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Merge pull request #1249 from bailantaotao/edwin/place-order
FEATURE: [bybit] support place order
This commit is contained in:
commit
fab1107515
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@ -6,6 +6,7 @@ import (
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"strconv"
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"testing"
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"github.com/google/uuid"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/testutil"
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@ -77,4 +78,23 @@ func TestClient(t *testing.T) {
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cursor = openOrders.NextPageCursor
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}
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})
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t.Run("PostPlaceOrderRequest", func(t *testing.T) {
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req := client.NewPlaceOrderRequest().
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Symbol("DOTUSDT").
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Side(SideBuy).
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OrderType(OrderTypeLimit).
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Qty("1").
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Price("4.6").
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OrderLinkId(uuid.NewString()).
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TimeInForce(TimeInForceGTC)
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apiResp, err := req.Do(ctx)
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assert.NoError(t, err)
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t.Logf("apiResp: %+v", apiResp)
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ordersResp, err := client.NewGetOpenOrderRequest().OrderLinkId(apiResp.OrderLinkId).Do(ctx)
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assert.NoError(t, err)
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assert.Equal(t, len(ordersResp.List), 1)
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t.Logf("apiResp: %+v", ordersResp.List[0])
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})
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}
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57
pkg/exchange/bybit/bybitapi/post_place_order_request.go
Normal file
57
pkg/exchange/bybit/bybitapi/post_place_order_request.go
Normal file
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@ -0,0 +1,57 @@
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package bybitapi
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import (
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"github.com/c9s/requestgen"
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)
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//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Result
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//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Result
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type PlaceOrderResponse struct {
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OrderId string `json:"orderId"`
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OrderLinkId string `json:"orderLinkId"`
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}
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//go:generate PostRequest -url "/v5/order/create" -type PostPlaceOrderRequest -responseDataType .PlaceOrderResponse
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type PostPlaceOrderRequest struct {
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client requestgen.AuthenticatedAPIClient
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category Category `param:"category" validValues:"spot"`
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symbol string `param:"symbol"`
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side Side `param:"side" validValues:"Buy,Sell"`
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orderType OrderType `param:"orderType" validValues:"Market,Limit"`
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qty string `param:"qty"`
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orderLinkId string `param:"orderLinkId"`
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timeInForce TimeInForce `param:"timeInForce"`
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isLeverage *bool `param:"isLeverage"`
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price *string `param:"price"`
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triggerDirection *int `param:"triggerDirection"`
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// orderFilter default spot
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orderFilter *string `param:"orderFilter"`
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// triggerPrice when submitting an order, if triggerPrice is set, the order will be automatically converted into a conditional order.
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triggerPrice *string `param:"triggerPrice"`
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triggerBy *string `param:"triggerBy"`
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orderIv *string `param:"orderIv"`
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positionIdx *string `param:"positionIdx"`
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takeProfit *string `param:"takeProfit"`
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stopLoss *string `param:"stopLoss"`
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tpTriggerBy *string `param:"tpTriggerBy"`
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slTriggerBy *string `param:"slTriggerBy"`
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reduceOnly *bool `param:"reduceOnly"`
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closeOnTrigger *bool `param:"closeOnTrigger"`
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smpType *string `param:"smpType"`
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mmp *bool `param:"mmp"` // option only
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tpslMode *string `param:"tpslMode"`
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tpLimitPrice *string `param:"tpLimitPrice"`
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slLimitPrice *string `param:"slLimitPrice"`
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tpOrderType *string `param:"tpOrderType"`
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slOrderType *string `param:"slOrderType"`
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}
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func (c *RestClient) NewPlaceOrderRequest() *PostPlaceOrderRequest {
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return &PostPlaceOrderRequest{
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client: c,
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category: CategorySpot,
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}
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}
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@ -0,0 +1,528 @@
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// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Result -url /v5/order/create -type PostPlaceOrderRequest -responseDataType .PlaceOrderResponse"; DO NOT EDIT.
