateio/Spot">CryptoAPIs.Gateio.Spot</a></td>
                 <td><a href="https://bhftbootcamp.github.io/CryptoAPIs.jl/stable/pages/Gateio/#Spot">Spot</a></td>
             </tr>
+            <tr>
+                <td><img src="assets/okex.png" alt="Okex Logo" width="20" height="20"></td>
+                <td><a href="https://www.okx.com/">Okex</a></td>
+                <td><a href="https://www.okx.com/docs-v5/en/">Spot</a></td>
+                <td><a href="src/Okex/Spot">CryptoAPIs.Okex.Spot</a></td>
+                <td><a href="https://bhftbootcamp.github.io/CryptoAPIs.jl/stable/pages/Okex/#Spot">Spot</a></td>
+            </tr>
             <tr>
                 <td><img src="assets/upbit.png" alt="Upbit Logo" width="20" height="20"></td>
                 <td><a href="https://upbit.com/">Upbit</a></td>

docs/src/pages/Okex.md

@@ -0,0 +1,18 @@
+# Okex
+
+```@docs
+CryptoAPIs.Okex.OkexClient
+CryptoAPIs.Okex.OkexAPIError
+CryptoAPIs.Okex.Data
+```
+
+## Spot
+
+```@docs
+CryptoAPIs.Okex.Spot.public_client
+```
+
+```@docs
+CryptoAPIs.Okex.Spot.candle
+CryptoAPIs.Okex.Spot.currency
+```

examples/Okex/Spot.jl

@@ -0,0 +1,20 @@
+# Okex/Spot
+# https://www.okx.com/docs-v5/en/
+
+using Dates
+using CryptoAPIs
+using CryptoAPIs.Okex
+
+CryptoAPIs.Okex.Spot.candle(;
+    instId = "BTC-USDT",
+    bar = Okex.Spot.Candle.d1,
+)
+
+okex_client = OkexClient(;
+    base_url = "https://www.okex.com",
+    public_key = ENV["OKEX_PUBLIC_KEY"],
+    secret_key = ENV["OKEX_SECRET_KEY"],
+    passphrase = ENV["OKEX_PASSPHRASE"],
+)
+
+CryptoAPIs.Okex.Spot.currency(okex_client; ccy = "BTC")

src/CryptoAPIs.jl

@@ -164,6 +164,7 @@ include("Binance/Binance.jl")
 include("Bybit/Bybit.jl")
 include("Coinbase/Coinbase.jl")
 include("Gateio/Gateio.jl")
+include("Okex/Okex.jl")
 include("Upbit/Upbit.jl")
 
