mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 15:09:42 +00:00
* fix whoops * const trafficCheckInterval; rm testmain * y * fix lint * bump time check window * stream: fix intermittant test failures while testing routines and remove code that is not needed. * spells * cant do what I did * protect race due to routine. * update testURL * use mock websocket connection instead of test URL's * linter: fix * remove url because its throwing errors on CI builds * connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side. * remove another superfluous url thats not really set up for this * spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly * linter: fixerino uperino * fix ID bug, why I do this, I don't know. * glorious: panix * linter: things * whoops * dont need to make consecutive Unix() calls * websocket: fix potential panic on error and no responses and adding waitForResponses * bybit: enable multiconnection handling across websocket endpoints * rm debug lines * bybit: Add websocket trading functionality across all assets * rm json parser and handle in json package instead * in favour of json package unmarshalling * Add bool ConnectionDoesNotRequireSubscriptions so that we don't need to handle dummy sub * handle pong response * spelling * linter: fix * fix processing issues with tickers * fix processing issues with tickers * linter: fix * linter: fix again * * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections. * change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections. * drop outbound field map for improved performance just using a range and field check (less complex as well) * change field name connections to connectionToWrapper for better clarity * spells and magic and wands * merge: fixup * linter: fix * spelling: fix * glorious: nits * comparable check for signature * mv err var * rm comment as it does not * update time fields for orderbook latency * fix time conversion * Add func MatchReturnResponses * glorious: nits and stuff * lint: fix * attempt to fix race * linter: fix * fix tests * types/time: strict usage of time type for usage with unix timestamps * fix tests etc * Allow match back with order details * Add time in force values for different order types + extra return information on websocket trading * glorious: nits * gk: nits; engine log cleanup * gk: nits; OCD * gk: nits; move function change file names * gk: nits; 🚀 * gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call * gk: nits; continued * gk: engine nits; rm loaded exchange * gk: nits; drop WebsocketLoginResponse * stream: Add match method EnsureMatchWithData * gk: nits; rn Inspect to IsFinal * gk: nits; rn to MessageFilter * linter: fix * gateio: update rate limit definitions (cherry-pick) * Add test and missing * Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit * integrate rate limits for websocket trading spot * bybit: split public and private processing to dedicated handler add supporting function and tests * use correct handler for private inbound connection * bybit/websocket: allow a shared ID between outbound payloads for inbound matching * conform to match upstream changes * standardise names to upstream style * fix wrapper standards test when sending a auth request through a websocket connection * whoops * Update exchanges/gateio/gateio_types.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * linter: fix * linter: overload * whoops * spelling fixes on recent merge * glorious: nits * linter: fix? * glorious: nits * gk: assert errors touched * gk: unexport derive functions * gk: nitssssssss * fix test * gk: nitters v1 * gk: http status * gk/nits: Add getAssetFromFuturesPair * gk: nits single response when submitting * gk: new pair with delimiter in tests * gk: param update slice to slice of pointers * gk: add asset type in params, includes t.Context() for tests * linter: fix * linter: fix * fix merge whoopsie * glorious: nits * gk: nit * linter: fix * glorious: nits * linter/misc: fix and remove meows * linter: fix * misc/linter: fix * change function names * okx: update requestID gen func without func wrapping * RM: functions not needed * Update docs/ADD_NEW_EXCHANGE.md Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nitsssssss * linter: fix * Update exchanges/bybit/bybit_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/bybit/bybit_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nit words * cranktakular: nits * websocket: skip connections with subscriptions not required during channel flush * websocket: simplify error handling in FlushChannels using if short * linter: fix * cranktakular: nits and expand coverage * linter: fix? * misc fix * cranktakular: missing nit which I thumbed up but did not do. Sillllllly billlyyyy nilllyyy * fix comments * bybit: fix merge regression on websocket message filter * cranktakular: nits * bybit: Add global rate limits for websocket * ai: nits * linter: fix * cranktakular: purge DCP ref/handling and add another TODO * Update exchanges/bybit/bybit_websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * fix test * fix alignment issue and rm println * Update exchanges/bybit/bybit_websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/bybit/bybit_websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: fix * Update exchanges/bybit/bybit_websocket.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * bybit: use connection method for segregated match on multi-connection * cleanup after master merge * fix test and config whoops * cranktakular: nits * exchange: add missing tests for base method websocket order funcs * cranktakular: nits and refresh + tests * cranktakular: pedantic nits * linter: fixes * t.Parallel tests * glorious nit * Update exchange/websocket/connection.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nits * boss king: nits * canktakular: nits * Update exchanges/bybit/bybit_websocket.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/bybit/bybit_websocket_requests.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/bybit/bybit_websocket_requests.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/bybit/bybit_websocket_requests.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/bybit/bybit_websocket_requests.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nits * linter: fix * Update exchanges/bybit/bybit.go Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com> * Update exchanges/bybit/bybit.go Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com> * bossking: nits * gk: much nicer design * gk: revised naming for consideration * gk: nits * gk: nits restrict in configtest.json and not worry about many pairs enabled * rm log * linter: fix * codex: nit * cranktakular: nits * Update exchanges/bybit/bybit_websocket_requests.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/bybit/bybit_websocket_requests.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/bybit/bybit_wrapper.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits! * thrasher: nits --------- Co-authored-by: shazbert <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>
133 lines
4.2 KiB
Go
133 lines
4.2 KiB
Go
package bybit
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import (
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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)
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func (e *Exchange) deriveSubmitOrderArguments(s *order.Submit) (*PlaceOrderRequest, error) {
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if err := s.Validate(e.GetTradingRequirements()); err != nil {
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return nil, err
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}
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formattedPair, err := e.FormatExchangeCurrency(s.Pair, s.AssetType)
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if err != nil {
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return nil, err
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}
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side := sideBuy
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if s.Side.IsShort() {
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side = sideSell
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}
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if s.AssetType == asset.USDCMarginedFutures && !formattedPair.Quote.Equal(currency.PERP) {
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formattedPair.Delimiter = currency.DashDelimiter
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}
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timeInForce := "GTC"
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if s.Type == order.Market {
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timeInForce = "IOC"
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} else {
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switch {
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case s.TimeInForce.Is(order.FillOrKill):
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timeInForce = "FOK"
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case s.TimeInForce.Is(order.PostOnly):
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timeInForce = "PostOnly"
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case s.TimeInForce.Is(order.ImmediateOrCancel):
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timeInForce = "IOC"
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}
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}
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orderFilter := "" // If "Order" is not passed, "Order" by default.
