all: improve cancel command and add uuid field to order struct

doc/development/new-exchange.md

@@ -107,4 +107,17 @@ godotenv -f .env.local -- go run ./cmd/bbgo --config config/bbgo.yaml userdatast
 
 ```shell
 godotenv -f .env.local -- go run ./cmd/bbgo submit-order --session=kucoin --symbol=BTCUSDT --side=buy --price=18000 --quantity=0.001
-```
+```
+
+### Testing open orders query
+
+```shell
+godotenv -f .env.local -- go run ./cmd/bbgo list-orders --session kucoin --symbol=BTCUSDT open
+godotenv -f .env.local -- go run ./cmd/bbgo list-orders --session kucoin --symbol=BTCUSDT closed
+```
+
+### Testing order cancel
+
+```shell
+godotenv -f .env.local -- go run ./cmd/bbgo cancel-order --session kucoin --order-uuid 61c745c44592c200014abdcf
+```

pkg/cmd/cancel.go

@@ -23,6 +23,7 @@ func init() {
 	cancelOrderCmd.Flags().String("symbol", "", "symbol to cancel orders")
 	cancelOrderCmd.Flags().Int64("group-id", 0, "group ID to cancel orders")
 	cancelOrderCmd.Flags().Uint64("order-id", 0, "order ID to cancel orders")
+	cancelOrderCmd.Flags().String("order-uuid", "", "order UUID to cancel orders")
 	cancelOrderCmd.Flags().Bool("all", false, "cancel all orders")
 	RootCmd.AddCommand(cancelOrderCmd)
 }
@@ -54,60 +55,56 @@ var cancelOrderCmd = &cobra.Command{
 			return err
 		}
 
+		orderUUID, err := cmd.Flags().GetString("order-uuid")
+		if err != nil {
+			return err
+		}
+
 		all, err := cmd.Flags().GetBool("all")
 		if err != nil {
 			return err
 		}
 
-		configFile, err := cmd.Flags().GetString("config")
-		if err != nil {
-			return err
-		}
-
-		if len(configFile) == 0 {
-			return errors.New("--config option is required")
-		}
-
-		userConfig, err := bbgo.Load(configFile, false)
-		if err != nil {
-			return err
-		}
-
-		environ := bbgo.NewEnvironment()
-		if err := environ.ConfigureDatabase(ctx); err != nil {
-			return err
-		}
-
-		if err := environ.ConfigureExchangeSessions(userConfig); err != nil {
-			return err
-		}
-
-		if userConfig.Persistence != nil {
-			if err := environ.ConfigurePersistence(userConfig.Persistence); err != nil {
-				return err
-			}
-		}
-
-		var sessions = environ.Sessions()
-
 		sessionName, err := cmd.Flags().GetString("session")
 		if err != nil {
 			return err
 		}
 
+		if userConfig == nil {
+			return errors.New("config file is required")
+		}
+
+		environ := bbgo.NewEnvironment()
+		if err := environ.ConfigureExchangeSessions(userConfig); err != nil {
+			return err
+		}
+
+		if err := environ.Init(ctx); err != nil {
+			return err
+		}
+
+		var sessions = environ.Sessions()
+
+
 		if len(sessionName) > 0 {
-			ses, ok := sessions[sessionName]
+			ses, ok := environ.Session(sessionName)
 			if !ok {
 				return fmt.Errorf("session %s not found", sessionName)
 			}
 
-			if orderID > 0 {
-				logrus.Infof("canceling order by the given order id %d", orderID)
+			if orderID > 0 || orderUUID != "" {
+				if orderID > 0 {
+					logrus.Infof("canceling order by the given order id %d", orderID)
+				} else if orderUUID != "" {
+					logrus.Infof("canceling order by the given order uuid %s", orderUUID)
+				}
+
 				err := ses.Exchange.CancelOrders(ctx, types.Order{
 					SubmitOrder: types.SubmitOrder{
 						Symbol: symbol,
 					},
 					OrderID: orderID,
+					UUID:    orderUUID,
 				})
 				if err != nil {
 					return err

pkg/cmd/orders.go

@@ -5,15 +5,17 @@ import (
 	"fmt"
 	"os"
 	"os/signal"
+	"strings"
 	"syscall"
 	"time"
 
-	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/google/uuid"
 	"github.com/pkg/errors"
 	log "github.com/sirupsen/logrus"
 	"github.com/spf13/cobra"
 
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/exchange/ftx"
 	"github.com/c9s/bbgo/pkg/types"
@@ -106,8 +108,9 @@ var listOrdersCmd = &cobra.Command{
 			return fmt.Errorf("invalid status %s", status)
 		}
 
+		log.Infof("%s ORDERS FROM %s SESSION", strings.ToUpper(status), session.Name)
 		for _, o := range os {
-			log.Infof("%s orders: %+v", status, o)
+			log.Infof("%+v", o)
 		}
 
 		return nil

pkg/exchange/kucoin/convert.go

@@ -130,6 +130,21 @@ func hashStringID(s string) uint64 {
 	return h.Sum64()
 }
 
+func toGlobalOrderStatus(o kucoinapi.Order) types.OrderStatus {
