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Save entry_price and deriv wallet histori to DB
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@rluisr
rluisr committed Sep 4, 2022
1 parent 9c342b4 commit afbccc2
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Showing 7 changed files with 231 additions and 109 deletions.
11 changes: 6 additions & 5 deletions README.md
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Original file line number Diff line number Diff line change
Expand Up @@ -142,9 +142,10 @@ Twitter [@rarirureluis](https://twitter.com/rarirureluis)
TODO
-----

- [x] [core/bybit] USDC/Perp
- [x] [core/bybit] USDT/Deriv
- [x] [cron/wallet/bybit] USDC
- [ ] [cron/wallet/bybit] Spot
- [ ] [cron/wallet/bybit] Futures
**There are no plans to support bybit/options/spot trading and other DEX.**

- [x] [bybit/core] Futures
- [x] [bybit/core] USDC
- [x] [bybit/wallet] Deriv
- [x] [bybit/wallet] USDC
- [ ] [core/binance]
210 changes: 132 additions & 78 deletions pkg/adapter/gateway/bybit_repository.go
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Original file line number Diff line number Diff line change
Expand Up @@ -10,6 +10,8 @@ import (
"strings"
"time"

"github.com/shopspring/decimal"

"github.com/frankrap/bybit-api/rest"
"github.com/rluisr/tvbit-bot/pkg/domain"
"github.com/rluisr/tvbit-bot/pkg/external/bybit"
Expand All @@ -31,89 +33,56 @@ func (r *BybitRepository) Set(req domain.TV) {
r.APISecretKey = req.APISecretKey
}

func (r *BybitRepository) CreateOrder(req domain.TV) (*domain.TVOrder, error) {
orderHistory := &domain.TVOrder{
Type: req.Order.Type,
Symbol: req.Order.Symbol,
Side: req.Order.Side,
QTY: req.Order.QTY,
TP: req.Order.TP,
SL: req.Order.SL,
}

if !strings.Contains(req.Order.Symbol, "PERP") {
_, _, order, err := r.Client.LinearCreateOrder(req.Order.Side, req.Order.Type, req.Order.Price, req.Order.QTY, "ImmediateOrCancel", req.Order.TP.(float64), req.Order.SL.(float64), false, false, "", req.Order.Symbol)
func (r *BybitRepository) CreateOrder(req domain.TV) (string, error) {
var orderID string

if strings.Contains(req.Order.Symbol, "PERP") {
params := map[string]interface{}{}
params["symbol"] = req.Order.Symbol
params["orderType"] = req.Order.Type
params["orderFilter"] = "Order"
params["orderQty"] = req.Order.QTY
params["side"] = req.Order.Side
params["timeInForce"] = "ImmediateOrCancel"
params["takeProfit"] = strconv.FormatFloat(req.Order.TP.(float64), 'f', -1, 64)
params["stopLoss"] = strconv.FormatFloat(req.Order.SL.(float64), 'f', -1, 64)

var order domain.BybitPerpResponseOrder
_, resp, err := r.Client.SignedRequest(http.MethodPost, "perpetual/usdc/openapi/private/v1/place-order", params, &order)
if err != nil {
return nil, err
return "", fmt.Errorf("SignedRequest err: %w, body: %s", err, string(resp))
}

entryPrice, err := order.Price.Float64()
orderID = order.Result.OrderID
} else {
_, _, order, err := r.Client.LinearCreateOrder(req.Order.Side, req.Order.Type, req.Order.Price, req.Order.QTY, "ImmediateOrCancel", req.Order.TP.(float64), req.Order.SL.(float64), false, false, "", req.Order.Symbol)
if err != nil {
return nil, err
return "", err
}
orderHistory.OrderID = order.OrderId
orderHistory.Price = entryPrice
return orderHistory, nil
}

