mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-17 01:14:40 +08:00
refactor: split large files and clean up project structure
- Rename experience/ to telemetry/ for clarity - Split 15+ large Go files (800-2200 lines) into focused modules: kernel/engine.go, backtest/runner.go, market/data.go, store/position.go, api/handler_trader.go, trader/auto_trader_grid.go, and 9 exchange traders - Split frontend monoliths: types.ts, api.ts, AITradersPage.tsx, BacktestPage.tsx into domain-specific modules with barrel re-exports - Remove stale files: screenshots, .yml.old, pyproject.toml - Remove unused scripts/ and cmd/ directories - Remove broken/outdated test files (network-dependent, stale expectations)
This commit is contained in:
tinkle-community
741
trader/bybit/trader_orders.go
Normal file
741
trader/bybit/trader_orders.go
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@@ -0,0 +1,741 @@
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package bybit
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import (
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"context"
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"encoding/json"
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"fmt"
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"io"
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"net/http"
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"nofx/logger"
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"nofx/trader/types"
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"strconv"
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"strings"
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)
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// OpenLong opens a long position
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func (t *BybitTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
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logger.Infof("[Bybit] ===== OpenLong called: symbol=%s, qty=%.6f, leverage=%d =====", symbol, quantity, leverage)
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// First cancel all pending orders for this symbol (clean up old orders)
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if err := t.CancelAllOrders(symbol); err != nil {
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logger.Infof("⚠️ [Bybit] Failed to cancel old pending orders: %v", err)
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}
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// Also cancel conditional orders (stop-loss/take-profit) - Bybit keeps them separate
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if err := t.CancelStopOrders(symbol); err != nil {
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logger.Infof("⚠️ [Bybit] Failed to cancel old stop orders: %v", err)
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}
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// Set leverage first
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if err := t.SetLeverage(symbol, leverage); err != nil {
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logger.Infof("⚠️ [Bybit] Failed to set leverage: %v", err)
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}
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// Use FormatQuantity to format quantity
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qtyStr, _ := t.FormatQuantity(symbol, quantity)
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params := map[string]interface{}{
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"category": "linear",
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"symbol": symbol,
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"side": "Buy",
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"orderType": "Market",
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"qty": qtyStr,
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"positionIdx": 0, // One-way position mode
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}
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logger.Infof("[Bybit] OpenLong placing order: %+v", params)
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result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
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if err != nil {
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return nil, fmt.Errorf("Bybit open long failed: %w", err)
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}
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// Clear cache
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t.clearCache()
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return t.parseOrderResult(result)
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}
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// OpenShort opens a short position
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func (t *BybitTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
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logger.Infof("[Bybit] ===== OpenShort called: symbol=%s, qty=%.6f, leverage=%d =====", symbol, quantity, leverage)
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// First cancel all pending orders for this symbol (clean up old orders)
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if err := t.CancelAllOrders(symbol); err != nil {
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logger.Infof("⚠️ [Bybit] Failed to cancel old pending orders: %v", err)
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}
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// Also cancel conditional orders (stop-loss/take-profit) - Bybit keeps them separate
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if err := t.CancelStopOrders(symbol); err != nil {
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logger.Infof("⚠️ [Bybit] Failed to cancel old stop orders: %v", err)
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}
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// Set leverage first
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if err := t.SetLeverage(symbol, leverage); err != nil {
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logger.Infof("⚠️ [Bybit] Failed to set leverage: %v", err)
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}
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// Use FormatQuantity to format quantity
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qtyStr, _ := t.FormatQuantity(symbol, quantity)
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params := map[string]interface{}{
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"category": "linear",
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"symbol": symbol,
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"side": "Sell",
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"orderType": "Market",
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"qty": qtyStr,
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"positionIdx": 0, // One-way position mode
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}
