mirror of
https://github.com/NoFxAiOS/nofx.git
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a1211153ee
- Get qtyStep from Bybit API for each symbol and cache it - Format quantity based on actual qtyStep (e.g., BEATUSDT requires integers) - Add missing fields to GetPositions: markPrice, unRealizedProfit, liquidationPrice - Fix panic in buildTradingContext due to nil interface conversion
851 lines
22 KiB
Go
851 lines
22 KiB
Go
package trader
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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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"math"
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"nofx/logger"
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"net/http"
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"strconv"
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"strings"
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"sync"
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"time"
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bybit "github.com/bybit-exchange/bybit.go.api"
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)
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// BybitTrader Bybit USDT 永續合約交易器
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type BybitTrader struct {
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client *bybit.Client
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// 余额缓存
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cachedBalance map[string]interface{}
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balanceCacheTime time.Time
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balanceCacheMutex sync.RWMutex
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// 持仓缓存
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cachedPositions []map[string]interface{}
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positionsCacheTime time.Time
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positionsCacheMutex sync.RWMutex
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// 交易对精度缓存 (symbol -> qtyStep)
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qtyStepCache map[string]float64
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qtyStepCacheMutex sync.RWMutex
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// 缓存有效期（15秒）
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cacheDuration time.Duration
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}
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// NewBybitTrader 创建 Bybit 交易器
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func NewBybitTrader(apiKey, secretKey string) *BybitTrader {
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const src = "Up000938"
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client := bybit.NewBybitHttpClient(apiKey, secretKey, bybit.WithBaseURL(bybit.MAINNET))
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// 设置 HTTP 传输
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if client != nil && client.HTTPClient != nil {
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defaultTransport := client.HTTPClient.Transport
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if defaultTransport == nil {
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defaultTransport = http.DefaultTransport
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}
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client.HTTPClient.Transport = &headerRoundTripper{
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base: defaultTransport,
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refererID: src,
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}
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}
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trader := &BybitTrader{
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client: client,
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cacheDuration: 15 * time.Second,
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qtyStepCache: make(map[string]float64),
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}
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logger.Infof("🔵 [Bybit] 交易器已初始化")
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return trader
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}
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// headerRoundTripper 用于添加自定义 header 的 HTTP RoundTripper
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type headerRoundTripper struct {
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base http.RoundTripper
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refererID string
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}
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func (h *headerRoundTripper) RoundTrip(req *http.Request) (*http.Response, error) {
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req.Header.Set("Referer", h.refererID)
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return h.base.RoundTrip(req)
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}
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// GetBalance 获取账户余额
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func (t *BybitTrader) GetBalance() (map[string]interface{}, error) {
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// 检查缓存
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t.balanceCacheMutex.RLock()
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if t.cachedBalance != nil && time.Since(t.balanceCacheTime) < t.cacheDuration {
