mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-22 06:53:52 +00:00
Merge pull request #1392 from c9s/edwin/bitget/QueryOpenOrders
FEATURE: [bitget] add query open orders
This commit is contained in:
bailantaotao
GitHub
commit
e70c04cb65
17
pkg/exchange/bitget/bitgetapi/v2/client.go
Normal file
17
pkg/exchange/bitget/bitgetapi/v2/client.go
Normal file
|
|
@ -0,0 +1,17 @@
|
|||
package bitgetapi
|
||||
|
||||
import (
|
||||
"github.com/c9s/requestgen"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi"
|
||||
)
|
||||
|
||||
type APIResponse = bitgetapi.APIResponse
|
||||
|
||||
type Client struct {
|
||||
Client requestgen.AuthenticatedAPIClient
|
||||
}
|
||||
|
||||
func NewClient(client *bitgetapi.RestClient) *Client {
|
||||
return &Client{Client: client}
|
||||
}
|
||||
42
pkg/exchange/bitget/bitgetapi/v2/client_test.go
Normal file
42
pkg/exchange/bitget/bitgetapi/v2/client_test.go
Normal file
|
|
@ -0,0 +1,42 @@
|
|||
package bitgetapi
|
||||
|
||||
import (
|
||||
"context"
|
||||
"os"
|
||||
"strconv"
|
||||
"testing"
|
||||
|
||||
"github.com/stretchr/testify/assert"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi"
|
||||
"github.com/c9s/bbgo/pkg/testutil"
|
||||
)
|
||||
|
||||
func getTestClientOrSkip(t *testing.T) *Client {
|
||||
if b, _ := strconv.ParseBool(os.Getenv("CI")); b {
|
||||
t.Skip("skip test for CI")
|
||||
}
|
||||
|
||||
key, secret, ok := testutil.IntegrationTestConfigured(t, "BITGET")
|
||||
if !ok {
|
||||
t.Skip("BITGET_* env vars are not configured")
|
||||
return nil
|
||||
}
|
||||
|
||||
client := bitgetapi.NewClient()
|
||||
client.Auth(key, secret, os.Getenv("BITGET_API_PASSPHRASE"))
|
||||
|
||||
return NewClient(client)
|
||||
}
|
||||
|
||||
func TestClient(t *testing.T) {
|
||||
client := getTestClientOrSkip(t)
|
||||
ctx := context.Background()
|
||||
|
||||
t.Run("GetUnfilledOrdersRequest", func(t *testing.T) {
|
||||
req := client.NewGetUnfilledOrdersRequest().StartTime(1)
|
||||
resp, err := req.Do(ctx)
|
||||
assert.NoError(t, err)
|
||||
t.Logf("resp: %+v", resp)
|
||||
})
|
||||
}
|
||||
|
|
@ -0,0 +1,50 @@
|
|||
package bitgetapi
|
||||
|
||||
//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
|
||||
//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
|
||||
|
||||
import (
|
||||
"github.com/c9s/requestgen"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||
"github.com/c9s/bbgo/pkg/types"
|
||||
)
|
||||
|
||||
type UnfilledOrder struct {
|
||||
UserId types.StrInt64 `json:"userId"`
|
||||
Symbol string `json:"symbol"`
|
||||
// OrderId are always numeric. It's confirmed with official customer service. https://t.me/bitgetOpenapi/24172
|
||||
OrderId types.StrInt64 `json:"orderId"`
|
||||
ClientOrderId string `json:"clientOid"`
|
||||
PriceAvg fixedpoint.Value `json:"priceAvg"`
|
||||
// Size is base coin when orderType=limit; quote coin when orderType=market
|
||||
Size fixedpoint.Value `json:"size"`
|
||||
OrderType OrderType `json:"orderType"`
|
||||
Side SideType `json:"side"`
|
||||
Status OrderStatus `json:"status"`
|
||||
BasePrice fixedpoint.Value `json:"basePrice"`
|
||||
BaseVolume fixedpoint.Value `json:"baseVolume"`
|
||||
QuoteVolume fixedpoint.Value `json:"quoteVolume"`
|
||||
EnterPointSource string `json:"enterPointSource"`
|
||||
OrderSource string `json:"orderSource"`
|
||||
CTime types.MillisecondTimestamp `json:"cTime"`
|
||||
UTime types.MillisecondTimestamp `json:"uTime"`
|
||||
}
|
||||
|
||||
//go:generate GetRequest -url "/api/v2/spot/trade/unfilled-orders" -type GetUnfilledOrdersRequest -responseDataType []UnfilledOrder
|
||||
type GetUnfilledOrdersRequest struct {
|
||||
client requestgen.AuthenticatedAPIClient
|
||||
|
||||
symbol *string `param:"symbol,query"`
|
||||
// Limit number default 100 max 100
|
||||
limit *string `param:"limit,query"`
|
||||
// idLessThan requests the content on the page before this ID (older data), the value input should be the orderId of the corresponding interface.
