mirror of
https://github.com/laoxong/nofx.git
synced 2026-06-04 09:58:22 +08:00
7e96c5d0f2
* feat: add AI grid trading and market regime classification - Add GridTrader interface with PlaceLimitOrder, CancelOrder, GetOrderBook - Implement GridTrader for all exchanges (Binance, Bybit, OKX, Bitget, Hyperliquid, Aster, Lighter) - Add grid engine with ATR-based boundary calculation and fund distribution - Add market regime classification documents (Chinese/English) - Add GridConfigEditor component for frontend configuration * fix: implement GetOpenOrders for Lighter exchange * debug: add logging for Lighter GetActiveOrders API call * fix: correct Lighter API response parsing for GetOpenOrders - Changed response field from 'data' to 'orders' to match Lighter API - Updated OrderResponse struct to match Lighter's actual field names - Fixed field types: price/quantity as strings, is_ask for side * feat: implement GetOpenOrders for Aster, OKX, Bitget exchanges - Aster: uses /fapi/v3/openOrders endpoint - OKX: uses /api/v5/trade/orders-pending and orders-algo-pending - Bitget: uses /api/v2/mix/order/orders-pending and orders-plan-pending * fix: address code review issues for GetOpenOrders - Add error logging for OKX/Bitget API failures (was silently swallowed) - Fix Lighter position side logic to handle reduce-only orders - Change verbose debug logs from Infof to Debugf level * fix: provide FromAccountIndex and ApiKeyIndex for Lighter nonce auto-fetch Root cause: SDK requires these fields to fetch nonce from API, otherwise nonce gets cached/stuck * fix: use auth query parameter instead of Authorization header for Lighter API * test: add Lighter API authentication tests and diagnostic tools * fix(grid): add leverage setting before order placement CRITICAL BUG FIX: - Call SetLeverage() in GridTraderAdapter.PlaceLimitOrder() - Set leverage during grid initialization - Log leverage setting results * fix(grid): prevent CancelOrder from canceling all orders CRITICAL BUG FIX: - CancelOrder no longer calls CancelAllOrders - Try exchange-specific CancelOrder if available - Return error if individual cancellation not supported * fix(grid): add total position value limit check CRITICAL: Prevent excessive position accumulation - New checkTotalPositionLimit() function - Checks current + pending + new order value - Rejects orders that would exceed TotalInvestment x Leverage - Logs clear error messages when limit exceeded * feat(grid): implement stop loss execution CRITICAL: Add code-level stop loss protection - New checkAndExecuteStopLoss() function - Checks each filled level against StopLossPct - Automatically closes positions exceeding stop loss - Called during every grid state sync * feat(grid): add breakout detection and auto-pause CRITICAL: Detect price breakout from grid range - New checkBreakout() function to detect upper/lower breakouts - Auto-pause grid on significant breakout (>2%) - Cancel all orders when breakout detected - Prevent continued losses in trending market - Minor breakouts (1-2%) logged for AI consideration * feat(grid): enforce max drawdown limit with emergency exit CRITICAL: Add drawdown protection - New checkMaxDrawdown() function tracks peak equity - emergencyExit() closes all positions and cancels orders - Auto-pause grid when MaxDrawdownPct exceeded - Protect capital from excessive losses * feat(grid): enforce daily loss limit - Add checkDailyLossLimit() function to check if daily loss exceeds limit - Track daily PnL with auto-reset at midnight - Pause grid when DailyLossLimitPct exceeded - Add updateDailyPnL() helper for realized PnL tracking - Prevent excessive single-day losses * fix(grid): update daily PnL when stop loss is executed The updateDailyPnL() function was added but never called, leaving DailyPnL always at 0 and preventing daily loss limit checks from triggering. This fix updates DailyPnL and TotalProfit directly in checkAndExecuteStopLoss() when a stop loss is executed. We update directly rather than calling updateDailyPnL() because the mutex is already held in that function. * feat(grid): add automatic grid adjustment - New checkGridSkew() detects imbalanced grid - autoAdjustGrid() reinitializes around current price - Prevents grid from becoming ineffective after drift - Triggers when one side is 3x more filled than other * fix(grid): recalculate bounds in autoAdjustGrid before reinitializing levels Critical fix for grid auto-adjustment: - Recalculate grid bounds (UpperPrice, LowerPrice, GridSpacing) centered on current price before reinitializing grid levels - Preserve filled positions during adjustment by saving and restoring them to the closest new level after reinitialization - Hold mutex lock for the entire adjustment operation to ensure atomicity - Add locked variants of calculateDefaultBounds, calculateATRBounds, and initializeGridLevels to use during adjustment Without this fix, autoAdjustGrid was using old boundaries when creating new grid levels, defeating the purpose of auto-adjustment when price moved significantly. * fix(grid): improve order state sync logic - Don't assume missing orders are filled - Compare position size to determine fill vs cancel - Properly reset cancelled orders to empty state - More accurate grid state tracking * fix(grid): use actual PositionSize sum instead of count in syncGridState heuristic The position-based heuristic was using `float64(previousFilledCount) * level.OrderQuantity` which incorrectly assumed uniform order quantities. Since the grid uses weighted distribution (gaussian, pyramid, uniform) where orders have different quantities, this could lead to incorrect fill detection. Now sums the actual PositionSize from filled levels for accurate comparison. Also adds warning log when GetPositions() fails. * docs: add grid market regime detection design Design for enhanced market state recognition with: - Multi-dimensional indicators (ATR, Bollinger, EMA, MACD, RSI) - Multi-period box indicators (72/240/500 1h candles) - 4-level ranging classification - Breakout detection and handling - Frontend risk control panel * docs: add grid market regime implementation plan 20 tasks covering: - Donchian channel calculation - Box data types and API - Regime classification (4 levels) - Breakout detection and handling - False breakout recovery - Frontend risk panel - AI prompt updates * feat(market): add Donchian channel calculation Add calculateDonchian function to compute highest high and lowest low over a specified period. This is the foundation for box (range) detection in the multi-period box indicator system for grid trading. * fix(market): handle invalid period in calculateDonchian * feat(market): add BoxData and RegimeLevel types * feat(market): add GetBoxData for multi-period box calculation Adds calculateBoxData internal function and GetBoxData public API that fetches 1h klines and computes three Donchian box levels (short/mid/long). This will be used by the grid trading system to detect market regime. * feat(store): add box and regime fields to grid models * feat(trader): add regime classification and breakout detection Implements Tasks 6-9 for grid market regime awareness: - Task 6: classifyRegimeLevel with Bollinger/ATR thresholds - Task 7: detectBoxBreakout for multi-period box breakouts - Task 8: confirmBreakout with 3-candle confirmation logic - Task 9: getBreakoutAction mapping breakout levels to actions * feat(trader): integrate box breakout detection into grid cycle - Task 10: Add checkBoxBreakout with 3-candle confirmation - Task 11: Add checkFalseBreakoutRecovery for 50% position recovery - Task 12: Add box/breakout/regime fields to GridState * feat: add grid risk panel with API endpoint - Task 13: Add GridRiskInfo type to frontend - Task 14: Add /traders/:id/grid-risk API endpoint - Task 15: Add GetGridRiskInfo method to AutoTrader - Task 16: Create GridRiskPanel component with i18n * feat(kernel): add box indicators to AI prompt - Add BoxData field to GridContext - Add box indicator table to both zh/en prompts - Show breakout/warning alerts based on price position * feat(web): integrate GridRiskPanel into TraderDashboardPage * feat(lighter): improve API key validation and market caching - Add API key validation status tracking - Add market list caching to reduce API calls - Improve logging (debug vs info levels) - Add comprehensive integration tests - Update trader manager and store for lighter support * fix: remove hardcoded test wallet address * fix(grid): improve GridRiskPanel layout and fix liquidation data - Make panel collapsible with summary badges when collapsed - Use compact 2-column grid layout for detailed info - Fix auth token key (token -> auth_token) - Only calculate liquidation distance when position exists * fix(grid): add isRunning checks to prevent trades after Stop() is called
