Merge pull request #1772 from c9s/edwin/bybit/query-trade

FEATURE: [bybit] use fee currency of trade

pkg/exchange/bybit/bybitapi/client_test.go

@@ -80,6 +80,26 @@ func TestClient(t *testing.T) {
 		}
 	})
 
+	t.Run("GetTrade", func(t *testing.T) {
+		cursor := ""
+		for {
+			req := client.NewGetExecutionListRequest().Limit(50)
+			if len(cursor) != 0 {
+				req = req.Cursor(cursor)
+			}
+			trades, err := req.Do(ctx)
+			assert.NoError(t, err)
+
+			for _, o := range trades.List {
+				t.Logf("openOrders: %+v", o)
+			}
+			if len(trades.NextPageCursor) == 0 {
+				break
+			}
+			cursor = trades.NextPageCursor
+		}
+	})
+
 	t.Run("PlaceOrderRequest", func(t *testing.T) {
 		req := client.NewPlaceOrderRequest().
 			Symbol("DOTUSDT").

pkg/exchange/bybit/bybitapi/get_execution_list_request.go

@@ -24,12 +24,14 @@ type Trade struct {
 	Side      Side      `json:"side"`
 	OrderType OrderType `json:"orderType"`
 	// ExecFee is supported on restful API v5, but not on websocket API.
-	ExecFee   fixedpoint.Value           `json:"execFee"`
+	ExecFee     fixedpoint.Value           `json:"execFee"`
-	ExecId    string                     `json:"execId"`
+	ExecId      string                     `json:"execId"`
-	ExecPrice fixedpoint.Value           `json:"execPrice"`
+	ExecPrice   fixedpoint.Value           `json:"execPrice"`
-	ExecQty   fixedpoint.Value           `json:"execQty"`
+	ExecQty     fixedpoint.Value           `json:"execQty"`
-	ExecTime  types.MillisecondTimestamp `json:"execTime"`
+	ExecTime    types.MillisecondTimestamp `json:"execTime"`
-	IsMaker   bool                       `json:"isMaker"`
+	IsMaker     bool                       `json:"isMaker"`
+	FeeRate     fixedpoint.Value           `json:"feeRate"`
+	FeeCurrency string                     `json:"feeCurrency"`
 }
 
 //go:generate GetRequest -url "/v5/execution/list" -type GetExecutionListRequest -responseDataType .TradesResponse -rateLimiter 5+15/1s
@@ -38,8 +40,9 @@ type GetExecutionListRequest struct {
 
 	category Category `param:"category,query" validValues:"spot"`
 
-	symbol  *string `param:"symbol,query"`
+	symbol      *string `param:"symbol,query"`
-	orderId *string `param:"orderId,query"`
+	orderId     *string `param:"orderId,query"`
+	orderLinkId *string `param:"orderLinkId,query"`
 
 	// startTime the start timestamp (ms)
 	// startTime and endTime are not passed, return 7 days by default;

pkg/exchange/bybit/bybitapi/get_execution_list_request_requestgen.go

@@ -31,6 +31,11 @@ func (g *GetExecutionListRequest) OrderId(orderId string) *GetExecutionListReque
 	return g
 }
 
+func (g *GetExecutionListRequest) OrderLinkId(orderLinkId string) *GetExecutionListRequest {
+	g.orderLinkId = &orderLinkId
+	return g
+}
+
 func (g *GetExecutionListRequest) StartTime(startTime time.Time) *GetExecutionListRequest {
 	g.startTime = &startTime
 	return g
@@ -86,6 +91,14 @@ func (g *GetExecutionListRequest) GetQueryParameters() (url.Values, error) {
 		params["orderId"] = orderId
 	} else {
 	}
+	// check orderLinkId field -> json key orderLinkId
+	if g.orderLinkId != nil {
+		orderLinkId := *g.orderLinkId
+
+		// assign parameter of orderLinkId
+		params["orderLinkId"] = orderLinkId
+	} else {
+	}
 	// check startTime field -> json key startTime
 	if g.startTime != nil {
 		startTime := *g.startTime
@@ -275,7 +288,6 @@ func (g *GetExecutionListRequest) Do(ctx context.Context) (*TradesResponse, erro
 			return nil, err
 		}
 	}
-
 	var data TradesResponse
 	if err := json.Unmarshal(apiResponse.Result, &data); err != nil {
 		return nil, err

