okex: fix okex order cancellation

README.md

@@ -278,7 +278,7 @@ const stateKey = "state-v1"
 var log = logrus.WithField("strategy", ID)
 
 func init() {
-    bbgo.RegisterStrategy(ID, &Strategy{})
+	bbgo.RegisterStrategy(ID, &Strategy{})
 }
 ```
 
@@ -288,12 +288,12 @@ Implement the strategy methods:
 package newstrategy
 
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
-    session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "2m"})
+	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "2m"})
 }
 
 func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
-    // ....
-    return nil
+	// ....
+	return nil
 }
 ```
 
@@ -370,6 +370,23 @@ Or you can build your own wrapper binary via:
 bbgo build --config config/bbgo.yaml
 ```
 
+## Command Usages
+
+### Submitting Orders to a specific exchagne session
+
+```shell
+bbgo submit-order --session=okex --symbol=OKBUSDT --side=buy --price=10.0 --quantity=1
+```
+
+### Listing Open Orders of a specific exchange session
+
+```sh
+bbgo list-orders open --session=okex --symbol=OKBUSDT
+bbgo list-orders open --session=ftx --symbol=FTTUSDT
+bbgo list-orders open --session=max --symbol=MAXUSDT
+bbgo list-orders open --session=binance --symbol=BNBUSDT
+```
+
 ## Dynamic Injection
 
 In order to minimize the strategy code, bbgo supports dynamic dependency injection.

pkg/cmd/cancel.go

@@ -19,15 +19,16 @@ type advancedOrderCancelApi interface {
 }
 
 func init() {
-	CancelCmd.Flags().String("session", "", "session to execute cancel orders")
-	CancelCmd.Flags().String("symbol", "", "symbol to cancel orders")
-	CancelCmd.Flags().Int64("group-id", 0, "groupID to cancel orders")
-	CancelCmd.Flags().Bool("all", false, "cancel all orders")
-	RootCmd.AddCommand(CancelCmd)
+	cancelOrderCmd.Flags().String("session", "", "session to execute cancel orders")
+	cancelOrderCmd.Flags().String("symbol", "", "symbol to cancel orders")
+	cancelOrderCmd.Flags().Int64("group-id", 0, "group ID to cancel orders")
+	cancelOrderCmd.Flags().Uint64("order-id", 0, "order ID to cancel orders")
+	cancelOrderCmd.Flags().Bool("all", false, "cancel all orders")
+	RootCmd.AddCommand(cancelOrderCmd)
 }
 
-var CancelCmd = &cobra.Command{
-	Use:   "cancel",
+var cancelOrderCmd = &cobra.Command{
+	Use:   "cancel-order",
 	Short: "cancel orders",
 	Long:  "this command can cancel orders from exchange",
 
@@ -48,6 +49,11 @@ var CancelCmd = &cobra.Command{
 			return err
 		}
 
+		orderID, err := cmd.Flags().GetUint64("order-id")
+		if err != nil {
+			return err
+		}
+
 		all, err := cmd.Flags().GetBool("all")
 		if err != nil {
 			return err
@@ -84,13 +90,32 @@ var CancelCmd = &cobra.Command{
 
 		var sessions = environ.Sessions()
 
-		if n, err := cmd.Flags().GetString("session"); err == nil && len(n) > 0 {
-			ses, ok := sessions[n]
+		sessionName, err := cmd.Flags().GetString("session")
+		if err != nil {
+			return err
+		}
+
+		if len(sessionName) > 0 {
+			ses, ok := sessions[sessionName]
 			if !ok {
-				return fmt.Errorf("session %s not found", n)
+				return fmt.Errorf("session %s not found", sessionName)
 			}
 
-			sessions = map[string]*bbgo.ExchangeSession{n: ses}
+			if orderID > 0 {
+				logrus.Infof("canceling order by the given order id %d", orderID)
+				err := ses.Exchange.CancelOrders(ctx, types.Order{
+					SubmitOrder: types.SubmitOrder{
+						Symbol: symbol,
+					},
+					OrderID: orderID,
+				})
+				if err != nil {
+					return err
+				}
+				return nil
+			}
+
+			sessions = map[string]*bbgo.ExchangeSession{sessionName: ses}
 		}
 
 		for sessionID, session := range sessions {

pkg/cmd/orders.go

@@ -20,9 +20,9 @@ import (
