pkg/exchange: support cancel order

pkg/exchange/bybit/bybitapi/client_test.go

@@ -97,4 +97,36 @@ func TestClient(t *testing.T) {
 		assert.Equal(t, len(ordersResp.List), 1)
 		t.Logf("apiResp: %+v", ordersResp.List[0])
 	})
+
+	t.Run("PostCancelOrderRequest", func(t *testing.T) {
+		req := client.NewPlaceOrderRequest().
+			Symbol("DOTUSDT").
+			Side(SideBuy).
+			OrderType(OrderTypeLimit).
+			Qty("1").
+			Price("4.6").
+			OrderLinkId(uuid.NewString()).
+			TimeInForce(TimeInForceGTC)
+		apiResp, err := req.Do(ctx)
+		assert.NoError(t, err)
+		t.Logf("apiResp: %+v", apiResp)
+
+		ordersResp, err := client.NewGetOpenOrderRequest().OrderLinkId(apiResp.OrderLinkId).Do(ctx)
+		assert.NoError(t, err)
+		assert.Equal(t, len(ordersResp.List), 1)
+		t.Logf("apiResp: %+v", ordersResp.List[0])
+
+		cancelReq := client.NewCancelOrderRequest().
+			Symbol("DOTUSDT").
+			OrderLinkId(apiResp.OrderLinkId)
+		cancelResp, err := cancelReq.Do(ctx)
+		assert.NoError(t, err)
+		t.Logf("apiResp: %+v", cancelResp)
+
+		ordersResp, err = client.NewGetOpenOrderRequest().OrderLinkId(apiResp.OrderLinkId).Do(ctx)
+		assert.NoError(t, err)
+		assert.Equal(t, len(ordersResp.List), 1)
+		assert.Equal(t, ordersResp.List[0].OrderStatus, OrderStatusCancelled)
+		t.Logf("apiResp: %+v", ordersResp.List[0])
+	})
 }

pkg/exchange/bybit/bybitapi/post_cancel_order_request.go

@@ -0,0 +1,35 @@
+package bybitapi
+
+import (
+	"github.com/c9s/requestgen"
+)
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Result
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Result
+
+type CancelOrderResponse struct {
+	OrderId     string `json:"orderId"`
+	OrderLinkId string `json:"orderLinkId"`
+}
+
+//go:generate PostRequest -url "/v5/order/cancel" -type PostCancelOrderRequest -responseDataType .CancelOrderResponse
+type PostCancelOrderRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	category Category `param:"category" validValues:"spot"`
+	symbol   string   `param:"symbol"`
+	// User customised order ID. Either orderId or orderLinkId is required
+	orderLinkId string `param:"orderLinkId"`
+
+	orderId *string `param:"orderLinkId"`
+	// orderFilter default type is Order
+	// tpsl order type are not currently supported
+	orderFilter *string `param:"timeInForce" validValues:"Order"`
+}
+
+func (c *RestClient) NewCancelOrderRequest() *PostCancelOrderRequest {
+	return &PostCancelOrderRequest{
+		client:   c,
+		category: CategorySpot,
+	}
+}