+	var status types.OrderStatus
+	if o.IsActive {
+		status = types.OrderStatusNew
+	} else if o.DealSize > 0 {
+		status = types.OrderStatusPartiallyFilled
+	} else if o.CancelExist {
+		status = types.OrderStatusCanceled
+	} else {
+		status = types.OrderStatusFilled
+	}
+
+	return status
+}
+
 func toGlobalSide(s string) types.SideType {
 	switch s {
 	case "buy":
@@ -173,3 +188,27 @@ func toLocalSide(side types.SideType) kucoinapi.SideType {
 	return ""
 }
 
+func toGlobalOrder(o kucoinapi.Order) types.Order {
+	var status = toGlobalOrderStatus(o)
+	var order = types.Order{
+		SubmitOrder: types.SubmitOrder{
+			ClientOrderID: o.ClientOrderID,
+			Symbol:        toGlobalSymbol(o.Symbol),
+			Side:          toGlobalSide(o.Side),
+			Type:          toGlobalOrderType(o.Type),
+			Quantity:      o.Size.Float64(),
+			Price:         o.Price.Float64(),
+			StopPrice:     o.StopPrice.Float64(),
+			TimeInForce:   string(o.TimeInForce),
+		},
+		Exchange:         types.ExchangeKucoin,
+		OrderID:          hashStringID(o.ID),
+		UUID:             o.ID,
+		Status:           status,
+		ExecutedQuantity: o.DealSize.Float64(),
+		IsWorking:        o.IsActive,
+		CreationTime:     types.Time(o.CreatedAt.Time()),
+		UpdateTime:       types.Time(o.CreatedAt.Time()), // kucoin does not response updated time
+	}
+	return order
+}

pkg/exchange/kucoin/exchange.go

@@ -5,10 +5,12 @@ import (
 	"strconv"
 	"time"
 
-	"github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi"
-	"github.com/c9s/bbgo/pkg/types"
 	"github.com/pkg/errors"
 	"github.com/sirupsen/logrus"
+	"go.uber.org/multierr"
+
+	"github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi"
+	"github.com/c9s/bbgo/pkg/types"
 )
 
 var ErrMissingSequence = errors.New("sequence is missing")
@@ -185,16 +187,67 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
 	return createdOrders, err
 }
 
+// QueryOpenOrders
+/*
+Documentation from the Kucoin API page
+
+Any order on the exchange order book is in active status.
+Orders removed from the order book will be marked with done status.
+After an order becomes done, there may be a few milliseconds latency before it’s fully settled.
+
+You can check the orders in any status.
+If the status parameter is not specified, orders of done status will be returned by default.
+
+When you query orders in active status, there is no time limit.
+However, when you query orders in done status, the start and end time range cannot exceed 7* 24 hours.
+An error will occur if the specified time window exceeds the range.
+
+If you specify the end time only, the system will automatically calculate the start time as end time minus 7*24 hours, and vice versa.
+
+The history for cancelled orders is only kept for one month.
+You will not be able to query for cancelled orders that have happened more than a month ago.
+*/
 func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {
 	req := e.client.TradeService.NewListOrdersRequest()
 	req.Symbol(toLocalSymbol(symbol))
+	req.Status("active")
+	orderList, err := req.Do(ctx)
+	if err != nil {
+		return nil, err
+	}
 
-	return nil, nil
+	// TODO: support pagination (right now we can only get 50 items from the first page)
+	for _, o := range orderList.Items {
+		order := toGlobalOrder(o)
+		orders = append(orders, order)
+	}
+
+	return orders, err
 }
 
-func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error {
-	panic("implement me")
-	return nil
+func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (errs error) {
+	for _, o := range orders {
+		req := e.client.TradeService.NewCancelOrderRequest()
+
+		if o.UUID != "" {
+			req.OrderID(o.UUID)
+		} else if o.ClientOrderID != "" {
+			req.ClientOrderID(o.ClientOrderID)
+		} else {
+			errs = multierr.Append(errs, errors.New("can not cancel order, either order uuid nor client order id is empty"))
+			continue
+		}
+
+		response, err := req.Do(ctx)
+		if err != nil {
+			errs = multierr.Append(errs, err)
+			continue
+		}
+
+		log.Infof("cancelled orders: %v", response.CancelledOrderIDs)
+	}
+
+	return errs
 }
 
 func (e *Exchange) NewStream() types.Stream {

pkg/exchange/kucoin/stream.go

@@ -6,12 +6,13 @@ import (