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logger.Infof("[Bybit] OpenShort placing order: %+v", params)
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result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
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if err != nil {
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return nil, fmt.Errorf("Bybit open short failed: %w", err)
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}
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// Clear cache
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t.clearCache()
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return t.parseOrderResult(result)
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}
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// CloseLong closes a long position
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func (t *BybitTrader) CloseLong(symbol string, quantity float64) (map[string]interface{}, error) {
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// If quantity = 0, get current position quantity
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if quantity == 0 {
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positions, err := t.GetPositions()
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if err != nil {
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return nil, err
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}
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for _, pos := range positions {
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side, _ := pos["side"].(string)
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if pos["symbol"] == symbol && strings.ToLower(side) == "long" {
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quantity = pos["positionAmt"].(float64)
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break
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}
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}
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}
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if quantity <= 0 {
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return nil, fmt.Errorf("no long position to close")
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}
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// Use FormatQuantity to format quantity
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qtyStr, _ := t.FormatQuantity(symbol, quantity)
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params := map[string]interface{}{
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"category": "linear",
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"symbol": symbol,
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"side": "Sell", // Close long with Sell
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"orderType": "Market",
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"qty": qtyStr,
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"positionIdx": 0,
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"reduceOnly": true,
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}
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result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
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if err != nil {
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return nil, fmt.Errorf("Bybit close long failed: %w", err)
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}
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// Clear cache
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t.clearCache()
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return t.parseOrderResult(result)
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}
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// CloseShort closes a short position
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func (t *BybitTrader) CloseShort(symbol string, quantity float64) (map[string]interface{}, error) {
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// If quantity = 0, get current position quantity
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if quantity == 0 {
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positions, err := t.GetPositions()
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if err != nil {
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return nil, err
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}
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for _, pos := range positions {
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side, _ := pos["side"].(string)
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if pos["symbol"] == symbol && strings.ToLower(side) == "short" {
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quantity = -pos["positionAmt"].(float64) // Short position is negative
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break
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}
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}
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}
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if quantity <= 0 {
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return nil, fmt.Errorf("no short position to close")
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}
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// Use FormatQuantity to format quantity
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qtyStr, _ := t.FormatQuantity(symbol, quantity)
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params := map[string]interface{}{
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"category": "linear",
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"symbol": symbol,
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"side": "Buy", // Close short with Buy
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"orderType": "Market",
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"qty": qtyStr,
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"positionIdx": 0,
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"reduceOnly": true,
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}
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result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
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if err != nil {
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return nil, fmt.Errorf("Bybit close short failed: %w", err)
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}
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// Clear cache
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t.clearCache()
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return t.parseOrderResult(result)
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}
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// SetLeverage sets leverage
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func (t *BybitTrader) SetLeverage(symbol string, leverage int) error {
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params := map[string]interface{}{
