lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-25 16:25:16 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

bitget: handle order type limit maker

Browse Source
This commit is contained in:
c9s 2023-12-08 09:45:53 +08:00
parent c74ba4f406
commit b9c4002704
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
2 changed files with 30 additions and 12 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

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

@ -274,7 +274,9 @@ func toGlobalOrder(order v2.OrderDetail) (*types.Order, error) {
// If the order status is Filled, return the filled base quantity instead of the buy quantity, because a market order on the buy side
// cannot execute all.
// Otherwise, return zero.
func processMarketBuyQuantity(filledQty, filledPrice, priceAvg, buyQty fixedpoint.Value, orderStatus v2.OrderStatus) (fixedpoint.Value, error) {
func processMarketBuyQuantity(
filledQty, filledPrice, priceAvg, buyQty fixedpoint.Value, orderStatus v2.OrderStatus,
) (fixedpoint.Value, error) {
switch orderStatus {
case v2.OrderStatusInit, v2.OrderStatusNew, v2.OrderStatusLive, v2.OrderStatusCancelled:
return fixedpoint.Zero, nil
@ -302,7 +304,7 @@ func processMarketBuyQuantity(filledQty, filledPrice, priceAvg, buyQty fixedpoin
func toLocalOrderType(orderType types.OrderType) (v2.OrderType, error) {
switch orderType {
case types.OrderTypeLimit:
case types.OrderTypeLimit, types.OrderTypeLimitMaker:
return v2.OrderTypeLimit, nil
case types.OrderTypeMarket:

34
pkg/exchange/bitget/exchange.go
View File

@ -166,7 +166,9 @@ func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[str
//
// The end time has different limits. 1m, 5m can query for one month,15m can query for 52 days,30m can query for 62 days,
// 1H can query for 83 days,4H can query for 240 days,6H can query for 360 days.
func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) {
func (e *Exchange) QueryKLines(
ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions,
) ([]types.KLine, error) {
req := e.v2client.NewGetKLineRequest().Symbol(symbol)
intervalStr, found := toLocalGranularity[interval]
if !found {
@ -263,6 +265,7 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (cr
if err != nil {
return nil, err
}
req.OrderType(orderType)
// set side
@ -270,6 +273,7 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (cr
if err != nil {
return nil, err
}
req.Side(side)
// set quantity
@ -282,30 +286,38 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (cr
}
qty = order.Quantity.Mul(ticker.Buy)
}
req.Size(order.Market.FormatQuantity(qty))
// we support only GTC/PostOnly, this is because:
// 1. We support only SPOT trading.
// set TimeInForce
// we only support GTC/PostOnly, because:
// 1. we only support SPOT trading.
// 2. The query open/closed order does not include the `force` in SPOT.
// If we support FOK/IOC, but you can't query them, that would be unreasonable.
// The other case to consider is 'PostOnly', which is a trade-off because we want to support 'xmaker'.
if len(order.TimeInForce) != 0 && order.TimeInForce != types.TimeInForceGTC {
return nil, fmt.Errorf("time-in-force %s not supported", order.TimeInForce)
}
switch order.Type {
case types.OrderTypeLimitMaker:
req.Force(v2.OrderForcePostOnly)
default:
req.Force(v2.OrderForceGTC)
}
// set price
if order.Type == types.OrderTypeLimit || order.Type == types.OrderTypeLimitMaker {
switch order.Type {
case types.OrderTypeLimit, types.OrderTypeLimitMaker:
req.Price(order.Market.FormatPrice(order.Price))
if order.Type == types.OrderTypeLimitMaker {
req.Force(v2.OrderForcePostOnly)
}
}
// set client order id
if len(order.ClientOrderID) > maxOrderIdLen {
return nil, fmt.Errorf("unexpected length of order id, got: %d", len(order.ClientOrderID))
}
if len(order.ClientOrderID) > 0 {
req.ClientOrderId(order.ClientOrderID)
}
@ -401,7 +413,9 @@ func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders [
// ** Since is inclusive, Until is exclusive. If you use a time range to query, you must provide both a start time and an end time. **
// ** Since and Until cannot exceed 90 days. **
// ** Since from the last 90 days can be queried **
func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []types.Order, err error) {
func (e *Exchange) QueryClosedOrders(
ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64,
) (orders []types.Order, err error) {
newSince := since
now := time.Now()
@ -507,7 +521,9 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
// REMARK: If your start time is 90 days earlier, we will update it to now - 90 days.
// ** StartTime is inclusive, EndTime is exclusive. If you use the EndTime, the StartTime is required. **
// ** StartTime and EndTime cannot exceed 90 days. **
func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) (trades []types.Trade, err error) {
func (e *Exchange) QueryTrades(
ctx context.Context, symbol string, options *types.TradeQueryOptions,
) (trades []types.Trade, err error) {
if options.LastTradeID != 0 {
log.Warn("!!!BITGET EXCHANGE API NOTICE!!! The trade of response is in descending order, so the last trade id not supported.")
}