Merge pull request #414 from c9s/c9s/kucoin-get-history-orders

feature: add kucoin history orders api

config/xmaker.yaml

@@ -4,31 +4,11 @@ notifications:
     defaultChannel: "dev-bbgo"
     errorChannel: "bbgo-error"
 
-  # if you want to route channel by symbol
-  symbolChannels:
-    "^BTC": "btc"
-    "^ETH": "eth"
-
-  # if you want to route channel by exchange session
-  sessionChannels:
-    max: "bbgo-max"
-    binance: "bbgo-binance"
-
   # routing rules
   routing:
-    trade: "$symbol"
+    trade: "$silent"
     order: "$silent"
     submitOrder: "$silent"
-    pnL: "bbgo-pnl"
-
-reportPnL:
-- averageCostBySymbols:
-  - "BTCUSDT"
-  - "BNBUSDT"
-  of: binance
-  when:
-  - "@daily"
-  - "@hourly"
 
 persistence:
   json:
@@ -59,10 +39,11 @@ crossExchangeStrategies:
     # disableHedge: true
 
     hedgeInterval: 10s
+    notifyTrade: true
 
     margin: 0.004
-    askMargin: 0.004
-    bidMargin: 0.004
+    askMargin: 0.4%
+    bidMargin: 0.4%
 
     quantity: 0.001
     quantityMultiplier: 2

doc/development/kucoin-cli.md

@@ -14,5 +14,9 @@ go run ./examples/kucoin orders --symbol LTC-USDT --status active
 go run ./examples/kucoin orders --symbol LTC-USDT --status done
 go run ./examples/kucoin orders cancel --order-id 61b48b73b4de3e0001251382
 
+# list history orders
+go run ./examples/kucoin orders history --symbol BTC-USDT
+
 go run ./examples/kucoin fills --symbol LTC-USDT
+
 ```

examples/kucoin/orders.go

@@ -2,6 +2,7 @@ package main
 
 import (
 	"context"
+	"time"
 
 	"github.com/pkg/errors"
 	"github.com/sirupsen/logrus"
@@ -26,6 +27,9 @@ func init() {
 	placeOrderCmd.Flags().String("order-type", string(kucoinapi.OrderTypeLimit), "order type")
 	placeOrderCmd.Flags().String("side", "", "buy or sell")
 	ordersCmd.AddCommand(placeOrderCmd)
+
+	historyOrdersCmd.Flags().String("symbol", "", "symbol, BTC-USDT, LTC-USDT...etc")
+	ordersCmd.AddCommand(historyOrdersCmd)
 }
 
 
@@ -37,7 +41,6 @@ var ordersCmd = &cobra.Command{
 	SilenceUsage: true,
 
 	RunE: func(cmd *cobra.Command, args []string) error {
-		req := client.TradeService.NewListOrdersRequest()
 
 		symbol, err := cmd.Flags().GetString("symbol")
 		if err != nil {
@@ -48,14 +51,14 @@ var ordersCmd = &cobra.Command{
 			return errors.New("--symbol option is required")
 		}
 
-		req.Symbol(symbol)
-
-
 		status, err := cmd.Flags().GetString("status")
 		if err != nil {
 			return err
 		}
 
+		req := client.TradeService.NewListOrdersRequest()
+		req.Symbol(symbol)
+
 		if len(status) > 0 {
 			req.Status(status)
 		}
@@ -71,6 +74,38 @@ var ordersCmd = &cobra.Command{
 }
 
 
+// go run ./examples/kucoin orders history
+var historyOrdersCmd = &cobra.Command{
+	Use: "history [--symbol SYMBOL]",
+
+	// SilenceUsage is an option to silence usage when an error occurs.
