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pkg/exchange: supprot queryOrderTrades

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This commit is contained in:
Edwin 2023-08-15 14:18:36 +08:00
parent 3207a8227c
commit e4ebe1cffd
1 changed files with 40 additions and 0 deletions
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40
pkg/exchange/bybit/exchange.go
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@ -46,6 +46,7 @@ var (
_ types.ExchangeMinimal = &Exchange{}
_ types.ExchangeTradeService = &Exchange{}
_ types.Exchange = &Exchange{}
_ types.ExchangeOrderQueryService = &Exchange{}
)
type Exchange struct {
@ -217,6 +218,45 @@ func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.O
return toGlobalOrder(res.List[0])
}
func (e *Exchange) QueryOrderTrades(ctx context.Context, q types.OrderQuery) (trades []types.Trade, err error) {
if len(q.ClientOrderID) != 0 {
log.Warn("!!!BYBIT EXCHANGE API NOTICE!!! Bybit does not support searching for trades using OrderClientId.")
}
if len(q.OrderID) == 0 {
return nil, errors.New("orderID is required parameter")
}
req := e.v3client.NewGetTradesRequest().OrderId(q.OrderID)
if len(q.Symbol) != 0 {
req.Symbol(q.Symbol)
}
if err := tradeRateLimiter.Wait(ctx); err != nil {
return nil, fmt.Errorf("trade rate limiter wait error: %w", err)
}
response, err := req.Do(ctx)
if err != nil {
return nil, fmt.Errorf("failed to query order trades, err: %w", err)
}
var errs error
for _, trade := range response.List {
res, err := v3ToGlobalTrade(trade)
if err != nil {
errs = multierr.Append(errs, err)
continue
}
trades = append(trades, *res)
}
if errs != nil {
return nil, errs
}
return trades, nil
}
func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (*types.Order, error) {
if len(order.Market.Symbol) == 0 {
return nil, fmt.Errorf("order.Market.Symbol is required: %+v", order)