Files
gocryptotrader/exchanges/bybit/bybit_ufutures.go
2023-02-22 15:23:18 +11:00

1052 lines
35 KiB
Go

package bybit
import (
"context"
"net/http"
"net/url"
"strconv"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
)
const (
// public endpoint
ufuturesKline = "/public/linear/kline"
ufuturesRecentTrades = "/public/linear/recent-trading-records"
ufuturesMarkPriceKline = "/public/linear/mark-price-kline"
ufuturesIndexKline = "/public/linear/index-price-kline"
ufuturesIndexPremiumKline = "/public/linear/premium-index-kline"
ufuturesGetLastFundingRate = "/public/linear/funding/prev-funding-rate"
ufuturesGetRiskLimit = "/public/linear/risk-limit"
// auth endpoint
ufuturesCreateOrder = "/private/linear/order/create"
ufuturesGetActiveOrders = "/private/linear/order/list"
ufuturesCancelActiveOrder = "/private/linear/order/cancel"
ufuturesCancelAllActiveOrders = "/private/linear/order/cancel-all"
ufuturesReplaceActiveOrder = "/private/linear/order/replace"
ufuturesGetActiveRealtimeOrders = "/private/linear/order/search"
ufuturesCreateConditionalOrder = "/private/linear/stop-order/create"
ufuturesGetConditionalOrders = "/private/linear/stop-order/list"
ufuturesCancelConditionalOrder = "/private/linear/stop-order/cancel"
ufuturesCancelAllConditionalOrders = "/private/linear/stop-order/cancel-all"
ufuturesReplaceConditionalOrder = "/private/linear/stop-order/replace"
ufuturesGetConditionalRealtimeOrders = "/private/linear/stop-order/search"
ufuturesPosition = "/private/linear/position/list"
ufuturesSetAutoAddMargin = "/private/linear/position/set-auto-add-margin"
ufuturesSwitchMargin = "/private/linear/position/switch-isolated"
ufuturesSwitchPositionMode = "/private/linear/position/switch-mode"
ufuturesSwitchPosition = "/private/linear/tpsl/switch-mode"
ufuturesUpdateMargin = "/private/linear/position/add-margin"
ufuturesSetLeverage = "/private/linear/position/set-leverage"
ufuturesSetTradingStop = "/private/linear/position/trading-stop"
ufuturesGetTrades = "/private/linear/trade/execution/list"
ufuturesGetClosedTrades = "/private/linear/trade/closed-pnl/list"
ufuturesSetRiskLimit = "/private/linear/position/set-risk"
ufuturesPredictFundingRate = "/private/linear/funding/predicted-funding"
ufuturesGetMyLastFundingFee = "/private/linear/funding/prev-funding"
)
// GetUSDTFuturesKlineData gets futures kline data for USDTMarginedFutures.
func (by *Bybit) GetUSDTFuturesKlineData(ctx context.Context, symbol currency.Pair, interval string, limit int64, startTime time.Time) ([]FuturesCandleStick, error) {
resp := struct {
Data []FuturesCandleStick `json:"result"`
Error
}{}
params := url.Values{}
if symbol.IsEmpty() {
return resp.Data, errSymbolMissing
}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Data, err
}
params.Set("symbol", symbolValue)
if limit > 0 && limit <= 200 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
if !common.StringDataCompare(validFuturesIntervals, interval) {
return resp.Data, errInvalidInterval
}
if startTime.IsZero() {
return nil, errInvalidStartTime
}
params.Set("interval", interval)
params.Set("from", strconv.FormatInt(startTime.Unix(), 10))
path := common.EncodeURLValues(ufuturesKline, params)
return resp.Data, by.SendHTTPRequest(ctx, exchange.RestUSDTMargined, path, publicFuturesRate, &resp)
}
// GetUSDTPublicTrades gets past public trades for USDTMarginedFutures.
func (by *Bybit) GetUSDTPublicTrades(ctx context.Context, symbol currency.Pair, limit int64) ([]FuturesPublicTradesData, error) {
resp := struct {
Data []FuturesPublicTradesData `json:"result"`
Error
}{}
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Data, err
}
params.Set("symbol", symbolValue)
if limit > 0 && limit <= 1000 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
path := common.EncodeURLValues(ufuturesRecentTrades, params)
return resp.Data, by.SendHTTPRequest(ctx, exchange.RestUSDTMargined, path, publicFuturesRate, &resp)
}
// GetUSDTMarkPriceKline gets mark price kline data for USDTMarginedFutures.
