package bitget import ( "errors" "fmt" "math" "strconv" "time" "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" ) func toGlobalBalance(asset bitgetapi.AccountAsset) types.Balance { return types.Balance{ Currency: asset.CoinName, Available: asset.Available, Locked: asset.Lock.Add(asset.Frozen), Borrowed: fixedpoint.Zero, Interest: fixedpoint.Zero, NetAsset: fixedpoint.Zero, MaxWithdrawAmount: fixedpoint.Zero, } } func toGlobalMarket(s v2.Symbol) types.Market { if s.Status != v2.SymbolOnline { log.Warnf("The symbol %s is not online", s.Symbol) } return types.Market{ Symbol: s.Symbol, LocalSymbol: s.Symbol, PricePrecision: s.PricePrecision.Int(), VolumePrecision: s.QuantityPrecision.Int(), QuoteCurrency: s.QuoteCoin, BaseCurrency: s.BaseCoin, MinNotional: s.MinTradeUSDT, MinAmount: s.MinTradeUSDT, MinQuantity: s.MinTradeAmount, MaxQuantity: s.MaxTradeAmount, StepSize: fixedpoint.NewFromFloat(1.0 / math.Pow10(s.QuantityPrecision.Int())), TickSize: fixedpoint.NewFromFloat(1.0 / math.Pow10(s.PricePrecision.Int())), MinPrice: fixedpoint.Zero, MaxPrice: fixedpoint.Zero, } } func toGlobalTicker(ticker v2.Ticker) types.Ticker { return types.Ticker{ Time: ticker.Ts.Time(), Volume: ticker.BaseVolume, Last: ticker.LastPr, Open: ticker.Open, High: ticker.High24H, Low: ticker.Low24H, Buy: ticker.BidPr, Sell: ticker.AskPr, } } 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) } } func isMaker(s v2.TradeScope) (bool, error) { switch s { case v2.TradeMaker: return true, nil case v2.TradeTaker: return false, nil default: return false, fmt.Errorf("unexpected trade scope: %s", s) } } func isFeeDiscount(s v2.DiscountStatus) (bool, error) { switch s { case v2.DiscountYes: return true, nil case v2.DiscountNo: return false, nil default: return false, fmt.Errorf("unexpected discount status: %s", s) } } func toGlobalTrade(trade v2.Trade) (*types.Trade, error) { side, err := toGlobalSideType(trade.Side) if err != nil { return nil, err } isMaker, err := isMaker(trade.TradeScope) if err != nil { return nil, err } isDiscount, err := isFeeDiscount(trade.FeeDetail.Deduction) if err != nil { return nil, err } return &types.Trade{ ID: uint64(trade.TradeId), OrderID: uint64(trade.OrderId), Exchange: types.ExchangeBitget, Price: trade.PriceAvg, Quantity: trade.Size, QuoteQuantity: trade.Amount, Symbol: trade.Symbol, Side: side, IsBuyer: side == types.SideTypeBuy, IsMaker: isMaker, Time: types.Time(trade.CreatedTime), Fee: trade.FeeDetail.TotalFee.Abs(), FeeCurrency: trade.FeeDetail.FeeCoin, FeeDiscounted: isDiscount, }, nil } // 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.CreatedTime.Time()), UpdateTime: types.Time(order.UpdatedTime.Time()), }, nil } func toGlobalOrder(order v2.OrderDetail) (*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.Price if orderType == types.OrderTypeMarket { price = order.PriceAvg if side == types.SideTypeBuy { qty, err = processMarketBuyQuantity(order.BaseVolume, order.QuoteVolume, order.PriceAvg, order.Size, order.Status) if err != nil { return nil, err } } } 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.CreatedTime.Time()), UpdateTime: types.Time(order.UpdatedTime.Time()), }, nil } // processMarketBuyQuantity returns the estimated base quantity or real. The order size will be 'quote quantity' when side is buy and // type is market, so we need to convert that. This is because the unit of types.Order.Quantity is base coin. // // If the order status is PartialFilled, return estimated base coin quantity. // If the order status is Filled, return the filled base quantity instead of the buy quantity, because a market order on the buy side // cannot execute all. // Otherwise, return zero. func processMarketBuyQuantity( filledQty, filledPrice, priceAvg, buyQty fixedpoint.Value, orderStatus v2.OrderStatus, ) (fixedpoint.Value, error) { switch orderStatus { case v2.OrderStatusInit, v2.OrderStatusNew, v2.OrderStatusLive, v2.OrderStatusCancelled: return fixedpoint.Zero, nil case v2.OrderStatusPartialFilled: // sanity check for avoid divide 0 if priceAvg.IsZero() { return fixedpoint.Zero, errors.New("priceAvg for a partialFilled should not be zero") } // calculate the remaining quote coin quantity. remainPrice := buyQty.Sub(filledPrice) // calculate the remaining base coin quantity. remainBaseCoinQty := remainPrice.Div(priceAvg) // Estimated quantity that may be purchased. return filledQty.Add(remainBaseCoinQty), nil case v2.OrderStatusFilled: // Market buy orders may not purchase the entire quantity, hence