mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-21 22:43:52 +00:00
Merge pull request #1779 from c9s/edwin/bybit/uta
FEATURE: [bybit] upgrade classic account to UTA
This commit is contained in:
commit
8fcd76cb59
|
@ -12,7 +12,7 @@ type CancelOrderResponse struct {
|
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OrderLinkId string `json:"orderLinkId"`
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}
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//go:generate PostRequest -url "/v5/order/cancel" -type CancelOrderRequest -responseDataType .CancelOrderResponse
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//go:generate PostRequest -url "/v5/order/cancel" -type CancelOrderRequest -responseDataType .CancelOrderResponse -rateLimiter 5+15/1s
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type CancelOrderRequest struct {
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client requestgen.AuthenticatedAPIClient
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|
|
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@ -1,4 +1,4 @@
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// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Result -url /v5/order/cancel -type CancelOrderRequest -responseDataType .CancelOrderResponse"; DO NOT EDIT.
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// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Result -url /v5/order/cancel -type CancelOrderRequest -responseDataType .CancelOrderResponse -rateLimiter 5+15/1s"; DO NOT EDIT.
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package bybitapi
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|
@ -6,11 +6,14 @@ import (
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"context"
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"encoding/json"
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"fmt"
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"golang.org/x/time/rate"
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"net/url"
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"reflect"
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"regexp"
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)
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var CancelOrderRequestLimiter = rate.NewLimiter(15.000000150000002, 5)
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func (p *CancelOrderRequest) Category(category Category) *CancelOrderRequest {
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p.category = category
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return p
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@ -194,6 +197,9 @@ func (p *CancelOrderRequest) GetPath() string {
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// Do generates the request object and send the request object to the API endpoint
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func (p *CancelOrderRequest) Do(ctx context.Context) (*CancelOrderResponse, error) {
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if err := CancelOrderRequestLimiter.Wait(ctx); err != nil {
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return nil, err
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}
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params, err := p.GetParameters()
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if err != nil {
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|
@ -216,15 +222,29 @@ func (p *CancelOrderRequest) Do(ctx context.Context) (*CancelOrderResponse, erro
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}
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var apiResponse APIResponse
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if err := response.DecodeJSON(&apiResponse); err != nil {
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return nil, err
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type responseUnmarshaler interface {
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Unmarshal(data []byte) error
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}
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if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
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if err := unmarshaler.Unmarshal(response.Body); err != nil {
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return nil, err
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}
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} else {
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// The line below checks the content type, however, some API server might not send the correct content type header,
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// Hence, this is commented for backward compatibility
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// response.IsJSON()
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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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}
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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 validator, ok := interface{}(&apiResponse).(responseValidator); 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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|
|
|
@ -80,6 +80,26 @@ func TestClient(t *testing.T) {
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}
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})
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t.Run("GetTrade", func(t *testing.T) {
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cursor := ""
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for {
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req := client.NewGetExecutionListRequest().Limit(50)
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if len(cursor) != 0 {
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req = req.Cursor(cursor)
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}
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trades, err := req.Do(ctx)
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assert.NoError(t, err)
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for _, o := range trades.List {
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t.Logf("openOrders: %+v", o)
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}
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if len(trades.NextPageCursor) == 0 {
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break
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}
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cursor = trades.NextPageCursor
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}
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})
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t.Run("PlaceOrderRequest", func(t *testing.T) {
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req := client.NewPlaceOrderRequest().
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Symbol("DOTUSDT").
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|
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|
@ -24,12 +24,14 @@ type Trade struct {
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Side Side `json:"side"`
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OrderType OrderType `json:"orderType"`
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// ExecFee is supported on restful API v5, but not on websocket API.