func (by *Bybit) GetUSDTMarkPriceKline(ctx context.Context, symbol currency.Pair, interval string, limit int64, startTime time.Time) ([]MarkPriceKlineData, error) {
resp := struct {
Data []MarkPriceKlineData `json:"result"`
Error
}{}
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Data, err
}
params.Set("symbol", symbolValue)
if limit > 0 && limit <= 200 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
if !common.StringDataCompare(validFuturesIntervals, interval) {
return resp.Data, errInvalidInterval
}
params.Set("interval", interval)
if startTime.IsZero() {
return resp.Data, errInvalidStartTime
}
params.Set("from", strconv.FormatInt(startTime.Unix(), 10))
path := common.EncodeURLValues(ufuturesMarkPriceKline, params)
return resp.Data, by.SendHTTPRequest(ctx, exchange.RestUSDTMargined, path, publicFuturesRate, &resp)
}
// GetUSDTIndexPriceKline gets index price kline data for USDTMarginedFutures.
func (by *Bybit) GetUSDTIndexPriceKline(ctx context.Context, symbol currency.Pair, interval string, limit int64, startTime time.Time) ([]IndexPriceKlineData, error) {
resp := struct {
Data []IndexPriceKlineData `json:"result"`
Error
}{}
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Data, err
}
params.Set("symbol", symbolValue)
if limit > 0 && limit <= 200 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
if !common.StringDataCompare(validFuturesIntervals, interval) {
return resp.Data, errInvalidInterval
}
params.Set("interval", interval)
if startTime.IsZero() {
return resp.Data, errInvalidStartTime
}
params.Set("from", strconv.FormatInt(startTime.Unix(), 10))
path := common.EncodeURLValues(ufuturesIndexKline, params)
return resp.Data, by.SendHTTPRequest(ctx, exchange.RestUSDTMargined, path, publicFuturesRate, &resp)
}
// GetUSDTPremiumIndexPriceKline gets premium index price kline data for USDTMarginedFutures.
func (by *Bybit) GetUSDTPremiumIndexPriceKline(ctx context.Context, symbol currency.Pair, interval string, limit int64, startTime time.Time) ([]IndexPriceKlineData, error) {
resp := struct {
Data []IndexPriceKlineData `json:"result"`
Error
}{}
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Data, err
}
params.Set("symbol", symbolValue)
if limit > 0 && limit <= 200 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
if !common.StringDataCompare(validFuturesIntervals, interval) {
return resp.Data, errInvalidInterval
}
params.Set("interval", interval)
if startTime.IsZero() {
return resp.Data, errInvalidStartTime
}
params.Set("from", strconv.FormatInt(startTime.Unix(), 10))
path := common.EncodeURLValues(ufuturesIndexPremiumKline, params)
return resp.Data, by.SendHTTPRequest(ctx, exchange.RestUSDTMargined, path, publicFuturesRate, &resp)
}
// GetUSDTLastFundingRate returns latest generated funding fee
func (by *Bybit) GetUSDTLastFundingRate(ctx context.Context, symbol currency.Pair) (USDTFundingInfo, error) {
resp := struct {
Data USDTFundingInfo `json:"result"`
Error
}{}
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Data, err
}
params.Set("symbol", symbolValue)
path := common.EncodeURLValues(ufuturesGetLastFundingRate, params)
return resp.Data, by.SendHTTPRequest(ctx, exchange.RestUSDTMargined, path, publicFuturesRate, &resp)
}
// GetUSDTRiskLimit returns risk limit
func (by *Bybit) GetUSDTRiskLimit(ctx context.Context, symbol currency.Pair) ([]RiskInfo, error) {
resp := struct {
Data []RiskInfo `json:"result"`
Error
}{}
params := url.Values{}
if !symbol.IsEmpty() {
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Data, err
}
params.Set("symbol", symbolValue)
}
path := common.EncodeURLValues(ufuturesGetRiskLimit, params)
return resp.Data, by.SendHTTPRequest(ctx, exchange.RestUSDTMargined, path, publicFuturesRate, &resp)
}
// CreateUSDTFuturesOrder sends a new USDT futures order to the exchange
func (by *Bybit) CreateUSDTFuturesOrder(ctx context.Context, symbol currency.Pair, side, orderType, timeInForce,
orderLinkID, takeProfitTriggerBy, stopLossTriggerBy string,