+	SilenceUsage: true,
+
+	RunE: func(cmd *cobra.Command, args []string) error {
+		symbol, err := cmd.Flags().GetString("symbol")
+		if err != nil {
+			return err
+		}
+
+		if len(symbol) == 0 {
+			return errors.New("--symbol option is required")
+		}
+
+		req := client.TradeService.NewListHistoryOrdersRequest()
+		req.Symbol(symbol)
+		req.StartAt(time.Now().AddDate(0, -2, 0))
+
+		page, err := req.Do(context.Background())
+		if err != nil {
+			return err
+		}
+
+		logrus.Infof("page: %+v", page)
+		return nil
+	},
+}
+
+
 // usage:
 // go run ./examples/kucoin orders place --symbol LTC-USDT --price 50 --size 1 --order-type limit --side buy
 var placeOrderCmd = &cobra.Command{

pkg/exchange/kucoin/exchange.go

@@ -295,15 +295,24 @@ func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since,
 	req := e.client.TradeService.NewListOrdersRequest()
 	req.Symbol(toLocalSymbol(symbol))
 	req.Status("done")
-	req.EndAt(until)
 	req.StartAt(since)
 
+	// kucoin:
+	// 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.
+	if until.Sub(since) < 7 * 24 * time.Hour {
+		req.EndAt(until)
+	} else {
+		req.EndAt(since.Add(7 * 24 * time.Hour - time.Minute))
+	}
+
 	orderList, err := req.Do(ctx)
 	if err != nil {
 		return orders, err
 	}
 
-	// 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)

pkg/exchange/kucoin/kucoinapi/cancel_all_order_request_requestgen.go

@@ -41,6 +41,7 @@ func (r *CancelAllOrderRequest) GetParameters() (map[string]interface{}, error)
 
 		// assign parameter of symbol
 		params["symbol"] = symbol
+
 	}
 	// check tradeType field -> json key tradeType
 	if r.tradeType != nil {
@@ -48,6 +49,7 @@ func (r *CancelAllOrderRequest) GetParameters() (map[string]interface{}, error)
 
 		// assign parameter of tradeType
 		params["tradeType"] = tradeType
+
 	}
 
 	return params, nil

pkg/exchange/kucoin/kucoinapi/cancel_order_request_requestgen.go

@@ -40,6 +40,7 @@ func (r *CancelOrderRequest) GetParameters() (map[string]interface{}, error) {
 
 		// assign parameter of orderID
 		params["orderID"] = orderID
+
 	}
 	// check clientOrderID field -> json key clientOrderID
 	if r.clientOrderID != nil {
@@ -47,6 +48,7 @@ func (r *CancelOrderRequest) GetParameters() (map[string]interface{}, error) {
 
 		// assign parameter of clientOrderID
 		params["clientOrderID"] = clientOrderID
+
 	}
 
 	return params, nil

pkg/exchange/kucoin/kucoinapi/get_fills_request_requestgen.go

@@ -1,8 +1,9 @@
-// Code generated by "requestgen -type GetFillsRequest"; DO NOT EDIT.
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/v1/fills -type GetFillsRequest -responseDataType .FillListPage"; DO NOT EDIT.
