Files
nofx/trader/bitget_order_sync.go
T
tinkle-community 8fb0d2e7e9 feat: order sync for multiple exchanges and position tracking improvements
- Add order sync support for Binance, Hyperliquid, Bybit, OKX, Bitget, Aster exchanges
- Fix weighted average exit price calculation for partial closes
- Handle position flip (翻仓) scenarios correctly
- Fix symbol normalization (ETH vs ETHUSDT)
- Skip order recording for exchanges with OrderSync to avoid duplicates
- Add chart timezone localization
2025-12-27 19:13:04 +08:00

262 lines
8.0 KiB
Go

package trader
import (
"encoding/json"
"fmt"
"nofx/logger"
"nofx/market"
"nofx/store"
"sort"
"strconv"
"strings"
"time"
)
// BitgetTrade represents a trade record from Bitget fill history
type BitgetTrade struct {
Symbol string
TradeID string
OrderID string
Side string // buy or sell
FillPrice float64
FillQty float64
Fee float64
FeeAsset string
ExecTime time.Time
ProfitLoss float64
OrderType string
OrderAction string // open_long, open_short, close_long, close_short
}
// GetTrades retrieves trade/fill records from Bitget
func (t *BitgetTrader) GetTrades(startTime time.Time, limit int) ([]BitgetTrade, error) {
if limit <= 0 {
limit = 100
}
if limit > 100 {
limit = 100 // Bitget max limit is 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/order/fill-history", params)
if err != nil {
return nil, fmt.Errorf("failed to get fill history: %w", err)
}
var resp struct {
FillList []struct {
TradeID string `json:"tradeId"`
Symbol string `json:"symbol"`
OrderID string `json:"orderId"`
Side string `json:"side"` // buy, sell
Price string `json:"price"` // Fill price
BaseVolume string `json:"baseVolume"` // Fill size in base currency
Fee string `json:"fee"` // Fee (negative for cost)
FeeCcy string `json:"feeCcy"` // Fee currency
Profit string `json:"profit"` // Realized PnL
CTime string `json:"cTime"` // Fill time (ms)
TradeSide string `json:"tradeSide"` // open, close
} `json:"fillList"`
}
if err := json.Unmarshal(data, &resp); err != nil {
return nil, fmt.Errorf("failed to parse fills: %w", err)
}
trades := make([]BitgetTrade, 0, len(resp.FillList))
for _, fill := range resp.FillList {
fillPrice, _ := strconv.ParseFloat(fill.Price, 64)
fillQty, _ := strconv.ParseFloat(fill.BaseVolume, 64)
fee, _ := strconv.ParseFloat(fill.Fee, 64)
profit, _ := strconv.ParseFloat(fill.Profit, 64)
cTime, _ := strconv.ParseInt(fill.CTime, 10, 64)
// Determine order action based on side and tradeSide
// Bitget one-way mode:
// - buy + open = open long
// - sell + open = open short
// - sell + close = close long
// - buy + close = close short
orderAction := "open_long"
side := strings.ToLower(fill.Side)
tradeSide := strings.ToLower(fill.TradeSide)
if tradeSide == "open" {
if side == "buy" {
orderAction = "open_long"
} else {
orderAction = "open_short"
}
} else if tradeSide == "close" {
if side == "sell" {
orderAction = "close_long"
} else {
orderAction = "close_short"
}
}
trade := BitgetTrade{
Symbol: fill.Symbol,
TradeID: fill.TradeID,
OrderID: fill.OrderID,
Side: fill.Side,
FillPrice: fillPrice,
FillQty: fillQty,
Fee: -fee, // Bitget returns negative fee
FeeAsset: fill.FeeCcy,
ExecTime: time.UnixMilli(cTime),
ProfitLoss: profit,
OrderType: "MARKET",
OrderAction: orderAction,
}
trades = append(trades, trade)
}
return trades, nil
}
// SyncOrdersFromBitget syncs Bitget exchange order history to local database
// Also creates/updates position records to ensure orders/fills/positions data consistency
// exchangeID: Exchange account UUID (from exchanges.id)
// exchangeType: Exchange type ("bitget")
func (t *BitgetTrader) SyncOrdersFromBitget(traderID string, exchangeID string, exchangeType string, st *store.Store) error {
if st == nil {
return fmt.Errorf("store is nil")
}
// Get recent trades (last 24 hours)