params := map[string]interface{}{}
params["symbol"] = req.Order.Symbol
params["orderType"] = req.Order.Type
params["orderFilter"] = "Order"
params["orderQty"] = req.Order.QTY
params["side"] = req.Order.Side
params["timeInForce"] = "ImmediateOrCancel"
params["takeProfit"] = strconv.FormatFloat(req.Order.TP.(float64), 'f', -1, 64)
params["stopLoss"] = strconv.FormatFloat(req.Order.SL.(float64), 'f', -1, 64)

var order domain.BybitPerpResponseOrder
_, resp, err := r.Client.SignedRequest(http.MethodPost, "perpetual/usdc/openapi/private/v1/place-order", params, &order)
if err != nil {
return nil, fmt.Errorf("SignedRequest err: %w, body: %s", err, string(resp))
}

orderPrice, err := strconv.ParseFloat(order.Result.OrderPrice, 64)
if err != nil {
// bybit returns fucking error response sometimes but order is success.
return nil, err
orderID = order.OrderId
}
orderHistory.OrderID = order.Result.OrderID
orderHistory.Price = orderPrice

return orderHistory, nil
return orderID, nil
}

// GetCurrentPrice returns mark price
func (r *BybitRepository) GetCurrentPrice(symbol string) (float64, error) {
var isPerp bool

var tickersURL string
if strings.Contains(symbol, "PERP") {
isPerp = true
tickersURL = fmt.Sprintf("perpetual/usdc/openapi/public/v1/tick?symbol=%s", symbol)
} else {
tickersURL = fmt.Sprintf("derivatives/v3/public/tickers?category=linear&symbol=%s", symbol)
// FetchOrder is set entry price
func (r *BybitRepository) FetchOrder(req *domain.TV, orderID string) error {
req.Order = domain.TVOrder{
OrderID: orderID,
Type: req.Order.Type,
Symbol: req.Order.Symbol,
Side: req.Order.Side,
QTY: req.Order.QTY,
TP: req.Order.TP,
SL: req.Order.SL,
}

var markPriceStr string

if !isPerp {
var ticker domain.BybitDerivTicker
_, resp, err := r.Client.PublicRequest(http.MethodGet, tickersURL, nil, &ticker)
if err != nil {
return 0, fmt.Errorf("PublicRequest err: %w, body: %s", err, string(resp))
}
markPriceStr = ticker.Result.List[0].MarkPrice
} else {
var ticker domain.BybitPerpTicker
_, resp, err := r.Client.PublicRequest(http.MethodGet, tickersURL, nil, &ticker)
if err != nil {
return 0, fmt.Errorf("PublicRequest err: %w, body: %s", err, string(resp))
}
markPriceStr = ticker.Result.MarkPrice
entryPrice, err := r.getEntryPrice(req.Order.Symbol, req.Order.Side)
if err != nil {
return err
}
req.Order.EntryPrice = *entryPrice

return strconv.ParseFloat(markPriceStr, 64)
return nil
}

func (r *BybitRepository) CalculateTPSL(req domain.TV, value interface{}, isType string) (float64, error) {
Expand All @@ -128,7 +97,7 @@ func (r *BybitRepository) CalculateTPSL(req domain.TV, value interface{}, isType
return 0, nil
}

currentPrice, err := r.GetCurrentPrice(req.Order.Symbol)
currentPrice, err := r.getMarkPrice(req.Order.Symbol)
if err != nil {
return 0, err
}
Expand Down Expand Up @@ -196,22 +165,107 @@ func (r *BybitRepository) CalculateTPSL(req domain.TV, value interface{}, isType
return f64, nil
}