1339 lines
36 KiB
Go
1339 lines
36 KiB
Go
package trader
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import (
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"bytes"
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"crypto/hmac"
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"crypto/sha256"
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"encoding/base64"
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"encoding/json"
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"fmt"
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"io"
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"net/http"
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"nofx/logger"
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"strconv"
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"strings"
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"sync"
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"time"
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)
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// Bitget API endpoints (V2)
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const (
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bitgetBaseURL = "https://api.bitget.com"
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bitgetAccountPath = "/api/v2/mix/account/accounts"
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bitgetPositionPath = "/api/v2/mix/position/all-position"
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bitgetOrderPath = "/api/v2/mix/order/place-order"
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bitgetLeveragePath = "/api/v2/mix/account/set-leverage"
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bitgetTickerPath = "/api/v2/mix/market/ticker"
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bitgetContractsPath = "/api/v2/mix/market/contracts"
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bitgetCancelOrderPath = "/api/v2/mix/order/cancel-order"
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bitgetPendingPath = "/api/v2/mix/order/orders-pending"
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bitgetHistoryPath = "/api/v2/mix/order/orders-history"
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bitgetMarginModePath = "/api/v2/mix/account/set-margin-mode"
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bitgetPositionModePath = "/api/v2/mix/account/set-position-mode"
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)
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// BitgetTrader Bitget futures trader
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type BitgetTrader struct {
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apiKey string
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secretKey string
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passphrase string
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// HTTP client
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httpClient *http.Client
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// Balance cache
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cachedBalance map[string]interface{}
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balanceCacheTime time.Time
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balanceCacheMutex sync.RWMutex
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// Positions cache
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cachedPositions []map[string]interface{}
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positionsCacheTime time.Time
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positionsCacheMutex sync.RWMutex
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// Contract info cache
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contractsCache map[string]*BitgetContract
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contractsCacheTime time.Time
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contractsCacheMutex sync.RWMutex
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// Cache duration
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cacheDuration time.Duration
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}
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// BitgetContract Bitget contract info
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type BitgetContract struct {
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Symbol string // Symbol name
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BaseCoin string // Base coin
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QuoteCoin string // Quote coin
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MinTradeNum float64 // Minimum trade amount
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MaxTradeNum float64 // Maximum trade amount
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SizeMultiplier float64 // Contract size multiplier
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PricePlace int // Price decimal places
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VolumePlace int // Volume decimal places
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}
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// BitgetResponse Bitget API response
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type BitgetResponse struct {
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Code string `json:"code"`
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Msg string `json:"msg"`
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Data json.RawMessage `json:"data"`
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RequestTime int64 `json:"requestTime"`
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}
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// NewBitgetTrader creates a Bitget trader
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func NewBitgetTrader(apiKey, secretKey, passphrase string) *BitgetTrader {
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httpClient := &http.Client{
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Timeout: 30 * time.Second,
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Transport: http.DefaultTransport,
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}
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trader := &BitgetTrader{
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apiKey: apiKey,
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secretKey: secretKey,
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passphrase: passphrase,
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httpClient: httpClient,
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cacheDuration: 15 * time.Second,
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contractsCache: make(map[string]*BitgetContract),
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}
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// Set one-way position mode (net mode)
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if err := trader.setPositionMode(); err != nil {