|
||||
idLessThan *string `param:"idLessThan,query"`
|
||||
startTime *int64 `param:"startTime,query"`
|
||||
endTime *int64 `param:"endTime,query"`
|
||||
orderId *string `param:"orderId,query"`
|
||||
}
|
||||
|
||||
func (c *Client) NewGetUnfilledOrdersRequest() *GetUnfilledOrdersRequest {
|
||||
return &GetUnfilledOrdersRequest{client: c.Client}
|
||||
}
|
||||
|
|
@ -0,0 +1,221 @@
|
|||
// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/v2/spot/trade/unfilled-orders -type GetUnfilledOrdersRequest -responseDataType []UnfilledOrder"; DO NOT EDIT.
|
||||
|
||||
package bitgetapi
|
||||
|
||||
import (
|
||||
"context"
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi"
|
||||
"net/url"
|
||||
"reflect"
|
||||
"regexp"
|
||||
)
|
||||
|
||||
func (g *GetUnfilledOrdersRequest) Symbol(symbol string) *GetUnfilledOrdersRequest {
|
||||
g.symbol = &symbol
|
||||
return g
|
||||
}
|
||||
|
||||
func (g *GetUnfilledOrdersRequest) Limit(limit string) *GetUnfilledOrdersRequest {
|
||||
g.limit = &limit
|
||||
return g
|
||||
}
|
||||
|
||||
func (g *GetUnfilledOrdersRequest) IdLessThan(idLessThan string) *GetUnfilledOrdersRequest {
|
||||
g.idLessThan = &idLessThan
|
||||
return g
|
||||
}
|
||||
|
||||
func (g *GetUnfilledOrdersRequest) StartTime(startTime int64) *GetUnfilledOrdersRequest {
|
||||
g.startTime = &startTime
|
||||
return g
|
||||
}
|
||||
|
||||
func (g *GetUnfilledOrdersRequest) EndTime(endTime int64) *GetUnfilledOrdersRequest {
|
||||
g.endTime = &endTime
|
||||
return g
|
||||
}
|
||||
|
||||
func (g *GetUnfilledOrdersRequest) OrderId(orderId string) *GetUnfilledOrdersRequest {
|
||||
g.orderId = &orderId
|
||||
return g
|
||||
}
|
||||
|
||||
// GetQueryParameters builds and checks the query parameters and returns url.Values
|
||||
func (g *GetUnfilledOrdersRequest) GetQueryParameters() (url.Values, error) {
|
||||
var params = map[string]interface{}{}
|
||||
// check symbol field -> json key symbol
|
||||
if g.symbol != nil {
|
||||
symbol := *g.symbol
|
||||
|
||||
// assign parameter of symbol
|
||||
params["symbol"] = symbol
|
||||
} else {
|
||||
}
|
||||
// check limit field -> json key limit
|
||||
if g.limit != nil {
|
||||
limit := *g.limit
|
||||
|
||||
// assign parameter of limit
|
||||
params["limit"] = limit
|
||||
} else {
|
||||
}
|
||||
// check idLessThan field -> json key idLessThan
|
||||
if g.idLessThan != nil {
|
||||
idLessThan := *g.idLessThan
|
||||
|
||||
// assign parameter of idLessThan
|
||||
params["idLessThan"] = idLessThan
|
||||
} else {
|
||||
}
|
||||
// check startTime field -> json key startTime
|
||||
if g.startTime != nil {
|
||||
startTime := *g.startTime
|
||||
|
||||
// assign parameter of startTime
|
||||
params["startTime"] = startTime
|
||||
} else {
|
||||
}
|
||||
// check endTime field -> json key endTime
|
||||
if g.endTime != nil {
|
||||
endTime := *g.endTime
|
||||
|
||||
// assign parameter of endTime
|
||||
params["endTime"] = endTime
|
||||
} else {
|
||||
}
|
||||
// check orderId field -> json key orderId
|
||||
if g.orderId != nil {
|
||||
orderId := *g.orderId
|
||||
|
||||