quantity, price, takeProfit, stopLoss float64, closeOnTrigger, reduceOnly bool) (FuturesOrderDataResp, error) {
resp := struct {
Data FuturesOrderDataResp `json:"result"`
Error
}{}
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Data, err
}
params.Set("symbol", symbolValue)
if side == "" {
return resp.Data, errInvalidSide
}
params.Set("side", side)
if orderType == "" {
return resp.Data, errInvalidOrderType
}
params.Set("order_type", orderType)
if quantity <= 0 {
return resp.Data, errInvalidQuantity
}
params.Set("qty", strconv.FormatFloat(quantity, 'f', -1, 64))
if price != 0 {
params.Set("price", strconv.FormatFloat(price, 'f', -1, 64))
}
if timeInForce == "" {
return resp.Data, errInvalidTimeInForce
}
params.Set("time_in_force", timeInForce)
if closeOnTrigger {
params.Set("close_on_trigger", "true")
} else {
params.Set("close_on_trigger", "false")
}
if orderLinkID != "" {
params.Set("order_link_id", orderLinkID)
}
if takeProfit != 0 {
params.Set("take_profit", strconv.FormatFloat(takeProfit, 'f', -1, 64))
}
if stopLoss != 0 {
params.Set("stop_loss", strconv.FormatFloat(stopLoss, 'f', -1, 64))
}
if takeProfitTriggerBy != "" {
params.Set("tp_trigger_by", takeProfitTriggerBy)
}
if stopLossTriggerBy != "" {
params.Set("sl_trigger_by", stopLossTriggerBy)
}
if reduceOnly {
params.Set("reduce_only", "true")
} else {
params.Set("reduce_only", "false")
}
return resp.Data, by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodPost, ufuturesCreateOrder, params, nil, &resp, uFuturesCreateOrderRate)
}
// GetActiveUSDTFuturesOrders gets list of USDT futures active orders
func (by *Bybit) GetActiveUSDTFuturesOrders(ctx context.Context, symbol currency.Pair, orderStatus, direction, orderID, orderLinkID string, page, limit int64) ([]FuturesActiveOrderResp, error) {
resp := struct {
Result struct {
Data []FuturesActiveOrderResp `json:"data"`
CurrentPage int64 `json:"current_page"`
LastPage int64 `json:"last_page"`
} `json:"result"`
Error
}{}
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Result.Data, err
}
params.Set("symbol", symbolValue)
if orderStatus != "" {
params.Set("order_status", orderStatus)
}
if direction != "" {
params.Set("order", direction)
}
if page > 0 && page <= 50 {
params.Set("page", strconv.FormatInt(page, 10))
}
if limit > 0 && limit <= 50 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
if orderID != "" {
params.Set("order_id", orderID)
}
if orderLinkID != "" {
params.Set("order_link_id", orderLinkID)
}
return resp.Result.Data, by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodGet, ufuturesGetActiveOrders, params, nil, &resp, uFuturesGetActiveOrderRate)
}
// CancelActiveUSDTFuturesOrders cancels USDT futures unfilled or partially filled orders
func (by *Bybit) CancelActiveUSDTFuturesOrders(ctx context.Context, symbol currency.Pair, orderID, orderLinkID string) (string, error) {
resp := struct {
Data struct {
OrderID string `json:"order_id"`
} `json:"result"`
Error
}{}
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Data.OrderID, err
}
params.Set("symbol", symbolValue)
if orderID == "" && orderLinkID == "" {
return resp.Data.OrderID, errOrderOrOrderLinkIDMissing
}
if orderID != "" {
params.Set("order_id", orderID)
}
if orderLinkID != "" {
params.Set("order_link_id", orderLinkID)
}
return resp.Data.OrderID, by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodPost, ufuturesCancelActiveOrder, params, nil, &resp, uFuturesCancelOrderRate)
}
// CancelAllActiveUSDTFuturesOrders cancels all USDT futures unfilled or partially filled orders
func (by *Bybit) CancelAllActiveUSDTFuturesOrders(ctx context.Context, symbol currency.Pair) ([]string, error) {
resp := struct {
Data []string `json:"result"`
Error
}{}
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Data, err
}
params.Set("symbol", symbolValue)
return resp.Data, by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodPost, ufuturesCancelAllActiveOrders, params, nil, &resp, uFuturesCancelAllOrderRate)
}
// ReplaceActiveUSDTFuturesOrders modify unfilled or partially filled orders
