mirror of
https://github.com/laoxong/nofx.git
synced 2026-06-04 09:58:22 +08:00
cb31782be4
- Rename experience/ to telemetry/ for clarity - Split 15+ large Go files (800-2200 lines) into focused modules: kernel/engine.go, backtest/runner.go, market/data.go, store/position.go, api/handler_trader.go, trader/auto_trader_grid.go, and 9 exchange traders - Split frontend monoliths: types.ts, api.ts, AITradersPage.tsx, BacktestPage.tsx into domain-specific modules with barrel re-exports - Remove stale files: screenshots, .yml.old, pyproject.toml - Remove unused scripts/ and cmd/ directories - Remove broken/outdated test files (network-dependent, stale expectations)
352 lines
9.9 KiB
Go
352 lines
9.9 KiB
Go
package indodax
|
|
|
|
import (
|
|
"encoding/json"
|
|
"fmt"
|
|
"math"
|
|
"net/url"
|
|
"nofx/logger"
|
|
"nofx/trader/types"
|
|
"strconv"
|
|
"strings"
|
|
)
|
|
|
|
// OpenLong opens a spot buy order
|
|
func (t *IndodaxTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
|
|
t.clearCache()
|
|
|
|
pair := t.convertSymbol(symbol)
|
|
coin := t.getCoinFromSymbol(symbol)
|
|
|
|
// Get market price to calculate IDR amount
|
|
price, err := t.GetMarketPrice(symbol)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to get market price: %w", err)
|
|
}
|
|
|
|
params := url.Values{}
|
|
params.Set("method", "trade")
|
|
params.Set("pair", pair)
|
|
params.Set("type", "buy")
|
|
params.Set("price", strconv.FormatFloat(price, 'f', 0, 64))
|
|
params.Set(coin, strconv.FormatFloat(quantity, 'f', 8, 64))
|
|
params.Set("order_type", "limit")
|
|
|
|
data, err := t.doPrivateRequest(params)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to place buy order: %w", err)
|
|
}
|
|
|
|
var result map[string]interface{}
|
|
if err := json.Unmarshal(data, &result); err != nil {
|
|
return nil, fmt.Errorf("failed to parse trade response: %w", err)
|
|
}
|
|
|
|
logger.Infof("[Indodax] Buy order placed: %s qty=%.8f price=%.0f", symbol, quantity, price)
|
|
|
|
return map[string]interface{}{
|
|
"orderId": result["order_id"],
|
|
"symbol": symbol,
|
|
"side": "BUY",
|
|
"price": price,
|
|
"qty": quantity,
|
|
"status": "NEW",
|
|
}, nil
|
|
}
|
|
|
|
// OpenShort is not supported on Indodax (spot-only exchange)
|
|
func (t *IndodaxTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
|
|
return nil, fmt.Errorf("short selling is not supported on Indodax (spot-only exchange)")
|
|
}
|
|
|
|
// CloseLong closes a spot position by selling
|
|
func (t *IndodaxTrader) CloseLong(symbol string, quantity float64) (map[string]interface{}, error) {
|
|
t.clearCache()
|
|
|
|
pair := t.convertSymbol(symbol)
|
|
coin := t.getCoinFromSymbol(symbol)
|
|
|
|
// If quantity is 0, sell all available balance
|
|
if quantity <= 0 {
|
|
balance, err := t.GetBalance()
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to get balance for close all: %w", err)
|
|
}
|
|
available := parseFloat(balance["balance_"+coin])
|
|
if available <= 0 {
|
|
return nil, fmt.Errorf("no %s balance to sell", coin)
|
|
}
|
|
quantity = available
|
|
}
|
|
|
|
// Get market price
|
|
price, err := t.GetMarketPrice(symbol)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to get market price: %w", err)
|
|
}
|
|
|
|
params := url.Values{}
|
|
params.Set("method", "trade")
|
|
params.Set("pair", pair)
|
|
params.Set("type", "sell")
|
|
params.Set("price", strconv.FormatFloat(price, 'f', 0, 64))
|
|
params.Set(coin, strconv.FormatFloat(quantity, 'f', 8, 64))
|
|
params.Set("order_type", "limit")
|
|
|
|
data, err := t.doPrivateRequest(params)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to place sell order: %w", err)
|
|
}
|
|
|
|
var result map[string]interface{}
|
|
if err := json.Unmarshal(data, &result); err != nil {
|
|
return nil, fmt.Errorf("failed to parse trade response: %w", err)
|
|
