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bcd524361d
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8827fc3ec6
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@ -141,9 +141,9 @@ func toLocalOrderType(orderType types.OrderType) (binance.OrderType, error) {
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return "", fmt.Errorf("can not convert to local order, order type %s not supported", orderType)
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}
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func toGlobalOrders(binanceOrders []*binance.Order) (orders []types.Order, err error) {
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func toGlobalOrders(binanceOrders []*binance.Order, isMargin bool) (orders []types.Order, err error) {
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for _, binanceOrder := range binanceOrders {
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order, err := toGlobalOrder(binanceOrder, false)
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order, err := toGlobalOrder(binanceOrder, isMargin)
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if err != nil {
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return orders, err
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}
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@ -99,9 +99,9 @@ func toLocalFuturesOrderType(orderType types.OrderType) (futures.OrderType, erro
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return "", fmt.Errorf("can not convert to local order, order type %s not supported", orderType)
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}
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func toGlobalFuturesOrders(futuresOrders []*futures.Order) (orders []types.Order, err error) {
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func toGlobalFuturesOrders(futuresOrders []*futures.Order, isIsolated bool) (orders []types.Order, err error) {
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for _, futuresOrder := range futuresOrders {
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order, err := toGlobalFuturesOrder(futuresOrder, false)
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order, err := toGlobalFuturesOrder(futuresOrder, isIsolated)
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if err != nil {
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return orders, err
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}
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@ -112,7 +112,7 @@ func toGlobalFuturesOrders(futuresOrders []*futures.Order) (orders []types.Order
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return orders, err
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}
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func toGlobalFuturesOrder(futuresOrder *futures.Order, isMargin bool) (*types.Order, error) {
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func toGlobalFuturesOrder(futuresOrder *futures.Order, isIsolated bool) (*types.Order, error) {
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return &types.Order{
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SubmitOrder: types.SubmitOrder{
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ClientOrderID: futuresOrder.ClientOrderID,
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@ -131,7 +131,7 @@ func toGlobalFuturesOrder(futuresOrder *futures.Order, isMargin bool) (*types.Or
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ExecutedQuantity: fixedpoint.MustNewFromString(futuresOrder.ExecutedQuantity),
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CreationTime: types.Time(millisecondTime(futuresOrder.Time)),
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UpdateTime: types.Time(millisecondTime(futuresOrder.UpdateTime)),
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IsMargin: isMargin,
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IsFutures: true,
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}, nil
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}
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@ -3,13 +3,14 @@ package binance
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import (
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"context"
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"fmt"
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"github.com/adshao/go-binance/v2"
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"os"
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"strconv"
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"strings"
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"sync"
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"time"
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"github.com/adshao/go-binance/v2"
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"github.com/adshao/go-binance/v2/futures"
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"github.com/spf13/viper"
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@ -696,7 +697,7 @@ func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders [
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return orders, err
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}
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return toGlobalOrders(binanceOrders)
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return toGlobalOrders(binanceOrders, false)
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}
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if e.IsFutures {
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@ -707,7 +708,7 @@ func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders [
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return orders, err
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}
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return toGlobalFuturesOrders(binanceOrders)
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return toGlobalFuturesOrders(binanceOrders, false)
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}
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binanceOrders, err := e.client.NewListOpenOrdersService().Symbol(symbol).Do(ctx)
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@ -715,7 +716,7 @@ func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders [
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return orders, err
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}
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return toGlobalOrders(binanceOrders)
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return toGlobalOrders(binanceOrders, false)
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}
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func (e *Exchange) QueryOrderTrades(ctx context.Context, q types.OrderQuery) ([]types.Trade, error) {
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@ -802,7 +803,7 @@ func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since,
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return orders, err
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}
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return toGlobalOrders(binanceOrders)
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return toGlobalOrders(binanceOrders, e.IsMargin)
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}
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if e.IsFutures {
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@ -821,7 +822,7 @@ func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since,
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if err != nil {
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return orders, err
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}
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return toGlobalFuturesOrders(binanceOrders)
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return toGlobalFuturesOrders(binanceOrders, false)
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}
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// If orderId is set, it will get orders >= that orderId. Otherwise most recent orders are returned.
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@ -847,7 +848,7 @@ func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since,
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return orders, err
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}
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return toGlobalOrders(binanceOrders)
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return toGlobalOrders(binanceOrders, e.IsMargin)
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}
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func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err error) {
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@ -1102,7 +1103,7 @@ func (e *Exchange) submitFuturesOrder(ctx context.Context, order types.SubmitOrd
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Type: response.Type,
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Side: response.Side,
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ReduceOnly: response.ReduceOnly,
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}, true)
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}, false)
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return createdOrder, err
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}
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@ -121,7 +121,6 @@ func (e *ExecutionReportEvent) Order() (*types.Order, error) {
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Price: e.OrderPrice,
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StopPrice: e.StopPrice,
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TimeInForce: types.TimeInForce(e.TimeInForce),
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IsFutures: false,
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ReduceOnly: false,
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ClosePosition: false,
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},
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@ -132,8 +132,6 @@ type SubmitOrder struct {
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MarginSideEffect MarginOrderSideEffectType `json:"marginSideEffect,omitempty"` // AUTO_REPAY = repay, MARGIN_BUY = borrow, defaults to NO_SIDE_EFFECT
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// futures order fields
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IsFutures bool `json:"is_futures" db:"is_futures"`
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ReduceOnly bool `json:"reduceOnly" db:"reduce_only"`
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ClosePosition bool `json:"closePosition" db:"close_position"`
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@ -253,6 +251,7 @@ type Order struct {
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CreationTime Time `json:"creationTime" db:"created_at"`
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UpdateTime Time `json:"updateTime" db:"updated_at"`
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IsFutures bool `json:"isFutures" db:"is_futures"`
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IsMargin bool `json:"isMargin" db:"is_margin"`
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IsIsolated bool `json:"isIsolated" db:"is_isolated"`
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}
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