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ExecFee fixedpoint.Value `json:"execFee"`
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ExecId string `json:"execId"`
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ExecPrice fixedpoint.Value `json:"execPrice"`
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ExecQty fixedpoint.Value `json:"execQty"`
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ExecTime types.MillisecondTimestamp `json:"execTime"`
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IsMaker bool `json:"isMaker"`
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ExecFee fixedpoint.Value `json:"execFee"`
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ExecId string `json:"execId"`
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ExecPrice fixedpoint.Value `json:"execPrice"`
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ExecQty fixedpoint.Value `json:"execQty"`
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ExecTime types.MillisecondTimestamp `json:"execTime"`
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IsMaker bool `json:"isMaker"`
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FeeRate fixedpoint.Value `json:"feeRate"`
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FeeCurrency string `json:"feeCurrency"`
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}
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//go:generate GetRequest -url "/v5/execution/list" -type GetExecutionListRequest -responseDataType .TradesResponse -rateLimiter 5+15/1s
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|
@ -38,8 +40,9 @@ type GetExecutionListRequest struct {
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category Category `param:"category,query" validValues:"spot"`
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symbol *string `param:"symbol,query"`
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orderId *string `param:"orderId,query"`
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symbol *string `param:"symbol,query"`
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orderId *string `param:"orderId,query"`
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orderLinkId *string `param:"orderLinkId,query"`
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// startTime the start timestamp (ms)
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// startTime and endTime are not passed, return 7 days by default;
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|
|
|
@ -31,6 +31,11 @@ func (g *GetExecutionListRequest) OrderId(orderId string) *GetExecutionListReque
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return g
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}
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func (g *GetExecutionListRequest) OrderLinkId(orderLinkId string) *GetExecutionListRequest {
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g.orderLinkId = &orderLinkId
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return g
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}
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func (g *GetExecutionListRequest) StartTime(startTime time.Time) *GetExecutionListRequest {
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g.startTime = &startTime
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return g
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@ -86,6 +91,14 @@ func (g *GetExecutionListRequest) GetQueryParameters() (url.Values, error) {
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params["orderId"] = orderId
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} else {
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}
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// check orderLinkId field -> json key orderLinkId
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if g.orderLinkId != nil {
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orderLinkId := *g.orderLinkId
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// assign parameter of orderLinkId
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params["orderLinkId"] = orderLinkId
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} else {
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}
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// check startTime field -> json key startTime
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if g.startTime != nil {
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startTime := *g.startTime
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|
@ -275,7 +288,6 @@ func (g *GetExecutionListRequest) Do(ctx context.Context) (*TradesResponse, erro
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return nil, err
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}
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}
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var data TradesResponse
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if err := json.Unmarshal(apiResponse.Result, &data); err != nil {
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return nil, err
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|
|
|
@ -78,7 +78,7 @@ type Order struct {
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PlaceType string `json:"placeType"`
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}
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//go:generate GetRequest -url "/v5/order/realtime" -type GetOpenOrdersRequest -responseDataType .OrdersResponse
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//go:generate GetRequest -url "/v5/order/realtime" -type GetOpenOrdersRequest -responseDataType .OrdersResponse -rateLimiter 1+45/1s
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type GetOpenOrdersRequest struct {
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client requestgen.AuthenticatedAPIClient
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|
|
|
@ -1,4 +1,4 @@
|
|||
// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Result -url /v5/order/realtime -type GetOpenOrdersRequest -responseDataType .OrdersResponse"; DO NOT EDIT.
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// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Result -url /v5/order/realtime -type GetOpenOrdersRequest -responseDataType .OrdersResponse -rateLimiter 1+45/1s"; DO NOT EDIT.
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||||
|
||||
package bybitapi
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||||
|
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|
@ -6,11 +6,14 @@ import (
|
|||
"context"
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"golang.org/x/time/rate"
|
||||
"net/url"
|
||||
"reflect"
|
||||
"regexp"
|
||||
)
|
||||
|
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var GetOpenOrdersRequestLimiter = rate.NewLimiter(45.00000045, 1)
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func (g *GetOpenOrdersRequest) Category(category Category) *GetOpenOrdersRequest {
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g.category = category
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return g
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|
@ -265,6 +268,9 @@ func (g *GetOpenOrdersRequest) GetPath() string {
|
|||
|
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// Do generates the request object and send the request object to the API endpoint
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func (g *GetOpenOrdersRequest) Do(ctx context.Context) (*OrdersResponse, error) {
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if err := GetOpenOrdersRequestLimiter.Wait(ctx); err != nil {
|
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return nil, err
|
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}
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// no body params
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var params interface{}
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|
@ -288,15 +294,29 @@ func (g *GetOpenOrdersRequest) Do(ctx context.Context) (*OrdersResponse, error)
|
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}
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|
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var apiResponse APIResponse
|
||||
if err := response.DecodeJSON(&apiResponse); err != nil {
|
||||
return nil, err
|
||||
|
||||
type responseUnmarshaler interface {
|
||||
Unmarshal(data []byte) error
|
||||
}
|
||||
|
||||
if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
|
||||
if err := unmarshaler.Unmarshal(response.Body); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
} else {
|
||||
// The line below checks the content type, however, some API server might not send the correct content type header,
|
||||
// Hence, this is commented for backward compatibility
|
||||
// response.IsJSON()
|
||||
if err := response.DecodeJSON(&apiResponse); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
}
|
||||
|
||||
type responseValidator interface {
|
||||
Validate() error
|
||||
}
|
||||
validator, ok := interface{}(apiResponse).(responseValidator)
|
||||
if ok {
|
||||
|
||||
if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
|
||||
if err := validator.Validate(); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
|
|
@ -9,7 +9,7 @@ import (
|
|||
//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Result
|
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//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Result
|
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//go:generate GetRequest -url "/v5/order/history" -type GetOrderHistoriesRequest -responseDataType .OrdersResponse
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//go:generate GetRequest -url "/v5/order/history" -type GetOrderHistoriesRequest -responseDataType .OrdersResponse -rateLimiter 5+45/1s
|
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type GetOrderHistoriesRequest struct {
|
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client requestgen.AuthenticatedAPIClient
|
||||
|
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|
|
|
@ -1,4 +1,4 @@
|
|||
// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Result -url /v5/order/history -type GetOrderHistoriesRequest -responseDataType .OrdersResponse"; DO NOT EDIT.