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package bybitapi
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import (
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"context"
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"encoding/json"
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"fmt"
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"net/url"
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"reflect"
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"regexp"
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)
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func (p *PostPlaceOrderRequest) Category(category Category) *PostPlaceOrderRequest {
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p.category = category
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return p
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}
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func (p *PostPlaceOrderRequest) Symbol(symbol string) *PostPlaceOrderRequest {
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p.symbol = symbol
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return p
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}
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func (p *PostPlaceOrderRequest) Side(side Side) *PostPlaceOrderRequest {
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p.side = side
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return p
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}
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func (p *PostPlaceOrderRequest) OrderType(orderType OrderType) *PostPlaceOrderRequest {
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p.orderType = orderType
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return p
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}
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func (p *PostPlaceOrderRequest) Qty(qty string) *PostPlaceOrderRequest {
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p.qty = qty
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return p
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}
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func (p *PostPlaceOrderRequest) OrderLinkId(orderLinkId string) *PostPlaceOrderRequest {
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p.orderLinkId = orderLinkId
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return p
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}
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func (p *PostPlaceOrderRequest) TimeInForce(timeInForce TimeInForce) *PostPlaceOrderRequest {
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p.timeInForce = timeInForce
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return p
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}
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func (p *PostPlaceOrderRequest) IsLeverage(isLeverage bool) *PostPlaceOrderRequest {
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p.isLeverage = &isLeverage
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return p
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}
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func (p *PostPlaceOrderRequest) Price(price string) *PostPlaceOrderRequest {
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p.price = &price
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return p
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}
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func (p *PostPlaceOrderRequest) TriggerDirection(triggerDirection int) *PostPlaceOrderRequest {
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p.triggerDirection = &triggerDirection
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return p
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}
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func (p *PostPlaceOrderRequest) OrderFilter(orderFilter string) *PostPlaceOrderRequest {
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p.orderFilter = &orderFilter
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return p
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}
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func (p *PostPlaceOrderRequest) TriggerPrice(triggerPrice string) *PostPlaceOrderRequest {
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p.triggerPrice = &triggerPrice
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return p
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}
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func (p *PostPlaceOrderRequest) TriggerBy(triggerBy string) *PostPlaceOrderRequest {
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p.triggerBy = &triggerBy
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return p
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}
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func (p *PostPlaceOrderRequest) OrderIv(orderIv string) *PostPlaceOrderRequest {
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p.orderIv = &orderIv
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return p
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}
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func (p *PostPlaceOrderRequest) PositionIdx(positionIdx string) *PostPlaceOrderRequest {
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p.positionIdx = &positionIdx
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return p
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}
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func (p *PostPlaceOrderRequest) TakeProfit(takeProfit string) *PostPlaceOrderRequest {
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p.takeProfit = &takeProfit
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return p
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}
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func (p *PostPlaceOrderRequest) StopLoss(stopLoss string) *PostPlaceOrderRequest {
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p.stopLoss = &stopLoss
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return p
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}
