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Merge pull request #1404 from c9s/edwin/bitget/cancel-order
FEATURE: [bitget] support cancel order
This commit is contained in:
commit
8d4213794b
29
pkg/exchange/bitget/bitgetapi/v2/cancel_order_request.go
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29
pkg/exchange/bitget/bitgetapi/v2/cancel_order_request.go
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@ -0,0 +1,29 @@
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package bitgetapi
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//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
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//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
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import (
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"github.com/c9s/requestgen"
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"github.com/c9s/bbgo/pkg/types"
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)
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type CancelOrder struct {
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// OrderId are always numeric. It's confirmed with official customer service. https://t.me/bitgetOpenapi/24172
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OrderId types.StrInt64 `json:"orderId"`
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ClientOrderId string `json:"clientOid"`
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}
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//go:generate PostRequest -url "/api/v2/spot/trade/cancel-order" -type CancelOrderRequest -responseDataType .CancelOrder
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type CancelOrderRequest struct {
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client requestgen.AuthenticatedAPIClient
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symbol string `param:"symbol"`
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orderId *string `param:"orderId"`
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clientOrderId *string `param:"clientOid"`
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}
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func (c *Client) NewCancelOrderRequest() *CancelOrderRequest {
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return &CancelOrderRequest{client: c.Client}
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}
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@ -0,0 +1,196 @@
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// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Data -url /api/v2/spot/trade/cancel-order -type CancelOrderRequest -responseDataType .CancelOrder"; DO NOT EDIT.
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package bitgetapi
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import (
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"context"
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"encoding/json"
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"fmt"
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"github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi"
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"net/url"
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"reflect"
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"regexp"
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)
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func (c *CancelOrderRequest) Symbol(symbol string) *CancelOrderRequest {
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c.symbol = symbol
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return c
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}
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func (c *CancelOrderRequest) OrderId(orderId string) *CancelOrderRequest {
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c.orderId = &orderId
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return c
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}
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func (c *CancelOrderRequest) ClientOrderId(clientOrderId string) *CancelOrderRequest {
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c.clientOrderId = &clientOrderId
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return c
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}
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// GetQueryParameters builds and checks the query parameters and returns url.Values
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func (c *CancelOrderRequest) GetQueryParameters() (url.Values, error) {
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var params = map[string]interface{}{}
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query := url.Values{}
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for _k, _v := range params {
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query.Add(_k, fmt.Sprintf("%v", _v))
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}
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return query, nil
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}
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// GetParameters builds and checks the parameters and return the result in a map object
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func (c *CancelOrderRequest) GetParameters() (map[string]interface{}, error) {
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var params = map[string]interface{}{}
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// check symbol field -> json key symbol
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symbol := c.symbol
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// assign parameter of symbol
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params["symbol"] = symbol
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// check orderId field -> json key orderId
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if c.orderId != nil {
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orderId := *c.orderId
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// assign parameter of orderId
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params["orderId"] = orderId
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} else {
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}
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// check clientOrderId field -> json key clientOid
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if c.clientOrderId != nil {
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clientOrderId := *c.clientOrderId
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// assign parameter of clientOrderId
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params["clientOid"] = clientOrderId
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} else {
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}
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return params, nil
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}
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// GetParametersQuery converts the parameters from GetParameters into the url.Values format
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func (c *CancelOrderRequest) GetParametersQuery() (url.Values, error) {
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query := url.Values{}
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params, err := c.GetParameters()
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if err != nil {
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return query, err
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}
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for _k, _v := range params {
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if c.isVarSlice(_v) {
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c.iterateSlice(_v, func(it interface{}) {
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query.Add(_k+"[]", fmt.Sprintf("%v", it))
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})
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} else {
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query.Add(_k, fmt.Sprintf("%v", _v))
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}
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}
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return query, nil
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}
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// GetParametersJSON converts the parameters from GetParameters into the JSON format
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func (c *CancelOrderRequest) GetParametersJSON() ([]byte, error) {
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params, err := c.GetParameters()
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if err != nil {
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return nil, err
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}
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return json.Marshal(params)
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}
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// GetSlugParameters builds and checks the slug parameters and return the result in a map object
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func (c *CancelOrderRequest) GetSlugParameters() (map[string]interface{}, error) {
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var params = map[string]interface{}{}
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return params, nil
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}
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func (c *CancelOrderRequest) applySlugsToUrl(url string, slugs map[string]string) string {
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for _k, _v := range slugs {
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needleRE := regexp.MustCompile(":" + _k + "\\b")
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url = needleRE.ReplaceAllString(url, _v)
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}
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return url
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}
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func (c *CancelOrderRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
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sliceValue := reflect.ValueOf(slice)
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for _i := 0; _i < sliceValue.Len(); _i++ {
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it := sliceValue.Index(_i).Interface()
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_f(it)
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}
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}