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logger.Infof("⚠️ Failed to set Bitget position mode: %v (ignore if already set)", err)
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}
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logger.Infof("🟢 [Bitget] Trader initialized")
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return trader
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}
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// setPositionMode sets one-way position mode
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func (t *BitgetTrader) setPositionMode() error {
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body := map[string]interface{}{
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"productType": "USDT-FUTURES",
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"posMode": "one_way_mode",
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}
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_, err := t.doRequest("POST", bitgetPositionModePath, body)
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if err != nil {
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if strings.Contains(err.Error(), "same") || strings.Contains(err.Error(), "already") {
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return nil
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}
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return err
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}
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logger.Infof(" ✓ Bitget account switched to one-way position mode")
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return nil
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}
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// sign generates Bitget API signature
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func (t *BitgetTrader) sign(timestamp, method, requestPath, body string) string {
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// Signature = BASE64(HMAC_SHA256(timestamp + method + requestPath + body, secretKey))
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preHash := timestamp + method + requestPath + body
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h := hmac.New(sha256.New, []byte(t.secretKey))
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h.Write([]byte(preHash))
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return base64.StdEncoding.EncodeToString(h.Sum(nil))
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}
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// doRequest executes HTTP request
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func (t *BitgetTrader) doRequest(method, path string, body interface{}) ([]byte, error) {
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var bodyBytes []byte
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var err error
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var queryString string
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if body != nil {
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if method == "GET" {
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// For GET requests, body is query parameters
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if params, ok := body.(map[string]interface{}); ok {
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var parts []string
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for k, v := range params {
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parts = append(parts, fmt.Sprintf("%s=%v", k, v))
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}
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queryString = strings.Join(parts, "&")
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if queryString != "" {
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path = path + "?" + queryString
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}
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}
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} else {
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bodyBytes, err = json.Marshal(body)
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if err != nil {
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return nil, fmt.Errorf("failed to serialize request body: %w", err)
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}
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}
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}
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timestamp := fmt.Sprintf("%d", time.Now().UnixMilli())
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// Signature includes body for POST, nothing for GET (query is in path)
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signBody := ""
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if method != "GET" && bodyBytes != nil {
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signBody = string(bodyBytes)
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}
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signature := t.sign(timestamp, method, path, signBody)
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url := bitgetBaseURL + path
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req, err := http.NewRequest(method, url, bytes.NewReader(bodyBytes))
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if err != nil {
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return nil, fmt.Errorf("failed to create request: %w", err)
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}
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req.Header.Set("ACCESS-KEY", t.apiKey)
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req.Header.Set("ACCESS-SIGN", signature)
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req.Header.Set("ACCESS-TIMESTAMP", timestamp)
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req.Header.Set("ACCESS-PASSPHRASE", t.passphrase)
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req.Header.Set("Content-Type", "application/json")
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req.Header.Set("locale", "en-US")
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// Channel code only for order endpoints
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if strings.Contains(path, "/order/") {
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req.Header.Set("X-CHANNEL-API-CODE", "7fygt")
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}
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resp, err := t.httpClient.Do(req)
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if err != nil {
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return nil, fmt.Errorf("request failed: %w", err)
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}
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defer resp.Body.Close()
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respBody, err := io.ReadAll(resp.Body)
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if err != nil {
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return nil, fmt.Errorf("failed to read response: %w", err)
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}
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var bitgetResp BitgetResponse
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if err := json.Unmarshal(respBody, &bitgetResp); err != nil {
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return nil, fmt.Errorf("failed to parse response: %w, body: %s", err, string(respBody))
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}
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if bitgetResp.Code != "00000" {
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return nil, fmt.Errorf("Bitget API error: code=%s, msg=%s", bitgetResp.Code, bitgetResp.Msg)
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}
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return bitgetResp.Data, nil
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}
