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fix(ftxExchange): setup a symbol mapping table
ftx uses BTC/USDT symbol styles, however bbgo uses the BTCUSDT style We setup a mapping table in Markets() to make conversion
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@ -20,6 +20,10 @@ func toGlobalSymbol(original string) string {
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return strings.ReplaceAll(TrimUpperString(original), "/", "")
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}
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func toLocalSymbol(original string) string {
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return symbolMap[original]
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}
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func TrimUpperString(original string) string {
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return strings.ToUpper(strings.TrimSpace(original))
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}
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@ -21,6 +21,7 @@ const (
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)
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var logger = logrus.WithField("exchange", "ftx")
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var symbolMap map[string]string
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type Exchange struct {
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key, secret string
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@ -33,6 +34,7 @@ func NewExchange(key, secret string, subAccount string) *Exchange {
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if err != nil {
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panic(err)
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}
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symbolMap = make(map[string]string)
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return &Exchange{
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restEndpoint: u,
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key: key,
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@ -73,6 +75,7 @@ func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
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markets := types.MarketMap{}
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for _, m := range resp.Result {
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symbol := toGlobalSymbol(m.Name)
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symbolMap[symbol] = m.Name
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market := types.Market{
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Symbol: symbol,
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@ -157,7 +160,7 @@ func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval type
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if !isIntervalSupportedInKLine(interval) {
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return nil, fmt.Errorf("interval %s is not supported", interval.String())
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}
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resp, err := e.newRest().HistoricalPrices(ctx, symbol, interval, int64(options.Limit), since, until)
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resp, err := e.newRest().HistoricalPrices(ctx, toLocalSymbol(symbol), interval, int64(options.Limit), since, until)
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if err != nil {
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return nil, err
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}
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@ -224,7 +227,7 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
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for since.Before(until) {
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// DO not set limit to `1` since you will always get the same response.
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resp, err := e.newRest().Fills(ctx, symbol, since, until, limit, true)
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resp, err := e.newRest().Fills(ctx, toLocalSymbol(symbol), since, until, limit, true)
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if err != nil {
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return nil, err
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}
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@ -302,7 +305,7 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
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return createdOrders, fmt.Errorf("unsupported TimeInForce %s. only support GTC", so.TimeInForce)
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}
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or, err := e.newRest().PlaceOrder(ctx, PlaceOrderPayload{
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Market: TrimUpperString(so.Symbol),
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Market: toLocalSymbol(TrimUpperString(so.Symbol)),
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Side: TrimLowerString(string(so.Side)),
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Price: so.Price,
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Type: TrimLowerString(string(so.Type)),
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@ -329,7 +332,7 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
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func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {
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// TODO: invoke open trigger orders
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resp, err := e.newRest().OpenOrders(ctx, symbol)
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resp, err := e.newRest().OpenOrders(ctx, toLocalSymbol(symbol))
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if err != nil {
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return nil, err
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}
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@ -362,7 +365,7 @@ func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since,
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s := since
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var lastOrder order
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for hasMoreData {
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resp, err := e.newRest().OrdersHistory(ctx, symbol, s, until, limit)
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resp, err := e.newRest().OrdersHistory(ctx, toLocalSymbol(symbol), s, until, limit)
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if err != nil {
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return nil, err
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}
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@ -109,7 +109,7 @@ func (s *Stream) Subscribe(channel types.Channel, symbol string, _ types.Subscri
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s.addSubscription(websocketRequest{
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Operation: subscribe,
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Channel: orderBookChannel,
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Market: TrimUpperString(symbol),
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Market: toLocalSymbol(TrimUpperString(symbol)),
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})
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}
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@ -55,9 +55,10 @@ type websocketRequest struct {
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}
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*/
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type loginArgs struct {
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Key string `json:"key"`
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Signature string `json:"sign"`
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Time int64 `json:"time"`
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Key string `json:"key"`
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Signature string `json:"sign"`
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Time int64 `json:"time"`
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SubAccount string `json:"subaccount"`
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}
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func newLoginRequest(key, secret string, t time.Time) websocketRequest {
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@ -361,7 +362,7 @@ func toGlobalOrderBook(r orderBookResponse) (types.OrderBook, error) {
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}
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return types.OrderBook{
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// ex. BTC/USDT
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Symbol: strings.ToUpper(r.Market),
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Symbol: toGlobalSymbol(strings.ToUpper(r.Market)),
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Bids: bids,
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Asks: asks,
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}, nil
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