// assign parameter of orderId
|
||||
params["orderId"] = orderId
|
||||
} 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 *GetUnfilledOrdersRequest) 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 *GetUnfilledOrdersRequest) 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 *GetUnfilledOrdersRequest) 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 *GetUnfilledOrdersRequest) GetSlugParameters() (map[string]interface{}, error) {
|
||||
var params = map[string]interface{}{}
|
||||
|
||||
return params, nil
|
||||
}
|
||||
|
||||
func (g *GetUnfilledOrdersRequest) 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 *GetUnfilledOrdersRequest) 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 *GetUnfilledOrdersRequest) isVarSlice(_v interface{}) bool {
|
||||
rt := reflect.TypeOf(_v)
|
||||
switch rt.Kind() {
|
||||
case reflect.Slice:
|
||||
return true
|
||||
}
|
||||
return false
|
||||
}
|
||||
|
||||
func (g *GetUnfilledOrdersRequest) 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 *GetUnfilledOrdersRequest) Do(ctx context.Context) ([]UnfilledOrder, error) {
|
||||
|
||||
// no body params
|
||||
var params interface{}
|
||||
query, err := g.GetQueryParameters()
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
apiURL := "/api/v2/spot/trade/unfilled-orders"
|
||||
|
||||
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 bitgetapi.APIResponse
|
||||
if err := response.DecodeJSON(&apiResponse); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
var data []UnfilledOrder
|
||||
if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return data, nil
|
||||
}
|
||||
42
pkg/exchange/bitget/bitgetapi/v2/types.go
Normal file
42
pkg/exchange/bitget/bitgetapi/v2/types.go
Normal file
|
|
@ -0,0 +1,42 @@
|
|||
package bitgetapi
|
||||
|
||||
type SideType string
|
||||
|
||||
const (
|
||||
SideTypeBuy SideType = "buy"
|
||||
SideTypeSell SideType = "sell"
|
||||
)
|
||||
|
||||
type OrderType string
|
||||
|
||||
const (
|
||||
OrderTypeLimit OrderType = "limit"
|
||||
OrderTypeMarket OrderType = "market"
|
||||
)
|
||||
|
||||
type OrderForce string
|
||||
|
||||
const (
|
||||
OrderForceGTC OrderForce = "gtc"
|
||||
OrderForcePostOnly OrderForce = "post_only"
|
||||
OrderForceFOK OrderForce = "fok"
|
||||
OrderForceIOC OrderForce = "ioc"
|
||||
)
|
||||
|
||||
type OrderStatus string
|
||||
|
||||
const (
|
||||
OrderStatusInit OrderStatus = "init"
|
||||
OrderStatusNew OrderStatus = "new"
|
||||
OrderStatusLive OrderStatus = "live"
|
||||
OrderStatusPartialFilled OrderStatus = "partially_filled"
|
||||
OrderStatusFilled OrderStatus = "filled"
|
||||
OrderStatusCancelled OrderStatus = "cancelled"
|
||||
)
|
||||
|
||||
func (o OrderStatus) IsWorking() bool {
|
||||
return o == OrderStatusInit ||
|
||||
o == OrderStatusNew ||
|
||||
o == OrderStatusLive ||
|
||||
o == OrderStatusPartialFilled
|
||||
}
|
||||
|
|
@ -1,10 +1,13 @@
|
|||
package bitget
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"math"
|
||||
"strconv"
|
||||
"strings"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi"
|
||||