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// convertSymbol converts generic symbol to Bitget format
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// e.g., BTCUSDT -> BTCUSDT
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func (t *BitgetTrader) convertSymbol(symbol string) string {
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// Bitget uses same format as input, just ensure uppercase
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return strings.ToUpper(symbol)
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}
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// GetBalance gets account balance
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func (t *BitgetTrader) GetBalance() (map[string]interface{}, error) {
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// Check cache
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t.balanceCacheMutex.RLock()
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if t.cachedBalance != nil && time.Since(t.balanceCacheTime) < t.cacheDuration {
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t.balanceCacheMutex.RUnlock()
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return t.cachedBalance, nil
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}
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t.balanceCacheMutex.RUnlock()
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params := map[string]interface{}{
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"productType": "USDT-FUTURES",
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}
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data, err := t.doRequest("GET", bitgetAccountPath, params)
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if err != nil {
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return nil, fmt.Errorf("failed to get account balance: %w", err)
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}
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var accounts []struct {
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MarginCoin string `json:"marginCoin"`
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Available string `json:"available"` // Available balance
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AccountEquity string `json:"accountEquity"` // Total equity
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UsdtEquity string `json:"usdtEquity"` // USDT equity
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UnrealizedPL string `json:"unrealizedPL"` // Unrealized P&L
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}
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if err := json.Unmarshal(data, &accounts); err != nil {
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return nil, fmt.Errorf("failed to parse balance data: %w, raw: %s", err, string(data))
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}
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var totalEquity, availableBalance, unrealizedPnL float64
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for _, acc := range accounts {
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if acc.MarginCoin == "USDT" {
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totalEquity, _ = strconv.ParseFloat(acc.AccountEquity, 64)
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availableBalance, _ = strconv.ParseFloat(acc.Available, 64)
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unrealizedPnL, _ = strconv.ParseFloat(acc.UnrealizedPL, 64)
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logger.Infof("✓ [Bitget] Balance: equity=%.2f, available=%.2f", totalEquity, availableBalance)
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break
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}
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}
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result := map[string]interface{}{
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"totalWalletBalance": totalEquity - unrealizedPnL,
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"availableBalance": availableBalance,
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"totalUnrealizedProfit": unrealizedPnL,
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"total_equity": totalEquity,
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}
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// Update cache
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t.balanceCacheMutex.Lock()
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t.cachedBalance = result
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t.balanceCacheTime = time.Now()
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t.balanceCacheMutex.Unlock()
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return result, nil
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}
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// GetPositions gets all positions
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func (t *BitgetTrader) GetPositions() ([]map[string]interface{}, error) {
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// Check cache
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t.positionsCacheMutex.RLock()
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if t.cachedPositions != nil && time.Since(t.positionsCacheTime) < t.cacheDuration {
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t.positionsCacheMutex.RUnlock()
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return t.cachedPositions, nil
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}
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t.positionsCacheMutex.RUnlock()
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params := map[string]interface{}{
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"productType": "USDT-FUTURES",
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"marginCoin": "USDT",
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}
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data, err := t.doRequest("GET", bitgetPositionPath, params)
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if err != nil {
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return nil, fmt.Errorf("failed to get positions: %w", err)
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}
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var positions []struct {
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Symbol string `json:"symbol"`
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HoldSide string `json:"holdSide"` // long, short
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OpenPriceAvg string `json:"openPriceAvg"` // Average entry price
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MarkPrice string `json:"markPrice"` // Mark price
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Total string `json:"total"` // Total position size
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Available string `json:"available"` // Available to close
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UnrealizedPL string `json:"unrealizedPL"` // Unrealized P&L
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Leverage string `json:"leverage"` // Leverage
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LiquidationPrice string `json:"liquidationPrice"` // Liquidation price
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MarginSize string `json:"marginSize"` // Position margin
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CTime string `json:"cTime"` // Create time
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UTime string `json:"uTime"` // Update time
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}
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if err := json.Unmarshal(data, &positions); err != nil {
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return nil, fmt.Errorf("failed to parse position data: %w", err)
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}