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func (p *PostPlaceOrderRequest) TpTriggerBy(tpTriggerBy string) *PostPlaceOrderRequest {
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p.tpTriggerBy = &tpTriggerBy
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return p
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}
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func (p *PostPlaceOrderRequest) SlTriggerBy(slTriggerBy string) *PostPlaceOrderRequest {
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p.slTriggerBy = &slTriggerBy
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return p
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}
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func (p *PostPlaceOrderRequest) ReduceOnly(reduceOnly bool) *PostPlaceOrderRequest {
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p.reduceOnly = &reduceOnly
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return p
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}
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func (p *PostPlaceOrderRequest) CloseOnTrigger(closeOnTrigger bool) *PostPlaceOrderRequest {
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p.closeOnTrigger = &closeOnTrigger
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return p
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}
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func (p *PostPlaceOrderRequest) SmpType(smpType string) *PostPlaceOrderRequest {
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p.smpType = &smpType
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return p
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}
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func (p *PostPlaceOrderRequest) Mmp(mmp bool) *PostPlaceOrderRequest {
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p.mmp = &mmp
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return p
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}
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func (p *PostPlaceOrderRequest) TpslMode(tpslMode string) *PostPlaceOrderRequest {
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p.tpslMode = &tpslMode
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return p
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}
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func (p *PostPlaceOrderRequest) TpLimitPrice(tpLimitPrice string) *PostPlaceOrderRequest {
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p.tpLimitPrice = &tpLimitPrice
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return p
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}
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func (p *PostPlaceOrderRequest) SlLimitPrice(slLimitPrice string) *PostPlaceOrderRequest {
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p.slLimitPrice = &slLimitPrice
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return p
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}
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func (p *PostPlaceOrderRequest) TpOrderType(tpOrderType string) *PostPlaceOrderRequest {
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p.tpOrderType = &tpOrderType
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return p
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}
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func (p *PostPlaceOrderRequest) SlOrderType(slOrderType string) *PostPlaceOrderRequest {
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p.slOrderType = &slOrderType
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return p
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}
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// GetQueryParameters builds and checks the query parameters and returns url.Values
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func (p *PostPlaceOrderRequest) GetQueryParameters() (url.Values, error) {
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var params = map[string]interface{}{}
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query := url.Values{}
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for _k, _v := range params {
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query.Add(_k, fmt.Sprintf("%v", _v))
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}
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return query, nil
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}
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// GetParameters builds and checks the parameters and return the result in a map object
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func (p *PostPlaceOrderRequest) GetParameters() (map[string]interface{}, error) {
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var params = map[string]interface{}{}
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// check category field -> json key category
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category := p.category
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// TEMPLATE check-valid-values
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switch category {
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case "spot":
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params["category"] = category
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default:
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return nil, fmt.Errorf("category value %v is invalid", category)
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}
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// END TEMPLATE check-valid-values
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// assign parameter of category
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params["category"] = category
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// check symbol field -> json key symbol
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symbol := p.symbol
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// assign parameter of symbol
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params["symbol"] = symbol
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// check side field -> json key side
