pkg/exchange: add QueryClosedOrders

pkg/exchange/bybit/bybitapi/client_test.go

@@ -132,4 +132,27 @@ func TestClient(t *testing.T) {
 		assert.Equal(t, ordersResp.List[0].OrderStatus, OrderStatusCancelled)
 		t.Logf("apiResp: %+v", ordersResp.List[0])
 	})
+
+	t.Run("GetOrderHistoriesRequest", func(t *testing.T) {
+		req := client.NewPlaceOrderRequest().
+			Symbol("DOTUSDT").
+			Side(SideBuy).
+			OrderType(OrderTypeLimit).
+			Qty("1").
+			Price("4.6").
+			OrderLinkId(uuid.NewString()).
+			TimeInForce(TimeInForceGTC)
+		apiResp, err := req.Do(ctx)
+		assert.NoError(t, err)
+		t.Logf("apiResp: %+v", apiResp)
+
+		ordersResp, err := client.NewGetOpenOrderRequest().OrderLinkId(apiResp.OrderLinkId).Do(ctx)
+		assert.NoError(t, err)
+		assert.Equal(t, len(ordersResp.List), 1)
+		t.Logf("apiResp: %+v", ordersResp.List[0])
+
+		orderResp, err := client.NewGetOrderHistoriesRequest().Symbol("DOTUSDT").Cursor("0").Do(ctx)
+		assert.NoError(t, err)
+		t.Logf("apiResp: %#v", orderResp)
+	})
 }