v2 "github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi/v2"
|
||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||
"github.com/c9s/bbgo/pkg/types"
|
||||
)
|
||||
|
|
@ -59,3 +62,99 @@ func toGlobalTicker(ticker bitgetapi.Ticker) types.Ticker {
|
|||
Sell: ticker.SellOne,
|
||||
}
|
||||
}
|
||||
|
||||
func toGlobalSideType(side v2.SideType) (types.SideType, error) {
|
||||
switch side {
|
||||
case v2.SideTypeBuy:
|
||||
return types.SideTypeBuy, nil
|
||||
|
||||
case v2.SideTypeSell:
|
||||
return types.SideTypeSell, nil
|
||||
|
||||
default:
|
||||
return types.SideType(side), fmt.Errorf("unexpected side: %s", side)
|
||||
}
|
||||
}
|
||||
|
||||
func toGlobalOrderType(s v2.OrderType) (types.OrderType, error) {
|
||||
switch s {
|
||||
case v2.OrderTypeMarket:
|
||||
return types.OrderTypeMarket, nil
|
||||
|
||||
case v2.OrderTypeLimit:
|
||||
return types.OrderTypeLimit, nil
|
||||
|
||||
default:
|
||||
return types.OrderType(s), fmt.Errorf("unexpected order type: %s", s)
|
||||
}
|
||||
}
|
||||
|
||||
func toGlobalOrderStatus(status v2.OrderStatus) (types.OrderStatus, error) {
|
||||
switch status {
|
||||
case v2.OrderStatusInit, v2.OrderStatusNew, v2.OrderStatusLive:
|
||||
return types.OrderStatusNew, nil
|
||||
|
||||
case v2.OrderStatusPartialFilled:
|
||||
return types.OrderStatusPartiallyFilled, nil
|
||||
|
||||
case v2.OrderStatusFilled:
|
||||
return types.OrderStatusFilled, nil
|
||||
|
||||
case v2.OrderStatusCancelled:
|
||||
return types.OrderStatusCanceled, nil
|
||||
|
||||
default:
|
||||
return types.OrderStatus(status), fmt.Errorf("unexpected order status: %s", status)
|
||||
}
|
||||
}
|
||||
|
||||
// unfilledOrderToGlobalOrder convert the local order to global.
|
||||
//
|
||||
// Note that the quantity unit, according official document: Base coin when orderType=limit; Quote coin when orderType=market
|
||||
// https://bitgetlimited.github.io/apidoc/zh/spot/#19671a1099
|
||||
func unfilledOrderToGlobalOrder(order v2.UnfilledOrder) (*types.Order, error) {
|
||||
side, err := toGlobalSideType(order.Side)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
orderType, err := toGlobalOrderType(order.OrderType)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
status, err := toGlobalOrderStatus(order.Status)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
qty := order.Size
|
||||
price := order.PriceAvg
|
||||
|
||||
// The market order will be executed immediately, so this check is used to handle corner cases.
|
||||
if orderType == types.OrderTypeMarket {
|
||||
qty = order.BaseVolume
|
||||
log.Warnf("!!! The price(%f) and quantity(%f) are not verified for market orders, because we only receive limit orders in the test environment !!!", price.Float64(), qty.Float64())
|
||||
}
|
||||
|
||||
return &types.Order{
|
||||
SubmitOrder: types.SubmitOrder{
|
||||
ClientOrderID: order.ClientOrderId,
|
||||
Symbol: order.Symbol,
|
||||
Side: side,
|
||||
Type: orderType,
|
||||
Quantity: qty,
|
||||
Price: price,
|
||||
// Bitget does not include the "time-in-force" field in its API response for spot trading, so we set GTC.
