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https://github.com/c9s/bbgo.git
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pkg/exchange: use fee currency of trade
This commit is contained in:
parent
76a627a504
commit
d48fa7c202
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@ -80,6 +80,26 @@ func TestClient(t *testing.T) {
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}
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}
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})
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})
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t.Run("GetTrade", func(t *testing.T) {
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cursor := ""
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for {
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req := client.NewGetExecutionListRequest().Limit(50)
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if len(cursor) != 0 {
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req = req.Cursor(cursor)
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}
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trades, err := req.Do(ctx)
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assert.NoError(t, err)
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for _, o := range trades.List {
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t.Logf("openOrders: %+v", o)
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}
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if len(trades.NextPageCursor) == 0 {
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break
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}
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cursor = trades.NextPageCursor
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}
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})
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t.Run("PlaceOrderRequest", func(t *testing.T) {
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t.Run("PlaceOrderRequest", func(t *testing.T) {
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req := client.NewPlaceOrderRequest().
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req := client.NewPlaceOrderRequest().
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Symbol("DOTUSDT").
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Symbol("DOTUSDT").
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@ -24,12 +24,14 @@ type Trade struct {
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Side Side `json:"side"`
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Side Side `json:"side"`
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OrderType OrderType `json:"orderType"`
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OrderType OrderType `json:"orderType"`
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// ExecFee is supported on restful API v5, but not on websocket API.
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// ExecFee is supported on restful API v5, but not on websocket API.
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ExecFee fixedpoint.Value `json:"execFee"`
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ExecFee fixedpoint.Value `json:"execFee"`
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ExecId string `json:"execId"`
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ExecId string `json:"execId"`
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ExecPrice fixedpoint.Value `json:"execPrice"`
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ExecPrice fixedpoint.Value `json:"execPrice"`
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ExecQty fixedpoint.Value `json:"execQty"`
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ExecQty fixedpoint.Value `json:"execQty"`
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ExecTime types.MillisecondTimestamp `json:"execTime"`
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ExecTime types.MillisecondTimestamp `json:"execTime"`
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IsMaker bool `json:"isMaker"`
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IsMaker bool `json:"isMaker"`
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FeeRate fixedpoint.Value `json:"feeRate"`
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FeeCurrency string `json:"feeCurrency"`
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}
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}
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//go:generate GetRequest -url "/v5/execution/list" -type GetExecutionListRequest -responseDataType .TradesResponse -rateLimiter 5+15/1s
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//go:generate GetRequest -url "/v5/execution/list" -type GetExecutionListRequest -responseDataType .TradesResponse -rateLimiter 5+15/1s
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@ -38,8 +40,9 @@ type GetExecutionListRequest struct {
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category Category `param:"category,query" validValues:"spot"`
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category Category `param:"category,query" validValues:"spot"`
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symbol *string `param:"symbol,query"`
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symbol *string `param:"symbol,query"`
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orderId *string `param:"orderId,query"`
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orderId *string `param:"orderId,query"`
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orderLinkId *string `param:"orderLinkId,query"`
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// startTime the start timestamp (ms)
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// startTime the start timestamp (ms)
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// startTime and endTime are not passed, return 7 days by default;
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// startTime and endTime are not passed, return 7 days by default;
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@ -31,6 +31,11 @@ func (g *GetExecutionListRequest) OrderId(orderId string) *GetExecutionListReque
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return g
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return g
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}
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}
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func (g *GetExecutionListRequest) OrderLinkId(orderLinkId string) *GetExecutionListRequest {
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g.orderLinkId = &orderLinkId
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return g
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}
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func (g *GetExecutionListRequest) StartTime(startTime time.Time) *GetExecutionListRequest {
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func (g *GetExecutionListRequest) StartTime(startTime time.Time) *GetExecutionListRequest {
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g.startTime = &startTime
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g.startTime = &startTime
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return g
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return g
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@ -86,6 +91,14 @@ func (g *GetExecutionListRequest) GetQueryParameters() (url.Values, error) {
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params["orderId"] = orderId
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params["orderId"] = orderId
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} else {
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} else {
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}
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}
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// check orderLinkId field -> json key orderLinkId
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if g.orderLinkId != nil {
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orderLinkId := *g.orderLinkId
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// assign parameter of orderLinkId
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params["orderLinkId"] = orderLinkId
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} else {
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}
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// check startTime field -> json key startTime
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// check startTime field -> json key startTime
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if g.startTime != nil {
