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pkg/exchange: support market order on bitget unfilled order conversion

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This commit is contained in:
edwin 2024-03-06 11:36:47 +08:00
parent ceb3091525
commit 51e38cf002
2 changed files with 72 additions and 4 deletions
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13
pkg/exchange/bitget/convert.go
View File

@ -189,10 +189,17 @@ func unfilledOrderToGlobalOrder(order v2.UnfilledOrder) (*types.Order, error) {
qty := order.Size
price := order.PriceAvg
// The market order will be executed immediately, so this check is used to handle corner cases.
// 2023/11/05 The market order will be executed immediately, so this check is used to handle corner cases.
// 2024/03/06 After placing a Market Order, we can retrieve it through the unfilledOrder API, so we still need to
// handle the Market Order status.
if orderType == types.OrderTypeMarket {
qty = order.BaseVolume
log.Warnf("!!! The price(%f) and quantity(%f) are not verified for market orders, because we only receive limit orders in the test environment !!!", price.Float64(), qty.Float64())
price = order.PriceAvg
if side == types.SideTypeBuy {
qty, err = processMarketBuyQuantity(order.BaseVolume, order.QuoteVolume, order.PriceAvg, order.Size, order.Status)
if err != nil {
return nil, err
}
}
}
return &types.Order{

63
pkg/exchange/bitget/convert_test.go
View File

@ -227,7 +227,7 @@ func Test_unfilledOrderToGlobalOrder(t *testing.T) {
}
)
t.Run("succeeds", func(t *testing.T) {
t.Run("succeeds with limit order", func(t *testing.T) {
order, err := unfilledOrderToGlobalOrder(unfilledOrder)
assert.NoError(err)
assert.Equal(&types.Order{
@ -251,6 +251,67 @@ func Test_unfilledOrderToGlobalOrder(t *testing.T) {
}, order)
})
t.Run("succeeds with market buy order", func(t *testing.T) {
unfilledOrder2 := unfilledOrder
unfilledOrder2.OrderType = v2.OrderTypeMarket
unfilledOrder2.Side = v2.SideTypeBuy
unfilledOrder2.Size = unfilledOrder2.PriceAvg.Mul(unfilledOrder2.Size)
unfilledOrder2.PriceAvg = fixedpoint.Zero
unfilledOrder2.Status = v2.OrderStatusNew
order, err := unfilledOrderToGlobalOrder(unfilledOrder2)
assert.NoError(err)
assert.Equal(&types.Order{
SubmitOrder: types.SubmitOrder{
ClientOrderID: "74b86af3-6098-479c-acac-bfb074c067f3",
Symbol: "BTCUSDT",
Side: types.SideTypeBuy,
Type: types.OrderTypeMarket,
Quantity: fixedpoint.Zero,
Price: fixedpoint.Zero,
TimeInForce: types.TimeInForceGTC,
},
Exchange: types.ExchangeBitget,
OrderID: uint64(orderId),
UUID: strconv.FormatInt(int64(orderId), 10),
Status: types.OrderStatusNew,
ExecutedQuantity: fixedpoint.Zero,
IsWorking: true,
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1660704288118).Time()),
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1660704288118).Time()),
}, order)
})
t.Run("succeeds with market sell order", func(t *testing.T) {
unfilledOrder2 := unfilledOrder
unfilledOrder2.OrderType = v2.OrderTypeMarket
unfilledOrder2.Side = v2.SideTypeSell
unfilledOrder2.PriceAvg = fixedpoint.Zero
unfilledOrder2.Status = v2.OrderStatusNew
order, err := unfilledOrderToGlobalOrder(unfilledOrder2)
assert.NoError(err)
assert.Equal(&types.Order{
SubmitOrder: types.SubmitOrder{
ClientOrderID: "74b86af3-6098-479c-acac-bfb074c067f3",
Symbol: "BTCUSDT",
Side: types.SideTypeSell,
Type: types.OrderTypeMarket,
Quantity: fixedpoint.NewFromInt(5),
Price: fixedpoint.Zero,
TimeInForce: types.TimeInForceGTC,
},
Exchange: types.ExchangeBitget,
OrderID: uint64(orderId),
UUID: strconv.FormatInt(int64(orderId), 10),
Status: types.OrderStatusNew,
ExecutedQuantity: fixedpoint.Zero,
IsWorking: true,
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1660704288118).Time()),
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1660704288118).Time()),
}, order)
})
t.Run("failed to convert side", func(t *testing.T) {
newOrder := unfilledOrder
newOrder.Side = "xxx"