Merge pull request #1392 from c9s/edwin/bitget/QueryOpenOrders

FEATURE: [bitget] add query open orders

pkg/exchange/bitget/bitgetapi/v2/client.go

@@ -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}
+}

pkg/exchange/bitget/bitgetapi/v2/client_test.go

@@ -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)
+	})
+}

pkg/exchange/bitget/bitgetapi/v2/get_unfilled_orders_request.go

@@ -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}
+}

pkg/exchange/bitget/bitgetapi/v2/get_unfilled_orders_request_requestgen.go

@@ -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
+}

pkg/exchange/bitget/bitgetapi/v2/types.go

@@ -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
+}

pkg/exchange/bitget/convert.go

@@ -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
+}

pkg/exchange/bitget/convert_test.go

@@ -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")
+	})
+}

pkg/exchange/bitget/exchange.go

@@ -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
+	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 {