 
 package kucoinapi
 
 import (
+	"context"
 	"encoding/json"
 	"fmt"
 	"net/url"
@@ -16,6 +17,11 @@ func (r *GetFillsRequest) OrderID(orderID string) *GetFillsRequest {
 	return r
 }
 
+func (r *GetFillsRequest) TradeType(tradeType string) *GetFillsRequest {
+	r.tradeType = &tradeType
+	return r
+}
+
 func (r *GetFillsRequest) Symbol(symbol string) *GetFillsRequest {
 	r.symbol = &symbol
 	return r
@@ -62,6 +68,15 @@ func (r *GetFillsRequest) GetParameters() (map[string]interface{}, error) {
 
 		// assign parameter of orderID
 		params["orderId"] = orderID
+
+	}
+	// check tradeType field -> json key tradeType
+	if r.tradeType != nil {
+		tradeType := *r.tradeType
+
+		// assign parameter of tradeType
+		params["tradeType"] = tradeType
+
 	}
 	// check symbol field -> json key symbol
 	if r.symbol != nil {
@@ -69,11 +84,13 @@ func (r *GetFillsRequest) GetParameters() (map[string]interface{}, error) {
 
 		// assign parameter of symbol
 		params["symbol"] = symbol
+
 	}
 	// check side field -> json key side
 	if r.side != nil {
 		side := *r.side
 
+		// TEMPLATE check-valid-values
 		switch side {
 		case "buy", "sell":
 			params["side"] = side
@@ -82,14 +99,17 @@ func (r *GetFillsRequest) GetParameters() (map[string]interface{}, error) {
 			return params, fmt.Errorf("side value %v is invalid", side)
 
 		}
+		// END TEMPLATE check-valid-values
 
 		// assign parameter of side
 		params["side"] = side
+
 	}
 	// check orderType field -> json key type
 	if r.orderType != nil {
 		orderType := *r.orderType
 
+		// TEMPLATE check-valid-values
 		switch orderType {
 		case "limit", "market", "limit_stop", "market_stop":
 			params["type"] = orderType
@@ -98,9 +118,11 @@ func (r *GetFillsRequest) GetParameters() (map[string]interface{}, error) {
 			return params, fmt.Errorf("type value %v is invalid", orderType)
 
 		}
+		// END TEMPLATE check-valid-values
 
 		// assign parameter of orderType
 		params["type"] = orderType
+
 	}
 	// check startAt field -> json key startAt
 	if r.startAt != nil {
@@ -109,6 +131,7 @@ func (r *GetFillsRequest) GetParameters() (map[string]interface{}, error) {
 		// assign parameter of startAt
 		// convert time.Time to milliseconds time stamp
 		params["startAt"] = strconv.FormatInt(startAt.UnixNano()/int64(time.Millisecond), 10)
+
 	}
 	// check endAt field -> json key endAt
 	if r.endAt != nil {
@@ -117,6 +140,7 @@ func (r *GetFillsRequest) GetParameters() (map[string]interface{}, error) {
 		// assign parameter of endAt
 		// convert time.Time to milliseconds time stamp
 		params["endAt"] = strconv.FormatInt(endAt.UnixNano()/int64(time.Millisecond), 10)
+
 	}
 
 	return params, nil
@@ -177,3 +201,32 @@ func (r *GetFillsRequest) GetSlugsMap() (map[string]string, error) {
 
 	return slugs, nil
 }
+
+func (r *GetFillsRequest) Do(ctx context.Context) (*FillListPage, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query := url.Values{}
+
+	apiURL := "/api/v1/fills"
+
+	req, err := r.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := r.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse APIResponse
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	var data FillListPage
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return &data, nil
+}

pkg/exchange/kucoin/kucoinapi/list_history_orders_request_requestgen.go

@@ -0,0 +1,158 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/v1/hist-orders -type ListHistoryOrdersRequest -responseDataType .HistoryOrderListPage"; DO NOT EDIT.