|
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// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Result -url /v5/order/history -type GetOrderHistoriesRequest -responseDataType .OrdersResponse -rateLimiter 5+45/1s"; DO NOT EDIT.
|
||||
|
||||
package bybitapi
|
||||
|
||||
|
@ -6,6 +6,7 @@ import (
|
|||
"context"
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"golang.org/x/time/rate"
|
||||
"net/url"
|
||||
"reflect"
|
||||
"regexp"
|
||||
|
@ -13,6 +14,8 @@ import (
|
|||
"time"
|
||||
)
|
||||
|
||||
var GetOrderHistoriesRequestLimiter = rate.NewLimiter(45.00000045, 5)
|
||||
|
||||
func (g *GetOrderHistoriesRequest) Category(category Category) *GetOrderHistoriesRequest {
|
||||
g.category = category
|
||||
return g
|
||||
|
@ -269,6 +272,9 @@ func (g *GetOrderHistoriesRequest) GetPath() string {
|
|||
|
||||
// Do generates the request object and send the request object to the API endpoint
|
||||
func (g *GetOrderHistoriesRequest) Do(ctx context.Context) (*OrdersResponse, error) {
|
||||
if err := GetOrderHistoriesRequestLimiter.Wait(ctx); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
// no body params
|
||||
var params interface{}
|
||||
|
@ -292,15 +298,29 @@ func (g *GetOrderHistoriesRequest) Do(ctx context.Context) (*OrdersResponse, err
|
|||
}
|
||||
|
||||
var apiResponse APIResponse
|
||||
if err := response.DecodeJSON(&apiResponse); err != nil {
|
||||
return nil, err
|
||||
|
||||
type responseUnmarshaler interface {
|
||||
Unmarshal(data []byte) error
|
||||
}
|
||||
|
||||
if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
|
||||
if err := unmarshaler.Unmarshal(response.Body); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
} else {
|
||||
// The line below checks the content type, however, some API server might not send the correct content type header,
|
||||
// Hence, this is commented for backward compatibility
|
||||
// response.IsJSON()
|
||||
if err := response.DecodeJSON(&apiResponse); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
}
|
||||
|
||||
type responseValidator interface {
|
||||
Validate() error
|
||||
}
|
||||
validator, ok := interface{}(apiResponse).(responseValidator)
|
||||
if ok {
|
||||
|
||||
if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
|
||||
if err := validator.Validate(); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
|
|
@ -70,14 +70,14 @@ type WalletBalances struct {
|
|||
} `json:"coin"`
|
||||
}
|
||||
|
||||
//go:generate GetRequest -url "/v5/account/wallet-balance" -type GetWalletBalancesRequest -responseDataType .WalletBalancesResponse -rateLimiter 1+15/1s
|
||||
//go:generate GetRequest -url "/v5/account/wallet-balance" -type GetWalletBalancesRequest -responseDataType .WalletBalancesResponse -rateLimiter 1+45/1s
|
||||
type GetWalletBalancesRequest struct {
|
||||
client requestgen.AuthenticatedAPIClient
|
||||
|
||||
// Account type
|
||||
// - Unified account: UNIFIED (trade spot/linear/options), CONTRACT(trade inverse)
|
||||
// - Normal account: CONTRACT, SPOT
|
||||
accountType AccountType `param:"accountType,query" validValues:"SPOT"`
|
||||
accountType AccountType `param:"accountType,query" validValues:"UNIFIED"`
|
||||
// Coin name
|
||||
// - If not passed, it returns non-zero asset info
|
||||
// - You can pass multiple coins to query, separated by comma. USDT,USDC
|
||||
|
@ -87,6 +87,6 @@ type GetWalletBalancesRequest struct {
|
|||
func (c *RestClient) NewGetWalletBalancesRequest() *GetWalletBalancesRequest {
|
||||
return &GetWalletBalancesRequest{
|
||||
client: c,
|
||||
accountType: AccountTypeSpot,
|
||||
accountType: AccountTypeUnified,
|
||||
}
|
||||
}
|
||||
|
|
|
@ -1,4 +1,4 @@
|
|||
// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Result -url /v5/account/wallet-balance -type GetWalletBalancesRequest -responseDataType .WalletBalancesResponse -rateLimiter 1+15/1s"; DO NOT EDIT.
|
||||
// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Result -url /v5/account/wallet-balance -type GetWalletBalancesRequest -responseDataType .WalletBalancesResponse -rateLimiter 1+45/1s"; DO NOT EDIT.