pkg/exchange/bybit/bybitapi/post_cancel_order_request_requestgen.go

@@ -0,0 +1,219 @@
+// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Result -url /v5/order/cancel -type PostCancelOrderRequest -responseDataType .CancelOrderResponse"; DO NOT EDIT.
+
+package bybitapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+func (p *PostCancelOrderRequest) Category(category Category) *PostCancelOrderRequest {
+	p.category = category
+	return p
+}
+
+func (p *PostCancelOrderRequest) Symbol(symbol string) *PostCancelOrderRequest {
+	p.symbol = symbol
+	return p
+}
+
+func (p *PostCancelOrderRequest) OrderLinkId(orderLinkId string) *PostCancelOrderRequest {
+	p.orderLinkId = orderLinkId
+	return p
+}
+
+func (p *PostCancelOrderRequest) OrderId(orderId string) *PostCancelOrderRequest {
+	p.orderId = &orderId
+	return p
+}
+
+func (p *PostCancelOrderRequest) OrderFilter(orderFilter string) *PostCancelOrderRequest {
+	p.orderFilter = &orderFilter
+	return p
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (p *PostCancelOrderRequest) 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 (p *PostCancelOrderRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check category field -> json key category
+	category := p.category
+
+	// TEMPLATE check-valid-values
+	switch category {
+	case "spot":
+		params["category"] = category
+
+	default:
+		return nil, fmt.Errorf("category value %v is invalid", category)
+
+	}
+	// END TEMPLATE check-valid-values
+
+	// assign parameter of category
+	params["category"] = category
+	// check symbol field -> json key symbol
+	symbol := p.symbol
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+	// check orderLinkId field -> json key orderLinkId
+	orderLinkId := p.orderLinkId
+
+	// assign parameter of orderLinkId
+	params["orderLinkId"] = orderLinkId
+	// check orderId field -> json key orderLinkId
+	if p.orderId != nil {
+		orderId := *p.orderId
+
+		// assign parameter of orderId
+		params["orderLinkId"] = orderId
+	} else {
+	}
+	// check orderFilter field -> json key timeInForce
+	if p.orderFilter != nil {
+		orderFilter := *p.orderFilter
+
+		// TEMPLATE check-valid-values
+		switch orderFilter {
+		case "Order":
+			params["timeInForce"] = orderFilter
+
+		default:
+			return nil, fmt.Errorf("timeInForce value %v is invalid", orderFilter)
+
+		}
+		// END TEMPLATE check-valid-values
+
+		// assign parameter of orderFilter
+		params["timeInForce"] = orderFilter
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (p *PostCancelOrderRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := p.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if p.isVarSlice(_v) {
+			p.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (p *PostCancelOrderRequest) GetParametersJSON() ([]byte, error) {
+	params, err := p.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 (p *PostCancelOrderRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (p *PostCancelOrderRequest) 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 (p *PostCancelOrderRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (p *PostCancelOrderRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (p *PostCancelOrderRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := p.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (p *PostCancelOrderRequest) Do(ctx context.Context) (*CancelOrderResponse, error) {
+
+	params, err := p.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+	query := url.Values{}
+
+	apiURL := "/v5/order/cancel"
+
+	req, err := p.client.NewAuthenticatedRequest(ctx, "POST", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := p.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse APIResponse
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	var data CancelOrderResponse
+	if err := json.Unmarshal(apiResponse.Result, &data); err != nil {
+		return nil, err
+	}
+	return &data, nil
+}

pkg/exchange/bybit/exchange.go

@@ -6,6 +6,7 @@ import (
 	"time"
 
 	"github.com/sirupsen/logrus"
+	"go.uber.org/multierr"
 	"golang.org/x/time/rate"
 
 	"github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi"
@@ -66,14 +67,12 @@ func (e *Exchange) PlatformFeeCurrency() string {
 
 func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
 	if err := sharedRateLimiter.Wait(ctx); err != nil {
-		log.WithError(err).Errorf("markets rate limiter wait error")
+		return nil, fmt.Errorf("markets rate limiter wait error: %v", err)
-		return nil, err
 	}
 
 	instruments, err := e.client.NewGetInstrumentsInfoRequest().Do(ctx)
 	if err != nil {
-		log.Warnf("failed to query instruments, err: %v", err)
+		return nil, fmt.Errorf("failed to get instruments, err: %v", err)
-		return nil, err
 	}
 
 	marketMap := types.MarketMap{}
@@ -86,18 +85,15 @@ func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
 
 func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error) {
 	if err := sharedRateLimiter.Wait(ctx); err != nil {
-		log.WithError(err).Errorf("ticker rate limiter wait error")
+		return nil, fmt.Errorf("ticker order rate limiter wait error: %v", err)
-		return nil, err
 	}
 
 	s, err := e.client.NewGetTickersRequest().Symbol(symbol).DoWithResponseTime(ctx)
 	if err != nil {
-		log.Warnf("failed to get tickers, symbol: %s, err: %v", symbol, err)
 		return nil, err
 	}
 
 	if len(s.List) != 1 {
-		log.Warnf("unexpected ticker length, exp: 1, got: %d", len(s.List))
 		return nil, fmt.Errorf("unexpected ticker lenght, exp:1, got:%d", len(s.List))
 	}
 
