B#1 — sigCh shared across goroutines, SIGINT unreliable
→ context.WithCancel: main loop cancels ctx on SIGINT,
4 WS goroutines select on ctx.Done() instead of shared sigCh
B#3 — restoreOpenPositions missing LastScaleAt
→ Set LastScaleAt = tr.OpenedAt on restore so scale-in cooldown works
B#4 — dYdX heartbeat goroutine leaks on reconnect
→ Added stopHeartbeat chan + heartbeatMu mutex; close old channel
before spawning new heartbeat goroutine
B#5 — GetBitgetSize fmt.Sprintf rounds up, may exceed amountUSD
→ Added math.Floor(sz*multiplier)/multiplier before format to round
DOWN to nearest valid step size for every coin
B#6 — netProfit and CalcNetProfit duplicate formula
→ scanner.go netProfit now delegates to exchange.CalcNetProfit
B#7 — Aevo Run callback only 2 params, incompatible with startExchange
→ Changed to 4-arg callback func(coin, price, bid, ask) with bid=ask=0
B#8 — parseFloat uses fmt.Sscanf (slow, locale-sensitive)
→ Replaced with strconv.ParseFloat
B#9 — dYdX receives hlSymbols instead of its own symbol list
→ Added dydxSymbols var, built from c.HL like other exchanges
147 lines
3.9 KiB
Go
147 lines
3.9 KiB
Go
package exchange
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import (
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"crypto/hmac"
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"crypto/sha256"
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"encoding/base64"
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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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"net/http"
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"strings"
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"time"
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)
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// BitgetTrade handles order placement on Bitget.
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type BitgetTrade struct {
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APIKey string
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APISecret string
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Passphrase string
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client *http.Client
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}
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func NewBitgetTrade(apiKey, apiSecret, passphrase string) *BitgetTrade {
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return &BitgetTrade{
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APIKey: apiKey,
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APISecret: apiSecret,
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Passphrase: passphrase,
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client: &http.Client{Timeout: 10 * time.Second},
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}
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}
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// PlaceMarketOrder places a market order on Bitget.
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// side: "buy" or "sell"
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// symbol: "BTCUSDT" (we use UMCBL perpetual)
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// size: contract size in coin units (e.g. 0.001 for BTC)
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func (b *BitgetTrade) PlaceMarketOrder(side, symbol, size string) (string, error) {
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ts := fmt.Sprintf("%d", time.Now().UnixMilli())
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method := "POST"
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requestPath := "/api/v2/mix/order/place"
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body := map[string]interface{}{
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"symbol": symbol + "_UMCBL",
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"marginCoin": "USDT",
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"side": side,
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"orderType": "market",
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"size": size,
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"timeInForce": "IOC", // immediate-or-cancel for market orders
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}
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bodyJSON, _ := json.Marshal(body)
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sign := b.sign(method, requestPath, ts, string(bodyJSON))
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url := "https://api.bitget.com" + requestPath
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req, err := http.NewRequest(method, url, strings.NewReader(string(bodyJSON)))
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if err != nil {
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return "", fmt.Errorf("create request: %w", err)
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}
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req.Header.Set("Content-Type", "application/json")
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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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resp, err := b.client.Do(req)
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if err != nil {
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return "", fmt.Errorf("http request: %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 result struct {
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Code string `json:"code"`
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Msg string `json:"msg"`
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Data struct {
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OrderID string `json:"orderId"`
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} `json:"data"`
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}
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if err := json.Unmarshal(respBody, &result); err != nil {
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return "", fmt.Errorf("parse response: %s", string(respBody))
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}
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if result.Code != "00000" {
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return "", fmt.Errorf("bitget error: %s - %s", result.Code, result.Msg)
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}
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return result.Data.OrderID, 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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mac.Write([]byte(raw))
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return base64.StdEncoding.EncodeToString(mac.Sum(nil))
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}
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// GetBitgetSize calculates the contract size for a given USD amount.
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// Returns size as a decimal string complying with Bitget's USDT-FUTURES precision.
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// Enforces the exchange's minimum: minTradeNum contracts AND $5 min notional.
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// Uses math.Floor to round DOWN to the nearest valid step (B#5: prevent rounding up).
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func GetBitgetSize(symbol string, amountUSD, price float64) string {
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if amountUSD < 5 {
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amountUSD = 5 // Bitget minimum notional
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}
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sz := amountUSD / price // raw coin count
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switch symbol {
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case "DOGEUSDT":
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if sz < 1 {
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sz = 1
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}
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sz = math.Floor(sz) // step=1
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return fmt.Sprintf("%.0f", sz) // minTradeNum=1, sizeMultiplier=1
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case "LINKUSDT":
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if sz < 1 {
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sz = 1
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}
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sz = math.Floor(sz) // step=1
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return fmt.Sprintf("%.0f", sz) // minTradeNum=1, sizeMultiplier=1
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case "ONDOUSDT":
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sz = math.Floor(sz*10) / 10 // step=0.1
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if sz < 0.1 {
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sz = 0.1
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}
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return fmt.Sprintf("%.1f", sz) // minTradeNum=0.1, sizeMultiplier=0.1
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case "OPUSDT":
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sz = math.Floor(sz*10) / 10 // step=0.1
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if sz < 0.1 {
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sz = 0.1
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}
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return fmt.Sprintf("%.1f", sz) // minTradeNum=0.1, sizeMultiplier=0.1
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case "WIFUSDT":
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sz = math.Floor(sz*10) / 10 // step=0.1
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if sz < 0.1 {
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sz = 0.1
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}
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return fmt.Sprintf("%.1f", sz) // minTradeNum=0.1, sizeMultiplier=0.1
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case "ARBUSDT":
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sz = math.Floor(sz*100) / 100 // step=0.01
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if sz < 0.01 {
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sz = 0.01
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}
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return fmt.Sprintf("%.2f", sz) // minTradeNum=0.01, sizeMultiplier=0.01
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default:
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return fmt.Sprintf("%.4f", sz)
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}
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}
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