ftx: implement query open orders

pkg/cmd/orders.go

@@ -0,0 +1,65 @@
+package cmd
+
+import (
+	"context"
+	"fmt"
+
+	log "github.com/sirupsen/logrus"
+	"github.com/spf13/cobra"
+
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+// go run ./cmd/bbgo orders [open|closed] --session=ftx --symbol=BTC/USDT
+var ordersCmd = &cobra.Command{
+	Use:  "orders [status]",
+	Args: cobra.OnlyValidArgs,
+	// default is open which means we query open orders if you haven't provided args.
+	ValidArgs:    []string{"", "open", "closed"},
+	SilenceUsage: true,
+	RunE: func(cmd *cobra.Command, args []string) error {
+		ctx := context.Background()
+		session, err := cmd.Flags().GetString("session")
+		if err != nil {
+			return fmt.Errorf("can't get session from flags: %w", err)
+		}
+		ex, err := newExchange(session)
+		if err != nil {
+			return err
+		}
+		symbol, err := cmd.Flags().GetString("symbol")
+		if err != nil {
+			return fmt.Errorf("can't get the symbol from flags: %w", err)
+		}
+		if symbol == "" {
+			return fmt.Errorf("symbol is not found")
+		}
+
+		status := "open"
+		if len(args) != 0 {
+			status = args[0]
+		}
+
+		var os []types.Order
+		switch status {
+		case "open":
+			os, err = ex.QueryOpenOrders(ctx, symbol)
+			if err != nil {
+				return err
+			}
+		case "closed":
+		default:
+			return fmt.Errorf("invalid status %s", status)
+		}
+		log.Infof("%s orders: %+v", status, os)
+
+		return nil
+	},
+}
+
+func init() {
+	ordersCmd.Flags().String("session", "", "the exchange session name for sync")
+	ordersCmd.Flags().String("symbol", "", "the trading pair, like btcusdt")
+
+	RootCmd.AddCommand(ordersCmd)
+}

pkg/exchange/ftx/exchange.go

@@ -102,7 +102,21 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
 }
 
 func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {
-	panic("implement me")
+	resp, err := e.rest.OpenOrders(ctx, symbol)
+	if err != nil {
+		return nil, err
+	}
+	if !resp.Success {
+		return nil, fmt.Errorf("ftx returns querying open orders failure")
+	}
+	for _, r := range resp.Result {
+		o, err := toGlobalOrderFromOpenOrder(r)
+		if err != nil {
+			return nil, err
+		}
+		orders = append(orders, o)
+	}
+	return orders, nil
 }
 
 func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []types.Order, err error) {

pkg/exchange/ftx/rest.go

@@ -20,6 +20,7 @@ import (
 
 type restRequest struct {
 	*balanceRequest
+	*orderRequest
 
 	key, secret string
 	// Optional sub-account name
@@ -42,6 +43,7 @@ func newRestRequest(c *http.Client, baseURL *url.URL) *restRequest {
 	}
 
 	r.balanceRequest = &balanceRequest{restRequest: r}
+	r.orderRequest = &orderRequest{restRequest: r}
 	return r
 }
 
@@ -75,6 +77,7 @@ func (r *restRequest) buildURL() (*url.URL, error) {
 }
 
 func (r *restRequest) Payloads(payloads map[string]interface{}) *restRequest {
+	r.p = make(map[string]interface{})
 	for k, v := range payloads {
 		r.p[k] = v
 	}

pkg/exchange/ftx/rest_order_request.go

@@ -0,0 +1,30 @@
+package ftx
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+)
+
+type orderRequest struct {
+	*restRequest
+}
+
+func (r *orderRequest) OpenOrders(ctx context.Context, market string) (orders, error) {
+	resp, err := r.
+		Method("GET").
+		ReferenceURL("api/orders").
+		Payloads(map[string]interface{}{"market": market}).
+		DoAuthenticatedRequest(ctx)
+
+	if err != nil {
+		return orders{}, err
+	}
+
+	var o orders
+	if err := json.Unmarshal(resp.Body, &o); err != nil {
+		return orders{}, fmt.Errorf("failed to unmarshal open orders response body to json: %w", err)
+	}
+
+	return o, nil
+}

pkg/exchange/ftx/rest_responses.go

@@ -1,5 +1,7 @@
 package ftx
 
+import "time"
+
 type balances struct {
 	Success bool `json:"Success"`
 
@@ -9,3 +11,29 @@ type balances struct {
 		Total float64 `json:"total"`
 	} `json:"result"`
 }
+
+type orders struct {
+	Success bool `json:"Success"`
+
+	Result []order `json:"result"`
+}
+
+type order struct {
+	CreatedAt  time.Time `json:"createdAt"`
+	FilledSize float64   `json:"filledSize"`
+	// Future field is not defined in the response format table but in the response example.
+	Future        string  `json:"future"`
+	ID            int64   `json:"id"`
+	Market        string  `json:"market"`
+	Price         float64 `json:"price"`
+	AvgFillPrice  float64 `json:"avgFillPrice"`
+	RemainingSize float64 `json:"remainingSize"`
+	Side          string  `json:"side"`
+	Size          float64 `json:"size"`
+	Status        string  `json:"status"`
+	Type          string  `json:"type"`
+	ReduceOnly    bool    `json:"reduceOnly"`
+	Ioc           bool    `json:"ioc"`
+	PostOnly      bool    `json:"postOnly"`
+	ClientId      string  `json:"clientId"`
+}