 	"sync"
 	"time"
 
+	"github.com/gorilla/websocket"
+	"github.com/pkg/errors"
+
 	"github.com/c9s/bbgo/pkg/depth"
 	"github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi"
 	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/util"
-	"github.com/gorilla/websocket"
-	"github.com/pkg/errors"
 )
 
 const readTimeout = 30 * time.Second
@@ -27,7 +28,7 @@ type Stream struct {
 	connCtx    context.Context
 	connCancel context.CancelFunc
 
-	bullet *kucoinapi.Bullet
+	bullet                       *kucoinapi.Bullet
 	candleEventCallbacks         []func(candle *WebSocketCandleEvent, e *WebSocketEvent)
 	orderBookL2EventCallbacks    []func(e *WebSocketOrderBookL2Event)
 	tickerEventCallbacks         []func(e *WebSocketTickerEvent)
@@ -43,8 +44,8 @@ func NewStream(client *kucoinapi.RestClient, ex *Exchange) *Stream {
 		StandardStream: types.StandardStream{
 			ReconnectC: make(chan struct{}, 1),
 		},
-		client:   client,
-		exchange: ex,
+		client:       client,
+		exchange:     ex,
 		lastCandle:   make(map[string]types.KLine),
 		depthBuffers: make(map[string]*depth.Buffer),
 	}
@@ -136,9 +137,15 @@ func (s *Stream) handlePrivateOrderEvent(e *WebSocketPrivateOrderEvent) {
 	case "open", "match", "filled":
 		status := types.OrderStatusNew
 		if e.Status == "done" {
-			status = types.OrderStatusFilled
-		} else if e.FilledSize > 0 {
-			status = types.OrderStatusPartiallyFilled
+			if e.FilledSize == e.Size {
+				status = types.OrderStatusFilled
+			} else {
+				status = types.OrderStatusCanceled
+			}
+		} else if e.Status == "open" {
+			if e.FilledSize > 0 {
+				status = types.OrderStatusPartiallyFilled
+			}
 		}
 
 		s.StandardStream.EmitOrderUpdate(types.Order{
@@ -151,9 +158,10 @@ func (s *Stream) handlePrivateOrderEvent(e *WebSocketPrivateOrderEvent) {
 			},
 			Exchange:         types.ExchangeKucoin,
 			OrderID:          hashStringID(e.OrderId),
+			UUID:             e.OrderId,
 			Status:           status,
 			ExecutedQuantity: e.FilledSize.Float64(),
-			IsWorking:        true,
+			IsWorking:        e.Status == "open",
 			CreationTime:     types.Time(e.OrderTime.Time()),
 			UpdateTime:       types.Time(e.Ts.Time()),
 		})

pkg/types/order.go

@@ -175,14 +175,18 @@ func (o *SubmitOrder) SlackAttachment() slack.Attachment {
 type Order struct {
 	SubmitOrder
 
-	Exchange         ExchangeName `json:"exchange" db:"exchange"`
-	GID              uint64       `json:"gid" db:"gid"`
-	OrderID          uint64       `json:"orderID" db:"order_id"` // order id
-	Status           OrderStatus  `json:"status" db:"status"`
-	ExecutedQuantity float64      `json:"executedQuantity" db:"executed_quantity"`
-	IsWorking        bool         `json:"isWorking" db:"is_working"`
-	CreationTime     Time         `json:"creationTime" db:"created_at"`
-	UpdateTime       Time         `json:"updateTime" db:"updated_at"`
+	Exchange ExchangeName `json:"exchange" db:"exchange"`
+
+	// GID is used for relational database storage, it's an incremental ID
+	GID     uint64 `json:"gid" db:"gid"`
+	OrderID uint64 `json:"orderID" db:"order_id"` // order id
+	UUID    string `json:"uuid,omitempty"`
+
+	Status           OrderStatus `json:"status" db:"status"`
+	ExecutedQuantity float64     `json:"executedQuantity" db:"executed_quantity"`
+	IsWorking        bool        `json:"isWorking" db:"is_working"`
+	CreationTime     Time        `json:"creationTime" db:"created_at"`
+	UpdateTime       Time        `json:"updateTime" db:"updated_at"`
 
 	IsMargin   bool `json:"isMargin" db:"is_margin"`
 	IsIsolated bool `json:"isIsolated" db:"is_isolated"`
@@ -200,7 +204,14 @@ func (o Order) Backup() SubmitOrder {
 }
 
 func (o Order) String() string {
-	return fmt.Sprintf("ORDER %s %d %s %s %f/%f @ %f -> %s", o.Exchange.String(), o.OrderID, o.Symbol, o.Side, o.ExecutedQuantity, o.Quantity, o.Price, o.Status)
+	var orderID string
+	if o.UUID != "" {
+		orderID = o.UUID
+	} else {
+		orderID = strconv.FormatUint(o.OrderID, 10)
+	}
+
+	return fmt.Sprintf("ORDER %s %s %s %s %f/%f @ %f -> %s", o.Exchange.String(), orderID, o.Symbol, o.Side, o.ExecutedQuantity, o.Quantity, o.Price, o.Status)
 }
 
 // PlainText is used for telegram-styled messages