}
|
|
|
|
logger.Infof("[Indodax] Sell order placed: %s qty=%.8f price=%.0f", symbol, quantity, price)
|
|
|
|
return map[string]interface{}{
|
|
"orderId": result["order_id"],
|
|
"symbol": symbol,
|
|
"side": "SELL",
|
|
"price": price,
|
|
"qty": quantity,
|
|
"status": "NEW",
|
|
}, nil
|
|
}
|
|
|
|
// CloseShort is not supported on Indodax (spot-only exchange)
|
|
func (t *IndodaxTrader) CloseShort(symbol string, quantity float64) (map[string]interface{}, error) {
|
|
return nil, fmt.Errorf("short selling is not supported on Indodax (spot-only exchange)")
|
|
}
|
|
|
|
// SetLeverage is a no-op for Indodax (spot-only, no leverage)
|
|
func (t *IndodaxTrader) SetLeverage(symbol string, leverage int) error {
|
|
logger.Infof("[Indodax] SetLeverage ignored (spot-only exchange, no leverage support)")
|
|
return nil
|
|
}
|
|
|
|
// SetMarginMode is a no-op for Indodax (spot-only, no margin)
|
|
func (t *IndodaxTrader) SetMarginMode(symbol string, isCrossMargin bool) error {
|
|
logger.Infof("[Indodax] SetMarginMode ignored (spot-only exchange, no margin support)")
|
|
return nil
|
|
}
|
|
|
|
// GetMarketPrice gets the current market price for a symbol
|
|
func (t *IndodaxTrader) GetMarketPrice(symbol string) (float64, error) {
|
|
pairID := strings.ToLower(strings.ReplaceAll(t.convertSymbol(symbol), "_", ""))
|
|
|
|
data, err := t.doPublicRequest("/ticker/" + pairID)
|
|
if err != nil {
|
|
return 0, fmt.Errorf("failed to get ticker: %w", err)
|
|
}
|
|
|
|
var tickerResp IndodaxTickerResponse
|
|
if err := json.Unmarshal(data, &tickerResp); err != nil {
|
|
return 0, fmt.Errorf("failed to parse ticker: %w", err)
|
|
}
|
|
|
|
price, err := strconv.ParseFloat(tickerResp.Ticker.Last, 64)
|
|
if err != nil {
|
|
return 0, fmt.Errorf("failed to parse price '%s': %w", tickerResp.Ticker.Last, err)
|
|
}
|
|
|
|
return price, nil
|
|
}
|
|
|
|
// SetStopLoss is not supported on Indodax (spot-only exchange)
|
|
func (t *IndodaxTrader) SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error {
|
|
return fmt.Errorf("stop-loss orders are not supported on Indodax (spot-only exchange)")
|
|
}
|
|
|
|
// SetTakeProfit is not supported on Indodax (spot-only exchange)
|
|
func (t *IndodaxTrader) SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error {
|
|
return fmt.Errorf("take-profit orders are not supported on Indodax (spot-only exchange)")
|
|
}
|
|
|
|
// CancelStopLossOrders is a no-op for Indodax
|
|
func (t *IndodaxTrader) CancelStopLossOrders(symbol string) error {
|
|
return nil
|
|
}
|
|
|
|
// CancelTakeProfitOrders is a no-op for Indodax
|
|
func (t *IndodaxTrader) CancelTakeProfitOrders(symbol string) error {
|
|
return nil
|
|
}
|
|
|
|
// CancelAllOrders cancels all open orders for a given symbol
|
|
func (t *IndodaxTrader) CancelAllOrders(symbol string) error {
|
|
t.clearCache()
|
|
|
|
pair := t.convertSymbol(symbol)
|
|
|
|
// First get open orders
|
|
params := url.Values{}
|
|
params.Set("method", "openOrders")
|
|
params.Set("pair", pair)
|
|
|
|
data, err := t.doPrivateRequest(params)
|
|
if err != nil {
|
|
return fmt.Errorf("failed to get open orders: %w", err)
|
|
}
|
|
|
|
var result struct {
|
|
Orders []struct {
|
|
OrderID json.Number `json:"order_id"`
|
|
Type string `json:"type"`
|
|
OrderType string `json:"order_type"`
|
|
} `json:"orders"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &result); err != nil {
|
|
return fmt.Errorf("failed to parse open orders: %w", err)
|
|
}
|
|
|
|
// Cancel each order
|
|
for _, order := range result.Orders {
|
|
cancelParams := url.Values{}
|
|
cancelParams.Set("method", "cancelOrder")
|
|
cancelParams.Set("pair", pair)
|
|
cancelParams.Set("order_id", order.OrderID.String())
|
|
cancelParams.Set("type", order.Type)
|
|
|
|
if _, err := t.doPrivateRequest(cancelParams); err != nil {