startTime := time.Now().Add(-24 * time.Hour)
logger.Infof("🔄 Syncing Bitget trades from: %s", startTime.Format(time.RFC3339))
// Use GetTrades method to fetch trade records
trades, err := t.GetTrades(startTime, 100)
if err != nil {
return fmt.Errorf("failed to get trades: %w", err)
}
logger.Infof("📥 Received %d trades from Bitget", len(trades))
// Sort trades by time ASC (oldest first) for proper position building
sort.Slice(trades, func(i, j int) bool {
return trades[i].ExecTime.Before(trades[j].ExecTime)
})
// Process trades one by one (no transaction to avoid deadlock)
orderStore := st.Order()
positionStore := st.Position()
posBuilder := store.NewPositionBuilder(positionStore)
syncedCount := 0
for _, trade := range trades {
// Check if trade already exists (use exchangeID which is UUID, not exchange type)
existing, err := orderStore.GetOrderByExchangeID(exchangeID, trade.TradeID)
if err == nil && existing != nil {
continue // Order already exists, skip
}
// Normalize symbol
symbol := market.Normalize(trade.Symbol)
// Determine position side from order action
positionSide := "LONG"
if strings.Contains(trade.OrderAction, "short") {
positionSide = "SHORT"
}
// Normalize side for storage
side := strings.ToUpper(trade.Side)
// Create order record
orderRecord := &store.TraderOrder{
TraderID: traderID,
ExchangeID: exchangeID, // UUID
ExchangeType: exchangeType, // Exchange type
ExchangeOrderID: trade.TradeID,
Symbol: symbol,
Side: side,
PositionSide: "BOTH", // Bitget uses one-way position mode
Type: trade.OrderType,
OrderAction: trade.OrderAction,
Quantity: trade.FillQty,
Price: trade.FillPrice,
Status: "FILLED",
FilledQuantity: trade.FillQty,
AvgFillPrice: trade.FillPrice,
Commission: trade.Fee,
FilledAt: trade.ExecTime,
CreatedAt: trade.ExecTime,
UpdatedAt: trade.ExecTime,
}
// Insert order record
if err := orderStore.CreateOrder(orderRecord); err != nil {
logger.Infof(" ⚠️ Failed to sync trade %s: %v", trade.TradeID, err)
continue
}
// Create fill record
fillRecord := &store.TraderFill{
TraderID: traderID,
ExchangeID: exchangeID, // UUID
ExchangeType: exchangeType, // Exchange type
OrderID: orderRecord.ID,
ExchangeOrderID: trade.OrderID,
ExchangeTradeID: trade.TradeID,
Symbol: symbol,
Side: side,
Price: trade.FillPrice,
Quantity: trade.FillQty,
QuoteQuantity: trade.FillPrice * trade.FillQty,
Commission: trade.Fee,
CommissionAsset: trade.FeeAsset,
RealizedPnL: trade.ProfitLoss,
IsMaker: false,
CreatedAt: trade.ExecTime,
}
if err := orderStore.CreateFill(fillRecord); err != nil {
logger.Infof(" ⚠️ Failed to sync fill for trade %s: %v", trade.TradeID, err)
}
// Create/update position record using PositionBuilder
if err := posBuilder.ProcessTrade(
traderID, exchangeID, exchangeType,
symbol, positionSide, trade.OrderAction,
trade.FillQty, trade.FillPrice, trade.Fee, trade.ProfitLoss,
trade.ExecTime, trade.TradeID,
); err != nil {
logger.Infof(" ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
} else {
logger.Infof(" 📍 Position updated for trade: %s (action: %s, qty: %.6f)", trade.TradeID, trade.OrderAction, trade.FillQty)
}
syncedCount++
logger.Infof(" ✅ Synced trade: %s %s %s qty=%.6f price=%.6f pnl=%.2f fee=%.6f action=%s",
trade.TradeID, symbol, side, trade.FillQty, trade.FillPrice, trade.ProfitLoss, trade.Fee, trade.OrderAction)
}
logger.Infof("✅ Bitget order sync completed: %d new trades synced", syncedCount)
return nil
}
// StartOrderSync starts background order sync task for Bitget
func (t *BitgetTrader) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) {
ticker := time.NewTicker(interval)
go func() {
for range ticker.C {
if err := t.SyncOrdersFromBitget(traderID, exchangeID, exchangeType, st); err != nil {
logger.Infof("⚠️ Bitget order sync failed: %v", err)
}
}
}()
logger.Infof("🔄 Bitget order sync started (interval: %v)", interval)
}