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balance := t.cachedBalance
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t.balanceCacheMutex.RUnlock()
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return balance, nil
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}
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t.balanceCacheMutex.RUnlock()
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// 调用 API
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params := map[string]interface{}{
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"accountType": "UNIFIED",
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}
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result, err := t.client.NewUtaBybitServiceWithParams(params).GetAccountWallet(context.Background())
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if err != nil {
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return nil, fmt.Errorf("获取 Bybit 余额失败: %w", err)
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}
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if result.RetCode != 0 {
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return nil, fmt.Errorf("Bybit API 错误: %s", result.RetMsg)
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}
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// 提取余额信息
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resultData, ok := result.Result.(map[string]interface{})
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if !ok {
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return nil, fmt.Errorf("Bybit 余额返回格式错误")
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}
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list, _ := resultData["list"].([]interface{})
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var totalEquity, availableBalance, totalWalletBalance, totalPerpUPL float64 = 0, 0, 0, 0
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if len(list) > 0 {
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account, _ := list[0].(map[string]interface{})
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if equityStr, ok := account["totalEquity"].(string); ok {
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totalEquity, _ = strconv.ParseFloat(equityStr, 64)
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}
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if availStr, ok := account["totalAvailableBalance"].(string); ok {
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availableBalance, _ = strconv.ParseFloat(availStr, 64)
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}
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// Bybit UNIFIED 账户的钱包余额字段
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if walletStr, ok := account["totalWalletBalance"].(string); ok {
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totalWalletBalance, _ = strconv.ParseFloat(walletStr, 64)
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}
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// Bybit 永续合约未实现盈亏
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if uplStr, ok := account["totalPerpUPL"].(string); ok {
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totalPerpUPL, _ = strconv.ParseFloat(uplStr, 64)
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}
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}
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// 如果没有 totalWalletBalance，使用 totalEquity
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if totalWalletBalance == 0 {
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totalWalletBalance = totalEquity
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}
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balance := map[string]interface{}{
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"totalEquity": totalEquity,
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"totalWalletBalance": totalWalletBalance,
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"availableBalance": availableBalance,
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"totalUnrealizedProfit": totalPerpUPL,
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"balance": totalEquity, // 兼容其他交易所格式
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}
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// 更新缓存
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t.balanceCacheMutex.Lock()
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t.cachedBalance = balance
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t.balanceCacheTime = time.Now()
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t.balanceCacheMutex.Unlock()
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return balance, nil
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}
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// GetPositions 获取所有持仓
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func (t *BybitTrader) GetPositions() ([]map[string]interface{}, error) {
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// 检查缓存
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t.positionsCacheMutex.RLock()
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if t.cachedPositions != nil && time.Since(t.positionsCacheTime) < t.cacheDuration {
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positions := t.cachedPositions
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t.positionsCacheMutex.RUnlock()
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return positions, nil