func (by *Bybit) ReplaceActiveUSDTFuturesOrders(ctx context.Context, symbol currency.Pair, orderID, orderLinkID, takeProfitTriggerBy, stopLossTriggerBy string,
updatedQty int64, updatedPrice, takeProfitPrice, stopLossPrice float64) (string, error) {
resp := struct {
Data struct {
OrderID string `json:"order_id"`
} `json:"result"`
Error
}{}
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return "", err
}
params.Set("symbol", symbolValue)
if orderID == "" && orderLinkID == "" {
return "", errOrderOrOrderLinkIDMissing
}
if orderID != "" {
params.Set("order_id", orderID)
}
if orderLinkID != "" {
params.Set("order_link_id", orderLinkID)
}
if updatedQty != 0 {
params.Set("p_r_qty", strconv.FormatInt(updatedQty, 10))
}
if updatedPrice != 0 {
params.Set("p_r_price", strconv.FormatFloat(updatedPrice, 'f', -1, 64))
}
if takeProfitPrice != 0 {
params.Set("take_profit", strconv.FormatFloat(takeProfitPrice, 'f', -1, 64))
}
if stopLossPrice != 0 {
params.Set("stop_loss", strconv.FormatFloat(stopLossPrice, 'f', -1, 64))
}
if takeProfitTriggerBy != "" {
params.Set("tp_trigger_by", takeProfitTriggerBy)
}
if stopLossTriggerBy != "" {
params.Set("sl_trigger_by", stopLossTriggerBy)
}
return resp.Data.OrderID, by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodPost, ufuturesReplaceActiveOrder, params, nil, &resp, uFuturesDefaultRate)
}
// GetActiveUSDTRealtimeOrders query real time order data
func (by *Bybit) GetActiveUSDTRealtimeOrders(ctx context.Context, symbol currency.Pair, orderID, orderLinkID string) ([]FuturesActiveRealtimeOrder, error) {
var data []FuturesActiveRealtimeOrder
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return data, err
}
params.Set("symbol", symbolValue)
if orderID != "" {
params.Set("order_id", orderID)
}
if orderLinkID != "" {
params.Set("order_link_id", orderLinkID)
}
if orderID == "" && orderLinkID == "" {
resp := struct {
Data []FuturesActiveRealtimeOrder `json:"result"`
Error
}{}
err = by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodGet, ufuturesGetActiveRealtimeOrders, params, nil, &resp, uFuturesGetActiveRealtimeOrderRate)
if err != nil {
return data, err
}
data = append(data, resp.Data...)
} else {
resp := struct {
Data FuturesActiveRealtimeOrder `json:"result"`
Error
}{}
err = by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodGet, ufuturesGetActiveRealtimeOrders, params, nil, &resp, uFuturesGetActiveRealtimeOrderRate)
if err != nil {
return data, err
}
data = append(data, resp.Data)
}
return data, nil
}
// CreateConditionalUSDTFuturesOrder sends a new conditional USDT futures order to the exchange
func (by *Bybit) CreateConditionalUSDTFuturesOrder(ctx context.Context, symbol currency.Pair, side, orderType, timeInForce,
orderLinkID, takeProfitTriggerBy, stopLossTriggerBy, triggerBy string,
quantity, price, takeProfit, stopLoss, basePrice, stopPrice float64, closeOnTrigger, reduceOnly bool) (USDTFuturesConditionalOrderResp, error) {
resp := struct {
Data USDTFuturesConditionalOrderResp `json:"result"`
Error
}{}
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Data, err
}
params.Set("symbol", symbolValue)
params.Set("side", side)
params.Set("order_type", orderType)
if quantity <= 0 {
return resp.Data, errInvalidQuantity
}
params.Set("qty", strconv.FormatFloat(quantity, 'f', -1, 64))
if price != 0 {
params.Set("price", strconv.FormatFloat(price, 'f', -1, 64))
}
if basePrice <= 0 {
return resp.Data, errInvalidBasePrice
}
params.Set("base_price", strconv.FormatFloat(basePrice, 'f', -1, 64))
if stopPrice <= 0 {
return resp.Data, errInvalidStopPrice
}
params.Set("stop_px", strconv.FormatFloat(stopPrice, 'f', -1, 64))
if timeInForce == "" {
return resp.Data, errInvalidTimeInForce
}
params.Set("time_in_force", timeInForce)
if triggerBy != "" {
params.Set("trigger_by", triggerBy)
}
if closeOnTrigger {
params.Set("close_on_trigger", "true")
} else {
params.Set("close_on_trigger", "false")
}
if reduceOnly {
params.Set("reduce_only", "true")
} else {
params.Set("reduce_only", "false")
}
if orderLinkID != "" {
params.Set("order_link_id", orderLinkID)
