271 lines
8.8 KiB
Go
271 lines
8.8 KiB
Go
package trade
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import (
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"encoding/json"
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"errors"
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"log"
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"strings"
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"git.apinb.com/bsm-sdk/core/utils"
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"git.apinb.com/quant/strategy/internal/core/market"
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"github.com/bitget-golang/sdk-api/config"
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bitget "github.com/bitget-golang/sdk-api/pkg/client/v2"
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)
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type BitgetClient struct {
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LastUPL map[string]float64
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AccountClient *bitget.MixAccountClient
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MarketClient *bitget.MixMarketClient
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OrderClient *bitget.MixOrderClient
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}
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type SymbolResp struct {
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Code string `json:"code"`
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Data []SymbolDataResp `json:"data"`
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Msg string `json:"msg"`
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RequestTime int64 `json:"requestTime"`
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}
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type SymbolDataResp struct {
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BaseCoin string `json:"baseCoin"`
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BuyLimitPriceRatio string `json:"buyLimitPriceRatio"`
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DeliveryStartTime string `json:"deliveryStartTime"`
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DeliveryTime string `json:"deliveryTime"`
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FeeRateUpRatio string `json:"feeRateUpRatio"`
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FundInterval string `json:"fundInterval"`
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LaunchTime string `json:"launchTime"`
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LimitOpenTime string `json:"limitOpenTime"`
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MaintainTime string `json:"maintainTime"`
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MakerFeeRate string `json:"makerFeeRate"`
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MaxLever string `json:"maxLever"`
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MaxPositionNum string `json:"maxPositionNum"`
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MaxProductOrderNum string `json:"maxProductOrderNum"`
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MaxSymbolOrderNum string `json:"maxSymbolOrderNum"`
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MinLever string `json:"minLever"`
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MinTradeNum string `json:"minTradeNum"`
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MinTradeUSDT string `json:"minTradeUSDT"`
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OffTime string `json:"offTime"`
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OpenCostUpRatio string `json:"openCostUpRatio"`
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PosLimit string `json:"posLimit"`
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PriceEndStep string `json:"priceEndStep"`
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PricePlace string `json:"pricePlace"`
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QuoteCoin string `json:"quoteCoin"`
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SellLimitPriceRatio string `json:"sellLimitPriceRatio"`
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SizeMultiplier string `json:"sizeMultiplier"`
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SupportMarginCoins []string `json:"supportMarginCoins"`
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Symbol string `json:"symbol"`
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SymbolStatus string `json:"symbolStatus"`
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SymbolType string `json:"symbolType"`
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TakerFeeRate string `json:"takerFeeRate"`
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VolumePlace string `json:"volumePlace"`
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}
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type AccountsResp struct {
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Code string `json:"code"`
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Data []struct {
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MarginCoin string `json:"marginCoin"`
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Locked string `json:"locked"`
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Available string `json:"available"`
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CrossedMaxAvailable string `json:"crossedMaxAvailable"`
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IsolatedMaxAvailable string `json:"isolatedMaxAvailable"`
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MaxTransferOut string `json:"maxTransferOut"`
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AccountEquity string `json:"accountEquity"`
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UsdtEquity string `json:"usdtEquity"`
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BtcEquity string `json:"btcEquity"`
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CrossedRiskRate string `json:"crossedRiskRate"`
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UnrealizedPL string `json:"unrealizedPL"`
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Coupon string `json:"coupon"`
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UnionTotalMagin string `json:"unionTotalMagin"`
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UnionAvailable string `json:"unionAvailable"`
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UnionMm string `json:"unionMm"`
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AssetList []struct {
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Coin string `json:"coin"`
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Balance string `json:"balance"`
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Available string `json:"available"`
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} `json:"assetList"`
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IsolatedMargin string `json:"isolatedMargin"`
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CrossedMargin string `json:"crossedMargin"`
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CrossedUnrealizedPL string `json:"crossedUnrealizedPL"`
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IsolatedUnrealizedPL string `json:"isolatedUnrealizedPL"`
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AssetMode string `json:"assetMode"`
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} `json:"data"`
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Msg string `json:"msg"`
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RequestTime int64 `json:"requestTime"`
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}
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type AllPositionResp struct {
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Code string `json:"code"`
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Data []*BitgetPositionData `json:"data"`
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Msg string `json:"msg"`
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RequestTime int64 `json:"requestTime"`
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}
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type BitgetPositionData struct {
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AchievedProfits string `json:"achievedProfits"`
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Available string `json:"available"`
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BreakEvenPrice string `json:"breakEvenPrice"`
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CTime string `json:"cTime"`
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DeductedFee string `json:"deductedFee"`
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HoldSide string `json:"holdSide"`
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KeepMarginRate string `json:"keepMarginRate"`
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Leverage string `json:"leverage"`
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LiquidationPrice string `json:"liquidationPrice"`
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Locked string `json:"locked"`
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MarginCoin string `json:"marginCoin"`
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MarginMode string `json:"marginMode"`
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MarginRatio string `json:"marginRatio"`
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MarginSize string `json:"marginSize"`
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MarkPrice string `json:"markPrice"`
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OpenDelegateSize string `json:"openDelegateSize"`
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OpenPriceAvg string `json:"openPriceAvg"`
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PosMode string `json:"posMode"`
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Symbol string `json:"symbol"`
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Total string `json:"total"`
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TotalFee string `json:"totalFee"`