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side := p.side
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// TEMPLATE check-valid-values
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switch side {
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case "Buy", "Sell":
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params["side"] = side
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default:
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return nil, fmt.Errorf("side value %v is invalid", side)
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}
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// END TEMPLATE check-valid-values
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// assign parameter of side
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params["side"] = side
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// check orderType field -> json key orderType
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orderType := p.orderType
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// TEMPLATE check-valid-values
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switch orderType {
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case "Market", "Limit":
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params["orderType"] = orderType
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default:
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return nil, fmt.Errorf("orderType value %v is invalid", orderType)
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}
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// END TEMPLATE check-valid-values
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// assign parameter of orderType
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params["orderType"] = orderType
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// check qty field -> json key qty
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qty := p.qty
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// assign parameter of qty
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params["qty"] = qty
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// check orderLinkId field -> json key orderLinkId
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orderLinkId := p.orderLinkId
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// assign parameter of orderLinkId
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params["orderLinkId"] = orderLinkId
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// check timeInForce field -> json key timeInForce
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timeInForce := p.timeInForce
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// TEMPLATE check-valid-values
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switch timeInForce {
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case TimeInForceGTC, TimeInForceIOC, TimeInForceFOK:
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params["timeInForce"] = timeInForce
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default:
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return nil, fmt.Errorf("timeInForce value %v is invalid", timeInForce)
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}
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// END TEMPLATE check-valid-values
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// assign parameter of timeInForce
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params["timeInForce"] = timeInForce
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// check isLeverage field -> json key isLeverage
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if p.isLeverage != nil {
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isLeverage := *p.isLeverage
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// assign parameter of isLeverage
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params["isLeverage"] = isLeverage
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} else {
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}
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// check price field -> json key price
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if p.price != nil {
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price := *p.price
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|
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// assign parameter of price
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params["price"] = price
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} else {
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}
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// check triggerDirection field -> json key triggerDirection
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if p.triggerDirection != nil {
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triggerDirection := *p.triggerDirection
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|
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// assign parameter of triggerDirection
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params["triggerDirection"] = triggerDirection
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} else {
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}
|
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// check orderFilter field -> json key orderFilter
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if p.orderFilter != nil {
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orderFilter := *p.orderFilter
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|
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// assign parameter of orderFilter
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params["orderFilter"] = orderFilter
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} else {
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}
|
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// check triggerPrice field -> json key triggerPrice
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if p.triggerPrice != nil {
|
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triggerPrice := *p.triggerPrice