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var result []map[string]interface{}
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for _, pos := range positions {
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total, _ := strconv.ParseFloat(pos.Total, 64)
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if total == 0 {
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continue
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}
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entryPrice, _ := strconv.ParseFloat(pos.OpenPriceAvg, 64)
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markPrice, _ := strconv.ParseFloat(pos.MarkPrice, 64)
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unrealizedPnL, _ := strconv.ParseFloat(pos.UnrealizedPL, 64)
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leverage, _ := strconv.ParseFloat(pos.Leverage, 64)
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liqPrice, _ := strconv.ParseFloat(pos.LiquidationPrice, 64)
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cTime, _ := strconv.ParseInt(pos.CTime, 10, 64)
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uTime, _ := strconv.ParseInt(pos.UTime, 10, 64)
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// Normalize side
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side := "long"
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if pos.HoldSide == "short" {
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side = "short"
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}
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posMap := map[string]interface{}{
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"symbol": pos.Symbol,
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"positionAmt": total,
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"entryPrice": entryPrice,
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"markPrice": markPrice,
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"unRealizedProfit": unrealizedPnL,
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"leverage": leverage,
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"liquidationPrice": liqPrice,
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"side": side,
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"createdTime": cTime,
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"updatedTime": uTime,
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}
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result = append(result, posMap)
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}
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// Update cache
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t.positionsCacheMutex.Lock()
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t.cachedPositions = result
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t.positionsCacheTime = time.Now()
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t.positionsCacheMutex.Unlock()
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return result, nil
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}
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// getContract gets contract info
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func (t *BitgetTrader) getContract(symbol string) (*BitgetContract, error) {
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symbol = t.convertSymbol(symbol)
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// Check cache
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t.contractsCacheMutex.RLock()
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if contract, ok := t.contractsCache[symbol]; ok && time.Since(t.contractsCacheTime) < 5*time.Minute {
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t.contractsCacheMutex.RUnlock()
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return contract, nil
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}
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t.contractsCacheMutex.RUnlock()
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params := map[string]interface{}{
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"productType": "USDT-FUTURES",
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"symbol": symbol,
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}
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data, err := t.doRequest("GET", bitgetContractsPath, params)
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if err != nil {
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return nil, err
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}
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var contracts []struct {
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Symbol string `json:"symbol"`
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BaseCoin string `json:"baseCoin"`
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QuoteCoin string `json:"quoteCoin"`
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MinTradeNum string `json:"minTradeNum"`
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MaxTradeNum string `json:"maxTradeNum"`
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SizeMultiplier string `json:"sizeMultiplier"`
|
|
PricePlace string `json:"pricePlace"`
|
|
VolumePlace string `json:"volumePlace"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &contracts); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
// Find matching contract
|
|
for _, c := range contracts {
|
|
if c.Symbol == symbol {
|
|
minTrade, _ := strconv.ParseFloat(c.MinTradeNum, 64)
|
|
maxTrade, _ := strconv.ParseFloat(c.MaxTradeNum, 64)
|
|
sizeMult, _ := strconv.ParseFloat(c.SizeMultiplier, 64)
|
|
pricePlace, _ := strconv.Atoi(c.PricePlace)
|
|
volumePlace, _ := strconv.Atoi(c.VolumePlace)
|
|
|
|
contract := &BitgetContract{
|
|
Symbol: c.Symbol,
|
|
BaseCoin: c.BaseCoin,
|
|
QuoteCoin: c.QuoteCoin,
|
|
MinTradeNum: minTrade,
|
|
MaxTradeNum: maxTrade,
|
|
SizeMultiplier: sizeMult,
|
|
PricePlace: pricePlace,
|
|
VolumePlace: volumePlace,
|
|
}
|
|
|
|
// Update cache
|
|
t.contractsCacheMutex.Lock()
|
|
t.contractsCache[symbol] = contract
|
|
t.contractsCacheTime = time.Now()
|
|
t.contractsCacheMutex.Unlock()
|
|
|
|
return contract, nil
|
|
}
|
|
}
|
|
|
|
return nil, fmt.Errorf("contract info not found: %s", symbol)
|
|
}
|
|
|
|
// SetMarginMode sets margin mode
|
|
func (t *BitgetTrader) SetMarginMode(symbol string, isCrossMargin bool) error {
|
|
symbol = t.convertSymbol(symbol)
|
|
|
|
marginMode := "isolated"
|
|
if isCrossMargin {
|
|
marginMode = "crossed"
|
|
}
|
|
|
|
body := map[string]interface{}{
|
|
"symbol": symbol,
|
|
"productType": "USDT-FUTURES",
|
|
"marginCoin": "USDT",
|
|
"marginMode": marginMode,
|
|
}
|
|
|
|
_, err := t.doRequest("POST", bitgetMarginModePath, body)
|
|
if err != nil {
|
|
if strings.Contains(err.Error(), "same") || strings.Contains(err.Error(), "already") {
|
|
return nil
|
|
}
|
|
if strings.Contains(err.Error(), "position") {
|
|
logger.Infof(" ⚠️ %s has positions, cannot change margin mode", symbol)
|
|
return nil
|
|
}
|
|
return err
|
|
}
|
|
|
|
logger.Infof(" ✓ %s margin mode set to %s", symbol, marginMode)
|
|
return nil
|
|
}
|
|
|
|
// SetLeverage sets leverage
|
|
func (t *BitgetTrader) SetLeverage(symbol string, leverage int) error {
|
|
symbol = t.convertSymbol(symbol)
|
|
|
|
body := map[string]interface{}{
|
|
"symbol": symbol,
|
|
"productType": "USDT-FUTURES",
|
|
"marginCoin": "USDT",
|
|
"leverage": fmt.Sprintf("%d", leverage),
|
|
}
|
|
|
|
_, err := t.doRequest("POST", bitgetLeveragePath, body)
|
|
if err != nil {
|
|
if strings.Contains(err.Error(), "same") {
|
|
return nil
|
|
}
|
|
logger.Infof(" ⚠️ Failed to set %s leverage: %v", symbol, err)
|
|
return err
|
|
}
|
|
|
|
logger.Infof(" ✓ %s leverage set to %dx", symbol, leverage)
|
|
return nil
|
|
}
|
|
|
|
// OpenLong opens long position
|
|