pkg/exchange/bybit/convert.go

@@ -325,7 +325,7 @@ func v3ToGlobalTrade(trade v3.Trade) (*types.Trade, error) {
 	}, nil
 }
 
-func toGlobalTrade(trade bybitapi.Trade, feeDetail SymbolFeeDetail) (*types.Trade, error) {
+func toGlobalTrade(trade bybitapi.Trade) (*types.Trade, error) {
 	side, err := toGlobalSideType(trade.Side)
 	if err != nil {
 		return nil, fmt.Errorf("unexpected side: %s, err: %w", trade.Side, err)
@@ -339,8 +339,6 @@ func toGlobalTrade(trade bybitapi.Trade, feeDetail SymbolFeeDetail) (*types.Trad
 		return nil, fmt.Errorf("unexpected trade id: %s, err: %w", trade.ExecId, err)
 	}
 
-	fc, _ := calculateFee(trade, feeDetail)
-
 	return &types.Trade{
 		ID:            tradeIdNum,
 		OrderID:       orderIdNum,
@@ -354,7 +352,7 @@ func toGlobalTrade(trade bybitapi.Trade, feeDetail SymbolFeeDetail) (*types.Trad
 		IsMaker:       trade.IsMaker,
 		Time:          types.Time(trade.ExecTime),
 		Fee:           trade.ExecFee,
-		FeeCurrency:   fc,
+		FeeCurrency:   trade.FeeCurrency,
 		IsMargin:      false,
 		IsFutures:     false,
 		IsIsolated:    false,

pkg/exchange/bybit/exchange.go

@@ -231,15 +231,17 @@ func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.O
 	return toGlobalOrder(res.List[0])
 }
 
+// QueryOrderTrades You can query by symbol, baseCoin, orderId and orderLinkId, and if you pass multiple params,
+// the system will process them according to this priority: orderId > orderLinkId > symbol > baseCoin.
 func (e *Exchange) QueryOrderTrades(ctx context.Context, q types.OrderQuery) (trades []types.Trade, err error) {
+	req := e.client.NewGetExecutionListRequest()
 	if len(q.ClientOrderID) != 0 {
-		log.Warn("!!!BYBIT EXCHANGE API NOTICE!!! Bybit does not support searching for trades using OrderClientId.")
+		req.OrderLinkId(q.ClientOrderID)
 	}
 
-	if len(q.OrderID) == 0 {
+	if len(q.OrderID) != 0 {
-		return nil, errors.New("orderID is required parameter")
+		req.OrderLinkId(q.OrderID)
 	}
-	req := e.client.NewGetExecutionListRequest().OrderId(q.OrderID)
 
 	if len(q.Symbol) != 0 {
 		req.Symbol(q.Symbol)
@@ -437,11 +439,7 @@ func (e *Exchange) queryTrades(ctx context.Context, req *bybitapi.GetExecutionLi
 		}
 
 		for _, trade := range res.List {
-			feeRate, err := pollAndGetFeeRate(ctx, trade.Symbol, e.FeeRatePoller, e.marketsInfo)
+			trade, err := toGlobalTrade(trade)
-			if err != nil {
-				return nil, fmt.Errorf("failed to get fee rate, err: %v", err)
-			}
-			trade, err := toGlobalTrade(trade, feeRate)
 			if err != nil {
 				return nil, fmt.Errorf("failed to convert trade, err: %v", err)
 			}