|
||||
|
||||
package bybitapi
|
||||
|
||||
|
@ -12,7 +12,7 @@ import (
|
|||
"regexp"
|
||||
)
|
||||
|
||||
var GetWalletBalancesRequestLimiter = rate.NewLimiter(15.000000150000002, 1)
|
||||
var GetWalletBalancesRequestLimiter = rate.NewLimiter(45.00000045, 1)
|
||||
|
||||
func (g *GetWalletBalancesRequest) AccountType(accountType AccountType) *GetWalletBalancesRequest {
|
||||
g.accountType = accountType
|
||||
|
@ -32,7 +32,7 @@ func (g *GetWalletBalancesRequest) GetQueryParameters() (url.Values, error) {
|
|||
|
||||
// TEMPLATE check-valid-values
|
||||
switch accountType {
|
||||
case "SPOT":
|
||||
case "UNIFIED":
|
||||
params["accountType"] = accountType
|
||||
|
||||
default:
|
||||
|
|
|
@ -12,7 +12,7 @@ type PlaceOrderResponse struct {
|
|||
OrderLinkId string `json:"orderLinkId"`
|
||||
}
|
||||
|
||||
//go:generate PostRequest -url "/v5/order/create" -type PlaceOrderRequest -responseDataType .PlaceOrderResponse
|
||||
//go:generate PostRequest -url "/v5/order/create" -type PlaceOrderRequest -responseDataType .PlaceOrderResponse -rateLimiter 5+15/1s
|
||||
type PlaceOrderRequest struct {
|
||||
client requestgen.AuthenticatedAPIClient
|
||||
|
||||
|
@ -23,6 +23,8 @@ type PlaceOrderRequest struct {
|
|||
qty string `param:"qty"`
|
||||
orderLinkId string `param:"orderLinkId"`
|
||||
timeInForce TimeInForce `param:"timeInForce"`
|
||||
// Select the unit for qty when create Spot market orders for UTA account
|
||||
marketUnit *MarketUnit `param:"marketUnit"`
|
||||
|
||||
isLeverage *bool `param:"isLeverage"`
|
||||
price *string `param:"price"`
|
||||
|
|
|
@ -1,4 +1,4 @@
|
|||
// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Result -url /v5/order/create -type PlaceOrderRequest -responseDataType .PlaceOrderResponse"; DO NOT EDIT.
|
||||
// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Result -url /v5/order/create -type PlaceOrderRequest -responseDataType .PlaceOrderResponse -rateLimiter 5+15/1s"; DO NOT EDIT.
|
||||
|
||||
package bybitapi
|
||||
|
||||
|
@ -6,11 +6,14 @@ import (
|
|||
"context"
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"golang.org/x/time/rate"
|
||||
"net/url"
|
||||
"reflect"
|
||||
"regexp"
|
||||
)
|
||||
|
||||
var PlaceOrderRequestLimiter = rate.NewLimiter(15.000000150000002, 5)
|
||||
|
||||
func (p *PlaceOrderRequest) Category(category Category) *PlaceOrderRequest {
|
||||
p.category = category
|
||||
return p
|
||||
|
@ -46,6 +49,11 @@ func (p *PlaceOrderRequest) TimeInForce(timeInForce TimeInForce) *PlaceOrderRequ
|
|||
return p
|
||||
}
|
||||
|
||||
func (p *PlaceOrderRequest) MarketUnit(marketUnit MarketUnit) *PlaceOrderRequest {
|
||||
p.marketUnit = &marketUnit
|
||||
return p
|
||||
}
|
||||
|
||||
func (p *PlaceOrderRequest) IsLeverage(isLeverage bool) *PlaceOrderRequest {
|
||||
p.isLeverage = &isLeverage
|
||||
return p
|
||||
|
@ -245,6 +253,25 @@ func (p *PlaceOrderRequest) GetParameters() (map[string]interface{}, error) {
|
|||
|
||||
// assign parameter of timeInForce
|
||||
params["timeInForce"] = timeInForce
|
||||
// check marketUnit field -> json key marketUnit
|
||||
if p.marketUnit != nil {
|
||||
marketUnit := *p.marketUnit
|
||||
|
||||
// TEMPLATE check-valid-values
|
||||
switch marketUnit {
|
||||
case MarketUnitBase, MarketUnitQuote:
|
||||
params["marketUnit"] = marketUnit
|
||||
|
||||
default:
|
||||
return nil, fmt.Errorf("marketUnit value %v is invalid", marketUnit)
|
||||
|
||||
}
|
||||
// END TEMPLATE check-valid-values
|
||||
|
||||
// assign parameter of marketUnit
|
||||
params["marketUnit"] = marketUnit
|
||||
} else {
|
||||
}
|
||||
// check isLeverage field -> json key isLeverage
|
||||
if p.isLeverage != nil {
|
||||
isLeverage := *p.isLeverage
|
||||
|
@ -503,6 +530,9 @@ func (p *PlaceOrderRequest) GetPath() string {
|
|||
|
||||
// Do generates the request object and send the request object to the API endpoint
