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71 lines
1.9 KiB
Go
71 lines
1.9 KiB
Go
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package binance
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import (
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"context"
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"fmt"
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"github.com/adshao/go-binance/v2"
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"github.com/c9s/bbgo/pkg/exchange/binance/binanceapi"
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"github.com/c9s/bbgo/pkg/types"
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)
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func (e *Exchange) CancelReplace(ctx context.Context, cancelReplaceMode types.CancelReplaceModeType, o types.Order) (*types.Order, error) {
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if err := orderLimiter.Wait(ctx); err != nil {
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log.WithError(err).Errorf("order rate limiter wait error")
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}
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if e.IsFutures || e.IsMargin {
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// Not supported at the moment
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return nil, nil
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}
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var req = e.client2.NewCancelReplaceSpotOrderRequest()
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req.Symbol(o.Symbol)
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req.Side(binance.SideType(o.Side))
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if o.OrderID > 0 {
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req.CancelOrderId(int(o.OrderID))
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} else {
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return nil, types.NewOrderError(fmt.Errorf("cannot cancel %s order", o.Symbol), o)
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}
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req.CancelReplaceMode(binanceapi.CancelReplaceModeType(cancelReplaceMode))
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if len(o.TimeInForce) > 0 {
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// TODO: check the TimeInForce value
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req.TimeInForce(string(binance.TimeInForceType(o.TimeInForce)))
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} else {
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switch o.Type {
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case types.OrderTypeLimit, types.OrderTypeStopLimit:
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req.TimeInForce(string(binance.TimeInForceTypeGTC))
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}
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}
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if o.Market.Symbol != "" {
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req.Quantity(o.Market.FormatQuantity(o.Quantity))
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} else {
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req.Quantity(o.Quantity.FormatString(8))
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}
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switch o.Type {
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case types.OrderTypeStopLimit, types.OrderTypeLimit, types.OrderTypeLimitMaker:
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if o.Market.Symbol != "" {
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req.Price(o.Market.FormatPrice(o.Price))
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} else {
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// TODO: report error
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req.Price(o.Price.FormatString(8))
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}
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}
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switch o.Type {
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case types.OrderTypeStopLimit, types.OrderTypeStopMarket:
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if o.Market.Symbol != "" {
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req.StopPrice(o.Market.FormatPrice(o.StopPrice))
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} else {
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// TODO report error
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req.StopPrice(o.StopPrice.FormatString(8))
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}
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}
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req.NewOrderRespType(binanceapi.Full)
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resp, err := req.Do(ctx)
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if resp != nil && resp.Data != nil && resp.Data.NewOrderResponse != nil {
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return toGlobalOrder(resp.Data.NewOrderResponse, e.IsMargin)
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}
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return nil, err
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}
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