pkg/exchange/bybit/bybitapi/get_order_histories_request_requestgen.go

@@ -0,0 +1,282 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Result -url /v5/order/history -type GetOrderHistoriesRequest -responseDataType .OrdersResponse"; DO NOT EDIT.
+
+package bybitapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+	"strconv"
+	"time"
+)
+
+func (g *GetOrderHistoriesRequest) Category(category Category) *GetOrderHistoriesRequest {
+	g.category = category
+	return g
+}
+
+func (g *GetOrderHistoriesRequest) Symbol(symbol string) *GetOrderHistoriesRequest {
+	g.symbol = &symbol
+	return g
+}
+
+func (g *GetOrderHistoriesRequest) OrderId(orderId string) *GetOrderHistoriesRequest {
+	g.orderId = &orderId
+	return g
+}
+
+func (g *GetOrderHistoriesRequest) OrderFilter(orderFilter string) *GetOrderHistoriesRequest {
+	g.orderFilter = &orderFilter
+	return g
+}
+
+func (g *GetOrderHistoriesRequest) OrderStatus(orderStatus OrderStatus) *GetOrderHistoriesRequest {
+	g.orderStatus = &orderStatus
+	return g
+}
+
+func (g *GetOrderHistoriesRequest) StartTime(startTime time.Time) *GetOrderHistoriesRequest {
+	g.startTime = &startTime
+	return g
+}
+
+func (g *GetOrderHistoriesRequest) EndTime(endTime time.Time) *GetOrderHistoriesRequest {
+	g.endTime = &endTime
+	return g
+}
+
+func (g *GetOrderHistoriesRequest) Limit(limit uint64) *GetOrderHistoriesRequest {
+	g.limit = &limit
+	return g
+}
+
+func (g *GetOrderHistoriesRequest) Cursor(cursor string) *GetOrderHistoriesRequest {
+	g.cursor = &cursor
+	return g
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetOrderHistoriesRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+	// check category field -> json key category
+	category := g.category
+
+	// TEMPLATE check-valid-values
+	switch category {
+	case "spot":
+		params["category"] = category
+
+	default:
+		return nil, fmt.Errorf("category value %v is invalid", category)
+
+	}
+	// END TEMPLATE check-valid-values
+
+	// assign parameter of category
+	params["category"] = category
+	// check symbol field -> json key symbol
+	if g.symbol != nil {
+		symbol := *g.symbol
+
+		// assign parameter of symbol
+		params["symbol"] = symbol
+	} else {
+	}
+	// check orderId field -> json key orderId
+	if g.orderId != nil {
+		orderId := *g.orderId
+
+		// assign parameter of orderId
+		params["orderId"] = orderId
+	} else {
+	}
+	// check orderFilter field -> json key orderFilter
+	if g.orderFilter != nil {
+		orderFilter := *g.orderFilter
+
+		// assign parameter of orderFilter
+		params["orderFilter"] = orderFilter
+	} else {
+	}
+	// check orderStatus field -> json key orderStatus
+	if g.orderStatus != nil {
+		orderStatus := *g.orderStatus
+
+		// TEMPLATE check-valid-values
+		switch orderStatus {
+		case OrderStatusCreated, OrderStatusNew, OrderStatusRejected, OrderStatusPartiallyFilled, OrderStatusPartiallyFilledCanceled, OrderStatusFilled, OrderStatusCancelled, OrderStatusDeactivated, OrderStatusActive:
+			params["orderStatus"] = orderStatus
+
+		default:
+			return nil, fmt.Errorf("orderStatus value %v is invalid", orderStatus)
+
+		}
+		// END TEMPLATE check-valid-values
+
+		// assign parameter of orderStatus
+		params["orderStatus"] = orderStatus
+	} else {
+	}
+	// check startTime field -> json key startTime
+	if g.startTime != nil {
+		startTime := *g.startTime
+
+		// assign parameter of startTime
+		// convert time.Time to milliseconds time stamp
+		params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check endTime field -> json key endTime
+	if g.endTime != nil {
+		endTime := *g.endTime
+
+		// assign parameter of endTime
+		// convert time.Time to milliseconds time stamp
+		params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check limit field -> json key limit
+	if g.limit != nil {
+		limit := *g.limit
+
+		// assign parameter of limit
+		params["limit"] = limit
+	} else {
+	}
+	// check cursor field -> json key cursor
+	if g.cursor != nil {
+		cursor := *g.cursor
+
+		// assign parameter of cursor
+		params["cursor"] = cursor
+	} else {
+	}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (g *GetOrderHistoriesRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (g *GetOrderHistoriesRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := g.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if g.isVarSlice(_v) {
+			g.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (g *GetOrderHistoriesRequest) GetParametersJSON() ([]byte, error) {
+	params, err := g.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (g *GetOrderHistoriesRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetOrderHistoriesRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (g *GetOrderHistoriesRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (g *GetOrderHistoriesRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetOrderHistoriesRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := g.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (g *GetOrderHistoriesRequest) Do(ctx context.Context) (*OrdersResponse, error) {
+
+	// no body params
+	var params interface{}
+	query, err := g.GetQueryParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/v5/order/history"
+
+	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := g.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse APIResponse
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	var data OrdersResponse
+	if err := json.Unmarshal(apiResponse.Result, &data); err != nil {
+		return nil, err
+	}
+	return &data, nil
+}

pkg/exchange/bybit/bybitapi/get_order_history_request.go

@@ -0,0 +1,51 @@
+package bybitapi
+
+import (
+	"time"
+
+	"github.com/c9s/requestgen"
+)
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Result
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Result
+
+//go:generate GetRequest -url "/v5/order/history" -type GetOrderHistoriesRequest -responseDataType .OpenOrdersResponse
+type GetOrderHistoriesRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	category Category `param:"category,query" validValues:"spot"`
+
+	symbol  *string `param:"symbol,query"`
+	orderId *string `param:"orderId,query"`
+	// orderFilter supports 3 types of Order:
+	// 1. active order, 2. StopOrder: conditional order, 3. tpslOrder: spot TP/SL order
+	// Normal spot: return Order active order by default
+	// Others: all kinds of orders by default
+	orderFilter *string `param:"orderFilter,query"`
+	// orderStatus if the account belongs to Normal spot, orderStatus is not supported.
+	//// For other accounts, return all status orders if not explicitly passed.
+	orderStatus *OrderStatus `param:"orderStatus,query"`
+
+	// startTime must
+	// Normal spot is not supported temporarily
+	// startTime and endTime must be passed together
+	// If not passed, query the past 7 days data by default
+	// For each request, startTime and endTime interval should be less then 7 days
+	startTime *time.Time `param:"startTime,query,milliseconds"`
+
+	// endTime for each request, startTime and endTime interval should be less then 7 days
+	endTime *time.Time `param:"endTime,query,milliseconds"`
+
+	// limit for data size per page. [1, 50]. Default: 20
+	limit *uint64 `param:"limit,query"`
+	// cursor uses the nextPageCursor token from the response to retrieve the next page of the result set
+	cursor *string `param:"cursor,query"`
+}
+
+// NewGetOrderHistoriesRequest is descending order by createdTime
+func (c *RestClient) NewGetOrderHistoriesRequest() *GetOrderHistoriesRequest {
+	return &GetOrderHistoriesRequest{
+		client:   c,
+		category: CategorySpot,
+	}
+}