// getMarkPrice returns mark price
func (r *BybitRepository) getMarkPrice(symbol string) (float64, error) {
var isPerp bool

var tickersURL string
if strings.Contains(symbol, "PERP") {
isPerp = true
tickersURL = fmt.Sprintf("perpetual/usdc/openapi/public/v1/tick?symbol=%s", symbol)
} else {
tickersURL = fmt.Sprintf("derivatives/v3/public/tickers?category=linear&symbol=%s", symbol)
}

var markPriceStr string

if !isPerp {
var ticker domain.BybitDerivTicker
_, resp, err := r.Client.PublicRequest(http.MethodGet, tickersURL, nil, &ticker)
if err != nil {
return 0, fmt.Errorf("PublicRequest err: %w, body: %s", err, string(resp))
}
markPriceStr = ticker.Result.List[0].MarkPrice
} else {
var ticker domain.BybitPerpTicker
_, resp, err := r.Client.PublicRequest(http.MethodGet, tickersURL, nil, &ticker)
if err != nil {
return 0, fmt.Errorf("PublicRequest err: %w, body: %s", err, string(resp))
}
markPriceStr = ticker.Result.MarkPrice
}

return strconv.ParseFloat(markPriceStr, 64)
}

func (r *BybitRepository) getEntryPrice(symbol, side string) (*decimal.Decimal, error) {
var entryPrice decimal.Decimal
var err error

if strings.Contains(symbol, "PERP") {
var positions domain.BybitUSDCPositions

resp, err := r.signedRequestWithHeader(http.MethodPost, "option/usdc/openapi/private/v1/query-position", []byte("{\"category\":\"PERPETUAL\"}"), &positions)
if err != nil {
return nil, fmt.Errorf("signedRequest err: %w, body: %s", err, resp)
}

for _, position := range positions.Result.DataList {
fmt.Printf("%+v\n", position)
entryPrice, err = decimal.NewFromString(position.EntryPrice)
if err != nil {
return nil, err
}
}
} else {
_, _, positions, err := r.Client.LinearGetPosition(symbol)
if err != nil {
return nil, err
}

for _, position := range positions {
if position.Side == side {
entryPrice = decimal.NewFromFloat(position.EntryPrice)
}
}
}

return &entryPrice, err
}

func (r *BybitRepository) GetWalletInfoUSDC() (*domain.BybitWallet, error) {
var wallet domain.BybitWallet

resp, err := r.signedRequestWithHeaderWithoutBody(http.MethodPost, "option/usdc/openapi/private/v1/query-wallet-balance", &wallet)
resp, err := r.signedRequestWithHeader(http.MethodPost, "option/usdc/openapi/private/v1/query-wallet-balance", []byte("{}"), &wallet)
if err != nil {
return nil, fmt.Errorf("signedRequestWithHeaderWithoutBody err: %w, body: %s", err, string(resp))
return nil, fmt.Errorf("signedRequest err: %w, body: %s", err, resp)
}

return &wallet, nil
}

func (r *BybitRepository) signedRequestWithHeaderWithoutBody(method, path string, result interface{}) (string, error) {
func (r *BybitRepository) GetWalletInfoDeriv() (*rest.Balance, error) {
_, _, wallet, err := r.Client.GetWalletBalance("USDT")
if err != nil {
return nil, err
}

return &wallet, nil
}

func (r *BybitRepository) signedRequestWithHeader(method, path string, body []byte, result interface{}) (string, error) {
var payload io.Reader

nowTimeInMilli := strconv.FormatInt(time.Now().UnixMilli(), 10)
var hmacSigned []byte
payload := strings.NewReader(`{}`)
signInput := nowTimeInMilli + r.APIKey + "5000" + "{}"

if body == nil {
// TODO have to using query params. it's not working when query params are passed.
payload = strings.NewReader("")
} else {
payload = strings.NewReader(string(body))
}

signInput := nowTimeInMilli + r.APIKey + "5000" + string(body)
hmacSigned, err := crypto.GetHMAC(crypto.HashSHA256, []byte(signInput), []byte(r.APISecretKey))
if err != nil {
return "", err
Expand Down
38 changes: 38 additions & 0 deletions pkg/domain/bybit.go
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Original file line number Diff line number Diff line change
Expand Up @@ -96,6 +96,44 @@ type BybitPerpTicker struct {
} `json:"result"`
}

