- 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
232 lines
6.0 KiB
Go
232 lines
6.0 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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"strconv"
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"strings"
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"time"
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)
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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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paperMode bool
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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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paperMode: strings.HasPrefix(apiKey, "bg_"),
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}
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}
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func (b *BitgetTrade) PlaceMarketOrder(side, symbol, size, tradeSide 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-order"
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host := "https://api.bitget.com"
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body := map[string]interface{}{
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"marginCoin": "USDT",
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"symbol": symbol,
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"productType": "USDT-FUTURES",
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"side": side,
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"orderType": "market",
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"timeInForce": "IOC",
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"marginMode": "crossed",
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"tradeSide": tradeSide,
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"size": size,
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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 := host + requestPath
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req, _ := http.NewRequest(method, url, strings.NewReader(string(bodyJSON)))
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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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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 "", 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: %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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// 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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mac.Write([]byte(raw))
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return base64.StdEncoding.EncodeToString(mac.Sum(nil))
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}
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func (b *BitgetTrade) GetBalance() (float64, error) {
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ts := fmt.Sprintf("%d", time.Now().UnixMilli())
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method := "GET"
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host := "https://api.bitget.com"
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requestPath := "/api/v2/mix/account/accounts?productType=USDT-FUTURES"
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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 map[string]interface{}
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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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code, _ := raw["code"].(string)
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if code != "00000" && code != "" {
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msg, _ := raw["msg"].(string)
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return 0, fmt.Errorf("bitget error: %s - %s", code, msg)
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}
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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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}
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dataArr, ok := dataRaw.([]interface{})
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if !ok {
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return 0, fmt.Errorf("unexpected data format")
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}
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for _, item := range dataArr {
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acct, ok := item.(map[string]interface{})
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if !ok {
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continue
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}
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if acct["marginCoin"] == "USDT" {
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bal, _ := strconv.ParseFloat(fmt.Sprint(acct["available"]), 64)
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return bal, nil
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}
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}
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return 0, fmt.Errorf("no USDT account found")
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}
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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
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}
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sz := amountUSD / price
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switch symbol {
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case "DOGEUSDT":
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if sz < 1 { sz = 1 }
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return fmt.Sprintf("%.0f", math.Floor(sz))
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case "ONDOUSDT":
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sz = math.Floor(sz*10)/10
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if sz < 0.1 { sz = 0.1 }
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return fmt.Sprintf("%.1f", sz)
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case "OPUSDT":
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sz = math.Floor(sz*10)/10
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if sz < 0.1 { sz = 0.1 }
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return fmt.Sprintf("%.1f", sz)
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case "WIFUSDT":
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sz = math.Floor(sz*10)/10
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if sz < 0.1 { sz = 0.1 }
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return fmt.Sprintf("%.1f", sz)
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case "ARBUSDT":
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sz = math.Floor(sz*100)/100
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if sz < 0.01 { sz = 0.01 }
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return fmt.Sprintf("%.2f", sz)
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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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