|
||||
func (p *PlaceOrderRequest) Do(ctx context.Context) (*PlaceOrderResponse, error) {
|
||||
if err := PlaceOrderRequestLimiter.Wait(ctx); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
params, err := p.GetParameters()
|
||||
if err != nil {
|
||||
|
@ -525,15 +555,29 @@ func (p *PlaceOrderRequest) Do(ctx context.Context) (*PlaceOrderResponse, error)
|
|||
}
|
||||
|
||||
var apiResponse APIResponse
|
||||
if err := response.DecodeJSON(&apiResponse); err != nil {
|
||||
return nil, err
|
||||
|
||||
type responseUnmarshaler interface {
|
||||
Unmarshal(data []byte) error
|
||||
}
|
||||
|
||||
if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
|
||||
if err := unmarshaler.Unmarshal(response.Body); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
} else {
|
||||
// The line below checks the content type, however, some API server might not send the correct content type header,
|
||||
// Hence, this is commented for backward compatibility
|
||||
// response.IsJSON()
|
||||
if err := response.DecodeJSON(&apiResponse); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
}
|
||||
|
||||
type responseValidator interface {
|
||||
Validate() error
|
||||
}
|
||||
validator, ok := interface{}(apiResponse).(responseValidator)
|
||||
if ok {
|
||||
|
||||
if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
|
||||
if err := validator.Validate(); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
|
|
@ -127,4 +127,11 @@ const (
|
|||
|
||||
type AccountType string
|
||||
|
||||
const AccountTypeSpot AccountType = "SPOT"
|
||||
const AccountTypeUnified AccountType = "UNIFIED"
|
||||
|
||||
type MarketUnit string
|
||||
|
||||
const (
|
||||
MarketUnitBase MarketUnit = "baseCoin"
|
||||
MarketUnitQuote MarketUnit = "quoteCoin"
|
||||
)
|
||||
|
|
|
@ -76,9 +76,9 @@ func toGlobalOrder(order bybitapi.Order) (*types.Order, error) {
|
|||
return nil, fmt.Errorf("unexpected order id: %s, err: %w", order.OrderId, err)
|
||||
}
|
||||
|
||||
qty, err := processMarketBuyQuantity(order)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
price := order.Price
|
||||
if orderType == types.OrderTypeMarket {
|
||||
price = order.AvgPrice
|
||||
}
|
||||
|
||||
return &types.Order{
|
||||
|
@ -87,9 +87,11 @@ func toGlobalOrder(order bybitapi.Order) (*types.Order, error) {
|
|||
Symbol: order.Symbol,
|
||||
Side: side,
|
||||
Type: orderType,
|
||||
Quantity: qty,
|
||||
Price: order.Price,
|
||||
TimeInForce: timeInForce,
|
||||
// We specified the quantity for the market buy order as the base coin when we submitted the order,
|
||||
// so we can just use the Qty field.
|
||||
Quantity: order.Qty,
|
||||
Price: price,
|
||||
TimeInForce: timeInForce,
|
||||
},
|
||||
Exchange: types.ExchangeBybit,
|
||||
OrderID: orderIdNum,
|
||||
|
@ -325,7 +327,7 @@ func v3ToGlobalTrade(trade v3.Trade) (*types.Trade, error) {
|
|||
}, nil
|
||||
}
|
||||
|
||||
func toGlobalTrade(trade bybitapi.Trade, feeDetail SymbolFeeDetail) (*types.Trade, error) {
|
||||
func toGlobalTrade(trade bybitapi.Trade) (*types.Trade, error) {
|
||||
side, err := toGlobalSideType(trade.Side)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("unexpected side: %s, err: %w", trade.Side, err)
|
||||
|
@ -339,8 +341,6 @@ func toGlobalTrade(trade bybitapi.Trade, feeDetail SymbolFeeDetail) (*types.Trad
|
|||
return nil, fmt.Errorf("unexpected trade id: %s, err: %w", trade.ExecId, err)
|
||||
}
|
||||
|
||||
fc, _ := calculateFee(trade, feeDetail)
|
||||
|
||||
return &types.Trade{
|
||||
ID: tradeIdNum,
|
||||
OrderID: orderIdNum,
|
||||
|
@ -354,7 +354,7 @@ func toGlobalTrade(trade bybitapi.Trade, feeDetail SymbolFeeDetail) (*types.Trad
|
|||
IsMaker: trade.IsMaker,
|
||||
Time: types.Time(trade.ExecTime),
|
||||
Fee: trade.ExecFee,
|
||||
FeeCurrency: fc,
|
||||
FeeCurrency: trade.FeeCurrency,
|
||||
