pkg/exchange: support cancel order

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}
+}

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
+}

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)
+	})
 }

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