From 0712a8399aad1c2c1cf68135c5c655a69bd09153 Mon Sep 17 00:00:00 2001 From: edwin Date: Tue, 15 Oct 2024 00:55:27 +0800 Subject: [PATCH] pkg/exchange: update query closed order to latest --- .../bybitapi/get_order_histories_request.go | 2 +- .../get_order_histories_request_requestgen.go | 30 ++++++-- pkg/exchange/bybit/exchange.go | 74 +++++++++++++------ 3 files changed, 79 insertions(+), 27 deletions(-) diff --git a/pkg/exchange/bybit/bybitapi/get_order_histories_request.go b/pkg/exchange/bybit/bybitapi/get_order_histories_request.go index 7731bc6af..b7df4b9ea 100644 --- a/pkg/exchange/bybit/bybitapi/get_order_histories_request.go +++ b/pkg/exchange/bybit/bybitapi/get_order_histories_request.go @@ -9,7 +9,7 @@ import ( //go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Result //go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Result -//go:generate GetRequest -url "/v5/order/history" -type GetOrderHistoriesRequest -responseDataType .OrdersResponse +//go:generate GetRequest -url "/v5/order/history" -type GetOrderHistoriesRequest -responseDataType .OrdersResponse -rateLimiter 5+45/1s type GetOrderHistoriesRequest struct { client requestgen.AuthenticatedAPIClient diff --git a/pkg/exchange/bybit/bybitapi/get_order_histories_request_requestgen.go b/pkg/exchange/bybit/bybitapi/get_order_histories_request_requestgen.go index 62b362410..85360383b 100644 --- a/pkg/exchange/bybit/bybitapi/get_order_histories_request_requestgen.go +++ b/pkg/exchange/bybit/bybitapi/get_order_histories_request_requestgen.go @@ -1,4 +1,4 @@ -// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Result -url /v5/order/history -type GetOrderHistoriesRequest -responseDataType .OrdersResponse"; DO NOT EDIT. +// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Result -url /v5/order/history -type GetOrderHistoriesRequest -responseDataType .OrdersResponse -rateLimiter 5+45/1s"; DO NOT EDIT. package bybitapi @@ -6,6 +6,7 @@ import ( "context" "encoding/json" "fmt" + "golang.org/x/time/rate" "net/url" "reflect" "regexp" @@ -13,6 +14,8 @@ import ( "time" ) +var GetOrderHistoriesRequestLimiter = rate.NewLimiter(45.00000045, 5) + func (g *GetOrderHistoriesRequest) Category(category Category) *GetOrderHistoriesRequest { g.category = category return g @@ -269,6 +272,9 @@ func (g *GetOrderHistoriesRequest) GetPath() string { // Do generates the request object and send the request object to the API endpoint func (g *GetOrderHistoriesRequest) Do(ctx context.Context) (*OrdersResponse, error) { + if err := GetOrderHistoriesRequestLimiter.Wait(ctx); err != nil { + return nil, err + } // no body params var params interface{} @@ -292,15 +298,29 @@ func (g *GetOrderHistoriesRequest) Do(ctx context.Context) (*OrdersResponse, err } var apiResponse APIResponse - if err := response.DecodeJSON(&apiResponse); err != nil { - return nil, err + + type responseUnmarshaler interface { + Unmarshal(data []byte) error + } + + if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok { + if err := unmarshaler.Unmarshal(response.Body); err != nil { + return nil, err + } + } else { + // The line below checks the content type, however, some API server might not send the correct content type header, + // Hence, this is commented for backward compatibility + // response.IsJSON() + if err := response.DecodeJSON(&apiResponse); err != nil { + return nil, err + } } type responseValidator interface { Validate() error } - validator, ok := interface{}(apiResponse).(responseValidator) - if ok { + + if validator, ok := interface{}(&apiResponse).