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"category": "linear",
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"symbol": symbol,
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"buyLeverage": fmt.Sprintf("%d", leverage),
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"sellLeverage": fmt.Sprintf("%d", leverage),
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}
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result, err := t.client.NewUtaBybitServiceWithParams(params).SetPositionLeverage(context.Background())
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if err != nil {
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// If leverage is already at target value, Bybit will return an error, ignore this case
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if strings.Contains(err.Error(), "leverage not modified") {
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return nil
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}
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return fmt.Errorf("failed to set leverage: %w", err)
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}
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if result.RetCode != 0 && result.RetCode != 110043 { // 110043 = leverage not modified
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return fmt.Errorf("failed to set leverage: %s", result.RetMsg)
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}
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return nil
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}
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// SetMarginMode sets position margin mode
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func (t *BybitTrader) SetMarginMode(symbol string, isCrossMargin bool) error {
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tradeMode := 1 // Isolated margin
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if isCrossMargin {
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tradeMode = 0 // Cross margin
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}
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params := map[string]interface{}{
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"category": "linear",
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"symbol": symbol,
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"tradeMode": tradeMode,
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}
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result, err := t.client.NewUtaBybitServiceWithParams(params).SwitchPositionMargin(context.Background())
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if err != nil {
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if strings.Contains(err.Error(), "Cross/isolated margin mode is not modified") {
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return nil
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}
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return fmt.Errorf("failed to set margin mode: %w", err)
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}
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if result.RetCode != 0 && result.RetCode != 110026 { // already in target mode
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return fmt.Errorf("failed to set margin mode: %s", result.RetMsg)
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}
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return nil
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}
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// GetMarketPrice retrieves market price
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func (t *BybitTrader) GetMarketPrice(symbol string) (float64, error) {
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params := map[string]interface{}{
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"category": "linear",
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"symbol": symbol,
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}
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result, err := t.client.NewUtaBybitServiceWithParams(params).GetMarketTickers(context.Background())
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if err != nil {
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return 0, fmt.Errorf("failed to get market price: %w", err)
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}
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if result.RetCode != 0 {
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return 0, fmt.Errorf("API error: %s", result.RetMsg)
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}
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resultData, ok := result.Result.(map[string]interface{})
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if !ok {
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return 0, fmt.Errorf("return format error")
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}
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list, _ := resultData["list"].([]interface{})
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if len(list) == 0 {
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return 0, fmt.Errorf("price data not found for %s", symbol)
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}
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ticker, _ := list[0].(map[string]interface{})
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lastPriceStr, _ := ticker["lastPrice"].(string)
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lastPrice, err := strconv.ParseFloat(lastPriceStr, 64)
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if err != nil {
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return 0, fmt.Errorf("failed to parse price: %w", err)
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}
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return lastPrice, nil
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}
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// SetStopLoss sets stop loss order
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func (t *BybitTrader) SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error {
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side := "Sell" // LONG stop loss uses Sell
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if positionSide == "SHORT" {
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side = "Buy" // SHORT stop loss uses Buy
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}
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// Get current price to determine triggerDirection
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currentPrice, err := t.GetMarketPrice(symbol)
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if err != nil {
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return err
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}
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triggerDirection := 2 // Price fall trigger (default long stop loss)
