[hbdm] format price size

Models.go

@@ -191,6 +191,21 @@ type HistoricalFunding struct {
  FundingTime time.Time `json:"funding_time"`
 }
 
+type TickSize struct {
+ InstrumentID string
+ UnderlyingIndex string
+ QuoteCurrency string
+ PriceTickSize float64 //下单价格精度
+ AmountTickSize float64 //数量精度
+}
+
+type FuturesContractInfo struct {
+ *TickSize
+ ContractVal float64 //合约面值(美元)
+ Delivery string //交割日期
+ ContractType string // 本周 this_week 次周 next_week 季度 quarter
+}
+
 //api parameter struct
 
 type BorrowParameter struct {

huobi/Hbdm.go

@@ -4,6 +4,8 @@ import (
  "encoding/json"
  "errors"
  "fmt"
+ "github.com/nntaoli-project/goex/internal/logger"
+ "net/http"
  "net/url"
  "sort"
  "strings"
@@ -51,6 +53,67 @@ const (
  defaultBaseUrl = "https://api.hbdm.com"
 )
 
+var (
+ FuturesContractInfos []FuturesContractInfo
+)
+
+func init() {
+ go func() {
+ interval := time.Second
+ intervalTimer := time.NewTimer(interval)
+
+ for {
+ select {
+ case <-intervalTimer.C:
+ var response struct {
+ Status string `json:"status"`
+ Data []struct {
+ Symbol string `json:"symbol"`
+ ContractCode string `json:"contract_code"`
+ ContractType string `json:"contract_type"`
+ ContractSize float64 `json:"contract_size"`
+ PriceTick float64 `json:"price_tick"`
+ DeliveryDate string `json:"delivery_date"`
+ CreateDate string `json:"create_date"`
+ ContractStatus int `json:"contract_status"`
+ } `json:"data"`
+ }
+ urlPath := "http://api.hbdm.pro/api/v1/contract_contract_info"
+ respBody, err := HttpGet5(http.DefaultClient, urlPath, map[string]string{})
+ if err != nil {
+ logger.Error("[hbdm] get contract info error=", err)
+ goto reset
+ }
+ err = json.Unmarshal(respBody, &response)
+ if err != nil {
+ logger.Errorf("[hbdm] json unmarshal contract info error=%s", err)
+ goto reset
+ }
+ FuturesContractInfos = FuturesContractInfos[:0]
+ for _, info := range response.Data {
+ FuturesContractInfos = append(FuturesContractInfos, FuturesContractInfo{
+ TickSize: &TickSize{
+ InstrumentID: info.ContractCode,
+ UnderlyingIndex: info.Symbol,
+ QuoteCurrency: "",
+ PriceTickSize: info.PriceTick,
+ AmountTickSize: 0,
+ },
+ ContractVal: info.ContractSize,
+ Delivery: info.DeliveryDate,
+ ContractType: info.ContractType,
+ })
+ }
+ interval = 10 * time.Minute
+ reset:
+ intervalTimer.Reset(interval)
+ }
+
+ }
+
+ }()
+}
+
 func NewHbdm(conf *APIConfig) *Hbdm {
  if conf.Endpoint == "" {
  conf.Endpoint = defaultBaseUrl
@@ -179,7 +242,7 @@ func (dm *Hbdm) PlaceFutureOrder(currencyPair CurrencyPair, contractType, price,
  params.Set("order_price_type", "opponent") //对手价下单
  } else {
  params.Set("order_price_type", "limit")
- params.Add("price", price)
+ params.Add("price", dm.formatPriceSize(contractType, currencyPair.CurrencyA, price))
  }
 
  direction, offset := dm.adaptOpenType(openType)
@@ -605,3 +668,20 @@ func (dm *Hbdm) doRequest(path string, params *url.Values, data interface{}) err
 
  return json.Unmarshal(ret.Data, data)
 }
+
+func (dm *Hbdm) formatPriceSize(contract string, currency Currency, price string) string {
+ var tickSize = 0
+ for _, v := range FuturesContractInfos {
+ if (v.ContractType == contract || v.InstrumentID == contract) && v.UnderlyingIndex == currency.Symbol {
+ if v.PriceTickSize == 0 {
+ break
+ }
+ for v.PriceTickSize < 1 {
+ tickSize++
+ v.PriceTickSize *= 10
+ }
+ break
+ }
+ }
+ return FloatToString(ToFloat64(price), tickSize)
+}