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}
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t.positionsCacheMutex.RUnlock()
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// 调用 API
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params := map[string]interface{}{
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"category": "linear",
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"settleCoin": "USDT",
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}
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result, err := t.client.NewUtaBybitServiceWithParams(params).GetPositionList(context.Background())
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if err != nil {
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return nil, fmt.Errorf("获取 Bybit 持仓失败: %w", err)
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}
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if result.RetCode != 0 {
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return nil, fmt.Errorf("Bybit API 错误: %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 nil, fmt.Errorf("Bybit 持仓返回格式错误")
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}
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list, _ := resultData["list"].([]interface{})
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var positions []map[string]interface{}
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for _, item := range list {
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pos, ok := item.(map[string]interface{})
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if !ok {
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continue
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}
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sizeStr, _ := pos["size"].(string)
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size, _ := strconv.ParseFloat(sizeStr, 64)
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// 跳过空仓位
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if size == 0 {
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continue
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}
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entryPriceStr, _ := pos["avgPrice"].(string)
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entryPrice, _ := strconv.ParseFloat(entryPriceStr, 64)
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unrealisedPnlStr, _ := pos["unrealisedPnl"].(string)
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unrealisedPnl, _ := strconv.ParseFloat(unrealisedPnlStr, 64)
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leverageStr, _ := pos["leverage"].(string)
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leverage, _ := strconv.ParseFloat(leverageStr, 64)
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// 标记价格
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markPriceStr, _ := pos["markPrice"].(string)
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markPrice, _ := strconv.ParseFloat(markPriceStr, 64)
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// 强平价格
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liqPriceStr, _ := pos["liqPrice"].(string)
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liqPrice, _ := strconv.ParseFloat(liqPriceStr, 64)
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positionSide, _ := pos["side"].(string) // Buy = LONG, Sell = SHORT
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// 转换为统一格式
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side := "LONG"
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positionAmt := size
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if positionSide == "Sell" {
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side = "SHORT"
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positionAmt = -size
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}
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position := map[string]interface{}{
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"symbol": pos["symbol"],
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"side": side,
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"positionAmt": positionAmt,
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"entryPrice": entryPrice,
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"markPrice": markPrice,
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"unRealizedProfit": unrealisedPnl,
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"unrealizedPnL": unrealisedPnl,
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"liquidationPrice": liqPrice,
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"leverage": leverage,
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}
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positions = append(positions, position)
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}
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// 更新缓存
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t.positionsCacheMutex.Lock()
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t.cachedPositions = positions
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t.positionsCacheTime = time.Now()
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t.positionsCacheMutex.Unlock()
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return positions, nil
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}
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// OpenLong 开多仓
