pkg/exchange: support cancel order

This commit is contained in:
Edwin 2023-07-26 22:24:20 +08:00
parent fab1107515
commit 5105046053
4 changed files with 337 additions and 21 deletions

View File

@ -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])
})
}

View File

@ -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,
}
}

View File

@ -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
}

View File

@ -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, err
return nil, fmt.Errorf("markets rate limiter wait error: %v", err)
}
instruments, err := e.client.NewGetInstrumentsInfoRequest().Do(ctx)
if err != nil {
log.Warnf("failed to query instruments, err: %v", err)
return nil, err
return nil, fmt.Errorf("failed to get instruments, err: %v", 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, err
return nil, fmt.Errorf("ticker order rate limiter wait error: %v", 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, err
return nil, fmt.Errorf("tickers rate limiter wait error: %v", 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, err
return nil, fmt.Errorf("place order rate limiter wait error: %v", err)
}
res, err := req.Do(ctx)
if err != nil {
log.Warnf("failed to get open order, cursor: %s, err: %v", cursor, err)
return nil, err
return nil, fmt.Errorf("failed to query open orders, err: %v", err)
}
for _, order := range res.List {
order, err := toGlobalOrder(order)
if err != nil {
log.Warnf("failed to convert order, err: %v", err)
return nil, err
return nil, fmt.Errorf("failed to convert order, err: %v", 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, err
return nil, fmt.Errorf("place order rate limiter wait error: %v", err)
}
res, err := req.Do(ctx)
if err != nil {
log.Warnf("failed to place order, order: %#v, err: %v", order, err)
return nil, err
return nil, fmt.Errorf("failed to place order, order: %#v, err: %v", order, 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
}