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Merge pull request #248 from jnlin/fix/ftx-orderid
fix(ftx): use generated order id if not specified
This commit is contained in:
commit
343f184252
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@ -9,6 +9,7 @@ import (
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"strings"
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"strings"
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"time"
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"time"
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"github.com/google/uuid"
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"github.com/sirupsen/logrus"
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"github.com/sirupsen/logrus"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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@ -29,6 +30,32 @@ type Exchange struct {
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restEndpoint *url.URL
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restEndpoint *url.URL
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}
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}
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// FTX does not have broker ID
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const spotBrokerID = "BBGO"
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func newSpotClientOrderID(originalID string) (clientOrderID string) {
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prefix := "x-" + spotBrokerID
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prefixLen := len(prefix)
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if originalID != "" {
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// try to keep the whole original client order ID if user specifies it.
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if prefixLen+len(originalID) > 32 {
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return originalID
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}
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clientOrderID = prefix + originalID
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return clientOrderID
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}
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clientOrderID = uuid.New().String()
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clientOrderID = prefix + clientOrderID
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if len(clientOrderID) > 32 {
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return clientOrderID[0:32]
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}
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return clientOrderID
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}
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func NewExchange(key, secret string, subAccount string) *Exchange {
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func NewExchange(key, secret string, subAccount string) *Exchange {
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u, err := url.Parse(restEndpoint)
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u, err := url.Parse(restEndpoint)
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if err != nil {
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if err != nil {
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@ -313,7 +340,7 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
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ReduceOnly: false,
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ReduceOnly: false,
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IOC: false,
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IOC: false,
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PostOnly: false,
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PostOnly: false,
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ClientID: so.ClientOrderID,
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ClientID: newSpotClientOrderID(so.ClientOrderID),
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})
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})
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if err != nil {
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if err != nil {
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return createdOrders, fmt.Errorf("failed to place order %+v: %w", so, err)
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return createdOrders, fmt.Errorf("failed to place order %+v: %w", so, err)
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