|
||||
TimeInForce: types.TimeInForceGTC,
|
||||
},
|
||||
Exchange: types.ExchangeBitget,
|
||||
OrderID: uint64(order.OrderId),
|
||||
UUID: strconv.FormatInt(int64(order.OrderId), 10),
|
||||
Status: status,
|
||||
ExecutedQuantity: order.BaseVolume,
|
||||
IsWorking: order.Status.IsWorking(),
|
||||
CreationTime: types.Time(order.CTime.Time()),
|
||||
UpdateTime: types.Time(order.UTime.Time()),
|
||||
}, nil
|
||||
}
|
||||
|
|
|
|||
|
|
@ -1,11 +1,13 @@
|
|||
package bitget
|
||||
|
||||
import (
|
||||
"strconv"
|
||||
"testing"
|
||||
|
||||
"github.com/stretchr/testify/assert"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi"
|
||||
v2 "github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi/v2"
|
||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||
"github.com/c9s/bbgo/pkg/types"
|
||||
)
|
||||
|
|
@ -143,3 +145,130 @@ func Test_toGlobalTicker(t *testing.T) {
|
|||
Sell: fixedpoint.NewFromFloat(24014.06),
|
||||
}, toGlobalTicker(ticker))
|
||||
}
|
||||
|
||||
func Test_toGlobalSideType(t *testing.T) {
|
||||
side, err := toGlobalSideType(v2.SideTypeBuy)
|
||||
assert.NoError(t, err)
|
||||
assert.Equal(t, types.SideTypeBuy, side)
|
||||
|
||||
side, err = toGlobalSideType(v2.SideTypeSell)
|
||||
assert.NoError(t, err)
|
||||
assert.Equal(t, types.SideTypeSell, side)
|
||||
|
||||
_, err = toGlobalSideType("xxx")
|
||||
assert.ErrorContains(t, err, "xxx")
|
||||
}
|
||||
|
||||
func Test_toGlobalOrderType(t *testing.T) {
|
||||
orderType, err := toGlobalOrderType(v2.OrderTypeMarket)
|
||||
assert.NoError(t, err)
|
||||
assert.Equal(t, types.OrderTypeMarket, orderType)
|
||||
|
||||
orderType, err = toGlobalOrderType(v2.OrderTypeLimit)
|
||||
assert.NoError(t, err)
|
||||
assert.Equal(t, types.OrderTypeLimit, orderType)
|
||||
|
||||
_, err = toGlobalOrderType("xxx")
|
||||
assert.ErrorContains(t, err, "xxx")
|
||||
}
|
||||
|
||||
func Test_toGlobalOrderStatus(t *testing.T) {
|
||||
status, err := toGlobalOrderStatus(v2.OrderStatusInit)
|
||||
assert.NoError(t, err)
|
||||
assert.Equal(t, types.OrderStatusNew, status)
|
||||
|
||||
status, err = toGlobalOrderStatus(v2.OrderStatusNew)
|
||||
assert.NoError(t, err)
|
||||
assert.Equal(t, types.OrderStatusNew, status)
|
||||
|
||||
status, err = toGlobalOrderStatus(v2.OrderStatusLive)
|
||||
assert.NoError(t, err)
|
||||
assert.Equal(t, types.OrderStatusNew, status)
|
||||
|
||||
status, err = toGlobalOrderStatus(v2.OrderStatusFilled)
|
||||
assert.NoError(t, err)
|
||||
assert.Equal(t, types.OrderStatusFilled, status)
|
||||
|
||||
status, err = toGlobalOrderStatus(v2.OrderStatusPartialFilled)
|
||||
assert.NoError(t, err)
|
||||
assert.Equal(t, types.OrderStatusPartiallyFilled, status)
|
||||
|
||||
status, err = toGlobalOrderStatus(v2.OrderStatusCancelled)
|
||||
assert.NoError(t, err)
|
||||
assert.Equal(t, types.OrderStatusCanceled, status)
|
||||
|
||||
_, err = toGlobalOrderStatus("xxx")
|
||||