|
|
logger.Warnf("[Indodax] Failed to cancel order %s: %v", order.OrderID, err)
|
|
} else {
|
|
logger.Infof("[Indodax] Cancelled order: %s", order.OrderID)
|
|
}
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// CancelStopOrders is a no-op for Indodax (no stop orders)
|
|
func (t *IndodaxTrader) CancelStopOrders(symbol string) error {
|
|
return nil
|
|
}
|
|
|
|
// FormatQuantity formats quantity to correct precision for Indodax
|
|
func (t *IndodaxTrader) FormatQuantity(symbol string, quantity float64) (string, error) {
|
|
pair, err := t.getPair(symbol)
|
|
if err != nil {
|
|
// Default: 8 decimal places
|
|
return strconv.FormatFloat(quantity, 'f', 8, 64), nil
|
|
}
|
|
|
|
precision := pair.PriceRound
|
|
if precision <= 0 {
|
|
precision = 8
|
|
}
|
|
|
|
// Round down to avoid exceeding balance
|
|
factor := math.Pow(10, float64(precision))
|
|
rounded := math.Floor(quantity*factor) / factor
|
|
|
|
return strconv.FormatFloat(rounded, 'f', precision, 64), nil
|
|
}
|
|
|
|
// GetOrderStatus gets the status of a specific order
|
|
func (t *IndodaxTrader) GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error) {
|
|
pair := t.convertSymbol(symbol)
|
|
|
|
params := url.Values{}
|
|
params.Set("method", "getOrder")
|
|
params.Set("pair", pair)
|
|
params.Set("order_id", orderID)
|
|
|
|
data, err := t.doPrivateRequest(params)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to get order status: %w", err)
|
|
}
|
|
|
|
var result struct {
|
|
Order struct {
|
|
OrderID string `json:"order_id"`
|
|
Price string `json:"price"`
|
|
Type string `json:"type"`
|
|
Status string `json:"status"`
|
|
SubmitTime string `json:"submit_time"`
|
|
FinishTime string `json:"finish_time"`
|
|
ClientOrderID string `json:"client_order_id"`
|
|
} `json:"order"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &result); err != nil {
|
|
return nil, fmt.Errorf("failed to parse order: %w", err)
|
|
}
|
|
|
|
// Map Indodax status to standard status
|
|
status := "NEW"
|
|
switch result.Order.Status {
|
|
case "filled":
|
|
status = "FILLED"
|
|
case "cancelled":
|
|
status = "CANCELED"
|
|
case "open":
|
|
status = "NEW"
|
|
}
|
|
|
|
price, _ := strconv.ParseFloat(result.Order.Price, 64)
|
|
|
|
return map[string]interface{}{
|
|
"status": status,
|
|
"avgPrice": price,
|
|
"executedQty": 0.0, // Indodax doesn't return executed qty in getOrder
|
|
"commission": 0.0,
|
|
"orderId": result.Order.OrderID,
|
|
}, nil
|
|
}
|
|
|
|
// GetOpenOrders gets open/pending orders
|
|
func (t *IndodaxTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
|
|
pair := t.convertSymbol(symbol)
|
|
|
|
params := url.Values{}
|
|
params.Set("method", "openOrders")
|
|
if pair != "" {
|
|
params.Set("pair", pair)
|
|
}
|
|
|
|
data, err := t.doPrivateRequest(params)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to get open orders: %w", err)
|
|
}
|
|
|
|
var result struct {
|
|
Orders []struct {
|
|
OrderID json.Number `json:"order_id"`
|
|
ClientOrderID string `json:"client_order_id"`
|
|
SubmitTime string `json:"submit_time"`
|
|
Price string `json:"price"`
|
|
Type string `json:"type"`
|
|
OrderType string `json:"order_type"`
|
|
} `json:"orders"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &result); err != nil {
|
|
return nil, fmt.Errorf("failed to parse open orders: %w", err)
|
|
}
|
|
|
|
var orders []types.OpenOrder
|
|
for _, order := range result.Orders {
|
|
price, _ := strconv.ParseFloat(order.Price, 64)
|
|
|
|
side := "BUY"
|
|
if order.Type == "sell" {
|
|
side = "SELL"
|
|
}
|
|
|
|
orders = append(orders, types.OpenOrder{
|
|
OrderID: order.OrderID.String(),
|
|
Symbol: t.convertSymbolBack(pair),
|
|
Side: side,
|
|
PositionSide: "LONG",
|
|
Type: "LIMIT",
|
|
Price: price,
|
|
Status: "NEW",
|
|
})
|
|
}
|
|
|
|
return orders, nil
|
|
}
|