Merge pull request #1446 from c9s/feature/xdepthmaker

IMPROVE: [bitget] add more debug logs

pkg/exchange/bitget/bitgetapi/v2/get_unfilled_orders_request.go

@@ -38,13 +38,17 @@ type GetUnfilledOrdersRequest struct {
 	client requestgen.AuthenticatedAPIClient
 
 	symbol *string `param:"symbol,query"`
-	// Limit number default 100 max 100
+
+	// limit number default 100 max 100
 	limit *string `param:"limit,query"`
+
 	// idLessThan requests the content on the page before this ID (older data), the value input should be the orderId of the corresponding interface.
-	idLessThan *string    `param:"idLessThan,query"`
-	startTime  *time.Time `param:"startTime,milliseconds,query"`
-	endTime    *time.Time `param:"endTime,milliseconds,query"`
-	orderId    *string    `param:"orderId,query"`
+	idLessThan *string `param:"idLessThan,query"`
+
+	startTime *time.Time `param:"startTime,milliseconds,query"`
+	endTime   *time.Time `param:"endTime,milliseconds,query"`
+
+	orderId *string `param:"orderId,query"`
 }
 
 func (c *Client) NewGetUnfilledOrdersRequest() *GetUnfilledOrdersRequest {

pkg/exchange/bitget/convert.go

@@ -191,7 +191,7 @@ func unfilledOrderToGlobalOrder(order v2.UnfilledOrder) (*types.Order, error) {
 	// The market order will be executed immediately, so this check is used to handle corner cases.
 	if orderType == types.OrderTypeMarket {
 		qty = order.BaseVolume
-		log.Warnf("!!!  The price(%f) and quantity(%f) are not verified for market orders, because we only receive limit orders in the test environment !!!", price.Float64(), qty.Float64())
+		log.Warnf("!!! The price(%f) and quantity(%f) are not verified for market orders, because we only receive limit orders in the test environment !!!", price.Float64(), qty.Float64())
 	}
 
 	return &types.Order{
@@ -202,6 +202,7 @@ func unfilledOrderToGlobalOrder(order v2.UnfilledOrder) (*types.Order, error) {
 			Type:          orderType,
 			Quantity:      qty,
 			Price:         price,
+
 			// Bitget does not include the "time-in-force" field in its API response for spot trading, so we set GTC.
 			TimeInForce: types.TimeInForceGTC,
 		},

pkg/exchange/bitget/exchange.go

@@ -14,6 +14,7 @@ import (
 	"github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi"
 	v2 "github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi/v2"
 	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/bbgo/pkg/util"
 )
 
 const (
@@ -34,26 +35,45 @@ var log = logrus.WithFields(logrus.Fields{
 var (
 	// queryMarketRateLimiter has its own rate limit. https://bitgetlimited.github.io/apidoc/en/spot/#get-symbols
 	queryMarketRateLimiter = rate.NewLimiter(rate.Every(time.Second/10), 5)
+
 	// queryAccountRateLimiter has its own rate limit. https://bitgetlimited.github.io/apidoc/en/spot/#get-account-assets
 	queryAccountRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5)
+
 	// queryTickerRateLimiter has its own rate limit. https://bitgetlimited.github.io/apidoc/en/spot/#get-single-ticker
 	queryTickerRateLimiter = rate.NewLimiter(rate.Every(time.Second/10), 5)
+
 	// queryTickersRateLimiter has its own rate limit. https://bitgetlimited.github.io/apidoc/en/spot/#get-all-tickers
 	queryTickersRateLimiter = rate.NewLimiter(rate.Every(time.Second/10), 5)
+
 	// queryOpenOrdersRateLimiter has its own rate limit. https://www.bitget.com/zh-CN/api-doc/spot/trade/Get-Unfilled-Orders
 	queryOpenOrdersRateLimiter = rate.NewLimiter(rate.Every(time.Second/10), 5)
+
 	// closedQueryOrdersRateLimiter has its own rate limit. https://www.bitget.com/api-doc/spot/trade/Get-History-Orders
 	closedQueryOrdersRateLimiter = rate.NewLimiter(rate.Every(time.Second/15), 5)
-	// submitOrdersRateLimiter has its own rate limit. https://www.bitget.com/zh-CN/api-doc/spot/trade/Place-Order
-	submitOrdersRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5)
+
+	// submitOrderRateLimiter has its own rate limit. https://www.bitget.com/zh-CN/api-doc/spot/trade/Place-Order
+	submitOrderRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5)
+
 	// queryTradeRateLimiter has its own rate limit. https://www.bitget.com/zh-CN/api-doc/spot/trade/Get-Fills
 	queryTradeRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5)
+
 	// cancelOrderRateLimiter has its own rate limit. https://www.bitget.com/api-doc/spot/trade/Cancel-Order
 	cancelOrderRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5)
+
 	// kLineRateLimiter has its own rate limit. https://www.bitget.com/api-doc/spot/market/Get-Candle-Data
-	kLineOrderRateLimiter = rate.NewLimiter(rate.Every(time.Second/10), 5)
+	kLineRateLimiter = rate.NewLimiter(rate.Every(time.Second/10), 5)
 )
 