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func (t *BybitTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
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// 先设置杠杆
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if err := t.SetLeverage(symbol, leverage); err != nil {
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logger.Infof("⚠️ [Bybit] 设置杠杆失败: %v", err)
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}
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// 使用 FormatQuantity 格式化数量
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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, // 单向持仓模式
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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 开多失败: %w", err)
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}
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// 清除缓存
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t.clearCache()
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return t.parseOrderResult(result)
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}
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// OpenShort 开空仓
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func (t *BybitTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
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// 先设置杠杆
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if err := t.SetLeverage(symbol, leverage); err != nil {
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logger.Infof("⚠️ [Bybit] 设置杠杆失败: %v", err)
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}
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// 使用 FormatQuantity 格式化数量
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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, // 单向持仓模式
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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 开空失败: %w", err)
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}
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// 清除缓存
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t.clearCache()
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return t.parseOrderResult(result)
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}
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// CloseLong 平多仓
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func (t *BybitTrader) CloseLong(symbol string, quantity float64) (map[string]interface{}, error) {
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// 如果 quantity = 0，获取当前持仓数量
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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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if pos["symbol"] == symbol && pos["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("没有多仓可平")
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}
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// 使用 FormatQuantity 格式化数量
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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", // 平多用 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 平多失败: %w", err)
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}
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// 清除缓存
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t.clearCache()
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return t.parseOrderResult(result)
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}
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// CloseShort 平空仓
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func (t *BybitTrader) CloseShort(symbol string, quantity float64) (map[string]interface{}, error) {
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// 如果 quantity = 0，获取当前持仓数量
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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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if pos["symbol"] == symbol && pos["side"] == "SHORT" {
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quantity = -pos["positionAmt"].(float64) // 空仓是负数
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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("没有空仓可平")
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}
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// 使用 FormatQuantity 格式化数量
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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", // 平空用 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 平空失败: %w", err)
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}
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// 清除缓存
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t.clearCache()
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return t.parseOrderResult(result)
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}
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// SetLeverage 设置杠杆
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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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// 如果杠杆已经是目标值，Bybit 会返回错误，忽略这种情况
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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("设置杠杆失败: %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("设置杠杆失败: %s", result.RetMsg)
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}
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return nil
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}
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// SetMarginMode 设置仓位模式
