From 639947c8b76118a3431a61bc0726062e1efd1c50 Mon Sep 17 00:00:00 2001 From: Edwin Date: Thu, 9 Nov 2023 10:38:32 +0800 Subject: [PATCH] pkg/exchange: support cancel order --- .../bitgetapi/v2/cancel_order_request.go | 29 +++ .../v2/cancel_order_request_requestgen.go | 196 ++++++++++++++++++ .../bitget/bitgetapi/v2/client_test.go | 13 ++ pkg/exchange/bitget/exchange.go | 52 ++++- 4 files changed, 287 insertions(+), 3 deletions(-) create mode 100644 pkg/exchange/bitget/bitgetapi/v2/cancel_order_request.go create mode 100644 pkg/exchange/bitget/bitgetapi/v2/cancel_order_request_requestgen.go diff --git a/pkg/exchange/bitget/bitgetapi/v2/cancel_order_request.go b/pkg/exchange/bitget/bitgetapi/v2/cancel_order_request.go new file mode 100644 index 000000000..301212cd5 --- /dev/null +++ b/pkg/exchange/bitget/bitgetapi/v2/cancel_order_request.go @@ -0,0 +1,29 @@ +package bitgetapi + +//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data +//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data + +import ( + "github.com/c9s/requestgen" + + "github.com/c9s/bbgo/pkg/types" +) + +type CancelOrder struct { + // OrderId are always numeric. It's confirmed with official customer service. https://t.me/bitgetOpenapi/24172 + OrderId types.StrInt64 `json:"orderId"` + ClientOrderId string `json:"clientOid"` +} + +//go:generate PostRequest -url "/api/v2/spot/trade/cancel-order" -type CancelOrderRequest -responseDataType .CancelOrder +type CancelOrderRequest struct { + client requestgen.AuthenticatedAPIClient + + symbol string `param:"symbol"` + orderId *string `param:"orderId"` + clientOrderId *string `param:"clientOid"` +} + +func (c *Client) NewCancelOrderRequest() *CancelOrderRequest { + return &CancelOrderRequest{client: c.Client} +} diff --git a/pkg/exchange/bitget/bitgetapi/v2/cancel_order_request_requestgen.go b/pkg/exchange/bitget/bitgetapi/v2/cancel_order_request_requestgen.go new file mode 100644 index 000000000..0be0e2ccb --- /dev/null +++ b/pkg/exchange/bitget/bitgetapi/v2/cancel_order_request_requestgen.go @@ -0,0 +1,196 @@ +// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Data -url /api/v2/spot/trade/cancel-order -type CancelOrderRequest -responseDataType .CancelOrder"; DO NOT EDIT. + +package bitgetapi + +import ( + "context" + "encoding/json" + "fmt" + "github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi" + "net/url" + "reflect" + "regexp" +) + +func (c *CancelOrderRequest) Symbol(symbol string) *CancelOrderRequest { + c.symbol = symbol + return c +} + +func (c *CancelOrderRequest) OrderId(orderId string) *CancelOrderRequest { + c.orderId = &orderId + return c +} + +func (c *CancelOrderRequest) ClientOrderId(clientOrderId string) *CancelOrderRequest { + c.clientOrderId = &clientOrderId + return c +} + +// GetQueryParameters builds and checks the query parameters and returns url.Values +func (c *CancelOrderRequest) 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 (c *CancelOrderRequest) GetParameters() (map[string]interface{}, error) { + var params = map[string]interface{}{} + // check symbol field -> json key symbol + symbol := c.symbol + + // assign parameter of symbol + params["symbol"] = symbol + // check orderId field -> json key orderId + if c.orderId != nil { + orderId := *c.orderId + + // assign parameter of orderId + params["orderId"] = orderId + } else { + } + // check clientOrderId field -> json key clientOid + if c.clientOrderId != nil { + clientOrderId := *c.clientOrderId + + // assign parameter of clientOrderId + params["clientOid"] = clientOrderId + } else { + } + + return params, nil +} + +// GetParametersQuery converts the parameters from GetParameters into the url.Values format +func (c *CancelOrderRequest) GetParametersQuery() (url.Values, error) { + query := url.Values{} + + params, err := c.GetParameters() + if err != nil { + return query, err + } + + for _k, _v := range params { + if c.isVarSlice(_v) { + c.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 (c *CancelOrderRequest) GetParametersJSON() ([]byte, error) { + params, err := c.