IsMargin: false,
|
||||
IsFutures: false,
|
||||
IsIsolated: false,
|
||||
|
@ -364,14 +364,14 @@ func toGlobalTrade(trade bybitapi.Trade, feeDetail SymbolFeeDetail) (*types.Trad
|
|||
func toGlobalBalanceMap(events []bybitapi.WalletBalances) types.BalanceMap {
|
||||
bm := types.BalanceMap{}
|
||||
for _, event := range events {
|
||||
if event.AccountType != bybitapi.AccountTypeSpot {
|
||||
if event.AccountType != bybitapi.AccountTypeUnified {
|
||||
continue
|
||||
}
|
||||
|
||||
for _, obj := range event.Coins {
|
||||
bm[obj.Coin] = types.Balance{
|
||||
Currency: obj.Coin,
|
||||
Available: obj.Free,
|
||||
Available: obj.WalletBalance.Sub(obj.Locked),
|
||||
Locked: obj.Locked,
|
||||
}
|
||||
}
|
||||
|
|
|
@ -23,6 +23,8 @@ const (
|
|||
defaultKLineLimit = 1000
|
||||
|
||||
queryTradeDurationLimit = 7 * 24 * time.Hour
|
||||
|
||||
maxHistoricalDataQueryPeriod = 2 * 365 * 24 * time.Hour
|
||||
)
|
||||
|
||||
// https://bybit-exchange.github.io/docs/zh-TW/v5/rate-limit
|
||||
|
@ -31,10 +33,7 @@ var (
|
|||
// sharedRateLimiter indicates that the API belongs to the public API.
|
||||
// The default order limiter apply 5 requests per second and a 5 initial bucket
|
||||
// this includes QueryMarkets, QueryTicker, QueryAccountBalances, GetFeeRates
|
||||
sharedRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5)
|
||||
queryOrderTradeRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5)
|
||||
orderRateLimiter = rate.NewLimiter(rate.Every(time.Second/10), 10)
|
||||
closedOrderQueryLimiter = rate.NewLimiter(rate.Every(time.Second), 1)
|
||||
sharedRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5)
|
||||
|
||||
log = logrus.WithFields(logrus.Fields{
|
||||
"exchange": "bybit",
|
||||
|
@ -163,18 +162,24 @@ func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[str
|
|||
return tickers, nil
|
||||
}
|
||||
|
||||
// QueryOpenOrders queries open orders by symbol.
|
||||
//
|
||||
// Primarily query unfilled or partially filled orders in real-time, but also supports querying recent 500 closed status
|
||||
// (Cancelled, Filled) orders. Please see the usage of request param openOnly.
|
||||
// UTA2.0 can query filled, canceled, and rejected orders to the most recent 500 orders for spot, linear, inverse and
|
||||
// option categories
|
||||
//
|
||||
// The records are sorted by the createdTime from newest to oldest.
|
||||
func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {
|
||||
cursor := ""
|
||||
// OpenOnlyOrder: UTA2.0, UTA1.0, classic account query open status orders (e.g., New, PartiallyFilled) only
|
||||
req := e.client.NewGetOpenOrderRequest().Symbol(symbol).OpenOnly(bybitapi.OpenOnlyOrder).Limit(defaultQueryLimit)
|
||||
for {
|
||||
req := e.client.NewGetOpenOrderRequest().Symbol(symbol)
|
||||
if len(cursor) != 0 {
|
||||
// the default limit is 20.
|
||||
req = req.Cursor(cursor)
|
||||
}
|
||||
|
||||
if err = queryOrderTradeRateLimiter.Wait(ctx); err != nil {
|
||||
return nil, fmt.Errorf("place order rate limiter wait error: %w", err)
|
||||
}
|
||||
res, err := req.Do(ctx)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to query open orders, err: %w", err)
|
||||
|
@ -231,15 +236,17 @@ func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.O
|
|||
return toGlobalOrder(res.List[0])
|
||||
}
|
||||
|
||||
// QueryOrderTrades You can query by symbol, baseCoin, orderId and orderLinkId, and if you pass multiple params,
|
||||
// the system will process them according to this priority: orderId > orderLinkId > symbol > baseCoin.
|
||||
func (e *Exchange) QueryOrderTrades(ctx context.Context, q types.OrderQuery) (trades []types.Trade, err error) {
|
||||
req := e.client.NewGetExecutionListRequest()
|
||||
if len(q.ClientOrderID) != 0 {
|
||||
log.Warn("!!!BYBIT EXCHANGE API NOTICE!!! Bybit does not support searching for trades using OrderClientId.")
