package bitget import ( "context" "fmt" "strconv" "time" "github.com/sirupsen/logrus" "go.uber.org/multierr" "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" PlatformToken = "BGB" queryLimit = 100 maxOrderIdLen = 36 queryMaxDuration = 90 * 24 * time.Hour ) var log = logrus.WithFields(logrus.Fields{ "exchange": ID, }) var ( // queryMarketRateLimiter has its own rate limit. https://bitgetlimited.github.io/apidoc/en/spot/#get-symbols queryMarketRateLimiter = rate.NewLimiter(rate.Every(time.Second/10), 5) // queryAccountRateLimiter has its own rate limit. https://bitgetlimited.github.io/apidoc/en/spot/#get-account-assets queryAccountRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5) // queryTickerRateLimiter has its own rate limit. https://bitgetlimited.github.io/apidoc/en/spot/#get-single-ticker 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) // closedQueryOrdersRateLimiter has its own rate limit. https://www.bitget.com/api-doc/spot/trade/Get-History-Orders closedQueryOrdersRateLimiter = rate.NewLimiter(rate.Every(time.Second/15), 5) // submitOrdersRateLimiter has its own rate limit. https://www.bitget.com/zh-CN/api-doc/spot/trade/Place-Order submitOrdersRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5) ) type Exchange struct { key, secret, passphrase string client *bitgetapi.RestClient v2Client *v2.Client } func New(key, secret, passphrase string) *Exchange { client := bitgetapi.NewClient() if len(key) > 0 && len(secret) > 0 { client.Auth(key, secret, passphrase) } return &Exchange{ key: key, secret: secret, passphrase: passphrase, client: client, v2Client: v2.NewClient(client), } } func (e *Exchange) Name() types.ExchangeName { return types.ExchangeBitget } func (e *Exchange) PlatformFeeCurrency() string { return PlatformToken } func (e *Exchange) NewStream() types.Stream { // TODO implement me panic("implement me") } func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) { if err := queryMarketRateLimiter.Wait(ctx); err != nil { return nil, fmt.Errorf("markets rate limiter wait error: %w", err) } req := e.client.NewGetSymbolsRequest() symbols, err := req.Do(ctx) if err != nil { return nil, err } markets := types.MarketMap{} for _, s := range symbols { symbol := toGlobalSymbol(s.SymbolName) markets[symbol] = toGlobalMarket(s) } return markets, nil } func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error) { if err := queryTickerRateLimiter.Wait(ctx); err != nil { return nil, fmt.Errorf("ticker rate limiter wait error: %w", err) } req := e.client.NewGetTickerRequest() req.Symbol(symbol) resp, err := req.Do(ctx) if err != nil { return nil, fmt.Errorf("failed to query ticker: %w", err) } ticker := toGlobalTicker(*resp) return &ticker, nil } func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[string]types.Ticker, error) { tickers := map[string]types.Ticker{} if len(symbols) > 0 { for _, s := range symbols { t, err := e.QueryTicker(ctx, s) if err != nil { return nil, err } tickers[s] = *t } return tickers, nil } if err := queryTickersRateLimiter.Wait(ctx); err != nil { return nil, fmt.Errorf("tickers rate limiter wait error: %w", err) } resp, err := e.client.NewGetAllTickersRequest().Do(ctx) if err != nil { return nil, fmt.Errorf("failed to query tickers: %w", err) } for _, s := range resp { tickers[s.Symbol] = toGlobalTicker(s) } return tickers, nil } func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) { // TODO implement me panic("implement me") } func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) { bals, err := e.QueryAccountBalances(ctx) if err != nil { return nil, err } account := types.NewAccount() account.UpdateBalances(bals) return account, nil } func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error) { if err := queryAccountRateLimiter.Wait(ctx); err != nil { return nil, fmt.Errorf("account rate limiter wait error: %w", err) } req := e.client.NewGetAccountAssetsRequest() resp, err := req.Do(ctx) if err != nil { return nil, fmt.Errorf("failed to query account assets: %w", err) } bals := types.BalanceMap{} for _, asset := range resp { b := toGlobalBalance(asset) bals[asset.CoinName] = b } return bals, nil } // SubmitOrder submits an order. // // Remark: // 1. We support only GTC for time-in-force, because the response from queryOrder does not include time-in-force information. // 2. For market buy orders, the size unit is quote currency, whereas the unit for order.Quantity is in base currency. // Therefore, we need to calculate the equivalent quote currency amount based on the ticker data. // // Note that there is a bug in Bitget where you can place a market order with the 'post_only' option successfully, // which should not be possible. The issue has been reported. func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (createdOrder *types.Order, err error) { if len(order.Market.Symbol) == 0 { return nil, fmt.Errorf("order.Market.Symbol is required: %+v", order) } req := e.v2Client.NewPlaceOrderRequest() req.Symbol(order.Market.