pkg/exchange: update query open orders to latest

pkg/exchange/bybit/bybitapi/get_open_orders_request.go

@@ -78,7 +78,7 @@ type Order struct {
 	PlaceType          string           `json:"placeType"`
 }
 
-//go:generate GetRequest -url "/v5/order/realtime" -type GetOpenOrdersRequest -responseDataType .OrdersResponse
+//go:generate GetRequest -url "/v5/order/realtime" -type GetOpenOrdersRequest -responseDataType .OrdersResponse -rateLimiter 1+45/1s
 type GetOpenOrdersRequest struct {
 	client requestgen.AuthenticatedAPIClient
 

pkg/exchange/bybit/bybitapi/get_open_orders_request_requestgen.go

@@ -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.
+// 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.
 
 package bybitapi
 
@@ -6,11 +6,14 @@ import (
 	"context"
 	"encoding/json"
 	"fmt"
+	"golang.org/x/time/rate"
 	"net/url"
 	"reflect"
 	"regexp"
 )
 
+var GetOpenOrdersRequestLimiter = rate.NewLimiter(45.00000045, 1)
+
 func (g *GetOpenOrdersRequest) Category(category Category) *GetOpenOrdersRequest {
 	g.category = category
 	return g
@@ -265,6 +268,9 @@ func (g *GetOpenOrdersRequest) GetPath() string {
 
 // Do generates the request object and send the request object to the API endpoint
 func (g *GetOpenOrdersRequest) Do(ctx context.Context) (*OrdersResponse, error) {
+	if err := GetOpenOrdersRequestLimiter.Wait(ctx); err != nil {
+		return nil, err
+	}
 
 	// no body params
 	var params interface{}
@@ -288,15 +294,29 @@ func (g *GetOpenOrdersRequest) Do(ctx context.Context) (*OrdersResponse, 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
 		}

pkg/exchange/bybit/convert.go

@@ -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)
+	price := order.Price
-	if err != nil {
+	if orderType == types.OrderTypeMarket {
-		return nil, err
+		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,
+			// We specified the quantity for the market buy order as the base coin when we submitted the order,
-			Price:         order.Price,
+			// so we can just use the Qty field.
-			TimeInForce:   timeInForce,
+			Quantity:    order.Qty,
+			Price:       price,
+			TimeInForce: timeInForce,
 		},
 		Exchange:         types.ExchangeBybit,
 		OrderID:          orderIdNum,

pkg/exchange/bybit/exchange.go

@@ -33,9 +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)
+	sharedRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5)
-	queryOrderTradeRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5)
-	closedOrderQueryLimiter    = rate.NewLimiter(rate.Every(time.Second), 1)
 
 	log = logrus.WithFields(logrus.Fields{
 		"exchange": "bybit",
@@ -164,18 +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)