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func (t *BybitTrader) SetMarginMode(symbol string, isCrossMargin bool) error {
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tradeMode := 1 // 逐仓
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if isCrossMargin {
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tradeMode = 0 // 全仓
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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("设置保证金模式失败: %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("设置保证金模式失败: %s", result.RetMsg)
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}
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return nil
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}
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// GetMarketPrice 获取市场价格
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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("获取市场价格失败: %w", err)
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}
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if result.RetCode != 0 {
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return 0, fmt.Errorf("API 错误: %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("返回格式错误")
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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("未找到 %s 的价格数据", 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("解析价格失败: %w", err)
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}
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return lastPrice, nil
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}
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// SetStopLoss 设置止损单
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func (t *BybitTrader) SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error {
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side := "Sell" // LONG 止损用 Sell
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if positionSide == "SHORT" {
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side = "Buy" // SHORT 止损用 Buy
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}
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// 获取当前价格来确定 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 // 价格下跌触发（默认多单止损）
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if stopPrice > currentPrice {
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triggerDirection = 1 // 价格上涨触发（空单止损）
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}
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// 使用 FormatQuantity 格式化数量
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qtyStr, _ := t.FormatQuantity(symbol, quantity)
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params := map[string]interface{}{
|
||
"category": "linear",
|
||
"symbol": symbol,
|
||
"side": side,
|
||
"orderType": "Market",
|
||
"qty": qtyStr,
|
||
"triggerPrice": fmt.Sprintf("%v", stopPrice),
|
||
"triggerDirection": triggerDirection,
|
||
"triggerBy": "LastPrice",
|
||
"reduceOnly": true,
|
||
}
|
||
|
||
result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
|
||
if err != nil {
|
||
return fmt.Errorf("设置止损失败: %w", err)
|
||
}
|
||
|
||
if result.RetCode != 0 {
|
||
return fmt.Errorf("设置止损失败: %s", result.RetMsg)
|
||
}
|
||
|
||
logger.Infof(" ✓ [Bybit] 止损单已设置: %s @ %.2f", symbol, stopPrice)
|
||
return nil
|
||
}
|
||
|
||
// SetTakeProfit 设置止盈单
|
||
func (t *BybitTrader) SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error {
|
||
side := "Sell" // LONG 止盈用 Sell
|
||
if positionSide == "SHORT" {
|
||
side = "Buy" // SHORT 止盈用 Buy
|
||
}
|
||
|
||
// 获取当前价格来确定 triggerDirection
|
||
currentPrice, err := t.GetMarketPrice(symbol)
|
||
if err != nil {
|
||
return err
|
||
}
|
||
|
||
triggerDirection := 1 // 价格上涨触发（默认多单止盈）
|
||
if takeProfitPrice < currentPrice {
|
||
triggerDirection = 2 // 价格下跌触发（空单止盈）
|
||
}
|
||
|
||
// 使用 FormatQuantity 格式化数量
|
||
qtyStr, _ := t.FormatQuantity(symbol, quantity)
|
||
|
||
params := map[string]interface{}{
|
||
"category": "linear",
|
||
"symbol": symbol,
|
||
"side": side,
|
||
"orderType": "Market",
|
||
"qty": qtyStr,
|
||
"triggerPrice": fmt.Sprintf("%v", takeProfitPrice),
|
||
"triggerDirection": triggerDirection,
|
||
"triggerBy": "LastPrice",
|
||
"reduceOnly": true,
|
||
}
|
||
|
||
result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
|
||
if err != nil {
|
||
return fmt.Errorf("设置止盈失败: %w", err)
|
||
}
|
||
|
||
if result.RetCode != 0 {
|
||
return fmt.Errorf("设置止盈失败: %s", result.RetMsg)
|
||
}
|
||
|
||
logger.Infof(" ✓ [Bybit] 止盈单已设置: %s @ %.2f", symbol, takeProfitPrice)
|
||
return nil
|
||
}
|
||
|
||
// CancelStopLossOrders 取消止损单
|
||
func (t *BybitTrader) CancelStopLossOrders(symbol string) error {
|
||
return t.cancelConditionalOrders(symbol, "StopLoss")
|
||
}
|
||
|
||
// CancelTakeProfitOrders 取消止盈单
|
||
func (t *BybitTrader) CancelTakeProfitOrders(symbol string) error {
|
||
return t.cancelConditionalOrders(symbol, "TakeProfit")
|
||
}
|
||
|
||
// CancelAllOrders 取消所有挂单
|
||
func (t *BybitTrader) CancelAllOrders(symbol string) error {
|
||
params := map[string]interface{}{
|
||
"category": "linear",
|
||
"symbol": symbol,
|
||
}
|
||
|
||
_, err := t.client.NewUtaBybitServiceWithParams(params).CancelAllOrders(context.Background())
|
||
if err != nil {
|
||
return fmt.Errorf("取消所有订单失败: %w", err)
|
||
}
|
||
|
||
return nil
|
||
}
|
||
|
||
// CancelStopOrders 取消所有止盈止损单
|
||
func (t *BybitTrader) CancelStopOrders(symbol string) error {
|
||
if err := t.CancelStopLossOrders(symbol); err != nil {
|
||
logger.Infof("⚠️ [Bybit] 取消止损单失败: %v", err)
|
||
}
|
||