pkg/exchange/bybit/convert_test.go

@@ -1,7 +1,10 @@
 package bybit
 
 import (
+	"context"
 	"fmt"
+	"github.com/pkg/errors"
+	"go.uber.org/multierr"
 	"math"
 	"strconv"
 	"testing"
@@ -14,6 +17,18 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+func TestU(t *testing.T) {
+	e := returnErr()
+
+	t.Log(errors.Is(e, context.DeadlineExceeded))
+
+}
+
+func returnErr() error {
+	var err error
+	return multierr.Append(multierr.Append(err, fmt.Errorf("got err: %w", context.DeadlineExceeded)), fmt.Errorf("GG"))
+}
+
 func TestToGlobalMarket(t *testing.T) {
 	// sample:
 	//{

pkg/exchange/bybit/exchange.go

@@ -3,6 +3,7 @@ package bybit
 import (
 	"context"
 	"fmt"
+	"strconv"
 	"time"
 
 	"github.com/sirupsen/logrus"
@@ -14,7 +15,8 @@ import (
 )
 
 const (
-	maxOrderIdLen = 36
+	maxOrderIdLen         = 36
+	defaultQueryClosedLen = 50
 )
 
 // https://bybit-exchange.github.io/docs/zh-TW/v5/rate-limit
@@ -26,6 +28,7 @@ var (
 	sharedRateLimiter = rate.NewLimiter(rate.Every(time.Second/2), 2)
 	tradeRateLimiter  = rate.NewLimiter(rate.Every(time.Second/5), 5)
 	orderRateLimiter  = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
+	closedRateLimiter = rate.NewLimiter(rate.Every(time.Second), 1)
 
 	log = logrus.WithFields(logrus.Fields{
 		"exchange": "bybit",
@@ -67,7 +70,7 @@ func (e *Exchange) PlatformFeeCurrency() string {
 
 func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
 	if err := sharedRateLimiter.Wait(ctx); err != nil {
-		return nil, fmt.Errorf("markets rate limiter wait error: %v", err)
+		return nil, fmt.Errorf("markets rate limiter wait error: %w", err)
 	}
 
 	instruments, err := e.client.NewGetInstrumentsInfoRequest().Do(ctx)
@@ -85,12 +88,12 @@ func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
 
 func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error) {
 	if err := sharedRateLimiter.Wait(ctx); err != nil {
-		return nil, fmt.Errorf("ticker order rate limiter wait error: %v", err)
+		return nil, fmt.Errorf("ticker order rate limiter wait error: %w", err)
 	}
 
 	s, err := e.client.NewGetTickersRequest().Symbol(symbol).DoWithResponseTime(ctx)
 	if err != nil {
-		return nil, err
+		return nil, fmt.Errorf("failed to call ticker, symbol: %s, err: %w", symbol, err)
 	}
 
 	if len(s.List) != 1 {
@@ -117,11 +120,11 @@ func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[str
 	}
 
 	if err := sharedRateLimiter.Wait(ctx); err != nil {
-		return nil, fmt.Errorf("tickers rate limiter wait error: %v", err)
+		return nil, fmt.Errorf("tickers rate limiter wait error: %w", err)
 	}
 	allTickers, err := e.client.NewGetTickersRequest().DoWithResponseTime(ctx)
 	if err != nil {
-		return nil, err
+		return nil, fmt.Errorf("failed to call ticker, err: %w", err)
 	}
 