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func (c *CancelOrderRequest) isVarSlice(_v interface{}) bool {
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rt := reflect.TypeOf(_v)
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switch rt.Kind() {
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case reflect.Slice:
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return true
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}
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return false
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}
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func (c *CancelOrderRequest) GetSlugsMap() (map[string]string, error) {
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slugs := map[string]string{}
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params, err := c.GetSlugParameters()
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if err != nil {
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return slugs, nil
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}
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for _k, _v := range params {
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slugs[_k] = fmt.Sprintf("%v", _v)
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}
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return slugs, nil
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}
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// GetPath returns the request path of the API
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func (c *CancelOrderRequest) GetPath() string {
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return "/api/v2/spot/trade/cancel-order"
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}
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// Do generates the request object and send the request object to the API endpoint
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func (c *CancelOrderRequest) Do(ctx context.Context) (*CancelOrder, error) {
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params, err := c.GetParameters()
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if err != nil {
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return nil, err
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}
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query := url.Values{}
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var apiURL string
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apiURL = c.GetPath()
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req, err := c.client.NewAuthenticatedRequest(ctx, "POST", apiURL, query, params)
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if err != nil {
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return nil, err
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}
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response, err := c.client.SendRequest(req)
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if err != nil {
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return nil, err
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}
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var apiResponse bitgetapi.APIResponse
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if err := response.DecodeJSON(&apiResponse); err != nil {
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return nil, err
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}
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type responseValidator interface {
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Validate() error
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}
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validator, ok := interface{}(apiResponse).(responseValidator)
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if ok {
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if err := validator.Validate(); err != nil {
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return nil, err
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}
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}
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var data CancelOrder
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if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
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return nil, err
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}
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return &data, nil
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}
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@ -65,4 +65,17 @@ func TestClient(t *testing.T) {
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t.Logf("get trade fills resp: %+v", req)
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})
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t.Run("CancelOrderRequest", func(t *testing.T) {
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req, err := client.NewPlaceOrderRequest().Symbol("APEUSDT").OrderType(OrderTypeLimit).
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Side(SideTypeSell).
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Price("2").
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Size("5").
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Force(OrderForceGTC).
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Do(context.Background())
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assert.NoError(t, err)
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resp, err := client.NewCancelOrderRequest().Symbol("APEUSDT").OrderId(req.OrderId).Do(ctx)
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t.Logf("cancel order resp: %+v", resp)
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})
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}
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@ -47,6 +47,8 @@ var (
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submitOrdersRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5)
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// queryTradeRateLimiter has its own rate limit. https://www.bitget.com/zh-CN/api-doc/spot/trade/Get-Fills
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queryTradeRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5)
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// cancelOrderRateLimiter has its own rate limit. https://www.bitget.com/api-doc/spot/trade/Cancel-Order
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cancelOrderRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5)
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)
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type Exchange struct {
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@ -392,9 +394,53 @@ func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since,
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return types.SortOrdersAscending(orders), nil
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}
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func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error {
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// TODO implement me
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panic("implement me")
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func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (errs error) {
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if len(orders) == 0 {
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return nil
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}
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for _, order := range orders {
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req := e.client.NewCancelOrderRequest()
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reqId := ""
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switch {
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// use the OrderID first, then the ClientOrderID
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case order.OrderID > 0:
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req.OrderId(strconv.FormatUint(order.OrderID, 10))
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reqId = strconv.FormatUint(order.OrderID, 10)
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case len(order.ClientOrderID) != 0:
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req.ClientOrderId(order.ClientOrderID)
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reqId = order.ClientOrderID
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default:
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errs = multierr.Append(
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errs,
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fmt.Errorf("the order uuid and client order id are empty, order: %#v", order),
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)
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continue
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}
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req.Symbol(order.Market.Symbol)
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if err := cancelOrderRateLimiter.Wait(ctx); err != nil {
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errs = multierr.Append(errs, fmt.Errorf("cancel order rate limiter wait, order id: %s, error: %w", order.ClientOrderID, err))
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continue
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}
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res, err := req.Do(ctx)
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if err != nil {
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errs = multierr.Append(errs, fmt.Errorf("failed to cancel order id: %s, err: %w", order.ClientOrderID, err))
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continue
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}
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// sanity check
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if res.OrderId != reqId && res.ClientOrderId != reqId {
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errs = multierr.Append(errs, fmt.Errorf("order id mismatch, exp: %s, respOrderId: %s, respClientOrderId: %s", reqId, res.OrderId, res.ClientOrderId))
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continue
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}
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}
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return errs
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}
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// QueryTrades queries fill trades. The trade of the response is in descending order. The time-based query are typically
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