feat: actual exchange fees for entry orders
- BitgetTrade: added GetTradeFee() queries /mix/order/fills - HyperLiquidTrade: added GetTradeFee() parses MarketOpen response - trader.placeOrder() now returns (errMsg, actualFeeUSD) - executeEntry uses actual fee from exchange, falls back to estimate
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@@ -87,6 +87,57 @@ func (b *BitgetTrade) PlaceMarketOrder(side, symbol, size, tradeSide string) (st
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return result.Data.OrderID, nil
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}
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// GetTradeFee queries the fills endpoint for actual fee charged.
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func (b *BitgetTrade) GetTradeFee(symbol, orderID string) (feeUSD float64, err error) {
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ts := fmt.Sprintf("%d", time.Now().UnixMilli())
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method := "GET"
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requestPath := "/api/v2/mix/order/fills?symbol=" + symbol + "&orderId=" + orderID
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host := "https://api.bitget.com"
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sign := b.sign(method, requestPath, ts, "")
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url := host + requestPath
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req, _ := http.NewRequest(method, url, nil)
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req.Header.Set("ACCESS-KEY", b.APIKey)
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req.Header.Set("ACCESS-SIGN", sign)
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req.Header.Set("ACCESS-TIMESTAMP", ts)
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req.Header.Set("ACCESS-PASSPHRASE", b.Passphrase)
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if b.paperMode {
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req.Header.Set("paptrading", "1")
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}
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resp, err := b.client.Do(req)
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if err != nil {
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return 0, fmt.Errorf("http: %w", err)
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}
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defer resp.Body.Close()
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respBody, _ := io.ReadAll(resp.Body)
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var raw struct {
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Code string `json:"code"`
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Msg string `json:"msg"`
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Data []json.RawMessage `json:"data"`
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}
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if err := json.Unmarshal(respBody, &raw); err != nil {
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return 0, fmt.Errorf("parse: %s", string(respBody))
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}
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if raw.Code != "00000" {
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return 0, fmt.Errorf("bitget error: %s - %s", raw.Code, raw.Msg)
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}
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var totalFee float64
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for _, item := range raw.Data {
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var fill struct {
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FillFee string `json:"fillFee"`
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}
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if err := json.Unmarshal(item, &fill); err != nil {
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continue
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}
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f, _ := strconv.ParseFloat(fill.FillFee, 64)
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totalFee += math.Abs(f)
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}
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return totalFee, nil
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}
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func (b *BitgetTrade) sign(method, requestPath, timestamp, body string) string {
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raw := timestamp + method + requestPath + body
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mac := hmac.New(sha256.New, []byte(b.APISecret))
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@@ -128,7 +179,6 @@ func (b *BitgetTrade) GetBalance() (float64, error) {
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return 0, fmt.Errorf("bitget error: %s - %s", code, msg)
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}
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// Parse data as array of accounts
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dataRaw, ok := raw["data"]
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if !ok || dataRaw == nil {
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return 0, fmt.Errorf("no data in response")
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@@ -83,6 +83,7 @@ func (h *HyperLiquidTrade) IsConfigured() bool {
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return h.configured
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}
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// PlaceMarketOrder places a market order and returns the raw JSON response.
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func (h *HyperLiquidTrade) PlaceMarketOrder(coin, side, sz string) (string, error) {
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if !h.configured {
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return "", fmt.Errorf("HL not configured")
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@@ -120,6 +121,33 @@ func (h *HyperLiquidTrade) PlaceMarketOrder(coin, side, sz string) (string, erro
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return string(respJSON), nil
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}
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// GetTradeFee parses the MarketOpen JSON response to extract filled size and
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// estimates the actual fee from the exchange taker rate.
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func (h *HyperLiquidTrade) GetTradeFee(orderResponseJSON string, takerFeePct float64) (feeUSD float64, err error) {
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var resp struct {
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Statuses []struct {
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Filled *struct {
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TotalSz string `json:"totalSz"`
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AvgPx string `json:"avgPx"`
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} `json:"filled,omitempty"`
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Error *string `json:"error,omitempty"`
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} `json:"statuses"`
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}
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if err := json.Unmarshal([]byte(orderResponseJSON), &resp); err != nil {
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return 0, fmt.Errorf("parse order response: %w", err)
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}
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for _, st := range resp.Statuses {
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if st.Filled != nil {
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sz, _ := strconv.ParseFloat(st.Filled.TotalSz, 64)
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px, _ := strconv.ParseFloat(st.Filled.AvgPx, 64)
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if sz > 0 && px > 0 {
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return sz * px * takerFeePct / 100, nil
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}
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}
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}
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return 0, fmt.Errorf("no filled status in response")
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}
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func (h *HyperLiquidTrade) GetBalance() (float64, error) {
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if !h.configured {
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return 0, fmt.Errorf("HL not configured")
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