}
if takeProfit != 0 {
params.Set("take_profit", strconv.FormatFloat(takeProfit, 'f', -1, 64))
}
if stopLoss != 0 {
params.Set("stop_loss", strconv.FormatFloat(stopLoss, 'f', -1, 64))
}
if takeProfitTriggerBy != "" {
params.Set("tp_trigger_by", takeProfitTriggerBy)
}
if stopLossTriggerBy != "" {
params.Set("sl_trigger_by", stopLossTriggerBy)
}
return resp.Data, by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodPost, ufuturesCreateConditionalOrder, params, nil, &resp, uFuturesCreateConditionalOrderRate)
}
// GetConditionalUSDTFuturesOrders gets list of USDT futures conditional orders
func (by *Bybit) GetConditionalUSDTFuturesOrders(ctx context.Context, symbol currency.Pair, stopOrderStatus, direction, stopOrderID, orderLinkID string, limit, page int64) ([]USDTFuturesConditionalOrders, error) {
resp := struct {
Result struct {
Data []USDTFuturesConditionalOrders `json:"data"`
CurrentPage int64 `json:"current_page"`
LastPage int64 `json:"last_page"`
} `json:"result"`
Error
}{}
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Result.Data, err
}
params.Set("symbol", symbolValue)
if stopOrderStatus != "" {
params.Set("stop_order_status", stopOrderStatus)
}
if direction != "" {
params.Set("order", direction)
}
if limit > 0 && limit <= 50 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
if page != 0 {
params.Set("page", strconv.FormatInt(page, 10))
}
if stopOrderID != "" {
params.Set("stop_order_id", stopOrderID)
}
if orderLinkID != "" {
params.Set("order_link_id", orderLinkID)
}
return resp.Result.Data, by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodGet, ufuturesGetConditionalOrders, params, nil, &resp, uFuturesGetConditionalOrderRate)
}
// CancelConditionalUSDTFuturesOrders cancels untriggered conditional orders
func (by *Bybit) CancelConditionalUSDTFuturesOrders(ctx context.Context, symbol currency.Pair, stopOrderID, orderLinkID string) (string, error) {
resp := struct {
Result struct {
StopOrderID string `json:"stop_order_id"`
} `json:"result"`
Error
}{}
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return "", err
}
params.Set("symbol", symbolValue)
if stopOrderID == "" && orderLinkID == "" {
return "", errStopOrderOrOrderLinkIDMissing
}
if stopOrderID != "" {
params.Set("stop_order_id", stopOrderID)
}
if orderLinkID != "" {
params.Set("order_link_id", orderLinkID)
}
return resp.Result.StopOrderID, by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodPost, ufuturesCancelConditionalOrder, params, nil, &resp, uFuturesCancelConditionalOrderRate)
}
// CancelAllConditionalUSDTFuturesOrders cancels all untriggered conditional orders
func (by *Bybit) CancelAllConditionalUSDTFuturesOrders(ctx context.Context, symbol currency.Pair) ([]string, error) {
resp := struct {
Data []string `json:"result"`
Error
}{}
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Data, err
}
params.Set("symbol", symbolValue)
return resp.Data, by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodPost, ufuturesCancelAllConditionalOrders, params, nil, &resp, uFuturesCancelAllConditionalOrderRate)
}
// ReplaceConditionalUSDTFuturesOrders modify unfilled or partially filled conditional orders
func (by *Bybit) ReplaceConditionalUSDTFuturesOrders(ctx context.Context, symbol currency.Pair, stopOrderID, orderLinkID, takeProfitTriggerBy, stopLossTriggerBy string,
updatedQty, updatedPrice, takeProfitPrice, stopLossPrice, orderTriggerPrice float64) (string, error) {
resp := struct {
Data struct {
OrderID string `json:"stop_order_id"`
} `json:"result"`
Error
}{}
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return "", err
}
params.Set("symbol", symbolValue)
if stopOrderID == "" && orderLinkID == "" {
return "", errStopOrderOrOrderLinkIDMissing
}
if stopOrderID != "" {
params.Set("stop_order_id", stopOrderID)
}
if orderLinkID != "" {
params.Set("order_link_id", orderLinkID)
}
if updatedQty != 0 {
params.Set("p_r_qty", strconv.FormatFloat(updatedQty, 'f', -1, 64))
}
if updatedPrice != 0 {
params.Set("p_r_price", strconv.FormatFloat(updatedPrice, 'f', -1, 64))