 	for _, s := range allTickers.List {
@@ -141,11 +144,11 @@ func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders [
 		}
 
 		if err = tradeRateLimiter.Wait(ctx); err != nil {
-			return nil, fmt.Errorf("place order rate limiter wait error: %v", err)
+			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: %v", err)
+			return nil, fmt.Errorf("failed to query open orders, err: %w", err)
 		}
 
 		for _, order := range res.List {
@@ -214,11 +217,11 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (*t
 	req.OrderLinkId(order.ClientOrderID)
 
 	if err := orderRateLimiter.Wait(ctx); err != nil {
-		return nil, fmt.Errorf("place order rate limiter wait error: %v", err)
+		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: %v", order, err)
+		return nil, fmt.Errorf("failed to place order, order: %#v, err: %w", order, err)
 	}
 
 	if len(res.OrderId) == 0 || res.OrderLinkId != order.ClientOrderID {
@@ -227,7 +230,7 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (*t
 
 	ordersResp, err := e.client.NewGetOpenOrderRequest().OrderLinkId(res.OrderLinkId).Do(ctx)
 	if err != nil {
-		return nil, fmt.Errorf("failed to query order by client order id: %s", res.OrderLinkId)
+		return nil, fmt.Errorf("failed to query order by client order id: %s, err: %w", res.OrderLinkId, err)
 	}
 
 	if len(ordersResp.List) != 1 {
@@ -261,12 +264,12 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
 		req.Symbol(order.Market.Symbol)
 
 		if err := orderRateLimiter.Wait(ctx); err != nil {
-			errs = multierr.Append(errs, fmt.Errorf("cancel order rate limiter wait, order id: %s, error: %v", order.ClientOrderID, err))
+			errs = multierr.Append(errs, fmt.Errorf("cancel order rate limiter wait, order id: %s, error: %w", order.ClientOrderID, err))
 			continue
 		}
 		res, err := req.Do(ctx)
 		if err != nil {
-			errs = multierr.Append(errs, fmt.Errorf("failed to cancel order id: %s, err: %v", order.ClientOrderID, err))
+			errs = multierr.Append(errs, fmt.Errorf("failed to cancel order id: %s, err: %w", order.ClientOrderID, err))
 			continue
 		}
 		if res.OrderId != order.UUID || res.OrderLinkId != order.ClientOrderID {
@@ -277,3 +280,38 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
 
 	return errs
 }
+
+func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, util time.Time, lastOrderID uint64) (orders []types.Order, err error) {
+	if !since.IsZero() || !util.IsZero() {
+		log.Warn("!!!BYBIT EXCHANGE API NOTICE!!! the since/until conditions will not be effected on SPOT account, bybit exchange does not support time-range-based query currently")
+	}
+
+	if err := closedRateLimiter.Wait(ctx); err != nil {
+		return nil, fmt.Errorf("query closed order rate limiter wait error: %w", err)
+	}
+	res, err := e.client.NewGetOrderHistoriesRequest().
+		Symbol(symbol).
+		Cursor(strconv.FormatUint(lastOrderID, 10)).
+		Limit(defaultQueryClosedLen).
+		Do(ctx)
+	if err != nil {
+		return nil, fmt.Errorf("failed to call get order histories error: %w", err)
+	}
+
+	for _, order := range res.List {
+		o, err2 := toGlobalOrder(order)
+		if err2 != nil {
+			err = multierr.Append(err, err2)
+			continue
+		}
+
+		if o.Status.Closed() {
+			orders = append(orders, *o)
+		}
+	}
+	if err != nil {
+		return nil, err
+	}
+
+	return types.SortOrdersAscending(orders), nil
+}

pkg/types/order.go

@@ -116,6 +116,12 @@ const (
 	OrderStatusRejected OrderStatus = "REJECTED"
 )
 
+func (o OrderStatus) Closed() bool {
+	return o == OrderStatusFilled ||
+		o == OrderStatusCanceled ||
+		o == OrderStatusRejected
+}
+
 type SubmitOrder struct {
 	ClientOrderID string `json:"clientOrderID,omitempty" db:"client_order_id"`