exchanges: Update Bybit exchange to V5 (#1301)

* Adding Bybit public endpoints

* Completed adding market endpoints

* Added trade endpoints

* Adding position endpoints

* completing position endpoints

* Adding Pre-upgrade endpoints

* Completed adding Pre-upgrade and Account endpoints

* Added asset endpoints

* Added user endpoints and unit tests

* Adding spot leverage and margin trade endpoints

* spot margin trade added

* added spot-margin-trade, institutional lending, c2c lending, and broker

* Adding wrapper funnctions

* Working on wrapper public methods

* Added wrapper functions and unit tests

* Added websocket support with unit tests

* Update websocket handlers and added rate-limiter

* wrapper function, websocket handlers, and linter issues fixe

* unit tests fixes and codespell correction

* Update documentation

* Minor websocket handling fix and URL consts merging

* types, unit test other updates

* Updated websocket and methods based on review

* Added GetFeeByType method with unit test and fixes

* add filter for Unified and Normal endpoints

* Mock recording and unit tests update

* minor linter issue fix

* websocket and rest tests and fix

* change asset types and wrapper methods update

* rm: forgotten panic message

* endpoints, websocket  and unit tests update

* Added and updated endpoints and unit test

* linter and spell fix

* unit test and orders update

* Update on endpoints, fields, config pairs and formating, and unit tests

* minor update on responses

* Fix unit test and types

* Unit tests, models, and wrapper issues fix and mock test recording

* rm print statement

* Fix issue, add FundingRate wrapper func, mock record

* minor type and unit test update

* Update on order handling and unit test

* Minor test

* Minor fix in wrapper

* unit tests update, recording, and documentation update

* Unit tests and minor wrapper function update

* minor unit test fix

* Added newly added endpoints, unit tests, and mock recording

* Rename GetInstruments -> GetInstrumentInfo

* doc update

* Minor unit tests update

* Minor unit test and wrapper update

* Fix linter issue

* Add unit test and minor updates

* Revert websocket error declaration

* Revert websocket error declaration

* Balace --> Balance

* Fix config issues

* Added next funding time minor fix

* Update GetLatestFundingRates and record mock test data

* Added LatestFundingRate time

* Fix test issue of TestAllExchangeWrappers

* config pairs update

* configtest spot pairs update

* Minor update on options UpdateOrderExecutionLimits wrapper func

* Linter issue fix and added new currency codes

* Added new currency codes

* Update bybit pairs in config_example

* config assets pair format update

exchanges/order/order_types.go

@@ -63,9 +63,13 @@ type Submit struct {
 	QuoteAmount float64
 	// TriggerPrice is mandatory if order type `Stop, Stop Limit or Take Profit`
 	// See btcmarkets_wrapper.go.
-	TriggerPrice  float64
-	ClientID      string // TODO: Shift to credentials
-	ClientOrderID string
+	TriggerPrice float64
+
+	// added to represent a unified trigger price type information such as LastPrice, MarkPrice, and IndexPrice
+	// https://bybit-exchange.github.io/docs/v5/order/create-order
+	TriggerPriceType PriceType
+	ClientID         string // TODO: Shift to credentials
+	ClientOrderID    string
 
 	// The system will first borrow you funds at the optimal interest rate and then place an order for you.
 	// see kucoin_wrapper.go
@@ -80,7 +84,8 @@ type Submit struct {
 	RetrieveFees bool
 	// RetrieveFeeDelay some exchanges take time to properly save order data
 	// and cannot retrieve fees data immediately
-	RetrieveFeeDelay time.Duration
+	RetrieveFeeDelay    time.Duration
+	RiskManagementModes RiskManagementModes
 
 	// Hidden when enabled orders not displaying in order book.
 	Hidden bool
@@ -142,6 +147,12 @@ type Modify struct {
 	Price             float64
 	Amount            float64
 	TriggerPrice      float64
+
+	// added to represent a unified trigger price type information such as LastPrice, MarkPrice, and IndexPrice
+	// https://bybit-exchange.github.io/docs/v5/order/create-order
+	TriggerPriceType PriceType
+
+	RiskManagementModes RiskManagementModes
 }
 