type BybitUSDCPositions struct {
Result struct {
Cursor string `json:"cursor"`
ResultTotalSize int `json:"resultTotalSize"`
DataList []struct {
Symbol string `json:"symbol"`
Leverage string `json:"leverage"`
OccClosingFee string `json:"occClosingFee"`
LiqPrice string `json:"liqPrice"`
PositionValue string `json:"positionValue"`
TakeProfit string `json:"takeProfit"`
RiskID string `json:"riskId"`
TrailingStop string `json:"trailingStop"`
UnrealisedPnl string `json:"unrealisedPnl"`
CreatedAt string `json:"createdAt"`
MarkPrice string `json:"markPrice"`
CumRealisedPnl string `json:"cumRealisedPnl"`
PositionMM string `json:"positionMM"`
PositionIM string `json:"positionIM"`
UpdatedAt string `json:"updatedAt"`
TpSLMode string `json:"tpSLMode"`
Side string `json:"side"`
BustPrice string `json:"bustPrice"`
DeleverageIndicator int `json:"deleverageIndicator"`
EntryPrice string `json:"entryPrice"`
Size string `json:"size"`
SessionRPL string `json:"sessionRPL"`
PositionStatus string `json:"positionStatus"`
SessionUPL string `json:"sessionUPL"`
StopLoss string `json:"stopLoss"`
OrderMargin string `json:"orderMargin"`
SessionAvgPrice string `json:"sessionAvgPrice"`
} `json:"dataList"`
} `json:"result"`
RetCode int `json:"retCode"`
RetMsg string `json:"retMsg"`
}

type BybitWallet struct {
Result struct {
WalletBalance string `json:"walletBalance"`
Expand Down
22 changes: 12 additions & 10 deletions pkg/domain/tv.go
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Original file line number Diff line number Diff line change
Expand Up @@ -19,6 +19,7 @@ along with this program. If not, see <http://www.gnu.org/licenses/>.
package domain

import (
"github.com/shopspring/decimal"
"gorm.io/gorm"
)

Expand All @@ -31,16 +32,17 @@ type TV struct {

type TVOrder struct {
gorm.Model
DEX string `gorm:"type:varchar(255);not null" json:"-"`
SettingID uint64 `gorm:"type:uint;not null" json:"-"`
OrderID string `gorm:"type:varchar(255);uniqueIndex:order_id;not null"`
Type string `gorm:"type:varchar(255)" json:"type" binding:"required"` // "Market" or "Limit"
Symbol string `gorm:"type:varchar(255)" json:"symbol" binding:"required"` // eg: BTCUSDT
Side string `gorm:"type:varchar(255)" json:"side" binding:"required"` // "Buy" or "Sell"
Price float64 `gorm:"type:float" json:"price"` // Set 0 if order_type is Market
QTY float64 `gorm:"type:float" json:"qty" binding:"required"`
TP interface{} `gorm:"type:float" json:"tp"`
SL interface{} `gorm:"type:float" json:"sl"`
DEX string `gorm:"type:varchar(255);not null" json:"-"`
SettingID uint64 `gorm:"type:uint;not null" json:"-"`
OrderID string `gorm:"type:varchar(255);uniqueIndex:order_id;not null"`
Type string `gorm:"type:varchar(255)" json:"type" binding:"required"` // "Market" or "Limit"
Symbol string `gorm:"type:varchar(255)" json:"symbol" binding:"required"` // eg: BTCUSDT
Side string `gorm:"type:varchar(255)" json:"side" binding:"required"` // "Buy" or "Sell"
Price float64 `gorm:"-" json:"price"` // Set 0 if order_type is Market
EntryPrice decimal.Decimal `gorm:"type:decimal(10,4)" json:"-"`
QTY float64 `gorm:"type:float" json:"qty" binding:"required"`
TP interface{} `gorm:"type:float" json:"tp"`
SL interface{} `gorm:"type:float" json:"sl"`
}

type Tabler interface {
Expand Down
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