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FIX: fix list closed orders api limit

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This commit is contained in:
chiahung.lin 2023-12-04 20:01:54 +08:00
parent 45c2ee0ed8
commit 21c037a877
1 changed files with 50 additions and 8 deletions
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58
pkg/exchange/max/exchange.go
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@ -270,18 +270,34 @@ func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders [
return orders, err
}
// lastOrderID is not supported on MAX
func (e *Exchange) QueryClosedOrders(
ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64,
) ([]types.Order, error) {
log.Warn("!!!MAX EXCHANGE API NOTICE!!! the since/until conditions will not be effected on closed orders query, max exchange does not support time-range-based query")
if !since.IsZero() || !until.IsZero() {
return e.queryClosedOrdersByTime(ctx, symbol, since, until)
return e.queryClosedOrdersByTime(ctx, symbol, since, until, maxapi.OrderByAsc, 1000)
}
return e.queryClosedOrdersByLastOrderID(ctx, symbol, lastOrderID)
}
func (e *Exchange) QueryClosedOrdersDesc(
ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64,
) ([]types.Order, error) {
closedOrders, err := e.queryClosedOrdersByTime(ctx, symbol, since, until, maxapi.OrderByDesc, 1000)
if lastOrderID == 0 {
return closedOrders, err
}
var filterClosedOrders []types.Order
for _, closedOrder := range filterClosedOrders {
if closedOrder.OrderID > lastOrderID {
filterClosedOrders = append(filterClosedOrders, closedOrder)
}
}
return filterClosedOrders, err
}
func (e *Exchange) queryClosedOrdersByLastOrderID(
ctx context.Context, symbol string, lastOrderID uint64,
) (orders []types.Order, err error) {
@ -325,11 +341,21 @@ func (e *Exchange) queryClosedOrdersByLastOrderID(
return types.SortOrdersAscending(orders), nil
}
func (e *Exchange) queryClosedOrdersByTime(ctx context.Context, symbol string, since, until time.Time) (orders []types.Order, err error) {
func (e *Exchange) queryClosedOrdersByTime(ctx context.Context, symbol string, since, until time.Time, orderByType maxapi.OrderByType, limit uint) (orders []types.Order, err error) {
if err := e.closedOrderQueryLimiter.Wait(ctx); err != nil {
return orders, err
}
// there is since limit for closed orders API
sinceLimit := time.Date(2018, time.January, 1, 0, 0, 0, 0, time.Local)
if since.Before(sinceLimit) {
since = sinceLimit
}
if until.IsZero() {
until = time.Now()
}
market := toLocalSymbol(symbol)
walletType := maxapi.WalletTypeSpot
if e.MarginSettings.IsMargin {
@ -338,9 +364,23 @@ func (e *Exchange) queryClosedOrdersByTime(ctx context.Context, symbol string, s
req := e.v3client.NewGetWalletClosedOrdersRequest(walletType).
Market(market).
Timestamp(since).
Limit(1000).
OrderBy(maxapi.OrderByAsc)
Limit(limit).
OrderBy(orderByType)
switch orderByType {
case maxapi.OrderByAsc:
req.Timestamp(since)
case maxapi.OrderByDesc:
req.Timestamp(until)
case maxapi.OrderByAscUpdatedAt:
// not implement yet
return nil, fmt.Errorf("unsupported order by type: %s", orderByType)
case maxapi.OrderByDescUpdatedAt:
// not implement yet
return nil, fmt.Errorf("unsupported order by type: %s", orderByType)
default:
return nil, fmt.Errorf("unsupported order by type: %s", orderByType)
}
maxOrders, err := req.Do(ctx)
if err != nil {
@ -348,9 +388,11 @@ func (e *Exchange) queryClosedOrdersByTime(ctx context.Context, symbol string, s
}
for _, maxOrder := range maxOrders {
if maxOrder.CreatedAt.Time().After(until) {
createdAt := maxOrder.CreatedAt.Time()
if createdAt.Before(since) || createdAt.After(until) {
continue
}
order, err2 := toGlobalOrder(maxOrder)
if err2 != nil {
err = multierr.Append(err, err2)