 // ModifyResponse is an order modifying return type
@@ -303,6 +314,7 @@ const (
 	Active
 	PartiallyCancelled
 	PartiallyFilled
+	PartiallyFilledCancelled
 	Filled
 	Cancelled
 	PendingCancel
@@ -398,3 +410,34 @@ type ClassificationError struct {
 // forcing required filter operations when calling method Filter() on
 // MultiOrderRequest.
 type FilteredOrders []Detail
+
+// RiskManagement represents a risk management detail information.
+type RiskManagement struct {
+	Enabled          bool
+	TriggerPriceType PriceType
+	Price            float64
+
+	// LimitPrice limit order price when stop-los or take-profit risk management method is triggered
+	LimitPrice float64
+	// OrderType order type when stop-loss or take-profit risk management method is triggered.
+	OrderType Type
+}
+
+// RiskManagementModes represents take-profit and stop-loss risk management methods.
+type RiskManagementModes struct {
+	// Mode take-profit/stop-loss mode
+	Mode       string
+	TakeProfit RiskManagement
+	StopLoss   RiskManagement
+}
+
+// PriceType enforces a standard for price types used for take-profit and stop-loss trigger types
+type PriceType uint8
+
+// price types
+const (
+	LastPrice  PriceType = 0
+	IndexPrice PriceType = 1 << iota
+	MarkPrice
+	UnknownPriceType
+)

exchanges/order/orders.go

@@ -25,7 +25,7 @@ const (
 	shortSide                 = Short | Sell | Ask
 	longSide                  = Long | Buy | Bid
 
-	inactiveStatuses = Filled | Cancelled | InsufficientBalance | MarketUnavailable | Rejected | PartiallyCancelled | Expired | Closed | AnyStatus | Cancelling | Liquidated
+	inactiveStatuses = Filled | Cancelled | InsufficientBalance | MarketUnavailable | Rejected | PartiallyCancelled | PartiallyFilledCancelled | Expired | Closed | AnyStatus | Cancelling | Liquidated
 	activeStatuses   = Active | Open | PartiallyFilled | New | PendingCancel | Hidden | AutoDeleverage | Pending
 	notPlaced        = InsufficientBalance | MarketUnavailable | Rejected
 )
@@ -37,6 +37,9 @@ var (
 	// ErrOrderNotFound is returned when no order is found
 	ErrOrderNotFound = errors.New("order not found")
 
+	// ErrUnknownPriceType returned when price type is unknown
+	ErrUnknownPriceType = errors.New("unknown price type")
+
 	errTimeInForceConflict      = errors.New("multiple time in force options applied")
 	errUnrecognisedOrderType    = errors.New("unrecognised order type")
 	errUnrecognisedOrderStatus  = errors.New("unrecognised order status")
@@ -784,6 +787,8 @@ func (s Status) String() string {
 		return "PARTIALLY_CANCELLED"
 	case PartiallyFilled:
 		return "PARTIALLY_FILLED"
+	case PartiallyFilledCancelled:
+		return "PARTIALLY_FILLED_CANCELED"
 	case Filled:
 		return "FILLED"
 	case Cancelled:
@@ -1132,6 +1137,8 @@ func StringToOrderStatus(status string) (Status, error) {
 		return Filled, nil
 	case PartiallyCancelled.String(), "PARTIALLY CANCELLED", "ORDER_PARTIALLY_TRANSACTED":
 		return PartiallyCancelled, nil
+	case PartiallyFilledCancelled.String(), "PARTIALLYFILLEDCANCELED":
+		return PartiallyFilledCancelled, nil
 	case Open.String():
 		return Open, nil
 	case Closed.String():
@@ -1285,3 +1292,33 @@ func (m *Modify) Validate(opt ...validate.Checker) error {
 	}
 	return nil
 }
+
+// String implements the stringer interface
+func (t PriceType) String() string {
+	switch t {
+	case LastPrice:
+		return "LastPrice"
+	case IndexPrice:
+		return "IndexPrice"
+	case MarkPrice:
+		return "MarkPrice"
+	default:
+		return ""
+	}
+}
+
+// StringToPriceType for converting case insensitive order side
+// and returning a real Side
+func (t PriceType) StringToPriceType(priceType string) (PriceType, error) {
+	priceType = strings.ToLower(priceType)
+	switch priceType {
+	case "lastprice", "":
+		return LastPrice, nil
+	case "indexprice":
+		return IndexPrice, nil
+	case "markprice":
+		return MarkPrice, nil
+	default:
+		return UnknownPriceType, ErrUnknownPriceType
+	}
+}