pkg/exchange: add 3 day transaction history api

pkg/exchange/okex/okexapi/client_test.go

@@ -264,6 +264,36 @@ func TestClient_TransactionHistoryWithTime(t *testing.T) {
 	}
 }
 
+func TestClient_ThreeDaysTransactionHistoryWithTime(t *testing.T) {
+	client := getTestClientOrSkip(t)
+	ctx := context.Background()
+
+	beforeId := int64(0)
+	startTime := time.Now().Add(-3 * 24 * time.Hour)
+	end := time.Now()
+
+	for {
+		// [{"side":"sell","fillSz":"1","fillPx":"46446.4","fillPxVol":"","fillFwdPx":"","fee":"-46.4464","fillPnl":"0","ordId":"665951654130348158","feeRate":"-0.001","instType":"SPOT","fillPxUsd":"","instId":"BTC-USDT","clOrdId":"","posSide":"net","billId":"665951654138736652","fillMarkVol":"","tag":"","fillTime":"1705047247128","execType":"T","fillIdxPx":"","tradeId":"724072849","fillMarkPx":"","feeCcy":"USDT","ts":"1705047247130"}]
+		// [{"side":"sell","fillSz":"11.053006","fillPx":"54.17","fillPxVol":"","fillFwdPx":"","fee":"-0.59874133502","fillPnl":"0","ordId":"665951812901531754","feeRate":"-0.001","instType":"SPOT","fillPxUsd":"","instId":"OKB-USDT","clOrdId":"","posSide":"net","billId":"665951812905726068","fillMarkVol":"","tag":"","fillTime":"1705047284982","execType":"T","fillIdxPx":"","tradeId":"589438381","fillMarkPx":"","feeCcy":"USDT","ts":"1705047284983"}]
+		// [{"side":"sell","fillSz":"88.946994","filollPx":"54.16","fillPxVol":"","fillFwdPx":"","fee":"-4.81736919504","fillPnl":"0","ordId":"665951812901531754","feeRate":"-0.001","instType":"SPOT","fillPxUsd":"","instId":"OKB-USDT","clOrdId":"","posSide":"net","billId":"665951812905726084","fillMarkVol":"","tag":"","fillTime":"1705047284982","execType":"T","fillIdxPx":"","tradeId":"589438382","fillMarkPx":"","feeCcy":"USDT","ts":"1705047284983"}]
+		c := client.NewGetThreeDaysTransactionHistoryRequest().
+			StartTime(types.NewMillisecondTimestampFromInt(startTime.UnixMilli()).Time()).
+			EndTime(types.NewMillisecondTimestampFromInt(end.UnixMilli()).Time()).
+			Limit(1)
+		if beforeId != 0 {
+			c.Before(strconv.FormatInt(beforeId, 10))
+		}
+		res, err := c.Do(ctx)
+		assert.NoError(t, err)
+
+		if len(res) != 1 {
+			break
+		}
+		t.Log(res[0].FillTime, res[0].Timestamp, res[0].BillId, res)
+		beforeId = int64(res[0].BillId)
+	}
+}
+
 func TestClient_BatchCancelOrderRequest(t *testing.T) {
 	client := getTestClientOrSkip(t)
 	ctx := context.Background()

pkg/exchange/okex/okexapi/get_three_days_transaction_history_request.go

@@ -0,0 +1,39 @@
+package okexapi
+
+import (
+	"time"
+
+	"github.com/c9s/requestgen"
+)
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+//go:generate GetRequest -url "/api/v5/trade/fills" -type GetThreeDaysTransactionHistoryRequest -responseDataType []Trade -rateLimiter 1+60/2s
+type GetThreeDaysTransactionHistoryRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	instrumentType InstrumentType `param:"instType,query"`
+	instrumentID   *string        `param:"instId,query"`
+	orderID        *string        `param:"ordId,query"`
+
+	underlying       *string `param:"uly,query"`
+	instrumentFamily *string `param:"instFamily,query"`
+
+	after     *string    `param:"after,query"`
+	before    *string    `param:"before,query"`
+	startTime *time.Time `param:"begin,query,milliseconds"`
+
+	// endTime for each request, startTime and endTime can be any interval, but should be in last 3 months
+	endTime *time.Time `param:"end,query,milliseconds"`
+
+	// limit for data size per page. Default: 100
+	limit *uint64 `param:"limit,query"`
+}
+
+func (c *RestClient) NewGetThreeDaysTransactionHistoryRequest() *GetThreeDaysTransactionHistoryRequest {
+	return &GetThreeDaysTransactionHistoryRequest{
+		client:         c,
+		instrumentType: InstrumentTypeSpot,
+	}
+}