if err := t.CancelTakeProfitOrders(symbol); err != nil {
|
||
logger.Infof("⚠️ [Bybit] 取消止盈单失败: %v", err)
|
||
}
|
||
return nil
|
||
}
|
||
|
||
// getQtyStep 获取交易对的数量步长
|
||
func (t *BybitTrader) getQtyStep(symbol string) float64 {
|
||
// 先检查缓存
|
||
t.qtyStepCacheMutex.RLock()
|
||
if step, ok := t.qtyStepCache[symbol]; ok {
|
||
t.qtyStepCacheMutex.RUnlock()
|
||
return step
|
||
}
|
||
t.qtyStepCacheMutex.RUnlock()
|
||
|
||
// 直接调用公开 API 获取合约信息
|
||
url := fmt.Sprintf("https://api.bybit.com/v5/market/instruments-info?category=linear&symbol=%s", symbol)
|
||
resp, err := http.Get(url)
|
||
if err != nil {
|
||
logger.Infof("⚠️ [Bybit] 获取 %s 精度信息失败: %v", symbol, err)
|
||
return 1 // 默认整数
|
||
}
|
||
defer resp.Body.Close()
|
||
|
||
body, err := io.ReadAll(resp.Body)
|
||
if err != nil {
|
||
return 1
|
||
}
|
||
|
||
var result struct {
|
||
RetCode int `json:"retCode"`
|
||
Result struct {
|
||
List []struct {
|
||
LotSizeFilter struct {
|
||
QtyStep string `json:"qtyStep"`
|
||
} `json:"lotSizeFilter"`
|
||
} `json:"list"`
|
||
} `json:"result"`
|
||
}
|
||
|
||
if err := json.Unmarshal(body, &result); err != nil {
|
||
return 1
|
||
}
|
||
|
||
if result.RetCode != 0 || len(result.Result.List) == 0 {
|
||
return 1
|
||
}
|
||
|
||
qtyStep, _ := strconv.ParseFloat(result.Result.List[0].LotSizeFilter.QtyStep, 64)
|
||
if qtyStep <= 0 {
|
||
qtyStep = 1
|
||
}
|
||
|
||
// 缓存结果
|
||
t.qtyStepCacheMutex.Lock()
|
||
t.qtyStepCache[symbol] = qtyStep
|
||
t.qtyStepCacheMutex.Unlock()
|
||
|
||
logger.Infof("🔵 [Bybit] %s qtyStep: %v", symbol, qtyStep)
|
||
|
||
return qtyStep
|
||
}
|
||
|
||
// FormatQuantity 格式化数量
|
||
func (t *BybitTrader) FormatQuantity(symbol string, quantity float64) (string, error) {
|
||
// 获取该币种的 qtyStep
|
||
qtyStep := t.getQtyStep(symbol)
|
||
|
||
// 根据 qtyStep 对齐数量（向下取整到最近的 step）
|
||
alignedQty := math.Floor(quantity/qtyStep) * qtyStep
|
||
|
||
// 计算需要的小数位数
|
||
decimals := 0
|
||
if qtyStep < 1 {
|
||
stepStr := strconv.FormatFloat(qtyStep, 'f', -1, 64)
|
||
if idx := strings.Index(stepStr, "."); idx >= 0 {
|
||
decimals = len(stepStr) - idx - 1
|
||
}
|
||
}
|
||
|
||
// 格式化
|
||
format := fmt.Sprintf("%%.%df", decimals)
|
||
formatted := fmt.Sprintf(format, alignedQty)
|
||
|
||
return formatted, nil
|
||
}
|
||
|
||
// 辅助方法
|
||
|
||
func (t *BybitTrader) clearCache() {
|
||
t.balanceCacheMutex.Lock()
|
||
t.cachedBalance = nil
|
||
t.balanceCacheMutex.Unlock()
|
||
|
||
t.positionsCacheMutex.Lock()
|
||
t.cachedPositions = nil
|
||
t.positionsCacheMutex.Unlock()
|
||
}
|
||
|
||
func (t *BybitTrader) parseOrderResult(result *bybit.ServerResponse) (map[string]interface{}, error) {
|
||
if result.RetCode != 0 {
|
||
return nil, fmt.Errorf("下单失败: %s", result.RetMsg)
|
||
}
|
||
|
||
resultData, ok := result.Result.(map[string]interface{})
|
||
if !ok {
|
||
return nil, fmt.Errorf("返回格式错误")
|
||
}
|
||
|
||
orderId, _ := resultData["orderId"].(string)
|
||
|
||
return map[string]interface{}{
|
||
"orderId": orderId,
|
||
"status": "NEW",
|
||
}, nil
|
||
}
|
||
|
||
// GetOrderStatus 获取订单状态
|
||
func (t *BybitTrader) GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error) {
|
||
params := map[string]interface{}{
|
||
"category": "linear",
|
||
"symbol": symbol,
|
||
"orderId": orderID,
|
||
}
|
||
|
||
result, err := t.client.NewUtaBybitServiceWithParams(params).GetOrderHistory(context.Background())
|
||
if err != nil {
|
||
return nil, fmt.Errorf("获取订单状态失败: %w", err)
|
||
}
|
||
|
||
if result.RetCode != 0 {
|
||
return nil, fmt.Errorf("API 错误: %s", result.RetMsg)
|
||
}
|
||
|
||
resultData, ok := result.Result.(map[string]interface{})
|
||
if !ok {
|
||
return nil, fmt.Errorf("返回格式错误")
|
||
}
|
||
|
||
list, _ := resultData["list"].([]interface{})
|
||
if len(list) == 0 {
|
||
return nil, fmt.Errorf("未找到订单 %s", orderID)
|
||
}
|
||
|
||
order, _ := list[0].(map[string]interface{})
|
||
|
||
// 解析订单数据
|
||
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)
|
||
|
||
// 转换状态为统一格式
|
||
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
|
||
}
|
||
|
||
func (t *BybitTrader) cancelConditionalOrders(symbol string, orderType string) error {
|
||
// 先获取所有条件单
|
||
params := map[string]interface{}{
|
||
"category": "linear",
|
||
"symbol": symbol,
|
||
"orderFilter": "StopOrder", // 条件单
|
||
}
|
||
|
||
result, err := t.client.NewUtaBybitServiceWithParams(params).GetOpenOrders(context.Background())
|
||
if err != nil {
|
||
return fmt.Errorf("获取条件单失败: %w", err)
|
||
}
|
||
|
||
if result.RetCode != 0 {
|
||
return nil // 没有订单
|
||
}
|
||
|
||
resultData, ok := result.Result.(map[string]interface{})
|
||
if !ok {
|
||
return nil
|
||
}
|
||
|
||
list, _ := resultData["list"].([]interface{})
|
||
|
||
// 取消匹配的订单
|
||
for _, item := range list {
|
||
order, ok := item.(map[string]interface{})
|
||
if !ok {
|
||
continue
|
||
}
|
||
|
||
orderId, _ := order["orderId"].(string)
|
||
stopOrderType, _ := order["stopOrderType"].(string)
|
||
|
||
// 根据类型筛选
|
||
shouldCancel := false
|
||
if orderType == "StopLoss" && (stopOrderType == "StopLoss" || stopOrderType == "Stop") {
|
||
shouldCancel = true
|
||
}
|
||
if orderType == "TakeProfit" && (stopOrderType == "TakeProfit" || stopOrderType == "PartialTakeProfit") {
|
||
shouldCancel = true
|
||
}
|
||
|
||
if shouldCancel && orderId != "" {
|
||
cancelParams := map[string]interface{}{
|
||
"category": "linear",
|
||
"symbol": symbol,
|
||
"orderId": orderId,
|
||
}
|
||
t.client.NewUtaBybitServiceWithParams(cancelParams).CancelOrder(context.Background())
|
||
}
|
||
}
|
||
|
||
return nil
|
||
}
|