|
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|
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// assign parameter of triggerPrice
|
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params["triggerPrice"] = triggerPrice
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} else {
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}
|
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// check triggerBy field -> json key triggerBy
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if p.triggerBy != nil {
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triggerBy := *p.triggerBy
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|
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// assign parameter of triggerBy
|
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params["triggerBy"] = triggerBy
|
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} else {
|
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}
|
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// check orderIv field -> json key orderIv
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if p.orderIv != nil {
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orderIv := *p.orderIv
|
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|
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// assign parameter of orderIv
|
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params["orderIv"] = orderIv
|
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} else {
|
||||
}
|
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// check positionIdx field -> json key positionIdx
|
||||
if p.positionIdx != nil {
|
||||
positionIdx := *p.positionIdx
|
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|
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// assign parameter of positionIdx
|
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params["positionIdx"] = positionIdx
|
||||
} else {
|
||||
}
|
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// check takeProfit field -> json key takeProfit
|
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if p.takeProfit != nil {
|
||||
takeProfit := *p.takeProfit
|
||||
|
||||
// assign parameter of takeProfit
|
||||
params["takeProfit"] = takeProfit
|
||||
} else {
|
||||
}
|
||||
// check stopLoss field -> json key stopLoss
|
||||
if p.stopLoss != nil {
|
||||
stopLoss := *p.stopLoss
|
||||
|
||||
// assign parameter of stopLoss
|
||||
params["stopLoss"] = stopLoss
|
||||
} else {
|
||||
}
|
||||
// check tpTriggerBy field -> json key tpTriggerBy
|
||||
if p.tpTriggerBy != nil {
|
||||
tpTriggerBy := *p.tpTriggerBy
|
||||
|
||||
// assign parameter of tpTriggerBy
|
||||
params["tpTriggerBy"] = tpTriggerBy
|
||||
} else {
|
||||
}
|
||||
// check slTriggerBy field -> json key slTriggerBy
|
||||
if p.slTriggerBy != nil {
|
||||
slTriggerBy := *p.slTriggerBy
|
||||
|
||||
// assign parameter of slTriggerBy
|
||||
params["slTriggerBy"] = slTriggerBy
|
||||
} else {
|
||||
}
|
||||
// check reduceOnly field -> json key reduceOnly
|
||||
if p.reduceOnly != nil {
|
||||
reduceOnly := *p.reduceOnly
|
||||
|
||||
// assign parameter of reduceOnly
|
||||
params["reduceOnly"] = reduceOnly
|
||||
} else {
|
||||
}
|
||||
// check closeOnTrigger field -> json key closeOnTrigger
|
||||
if p.closeOnTrigger != nil {
|
||||
closeOnTrigger := *p.closeOnTrigger
|
||||
|
||||
// assign parameter of closeOnTrigger
|
||||
params["closeOnTrigger"] = closeOnTrigger
|
||||
} else {
|
||||
}
|
||||
// check smpType field -> json key smpType
|
||||
if p.smpType != nil {
|
||||
smpType := *p.smpType
|
||||
|
||||
// assign parameter of smpType
|
||||
params["smpType"] = smpType
|
||||
} else {
|
||||
}
|
||||
// check mmp field -> json key mmp
|
||||
if p.mmp != nil {
|
||||
mmp := *p.mmp
|
||||
|
||||
// assign parameter of mmp
|
||||
params["mmp"] = mmp
|
||||
} else {
|
||||
}
|
||||
// check tpslMode field -> json key tpslMode
|
||||
if p.tpslMode != nil {
|
||||
tpslMode := *p.tpslMode
|
||||
|
||||
// assign parameter of tpslMode
|
||||
params["tpslMode"] = tpslMode
|
||||
} else {
|
||||
}
|
||||
// check tpLimitPrice field -> json key tpLimitPrice
|
||||
if p.tpLimitPrice != nil {
|
||||
tpLimitPrice := *p.tpLimitPrice
|
||||
|
||||
// assign parameter of tpLimitPrice
|
||||
params["tpLimitPrice"] = tpLimitPrice
|
||||
} else {
|
||||
}
|
||||
// check slLimitPrice field -> json key slLimitPrice
|
||||
if p.slLimitPrice != nil {
|
||||
slLimitPrice := *p.slLimitPrice
|
||||
|
||||
// assign parameter of slLimitPrice
|
||||
params["slLimitPrice"] = slLimitPrice
|
||||
} else {
|
||||
}
|
||||
// check tpOrderType field -> json key tpOrderType
|
||||
if p.tpOrderType != nil {
|
||||
tpOrderType := *p.tpOrderType
|
||||
|
||||
// assign parameter of tpOrderType
|
||||
params["tpOrderType"] = tpOrderType
|
||||
} else {
|
||||
}
|
||||
// check slOrderType field -> json key slOrderType
|
||||
if p.slOrderType != nil {
|
||||
slOrderType := *p.slOrderType
|
||||
|
||||
// assign parameter of slOrderType
|
||||
params["slOrderType"] = slOrderType
|
||||
} else {
|
||||
}
|
||||
|
||||
return params, nil
|
||||
}
|
||||
|
||||
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
|
||||
func (p *PostPlaceOrderRequest) GetParametersQuery() (url.Values, error) {
|
||||
query := url.Values{}
|
||||
|
||||
params, err := p.GetParameters()
|
||||
if err != nil {
|
||||
return query, err
|
||||
}
|
||||
|
||||
for _k, _v := range params {
|
||||
if p.isVarSlice(_v) {
|
||||
p.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 (p *PostPlaceOrderRequest) GetParametersJSON() ([]byte, error) {
|
||||
params, err := p.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 (p *PostPlaceOrderRequest) GetSlugParameters() (map[string]interface{}, error) {
|
||||
var params = map[string]interface{}{}
|
||||
|
||||
return params, nil
|
||||
}
|
||||
|
||||
func (p *PostPlaceOrderRequest) 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 (p *PostPlaceOrderRequest) 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 (p *PostPlaceOrderRequest) isVarSlice(_v interface{}) bool {
|
||||
rt := reflect.TypeOf(_v)
|
||||
switch rt.Kind() {
|
||||
case reflect.Slice:
|
||||
return true
|
||||
}
|
||||
return false
|
||||
}
|
||||
|
||||
func (p *PostPlaceOrderRequest) GetSlugsMap() (map[string]string, error) {
|
||||
slugs := map[string]string{}
|
||||
params, err := p.GetSlugParameters()
|
||||
if err != nil {
|
||||
return slugs, nil
|
||||
}
|
||||
|
||||
for _k, _v := range params {
|
||||
slugs[_k] = fmt.Sprintf("%v", _v)
|
||||
}
|
||||
|
||||
return slugs, nil
|
||||
}
|
||||
|
||||
func (p *PostPlaceOrderRequest) Do(ctx context.Context) (*PlaceOrderResponse, error) {
|
||||
|
||||
params, err := p.GetParameters()
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
query := url.Values{}
|
||||
|
||||
apiURL := "/v5/order/create"
|
||||
|
||||
req, err := p.client.NewAuthenticatedRequest(ctx, "POST", apiURL, query, params)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
response, err := p.client.SendRequest(req)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
var apiResponse APIResponse
|
||||
if err := response.DecodeJSON(&apiResponse); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
var data PlaceOrderResponse
|
||||
if err := json.Unmarshal(apiResponse.Result, &data); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return &data, nil
|
||||
}
|
|
@ -170,3 +170,29 @@ func isWorking(status bybitapi.OrderStatus) (bool, error) {
|
|||
s, err := toGlobalOrderStatus(status)
|
||||
return s == types.OrderStatusNew || s == types.OrderStatusPartiallyFilled, err
|
||||
}
|
||||
|
||||
func toLocalOrderType(orderType types.OrderType) (bybitapi.OrderType, error) {
|
||||
switch orderType {
|
||||
case types.OrderTypeLimit:
|
||||
return bybitapi.OrderTypeLimit, nil
|
||||
|
||||
case types.OrderTypeMarket:
|
||||
return bybitapi.OrderTypeMarket, nil
|
||||
|
||||
default:
|
||||
return "", fmt.Errorf("order type %s not supported", orderType)
|
||||
}
|
||||
}
|
||||
|
||||
func toLocalSide(side types.SideType) (bybitapi.Side, error) {
|
||||
switch side {
|
||||
case types.SideTypeSell:
|
||||
return bybitapi.SideSell, nil
|
||||
|
||||
case types.SideTypeBuy:
|
||||
return bybitapi.SideBuy, nil
|
||||
|
||||
default:
|
||||
return "", fmt.Errorf("side type %s not supported", side)
|
||||
}
|
||||
}
|
||||
|
|
|
@ -1,6 +1,7 @@
|
|||
package bybit
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"math"
|
||||
"testing"
|
||||
"time"
|
||||
|
@ -356,3 +357,31 @@ func TestIsWorking(t *testing.T) {
|
|||
}
|
||||
}
|
||||
}
|
||||
|
||||
func Test_toLocalOrderType(t *testing.T) {
|
||||
orderType, err := toLocalOrderType(types.OrderTypeLimit)
|
||||
assert.NoError(t, err)
|
||||
assert.Equal(t, bybitapi.OrderTypeLimit, orderType)
|
||||
|
||||
orderType, err = toLocalOrderType(types.OrderTypeMarket)
|
||||
assert.NoError(t, err)
|
||||
assert.Equal(t, bybitapi.OrderTypeMarket, orderType)
|
||||
|
||||
orderType, err = toLocalOrderType("wrong type")
|
||||
assert.Error(t, fmt.Errorf("order type %s not supported", "wrong side"), err)
|
||||
assert.Equal(t, bybitapi.OrderType(""), orderType)
|
||||
}
|
||||
|
||||
func Test_toLocalSide(t *testing.T) {
|
||||
side, err := toLocalSide(types.SideTypeSell)
|
||||
assert.NoError(t, err)
|
||||
assert.Equal(t, bybitapi.SideSell, side)
|
||||
|
||||
side, err = toLocalSide(types.SideTypeBuy)
|
||||
assert.NoError(t, err)
|
||||
assert.Equal(t, bybitapi.SideBuy, side)
|
||||
|
||||
side, err = toLocalSide("wrong side")
|
||||
assert.Error(t, fmt.Errorf("side type %s not supported", "wrong side"), err)
|
||||
assert.Equal(t, bybitapi.Side(""), side)
|
||||
}
|
||||
|
|
|
@ -12,6 +12,10 @@ import (
|
|||
"github.com/c9s/bbgo/pkg/types"
|
||||
)
|
||||
|
||||
const (
|
||||
maxOrderIdLen = 36
|
||||
)
|
||||
|
||||
// https://bybit-exchange.github.io/docs/zh-TW/v5/rate-limit
|
||||
// sharedRateLimiter indicates that the API belongs to the public API.
|
||||
//
|
||||
|
@ -20,6 +24,7 @@ import (
|
|||
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)
|
||||
|
||||
log = logrus.WithFields(logrus.Fields{
|
||||
"exchange": "bybit",
|
||||
|
@ -169,3 +174,76 @@ func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders [
|
|||
|
||||
return orders, 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)
|
||||
}
|
||||
|
||||
req := e.client.NewPlaceOrderRequest()
|
||||
req.Symbol(order.Symbol)
|
||||
|
||||
// set order type
|
||||
orderType, err := toLocalOrderType(order.Type)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
req.OrderType(orderType)
|
||||
|
||||
// set side
|
||||
side, err := toLocalSide(order.Side)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
req.Side(side)
|
||||
|
||||
// set quantity
|
||||
req.Qty(order.Market.FormatQuantity(order.Quantity))
|
||||
|
||||
// set price
|
||||
switch order.Type {
|
||||
case types.OrderTypeLimit:
|
||||
req.Price(order.Market.FormatPrice(order.Price))
|
||||
}
|
||||
|
||||
// set timeInForce
|
||||
switch order.TimeInForce {
|
||||
case types.TimeInForceFOK:
|
||||
req.TimeInForce(bybitapi.TimeInForceFOK)
|
||||
case types.TimeInForceIOC:
|
||||
req.TimeInForce(bybitapi.TimeInForceIOC)
|
||||
default:
|
||||
req.TimeInForce(bybitapi.TimeInForceGTC)
|
||||
}
|
||||
|
||||
// set client order id
|
||||
if len(order.ClientOrderID) > maxOrderIdLen {
|
||||
return nil, fmt.Errorf("unexpected length of order id, got: %d", len(order.ClientOrderID))
|
||||
}
|
||||
req.OrderLinkId(order.ClientOrderID)
|
||||
|
||||
if err := orderRateLimiter.Wait(ctx); err != nil {
|
||||
log.WithError(err).Errorf("place order rate limiter wait error")
|
||||
return nil, err
|
||||
}
|
||||
res, err := req.Do(ctx)
|
||||
if err != nil {
|
||||
log.Warnf("failed to place order, order: %#v, err: %v", order, err)
|
||||
return nil, err
|
||||
}
|
||||
|
||||
if len(res.OrderId) == 0 || res.OrderLinkId != order.ClientOrderID {
|
||||
return nil, fmt.Errorf("unexpected order id, resp: %#v, order: %#v", res, order)
|
||||
}
|
||||
|
||||
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)
|
||||
}
|
||||
|
||||
if len(ordersResp.List) != 1 {
|
||||
return nil, fmt.Errorf("unexpected order length, client order id: %s", res.OrderLinkId)
|
||||
}
|
||||
|
||||
return toGlobalOrder(ordersResp.List[0])
|
||||
}
|
||||
|
|
Loading…
Reference in New Issue
Block a user