add delivery depth service

v2/delivery/depth_service.go

@@ -1,6 +1,83 @@
 package delivery
 
-import "github.com/adshao/go-binance/v2/common"
+import (
+	"context"
+	"github.com/adshao/go-binance/v2/common"
+	"net/http"
+)
+
+// DepthService show depth info
+type DepthService struct {
+	c      *Client
+	symbol string
+	limit  *int
+}
+
+// Symbol set symbol
+func (s *DepthService) Symbol(symbol string) *DepthService {
+	s.symbol = symbol
+	return s
+}
+
+// Limit set limit
+func (s *DepthService) Limit(limit int) *DepthService {
+	s.limit = &limit
+	return s
+}
+
+// Do send request
+func (s *DepthService) Do(ctx context.Context, opts ...RequestOption) (res *DepthResponse, err error) {
+	r := &request{
+		method:   http.MethodGet,
+		endpoint: "/dapi/v1/depth",
+	}
+	r.setParam("symbol", s.symbol)
+	if s.limit != nil {
+		r.setParam("limit", *s.limit)
+	}
+	data, err := s.c.callAPI(ctx, r, opts...)
+	if err != nil {
+		return nil, err
+	}
+	j, err := newJSON(data)
+	if err != nil {
+		return nil, err
+	}
+	res = new(DepthResponse)
+	res.Time = j.Get("E").MustInt64()
+	res.TradeTime = j.Get("T").MustInt64()
+	res.LastUpdateID = j.Get("lastUpdateId").MustInt64()
+	res.Symbol = j.Get("symbol").MustString()
+	bidsLen := len(j.Get("bids").MustArray())
+	res.Bids = make([]Bid, bidsLen)
+	for i := 0; i < bidsLen; i++ {
+		item := j.Get("bids").GetIndex(i)
+		res.Bids[i] = Bid{
+			Price:    item.GetIndex(0).MustString(),
+			Quantity: item.GetIndex(1).MustString(),
+		}
+	}
+	asksLen := len(j.Get("asks").MustArray())
+	res.Asks = make([]Ask, asksLen)
+	for i := 0; i < asksLen; i++ {
+		item := j.Get("asks").GetIndex(i)
+		res.Asks[i] = Ask{
+			Price:    item.GetIndex(0).MustString(),
+			Quantity: item.GetIndex(1).MustString(),
+		}
+	}
+	return res, nil
+}
+
+// DepthResponse define depth info with bids and asks
+type DepthResponse struct {
+	LastUpdateID int64  `json:"lastUpdateId"`
+	Symbol       string `json:"symbol"`
+	Time         int64  `json:"E"`
+	TradeTime    int64  `json:"T"`
+	Bids         []Bid  `json:"bids"`
+	Asks         []Ask  `json:"asks"`
+}
 
 // Ask is a type alias for PriceLevel.
 type Ask = common.PriceLevel