fix: correct HL fee parsing (OrderStatus not statuses[]) and add productType to BG fills query
This commit is contained in:
+1
-1
@@ -3,7 +3,7 @@
|
|||||||
"trade_enabled": true,
|
"trade_enabled": true,
|
||||||
"arb_threshold": 0.02,
|
"arb_threshold": 0.02,
|
||||||
"scan_interval_ms": 200,
|
"scan_interval_ms": 200,
|
||||||
"trade_threshold": 0.05,
|
"trade_threshold": 0.03,
|
||||||
"trade_amount_usd": 20,
|
"trade_amount_usd": 20,
|
||||||
"trade_cooldown_ms": 30000,
|
"trade_cooldown_ms": 30000,
|
||||||
"alert_cooldown_sec": 300,
|
"alert_cooldown_sec": 300,
|
||||||
|
|||||||
@@ -91,7 +91,7 @@ func (b *BitgetTrade) PlaceMarketOrder(side, symbol, size, tradeSide string) (st
|
|||||||
func (b *BitgetTrade) GetTradeFee(symbol, orderID string) (feeUSD float64, err error) {
|
func (b *BitgetTrade) GetTradeFee(symbol, orderID string) (feeUSD float64, err error) {
|
||||||
ts := fmt.Sprintf("%d", time.Now().UnixMilli())
|
ts := fmt.Sprintf("%d", time.Now().UnixMilli())
|
||||||
method := "GET"
|
method := "GET"
|
||||||
requestPath := "/api/v2/mix/order/fills?symbol=" + symbol + "&orderId=" + orderID
|
requestPath := "/api/v2/mix/order/fills?symbol=" + symbol + "&orderId=" + orderID + "&productType=USDT-FUTURES"
|
||||||
host := "https://api.bitget.com"
|
host := "https://api.bitget.com"
|
||||||
|
|
||||||
sign := b.sign(method, requestPath, ts, "")
|
sign := b.sign(method, requestPath, ts, "")
|
||||||
|
|||||||
@@ -126,25 +126,24 @@ func (h *HyperLiquidTrade) PlaceMarketOrder(coin, side, sz string) (string, erro
|
|||||||
// fee amounts in the order response. The result is equivalent to estimating from
|
// fee amounts in the order response. The result is equivalent to estimating from
|
||||||
// TradeAmountUSD, but more accurate for partial fills since it uses actual filled sz/px.
|
// TradeAmountUSD, but more accurate for partial fills since it uses actual filled sz/px.
|
||||||
func (h *HyperLiquidTrade) EstimateFeeFromResponse(orderResponseJSON string, takerFeePct float64) (feeUSD float64, err error) {
|
func (h *HyperLiquidTrade) EstimateFeeFromResponse(orderResponseJSON string, takerFeePct float64) (feeUSD float64, err error) {
|
||||||
|
// HL MarketOpen returns a single OrderStatus object (NOT wrapped in statuses array):
|
||||||
|
// {"resting":..., "filled":{"totalSz":"82.5","avgPx":"0.12153","oid":52463955193}, "error":...}
|
||||||
var resp struct {
|
var resp struct {
|
||||||
Statuses []struct {
|
Resting *json.RawMessage `json:"resting,omitempty"`
|
||||||
Filled *struct {
|
Filled *struct {
|
||||||
TotalSz string `json:"totalSz"`
|
TotalSz string `json:"totalSz"`
|
||||||
AvgPx string `json:"avgPx"`
|
AvgPx string `json:"avgPx"`
|
||||||
} `json:"filled,omitempty"`
|
} `json:"filled,omitempty"`
|
||||||
Error *string `json:"error,omitempty"`
|
Error *string `json:"error,omitempty"`
|
||||||
} `json:"statuses"`
|
|
||||||
}
|
}
|
||||||
if err := json.Unmarshal([]byte(orderResponseJSON), &resp); err != nil {
|
if err := json.Unmarshal([]byte(orderResponseJSON), &resp); err != nil {
|
||||||
return 0, fmt.Errorf("parse order response: %w", err)
|
return 0, fmt.Errorf("parse: %w", err)
|
||||||
}
|
}
|
||||||
for _, st := range resp.Statuses {
|
if resp.Filled != nil {
|
||||||
if st.Filled != nil {
|
sz, _ := strconv.ParseFloat(resp.Filled.TotalSz, 64)
|
||||||
sz, _ := strconv.ParseFloat(st.Filled.TotalSz, 64)
|
px, _ := strconv.ParseFloat(resp.Filled.AvgPx, 64)
|
||||||
px, _ := strconv.ParseFloat(st.Filled.AvgPx, 64)
|
if sz > 0 && px > 0 {
|
||||||
if sz > 0 && px > 0 {
|
return sz * px * takerFeePct / 100, nil
|
||||||
return sz * px * takerFeePct / 100, nil
|
|
||||||
}
|
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
return 0, fmt.Errorf("no filled status in response")
|
return 0, fmt.Errorf("no filled status in response")
|
||||||
|
|||||||
Reference in New Issue
Block a user