lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-21 22:43:52 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

Merge pull request #1447 from c9s/edwin/bitget/fix-price

Browse Source 
FIX: [bitget] fix price is zero when order not executed
This commit is contained in:
bailantaotao 2023-12-12 20:59:55 +08:00 committed by GitHub
commit a6d9b6661d
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
4 changed files with 23 additions and 13 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

7
pkg/exchange/bitget/convert.go
View File

@ -430,6 +430,11 @@ func (o *Order) toGlobalOrder() (types.Order, error) {
} }
} }
price := o.Price
if orderType == types.OrderTypeMarket {
price = o.PriceAvg
}
return types.Order{ return types.Order{
SubmitOrder: types.SubmitOrder{ SubmitOrder: types.SubmitOrder{
ClientOrderID: o.ClientOrderId, ClientOrderID: o.ClientOrderId,
@ -437,7 +442,7 @@ func (o *Order) toGlobalOrder() (types.Order, error) {
Side: side, Side: side,
Type: orderType, Type: orderType,
Quantity: qty, Quantity: qty,
Price: o.PriceAvg, Price: price,
TimeInForce: timeInForce, TimeInForce: timeInForce,
}, },
Exchange: types.ExchangeBitget, Exchange: types.ExchangeBitget,

6
pkg/exchange/bitget/convert_test.go
View File

@ -924,6 +924,7 @@ func TestOrder_toGlobalOrder(t *testing.T) {
// } // }
t.Run("limit buy", func(t *testing.T) { t.Run("limit buy", func(t *testing.T) {
newO := o newO := o
newO.Price = fixedpoint.NewFromFloat(0.49998)
newO.OrderType = v2.OrderTypeLimit newO.OrderType = v2.OrderTypeLimit
res, err := newO.toGlobalOrder() res, err := newO.toGlobalOrder()
@ -935,7 +936,7 @@ func TestOrder_toGlobalOrder(t *testing.T) {
Side: types.SideTypeBuy, Side: types.SideTypeBuy,
Type: types.OrderTypeLimit, Type: types.OrderTypeLimit,
Quantity: newO.Size, Quantity: newO.Size,
Price: newO.PriceAvg, Price: newO.Price,
TimeInForce: types.TimeInForceGTC, TimeInForce: types.TimeInForceGTC,
}, },
Exchange: types.ExchangeBitget, Exchange: types.ExchangeBitget,
@ -983,6 +984,7 @@ func TestOrder_toGlobalOrder(t *testing.T) {
newO := o newO := o
newO.OrderType = v2.OrderTypeLimit newO.OrderType = v2.OrderTypeLimit
newO.Side = v2.SideTypeSell newO.Side = v2.SideTypeSell
newO.Price = fixedpoint.NewFromFloat(0.48710)
res, err := newO.toGlobalOrder() res, err := newO.toGlobalOrder()
assert.NoError(t, err) assert.NoError(t, err)
@ -993,7 +995,7 @@ func TestOrder_toGlobalOrder(t *testing.T) {
Side: types.SideTypeSell, Side: types.SideTypeSell,
Type: types.OrderTypeLimit, Type: types.OrderTypeLimit,
Quantity: newO.Size, Quantity: newO.Size,
Price: newO.PriceAvg, Price: newO.Price,
TimeInForce: types.TimeInForceGTC, TimeInForce: types.TimeInForceGTC,
}, },
Exchange: types.ExchangeBitget, Exchange: types.ExchangeBitget,

1
pkg/exchange/bitget/stream_test.go
View File

@ -125,6 +125,7 @@ func TestStream(t *testing.T) {
}) })
t.Run("private test", func(t *testing.T) { t.Run("private test", func(t *testing.T) {
s.SetPrivateChannelSymbols([]string{"BTCUSDT"})
err := s.Connect(context.Background()) err := s.Connect(context.Background())
assert.NoError(t, err) assert.NoError(t, err)

22
pkg/exchange/bitget/types.go
View File

@ -488,16 +488,18 @@ type Order struct {
// Size is base coin when orderType=limit; quote coin when orderType=market // Size is base coin when orderType=limit; quote coin when orderType=market
Size fixedpoint.Value `json:"size"` Size fixedpoint.Value `json:"size"`
// Buy amount, returned when buying at market price // Buy amount, returned when buying at market price
Notional fixedpoint.Value `json:"notional"` Notional fixedpoint.Value `json:"notional"`
OrderType v2.OrderType `json:"orderType"` OrderType v2.OrderType `json:"orderType"`
Force v2.OrderForce `json:"force"` Force v2.OrderForce `json:"force"`
Side v2.SideType `json:"side"` Side v2.SideType `json:"side"`
AccBaseVolume fixedpoint.Value `json:"accBaseVolume"` AccBaseVolume fixedpoint.Value `json:"accBaseVolume"`
PriceAvg fixedpoint.Value `json:"priceAvg"` PriceAvg fixedpoint.Value `json:"priceAvg"`
Status v2.OrderStatus `json:"status"` // The Price field is only applicable to limit orders.
CreatedTime types.MillisecondTimestamp `json:"cTime"` Price fixedpoint.Value `json:"price"`
UpdatedTime types.MillisecondTimestamp `json:"uTime"` Status v2.OrderStatus `json:"status"`
FeeDetail []struct { CreatedTime types.MillisecondTimestamp `json:"cTime"`
UpdatedTime types.MillisecondTimestamp `json:"uTime"`
FeeDetail []struct {
FeeCoin string `json:"feeCoin"` FeeCoin string `json:"feeCoin"`
Fee string `json:"fee"` Fee string `json:"fee"`
} `json:"feeDetail"` } `json:"feeDetail"`