assert.ErrorContains(t, err, "xxx")
|
||||
}
|
||||
|
||||
func Test_unfilledOrderToGlobalOrder(t *testing.T) {
|
||||
var (
|
||||
assert = assert.New(t)
|
||||
orderId = 1105087175647989764
|
||||
unfilledOrder = v2.UnfilledOrder{
|
||||
Symbol: "BTCUSDT",
|
||||
OrderId: types.StrInt64(orderId),
|
||||
ClientOrderId: "74b86af3-6098-479c-acac-bfb074c067f3",
|
||||
PriceAvg: fixedpoint.NewFromFloat(1.2),
|
||||
Size: fixedpoint.NewFromFloat(5),
|
||||
OrderType: v2.OrderTypeLimit,
|
||||
Side: v2.SideTypeBuy,
|
||||
Status: v2.OrderStatusLive,
|
||||
BasePrice: fixedpoint.NewFromFloat(0),
|
||||
BaseVolume: fixedpoint.NewFromFloat(0),
|
||||
QuoteVolume: fixedpoint.NewFromFloat(0),
|
||||
EnterPointSource: "API",
|
||||
OrderSource: "normal",
|
||||
CTime: types.NewMillisecondTimestampFromInt(1660704288118),
|
||||
UTime: types.NewMillisecondTimestampFromInt(1660704288118),
|
||||
}
|
||||
)
|
||||
|
||||
t.Run("succeeds", func(t *testing.T) {
|
||||
order, err := unfilledOrderToGlobalOrder(unfilledOrder)
|
||||
assert.NoError(err)
|
||||
assert.Equal(&types.Order{
|
||||
SubmitOrder: types.SubmitOrder{
|
||||
ClientOrderID: "74b86af3-6098-479c-acac-bfb074c067f3",
|
||||
Symbol: "BTCUSDT",
|
||||
Side: types.SideTypeBuy,
|
||||
Type: types.OrderTypeLimit,
|
||||
Quantity: fixedpoint.NewFromFloat(5),
|
||||
Price: fixedpoint.NewFromFloat(1.2),
|
||||
TimeInForce: types.TimeInForceGTC,
|
||||
},
|
||||
Exchange: types.ExchangeBitget,
|
||||
OrderID: uint64(orderId),
|
||||
UUID: strconv.FormatInt(int64(orderId), 10),
|
||||
Status: types.OrderStatusNew,
|
||||
ExecutedQuantity: fixedpoint.NewFromFloat(0),
|
||||
IsWorking: true,
|
||||
CreationTime: types.Time(types.NewMillisecondTimestampFromInt(1660704288118).Time()),
|
||||
UpdateTime: types.Time(types.NewMillisecondTimestampFromInt(1660704288118).Time()),
|
||||
}, order)
|
||||
})
|
||||
|
||||
t.Run("failed to convert side", func(t *testing.T) {
|
||||
newOrder := unfilledOrder
|
||||
newOrder.Side = "xxx"
|
||||
|
||||
_, err := unfilledOrderToGlobalOrder(newOrder)
|
||||
assert.ErrorContains(err, "xxx")
|
||||
})
|
||||
|
||||
t.Run("failed to convert oder type", func(t *testing.T) {
|
||||
newOrder := unfilledOrder
|
||||
newOrder.OrderType = "xxx"
|
||||
|
||||
_, err := unfilledOrderToGlobalOrder(newOrder)
|
||||
assert.ErrorContains(err, "xxx")
|
||||
})
|
||||
|
||||
t.Run("failed to convert oder status", func(t *testing.T) {
|
||||
newOrder := unfilledOrder
|
||||
newOrder.Status = "xxx"
|
||||
|
||||
_, err := unfilledOrderToGlobalOrder(newOrder)
|
||||
assert.ErrorContains(err, "xxx")
|
||||
})
|
||||
}
|
||||
|
|
|
|||
|
|
@ -3,18 +3,24 @@ package bitget
|
|||
import (
|
||||
"context"
|
||||
"fmt"
|
||||
"strconv"
|
||||
"time"
|
||||
|
||||
"github.com/sirupsen/logrus"
|
||||
"golang.org/x/time/rate"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi"
|
||||
v2 "github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi/v2"
|
||||