(responseValidator); ok { if err := validator.Validate(); err != nil { return nil, err } diff --git a/pkg/exchange/bybit/exchange.go b/pkg/exchange/bybit/exchange.go index 2b206e39d..96ccfbc8b 100644 --- a/pkg/exchange/bybit/exchange.go +++ b/pkg/exchange/bybit/exchange.go @@ -23,6 +23,8 @@ const ( defaultKLineLimit = 1000 queryTradeDurationLimit = 7 * 24 * time.Hour + + maxHistoricalDataQueryPeriod = 2 * 365 * 24 * time.Hour ) // https://bybit-exchange.github.io/docs/zh-TW/v5/rate-limit @@ -376,38 +378,68 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err return errs } +// QueryClosedOrders queries closed orders by symbol, since, until, and lastOrderID. +// startTime and endTime are not passed, return 7 days by default +// Only startTime is passed, return range between startTime and startTime+7 days +// Only endTime is passed, return range between endTime-7 days and endTime +// If both are passed, the rule is endTime - startTime <= 7 days +// +// ** since and until are inclusive. ** +// ** sort by creation time in descending order. ** func (e *Exchange) QueryClosedOrders( - ctx context.Context, symbol string, since, util time.Time, lastOrderID uint64, + ctx context.Context, symbol string, since, until time.Time, _ uint64, ) (orders []types.Order, err error) { - if !since.IsZero() || !util.IsZero() { - log.Warn("!!!BYBIT EXCHANGE API NOTICE!!! the since/until conditions will not be effected on SPOT account, bybit exchange does not support time-range-based query currently") + + now := time.Now() + + if time.Since(since) > maxHistoricalDataQueryPeriod { + newSince := now.Add(-maxHistoricalDataQueryPeriod) + log.Warnf("!!!BYBIT EXCHANGE API NOTICE!!! The closed order API cannot query data beyond 2 years from the current date, update %s -> %s", since, newSince) + since = newSince + } + if until.Before(since) { + newUntil := since.Add(queryTradeDurationLimit) + log.Warnf("!!!BYBIT EXCHANGE API NOTICE!!! The 'until' comes before 'since', add 7 days to until (%s -> %s).", until, newUntil) + until = newUntil } - if err := closedOrderQueryLimiter.Wait(ctx); err != nil { - return nil, fmt.Errorf("query closed order rate limiter wait error: %w", err) + // if the time range exceeds the server boundary, get the last 7 days of data + if until.Sub(since) > queryTradeDurationLimit { + newStartTime := until.Add(-queryTradeDurationLimit) + + log.Warnf("!!!BYBIT EXCHANGE API NOTICE!!! The time range exceeds the server boundary: %s, start time: %s, end time: %s, updated start time %s -> %s", queryTradeDurationLimit, since.String(), until.String(), since.String(), newStartTime.String()) + since = newStartTime } - res, err := e.client.NewGetOrderHistoriesRequest(). + req := e.client.NewGetOrderHistoriesRequest(). Symbol(symbol). - Cursor(strconv.FormatUint(lastOrderID, 10)). Limit(defaultQueryLimit). - Do(ctx) - if err != nil { - return nil, fmt.Errorf("failed to call get order histories error: %w", err) - } + StartTime(since). + EndTime(until) - for _, order := range res.List { - o, err2 := toGlobalOrder(order) - if err2 != nil { - err = multierr.Append(err, err2) - continue + cursor := "" + for { + if len(cursor) != 0 { + req = req.Cursor(cursor) } - if o.Status.Closed() { - orders = append(orders, *o) + res, err := req.Do(ctx) + if err != nil { + return nil, fmt.Errorf("failed to call get order histories error: %w", err) } - } - if err != nil { - return nil, err + + for _, order := range res.List { + order, err := toGlobalOrder(order) + if err != nil { + return nil, fmt.Errorf("failed to convert order, err: %v", err) + } + + orders = append(orders, *order) + } + + if len(res.NextPageCursor) == 0 { + break + } + cursor = res.NextPageCursor } return types.SortOrdersAscending(orders), nil