+
+package kucoinapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"regexp"
+	"strconv"
+	"time"
+)
+
+func (l *ListHistoryOrdersRequest) Symbol(symbol string) *ListHistoryOrdersRequest {
+	l.symbol = &symbol
+	return l
+}
+
+func (l *ListHistoryOrdersRequest) StartAt(startAt time.Time) *ListHistoryOrdersRequest {
+	l.startAt = &startAt
+	return l
+}
+
+func (l *ListHistoryOrdersRequest) EndAt(endAt time.Time) *ListHistoryOrdersRequest {
+	l.endAt = &endAt
+	return l
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (l *ListHistoryOrdersRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for k, v := range params {
+		query.Add(k, fmt.Sprintf("%v", v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (l *ListHistoryOrdersRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check symbol field -> json key symbol
+	if l.symbol != nil {
+		symbol := *l.symbol
+
+		// assign parameter of symbol
+		params["symbol"] = symbol
+
+	}
+	// check startAt field -> json key startAt
+	if l.startAt != nil {
+		startAt := *l.startAt
+
+		// assign parameter of startAt
+		// convert time.Time to milliseconds time stamp
+		params["startAt"] = strconv.FormatInt(startAt.UnixNano()/int64(time.Millisecond), 10)
+
+	}
+	// check endAt field -> json key endAt
+	if l.endAt != nil {
+		endAt := *l.endAt
+
+		// assign parameter of endAt
+		// convert time.Time to milliseconds time stamp
+		params["endAt"] = strconv.FormatInt(endAt.UnixNano()/int64(time.Millisecond), 10)
+
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (l *ListHistoryOrdersRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := l.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for k, v := range params {
+		query.Add(k, fmt.Sprintf("%v", v))
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (l *ListHistoryOrdersRequest) GetParametersJSON() ([]byte, error) {
+	params, err := l.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (l *ListHistoryOrdersRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (l *ListHistoryOrdersRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for k, v := range slugs {
+		needleRE := regexp.MustCompile(":" + k + "\\b")
+		url = needleRE.ReplaceAllString(url, v)
+	}
+
+	return url
+}
+
+func (l *ListHistoryOrdersRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := l.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for k, v := range params {
+		slugs[k] = fmt.Sprintf("%v", v)
+	}
+
+	return slugs, nil
+}
+
+func (l *ListHistoryOrdersRequest) Do(ctx context.Context) (*HistoryOrderListPage, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query := url.Values{}
+
+	apiURL := "/api/v1/hist-orders"
+
+	req, err := l.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := l.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse APIResponse
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	var data HistoryOrderListPage
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return &data, nil
+}

pkg/exchange/kucoin/kucoinapi/list_orders_request_requestgen.go

@@ -1,8 +1,9 @@
-// Code generated by "requestgen -type ListOrdersRequest"; DO NOT EDIT.
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/v1/orders -type ListOrdersRequest -responseDataType .OrderListPage"; DO NOT EDIT.
 
 package kucoinapi
 
 import (
+	"context"
 	"encoding/json"
 	"fmt"
 	"net/url"
@@ -65,6 +66,7 @@ func (r *ListOrdersRequest) GetParameters() (map[string]interface{}, error) {
 	if r.status != nil {
 		status := *r.status
 
+		// TEMPLATE check-valid-values
 		switch status {
 		case "active", "done":
 			params["status"] = status
@@ -73,9 +75,11 @@ func (r *ListOrdersRequest) GetParameters() (map[string]interface{}, error) {