"github.com/c9s/bbgo/pkg/types"
|
||||
)
|
||||
|
||||
const ID = "bitget"
|
||||
const (
|
||||
ID = "bitget"
|
||||
|
||||
const PlatformToken = "BGB"
|
||||
PlatformToken = "BGB"
|
||||
|
||||
queryOpenOrdersLimit = 100
|
||||
)
|
||||
|
||||
var log = logrus.WithFields(logrus.Fields{
|
||||
"exchange": ID,
|
||||
|
|
@ -29,12 +35,15 @@ var (
|
|||
queryTickerRateLimiter = rate.NewLimiter(rate.Every(time.Second/10), 5)
|
||||
// queryTickersRateLimiter has its own rate limit. https://bitgetlimited.github.io/apidoc/en/spot/#get-all-tickers
|
||||
queryTickersRateLimiter = rate.NewLimiter(rate.Every(time.Second/10), 5)
|
||||
// queryOpenOrdersRateLimiter has its own rate limit. https://www.bitget.com/zh-CN/api-doc/spot/trade/Get-Unfilled-Orders
|
||||
queryOpenOrdersRateLimiter = rate.NewLimiter(rate.Every(time.Second/10), 5)
|
||||
)
|
||||
|
||||
type Exchange struct {
|
||||
key, secret, passphrase string
|
||||
|
||||
client *bitgetapi.RestClient
|
||||
client *bitgetapi.RestClient
|
||||
v2Client *v2.Client
|
||||
}
|
||||
|
||||
func New(key, secret, passphrase string) *Exchange {
|
||||
|
|
@ -49,6 +58,7 @@ func New(key, secret, passphrase string) *Exchange {
|
|||
secret: secret,
|
||||
passphrase: passphrase,
|
||||
client: client,
|
||||
v2Client: v2.NewClient(client),
|
||||
}
|
||||
}
|
||||
|
||||
|
|
@ -174,8 +184,46 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (cr
|
|||
}
|
||||
|
||||
func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {
|
||||
// TODO implement me
|
||||
panic("implement me")
|
||||
var nextCursor types.StrInt64
|
||||
for {
|
||||
if err := queryOpenOrdersRateLimiter.Wait(ctx); err != nil {
|
||||
return nil, fmt.Errorf("open order rate limiter wait error: %w", err)
|
||||
}
|
||||
|
||||
req := e.v2Client.NewGetUnfilledOrdersRequest().
|
||||
Symbol(symbol).
|
||||
Limit(strconv.FormatInt(queryOpenOrdersLimit, 10))
|
||||
if nextCursor != 0 {
|
||||
req.IdLessThan(strconv.FormatInt(int64(nextCursor), 10))
|
||||
}
|
||||
|
||||
openOrders, err := req.Do(ctx)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to query open orders: %w", err)
|
||||
}
|
||||
|
||||
for _, o := range openOrders {
|
||||
order, err := unfilledOrderToGlobalOrder(o)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to convert order, err: %v", err)
|
||||
}
|
||||
|
||||
orders = append(orders, *order)
|
||||
}
|
||||
|
||||
orderLen := len(openOrders)
|
||||
// a defensive programming to ensure the length of order response is expected.
|
||||
if orderLen > queryOpenOrdersLimit {
|
||||
return nil, fmt.Errorf("unexpected open orders length %d", orderLen)
|
||||
}
|
||||
|
||||
if orderLen < queryOpenOrdersLimit {
|
||||
break
|
||||
}
|
||||
nextCursor = openOrders[orderLen-1].OrderId
|
||||
}
|
||||
|
||||
return orders, nil
|
||||
}
|
||||
|
||||
func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error {
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user