func (t *BitgetTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
|
|
symbol = t.convertSymbol(symbol)
|
|
|
|
// Cancel old orders first
|
|
t.CancelAllOrders(symbol)
|
|
|
|
// Set leverage
|
|
if err := t.SetLeverage(symbol, leverage); err != nil {
|
|
logger.Infof(" ⚠️ Failed to set leverage: %v", err)
|
|
}
|
|
|
|
// Format quantity
|
|
qtyStr, _ := t.FormatQuantity(symbol, quantity)
|
|
|
|
body := map[string]interface{}{
|
|
"symbol": symbol,
|
|
"productType": "USDT-FUTURES",
|
|
"marginMode": "crossed",
|
|
"marginCoin": "USDT",
|
|
"side": "buy",
|
|
"orderType": "market",
|
|
"size": qtyStr,
|
|
"clientOid": genBitgetClientOid(),
|
|
}
|
|
|
|
logger.Infof(" 📊 Bitget OpenLong: symbol=%s, qty=%s, leverage=%d", symbol, qtyStr, leverage)
|
|
|
|
data, err := t.doRequest("POST", bitgetOrderPath, body)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to open long position: %w", err)
|
|
}
|
|
|
|
var order struct {
|
|
OrderId string `json:"orderId"`
|
|
ClientOid string `json:"clientOid"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &order); err != nil {
|
|
return nil, fmt.Errorf("failed to parse order response: %w", err)
|
|
}
|
|
|
|
// Clear cache
|
|
t.clearCache()
|
|
|
|
logger.Infof("✓ Bitget opened long position successfully: %s", symbol)
|
|
|
|
return map[string]interface{}{
|
|
"orderId": order.OrderId,
|
|
"symbol": symbol,
|
|
"status": "FILLED",
|
|
}, nil
|
|
}
|
|
|
|
// OpenShort opens short position
|
|
func (t *BitgetTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
|
|
symbol = t.convertSymbol(symbol)
|
|
|
|
// Cancel old orders first
|
|
t.CancelAllOrders(symbol)
|
|
|
|
// Set leverage
|
|
if err := t.SetLeverage(symbol, leverage); err != nil {
|
|
logger.Infof(" ⚠️ Failed to set leverage: %v", err)
|
|
}
|
|
|
|
// Format quantity
|
|
qtyStr, _ := t.FormatQuantity(symbol, quantity)
|
|
|
|
body := map[string]interface{}{
|
|
"symbol": symbol,
|
|
"productType": "USDT-FUTURES",
|
|
"marginMode": "crossed",
|
|
"marginCoin": "USDT",
|
|
"side": "sell",
|
|
"orderType": "market",
|
|
"size": qtyStr,
|
|
"clientOid": genBitgetClientOid(),
|
|
}
|
|
|
|
logger.Infof(" 📊 Bitget OpenShort: symbol=%s, qty=%s, leverage=%d", symbol, qtyStr, leverage)
|
|
|
|
data, err := t.doRequest("POST", bitgetOrderPath, body)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to open short position: %w", err)
|
|
}
|
|
|
|
var order struct {
|
|
OrderId string `json:"orderId"`
|
|
ClientOid string `json:"clientOid"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &order); err != nil {
|
|
return nil, fmt.Errorf("failed to parse order response: %w", err)
|
|
}
|
|
|
|
// Clear cache
|
|
t.clearCache()
|
|
|
|
logger.Infof("✓ Bitget opened short position successfully: %s", symbol)
|
|
|
|
return map[string]interface{}{
|
|
"orderId": order.OrderId,
|
|
"symbol": symbol,
|
|
"status": "FILLED",
|
|
}, nil
|
|
}
|
|
|
|
// CloseLong closes long position
|
|
func (t *BitgetTrader) CloseLong(symbol string, quantity float64) (map[string]interface{}, error) {
|
|
symbol = t.convertSymbol(symbol)
|
|
|
|
// If quantity is 0, get current position
|
|
if quantity == 0 {
|
|
positions, err := t.GetPositions()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for _, pos := range positions {
|
|
if pos["symbol"] == symbol && pos["side"] == "long" {
|
|
quantity = pos["positionAmt"].(float64)
|
|
break
|
|
}
|
|
}
|
|
if quantity == 0 {
|
|
return nil, fmt.Errorf("long position not found for %s", symbol)
|
|
}
|
|
}
|
|
|
|
// Format quantity
|
|
qtyStr, _ := t.FormatQuantity(symbol, quantity)
|
|
|
|
body := map[string]interface{}{
|
|
"symbol": symbol,
|
|
"productType": "USDT-FUTURES",
|
|
"marginMode": "crossed",
|
|
"marginCoin": "USDT",
|
|
"side": "sell",
|
|
"orderType": "market",
|
|
"size": qtyStr,
|
|
"reduceOnly": "YES",
|
|
"clientOid": genBitgetClientOid(),
|
|
}
|
|
|
|
logger.Infof(" 📊 Bitget CloseLong: symbol=%s, qty=%s", symbol, qtyStr)
|
|
|
|
data, err := t.doRequest("POST", bitgetOrderPath, body)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to close long position: %w", err)
|
|
}
|
|
|
|
var order struct {
|
|
OrderId string `json:"orderId"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &order); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
// Clear cache
|
|
t.clearCache()
|
|
|
|
logger.Infof("✓ Bitget closed long position successfully: %s", symbol)
|
|
|
|
return map[string]interface{}{
|
|
"orderId": order.OrderId,
|
|
"symbol": symbol,
|
|
"status": "FILLED",
|
|
}, nil
|
|
}
|
|
|
|
// CloseShort closes short position
|
|
func (t *BitgetTrader) CloseShort(symbol string, quantity float64) (map[string]interface{}, error) {
|
|
symbol = t.convertSymbol(symbol)
|
|
|
|
// If quantity is 0, get current position
|
|
if quantity == 0 {
|
|
positions, err := t.GetPositions()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for _, pos := range positions {
|
|
if pos["symbol"] == symbol && pos["side"] == "short" {
|
|
quantity = pos["positionAmt"].(float64)
|
|
break
|
|
}
|
|
}
|
|
if quantity == 0 {
|
|
return nil, fmt.Errorf("short position not found for %s", symbol)
|
|
}
|
|
}
|
|
|
|
// Ensure quantity is positive
|
|
if quantity < 0 {
|
|
quantity = -quantity
|
|
}
|
|
|
|
// Format quantity
|
|
qtyStr, _ := t.FormatQuantity(symbol, quantity)
|
|
|
|
body := map[string]interface{}{
|
|
"symbol": symbol,
|
|
"productType": "USDT-FUTURES",
|
|
"marginMode": "crossed",
|
|
"marginCoin": "USDT",
|
|
"side": "buy",
|
|
"orderType": "market",
|
|
"size": qtyStr,
|
|
"reduceOnly": "YES",
|
|
"clientOid": genBitgetClientOid(),
|
|
}
|
|
|
|
logger.Infof(" 📊 Bitget CloseShort: symbol=%s, qty=%s", symbol, qtyStr)
|
|
|
|
data, err := t.doRequest("POST", bitgetOrderPath, body)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to close short position: %w", err)
|
|
}
|
|
|
|
var order struct {
|
|
OrderId string `json:"orderId"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &order); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
// Clear cache
|
|
t.clearCache()
|
|
|
|
logger.Infof("✓ Bitget closed short position successfully: %s", symbol)
|
|
|
|
return map[string]interface{}{
|
|
"orderId": order.OrderId,
|
|
"symbol": symbol,
|
|
"status": "FILLED",
|
|
}, nil
|
|
}
|
|
|
|
// GetMarketPrice gets market price
|
|
func (t *BitgetTrader) GetMarketPrice(symbol string) (float64, error) {
|
|
symbol = t.convertSymbol(symbol)
|
|
|
|
params := map[string]interface{}{
|
|
"symbol": symbol,
|
|
"productType": "USDT-FUTURES",
|
|
}
|
|
|
|
data, err := t.doRequest("GET", bitgetTickerPath, params)
|
|
if err != nil {
|
|
return 0, fmt.Errorf("failed to get price: %w", err)
|
|
}
|
|
|
|
var tickers []struct {
|
|
LastPr string `json:"lastPr"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &tickers); err != nil {
|
|
return 0, err
|
|
}
|
|
|
|
if len(tickers) == 0 {
|
|
return 0, fmt.Errorf("no price data received")
|
|
}
|
|
|
|
price, err := strconv.ParseFloat(tickers[0].LastPr, 64)
|
|
if err != nil {
|
|
return 0, err
|
|
}
|
|
|
|
return price, nil
|
|
}
|
|
|
|
// SetStopLoss sets stop loss order
|
|
func (t *BitgetTrader) SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error {
|
|
// Bitget V2 uses plan order for stop loss
|
|
symbol = t.convertSymbol(symbol)
|
|
|
|
side := "sell"
|
|
holdSide := "long"
|
|
if strings.ToUpper(positionSide) == "SHORT" {
|
|
side = "buy"
|
|
holdSide = "short"
|
|
}
|
|
|
|
qtyStr, _ := t.FormatQuantity(symbol, quantity)
|
|
|
|
body := map[string]interface{}{
|
|
"planType": "loss_plan",
|
|
"symbol": symbol,
|
|
"productType": "USDT-FUTURES",
|
|
"marginMode": "crossed",
|
|
"marginCoin": "USDT",
|
|
"triggerPrice": fmt.Sprintf("%.8f", stopPrice),
|
|
"triggerType": "mark_price",
|
|
"side": side,
|
|
"tradeSide": "close",
|
|
"orderType": "market",
|
|
"size": qtyStr,
|
|
"holdSide": holdSide,
|
|
"clientOid": genBitgetClientOid(),
|
|
}
|
|
|
|
_, err := t.doRequest("POST", "/api/v2/mix/order/place-plan-order", body)
|
|
if err != nil {
|
|