@@ -121,12 +117,10 @@ func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[str
 	}
 
 	if err := sharedRateLimiter.Wait(ctx); err != nil {
-		log.WithError(err).Errorf("ticker rate limiter wait error")
+		return nil, fmt.Errorf("tickers rate limiter wait error: %v", err)
-		return nil, err
 	}
 	allTickers, err := e.client.NewGetTickersRequest().DoWithResponseTime(ctx)
 	if err != nil {
-		log.Warnf("failed to get tickers, err: %v", err)
 		return nil, err
 	}
 
@@ -147,20 +141,17 @@ func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders [
 		}
 
 		if err = tradeRateLimiter.Wait(ctx); err != nil {
-			log.WithError(err).Errorf("trade rate limiter wait error")
+			return nil, fmt.Errorf("place order rate limiter wait error: %v", err)
-			return nil, err
 		}
 		res, err := req.Do(ctx)
 		if err != nil {
-			log.Warnf("failed to get open order, cursor: %s, err: %v", cursor, err)
+			return nil, fmt.Errorf("failed to query open orders, err: %v", err)
-			return nil, err
 		}
 
 		for _, order := range res.List {
 			order, err := toGlobalOrder(order)
 			if err != nil {
-				log.Warnf("failed to convert order, err: %v", err)
+				return nil, fmt.Errorf("failed to convert order, err: %v", err)
-				return nil, err
 			}
 
 			orders = append(orders, *order)
@@ -223,13 +214,11 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (*t
 	req.OrderLinkId(order.ClientOrderID)
 
 	if err := orderRateLimiter.Wait(ctx); err != nil {
-		log.WithError(err).Errorf("place order rate limiter wait error")
+		return nil, fmt.Errorf("place order rate limiter wait error: %v", err)
-		return nil, err
 	}
 	res, err := req.Do(ctx)
 	if err != nil {
-		log.Warnf("failed to place order, order: %#v, err: %v", order, err)
+		return nil, fmt.Errorf("failed to place order, order: %#v, err: %v", order, err)
-		return nil, err
 	}
 
 	if len(res.OrderId) == 0 || res.OrderLinkId != order.ClientOrderID {
@@ -247,3 +236,44 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (*t
 
 	return toGlobalOrder(ordersResp.List[0])
 }
+
+func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (errs error) {
+	if len(orders) == 0 {
+		return nil
+	}
+
+	for _, order := range orders {
+		req := e.client.NewCancelOrderRequest()
+
+		switch {
+		case len(order.ClientOrderID) != 0:
+			req.OrderLinkId(order.ClientOrderID)
+		case len(order.UUID) != 0 && order.OrderID != 0:
+			req.OrderId(order.UUID)
+		default:
+			errs = multierr.Append(
+				errs,
+				fmt.Errorf("the order uuid and client order id are empty, order: %#v", order),
+			)
+			continue
+		}
+
+		req.Symbol(order.Market.Symbol)
+
+		if err := orderRateLimiter.Wait(ctx); err != nil {
+			errs = multierr.Append(errs, fmt.Errorf("cancel order rate limiter wait, order id: %s, error: %v", order.ClientOrderID, err))
+			continue
+		}
+		res, err := req.Do(ctx)
+		if err != nil {
+			errs = multierr.Append(errs, fmt.Errorf("failed to cancel order id: %s, err: %v", order.ClientOrderID, err))
+			continue
+		}
+		if res.OrderId != order.UUID || res.OrderLinkId != order.ClientOrderID {
+			errs = multierr.Append(errs, fmt.Errorf("unexpected order id, resp: %#v, order: %#v", res, order))
+			continue
+		}
+	}
+
+	return errs
+}