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 (c *CancelOrderRequest) GetSlugParameters() (map[string]interface{}, error) { + var params = map[string]interface{}{} + + return params, nil +} + +func (c *CancelOrderRequest) 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 (c *CancelOrderRequest) 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 (c *CancelOrderRequest) isVarSlice(_v interface{}) bool { + rt := reflect.TypeOf(_v) + switch rt.Kind() { + case reflect.Slice: + return true + } + return false +} + +func (c *CancelOrderRequest) GetSlugsMap() (map[string]string, error) { + slugs := map[string]string{} + params, err := c.GetSlugParameters() + if err != nil { + return slugs, nil + } + + for _k, _v := range params { + slugs[_k] = fmt.Sprintf("%v", _v) + } + + return slugs, nil +} + +// GetPath returns the request path of the API +func (c *CancelOrderRequest) GetPath() string { + return "/api/v2/spot/trade/cancel-order" +} + +// Do generates the request object and send the request object to the API endpoint +func (c *CancelOrderRequest) Do(ctx context.Context) (*CancelOrder, error) { + + params, err := c.GetParameters() + if err != nil { + return nil, err + } + query := url.Values{} + + var apiURL string + + apiURL = c.GetPath() + + req, err := c.client.NewAuthenticatedRequest(ctx, "POST", apiURL, query, params) + if err != nil { + return nil, err + } + + response, err := c.client.SendRequest(req) + if err != nil { + return nil, err + } + + var apiResponse bitgetapi.APIResponse + if err := response.DecodeJSON(&apiResponse); err != nil { + return nil, err + } + + type responseValidator interface { + Validate() error + } + validator, ok := interface{}(apiResponse).(responseValidator) + if ok { + if err := validator.Validate(); err != nil { + return nil, err + } + } + var data CancelOrder + if err := json.Unmarshal(apiResponse.Data, &data); err != nil { + return nil, err + } + return &data, nil +} diff --git a/pkg/exchange/bitget/bitgetapi/v2/client_test.go b/pkg/exchange/bitget/bitgetapi/v2/client_test.go index 2e22f560d..97b836f7f 100644 --- a/pkg/exchange/bitget/bitgetapi/v2/client_test.go +++ b/pkg/exchange/bitget/bitgetapi/v2/client_test.go @@ -65,4 +65,17 @@ func TestClient(t *testing.T) { t.Logf("get trade fills resp: %+v", req) }) + + t.Run("CancelOrderRequest", func(t *testing.T) { + req, err := client.NewPlaceOrderRequest().Symbol("APEUSDT").OrderType(OrderTypeLimit). + Side(SideTypeSell). + Price("2"). + Size("5"). + Force(OrderForceGTC). + Do(context.Background()) + assert.NoError(t, err) + + resp, err := client.NewCancelOrderRequest().Symbol("APEUSDT").OrderId(req.OrderId).Do(ctx) + t.Logf("cancel order resp: %+v", resp) + }) } diff --git a/pkg/exchange/bitget/exchange.go b/pkg/exchange/bitget/exchange.go index 4a5bf35ba..05a10bb26 100644 --- a/pkg/exchange/bitget/exchange.go +++ b/pkg/exchange/bitget/exchange.go @@ -47,6 +47,8 @@ var ( submitOrdersRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5) // queryTradeRateLimiter has its own rate limit. https://www.bitget.com/zh-CN/api-doc/spot/trade/Get-Fills queryTradeRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5) + // cancelOrderRateLimiter has its own rate limit. https://www.bitget.com/api-doc/spot/trade/Cancel-Order + cancelOrderRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5) ) type Exchange struct { @@ -392,9 +394,53 @@ func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, return types.SortOrdersAscending(orders), nil } -func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error { - // TODO implement me - panic("implement me") +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() + + reqId := "" + switch { + // use the OrderID first, then the ClientOrderID + case order.OrderID > 0: + req.OrderId(strconv.FormatUint(order.OrderID, 10)) + reqId = strconv.FormatUint(order.OrderID, 10) + + case len(order.ClientOrderID) != 0: + req.ClientOrderId(order.ClientOrderID) + reqId = order.ClientOrderID + + 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 := cancelOrderRateLimiter.Wait(ctx); err != nil { + errs = multierr.Append(errs, fmt.Errorf("cancel order rate limiter wait, order id: %s, error: %w", 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: %w", order.ClientOrderID, err)) + continue + } + + // sanity check + if res.OrderId != reqId && res.ClientOrderId != reqId { + errs = multierr.Append(errs, fmt.Errorf("order id mismatch, exp: %s, respOrderId: %s, respClientOrderId: %s", reqId, res.OrderId, res.ClientOrderId)) + continue + } + } + + return errs } // QueryTrades queries fill trades. The trade of the response is in descending order. The time-based query are typically