return fmt.Errorf("failed to set stop loss: %w", err)
|
|
}
|
|
|
|
logger.Infof(" ✓ [Bitget] Stop loss set: %s @ %.4f", symbol, stopPrice)
|
|
return nil
|
|
}
|
|
|
|
// SetTakeProfit sets take profit order
|
|
func (t *BitgetTrader) SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error {
|
|
// Bitget V2 uses plan order for take profit
|
|
symbol = t.convertSymbol(symbol)
|
|
|
|
side := "sell"
|
|
holdSide := "long"
|
|
if strings.ToUpper(positionSide) == "SHORT" {
|
|
side = "buy"
|
|
holdSide = "short"
|
|
}
|
|
|
|
qtyStr, _ := t.FormatQuantity(symbol, quantity)
|
|
|
|
body := map[string]interface{}{
|
|
"planType": "profit_plan",
|
|
"symbol": symbol,
|
|
"productType": "USDT-FUTURES",
|
|
"marginMode": "crossed",
|
|
"marginCoin": "USDT",
|
|
"triggerPrice": fmt.Sprintf("%.8f", takeProfitPrice),
|
|
"triggerType": "mark_price",
|
|
"side": side,
|
|
"tradeSide": "close",
|
|
"orderType": "market",
|
|
"size": qtyStr,
|
|
"holdSide": holdSide,
|
|
"clientOid": genBitgetClientOid(),
|
|
}
|
|
|
|
_, err := t.doRequest("POST", "/api/v2/mix/order/place-plan-order", body)
|
|
if err != nil {
|
|
return fmt.Errorf("failed to set take profit: %w", err)
|
|
}
|
|
|
|
logger.Infof(" ✓ [Bitget] Take profit set: %s @ %.4f", symbol, takeProfitPrice)
|
|
return nil
|
|
}
|
|
|
|
// CancelStopLossOrders cancels stop loss orders
|
|
func (t *BitgetTrader) CancelStopLossOrders(symbol string) error {
|
|
return t.cancelPlanOrders(symbol, "loss_plan")
|
|
}
|
|
|
|
// CancelTakeProfitOrders cancels take profit orders
|
|
func (t *BitgetTrader) CancelTakeProfitOrders(symbol string) error {
|
|
return t.cancelPlanOrders(symbol, "profit_plan")
|
|
}
|
|
|
|
// cancelPlanOrders cancels plan orders
|
|
func (t *BitgetTrader) cancelPlanOrders(symbol string, planType string) error {
|
|
symbol = t.convertSymbol(symbol)
|
|
|
|
// Get pending plan orders
|
|
params := map[string]interface{}{
|
|
"symbol": symbol,
|
|
"productType": "USDT-FUTURES",
|
|
"planType": planType,
|
|
}
|
|
|
|
data, err := t.doRequest("GET", "/api/v2/mix/order/orders-plan-pending", params)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
var orders struct {
|
|
EntrustedList []struct {
|
|
OrderId string `json:"orderId"`
|
|
} `json:"entrustedList"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &orders); err != nil {
|
|
return err
|
|
}
|
|
|
|
// Cancel each order
|
|
for _, order := range orders.EntrustedList {
|
|
body := map[string]interface{}{
|
|
"symbol": symbol,
|
|
"productType": "USDT-FUTURES",
|
|
"marginCoin": "USDT",
|
|
"orderId": order.OrderId,
|
|
}
|
|
t.doRequest("POST", "/api/v2/mix/order/cancel-plan-order", body)
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// CancelAllOrders cancels all pending orders
|
|
func (t *BitgetTrader) CancelAllOrders(symbol string) error {
|
|
symbol = t.convertSymbol(symbol)
|
|
|
|
// Get pending orders
|
|
params := map[string]interface{}{
|
|
"symbol": symbol,
|
|
"productType": "USDT-FUTURES",
|
|
}
|
|
|
|
data, err := t.doRequest("GET", bitgetPendingPath, params)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
var orders struct {
|
|
EntrustedList []struct {
|
|
OrderId string `json:"orderId"`
|
|
} `json:"entrustedList"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &orders); err != nil {
|
|
return err
|
|
}
|
|
|
|
// Cancel each order
|
|
for _, order := range orders.EntrustedList {
|
|
body := map[string]interface{}{
|
|
"symbol": symbol,
|
|
"productType": "USDT-FUTURES",
|
|
"marginCoin": "USDT",
|
|
"orderId": order.OrderId,
|
|
}
|
|
t.doRequest("POST", bitgetCancelOrderPath, body)
|
|
}
|
|
|
|
// Also cancel plan orders
|
|
t.cancelPlanOrders(symbol, "loss_plan")
|
|
t.cancelPlanOrders(symbol, "profit_plan")
|
|
|
|
return nil
|
|
}
|
|
|
|
// CancelStopOrders cancels stop loss and take profit orders
|
|
func (t *BitgetTrader) CancelStopOrders(symbol string) error {
|
|
t.CancelStopLossOrders(symbol)
|
|
t.CancelTakeProfitOrders(symbol)
|
|
return nil
|
|
}
|
|
|
|
// FormatQuantity formats quantity
|
|
func (t *BitgetTrader) FormatQuantity(symbol string, quantity float64) (string, error) {
|
|
contract, err := t.getContract(symbol)
|
|
if err != nil {
|
|
return fmt.Sprintf("%.4f", quantity), nil
|
|
}
|
|
|
|
// Format according to volume precision
|
|
format := fmt.Sprintf("%%.%df", contract.VolumePlace)
|
|
return fmt.Sprintf(format, quantity), nil
|
|
}
|
|
|
|
// GetOrderStatus gets order status
|
|
func (t *BitgetTrader) GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error) {
|
|
symbol = t.convertSymbol(symbol)
|
|
|
|
params := map[string]interface{}{
|
|
"symbol": symbol,
|
|
"productType": "USDT-FUTURES",
|
|
"orderId": orderID,
|
|
}
|
|
|
|
data, err := t.doRequest("GET", "/api/v2/mix/order/detail", params)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to get order status: %w", err)
|
|
}
|
|
|
|
var order struct {
|
|
OrderId string `json:"orderId"`
|
|
State string `json:"state"` // filled, canceled, partially_filled, new
|
|
PriceAvg string `json:"priceAvg"` // Average fill price
|
|
BaseVolume string `json:"baseVolume"` // Filled quantity
|
|
Fee string `json:"fee"` // Fee
|
|
Side string `json:"side"`
|
|
OrderType string `json:"orderType"`
|
|
CTime string `json:"cTime"`
|
|
UTime string `json:"uTime"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &order); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
avgPrice, _ := strconv.ParseFloat(order.PriceAvg, 64)
|
|
fillQty, _ := strconv.ParseFloat(order.BaseVolume, 64)
|
|
fee, _ := strconv.ParseFloat(order.Fee, 64)
|
|
cTime, _ := strconv.ParseInt(order.CTime, 10, 64)
|
|
uTime, _ := strconv.ParseInt(order.UTime, 10, 64)
|
|
|
|
// Status mapping
|
|
statusMap := map[string]string{
|
|
"filled": "FILLED",
|
|
"new": "NEW",
|
|
"partially_filled": "PARTIALLY_FILLED",
|
|
"canceled": "CANCELED",
|
|
}
|
|
|
|
status := statusMap[order.State]
|
|
if status == "" {
|
|
status = order.State
|
|
}
|
|
|
|
return map[string]interface{}{
|
|
"orderId": order.OrderId,
|
|
"symbol": symbol,
|
|
"status": status,
|
|
"avgPrice": avgPrice,
|
|
"executedQty": fillQty,
|
|
"side": order.Side,
|
|
"type": order.OrderType,
|
|
"time": cTime,
|
|
"updateTime": uTime,
|
|
"commission": -fee,
|
|
}, nil
|
|
}
|
|
|
|
// GetClosedPnL retrieves closed position PnL records
|
|
func (t *BitgetTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
|
|
if limit <= 0 {
|
|
limit = 100
|
|
}
|
|
if limit > 100 {
|
|
limit = 100
|
|
}
|
|
|
|
params := map[string]interface{}{
|
|
"productType": "USDT-FUTURES",
|
|
"startTime": fmt.Sprintf("%d", startTime.UnixMilli()),
|
|
"limit": fmt.Sprintf("%d", limit),
|
|
}
|
|
|
|
data, err := t.doRequest("GET", "/api/v2/mix/position/history-position", params)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to get positions history: %w", err)
|
|
}
|
|
|
|
var resp struct {
|
|
List []struct {
|
|
Symbol string `json:"symbol"`
|
|
HoldSide string `json:"holdSide"`
|
|
OpenPriceAvg string `json:"openPriceAvg"`
|
|
ClosePriceAvg string `json:"closePriceAvg"`
|
|
CloseVol string `json:"closeVol"`
|
|
AchievedProfits string `json:"achievedProfits"`
|
|
TotalFee string `json:"totalFee"`
|
|
Leverage string `json:"leverage"`
|
|
CTime string `json:"cTime"`
|
|
UTime string `json:"uTime"`
|
|
} `json:"list"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &resp); err != nil {
|
|
return nil, fmt.Errorf("failed to parse response: %w", err)
|
|
}
|
|
|
|
records := make([]ClosedPnLRecord, 0, len(resp.List))
|
|
for _, pos := range resp.List {
|
|
record := ClosedPnLRecord{
|
|
Symbol: pos.Symbol,
|
|
Side: pos.HoldSide,
|
|
}
|
|
|
|
record.EntryPrice, _ = strconv.ParseFloat(pos.OpenPriceAvg, 64)
|
|
record.ExitPrice, _ = strconv.ParseFloat(pos.ClosePriceAvg, 64)
|
|
record.Quantity, _ = strconv.ParseFloat(pos.CloseVol, 64)
|
|
record.RealizedPnL, _ = strconv.ParseFloat(pos.AchievedProfits, 64)
|
|
fee, _ := strconv.ParseFloat(pos.TotalFee, 64)
|
|
record.Fee = -fee
|
|