 			return params, fmt.Errorf("status value %v is invalid", status)
 
 		}
+		// END TEMPLATE check-valid-values
 
 		// assign parameter of status
 		params["status"] = status
+
 	}
 	// check symbol field -> json key symbol
 	if r.symbol != nil {
@@ -83,11 +87,13 @@ func (r *ListOrdersRequest) GetParameters() (map[string]interface{}, error) {
 
 		// assign parameter of symbol
 		params["symbol"] = symbol
+
 	}
 	// check side field -> json key side
 	if r.side != nil {
 		side := *r.side
 
+		// TEMPLATE check-valid-values
 		switch side {
 		case "buy", "sell":
 			params["side"] = side
@@ -96,9 +102,11 @@ func (r *ListOrdersRequest) GetParameters() (map[string]interface{}, error) {
 			return params, fmt.Errorf("side value %v is invalid", side)
 
 		}
+		// END TEMPLATE check-valid-values
 
 		// assign parameter of side
 		params["side"] = side
+
 	}
 	// check orderType field -> json key type
 	if r.orderType != nil {
@@ -106,6 +114,7 @@ func (r *ListOrdersRequest) GetParameters() (map[string]interface{}, error) {
 
 		// assign parameter of orderType
 		params["type"] = orderType
+
 	}
 	// check tradeType field -> json key tradeType
 	if r.tradeType != nil {
@@ -113,6 +122,7 @@ func (r *ListOrdersRequest) GetParameters() (map[string]interface{}, error) {
 
 		// assign parameter of tradeType
 		params["tradeType"] = tradeType
+
 	}
 	// check startAt field -> json key startAt
 	if r.startAt != nil {
@@ -121,6 +131,7 @@ func (r *ListOrdersRequest) GetParameters() (map[string]interface{}, error) {
 		// assign parameter of startAt
 		// convert time.Time to milliseconds time stamp
 		params["startAt"] = strconv.FormatInt(startAt.UnixNano()/int64(time.Millisecond), 10)
+
 	}
 	// check endAt field -> json key endAt
 	if r.endAt != nil {
@@ -129,6 +140,7 @@ func (r *ListOrdersRequest) GetParameters() (map[string]interface{}, error) {
 		// assign parameter of endAt
 		// convert time.Time to milliseconds time stamp
 		params["endAt"] = strconv.FormatInt(endAt.UnixNano()/int64(time.Millisecond), 10)
+
 	}
 
 	return params, nil
@@ -189,3 +201,32 @@ func (r *ListOrdersRequest) GetSlugsMap() (map[string]string, error) {
 
 	return slugs, nil
 }
+
+func (r *ListOrdersRequest) Do(ctx context.Context) (*OrderListPage, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query := url.Values{}
+
+	apiURL := "/api/v1/orders"
+
+	req, err := r.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := r.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse APIResponse
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	var data OrderListPage
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return &data, nil
+}

pkg/exchange/kucoin/kucoinapi/place_order_request_requestgen.go

@@ -70,17 +70,19 @@ func (r *PlaceOrderRequest) GetParameters() (map[string]interface{}, error) {
 	if r.clientOrderID != nil {
 		clientOrderID := *r.clientOrderID
 
+		// TEMPLATE check-required
 		if len(clientOrderID) == 0 {
 			return params, fmt.Errorf("clientOid is required, empty string given")
 		}
+		// END TEMPLATE check-required
 
 		// assign parameter of clientOrderID
 		params["clientOid"] = clientOrderID
+
 	} else {
 
 		// assign default of clientOrderID
 		clientOrderID := uuid.New().String()
-
 		// assign parameter of clientOrderID
 		params["clientOid"] = clientOrderID
 
@@ -88,9 +90,11 @@ func (r *PlaceOrderRequest) GetParameters() (map[string]interface{}, error) {
 	// check symbol field -> json key symbol
 	symbol := r.symbol
 
+	// TEMPLATE check-required
 	if len(symbol) == 0 {
 		return params, fmt.Errorf("symbol is required, empty string given")
 	}
+	// END TEMPLATE check-required
 
 	// assign parameter of symbol
