bbgo_origin/pkg/exchange/binance/cancel_replace.go

package binance

import (
	"context"
	"fmt"

	"github.com/adshao/go-binance/v2"
	"github.com/c9s/bbgo/pkg/exchange/binance/binanceapi"
	"github.com/c9s/bbgo/pkg/types"
)

func (e *Exchange) CancelReplace(ctx context.Context, cancelReplaceMode types.CancelReplaceModeType, o types.Order) (*types.Order, error) {
	if err := orderLimiter.Wait(ctx); err != nil {
		log.WithError(err).Errorf("order rate limiter wait error")
	}

	if e.IsFutures || e.IsMargin {
		// Not supported at the moment
		return nil, nil
	}
	var req = e.client2.NewCancelReplaceSpotOrderRequest()
	req.Symbol(o.Symbol)
	req.Side(binance.SideType(o.Side))
	if o.OrderID > 0 {
		req.CancelOrderId(int(o.OrderID))
	} else {
		return nil, types.NewOrderError(fmt.Errorf("cannot cancel %s order", o.Symbol), o)
	}
	req.CancelReplaceMode(binanceapi.CancelReplaceModeType(cancelReplaceMode))
	if len(o.TimeInForce) > 0 {
		// TODO: check the TimeInForce value
		req.TimeInForce(string(binance.TimeInForceType(o.TimeInForce)))
	} else {
		switch o.Type {
		case types.OrderTypeLimit, types.OrderTypeStopLimit:
			req.TimeInForce(string(binance.TimeInForceTypeGTC))
		}
	}
	if o.Market.Symbol != "" {
		req.Quantity(o.Market.FormatQuantity(o.Quantity))
	} else {
		req.Quantity(o.Quantity.FormatString(8))
	}

	switch o.Type {
	case types.OrderTypeStopLimit, types.OrderTypeLimit, types.OrderTypeLimitMaker:
		if o.Market.Symbol != "" {
			req.Price(o.Market.FormatPrice(o.Price))
		} else {
			// TODO: report error
			req.Price(o.Price.FormatString(8))
		}
	}
	switch o.Type {
	case types.OrderTypeStopLimit, types.OrderTypeStopMarket:
		if o.Market.Symbol != "" {
			req.StopPrice(o.Market.FormatPrice(o.StopPrice))
		} else {
			// TODO report error
			req.StopPrice(o.StopPrice.FormatString(8))
		}
	}
	req.NewOrderRespType(binanceapi.Full)

	resp, err := req.Do(ctx)
	if resp != nil && resp.Data != nil && resp.Data.NewOrderResponse != nil {
		return toGlobalOrder(resp.Data.NewOrderResponse, e.IsMargin)
	}
	return nil, err
}