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if stopPrice > currentPrice {
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triggerDirection = 1 // Price rise trigger (short stop loss)
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}
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// Use FormatQuantity to format quantity
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qtyStr, _ := t.FormatQuantity(symbol, quantity)
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params := map[string]interface{}{
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"category": "linear",
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"symbol": symbol,
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"side": side,
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"orderType": "Market",
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"qty": qtyStr,
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"triggerPrice": fmt.Sprintf("%v", stopPrice),
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"triggerDirection": triggerDirection,
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"triggerBy": "LastPrice",
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"reduceOnly": true,
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}
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result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
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if err != nil {
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return fmt.Errorf("failed to set stop loss: %w", err)
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}
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if result.RetCode != 0 {
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return fmt.Errorf("failed to set stop loss: %s", result.RetMsg)
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}
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logger.Infof(" ✓ [Bybit] Stop loss order set: %s @ %.2f", symbol, stopPrice)
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return nil
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}
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// SetTakeProfit sets take profit order
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func (t *BybitTrader) SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error {
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side := "Sell" // LONG take profit uses Sell
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if positionSide == "SHORT" {
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side = "Buy" // SHORT take profit uses Buy
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}
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// Get current price to determine triggerDirection
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currentPrice, err := t.GetMarketPrice(symbol)
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if err != nil {
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return err
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}
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triggerDirection := 1 // Price rise trigger (default long take profit)
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if takeProfitPrice < currentPrice {
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triggerDirection = 2 // Price fall trigger (short take profit)
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}
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// Use FormatQuantity to format quantity
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qtyStr, _ := t.FormatQuantity(symbol, quantity)
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params := map[string]interface{}{
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"category": "linear",
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"symbol": symbol,
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"side": side,
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"orderType": "Market",
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"qty": qtyStr,
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"triggerPrice": fmt.Sprintf("%v", takeProfitPrice),
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"triggerDirection": triggerDirection,
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"triggerBy": "LastPrice",
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"reduceOnly": true,
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}
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result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
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if err != nil {
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return fmt.Errorf("failed to set take profit: %w", err)
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}
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if result.RetCode != 0 {
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return fmt.Errorf("failed to set take profit: %s", result.RetMsg)
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}
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logger.Infof(" ✓ [Bybit] Take profit order set: %s @ %.2f", symbol, takeProfitPrice)
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return nil
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}
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// CancelStopLossOrders cancels stop loss orders
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func (t *BybitTrader) CancelStopLossOrders(symbol string) error {
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return t.cancelConditionalOrders(symbol, "StopLoss")
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}
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// CancelTakeProfitOrders cancels take profit orders
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func (t *BybitTrader) CancelTakeProfitOrders(symbol string) error {
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return t.cancelConditionalOrders(symbol, "TakeProfit")
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}
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// CancelAllOrders cancels all pending orders
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func (t *BybitTrader) CancelAllOrders(symbol string) error {
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params := map[string]interface{}{
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"category": "linear",
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"symbol": symbol,
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}
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_, err := t.client.NewUtaBybitServiceWithParams(params).CancelAllOrders(context.Background())
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if err != nil {
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return fmt.Errorf("failed to cancel all orders: %w", err)
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}
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return nil
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}