 	params["symbol"] = symbol
@@ -100,6 +104,7 @@ func (r *PlaceOrderRequest) GetParameters() (map[string]interface{}, error) {
 
 		// assign parameter of tag
 		params["tag"] = tag
+
 	}
 	// check side field -> json key side
 	side := r.side
@@ -114,9 +119,11 @@ func (r *PlaceOrderRequest) GetParameters() (map[string]interface{}, error) {
 	// check size field -> json key size
 	size := r.size
 
+	// TEMPLATE check-required
 	if len(size) == 0 {
 		return params, fmt.Errorf("size is required, empty string given")
 	}
+	// END TEMPLATE check-required
 
 	// assign parameter of size
 	params["size"] = size
@@ -126,17 +133,21 @@ func (r *PlaceOrderRequest) GetParameters() (map[string]interface{}, error) {
 
 		// assign parameter of price
 		params["price"] = price
+
 	}
 	// check timeInForce field -> json key timeInForce
 	if r.timeInForce != nil {
 		timeInForce := *r.timeInForce
 
+		// TEMPLATE check-required
 		if len(timeInForce) == 0 {
 			return params, fmt.Errorf("timeInForce is required, empty string given")
 		}
+		// END TEMPLATE check-required
 
 		// assign parameter of timeInForce
 		params["timeInForce"] = timeInForce
+
 	}
 
 	return params, nil

pkg/exchange/kucoin/kucoinapi/trade.go

@@ -10,7 +10,6 @@ import (
 
 	"github.com/c9s/requestgen"
 	"github.com/pkg/errors"
-	"github.com/sirupsen/logrus"
 
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
@@ -24,41 +23,38 @@ type OrderResponse struct {
 	OrderID string `json:"orderId"`
 }
 
+func (c *TradeService) NewListHistoryOrdersRequest() *ListHistoryOrdersRequest {
+	return &ListHistoryOrdersRequest{client: c.client}
+
+}
+
 func (c *TradeService) NewPlaceOrderRequest() *PlaceOrderRequest {
-	return &PlaceOrderRequest{
-		client: c.client,
-	}
+	return &PlaceOrderRequest{client: c.client}
 }
 
 func (c *TradeService) NewBatchPlaceOrderRequest() *BatchPlaceOrderRequest {
-	return &BatchPlaceOrderRequest{
-		client: c.client,
-	}
+	return &BatchPlaceOrderRequest{client: c.client}
 }
 
 func (c *TradeService) NewCancelOrderRequest() *CancelOrderRequest {
-	return &CancelOrderRequest{
-		client: c.client,
-	}
+	return &CancelOrderRequest{client: c.client}
 }
 
 func (c *TradeService) NewCancelAllOrderRequest() *CancelAllOrderRequest {
-	return &CancelAllOrderRequest{
-		client: c.client,
-	}
+	return &CancelAllOrderRequest{client: c.client}
 }
 
 func (c *TradeService) NewGetFillsRequest() *GetFillsRequest {
 	return &GetFillsRequest{client: c.client}
 }
 
-//go:generate requestgen -type GetFillsRequest
+//go:generate GetRequest -url /api/v1/fills -type GetFillsRequest -responseDataType .FillListPage
 type GetFillsRequest struct {
-	client *RestClient
+	client requestgen.AuthenticatedAPIClient
 
 	orderID *string `param:"orderId"`
 
-	// tradeType *string `param:"tradeType" default:"TRADE"`
+	tradeType *string `param:"tradeType" default:"TRADE"`
 
 	symbol *string `param:"symbol"`
 
@@ -99,48 +95,38 @@ type Fill struct {
 	TradeType      TradeType                  `json:"tradeType"`
 }
 
-func (r *GetFillsRequest) Do(ctx context.Context) (*FillListPage, error) {
-	params, err := r.GetParametersQuery()
-	if err != nil {
-		return nil, err
-	}
+//go:generate GetRequest -url /api/v1/hist-orders -type ListHistoryOrdersRequest -responseDataType .HistoryOrderListPage
+type ListHistoryOrdersRequest struct {
+	client requestgen.AuthenticatedAPIClient
 
-	if _, ok := params["tradeType"]; !ok {
-		params.Add("tradeType", "TRADE")
-	}
+	symbol *string `param:"symbol"`
 
-	logrus.Infof("get fills: %+v", params)
+	startAt *time.Time `param:"startAt,milliseconds"`
 
