Files
exchange-monitor-go/exchange/bitget_trade.go
T
jackyu66gitandClaude Opus 4.7 f97ac16b1c feat: 实际成交价追踪 + reduceOnly保护 + 数据库增强
- Bitget GetTradeFee 返回实际成交均价(weighted avg fill price)及手续费, 支持最多5次重试
- HyperLiquid ParseFillFromResponse 提取订单成交均价, 新增 GetSize/GetBalance 方法
- 开仓/加仓/平仓均从交易所获取实际成交价替代WS估算价
- HL 平仓使用 reduceOnly 防止反向开仓
- 所有 OrderID 保存到数据库 orders 表
- 加仓零成交检测及实际手续费获取
- PnL 计算修正为按USD计算手续费
- 新增 GetAllClosedTrades / GetClosedStats 数据库查询
- 服务器重启 restore 未完成交易修复(DBTradeID 缺失)
- 黑名单强平添加 USD PnL/手续费预计算

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-05 02:59:18 +08:00

280 lines
7.8 KiB
Go

package exchange
import (
"crypto/hmac"
"crypto/sha256"
"encoding/base64"
"encoding/json"
"fmt"
"io"
"math"
"net/http"
"strconv"
"strings"
"time"
)
type BitgetTrade struct {
APIKey string
APISecret string
Passphrase string
client *http.Client
}
func NewBitgetTrade(apiKey, apiSecret, passphrase string) *BitgetTrade {
return &BitgetTrade{
APIKey: apiKey,
APISecret: apiSecret,
Passphrase: passphrase,
client: &http.Client{Timeout: 10 * time.Second},
}
}
func (b *BitgetTrade) PlaceMarketOrder(side, symbol, size, tradeSide, holdSide string) (string, error) {
ts := fmt.Sprintf("%d", time.Now().UnixMilli())
method := "POST"
requestPath := "/api/v2/mix/order/place-order"
host := "https://api.bitget.com"
body := map[string]interface{}{
"marginCoin": "USDT",
"symbol": symbol,
"productType": "USDT-FUTURES",
"side": side,
"orderType": "market",
"timeInForce": "IOC",
"marginMode": "crossed",
"tradeSide": tradeSide,
"size": size,
}
// Close orders require holdSide to identify which position to close
if tradeSide == "close" && holdSide != "" {
body["holdSide"] = holdSide
}
bodyJSON, _ := json.Marshal(body)
sign := b.sign(method, requestPath, ts, string(bodyJSON))
url := host + requestPath
req, _ := http.NewRequest(method, url, strings.NewReader(string(bodyJSON)))
req.Header.Set("Content-Type", "application/json")
req.Header.Set("ACCESS-KEY", b.APIKey)
req.Header.Set("ACCESS-SIGN", sign)
req.Header.Set("ACCESS-TIMESTAMP", ts)
req.Header.Set("ACCESS-PASSPHRASE", b.Passphrase)
resp, err := b.client.Do(req)
if err != nil {
return "", fmt.Errorf("http request: %w", err)
}
defer resp.Body.Close()
respBody, _ := io.ReadAll(resp.Body)
var result struct {
Code string `json:"code"`
Msg string `json:"msg"`
Data struct {
OrderID string `json:"orderId"`
} `json:"data"`
}
if err := json.Unmarshal(respBody, &result); err != nil {
return "", fmt.Errorf("parse: %s", string(respBody))
}
if result.Code != "00000" {
return "", fmt.Errorf("bitget error: %s - %s", result.Code, result.Msg)
}
return result.Data.OrderID, nil
}
// GetTradeFee queries the fills endpoint for actual fee charged and average fill price.
// Retries up to 5 times with 500ms intervals because Bitget's fills API may lag.
// Returns (average fill price, fee in USD, error). avgPrice=0 on any fills issue.
func (b *BitgetTrade) GetTradeFee(symbol, orderID string) (avgPrice, feeUSD float64, err error) {
for i := 0; i < 5; i++ {
if i > 0 {
time.Sleep(500 * time.Millisecond)
}
ts := fmt.Sprintf("%d", time.Now().UnixMilli())
method := "GET"
requestPath := "/api/v2/mix/order/fills?symbol=" + symbol + "&orderId=" + orderID + "&productType=USDT-FUTURES"
host := "https://api.bitget.com"
sign := b.sign(method, requestPath, ts, "")
url := host + requestPath
req, _ := http.NewRequest(method, url, nil)
req.Header.Set("Content-Type", "application/json")
req.Header.Set("ACCESS-KEY", b.APIKey)
req.Header.Set("ACCESS-SIGN", sign)
req.Header.Set("ACCESS-TIMESTAMP", ts)
req.Header.Set("ACCESS-PASSPHRASE", b.Passphrase)
resp, err := b.client.Do(req)
if err != nil {
return 0, 0, fmt.Errorf("http: %w", err)
}
respBody, _ := io.ReadAll(resp.Body)
resp.Body.Close()
var raw struct {
Code string `json:"code"`
Msg string `json:"msg"`
Data struct {
FillList []json.RawMessage `json:"fillList"`
} `json:"data"`
}
if err := json.Unmarshal(respBody, &raw); err != nil {
return 0, 0, fmt.Errorf("parse: %s", string(respBody))
}
if raw.Code != "00000" {
return 0, 0, fmt.Errorf("bitget error: %s - %s", raw.Code, raw.Msg)
}
