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[add] 新增合约止盈订单类型

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This commit is contained in:
lychiyu 2024-09-01 20:38:14 +08:00
parent 76a133a6b4
commit 021aa5542c
3 changed files with 20 additions and 11 deletions
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8
pkg/exchange/binance/convert_futures.go
View File

@ -93,6 +93,12 @@ func toLocalFuturesOrderType(orderType types.OrderType) (futures.OrderType, erro
// case types.OrderTypeStopMarket: // case types.OrderTypeStopMarket:
// return futures.OrderTypeStopLoss, nil //TODO // return futures.OrderTypeStopLoss, nil //TODO
case types.OrderTypeStopMarket:
return futures.OrderTypeStopMarket, nil //TODO
case types.OrderTypeTakeProfitMarket:
return futures.OrderTypeTakeProfitMarket, nil
case types.OrderTypeMarket: case types.OrderTypeMarket:
return futures.OrderTypeMarket, nil return futures.OrderTypeMarket, nil
} }
@ -211,7 +217,7 @@ func toGlobalFuturesOrderType(orderType futures.OrderType) types.OrderType {
return types.OrderTypeStopLimit return types.OrderTypeStopLimit
case futures.OrderTypeTakeProfitMarket: case futures.OrderTypeTakeProfitMarket:
return types.OrderTypeStopMarket return types.OrderTypeTakeProfitMarket
case futures.OrderTypeStopMarket: case futures.OrderTypeStopMarket:
return types.OrderTypeStopMarket return types.OrderTypeStopMarket

5
pkg/exchange/binance/futures.go
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@ -139,7 +139,8 @@ func (e *Exchange) submitFuturesOrder(ctx context.Context, order types.SubmitOrd
req := e.futuresClient.NewCreateOrderService(). req := e.futuresClient.NewCreateOrderService().
Symbol(order.Symbol). Symbol(order.Symbol).
Type(orderType). Type(orderType).
Side(futures.SideType(order.Side)) Side(futures.SideType(order.Side)).
PositionSide(futures.PositionSideType(order.PositionSide))
if order.ReduceOnly { if order.ReduceOnly {
req.ReduceOnly(order.ReduceOnly) req.ReduceOnly(order.ReduceOnly)
@ -178,7 +179,7 @@ func (e *Exchange) submitFuturesOrder(ctx context.Context, order types.SubmitOrd
// set stop price // set stop price
switch order.Type { switch order.Type {
case types.OrderTypeStopLimit, types.OrderTypeStopMarket: case types.OrderTypeStopLimit, types.OrderTypeStopMarket, types.OrderTypeTakeProfitMarket:
if order.Market.Symbol != "" { if order.Market.Symbol != "" {
req.StopPrice(order.Market.FormatPrice(order.StopPrice)) req.StopPrice(order.Market.FormatPrice(order.StopPrice))
} else { } else {

18
pkg/types/order.go
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@ -79,11 +79,12 @@ func (t *MarginOrderSideEffectType) UnmarshalJSON(data []byte) error {
type OrderType string type OrderType string
const ( const (
OrderTypeLimit OrderType = "LIMIT" OrderTypeLimit OrderType = "LIMIT"
OrderTypeLimitMaker OrderType = "LIMIT_MAKER" OrderTypeLimitMaker OrderType = "LIMIT_MAKER"
OrderTypeMarket OrderType = "MARKET" OrderTypeMarket OrderType = "MARKET"
OrderTypeStopLimit OrderType = "STOP_LIMIT" OrderTypeStopLimit OrderType = "STOP_LIMIT"
OrderTypeStopMarket OrderType = "STOP_MARKET" OrderTypeStopMarket OrderType = "STOP_MARKET"
OrderTypeTakeProfitMarket OrderType = "TAKE_PROFIT_MARKET"
) )
/* /*
@ -130,9 +131,10 @@ func (o OrderStatus) Closed() bool {
type SubmitOrder struct { type SubmitOrder struct {
ClientOrderID string `json:"clientOrderID,omitempty" db:"client_order_id"` ClientOrderID string `json:"clientOrderID,omitempty" db:"client_order_id"`
Symbol string `json:"symbol" db:"symbol"` Symbol string `json:"symbol" db:"symbol"`
Side SideType `json:"side" db:"side"` Side SideType `json:"side" db:"side"`
Type OrderType `json:"orderType" db:"order_type"` PositionSide PositionSideType `json:"positionSide" db:"positionSide"`
Type OrderType `json:"orderType" db:"order_type"`
Quantity fixedpoint.Value `json:"quantity" db:"quantity"` Quantity fixedpoint.Value `json:"quantity" db:"quantity"`
Price fixedpoint.Value `json:"price" db:"price"` Price fixedpoint.Value `json:"price" db:"price"`