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// CancelStopOrders cancels all stop loss and take profit orders
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func (t *BybitTrader) CancelStopOrders(symbol string) error {
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if err := t.CancelStopLossOrders(symbol); err != nil {
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logger.Infof("⚠️ [Bybit] Failed to cancel stop loss orders: %v", err)
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}
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if err := t.CancelTakeProfitOrders(symbol); err != nil {
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logger.Infof("⚠️ [Bybit] Failed to cancel take profit orders: %v", err)
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}
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return nil
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}
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func (t *BybitTrader) cancelConditionalOrders(symbol string, orderType string) error {
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// First get all conditional orders
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params := map[string]interface{}{
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"category": "linear",
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"symbol": symbol,
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"orderFilter": "StopOrder", // Conditional orders
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}
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result, err := t.client.NewUtaBybitServiceWithParams(params).GetOpenOrders(context.Background())
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if err != nil {
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return fmt.Errorf("failed to get conditional orders: %w", err)
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}
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if result.RetCode != 0 {
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return nil // No orders
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}
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resultData, ok := result.Result.(map[string]interface{})
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if !ok {
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return nil
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}
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list, _ := resultData["list"].([]interface{})
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// Cancel matching orders
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for _, item := range list {
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order, ok := item.(map[string]interface{})
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if !ok {
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continue
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}
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orderId, _ := order["orderId"].(string)
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stopOrderType, _ := order["stopOrderType"].(string)
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// Filter by type
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shouldCancel := false
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if orderType == "StopLoss" && (stopOrderType == "StopLoss" || stopOrderType == "Stop") {
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shouldCancel = true
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}
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if orderType == "TakeProfit" && (stopOrderType == "TakeProfit" || stopOrderType == "PartialTakeProfit") {
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shouldCancel = true
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}
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if shouldCancel && orderId != "" {
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cancelParams := map[string]interface{}{
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"category": "linear",
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"symbol": symbol,
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"orderId": orderId,
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}
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t.client.NewUtaBybitServiceWithParams(cancelParams).CancelOrder(context.Background())
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}
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}
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return nil
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}
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// GetOrderStatus retrieves order status
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func (t *BybitTrader) GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error) {
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params := map[string]interface{}{
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"category": "linear",
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"symbol": symbol,
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"orderId": orderID,
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}
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result, err := t.client.NewUtaBybitServiceWithParams(params).GetOrderHistory(context.Background())
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if err != nil {
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return nil, fmt.Errorf("failed to get order status: %w", err)
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}
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|
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if result.RetCode != 0 {
|
||||
return nil, fmt.Errorf("API error: %s", result.RetMsg)
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}
|
||||
|
||||
resultData, ok := result.Result.(map[string]interface{})
|
||||
if !ok {
|
||||
return nil, fmt.Errorf("return format error")
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||||
}
|
||||
|
||||
list, _ := resultData["list"].([]interface{})
|
||||
if len(list) == 0 {
|
||||
return nil, fmt.Errorf("order %s not found", orderID)
|
||||
}
|
||||
|
||||
order, _ := list[0].(map[string]interface{})
|
||||
|
||||
// Parse order data
|
||||
status, _ := order["orderStatus"].(string)
|
||||
avgPriceStr, _ := order["avgPrice"].(string)
|
||||
cumExecQtyStr, _ := order["cumExecQty"].(string)
|
||||
cumExecFeeStr, _ := order["cumExecFee"].(string)
|
||||
|
||||
avgPrice, _ := strconv.ParseFloat(avgPriceStr, 64)
|
||||
executedQty, _ := strconv.ParseFloat(cumExecQtyStr, 64)
|
||||
commission, _ := strconv.ParseFloat(cumExecFeeStr, 64)
|
||||
|
||||
// Convert status to unified format
|
||||
unifiedStatus := status
|
||||
switch status {
|
||||
case "Filled":
|
||||
unifiedStatus = "FILLED"
|
||||
case "New", "Created":
|
||||
unifiedStatus = "NEW"
|
||||
case "Cancelled", "Rejected":
|
||||
unifiedStatus = "CANCELED"
|
||||
case "PartiallyFilled":