var totalFee, totalQty, totalCost float64
for _, item := range raw.Data.FillList {
var fill struct {
FillPrice string `json:"fillPrice"`
FillSize string `json:"fillBaseSize"`
FillFee string `json:"fillFee"`
}
if err := json.Unmarshal(item, &fill); err != nil {
continue
}
f, _ := strconv.ParseFloat(fill.FillFee, 64)
p, _ := strconv.ParseFloat(fill.FillPrice, 64)
q, _ := strconv.ParseFloat(fill.FillSize, 64)
totalFee += math.Abs(f)
totalCost += p * q
totalQty += q
}
if totalQty > 0 {
return totalCost / totalQty, totalFee, nil
}
}
return 0, 0, fmt.Errorf("no fill data after 5 attempts")
}
// CheckPosition returns the available position size for a coin, or 0 if no position.
// Returns (total as float64, raw total string from API) — the raw string can be used
// for close orders to ensure correct precision.
func (b *BitgetTrade) CheckPosition(symbol string) (float64, string) {
ts := fmt.Sprintf("%d", time.Now().UnixMilli())
method := "GET"
requestPath := "/api/v2/mix/position/single-position?symbol=" + symbol + "&productType=USDT-FUTURES&marginCoin=USDT"
host := "https://api.bitget.com"
sign := b.sign(method, requestPath, ts, "")
url := host + requestPath
req, _ := http.NewRequest(method, url, nil)
req.Header.Set("ACCESS-KEY", b.APIKey)
req.Header.Set("ACCESS-SIGN", sign)
req.Header.Set("ACCESS-TIMESTAMP", ts)
req.Header.Set("ACCESS-PASSPHRASE", b.Passphrase)
resp, err := b.client.Do(req)
if err != nil {
return 0, ""
}
defer resp.Body.Close()
respBody, _ := io.ReadAll(resp.Body)
var raw struct {
Code string `json:"code"`
Data []struct {
Total string `json:"total"`
} `json:"data"`
}
json.Unmarshal(respBody, &raw)
if raw.Code != "00000" || len(raw.Data) == 0 {
return 0, ""
}
total, _ := strconv.ParseFloat(raw.Data[0].Total, 64)
return total, raw.Data[0].Total
}
func (b *BitgetTrade) sign(method, requestPath, timestamp, body string) string {
raw := timestamp + method + requestPath + body
mac := hmac.New(sha256.New, []byte(b.APISecret))
mac.Write([]byte(raw))
return base64.StdEncoding.EncodeToString(mac.Sum(nil))
}
func (b *BitgetTrade) GetBalance() (float64, error) {
ts := fmt.Sprintf("%d", time.Now().UnixMilli())
method := "GET"
host := "https://api.bitget.com"
requestPath := "/api/v2/mix/account/accounts?productType=USDT-FUTURES"
sign := b.sign(method, requestPath, ts, "")
url := host + requestPath
req, _ := http.NewRequest(method, url, nil)
req.Header.Set("ACCESS-KEY", b.APIKey)
req.Header.Set("ACCESS-SIGN", sign)
req.Header.Set("ACCESS-TIMESTAMP", ts)
req.Header.Set("ACCESS-PASSPHRASE", b.Passphrase)
resp, err := b.client.Do(req)
if err != nil {
return 0, fmt.Errorf("http: %w", err)
}
defer resp.Body.Close()
respBody, _ := io.ReadAll(resp.Body)
var raw map[string]interface{}
if err := json.Unmarshal(respBody, &raw); err != nil {
return 0, fmt.Errorf("parse: %s", string(respBody))
}
code, _ := raw["code"].(string)
if code != "00000" && code != "" {
msg, _ := raw["msg"].(string)
return 0, fmt.Errorf("bitget error: %s - %s", code, msg)
}
dataRaw, ok := raw["data"]
if !ok || dataRaw == nil {
return 0, fmt.Errorf("no data in response")
}
dataArr, ok := dataRaw.([]interface{})
if !ok {
return 0, fmt.Errorf("unexpected data format")
}
for _, item := range dataArr {
acct, ok := item.(map[string]interface{})
if !ok {
continue
}
if acct["marginCoin"] == "USDT" {
bal, _ := strconv.ParseFloat(fmt.Sprint(acct["available"]), 64)
return bal, nil
}
}
return 0, fmt.Errorf("no USDT account found")
}
func GetBitgetSize(symbol string, amountUSD, price float64) string {
if amountUSD < 5 {
amountUSD = 5
}
sz := amountUSD / price
switch symbol {
case "DOGEUSDT":
if sz < 1 { sz = 1 }
return fmt.Sprintf("%.0f", math.Floor(sz))
case "ONDOUSDT":
sz = math.Floor(sz*10)/10
if sz < 0.1 { sz = 0.1 }
return fmt.Sprintf("%.1f", sz)
case "OPUSDT":
sz = math.Floor(sz*10)/10
if sz < 0.1 { sz = 0.1 }
return fmt.Sprintf("%.1f", sz)
case "WIFUSDT":
sz = math.Floor(sz*10)/10
if sz < 0.1 { sz = 0.1 }
return fmt.Sprintf("%.1f", sz)
case "ARBUSDT":
sz = math.Floor(sz*100)/100
if sz < 0.01 { sz = 0.01 }
return fmt.Sprintf("%.2f", sz)
default:
return fmt.Sprintf("%.4f", sz)
}
}