}
if orderTriggerPrice != 0 {
params.Set("p_r_trigger_price", strconv.FormatFloat(orderTriggerPrice, 'f', -1, 64))
}
if takeProfitPrice != 0 {
params.Set("take_profit", strconv.FormatFloat(takeProfitPrice, 'f', -1, 64))
}
if stopLossPrice != 0 {
params.Set("stop_loss", strconv.FormatFloat(stopLossPrice, 'f', -1, 64))
}
if takeProfitTriggerBy != "" {
params.Set("tp_trigger_by", takeProfitTriggerBy)
}
if stopLossTriggerBy != "" {
params.Set("sl_trigger_by", stopLossTriggerBy)
}
return resp.Data.OrderID, by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodPost, ufuturesReplaceConditionalOrder, params, nil, &resp, uFuturesDefaultRate)
}
// GetConditionalUSDTRealtimeOrders query real time conditional order data
func (by *Bybit) GetConditionalUSDTRealtimeOrders(ctx context.Context, symbol currency.Pair, stopOrderID, orderLinkID string) ([]USDTFuturesConditionalRealtimeOrder, error) {
var data []USDTFuturesConditionalRealtimeOrder
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return data, err
}
params.Set("symbol", symbolValue)
if stopOrderID != "" {
params.Set("stop_order_id", stopOrderID)
}
if orderLinkID != "" {
params.Set("order_link_id", orderLinkID)
}
if stopOrderID == "" && orderLinkID == "" {
resp := struct {
Result []USDTFuturesConditionalRealtimeOrder `json:"result"`
Error
}{}
err = by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodGet, ufuturesGetConditionalRealtimeOrders, params, nil, &resp, uFuturesGetConditionalRealtimeOrderRate)
if err != nil {
return data, err
}
data = append(data, resp.Result...)
} else {
resp := struct {
Result USDTFuturesConditionalRealtimeOrder `json:"result"`
Error
}{}
err = by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodGet, ufuturesGetConditionalRealtimeOrders, params, nil, &resp, uFuturesGetConditionalRealtimeOrderRate)
if err != nil {
return data, err
}
data = append(data, resp.Result)
}
return data, nil
}
// GetUSDTPositions returns list of user positions
func (by *Bybit) GetUSDTPositions(ctx context.Context, symbol currency.Pair) ([]USDTPositionResp, error) {
var data []USDTPositionResp
params := url.Values{}
if !symbol.IsEmpty() {
resp := struct {
Result []USDTPositionResp `json:"result"`
Error
}{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return data, err
}
params.Set("symbol", symbolValue)
err = by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodGet, ufuturesPosition, params, nil, &resp, uFuturesPositionRate)
if err != nil {
return data, err
}
data = resp.Result
} else {
resp := struct {
Result []struct {
IsValid bool `json:"is_valid"`
Data USDTPositionResp `json:"data"`
} `json:"result"`
Error
}{}
err := by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodGet, ufuturesPosition, params, nil, &resp, uFuturesPositionRate)
if err != nil {
return data, err
}
for x := range resp.Result {
data = append(data, resp.Result[x].Data)
}
}
return data, nil
}
// SetAutoAddMargin sets auto add margin
func (by *Bybit) SetAutoAddMargin(ctx context.Context, symbol currency.Pair, autoAddMargin bool, side string) error {
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return err
}
params.Set("symbol", symbolValue)
if side == "" {
return errInvalidSide
}
params.Set("side", side)
if autoAddMargin {
params.Set("take_profit", "true")
} else {
params.Set("take_profit", "false")
}
return by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodPost, ufuturesSetAutoAddMargin, params, nil, nil, uFuturesSetMarginRate)
}
// ChangeUSDTMargin switches margin between cross or isolated
func (by *Bybit) ChangeUSDTMargin(ctx context.Context, symbol currency.Pair, buyLeverage, sellLeverage float64, isIsolated bool) error {
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return err
}
params.Set("symbol", symbolValue)
params.Set("buy_leverage", strconv.FormatFloat(buyLeverage, 'f', -1, 64))
params.Set("sell_leverage", strconv.FormatFloat(sellLeverage, 'f', -1, 64))
if isIsolated {
params.Set("is_isolated", "true")
} else {
params.Set("is_isolated", "false")
}