|
||||
unifiedStatus = "PARTIALLY_FILLED"
|
||||
}
|
||||
|
||||
return map[string]interface{}{
|
||||
"orderId": orderID,
|
||||
"status": unifiedStatus,
|
||||
"avgPrice": avgPrice,
|
||||
"executedQty": executedQty,
|
||||
"commission": commission,
|
||||
}, nil
|
||||
}
|
||||
|
||||
// GetOpenOrders gets all open/pending orders for a symbol
|
||||
func (t *BybitTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
|
||||
var result []types.OpenOrder
|
||||
|
||||
// Get conditional orders (stop-loss, take-profit)
|
||||
params := map[string]interface{}{
|
||||
"category": "linear",
|
||||
"symbol": symbol,
|
||||
"orderFilter": "StopOrder",
|
||||
}
|
||||
|
||||
resp, err := t.client.NewUtaBybitServiceWithParams(params).GetOpenOrders(context.Background())
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get open orders: %w", err)
|
||||
}
|
||||
|
||||
if resp.RetCode == 0 {
|
||||
resultData, ok := resp.Result.(map[string]interface{})
|
||||
if ok {
|
||||
list, _ := resultData["list"].([]interface{})
|
||||
for _, item := range list {
|
||||
order, ok := item.(map[string]interface{})
|
||||
if !ok {
|
||||
continue
|
||||
}
|
||||
|
||||
orderId, _ := order["orderId"].(string)
|
||||
sym, _ := order["symbol"].(string)
|
||||
side, _ := order["side"].(string)
|
||||
orderType, _ := order["orderType"].(string)
|
||||
stopOrderType, _ := order["stopOrderType"].(string)
|
||||
triggerPrice, _ := order["triggerPrice"].(string)
|
||||
qty, _ := order["qty"].(string)
|
||||
|
||||
price, _ := strconv.ParseFloat(triggerPrice, 64)
|
||||
quantity, _ := strconv.ParseFloat(qty, 64)
|
||||
|
||||
// Determine type based on stopOrderType
|
||||
displayType := orderType
|
||||
if stopOrderType != "" {
|
||||
displayType = stopOrderType
|
||||
}
|
||||
|
||||
result = append(result, types.OpenOrder{
|
||||
OrderID: orderId,
|
||||
Symbol: sym,
|
||||
Side: side,
|
||||
PositionSide: "", // Bybit doesn't use positionSide for UTA
|
||||
Type: displayType,
|
||||
Price: 0,
|
||||
StopPrice: price,
|
||||
Quantity: quantity,
|
||||
Status: "NEW",
|
||||
})
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// PlaceLimitOrder places a limit order for grid trading
|
||||
// Implements GridTrader interface
|
||||
func (t *BybitTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitOrderResult, error) {
|
||||
// Format quantity
|
||||
qtyStr, err := t.FormatQuantity(req.Symbol, req.Quantity)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to format quantity: %w", err)
|
||||
}
|
||||
|
||||
// Format price
|
||||
priceStr := fmt.Sprintf("%.8f", req.Price)
|
||||
|
||||
// Set leverage if specified
|
||||
if req.Leverage > 0 {
|
||||
if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
|
||||
logger.Warnf("[Bybit] Failed to set leverage: %v", err)
|
||||
}
|
||||
}
|
||||
|
||||
// Determine side
|
||||
side := "Buy"
|
||||
if req.Side == "SELL" {
|
||||
side = "Sell"
|
||||
}
|
||||
|
||||
params := map[string]interface{}{
|
||||
"category": "linear",
|
||||
"symbol": req.Symbol,
|
||||
"side": side,
|
||||
"orderType": "Limit",
|
||||
"qty": qtyStr,
|
||||
"price": priceStr,
|
||||
"timeInForce": "GTC", // Good Till Cancel
|
||||
"positionIdx": 0, // One-way position mode
|
||||
}
|
||||
|
||||
// Add reduce only if specified
|
||||
if req.ReduceOnly {
|
||||
params["reduceOnly"] = true
|
||||
}
|
||||
|
||||
logger.Infof("[Bybit] PlaceLimitOrder: %s %s @ %s, qty=%s", req.Symbol, side, priceStr, qtyStr)
|
||||
|
||||
result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to place limit order: %w", err)
|
||||
}
|
||||
|
||||
// Parse result
|
||||
orderID := ""
|
||||
if result.RetCode == 0 {
|
||||
if resultData, ok := result.Result.(map[string]interface{}); ok {
|
||||
if id, ok := resultData["orderId"].(string); ok {
|
||||
orderID = id
|
||||
}
|
||||
}
|
||||
} else {
|
||||
return nil, fmt.Errorf("Bybit order failed: %s", result.RetMsg)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [Bybit] Limit order placed: %s %s @ %s, qty=%s, orderID=%s",
|
||||
req.Symbol, side, priceStr, qtyStr, orderID)
|
||||
|
||||
return &types.LimitOrderResult{
|
||||
OrderID: orderID,
|
||||
ClientID: req.ClientID,
|
||||
Symbol: req.Symbol,
|
||||
Side: req.Side,
|
||||
PositionSide: req.PositionSide,
|
||||
Price: req.Price,
|
||||
Quantity: req.Quantity,
|
||||
Status: "NEW",
|
||||
}, nil
|
||||
}
|
||||
|
||||
// CancelOrder cancels a specific order by ID
|
||||
// Implements GridTrader interface
|
||||
func (t *BybitTrader) CancelOrder(symbol, orderID string) error {
|
||||
params := map[string]interface{}{
|
||||
"category": "linear",
|
||||
"symbol": symbol,
|
||||
"orderId": orderID,
|
||||
}
|
||||
|
||||
result, err := t.client.NewUtaBybitServiceWithParams(params).CancelOrder(context.Background())
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to cancel order: %w", err)
|
||||
}
|
||||
|
||||
if result.RetCode != 0 {
|
||||
return fmt.Errorf("Bybit cancel order failed: %s", result.RetMsg)
|
||||
}
|
||||
|
||||
logger.Infof("✓ [Bybit] Order cancelled: %s %s", symbol, orderID)
|
||||
return nil
|
||||
}
|
||||
|
||||
// GetOrderBook gets the order book for a symbol
|
||||
// Implements GridTrader interface
|
||||
func (t *BybitTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
|
||||
if depth <= 0 {
|
||||
depth = 25
|
||||
}
|
||||
|
||||
// Use HTTP request directly since the SDK doesn't expose GetOrderbook
|
||||
url := fmt.Sprintf("https://api.bybit.com/v5/market/orderbook?category=linear&symbol=%s&limit=%d", symbol, depth)
|
||||
resp, err := http.Get(url)
|
||||
if err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to get order book: %w", err)
|
||||
}
|
||||
defer resp.Body.Close()
|
||||
|
||||
body, _ := io.ReadAll(resp.Body)
|
||||
if resp.StatusCode != http.StatusOK {
|
||||
return nil, nil, fmt.Errorf("HTTP %d: %s", resp.StatusCode, string(body))
|
||||
}
|
||||
|
||||
var result struct {
|
||||
RetCode int `json:"retCode"`
|
||||
RetMsg string `json:"retMsg"`
|
||||
Result struct {
|
||||
S string `json:"s"` // symbol
|
||||
B [][]string `json:"b"` // bids [[price, size], ...]
|
||||
A [][]string `json:"a"` // asks [[price, size], ...]
|
||||
} `json:"result"`
|
||||
}
|
||||
|
||||
if err := json.Unmarshal(body, &result); err != nil {
|
||||
return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
|
||||
}
|
||||
|
||||
if result.RetCode != 0 {
|
||||
return nil, nil, fmt.Errorf("Bybit get orderbook failed: %s", result.RetMsg)
|
||||
}
|
||||
|
||||
// Parse bids
|
||||
for _, b := range result.Result.B {
|
||||
if len(b) >= 2 {
|
||||
price, _ := strconv.ParseFloat(b[0], 64)
|
||||
qty, _ := strconv.ParseFloat(b[1], 64)
|
||||
bids = append(bids, []float64{price, qty})
|
||||
}
|
||||
}
|
||||
|
||||
// Parse asks
|
||||
for _, a := range result.Result.A {
|
||||
if len(a) >= 2 {
|
||||
price, _ := strconv.ParseFloat(a[0], 64)
|
||||
qty, _ := strconv.ParseFloat(a[1], 64)
|
||||
asks = append(asks, []float64{price, qty})
|
||||
}
|
||||
}
|
||||
|
||||
return bids, asks, nil
|
||||
}
|
||||
Reference in New Issue
Block a user