Files
gocryptotrader/exchanges/gateio/gateio_websocket_request_futures.go
Ryan O'Hara-Reid dcf98ec700 exchanges/order, GateIO: Update USDT margined futures pathway for cancel all orders (#2021)
* order/gateio: update USDT margined futures pathway for cancel all orders and drop count field

* gateio: add and expand tests for CancelAllOrders and getExchangeSide

* Add test for load

* linter: fix

* Update exchanges/kraken/kraken_wrapper.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* Update exchanges/order/orders.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits

* glorious: nits

* reverted change for options

* Update exchanges/gateio/gateio_wrapper_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/gateio/gateio_wrapper.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/deribit/deribit_wrapper.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/gateio/gateio_wrapper_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/gateio/gateio_wrapper_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Add consts for cancel side references

* Update exchanges/gateio/gateio_wrapper.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/gateio/gateio_wrapper.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/gateio/gateio_websocket_request_futures.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* thrasher-: nits

---------

Co-authored-by: Ryan O'Hara-Reid <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>
2025-10-02 15:50:51 +10:00

162 lines
5.6 KiB
Go

package gateio
import (
"context"
"errors"
"fmt"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
)
var errStatusNotSet = errors.New("status not set")
// authenticateFutures sends an authentication message to the websocket connection
func (e *Exchange) authenticateFutures(ctx context.Context, conn websocket.Connection) error {
return e.websocketLogin(ctx, conn, "futures.login")
}
// WebsocketFuturesSubmitOrder submits an order via the websocket connection
func (e *Exchange) WebsocketFuturesSubmitOrder(ctx context.Context, a asset.Item, o *ContractOrderCreateParams) (*WebsocketFuturesOrderResponse, error) {
resps, err := e.WebsocketFuturesSubmitOrders(ctx, a, o)
if err != nil {
return nil, err
}
if len(resps) != 1 {
return nil, common.ErrInvalidResponse
}
return resps[0], err
}
// WebsocketFuturesSubmitOrders submits orders via the websocket connection. All orders must be for the same asset.
func (e *Exchange) WebsocketFuturesSubmitOrders(ctx context.Context, a asset.Item, orders ...*ContractOrderCreateParams) ([]*WebsocketFuturesOrderResponse, error) {
if len(orders) == 0 {
return nil, errOrdersEmpty
}
for _, o := range orders {
if err := o.validate(false); err != nil {
return nil, err
}
if _, err := getSettlementCurrency(o.Contract, a); err != nil {
return nil, err
}
}
if len(orders) == 1 {
var singleResponse *WebsocketFuturesOrderResponse
err := e.SendWebsocketRequest(ctx, perpetualSubmitOrderEPL, "futures.order_place", a, orders[0], &singleResponse, 2)
return []*WebsocketFuturesOrderResponse{singleResponse}, err
}
var resp []*WebsocketFuturesOrderResponse
return resp, e.SendWebsocketRequest(ctx, perpetualSubmitBatchOrdersEPL, "futures.order_batch_place", a, orders, &resp, 2)
}
// WebsocketFuturesCancelOrder cancels an order via the websocket connection.
func (e *Exchange) WebsocketFuturesCancelOrder(ctx context.Context, orderID string, contract currency.Pair, a asset.Item) (*WebsocketFuturesOrderResponse, error) {
if orderID == "" {
return nil, order.ErrOrderIDNotSet
}
if err := validateFuturesPairAsset(contract, a); err != nil {
return nil, err
}
params := &struct {
OrderID string `json:"order_id"`
}{OrderID: orderID}
var resp WebsocketFuturesOrderResponse
return &resp, e.SendWebsocketRequest(ctx, perpetualCancelOrderEPL, "futures.order_cancel", a, params, &resp, 1)
}
// WebsocketFuturesCancelAllOpenFuturesOrders cancels multiple orders via the websocket.
func (e *Exchange) WebsocketFuturesCancelAllOpenFuturesOrders(ctx context.Context, contract currency.Pair, a asset.Item, side string) ([]WebsocketFuturesOrderResponse, error) {
if err := validateFuturesPairAsset(contract, a); err != nil {
return nil, err
}
if side != "" && side != order.Ask.Lower() && side != order.Bid.Lower() {
return nil, fmt.Errorf("%w: %s", order.ErrSideIsInvalid, side)
}
params := &struct {
Contract currency.Pair `json:"contract"`
Side string `json:"side,omitempty"`
}{Contract: contract, Side: side}
var resp []WebsocketFuturesOrderResponse
return resp, e.SendWebsocketRequest(ctx, perpetualCancelOpenOrdersEPL, "futures.order_cancel_cp", a, params, &resp, 2)
}
// WebsocketFuturesAmendOrder amends an order via the websocket connection
func (e *Exchange) WebsocketFuturesAmendOrder(ctx context.Context, amend *WebsocketFuturesAmendOrder) (*WebsocketFuturesOrderResponse, error) {
if amend == nil {
return nil, fmt.Errorf("%w: %T", common.ErrNilPointer, amend)
}
if amend.OrderID == "" {
return nil, order.ErrOrderIDNotSet
}
if err := validateFuturesPairAsset(amend.Contract, amend.Asset); err != nil {
return nil, err
}
if amend.Size == 0 && amend.Price == "" {
return nil, fmt.Errorf("%w: size or price must be set", errInvalidAmount)
}
var resp WebsocketFuturesOrderResponse
return &resp, e.SendWebsocketRequest(ctx, perpetualAmendOrderEPL, "futures.order_amend", amend.Asset, amend, &resp, 1)
}
// WebsocketFuturesOrderList fetches a list of orders via the websocket connection
func (e *Exchange) WebsocketFuturesOrderList(ctx context.Context, list *WebsocketFutureOrdersList) ([]WebsocketFuturesOrderResponse, error) {
if list == nil {
return nil, fmt.Errorf("%w: %T", common.ErrNilPointer, list)
}
if err := validateFuturesPairAsset(list.Contract, list.Asset); err != nil {
return nil, err
}
if list.Status == "" {
return nil, errStatusNotSet
}
var resp []WebsocketFuturesOrderResponse
return resp, e.SendWebsocketRequest(ctx, perpetualGetOrdersEPL, "futures.order_list", list.Asset, list, &resp, 1)
}
// WebsocketFuturesGetOrderStatus gets the status of an order via the websocket connection.
func (e *Exchange) WebsocketFuturesGetOrderStatus(ctx context.Context, contract currency.Pair, a asset.Item, orderID string) (*WebsocketFuturesOrderResponse, error) {
if err := validateFuturesPairAsset(contract, a); err != nil {
return nil, err
}
if orderID == "" {
return nil, order.ErrOrderIDNotSet
}
params := &struct {
OrderID string `json:"order_id"`
}{OrderID: orderID}
var resp WebsocketFuturesOrderResponse
return &resp, e.SendWebsocketRequest(ctx, perpetualFetchOrderEPL, "futures.order_status", a, params, &resp, 1)
}
// validateFuturesPairAsset enforces that a futures pair's quote currency matches the given asset
func validateFuturesPairAsset(pair currency.Pair, a asset.Item) error {
if pair.IsEmpty() {
return currency.ErrCurrencyPairEmpty
}
_, err := getSettlementCurrency(pair, a)
return err
}