return by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodPost, ufuturesSwitchMargin, params, nil, nil, uFuturesSwitchMargin)
}
// SwitchPositionMode switches mode between MergedSingle: One-Way Mode or BothSide: Hedge Mode
func (by *Bybit) SwitchPositionMode(ctx context.Context, symbol currency.Pair, mode string) error {
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return err
}
params.Set("symbol", symbolValue)
if mode == "" {
return errInvalidMode
}
params.Set("mode", mode)
return by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodPost, ufuturesSwitchPositionMode, params, nil, nil, uFuturesSwitchPosition)
}
// ChangeUSDTMode switches mode between full or partial position
func (by *Bybit) ChangeUSDTMode(ctx context.Context, symbol currency.Pair, takeProfitStopLoss string) (string, error) {
resp := struct {
Result struct {
Mode string `json:"tp_sl_mode"`
} `json:"result"`
Error
}{}
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Result.Mode, err
}
params.Set("symbol", symbolValue)
if takeProfitStopLoss == "" {
return resp.Result.Mode, errInvalidTakeProfitStopLoss
}
params.Set("tp_sl_mode", takeProfitStopLoss)
return resp.Result.Mode, by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodPost, ufuturesSwitchPosition, params, nil, &resp, uFuturesSwitchPosition)
}
// SetUSDTMargin updates margin
func (by *Bybit) SetUSDTMargin(ctx context.Context, symbol currency.Pair, side, margin string) (UpdateMarginResp, error) {
resp := struct {
Result struct {
Data UpdateMarginResp
WalletBalance float64
AvailableBalance float64
} `json:"result"`
Error
}{}
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Result.Data, err
}
params.Set("symbol", symbolValue)
if side == "" {
return resp.Result.Data, errInvalidSide
}
params.Set("side", side)
if margin == "" {
return resp.Result.Data, errInvalidMargin
}
params.Set("margin", margin)
return resp.Result.Data, by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodPost, ufuturesUpdateMargin, params, nil, &resp, uFuturesUpdateMarginRate)
}
// SetUSDTLeverage sets leverage
func (by *Bybit) SetUSDTLeverage(ctx context.Context, symbol currency.Pair, buyLeverage, sellLeverage float64) error {
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return err
}
params.Set("symbol", symbolValue)
if buyLeverage <= 0 {
return errInvalidBuyLeverage
}
params.Set("buy_leverage", strconv.FormatFloat(buyLeverage, 'f', -1, 64))
if sellLeverage <= 0 {
return errInvalidSellLeverage
}
params.Set("sell_leverage", strconv.FormatFloat(sellLeverage, 'f', -1, 64))
return by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodPost, ufuturesSetLeverage, params, nil, nil, uFuturesSetLeverageRate)
}
// SetUSDTTradingAndStop sets take profit, stop loss, and trailing stop for your open position
func (by *Bybit) SetUSDTTradingAndStop(ctx context.Context, symbol currency.Pair, takeProfit, stopLoss, trailingStop, stopLossQty, takeProfitQty float64, side, takeProfitTriggerBy, stopLossTriggerBy string) error {
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return err
}
params.Set("symbol", symbolValue)
if side == "" {
return errInvalidSide
}
params.Set("side", side)
if takeProfit >= 0 {
params.Set("take_profit", strconv.FormatFloat(takeProfit, 'f', -1, 64))
}
if stopLoss >= 0 {
params.Set("stop_loss", strconv.FormatFloat(stopLoss, 'f', -1, 64))
}
if trailingStop >= 0 {
params.Set("trailing_stop", strconv.FormatFloat(trailingStop, 'f', -1, 64))
}
if takeProfitQty != 0 {
params.Set("tp_size", strconv.FormatFloat(takeProfitQty, 'f', -1, 64))
}
if stopLossQty != 0 {
params.Set("sl_size", strconv.FormatFloat(stopLossQty, 'f', -1, 64))
}
if takeProfitTriggerBy != "" {
params.Set("tp_trigger_by", takeProfitTriggerBy)
}
if stopLossTriggerBy != "" {
params.Set("sl_trigger_by", stopLossTriggerBy)
}
return by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodPost, ufuturesSetTradingStop, params, nil, nil, uFuturesSetTradingStopRate)
}
// GetUSDTTradeRecords returns list of user trades