|
||||
req.OrderLinkId(q.ClientOrderID)
|
||||
}
|
||||
|
||||
if len(q.OrderID) == 0 {
|
||||
return nil, errors.New("orderID is required parameter")
|
||||
if len(q.OrderID) != 0 {
|
||||
req.OrderLinkId(q.OrderID)
|
||||
}
|
||||
req := e.client.NewGetExecutionListRequest().OrderId(q.OrderID)
|
||||
|
||||
if len(q.Symbol) != 0 {
|
||||
req.Symbol(q.Symbol)
|
||||
|
@ -270,23 +277,18 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (*t
|
|||
return nil, err
|
||||
}
|
||||
req.Side(side)
|
||||
req.Qty(order.Market.FormatQuantity(order.Quantity))
|
||||
|
||||
// set quantity
|
||||
orderQty := order.Quantity
|
||||
// if the order is market buy, the quantity is quote coin, instead of base coin. so we need to convert it.
|
||||
if order.Type == types.OrderTypeMarket && order.Side == types.SideTypeBuy {
|
||||
ticker, err := e.QueryTicker(ctx, order.Market.Symbol)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
orderQty = order.Quantity.Mul(ticker.Buy)
|
||||
}
|
||||
req.Qty(order.Market.FormatQuantity(orderQty))
|
||||
|
||||
// set price
|
||||
switch order.Type {
|
||||
case types.OrderTypeLimit:
|
||||
case types.OrderTypeStopLimit, types.OrderTypeLimit, types.OrderTypeLimitMaker:
|
||||
req.Price(order.Market.FormatPrice(order.Price))
|
||||
case types.OrderTypeMarket:
|
||||
// Because our order.Quantity unit is base coin, so we indicate the target currency to Base.
|
||||
if order.Side == types.SideTypeBuy {
|
||||
req.MarketUnit(bybitapi.MarketUnitBase)
|
||||
} else {
|
||||
req.MarketUnit(bybitapi.MarketUnitQuote)
|
||||
}
|
||||
}
|
||||
|
||||
// set timeInForce
|
||||
|
@ -307,9 +309,6 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (*t
|
|||
req.OrderLinkId(order.ClientOrderID)
|
||||
}
|
||||
|
||||
if err := orderRateLimiter.Wait(ctx); err != nil {
|
||||
return nil, fmt.Errorf("place order rate limiter wait error: %w", err)
|
||||
}
|
||||
timeNow := time.Now()
|
||||
res, err := req.Do(ctx)
|
||||
if err != nil {
|
||||
|
@ -367,10 +366,6 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
|
|||
|
||||
req.Symbol(order.Market.Symbol)
|
||||
|
||||
if err := orderRateLimiter.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))
|
||||
|
@ -387,38 +382,68 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
|
|||
return errs
|
||||
}
|
||||
|
||||
// QueryClosedOrders queries closed orders by symbol, since, until, and lastOrderID.
|
||||
// startTime and endTime are not passed, return 7 days by default
|
||||
// Only startTime is passed, return range between startTime and startTime+7 days
|
||||
// Only endTime is passed, return range between endTime-7 days and endTime
|
||||
// If both are passed, the rule is endTime - startTime <= 7 days
|
||||
//
|
||||
// ** since and until are inclusive. **
|
||||
// ** sort by creation time in descending order. **
|
||||
func (e *Exchange) QueryClosedOrders(
|
||||
ctx context.Context, symbol string, since, util time.Time, lastOrderID uint64,
|
||||
ctx context.Context, symbol string, since, until time.Time, _ uint64,
|
||||
) (orders []types.Order, err error) {
|
||||
if !since.IsZero() || !util.IsZero() {
|
||||
log.Warn("!!!BYBIT EXCHANGE API NOTICE!!! the since/until conditions will not be effected on SPOT account, bybit exchange does not support time-range-based query currently")
|
||||
|
||||
now := time.Now()
|
||||
|
||||
if time.Since(since) > maxHistoricalDataQueryPeriod {
|
||||
newSince := now.Add(-maxHistoricalDataQueryPeriod)
|
||||
log.Warnf("!!!BYBIT EXCHANGE API NOTICE!!! The closed order API cannot query data beyond 2 years from the current date, update %s -> %s", since, newSince)
|
||||
since = newSince
|
||||
}
|
||||
if until.Before(since) {
|
||||
newUntil := since.Add(queryTradeDurationLimit)
|
||||
log.Warnf("!!!BYBIT EXCHANGE API NOTICE!!! The 'until' comes before 'since', add 7 days to until (%s -> %s).", until, newUntil)
|
||||
until = newUntil
|
||||
}
|
||||
|
||||
if err := closedOrderQueryLimiter.Wait(ctx); err != nil {
|
||||
return nil, fmt.Errorf("query closed order rate limiter wait error: %w", err)
|
||||
// if the time range exceeds the server boundary, get the last 7 days of data
|
||||
if until.Sub(since) > queryTradeDurationLimit {
|
||||
newStartTime := until.Add(-queryTradeDurationLimit)
|
||||
|
||||
log.Warnf("!!!BYBIT EXCHANGE API NOTICE!!! The time range exceeds the server boundary: %s, start time: %s, end time: %s, updated start time %s -> %s", queryTradeDurationLimit, since.String(), until.String(), since.String(), newStartTime.String())
|
||||
since = newStartTime
|
||||
}
|
||||
res, err := e.client.NewGetOrderHistoriesRequest().