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if g.startTime != nil {
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startTime := *g.startTime
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startTime := *g.startTime
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@ -275,7 +288,6 @@ func (g *GetExecutionListRequest) Do(ctx context.Context) (*TradesResponse, erro
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return nil, err
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return nil, err
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}
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}
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}
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}
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var data TradesResponse
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var data TradesResponse
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if err := json.Unmarshal(apiResponse.Result, &data); err != nil {
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if err := json.Unmarshal(apiResponse.Result, &data); err != nil {
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return nil, err
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return nil, err
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@ -325,7 +325,7 @@ func v3ToGlobalTrade(trade v3.Trade) (*types.Trade, error) {
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}, nil
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}, nil
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}
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}
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func toGlobalTrade(trade bybitapi.Trade, feeDetail SymbolFeeDetail) (*types.Trade, error) {
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func toGlobalTrade(trade bybitapi.Trade) (*types.Trade, error) {
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side, err := toGlobalSideType(trade.Side)
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side, err := toGlobalSideType(trade.Side)
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if err != nil {
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if err != nil {
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return nil, fmt.Errorf("unexpected side: %s, err: %w", trade.Side, err)
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return nil, fmt.Errorf("unexpected side: %s, err: %w", trade.Side, err)
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@ -339,8 +339,6 @@ func toGlobalTrade(trade bybitapi.Trade, feeDetail SymbolFeeDetail) (*types.Trad
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return nil, fmt.Errorf("unexpected trade id: %s, err: %w", trade.ExecId, err)
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return nil, fmt.Errorf("unexpected trade id: %s, err: %w", trade.ExecId, err)
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}
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}
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fc, _ := calculateFee(trade, feeDetail)
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return &types.Trade{
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return &types.Trade{
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ID: tradeIdNum,
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ID: tradeIdNum,
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OrderID: orderIdNum,
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OrderID: orderIdNum,
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@ -354,7 +352,7 @@ func toGlobalTrade(trade bybitapi.Trade, feeDetail SymbolFeeDetail) (*types.Trad
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IsMaker: trade.IsMaker,
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IsMaker: trade.IsMaker,
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Time: types.Time(trade.ExecTime),
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Time: types.Time(trade.ExecTime),
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Fee: trade.ExecFee,
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Fee: trade.ExecFee,
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FeeCurrency: fc,
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FeeCurrency: trade.FeeCurrency,
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IsMargin: false,
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IsMargin: false,
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IsFutures: false,
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IsFutures: false,
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IsIsolated: false,
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IsIsolated: false,
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@ -231,15 +231,17 @@ func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.O
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return toGlobalOrder(res.List[0])
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return toGlobalOrder(res.List[0])
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}
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}
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// QueryOrderTrades You can query by symbol, baseCoin, orderId and orderLinkId, and if you pass multiple params,
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// the system will process them according to this priority: orderId > orderLinkId > symbol > baseCoin.
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func (e *Exchange) QueryOrderTrades(ctx context.Context, q types.OrderQuery) (trades []types.Trade, err error) {
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func (e *Exchange) QueryOrderTrades(ctx context.Context, q types.OrderQuery) (trades []types.Trade, err error) {
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req := e.client.NewGetExecutionListRequest()
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if len(q.ClientOrderID) != 0 {
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if len(q.ClientOrderID) != 0 {
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log.Warn("!!!BYBIT EXCHANGE API NOTICE!!! Bybit does not support searching for trades using OrderClientId.")
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req.OrderLinkId(q.ClientOrderID)
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}
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}
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if len(q.OrderID) == 0 {
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if len(q.OrderID) != 0 {
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return nil, errors.New("orderID is required parameter")
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req.OrderLinkId(q.OrderID)
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}
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}
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req := e.client.NewGetExecutionListRequest().OrderId(q.OrderID)
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if len(q.Symbol) != 0 {
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if len(q.Symbol) != 0 {
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req.Symbol(q.Symbol)
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req.Symbol(q.Symbol)
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@ -437,11 +439,7 @@ func (e *Exchange) queryTrades(ctx context.Context, req *bybitapi.GetExecutionLi
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}
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}
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for _, trade := range res.List {
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for _, trade := range res.List {
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feeRate, err := pollAndGetFeeRate(ctx, trade.Symbol, e.FeeRatePoller, e.marketsInfo)
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trade, err := toGlobalTrade(trade)
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if err != nil {
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return nil, fmt.Errorf("failed to get fee rate, err: %v", err)
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}
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trade, err := toGlobalTrade(trade, feeRate)
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if err != nil {
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if err != nil {
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return nil, fmt.Errorf("failed to convert trade, err: %v", err)
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return nil, fmt.Errorf("failed to convert trade, err: %v", err)
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}
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}
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