func (by *Bybit) GetUSDTTradeRecords(ctx context.Context, symbol currency.Pair, executionType string, startTime, endTime, page, limit int64) ([]TradeData, error) {
params := url.Values{}
resp := struct {
Data struct {
CurrentPage int64 `json:"current_page"`
Trades []TradeData `json:"data"`
} `json:"result"`
Error
}{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Data.Trades, err
}
params.Set("symbol", symbolValue)
if executionType != "" {
params.Set("exec_type", executionType)
}
if startTime != 0 {
params.Set("start_time", strconv.FormatInt(startTime, 10))
}
if endTime != 0 {
params.Set("end_time", strconv.FormatInt(endTime, 10))
}
if page != 0 {
params.Set("page", strconv.FormatInt(page, 10))
}
if limit > 0 && limit <= 200 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
return resp.Data.Trades, by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodGet, ufuturesGetTrades, params, nil, &resp, uFuturesGetTradesRate)
}
// GetClosedUSDTTrades returns closed profit and loss records
func (by *Bybit) GetClosedUSDTTrades(ctx context.Context, symbol currency.Pair, executionType string, startTime, endTime time.Time, page, limit int64) ([]ClosedTrades, error) {
params := url.Values{}
resp := struct {
Data struct {
CurrentPage int64 `json:"current_page"`
Trades []ClosedTrades `json:"data"`
} `json:"result"`
Error
}{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Data.Trades, err
}
params.Set("symbol", symbolValue)
if executionType != "" {
params.Set("execution_type", executionType)
}
if !startTime.IsZero() {
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
}
if !endTime.IsZero() {
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
if page > 0 && page <= 50 {
params.Set("page", strconv.FormatInt(page, 10))
}
if limit > 0 && limit <= 50 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
return resp.Data.Trades, by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodGet, ufuturesGetClosedTrades, params, nil, &resp, uFuturesGetClosedTradesRate)
}
// SetUSDTRiskLimit sets risk limit
func (by *Bybit) SetUSDTRiskLimit(ctx context.Context, symbol currency.Pair, side string, riskID int64) (int64, error) {
resp := struct {
Result struct {
RiskID int64 `json:"risk_id"`
} `json:"result"`
Error
}{}
params := url.Values{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Result.RiskID, err
}
params.Set("symbol", symbolValue)
if side == "" {
return 0, errInvalidSide
}
params.Set("side", side)
if riskID <= 0 {
return resp.Result.RiskID, errInvalidRiskID
}
params.Set("risk_id", strconv.FormatInt(riskID, 10))
return resp.Result.RiskID, by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodPost, ufuturesSetRiskLimit, params, nil, &resp, uFuturesDefaultRate)
}
// GetPredictedUSDTFundingRate returns predicted funding rates and fees
func (by *Bybit) GetPredictedUSDTFundingRate(ctx context.Context, symbol currency.Pair) (fundingRate, fundingFee float64, err error) {
params := url.Values{}
resp := struct {
Result struct {
PredictedFundingRate float64 `json:"predicted_funding_rate"`
PredictedFundingFee float64 `json:"predicted_funding_fee"`
} `json:"result"`
Error
}{}
var symbolValue string
symbolValue, err = by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Result.PredictedFundingRate, resp.Result.PredictedFundingFee, err
}
params.Set("symbol", symbolValue)
err = by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodGet, ufuturesPredictFundingRate, params, nil, &resp, uFuturesPredictFundingRate)
fundingRate = resp.Result.PredictedFundingRate
fundingFee = resp.Result.PredictedFundingFee
return
}
// GetLastUSDTFundingFee returns last funding fees
func (by *Bybit) GetLastUSDTFundingFee(ctx context.Context, symbol currency.Pair) (FundingFee, error) {
params := url.Values{}
resp := struct {
Result FundingFee `json:"result"`
Error
}{}
symbolValue, err := by.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp.Result, err
}
params.Set("symbol", symbolValue)
return resp.Result, by.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodGet, ufuturesGetMyLastFundingFee, params, nil, &resp, uFuturesGetMyLastFundingFeeRate)
}