lev, _ := strconv.ParseFloat(pos.Leverage, 64)
|
|
record.Leverage = int(lev)
|
|
|
|
cTime, _ := strconv.ParseInt(pos.CTime, 10, 64)
|
|
uTime, _ := strconv.ParseInt(pos.UTime, 10, 64)
|
|
record.EntryTime = time.UnixMilli(cTime).UTC()
|
|
record.ExitTime = time.UnixMilli(uTime).UTC()
|
|
|
|
record.CloseType = "unknown"
|
|
records = append(records, record)
|
|
}
|
|
|
|
return records, nil
|
|
}
|
|
|
|
// clearCache clears all caches
|
|
func (t *BitgetTrader) clearCache() {
|
|
t.balanceCacheMutex.Lock()
|
|
t.cachedBalance = nil
|
|
t.balanceCacheMutex.Unlock()
|
|
|
|
t.positionsCacheMutex.Lock()
|
|
t.cachedPositions = nil
|
|
t.positionsCacheMutex.Unlock()
|
|
}
|
|
|
|
// genBitgetClientOid generates unique client order ID
|
|
func genBitgetClientOid() string {
|
|
timestamp := time.Now().UnixNano() % 10000000000000
|
|
rand := time.Now().Nanosecond() % 100000
|
|
return fmt.Sprintf("nofx%d%05d", timestamp, rand)
|
|
}
|
|
|
|
// GetOpenOrders gets all open/pending orders for a symbol
|
|
func (t *BitgetTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
|
|
symbol = t.convertSymbol(symbol)
|
|
var result []OpenOrder
|
|
|
|
// 1. Get pending limit orders
|
|
params := map[string]interface{}{
|
|
"symbol": symbol,
|
|
"productType": "USDT-FUTURES",
|
|
}
|
|
|
|
data, err := t.doRequest("GET", bitgetPendingPath, params)
|
|
if err != nil {
|
|
logger.Warnf("[Bitget] Failed to get pending orders: %v", err)
|
|
}
|
|
if err == nil && data != nil {
|
|
var orders struct {
|
|
EntrustedList []struct {
|
|
OrderId string `json:"orderId"`
|
|
Symbol string `json:"symbol"`
|
|
Side string `json:"side"` // buy/sell
|
|
TradeSide string `json:"tradeSide"` // open/close
|
|
PosSide string `json:"posSide"` // long/short
|
|
OrderType string `json:"orderType"` // limit/market
|
|
Price string `json:"price"`
|
|
Size string `json:"size"`
|
|
State string `json:"state"`
|
|
} `json:"entrustedList"`
|
|
}
|
|
if err := json.Unmarshal(data, &orders); err == nil {
|
|
for _, order := range orders.EntrustedList {
|
|
price, _ := strconv.ParseFloat(order.Price, 64)
|
|
quantity, _ := strconv.ParseFloat(order.Size, 64)
|
|
|
|
// Convert side to standard format
|
|
side := strings.ToUpper(order.Side)
|
|
positionSide := strings.ToUpper(order.PosSide)
|
|
|
|
result = append(result, OpenOrder{
|
|
OrderID: order.OrderId,
|
|
Symbol: symbol,
|
|
Side: side,
|
|
PositionSide: positionSide,
|
|
Type: strings.ToUpper(order.OrderType),
|
|
Price: price,
|
|
StopPrice: 0,
|
|
Quantity: quantity,
|
|
Status: "NEW",
|
|
})
|
|
}
|
|
}
|
|
}
|
|
|
|
// 2. Get pending plan orders (stop-loss/take-profit)
|
|
planParams := map[string]interface{}{
|
|
"symbol": symbol,
|
|
"productType": "USDT-FUTURES",
|
|
}
|
|
|
|
planData, err := t.doRequest("GET", "/api/v2/mix/order/orders-plan-pending", planParams)
|
|
if err != nil {
|
|
logger.Warnf("[Bitget] Failed to get plan orders: %v", err)
|
|
}
|
|
if err == nil && planData != nil {
|
|
var planOrders struct {
|
|
EntrustedList []struct {
|
|
OrderId string `json:"orderId"`
|
|
Symbol string `json:"symbol"`
|
|
Side string `json:"side"`
|
|
PosSide string `json:"posSide"`
|
|
PlanType string `json:"planType"` // normal_plan/profit_plan/loss_plan
|
|
TriggerPrice string `json:"triggerPrice"`
|
|
Size string `json:"size"`
|
|
State string `json:"state"`
|
|
} `json:"entrustedList"`
|
|
}
|
|
if err := json.Unmarshal(planData, &planOrders); err == nil {
|
|
for _, order := range planOrders.EntrustedList {
|
|
triggerPrice, _ := strconv.ParseFloat(order.TriggerPrice, 64)
|
|
quantity, _ := strconv.ParseFloat(order.Size, 64)
|
|
|
|
side := strings.ToUpper(order.Side)
|
|
positionSide := strings.ToUpper(order.PosSide)
|
|
|
|
// Map Bitget plan type to order type
|
|
orderType := "STOP_MARKET"
|
|
if order.PlanType == "profit_plan" {
|
|
orderType = "TAKE_PROFIT_MARKET"
|
|
}
|
|
|
|
result = append(result, OpenOrder{
|
|
OrderID: order.OrderId,
|
|
Symbol: symbol,
|
|
Side: side,
|
|
PositionSide: positionSide,
|
|
Type: orderType,
|
|
Price: 0,
|
|
StopPrice: triggerPrice,
|
|
Quantity: quantity,
|
|
Status: "NEW",
|
|
})
|
|
}
|
|
}
|
|
}
|
|
|
|
logger.Infof("✓ BITGET GetOpenOrders: found %d open orders for %s", len(result), symbol)
|
|
return result, nil
|
|
}
|
|
|
|
// PlaceLimitOrder places a limit order for grid trading
|
|
// Implements GridTrader interface
|
|
func (t *BitgetTrader) PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error) {
|
|
symbol := t.convertSymbol(req.Symbol)
|
|
|
|
// Set leverage if specified
|
|
if req.Leverage > 0 {
|
|
if err := t.SetLeverage(symbol, req.Leverage); err != nil {
|
|
logger.Warnf("[Bitget] Failed to set leverage: %v", err)
|
|
}
|
|
}
|
|
|
|
// Format quantity
|
|
qtyStr, _ := t.FormatQuantity(symbol, req.Quantity)
|
|
|
|
// Determine side
|
|
side := "buy"
|
|
if req.Side == "SELL" {
|
|
side = "sell"
|
|
}
|
|
|
|
body := map[string]interface{}{
|
|
"symbol": symbol,
|
|
"productType": "USDT-FUTURES",
|
|
"marginMode": "crossed",
|
|
"marginCoin": "USDT",
|
|
"side": side,
|
|
"orderType": "limit",
|
|
"size": qtyStr,
|
|
"price": fmt.Sprintf("%.8f", req.Price),
|
|
"force": "GTC", // Good Till Cancel
|
|
"clientOid": genBitgetClientOid(),
|
|
}
|
|
|
|
// Add reduce only if specified
|
|
if req.ReduceOnly {
|
|
body["reduceOnly"] = "YES"
|
|
}
|
|
|
|
logger.Infof("[Bitget] PlaceLimitOrder: %s %s @ %.4f, qty=%s", symbol, side, req.Price, qtyStr)
|
|
|
|
data, err := t.doRequest("POST", bitgetOrderPath, body)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to place limit order: %w", err)
|
|
}
|
|
|
|
var order struct {
|
|
OrderId string `json:"orderId"`
|
|
ClientOid string `json:"clientOid"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &order); err != nil {
|
|
return nil, fmt.Errorf("failed to parse order response: %w", err)
|
|
}
|
|
|
|
logger.Infof("✓ [Bitget] Limit order placed: %s %s @ %.4f, orderID=%s",
|
|
symbol, side, req.Price, order.OrderId)
|
|
|
|
return &LimitOrderResult{
|
|
OrderID: order.OrderId,
|
|
ClientID: order.ClientOid,
|
|
Symbol: req.Symbol,
|
|
Side: req.Side,
|
|
PositionSide: req.PositionSide,
|
|
Price: req.Price,
|
|
Quantity: req.Quantity,
|
|
Status: "NEW",
|
|
}, nil
|
|
}
|
|
|
|
// CancelOrder cancels a specific order by ID
|
|
// Implements GridTrader interface
|
|
func (t *BitgetTrader) CancelOrder(symbol, orderID string) error {
|
|
symbol = t.convertSymbol(symbol)
|
|
|
|
body := map[string]interface{}{
|
|
"symbol": symbol,
|
|
"productType": "USDT-FUTURES",
|
|
"orderId": orderID,
|
|
}
|
|
|
|
_, err := t.doRequest("POST", "/api/v2/mix/order/cancel-order", body)
|
|
if err != nil {
|
|
return fmt.Errorf("failed to cancel order: %w", err)
|
|
}
|
|
|
|
logger.Infof("✓ [Bitget] Order cancelled: %s %s", symbol, orderID)
|
|
return nil
|
|
}
|
|
|
|
// GetOrderBook gets the order book for a symbol
|
|
// Implements GridTrader interface
|
|
func (t *BitgetTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
|
|
symbol = t.convertSymbol(symbol)
|
|
path := fmt.Sprintf("/api/v2/mix/market/depth?symbol=%s&productType=USDT-FUTURES&limit=%d", symbol, depth)
|
|
|
|
data, err := t.doRequest("GET", path, nil)
|
|
if err != nil {
|
|
return nil, nil, fmt.Errorf("failed to get order book: %w", err)
|
|
}
|
|
|
|
var result struct {
|
|
Bids [][]string `json:"bids"`
|
|
Asks [][]string `json:"asks"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &result); err != nil {
|
|
return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
|
|
}
|
|
|
|
// Parse bids
|
|
for _, b := range result.Bids {
|
|
if len(b) >= 2 {
|
|
price, _ := strconv.ParseFloat(b[0], 64)
|
|
qty, _ := strconv.ParseFloat(b[1], 64)
|
|
bids = append(bids, []float64{price, qty})
|
|
}
|
|
}
|
|
|
|
// Parse asks
|
|
for _, a := range result.Asks {
|
|
if len(a) >= 2 {
|
|
price, _ := strconv.ParseFloat(a[0], 64)
|
|
qty, _ := strconv.ParseFloat(a[1], 64)
|
|
asks = append(asks, []float64{price, qty})
|
|
}
|
|
}
|
|
|
|
return bids, asks, nil
|
|
}
|