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 qty := order.Quantity // if the order is market buy, the quantity is quote coin, instead of base coin. so we need to convert it. if order.Type == types.OrderTypeMarket && order.Side == types.SideTypeBuy { ticker, err := e.QueryTicker(ctx, order.Market.Symbol) if err != nil { return nil, err } qty = order.Quantity.Mul(ticker.Buy) } req.Size(order.Market.FormatQuantity(qty)) // we support only GTC/PostOnly, this is because: // 1. We support only SPOT trading. // 2. The query oepn/closed order does not including the `force` in SPOT. // If we support FOK/IOC, but you can't query them, that would be unreasonable. // The other case to consider is 'PostOnly', which is a trade-off because we want to support 'xmaker'. if order.TimeInForce != types.TimeInForceGTC { return nil, fmt.Errorf("time-in-force %s not supported", order.TimeInForce) } req.Force(v2.OrderForceGTC) // set price if order.Type == types.OrderTypeLimit || order.Type == types.OrderTypeLimitMaker { req.Price(order.Market.FormatPrice(order.Price)) if order.Type == types.OrderTypeLimitMaker { req.Force(v2.OrderForcePostOnly) } } // set client order id if len(order.ClientOrderID) > maxOrderIdLen { return nil, fmt.Errorf("unexpected length of order id, got: %d", len(order.ClientOrderID)) } if len(order.ClientOrderID) > 0 { req.ClientOrderId(order.ClientOrderID) } if err := submitOrdersRateLimiter.Wait(ctx); err != nil { return nil, fmt.Errorf("place order rate limiter wait error: %w", err) } res, err := req.Do(ctx) if err != nil { return nil, fmt.Errorf("failed to place order, order: %#v, err: %w", order, err) } if len(res.OrderId) == 0 || (len(order.ClientOrderID) != 0 && res.ClientOrderId != order.ClientOrderID) { return nil, fmt.Errorf("unexpected order id, resp: %#v, order: %#v", res, order) } orderId := res.OrderId ordersResp, err := e.v2Client.NewGetUnfilledOrdersRequest().OrderId(orderId).Do(ctx) if err != nil { return nil, fmt.Errorf("failed to query open order by order id: %s, err: %w", orderId, err) } switch len(ordersResp) { case 0: // The market order will be executed immediately, so we cannot retrieve it through the NewGetUnfilledOrdersRequest API. // Try to get the order from the NewGetHistoryOrdersRequest API. ordersResp, err := e.v2Client.NewGetHistoryOrdersRequest().OrderId(orderId).Do(ctx) if err != nil { return nil, fmt.Errorf("failed to query history order by order id: %s, err: %w", orderId, err) } if len(ordersResp) != 1 { return nil, fmt.Errorf("unexpected order length, order id: %s", orderId) } return toGlobalOrder(ordersResp[0]) case 1: return unfilledOrderToGlobalOrder(ordersResp[0]) default: return nil, fmt.Errorf("unexpected order length, order id: %s", orderId) } } func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) { 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(queryLimit, 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 > queryLimit { return nil, fmt.Errorf("unexpected open orders length %d", orderLen) } if orderLen < queryLimit { break } nextCursor = openOrders[orderLen-1].OrderId } return orders, nil } // QueryClosedOrders queries closed order by time range(`CTime`) and id. The order of the response is in descending order. // If you need to retrieve all data, please utilize the function pkg/exchange/batch.ClosedOrderBatchQuery. // // ** Since is inclusive, Until is exclusive. If you use a time range to query, you must provide both a start time and an end time. ** // ** Since and Until cannot exceed 90 days. ** // ** Since from the last 90 days can be queried. ** func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []types.Order, err error) { if time.Since(since) > queryMaxDuration { return nil, fmt.Errorf("start time from the last 90 days can be queried, got: %s", since) } if until.Before(since) { return nil, fmt.Errorf("end time %s before start %s", until, since) } if until.Sub(since) > queryMaxDuration { return nil, fmt.Errorf("the start time %s and end time %s cannot exceed 90 days", since, until) } if lastOrderID != 0 { log.Warn("!!!BITGET EXCHANGE API NOTICE!!! The order of response is in descending order, so the last order id not supported.") } if err := closedQueryOrdersRateLimiter.Wait(ctx); err != nil { return nil, fmt.Errorf("query closed order rate limiter wait error: %w", err) } res, err := e.v2Client.NewGetHistoryOrdersRequest(). Symbol(symbol). Limit(strconv.Itoa(queryLimit)). StartTime(since.UnixMilli()). EndTime(until.UnixMilli()). Do(ctx) if err != nil { return nil, fmt.Errorf("failed to call get order histories error: %w", err) } for _, order := range res { o, err2 := toGlobalOrder(order) if err2 != nil { err = multierr.Append(err, err2) continue } if o.Status.Closed() { orders = append(orders, *o) } } if err != nil { return nil, err } return types.SortOrdersAscending(orders), nil } func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error { // TODO implement me panic("implement me") }