Merge pull request #1960 from c9s/c9s/xgap/improve-bitget-force

Author: c9s

pkg/exchange/bitget/bitgetapi/v2/place_order_request_requestgen.go

@@ -319,11 +319,27 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (cr
 		return nil, fmt.Errorf("time-in-force %s not supported", order.TimeInForce)
 	}
 
+	// bitget's "force" field is mandatory, so we need to set it.
 	switch order.Type {
 	case types.OrderTypeLimitMaker:
 		req.Force(v2.OrderForcePostOnly)
-	default:
+	case types.OrderTypeMarket:
+		// From the doc: It is invalid when orderType is market)
 		req.Force(v2.OrderForceGTC)
+	default:
+		if len(order.TimeInForce) != 0 {
+			switch order.TimeInForce {
+			case types.TimeInForceGTC:
+				req.Force(v2.OrderForceGTC)
+			case types.TimeInForceIOC:
+				req.Force(v2.OrderForceIOC)
+			case types.TimeInForceFOK:
+				req.Force(v2.OrderForceFOK)
+			}
+		} else {
+			// set default force to GTC
+			req.Force(v2.OrderForceGTC)
+		}
 	}
 
 	// set price

pkg/exchange/bitget/exchange.go

@@ -234,12 +234,13 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
 func (s *Strategy) makeSpread(ctx context.Context, bestBid, bestAsk types.PriceVolume) error {
 	orderForms := []types.SubmitOrder{
 		{
-			Symbol:   s.Symbol,
-			Side:     types.SideTypeSell,
-			Type:     types.OrderTypeLimit,
-			Quantity: fixedpoint.Max(bestBid.Volume, s.tradingMarket.MinQuantity),
-			Price:    bestBid.Price,
-			Market:   s.tradingMarket,
+			Symbol:      s.Symbol,
+			Side:        types.SideTypeSell,
+			Type:        types.OrderTypeLimit,
+			Quantity:    fixedpoint.Max(bestBid.Volume, s.tradingMarket.MinQuantity),
+			Price:       bestBid.Price,
+			Market:      s.tradingMarket,
+			TimeInForce: types.TimeInForceIOC,
 		},
 	}
 	log.Infof("make spread order forms: %+v", orderForms)
@@ -402,12 +403,13 @@ func (s *Strategy) placeOrders(ctx context.Context) {
 			Market:   s.tradingMarket,
 		},
 		{
-			Symbol:   s.Symbol,
-			Side:     types.SideTypeSell,
-			Type:     types.OrderTypeLimit,
-			Quantity: quantity,
-			Price:    price,
-			Market:   s.tradingMarket,
+			Symbol:      s.Symbol,
+			Side:        types.SideTypeSell,
+			Type:        types.OrderTypeLimit,
+			Quantity:    quantity,
+			Price:       price,
+			Market:      s.tradingMarket,
+			TimeInForce: types.TimeInForceIOC,
 		},
 	}
 	log.Infof("order forms: %+v", orderForms)
@@ -423,6 +425,10 @@ func (s *Strategy) placeOrders(ctx context.Context) {
 	}
 
 	time.Sleep(time.Second)
+
+	if err := s.OrderExecutor.GracefulCancel(ctx); err != nil {
+		log.WithError(err).Warnf("cancel order error")
+	}
 }
 
 func (s *Strategy) cancelOrders(ctx context.Context) {