 	"github.com/c9s/bbgo/pkg/util"
 )
 
-// go run ./cmd/bbgo listorders [open|closed] --session=ftx --symbol=BTC/USDT
+// go run ./cmd/bbgo list-orders [open|closed] --session=ftx --symbol=BTCUSDT
 var listOrdersCmd = &cobra.Command{
-	Use:  "listorders [status]",
+	Use:  "list-orders [status]",
 	Args: cobra.OnlyValidArgs,
 	// default is open which means we query open orders if you haven't provided args.
 	ValidArgs:    []string{"", "open", "closed"},
@@ -260,7 +260,7 @@ var executeOrderCmd = &cobra.Command{
 	},
 }
 
-// go run ./cmd/bbgo submit-order --session=ftx --symbol=BTC/USDT --side=buy --price=<price> --quantity=<quantity>
+// go run ./cmd/bbgo submit-order --session=ftx --symbol=BTCUSDT --side=buy --price=<price> --quantity=<quantity>
 var submitOrderCmd = &cobra.Command{
 	Use:          "submit-order",
 	SilenceUsage: true,
@@ -313,6 +313,11 @@ var submitOrderCmd = &cobra.Command{
 			return fmt.Errorf("session %s not found", sessionName)
 		}
 
+		market, ok := session.Market(symbol)
+		if !ok {
+			return fmt.Errorf("market definition %s not found", symbol)
+		}
+
 		so := types.SubmitOrder{
 			ClientOrderID:  uuid.New().String(),
 			Symbol:         symbol,
@@ -322,9 +327,10 @@ var submitOrderCmd = &cobra.Command{
 			QuantityString: quantity,
 			Price:          util.MustParseFloat(price),
 			PriceString:    price,
-			Market:         types.Market{Symbol: symbol},
+			Market:         market,
 			TimeInForce:    "GTC",
 		}
+
 		co, err := session.Exchange.SubmitOrders(ctx, so)
 		if err != nil {
 			return err

pkg/exchange/okex/exchange.go

@@ -9,6 +9,7 @@ import (
 
 	"github.com/c9s/bbgo/pkg/exchange/okex/okexapi"
 	"github.com/c9s/bbgo/pkg/types"
+	"github.com/pkg/errors"
 	"github.com/sirupsen/logrus"
 )
 
@@ -241,9 +242,17 @@ func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders [
 func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error {
 	var reqs []*okexapi.CancelOrderRequest
 	for _, order := range orders {
+		if len(order.Symbol) == 0 {
+			return errors.New("symbol is required for canceling an okex order")
+		}
+
 		req := e.client.TradeService.NewCancelOrderRequest()
+		req.InstrumentID(toLocalSymbol(order.Symbol))
 		req.OrderID(strconv.FormatUint(order.OrderID, 10))
-		req.ClientOrderID(order.ClientOrderID)
+
+		if len(order.ClientOrderID) > 0 {
+			req.ClientOrderID(order.ClientOrderID)
+		}
 		reqs = append(reqs, req)
 	}
 

pkg/exchange/okex/okexapi/trade.go

@@ -261,7 +261,7 @@ func (r *BatchCancelOrderRequest) Add(reqs ...*CancelOrderRequest) *BatchCancelO
 	return r
 }
 
-func (r *BatchCancelOrderRequest) Do(ctx context.Context) (*OrderResponse, error) {
+func (r *BatchCancelOrderRequest) Do(ctx context.Context) ([]OrderResponse, error) {
 	var parameterList []map[string]interface{}
 
 	for _, req := range r.reqs {
@@ -288,11 +288,7 @@ func (r *BatchCancelOrderRequest) Do(ctx context.Context) (*OrderResponse, error
 		return nil, err
 	}
 
-	if len(orderResponse.Data) == 0 {
-		return nil, errors.New("order create error")
-	}
-
-	return &orderResponse.Data[0], nil
+	return orderResponse.Data, nil
 }
 
 type BatchPlaceOrderRequest struct {

pkg/types/order.go

@@ -169,7 +169,7 @@ func (o Order) Backup() SubmitOrder {
 }
 
 func (o Order) String() string {
-	return fmt.Sprintf("ORDER %s %s %s %f/%f @ %f -> %s", o.Exchange.String(), o.Symbol, o.Side, o.ExecutedQuantity, o.Quantity, o.Price, o.Status)
+	return fmt.Sprintf("ORDER %s %d %s %s %f/%f @ %f -> %s", o.Exchange.String(), o.OrderID, o.Symbol, o.Side, o.ExecutedQuantity, o.Quantity, o.Price, o.Status)
 }
 
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