cassandre-trading-bot integrate with Okex, Request customizable getOpenOrders method in TradeServiceXChangeImplementation class

[huahouye]

Is your feature request related to a problem? Please describe.

I have tried to integrate both cassandre-trading-bot and Okex API v3, but failed. Because TradeServiceXChangeImplementation#getOrders() cannot handle Okex Exchange API, since xchange-okcoin OkexTradeService#getOpenOrders() throws NotAvailableFromExchangeException directly, but OkexTradeService#getOpenOrders(OpenOrdersParams params) works.

Describe the solution you'd like

So I think if CTB could privide a customized point in TradeServiceXChangeImplementation class that I can write corresponding implementation for diffrent Exchange. at least makes TradeServiceXChangeImplementation#getOrders() works then makes OrderFlux works well.

here is my solution draft:

1. create a FunctionalInterface

@FunctionalInterface
public interface GetOpenOrdersCustomizer {
    OpenOrders getOpenOrders();
}

2. then CTB can privides a default bean for GetOpenOrdersCustomized

@Bean
@ConditionalOnMissingBean(GetOpenOrdersCustomizer.class)
public GetOpenOrdersCustomizer getOpenOrdersCustomizer(org.knowm.xchange.service.trade.TradeService xChangeTradeService) {
    return () -> {
        try {
            return xChangeTradeService.getOpenOrders();
        } catch (IOException e) {
            logger.error("Error retrieving orders: {}", e.getMessage());
            return new OpenOrders(Collections.emptyList());
        }
    };
}

3. I also can replace it with mine

@Bean
public getOpenOrdersCustomizer getOpenOrdersCustomizer(org.knowm.xchange.service.trade.TradeService xChangeTradeService) {
    return () -> {
        try {
            DefaultOpenOrdersParamCurrencyPair param = new DefaultOpenOrdersParamCurrencyPair(CurrencyPair.BTC_USDT);
            // for-loop etc.
            return xChangeTradeService.getOpenOrders(param);
        } catch (IOException e) {
            logger.error("Error retrieving orders: {}", e.getMessage());
            return new OpenOrders(Collections.emptyList());
        }
    };
}

4. injected getOpenOrdersCustomizer bean into TradeServiceXChangeImplementation and use it

replace tradeService.getOpenOrders() with getOpenOrdersCustomizer.getOpenOrders()

Additional context

the main problem is this solution will impact a lot of codes, like refactor the main workflow. It may not be a good one.

[straumat]

@huahouye Hi ! I plan to fully test (on real exchange) Okex so I will take a look at the problem. From my experience with XChange, I can add the parameter OpenOrdersParams and it will still work with other exchanges. I will try to add it quickly

[straumat]

@huahouye when starting Cassandre with a Okex account, i get an error that says that getAccountInfo is not yet implemented, do you have the same error ?

[huahouye]

@straumat getAccountInfo works in my project, do you use org.knowm.xchange.okcoin.OkexExchangeV3? if not, I think it may be because xchange does not implement Okex API V5 yet by now. Maven dependency should use xchange-okcoin not xchange-okex:

<dependency>
    <groupId>org.knowm.xchange</groupId>
    <artifactId>xchange-okcoin</artifactId>
    <version>5.0.9</version>
</dependency>

application.yml config file looks like this:

cassandre:
  trading:
    bot:
      exchange:
        # okex api v5 ## xchange 2021-08-09 还未完全实现
        # driver-class-name: org.knowm.xchange.okex.v5.OkexExchange
        # key: 09c63xxxab5e99
        # secret: 84BDxxx0A9F80D
        # passphrase: t95xxx
        #
        # okex api v3 works
        driver-class-name: org.knowm.xchange.okcoin.OkexExchangeV3
        key: 2034xxx63
        secret: F9FC6xxx8F5
        passphrase: fC6xxx
        #
        username: "kucoin.cassandre.test@gmail.com"
        # Exchange API calls rates (ms or standard ISO 8601 duration like 'PT5S').
        rates:
          account: 5000
          ticker: 5000
          trade: 5000
        proxy-host: "127.0.0.1" ##
        proxy-port: 1087 ##
        modes:
          dry: false
          sandbox: false

SimpleStrategy looks like this:

@CassandreStrategy(strategyName = "Simple strategy")
public final class SimpleStrategy extends BasicCassandreStrategy {

    @Override
    public Set<CurrencyPairDTO> getRequestedCurrencyPairs() {
        // We only ask about ETC/BTC (Base currency : BTC / Quote currency : USDT).
        return Set.of(new CurrencyPairDTO(BTC, USDT));
    }

    @Override
    public Optional<AccountDTO> getTradeAccount(Set<AccountDTO> accounts) {

        logger.debug("get all accounts: {}", accounts);

        // From all the accounts retrieved by the server, we return the one we used for trading.
        if (accounts.size() == 1) {
            return accounts.stream().findAny();
        } else {
            return accounts.stream()
                    .filter(a -> "Trading".equals(a.getName())) // *** name of trading account is `Trading` not `trade` for okex api 
                    .findFirst();
        }
    }
}

[straumat]

@huahouye thanks a lot for all those informations but in my okex account, I can only rceate API v5 key :( and when I Try, I have this message: [30016] Please change to port v1 when you are using v1 apiKey. If you wish to use port v3, please register a v3 apiKey.

[huahouye]

@straumat API v3 key can not use in API v5, I have tested this several days ago and got the same error message. I do not know why you cannot create API v3 key, they are on the same page under my account.

if you need a API-v3 key for test I think I can offer you a readonly one.

I test cassandre-trading-bot 5.0.3-SNAPSHOT in my real project, and this issue is already solved. Good job and thank you so much.

[straumat]

@huahouye Great that the issue is solved! Hvae fun!

[huahouye]

There is still a little problem in TradeServiceXChangeImplementation.java 5.0.3-SNAPSHOT . when ORDERS table is empty , orderRepository.findAll() will return an empty result, then getOrders() method return an empty orders set, OrderFlux save nothing at the end (ORDERS table still empty). right ? I think may be we can merge CassandreStrategyInterface#getRequestedCurrencyPairs() into it ?! sorry for bothering you again.

[straumat]

Can you tell me the error you've got ? After creating an order Cassandre is supposed to create a local order before asking to the server.

And don't worry, I'm pleased to fix issues.

[huahouye]

@straumat I make a mistake. I create orders on okex exchange manually, not create them by Cassandre API, so Cassandre just ignore them.

I want to fetch all these orders that I create on real echange manually and save them into database for some data analysis use case. Now I should create another table(not ORDERS table) for this purpose.

[straumat]

@huahouye I think you can use the orders table. It's just that a strategy only retrieve orders it created