-	req, err := r.client.NewAuthenticatedRequest(ctx, "GET", "/api/v1/fills", params, nil)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := r.client.SendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var orderResponse struct {
-		Code    string        `json:"code"`
-		Message string        `json:"msg"`
-		Data    *FillListPage `json:"data"`
-	}
-
-	if err := response.DecodeJSON(&orderResponse); err != nil {
-		return nil, err
-	}
-
-	if orderResponse.Data == nil {
-		return nil, errors.New("api error: [" + orderResponse.Code + "] " + orderResponse.Message)
-	}
-
-	return orderResponse.Data, nil
+	endAt *time.Time `param:"endAt,milliseconds"`
 }
 
-//go:generate requestgen -type ListOrdersRequest
+type HistoryOrder struct {
+	Symbol    string `json:"symbol"`
+	DealPrice string `json:"dealPrice"`
+	DealValue string `json:"dealValue"`
+	Amount    string `json:"amount"`
+	Fee       string `json:"fee"`
+	Side      string `json:"side"`
+	CreatedAt int    `json:"createdAt"`
+}
+
+type HistoryOrderListPage struct {
+	CurrentPage int            `json:"currentPage"`
+	PageSize    int            `json:"pageSize"`
+	TotalNum    int            `json:"totalNum"`
+	TotalPage   int            `json:"totalPage"`
+	Items       []HistoryOrder `json:"items"`
+}
+
+//go:generate GetRequest -url /api/v1/orders -type ListOrdersRequest -responseDataType .OrderListPage
 type ListOrdersRequest struct {
-	client *RestClient
+	client requestgen.AuthenticatedAPIClient
 
 	status *string `param:"status" validValues:"active,done"`
 
@@ -150,7 +136,7 @@ type ListOrdersRequest struct {
 
 	orderType *OrderType `param:"type"`
 
-	tradeType *TradeType `param:"tradeType"`
+	tradeType *TradeType `param:"tradeType" default:"TRADE"`
 
 	startAt *time.Time `param:"startAt,milliseconds"`
 
@@ -193,43 +179,6 @@ type OrderListPage struct {
 	Items       []Order `json:"items"`
 }
 
-func (r *ListOrdersRequest) Do(ctx context.Context) (*OrderListPage, error) {
-	params, err := r.GetParametersQuery()
-	if err != nil {
-		return nil, err
-	}
-
-	if _, ok := params["tradeType"]; !ok {
-		params.Add("tradeType", "TRADE")
-	}
-
-	req, err := r.client.NewAuthenticatedRequest(ctx, "GET", "/api/v1/orders", params, nil)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := r.client.SendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var orderResponse struct {
-		Code    string         `json:"code"`
-		Message string         `json:"msg"`
-		Data    *OrderListPage `json:"data"`
-	}
-
-	if err := response.DecodeJSON(&orderResponse); err != nil {
-		return nil, err
-	}
-
-	if orderResponse.Data == nil {
-		return nil, errors.New("api error: [" + orderResponse.Code + "] " + orderResponse.Message)
-	}
-
-	return orderResponse.Data, nil
-}
-
 func (c *TradeService) NewListOrdersRequest() *ListOrdersRequest {
 	return &ListOrdersRequest{client: c.client}
 }
@@ -259,7 +208,6 @@ type PlaceOrderRequest struct {
 	timeInForce *TimeInForceType `param:"timeInForce,required"`
 }
 
-
 type CancelOrderResponse struct {
 	CancelledOrderIDs []string `json:"cancelledOrderIds,omitempty"`
 
@@ -276,7 +224,6 @@ type CancelOrderRequest struct {
 	clientOrderID *string `param:"clientOrderID"`
 }
 
-
 func (r *CancelOrderRequest) Do(ctx context.Context) (*CancelOrderResponse, error) {
 	if r.orderID == nil && r.clientOrderID == nil {
 		return nil, errors.New("either orderID or clientOrderID is required for canceling order")

pkg/service/order.go

@@ -80,6 +80,11 @@ func (s *OrderService) Sync(ctx context.Context, exchange types.Exchange, symbol
 			continue
 		}
 
+		// skip canceled and not filled orders
+		if order.Status == types.OrderStatusCanceled && order.ExecutedQuantity == 0.0 {
+			continue
+		}
+
 		if err := s.Insert(order); err != nil {
 			return err
 		}