|
||||
req := e.client.NewGetOrderHistoriesRequest().
|
||||
Symbol(symbol).
|
||||
Cursor(strconv.FormatUint(lastOrderID, 10)).
|
||||
Limit(defaultQueryLimit).
|
||||
Do(ctx)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to call get order histories error: %w", err)
|
||||
}
|
||||
StartTime(since).
|
||||
EndTime(until)
|
||||
|
||||
for _, order := range res.List {
|
||||
o, err2 := toGlobalOrder(order)
|
||||
if err2 != nil {
|
||||
err = multierr.Append(err, err2)
|
||||
continue
|
||||
cursor := ""
|
||||
for {
|
||||
if len(cursor) != 0 {
|
||||
req = req.Cursor(cursor)
|
||||
}
|
||||
|
||||
if o.Status.Closed() {
|
||||
orders = append(orders, *o)
|
||||
res, err := req.Do(ctx)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to call get order histories error: %w", err)
|
||||
}
|
||||
}
|
||||
if err != nil {
|
||||
return nil, err
|
||||
|
||||
for _, order := range res.List {
|
||||
order, err := toGlobalOrder(order)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to convert order, err: %v", err)
|
||||
}
|
||||
|
||||
orders = append(orders, *order)
|
||||
}
|
||||
|
||||
if len(res.NextPageCursor) == 0 {
|
||||
break
|
||||
}
|
||||
cursor = res.NextPageCursor
|
||||
}
|
||||
|
||||
return types.SortOrdersAscending(orders), nil
|
||||
|
@ -437,11 +462,7 @@ func (e *Exchange) queryTrades(ctx context.Context, req *bybitapi.GetExecutionLi
|
|||
}
|
||||
|
||||
for _, trade := range res.List {
|
||||
feeRate, err := pollAndGetFeeRate(ctx, trade.Symbol, e.FeeRatePoller, e.marketsInfo)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get fee rate, err: %v", err)
|
||||
}
|
||||
trade, err := toGlobalTrade(trade, feeRate)
|
||||
trade, err := toGlobalTrade(trade)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to convert trade, err: %v", err)
|
||||
}
|
||||
|
|
|
@ -438,14 +438,6 @@ func (s *Stream) handleKLineEvent(klineEvent KLineEvent) {
|
|||
}
|
||||
}
|
||||
|
||||
func pollAndGetFeeRate(ctx context.Context, symbol string, poller FeeRatePoller, marketsInfo types.MarketMap) (SymbolFeeDetail, error) {
|
||||
err := poller.PollFeeRate(ctx)
|
||||
if err != nil {
|
||||
return SymbolFeeDetail{}, err
|
||||
}
|
||||
return getFeeRate(symbol, poller, marketsInfo), nil
|
||||
}
|
||||
|
||||
func getFeeRate(symbol string, poller FeeRatePoller, marketsInfo types.MarketMap) SymbolFeeDetail {
|
||||
feeRate, found := poller.GetFeeRate(symbol)
|
||||
if !found {
|
||||
|
|
|
@ -107,6 +107,7 @@ const (
|
|||
TopicTypeWallet TopicType = "wallet"
|
||||
TopicTypeOrder TopicType = "order"
|
||||
TopicTypeKLine TopicType = "kline"
|
||||
TopicTypeFastTrade TopicType = "execution.fast"
|
||||
TopicTypeTrade TopicType = "execution"
|
||||
)
|
||||
|
||||
|
@ -385,6 +386,11 @@ func (t *TradeEvent) toGlobalTrade(symbolFee SymbolFeeDetail) (*types.Trade, err
|
|||
// IsMakerOrder = FALSE
|
||||
// -> Side = Buy -> base currency (BTC)
|
||||
// -> Side = Sell -> quote currency (USDT)
|
||||
//
|
||||
// The `execution.fast` topic doesn't support fee currency and execution fees, so we're calculating the transaction fees here.
|
||||
// Although the `execution` topic is supported, it only covers the execution fee, so you'll still need to calculate the
|
||||
// fee currency.
|
||||
// Overall, I chose the one with lower latency (execution.fast) and calculated the fee myself.
|
||||
func calculateFee(t bybitapi.Trade, feeDetail SymbolFeeDetail) (string, fixedpoint.Value) {
|
||||
if feeDetail.MakerFeeRate.Sign() > 0 || !t.IsMaker {
|
||||
if t.Side == bybitapi.SideBuy {
|
||||
|
|
Loading…
Reference in New Issue
Block a user