+var debugf func(msg string, args ...interface{})
+
+func init() {
+	if v, ok := util.GetEnvVarBool("DEBUG_BITGET"); ok && v {
+		debugf = log.Infof
+	} else {
+		debugf = func(msg string, args ...interface{}) {}
+	}
+}
+
 type Exchange struct {
 	key, secret, passphrase string
 
@@ -199,7 +219,7 @@ func (e *Exchange) QueryKLines(
 		req.EndTime(*options.EndTime)
 	}
 
-	if err := kLineOrderRateLimiter.Wait(ctx); err != nil {
+	if err := kLineRateLimiter.Wait(ctx); err != nil {
 		return nil, fmt.Errorf("query klines rate limiter wait error: %w", err)
 	}
 
@@ -322,26 +342,34 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (cr
 		req.ClientOrderId(order.ClientOrderID)
 	}
 
-	if err := submitOrdersRateLimiter.Wait(ctx); err != nil {
+	if err := submitOrderRateLimiter.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 place order, order: %#v, err: %w", order, err)
 	}
 
+	debugf("order created: %+v", res)
+
 	if len(res.OrderId) == 0 || (len(order.ClientOrderID) != 0 && res.ClientOrderId != order.ClientOrderID) {
 		return nil, fmt.Errorf("unexpected order id, resp: %#v, order: %#v", res, order)
 	}
 
 	orderId := res.OrderId
+
+	debugf("fetching unfilled order info for order #%s", orderId)
 	ordersResp, err := e.v2client.NewGetUnfilledOrdersRequest().OrderId(orderId).Do(ctx)
 	if err != nil {
 		return nil, fmt.Errorf("failed to query open order by order id: %s, err: %w", orderId, err)
 	}
 
-	switch len(ordersResp) {
-	case 0:
+	debugf("unfilled order response: %+v", ordersResp)
+
+	if len(ordersResp) == 1 {
+		return unfilledOrderToGlobalOrder(ordersResp[0])
+	} else if len(ordersResp) == 0 {
 		// The market order will be executed immediately, so we cannot retrieve it through the NewGetUnfilledOrdersRequest API.
 		// Try to get the order from the NewGetHistoryOrdersRequest API.
 		ordersResp, err := e.v2client.NewGetHistoryOrdersRequest().OrderId(orderId).Do(ctx)
@@ -354,13 +382,9 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (cr
 		}
 
 		return toGlobalOrder(ordersResp[0])
-
-	case 1:
-		return unfilledOrderToGlobalOrder(ordersResp[0])
-
-	default:
-		return nil, fmt.Errorf("unexpected order length, order id: %s", orderId)
 	}
+
+	return nil, fmt.Errorf("unexpected order length, order id: %s", orderId)
 }
 
 func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {

pkg/strategy/xdepthmaker/strategy.go

@@ -647,14 +647,10 @@ func (s *Strategy) generateMakerOrders(
 	// copy the pricing book because during the generation the book data could change
 	dupPricingBook := pricingBook.Copy()
 
-	log.Infof("dupPricingBook: \n\tbids: %+v \n\tasks: %+v",
+	log.Infof("pricingBook: \n\tbids: %+v \n\tasks: %+v",
 		dupPricingBook.SideBook(types.SideTypeBuy),
 		dupPricingBook.SideBook(types.SideTypeSell))
 
-	log.Infof("pricingBook: \n\tbids: %+v \n\tasks: %+v",
-		pricingBook.SideBook(types.SideTypeBuy),
-		pricingBook.SideBook(types.SideTypeSell))
-
 	if maxLayer == 0 || maxLayer > s.NumLayers {
 		maxLayer = s.NumLayers
 	}