 end

src/Okex/Errors.jl

@@ -0,0 +1,168 @@
+# Errors
+# https://www.okx.com/docs-v5/en/#error-code-rest-api-public
+
+import ..CryptoAPIs: APIsResult, APIsUndefError
+import ..CryptoAPIs: isretriable, retry_maxcount, retry_timeout
+
+# UNDEF
+isretriable(::APIsResult{OkexAPIError}) = true
+
+# SUCCESS
+isretriable(e::APIsResult{OkexAPIError{0}}) = false
+
+# Operation failed.
+isretriable(e::APIsResult{OkexAPIError{1}}) = false
+
+# Bulk operation partially succeeded.
+isretriable(e::APIsResult{OkexAPIError{2}}) = false
+
+# Body for POST request cannot be empty.
+isretriable(e::APIsResult{OkexAPIError{50000}}) = false
+
+# Service temporarily unavailable. Try again later
+isretriable(e::APIsResult{OkexAPIError{50001}}) = true
+
+# JSON syntax error
+isretriable(e::APIsResult{OkexAPIError{50002}}) = false
+
+# API endpoint request timeout (does not mean that the request was successful or failed, please check the request result).
+isretriable(e::APIsResult{OkexAPIError{50004}}) = true
+retry_timeout(e::APIsResult{OkexAPIError{50004}}) = 5
+
+# API is offline or unavailable.
+isretriable(e::APIsResult{OkexAPIError{50005}}) = true
+retry_timeout(e::APIsResult{OkexAPIError{50005}}) = 5
+
+# Invalid Content-Type. Please use "application/JSON".
+isretriable(e::APIsResult{OkexAPIError{50006}}) = false
+
+# Account blocked.
+isretriable(e::APIsResult{OkexAPIError{50007}}) = false
+
+# User does not exist.
+isretriable(e::APIsResult{OkexAPIError{50008}}) = false
+
+# Account is suspended due to ongoing liquidation.
+isretriable(e::APIsResult{OkexAPIError{50009}}) = false
+
+# User ID cannot be empty.
+isretriable(e::APIsResult{OkexAPIError{50010}}) = false
+
+# Rate limit reached. Please refer to API documentation and throttle requests accordingly
+isretriable(e::APIsResult{OkexAPIError{50011}}) = true
+retry_timeout(e::APIsResult{OkexAPIError{50011}}) = 2
+retry_maxcount(e::APIsResult{OkexAPIError{50011}}) = 50
+
+# Account status invalid. Check account status
+isretriable(e::APIsResult{OkexAPIError{50012}}) = false
+
+# Systems are busy. Please try again later.
+isretriable(e::APIsResult{OkexAPIError{50013}}) = true
+
+# Parameter {param0}} cannot be empty.
+isretriable(e::APIsResult{OkexAPIError{50014}}) = false
+
+# Either parameter {param0}} or {param1}} is required.
+isretriable(e::APIsResult{OkexAPIError{50015}}) = false
+
+# Parameter {param0}} and {param1}} is an invalid pair.
+isretriable(e::APIsResult{OkexAPIError{50016}}) = false
+
+# Position frozen and related operations restricted due to auto-deleveraging (ADL). Try again later
+isretriable(e::APIsResult{OkexAPIError{50017}}) = false
+
+# {param0}} frozen and related operations restricted due to auto-deleveraging (ADL). Try again later
+isretriable(e::APIsResult{OkexAPIError{50018}}) = false
+
+# Account frozen and related operations restricted due to auto-deleveraging (ADL). Try again later
+isretriable(e::APIsResult{OkexAPIError{50019}}) = false
+
+# Position frozen and related operations are restricted due to liquidation. Try again later
+isretriable(e::APIsResult{OkexAPIError{50020}}) = false
+
+# {param0}} frozen and related operations are restricted due to liquidation. Try again later
+isretriable(e::APIsResult{OkexAPIError{50021}}) = false
+
+# Account frozen and related operations are restricted due to liquidation. Try again later
+isretriable(e::APIsResult{OkexAPIError{50022}}) = false
+
+# Funding fees frozen and related operations are restricted. Try again later
+isretriable(e::APIsResult{OkexAPIError{50023}}) = false
+
+# Either parameter {param0}} or {param1}} should be submitted.
+isretriable(e::APIsResult{OkexAPIError{50024}}) = false
+
+# Parameter {param0}} count exceeds the limit {param1}}.
+isretriable(e::APIsResult{OkexAPIError{50025}}) = false
+
+# System error. Try again later
+isretriable(e::APIsResult{OkexAPIError{50026}}) = true
+retry_timeout(e::APIsResult{OkexAPIError{50026}}) = 5
+
+# This account is restricted from trading. Please contact customer support for assistance.
+isretriable(e::APIsResult{OkexAPIError{50027}}) = false
+
+# Unable to take the order, please reach out to support center for details.
+isretriable(e::APIsResult{OkexAPIError{50028}}) = false
+
+# Your account has triggered OKX risk control and is temporarily restricted from conducting transactions. Please check your email registered with OKX for contact from our customer support team.
+isretriable(e::APIsResult{OkexAPIError{50029}}) = false
+
+# You don't have permission to use this API endpoint
+isretriable(e::APIsResult{OkexAPIError{50030}}) = false
+
+# Your account has been set to prohibit transactions in this currency. Please confirm and try again
+isretriable(e::APIsResult{OkexAPIError{50032}}) = false
+
+# Instrument blocked. Please verify trading this instrument is allowed under account settings and try again.
+isretriable(e::APIsResult{OkexAPIError{50033}}) = false
+
+# This endpoint requires that APIKey must be bound to IP
+isretriable(e::APIsResult{OkexAPIError{50035}}) = false
+
+# The expTime can't be earlier than the current system time. Please adjust the expTime and try again.
+isretriable(e::APIsResult{OkexAPIError{50036}}) = false
+
+# Order expired.
+isretriable(e::APIsResult{OkexAPIError{50037}}) = false
+
+# This feature is unavailable in demo trading
+isretriable(e::APIsResult{OkexAPIError{50038}}) = false
+
+# Parameter "before" isn't supported for timestamp pagination
+isretriable(e::APIsResult{OkexAPIError{50039}}) = false
+
+# Too frequent operations, please try again later
+isretriable(e::APIsResult{OkexAPIError{50040}}) = true
+
+# Your user ID hasn't been whitelisted. Please contact customer service for assistance.
+isretriable(e::APIsResult{OkexAPIError{50041}}) = false
+
+# Must select one broker type
+isretriable(e::APIsResult{OkexAPIError{50044}}) = false
+
+# {param0}} has already settled. To check the relevant candlestick data, please use {param1}}
+isretriable(e::APIsResult{OkexAPIError{50047}}) = false
+
+# No information on the position tier. The current instrument doesn’t support margin trading.
+isretriable(e::APIsResult{OkexAPIError{50049}}) = false
+
+# You’ve already activated options trading. Please don’t activate it again.
+isretriable(e::APIsResult{OkexAPIError{50050}}) = false
+
+# Due to compliance restrictions in your country or region, you cannot use this feature.
+isretriable(e::APIsResult{OkexAPIError{50051}}) = false
+
+# Due to local compliance requirements, trading of this pair is restricted
+isretriable(e::APIsResult{OkexAPIError{50052}}) = false
+
+# Instrument ID does not exist.
+isretriable(e::APIsResult{OkexAPIError{51001}}) = false
+
+# Timestamp request expired.
+isretriable(e::APIsResult{OkexAPIError{50102}}) = true
+
+# Request timed out. Please try again.
+isretriable(e::APIsResult{OkexAPIError{51054}}) = true
+retry_timeout(e::APIsResult{OkexAPIError{51054}}) = 5
+retry_maxcount(e::APIsResult{OkexAPIError{51054}}) = 50