the use of filledQty here. return filledQty, nil default: return fixedpoint.Zero, fmt.Errorf("failed to execute market buy quantity due to unexpected order status %s ", orderStatus) } } func toLocalOrderType(orderType types.OrderType) (v2.OrderType, error) { switch orderType { case types.OrderTypeLimit, types.OrderTypeLimitMaker: return v2.OrderTypeLimit, nil case types.OrderTypeMarket: return v2.OrderTypeMarket, nil default: return "", fmt.Errorf("order type %s not supported", orderType) } } func toLocalSide(side types.SideType) (v2.SideType, error) { switch side { case types.SideTypeSell: return v2.SideTypeSell, nil case types.SideTypeBuy: return v2.SideTypeBuy, nil default: return "", fmt.Errorf("side type %s not supported", side) } } func toGlobalBalanceMap(balances []Balance) types.BalanceMap { bm := types.BalanceMap{} for _, obj := range balances { bm[obj.Coin] = types.Balance{ Currency: obj.Coin, Available: obj.Available, Locked: obj.Frozen.Add(obj.Locked), } } return bm } func toGlobalKLines(symbol string, interval types.Interval, kLines v2.KLineResponse) []types.KLine { gKLines := make([]types.KLine, len(kLines)) for i, kline := range kLines { // follow the binance rule, to avoid endTime overlapping with the next startTime. So we subtract -1 time.Millisecond // on endTime. endTime := types.Time(kline.Ts.Time().Add(interval.Duration() - time.Millisecond)) gKLines[i] = types.KLine{ Exchange: types.ExchangeBitget, Symbol: symbol, StartTime: types.Time(kline.Ts), EndTime: endTime, Interval: interval, Open: kline.Open, Close: kline.Close, High: kline.High, Low: kline.Low, Volume: kline.Volume, QuoteVolume: kline.QuoteVolume, // Bitget doesn't support close flag in REST API Closed: false, } } return gKLines } func toGlobalTimeInForce(force v2.OrderForce) (types.TimeInForce, error) { switch force { case v2.OrderForceFOK: return types.TimeInForceFOK, nil case v2.OrderForceGTC, v2.OrderForcePostOnly: return types.TimeInForceGTC, nil case v2.OrderForceIOC: return types.TimeInForceIOC, nil default: return "", fmt.Errorf("unexpected time-in-force: %s", force) } } func (o *Order) processMarketBuyQuantity() (fixedpoint.Value, error) { switch o.Status { case v2.OrderStatusLive, v2.OrderStatusNew, v2.OrderStatusInit, v2.OrderStatusCancelled: return fixedpoint.Zero, nil case v2.OrderStatusPartialFilled: if o.FillPrice.IsZero() { return fixedpoint.Zero, fmt.Errorf("fillPrice for a partialFilled should not be zero") } return o.Size.Div(o.FillPrice), nil case v2.OrderStatusFilled: return o.AccBaseVolume, nil default: return fixedpoint.Zero, fmt.Errorf("unexpected status: %s", o.Status) } } func (o *Order) toGlobalOrder() (types.Order, error) { side, err := toGlobalSideType(o.Side) if err != nil { return types.Order{}, err } orderType, err := toGlobalOrderType(o.OrderType) if err != nil { return types.Order{}, err } timeInForce, err := toGlobalTimeInForce(o.Force) if err != nil { return types.Order{}, err } status, err := toGlobalOrderStatus(o.Status) if err != nil { return types.Order{}, err } qty := o.Size if orderType == types.OrderTypeMarket && side == types.SideTypeBuy { qty, err = o.processMarketBuyQuantity() if err != nil { return types.Order{}, err } } price := o.Price if orderType == types.OrderTypeMarket { price = o.PriceAvg } return types.Order{ SubmitOrder: types.SubmitOrder{ ClientOrderID: o.ClientOrderId, Symbol: o.InstId, Side: side, Type: orderType, Quantity: qty, Price: price, TimeInForce: timeInForce, }, Exchange: types.ExchangeBitget, OrderID: uint64(o.OrderId), UUID: strconv.FormatInt(int64(o.OrderId), 10), Status: status, ExecutedQuantity: o.AccBaseVolume, IsWorking: o.Status.IsWorking(), CreationTime: types.Time(o.CreatedTime.Time()), UpdateTime: types.Time(o.UpdatedTime.Time()), }, nil } func (o *Order) toGlobalTrade() (types.Trade, error) { if o.Status != v2.OrderStatusPartialFilled { return types.Trade{}, fmt.Errorf("failed to convert to global trade, unexpected status: %s", o.Status) } side, err := toGlobalSideType(o.Side) if err != nil { return types.Trade{}, err } isMaker, err := o.isMaker() if err != nil { return types.Trade{}, err } return types.Trade{ ID: uint64(o.TradeId), OrderID: uint64(o.OrderId), Exchange: types.ExchangeBitget, Price: o.FillPrice, Quantity: o.BaseVolume, QuoteQuantity: o.FillPrice.Mul(o.BaseVolume), Symbol: o.InstId, Side: side, IsBuyer: side == types.SideTypeBuy, IsMaker: isMaker, Time: types.Time(o.FillTime), Fee: o.FillFee.Abs(), FeeCurrency: o.FillFeeCoin, }, nil }