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if s.AssetType == asset.Spot && s.TriggerPrice != 0 {
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orderFilter = "tpslOrder"
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}
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var triggerPriceType string
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if s.TriggerPrice != 0 {
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triggerPriceType = s.TriggerPriceType.String()
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}
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arg := &PlaceOrderRequest{
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Category: getCategoryName(s.AssetType),
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Symbol: formattedPair,
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Side: side,
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OrderType: orderTypeToString(s.Type),
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OrderQuantity: s.Amount,
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Price: s.Price,
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OrderLinkID: s.ClientOrderID,
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EnableBorrow: s.AssetType == asset.Margin,
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ReduceOnly: s.ReduceOnly,
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OrderFilter: orderFilter,
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TriggerPrice: s.TriggerPrice,
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TimeInForce: timeInForce,
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TriggerPriceType: triggerPriceType,
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}
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if s.RiskManagementModes.TakeProfit.Price != 0 {
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arg.TakeProfitPrice = s.RiskManagementModes.TakeProfit.Price
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arg.TakeProfitTriggerBy = s.RiskManagementModes.TakeProfit.TriggerPriceType.String()
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arg.TpOrderType = getOrderTypeString(s.RiskManagementModes.TakeProfit.OrderType)
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arg.TpLimitPrice = s.RiskManagementModes.TakeProfit.LimitPrice
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}
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if s.RiskManagementModes.StopLoss.Price != 0 {
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arg.StopLossPrice = s.RiskManagementModes.StopLoss.Price
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arg.StopLossTriggerBy = s.RiskManagementModes.StopLoss.TriggerPriceType.String()
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arg.SlOrderType = getOrderTypeString(s.RiskManagementModes.StopLoss.OrderType)
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arg.SlLimitPrice = s.RiskManagementModes.StopLoss.LimitPrice
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}
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return arg, nil
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}
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func (e *Exchange) deriveAmendOrderArguments(action *order.Modify) (*AmendOrderRequest, error) {
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if err := action.Validate(); err != nil {
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return nil, err
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}
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pair, err := e.FormatExchangeCurrency(action.Pair, action.AssetType)
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if err != nil {
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return nil, err
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}
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if action.AssetType == asset.USDCMarginedFutures && !pair.Quote.Equal(currency.PERP) {
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pair.Delimiter = currency.DashDelimiter
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}
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return &AmendOrderRequest{
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Category: getCategoryName(action.AssetType),
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Symbol: pair,
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OrderID: action.OrderID,
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OrderLinkID: action.ClientOrderID,
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OrderQuantity: action.Amount,
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Price: action.Price,
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TriggerPrice: action.TriggerPrice,
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TriggerPriceType: action.TriggerPriceType.String(),
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TakeProfitPrice: action.RiskManagementModes.TakeProfit.Price,
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TakeProfitTriggerBy: getOrderTypeString(action.RiskManagementModes.TakeProfit.OrderType),
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TakeProfitLimitPrice: action.RiskManagementModes.TakeProfit.LimitPrice,
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StopLossPrice: action.RiskManagementModes.StopLoss.Price,
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StopLossTriggerBy: action.RiskManagementModes.StopLoss.TriggerPriceType.String(),
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StopLossLimitPrice: action.RiskManagementModes.StopLoss.LimitPrice,
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}, nil
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}
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func (e *Exchange) deriveCancelOrderArguments(ord *order.Cancel) (*CancelOrderRequest, error) {
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if err := ord.Validate(ord.StandardCancel()); err != nil {
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return nil, err
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}
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pair, err := e.FormatExchangeCurrency(ord.Pair, ord.AssetType)
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if err != nil {
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return nil, err
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}
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if ord.AssetType == asset.USDCMarginedFutures && !pair.Quote.Equal(currency.PERP) {
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pair.Delimiter = currency.DashDelimiter
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}
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return &CancelOrderRequest{
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Category: getCategoryName(ord.AssetType),
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Symbol: pair,
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OrderID: ord.OrderID,
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OrderLinkID: ord.ClientOrderID,
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}, nil
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}
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