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UnrealizedPL string `json:"unrealizedPL"`
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UnrealizedPLR string `json:"unrealizedPLR"`
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}
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type RespMapString struct {
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Code string `json:"code"`
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Data []map[string]string `json:"data"`
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Msg string `json:"msg"`
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RequestTime int64 `json:"requestTime"`
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}
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func NewBitgetClient(apiKey, apiSecret, passphrase string) *BitgetClient {
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bg := &BitgetClient{
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LastUPL: make(map[string]float64),
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}
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config.ApiKey = apiKey
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config.SecretKey = apiSecret
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config.PASSPHRASE = passphrase
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config.BaseUrl = "https://api.bitget.com"
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config.WsUrl = "wss://ws.bitget.com/v2/ws/private"
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bg.AccountClient = new(bitget.MixAccountClient).Init()
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bg.AccountClient.BitgetRestClient.ApiKey = config.ApiKey
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bg.AccountClient.BitgetRestClient.ApiSecretKey = config.SecretKey
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bg.AccountClient.BitgetRestClient.Passphrase = config.PASSPHRASE
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bg.MarketClient = new(bitget.MixMarketClient).Init()
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bg.MarketClient.BitgetRestClient.ApiKey = config.ApiKey
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bg.MarketClient.BitgetRestClient.ApiSecretKey = config.SecretKey
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bg.MarketClient.BitgetRestClient.Passphrase = config.PASSPHRASE
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bg.OrderClient = new(bitget.MixOrderClient).Init()
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bg.OrderClient.BitgetRestClient.ApiKey = config.ApiKey
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bg.OrderClient.BitgetRestClient.ApiSecretKey = config.SecretKey
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bg.OrderClient.BitgetRestClient.Passphrase = config.PASSPHRASE
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Info("BitgetClient init ok")
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return bg
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}
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func (bg *BitgetClient) GetFuturesAccountBalance() (string, map[string]*AccountsBalance, error) {
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args := map[string]string{"productType": "USDT-FUTURES"}
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res, err := bg.AccountClient.Accounts(args)
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if err != nil {
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return res, nil, err
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}
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// assets, _ := json.Marshal(res.Assets)
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// log.Println("==>", string(assets))
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var acResp AccountsResp
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err = json.Unmarshal([]byte(res), &acResp)
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if err != nil {
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return res, nil, err
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}
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if acResp.Code != "00000" {
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return res, nil, errors.New(acResp.Msg)
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}
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ac := make(map[string]*AccountsBalance)
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for _, v := range acResp.Data {
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ac[strings.ToUpper(v.MarginCoin)] = &AccountsBalance{
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AccountEquity: utils.String2Float64(v.AccountEquity),
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Available: utils.String2Float64(v.Available),
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}
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}
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return res, ac, nil
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}
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func (bg *BitgetClient) GetSymbolSetting(cli *bitget.MixMarketClient, symbols []string) (map[string]*market.PairSetting, error) {
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args := map[string]string{
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"productType": "USDT-FUTURES",
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}
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resp, err := bg.MarketClient.Contracts(args)
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if err != nil {
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return nil, err
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}
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var reply SymbolResp
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json.Unmarshal([]byte(resp), &reply)
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if err != nil {
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return nil, err
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}
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if len(reply.Data) == 0 {
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return nil, errors.New("data is empty")
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}
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data := make(map[string]*market.PairSetting)
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for _, item := range reply.Data {
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if utils.ArrayInString(item.Symbol, symbols) {
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data[item.Symbol] = &market.PairSetting{
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Symbol: item.Symbol,
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BaseAssetPrecision: 0,
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QuantityPrecision: utils.String2Int(item.VolumePlace),
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PricePrecision: utils.String2Int(item.PricePlace),
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MinTradeNum: utils.String2Float64(item.MinTradeNum),
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MinNotional: utils.String2Float64(item.MinTradeUSDT),
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Commit: item.MaxLever,
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}
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}
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}
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return data, nil
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}
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func (bg *BitgetClient) SetLeverage(symbol string, leve string) {
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args := map[string]string{
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"productType": "USDT-FUTURES",
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"marginCoin": "USDT",
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"symbol": symbol,
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"leverage": leve,
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}
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_, err := bg.AccountClient.SetLeverage(args)
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if err != nil {
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panic(err)
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}
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log.Println("[INFO]", symbol, "SetLeverage:", leve)
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}
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// 获取交易对价格，限速规则: 20次/1s (IP)
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func (bg *BitgetClient) GetSymbolPrice(symbol string) (map[string]string, error) {
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args := map[string]string{
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"productType": "USDT-FUTURES",
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"symbol": symbol,
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}
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resp, err := bg.MarketClient.SymbolPrice(args)
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if err != nil {
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return nil, err
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}
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var reply RespMapString
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json.Unmarshal([]byte(resp), &reply)
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if err != nil {
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return nil, err
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}
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if reply.Code != "00000" {
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return nil, errors.New(reply.Msg)
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}
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return reply.Data[0], nil
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}
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